<SEC-DOCUMENT>0000950123-11-042220.txt : 20110429
<SEC-HEADER>0000950123-11-042220.hdr.sgml : 20110429
<ACCEPTANCE-DATETIME>20110429172027
ACCESSION NUMBER:		0000950123-11-042220
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20110331
FILED AS OF DATE:		20110429
DATE AS OF CHANGE:		20110429
EFFECTIVENESS DATE:		20110429

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			UBS AG
		CENTRAL INDEX KEY:			0001114446
		STANDARD INDUSTRIAL CLASSIFICATION:	NATIONAL COMMERCIAL BANKS [6021]
		IRS NUMBER:				000000000
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		13F-HR
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	028-10396
		FILM NUMBER:		11796206

	BUSINESS ADDRESS:	
		STREET 1:		BAHNHOFSTRASSE 45
		STREET 2:		P O BOX CH 8098
		CITY:			ZURICH
		STATE:			V8
		ZIP:			-
		BUSINESS PHONE:		41-1-234-4100

	MAIL ADDRESS:	
		STREET 1:		BAHNHOFSTRASSE 45
		STREET 2:		P O BOX CH 8098
		CITY:			ZURICH
		STATE:			V8
		ZIP:			-
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>c16204e13fvhr.txt
<DESCRIPTION>FORM 13F-HR
<TEXT>
<PAGE>

                                  United States
                       Securities and Exchange Commission
                              Washington, DC 20549

                               FORM 13F COVER PAGE

Report for the Quarter Ended: March 31, 2011

Check here if amendment [ ]; Amendment Number:
                                               ----------

This Amendment (Check only one):

[ ]  is a restatement
[ ]  adds new holdings entries

Institutional Investment Manager Filing this Report:

Name: UBS AG
      Bahnhofstrasse 45
      Zurich, Switzerland

13F File Number: 028-10396

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Persons signing this Report on behalf of Reporting Manager:

Name:  Anthony DeFilippis
Title  Executive Director
Phone: (203-719-5241)

Signature, Place, and Date of Signing:


/s/ Anthony DeFilippis
---------------------------------------
Stamford, Ct
April 29, 2011

Name:  Gordon Kiesling
Title  Executive Director
Phone: (203-719-0268)

Signature, Place, and Date of Signing:


/s/ Gordon Kiesling
---------------------------------------
Stamford, Connecticut
April 29, 2011

Report Type (Check only one):

[X]  13F Holdings Report

[ ]  13F Notice

[ ]  13F Combination Report

<PAGE>

Report Summary

Number of Other Included Managers:                 04

Form 13F Information Table Entry Total:        15,933
Form 13F Information Table Value Total:   $87,390,869 (thousands)

List of Other Included Managers:

NO.   FORM 13F FILE NUMBER   NAME
---   --------------------   ----
01    028-11496              UBS Financial Services Inc.
17    028-11603              UBS Swiss Financial Advisors AG
20    028-07344              UBS AG, New York Branch
21    028-11965              UBS Trust Company National Association
<PAGE>

<TABLE>
<CAPTION>
                                                                    SHARES
                                                                      OR                            VOTING    VOTING    VOTING
                                                           VALUE    PRINC.  SH: PUT: INVEST OTHER AUTHORITY AUTHORITY AUTHORITY
NAME OF ISSUER                TITLE OF CLASS    CUSIP    {X 1000}    AMT.   PRN CALL  DISC. MGRS.    SOLE     SHARED     NONE
---------------------------- ---------------- --------- ---------- -------- --- ---- ------ ----- --------- --------- ---------
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
1 800 FLOWERS COM            CL A             68243Q106       3.27      990 SH       SHARED    20                           990
1 800 FLOWERS COM            CL A             68243Q106      16.42     4975 SH       SHARED    01                4975
1ST CENTURY BANCSHARES INC   COM              31943X102       9.57     2333 SH       SHARED                      2333
1ST CENTURY BANCSHARES INC   COM              31943X102      10.25     2500 SH       SHARED    01                2500
1ST CONSTITUTION BANCORP     COM              31986N102       20.2     2416 SH       SOLE              2416
1ST SOURCE CORP              COM              336901103     115.77     5777 SH       SOLE              5777
1ST UNITED BANCORP INC FLA   COM              33740N105     120.74    17200 SH       SHARED    01               17200
21ST CENTY HLDG CO           COM              90136Q100       4.39     1426 SH       SOLE              1426
3-D SYS CORP DEL             COM NEW          88554D205     102.16     2105 SH       SHARED    01                2105
3-D SYS CORP DEL             COM NEW          88554D205      422.5     8706 SH       SHARED                      8706
3M CO                        COM              88579Y101     100.05     1070 SH       SHARED    20                          1070
3M CO                        COM              88579Y101     307.71     3291 SH       SHARED    21                3291
3M CO                        COM              88579Y101   23421.75   250500 SH  C    SHARED                    250500
3M CO                        COM              88579Y101    24291.3   259800 SH  P    SHARED                    259800
3M CO                        COM              88579Y101   35388.82   378490 SH       SHARED                              378490
3M CO                        COM              88579Y101   37782.98   404096 SH       SHARED                    404096
3M CO                        COM              88579Y101  236050.75  2524607 SH       SHARED    01             2524607
3M CO                        NOTE 11/2        88579YAB7       9.43    10000 PRN      SHARED    01               10000
3SBIO INC                    SPONSORED ADR    88575Y105      81.33     4704 SH       SHARED                      4704
3SBIO INC                    SPONSORED ADR    88575Y105    1936.88   112023 SH       SHARED    01              112023
51JOB INC                    SP ADR REP COM   316827104     126.07     1972 SH       SOLE              1972
7 DAYS GROUP HLDGS LTD       ADR              81783J101        1.1       54 SH       SHARED    01                  54
7 DAYS GROUP HLDGS LTD       ADR              81783J101      90.02     4439 SH       SHARED                      4439
8X8 INC NEW                  COM              282914100      29.22    10400 SH       SHARED    01               10400
8X8 INC NEW                  COM              282914100     255.18    90810 SH       SHARED                     90810
99 CENTS ONLY STORES         COM              65440K106       1.96      100 SH  C    SHARED                       100
99 CENTS ONLY STORES         COM              65440K106      27.44     1400 SH  P    SHARED                      1400
99 CENTS ONLY STORES         COM              65440K106     115.64     5900 SH       SHARED    01                5900
99 CENTS ONLY STORES         COM              65440K106      907.7    46311 SH       SHARED                     46311
A C MOORE ARTS & CRAFTS INC  COM              00086T103       0.14       50 SH       SHARED    01                  50
A C MOORE ARTS & CRAFTS INC  COM              00086T103    1545.09   563900 SH       SHARED                    563900
A H BELO CORP                COM CL A         001282102       3.34      400 SH       SHARED    01                 400
A H BELO CORP                COM CL A         001282102    3616.66   432615 SH       SHARED                    432615
A POWER ENERGY GENERAT SYS L COM              G04136100       2.63      561 SH       SHARED    01                 561
A POWER ENERGY GENERAT SYS L COM              G04136100      14.54     3100 SH  P    SHARED                      3100
A POWER ENERGY GENERAT SYS L COM              G04136100      14.85     3167 SH       SHARED                      3167
A POWER ENERGY GENERAT SYS L COM              G04136100      86.77    18500 SH  C    SHARED                     18500
A123 SYS INC                 COM              03739T108      73.66    11600 SH  P    SHARED                     11600
A123 SYS INC                 COM              03739T108     130.81    20600 SH  C    SHARED                     20600
A123 SYS INC                 COM              03739T108     154.94    24400 SH       SHARED    01               24400
A123 SYS INC                 COM              03739T108     638.23   100509 SH       SHARED                    100509
AAON INC                     COM PAR $0.004   000360206      48.92     1487 SH       SHARED    01                1487
AAON INC                     COM PAR $0.004   000360206     198.39     6030 SH       SHARED                      6030
AAR CORP                     COM              000361105      16.63      600 SH  C    SHARED                       600
AAR CORP                     COM              000361105     404.46    14591 SH       SHARED    01               14591
AAR CORP                     COM              000361105     967.34    34897 SH       SHARED                     34897
AARONS INC                   COM PAR $0.50    002535300      24.02      947 SH       SHARED    21                 947
AARONS INC                   COM PAR $0.50    002535300     185.13     7300 SH  C    SHARED                      7300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AARONS INC                   COM PAR $0.50    002535300     296.81    11704 SH       SHARED    20                         11704
AARONS INC                   COM PAR $0.50    002535300    1509.45    59521 SH       SHARED                     59521
AARONS INC                   COM PAR $0.50    002535300    4164.87   164230 SH       SHARED    01              164230
AASTROM BIOSCIENCES INC      COM NEW          00253U305       0.31      125 SH       SHARED    01                 125
AASTROM BIOSCIENCES INC      COM NEW          00253U305        0.5      200 SH  C    SHARED                       200
AASTROM BIOSCIENCES INC      COM NEW          00253U305     132.25    52899 SH       SHARED                     52899
ABAXIS INC                   COM              002567105       6.81      236 SH       SHARED    21                 236
ABAXIS INC                   COM              002567105     317.61    11013 SH       SHARED                     11013
ABAXIS INC                   COM              002567105     562.58    19507 SH       SHARED    01               19507
ABB LTD                      SPONSORED ADR    000375204      88.92     3676 SH       SHARED    21                3676
ABB LTD                      SPONSORED ADR    000375204      112.7     4659 SH       SHARED                      4659
ABB LTD                      SPONSORED ADR    000375204   22033.68   910859 SH       SHARED    01              910859
ABBOTT LABS                  COM              002824100       67.2     1370 SH       SHARED    21                1370
ABBOTT LABS                  COM              002824100     646.72    13185 SH       SHARED    20                         13185
ABBOTT LABS                  COM              002824100    5034.34   102637 SH       SHARED                              102637
ABBOTT LABS                  COM              002824100   16078.59   327800 SH  P    SHARED                    327800
ABBOTT LABS                  COM              002824100   37793.03   770500 SH  C    SHARED                    770500
ABBOTT LABS                  COM              002824100   54534.23  1111809 SH       SHARED                   1111809
ABBOTT LABS                  COM              002824100  170115.26  3468201 SH       SHARED    01             3468201
ABERCROMBIE & FITCH CO       CL A             002896207     369.81     6300 SH       SHARED                                6300
ABERCROMBIE & FITCH CO       CL A             002896207    1204.76    20524 SH       SHARED    01               20524
ABERCROMBIE & FITCH CO       CL A             002896207    7272.93   123900 SH  P    SHARED                    123900
ABERCROMBIE & FITCH CO       CL A             002896207    8223.87   140100 SH  C    SHARED                    140100
ABERDEEN ASIA PACIFIC INCOM  COM              003009107   23096.98  3332897 SH       SHARED    01             3332897
ABERDEEN AUSTRALIA EQTY FD I COM              003011103       8.54      688 SH       SHARED                       688
ABERDEEN AUSTRALIA EQTY FD I COM              003011103     139.43    11235 SH       SHARED    01               11235
ABERDEEN CHILE FD INC        COM              00301W105      15.79      744 SH       SHARED                       744
ABERDEEN CHILE FD INC        COM              00301W105      93.13     4389 SH       SHARED    01                4389
ABERDEEN EMERG MKTS TELE&INF COM              00301T102      11.91      634 SH       SOLE               634
ABERDEEN GLOBAL INCOME FD IN COM              003013109       0.36       28 SH       SHARED                        28
ABERDEEN GLOBAL INCOME FD IN COM              003013109     566.05    44431 SH       SHARED    01               44431
ABERDEEN INDONESIA FD INC    COM              00305P106      97.66     7354 SH       SHARED    01                7354
ABERDEEN ISRAEL FUND INC     COM              00301L109       28.9     1644 SH       SHARED                      1644
ABERDEEN ISRAEL FUND INC     COM              00301L109      79.11     4500 SH       SHARED    01                4500
ABERDEEN LATIN AMER EQTY FD  COM              00306K106       6.01      154 SH       SHARED                       154
ABERDEEN LATIN AMER EQTY FD  COM              00306K106      16.11      413 SH       SHARED    01                 413
ABINGTON BANCORP INC         COM              00350L109      75.43     6168 SH       SOLE              6168
ABIOMED INC                  COM              003654100      43.59     3000 SH  C    SHARED                      3000
ABIOMED INC                  COM              003654100     193.37    13308 SH       SHARED                     13308
ABIOMED INC                  COM              003654100     757.01    52100 SH       SHARED    01               52100
ABITIBIBOWATER INC           COM NEW          003687209        8.6      320 SH       SHARED    01                 320
ABITIBIBOWATER INC           COM NEW          003687209    1613.68    60055 SH       SHARED                     60055
ABM INDS INC                 COM              000957100     250.55     9868 SH       SHARED    01                9868
ABM INDS INC                 COM              000957100      522.5    20579 SH       SHARED                     20579
ABOVENET INC                 COM              00374N107      19.46      300 SH  P    SHARED                       300
ABOVENET INC                 COM              00374N107     910.89    14044 SH       SHARED    01               14044
ABOVENET INC                 COM              00374N107    2350.53    36240 SH       SHARED                     36240
ABRAXAS PETE CORP            COM              003830106      14.02     2400 SH  C    SOLE              2400
ACACIA RESH CORP             ACACIA TCH COM   003881307       2.92       85 SH       SHARED    21                  85
ACACIA RESH CORP             ACACIA TCH COM   003881307      44.66     1300 SH  P    SHARED                      1300
ACACIA RESH CORP             ACACIA TCH COM   003881307     271.37     7900 SH  C    SHARED                      7900
ACACIA RESH CORP             ACACIA TCH COM   003881307      596.9    17377 SH       SHARED                     17377
ACACIA RESH CORP             ACACIA TCH COM   003881307    1821.89    53039 SH       SHARED    01               53039
ACADIA PHARMACEUTICALS INC   COM              004225108       0.32      200 SH  C    SOLE               200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ACADIA PHARMACEUTICALS INC   COM              004225108      15.03     9280 SH       SOLE              9280
ACADIA RLTY TR               COM SH BEN INT   004239109        117     6184 SH       SHARED    01                6184
ACADIA RLTY TR               COM SH BEN INT   004239109     464.03    24526 SH       SHARED                               24526
ACADIA RLTY TR               COM SH BEN INT   004239109     504.26    26652 SH       SHARED                     26652
ACCELR8 TECHNOLOGY CORP      COM NEW          004304200       1.99      574 SH       SOLE               574
ACCELRYS INC                 COM              00430U103      95.95    11994 SH       SHARED    01               11994
ACCELRYS INC                 COM              00430U103     181.41    22676 SH       SHARED                     22676
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101      62.28     1133 SH       SHARED    21                1133
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101    1445.71    26300 SH  P    SHARED                     26300
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101    6422.58   116838 SH       SHARED                    116838
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101    6464.47   117600 SH  C    SHARED                    117600
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101    6716.95   122193 SH       SHARED                              122193
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101    8313.83   151243 SH       SHARED    20                        151243
ACCENTURE PLC IRELAND        SHS CLASS A      G1151C101   19191.46   349126 SH       SHARED    01              349126
ACCESS NATL CORP             COM              004337101      28.59     4027 SH       SOLE              4027
ACCO BRANDS CORP             COM              00081T108        4.5      472 SH       SHARED    01                 472
ACCO BRANDS CORP             COM              00081T108     213.13    22341 SH       SHARED                     22341
ACCRETIVE HEALTH INC         COM              00438V103      34.01     1225 SH       SHARED    01                1225
ACCRETIVE HEALTH INC         COM              00438V103     514.67    18540 SH       SHARED                     18540
ACCURAY INC                  COM              004397105       4.51      500 SH  C    SHARED                       500
ACCURAY INC                  COM              004397105      128.4    14235 SH       SHARED    01               14235
ACCURAY INC                  COM              004397105     173.02    19182 SH       SHARED                     19182
ACCURIDE CORP NEW            COM NEW          00439T206    1581.93   113890 SH       SHARED    01              113890
ACCURIDE CORP NEW            COM NEW          00439T206    2817.38   202835 SH       SHARED                    202835
ACE LTD                      SHS              H0023R105      15.14      234 SH       SHARED    21                 234
ACE LTD                      SHS              H0023R105     317.03     4900 SH  P    SHARED                      4900
ACE LTD                      SHS              H0023R105     543.48     8400 SH  C    SHARED                      8400
ACE LTD                      SHS              H0023R105    1407.94    21761 SH       SHARED                               21761
ACE LTD                      SHS              H0023R105       8580   132612 SH       SHARED                    132612
ACE LTD                      SHS              H0023R105   18953.02   292937 SH       SHARED    01              292937
ACELRX PHARMACEUTICALS INC   COM              00444T100       6.73     1963 SH       SOLE              1963
ACETO CORP                   COM              004446100        0.8      100 SH  P    SHARED                       100
ACETO CORP                   COM              004446100      10.45     1311 SH       SHARED    01                1311
ACETO CORP                   COM              004446100      83.01    10415 SH       SHARED                     10415
ACHILLION PHARMACEUTICALS IN COM              00448Q201      49.34     6900 SH  C    SHARED                      6900
ACHILLION PHARMACEUTICALS IN COM              00448Q201      50.05     7000 SH  P    SHARED                      7000
ACHILLION PHARMACEUTICALS IN COM              00448Q201     348.59    48754 SH       SHARED                     48754
ACHILLION PHARMACEUTICALS IN COM              00448Q201     451.88    63200 SH       SHARED    01               63200
ACI WORLDWIDE INC            COM              004498101     622.54    18980 SH       SOLE             18980
ACME PACKET INC              COM              004764106      55.85      787 SH       SHARED    21                 787
ACME PACKET INC              COM              004764106      709.6    10000 SH  P    SHARED                     10000
ACME PACKET INC              COM              004764106    2136.89    30114 SH       SHARED                     30114
ACME PACKET INC              COM              004764106     2845.5    40100 SH  C    SHARED                     40100
ACME PACKET INC              COM              004764106    3477.89    49012 SH       SHARED    01               49012
ACME UTD CORP                COM              004816104      18.47     1912 SH       SOLE              1912
ACORDA THERAPEUTICS INC      COM              00484M106      10.93      471 SH       SHARED    01                 471
ACORDA THERAPEUTICS INC      COM              00484M106       11.6      500 SH  C    SHARED                       500
ACORDA THERAPEUTICS INC      COM              00484M106      43.73     1885 SH       SHARED    20                          1885
ACORDA THERAPEUTICS INC      COM              00484M106     106.72     4600 SH  P    SHARED                      4600
ACORDA THERAPEUTICS INC      COM              00484M106     395.61    17052 SH       SHARED                     17052
ACORN ENERGY INC             COM              004848107        2.3      641 SH       SHARED                       641
ACORN ENERGY INC             COM              004848107      30.52     8500 SH       SHARED    01                8500
ACORN INTL INC               SPON ADR         004854105       2.46      499 SH       SHARED    01                 499
ACORN INTL INC               SPON ADR         004854105      13.29     2695 SH       SHARED                      2695
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ACTIONS SEMICONDUCTOR CO LTD ADR              00507E107       7.46     2997 SH       SOLE              2997
ACTIVE POWER INC             COM              00504W100     712.53   243186 SH       SOLE            243186
ACTIVISION BLIZZARD INC      COM              00507V109       6.53      595 SH       SHARED    21                 595
ACTIVISION BLIZZARD INC      COM              00507V109     152.67    13917 SH       SHARED                     13917
ACTIVISION BLIZZARD INC      COM              00507V109     410.28    37400 SH       SHARED                               37400
ACTIVISION BLIZZARD INC      COM              00507V109      732.8    66800 SH  P    SHARED                     66800
ACTIVISION BLIZZARD INC      COM              00507V109    3271.25   298200 SH  C    SHARED                    298200
ACTIVISION BLIZZARD INC      COM              00507V109    4777.41   435498 SH       SHARED    01              435498
ACTUANT CORP                 CL A NEW         00508X203      16.99      586 SH       SHARED    21                 586
ACTUANT CORP                 CL A NEW         00508X203     355.16    12247 SH       SHARED    01               12247
ACTUANT CORP                 CL A NEW         00508X203     979.48    33775 SH       SHARED                     33775
ACTUATE CORP                 COM              00508B102      95.16    18300 SH       SHARED    01               18300
ACTUATE CORP                 COM              00508B102     152.11    29252 SH       SHARED                     29252
ACUITY BRANDS INC            COM              00508Y102      13.98      239 SH       SHARED    21                 239
ACUITY BRANDS INC            COM              00508Y102      16.44      281 SH       SHARED                       281
ACUITY BRANDS INC            COM              00508Y102     272.56     4660 SH       SHARED    20                          4660
ACUITY BRANDS INC            COM              00508Y102     2322.4    39706 SH       SHARED    01               39706
ACUITY BRANDS INC            COM              00508Y102   11382.15   194600 SH  C    SHARED                    194600
ACXIOM CORP                  COM              005125109       1.44      100 SH       SHARED    01                 100
ACXIOM CORP                  COM              005125109     631.16    43983 SH       SHARED                     43983
ADA ES INC                   COM              005208103      40.93     1873 SH       SOLE              1873
ADAMS EXPRESS CO             COM              006212104       12.7     1117 SH       SHARED                      1117
ADAMS EXPRESS CO             COM              006212104      65.41     5753 SH       SHARED    01                5753
ADAMS GOLF INC               COM NEW          006228209       6.03     1091 SH       SHARED                      1091
ADAMS GOLF INC               COM NEW          006228209      12.03     2175 SH       SHARED    01                2175
ADAMS RES & ENERGY INC       COM NEW          006351308      15.37      534 SH       SOLE               534
ADCARE HEALTH SYSTEMS INC    COM NEW          00650W300       0.21       43 SH       SOLE                43
ADDVANTAGE TECHNOLOGIES GP I COM NEW          006743306       7.18     2324 SH       SOLE              2324
ADECOAGRO S A                COM              L00849106      32.28     2395 SH       SOLE              2395
ADEONA PHARMACEUTICALS INC   COM              00685T108        0.7      400 SH       SHARED    01                 400
ADMINISTRADORA FONDOS PENSIO SPONSORED ADR    00709P108      14.31      190 SH       SHARED    01                 190
ADOBE SYS INC                COM              00724F101       4.71      142 SH       SHARED    21                 142
ADOBE SYS INC                COM              00724F101    1084.33    32700 SH       SHARED                               32700
ADOBE SYS INC                COM              00724F101    2138.99    64505 SH       SHARED    20                         64505
ADOBE SYS INC                COM              00724F101   28081.48   846848 SH       SHARED                    846848
ADOBE SYS INC                COM              00724F101   36313.52  1095100 SH  C    SHARED                   1095100
ADOBE SYS INC                COM              00724F101   37122.52  1119497 SH       SHARED    01             1119497
ADOBE SYS INC                COM              00724F101   42580.76  1284100 SH  P    SHARED                   1284100
ADOLOR CORP                  COM              00724X102      12.35     8819 SH       SOLE              8819
ADTRAN INC                   COM              00738A106      21.23      500 SH  P    SHARED                       500
ADTRAN INC                   COM              00738A106     473.51    11152 SH       SHARED    01               11152
ADTRAN INC                   COM              00738A106    1316.26    31000 SH  C    SHARED                     31000
ADTRAN INC                   COM              00738A106    3562.73    83908 SH       SHARED                     83908
ADVANCE AMER CASH ADVANCE CT COM              00739W107       6.36     1200 SH  C    SHARED                      1200
ADVANCE AMER CASH ADVANCE CT COM              00739W107     154.35    29123 SH       SHARED                     29123
ADVANCE AMER CASH ADVANCE CT COM              00739W107     719.74   135800 SH       SHARED    01              135800
ADVANCE AUTO PARTS INC       COM              00751Y106      39.37      600 SH  C    SHARED                       600
ADVANCE AUTO PARTS INC       COM              00751Y106      72.18     1100 SH  P    SHARED                      1100
ADVANCE AUTO PARTS INC       COM              00751Y106     337.94     5150 SH       SHARED                                5150
ADVANCE AUTO PARTS INC       COM              00751Y106     551.86     8410 SH       SHARED    20                          8410
ADVANCE AUTO PARTS INC       COM              00751Y106    4232.62    64502 SH       SHARED                     64502
ADVANCE AUTO PARTS INC       COM              00751Y106    7105.46   108282 SH       SHARED    01              108282
ADVANCED ANALOGIC TECHNOLOGI COM              00752J108      59.05    15622 SH       SOLE             15622
ADVANCED BATTERY TECHNOLOG I COM              00752H102       6.21     3200 SH  P    SHARED                      3200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ADVANCED BATTERY TECHNOLOG I COM              00752H102     122.61    63200 SH  C    SHARED                     63200
ADVANCED BATTERY TECHNOLOG I COM              00752H102     577.58   297720 SH       SHARED    01              297720
ADVANCED BATTERY TECHNOLOG I COM              00752H102     581.32   299647 SH       SHARED                    299647
ADVANCED ENERGY INDS         COM              007973100      14.06      860 SH       SHARED    01                 860
ADVANCED ENERGY INDS         COM              007973100      26.16     1600 SH  C    SHARED                      1600
ADVANCED ENERGY INDS         COM              007973100      29.43     1800 SH  P    SHARED                      1800
ADVANCED ENERGY INDS         COM              007973100     292.83    17910 SH       SHARED                     17910
ADVANCED MICRO DEVICES INC   COM              007903107      463.7    53919 SH       SHARED                               53919
ADVANCED MICRO DEVICES INC   COM              007903107    1183.67   137636 SH       SHARED    01              137636
ADVANCED MICRO DEVICES INC   COM              007903107    2924.03   340004 SH       SHARED                    340004
ADVANCED MICRO DEVICES INC   COM              007903107   10065.44  1170400 SH  C    SHARED                   1170400
ADVANCED MICRO DEVICES INC   COM              007903107    14714.6  1711000 SH  P    SHARED                   1711000
ADVANCED MICRO DEVICES INC   NOTE 5.750% 8/1  007903AN7      619.5   600000 PRN      SHARED    01              600000
ADVANCED MICRO DEVICES INC   NOTE 6.000% 5/0  007903AL1     256.78   249000 PRN      SHARED    01              249000
ADVANCED MICRO DEVICES INC   NOTE 6.000% 5/0  007903AL1    1816.03  1761000 PRN      SHARED                   1761000
ADVANCED PHOTONIX INC        CL A             00754E107        0.2      100 SH       SHARED    01                 100
ADVANCED PHOTONIX INC        CL A             00754E107          1      499 SH       SHARED                       499
ADVANCED SEMICONDUCTOR ENGR  SPONSORED ADR    00756M404     287.65    52491 SH       SHARED    01               52491
ADVANCED SEMICONDUCTOR ENGR  SPONSORED ADR    00756M404     292.66    53405 SH       SHARED    20                         53405
ADVANCED SEMICONDUCTOR ENGR  SPONSORED ADR    00756M404     330.74    60354 SH       SHARED                     60354
ADVANTAGE OIL & GAS LTD      COM              00765F101      39.47     4400 SH  C    SHARED                      4400
ADVANTAGE OIL & GAS LTD      COM              00765F101      66.38     7400 SH  P    SHARED                      7400
ADVANTAGE OIL & GAS LTD      COM              00765F101     974.59   108650 SH       SHARED    01              108650
ADVANTAGE OIL & GAS LTD      COM              00765F101    1259.69   140434 SH       SHARED                    140434
ADVANTEST CORP               SPON ADR NEW     00762U200       3.68      205 SH       SHARED    01                 205
ADVENT CLAY GBL CONV SEC INC COM BENE INTER   007639107      50.39     5131 SH       SHARED                      5131
ADVENT CLAY GBL CONV SEC INC COM BENE INTER   007639107    1077.76   109752 SH       SHARED    01              109752
ADVENT CLAYMORE CV SECS & IN COM              00764C109      34.53     1743 SH       SHARED    21                1743
ADVENT CLAYMORE CV SECS & IN COM              00764C109     916.75    46277 SH       SHARED    01               46277
ADVENT CLAYMORE ENH GRW & IN COM              00765E104      14.02     1178 SH       SHARED                      1178
ADVENT CLAYMORE ENH GRW & IN COM              00765E104     104.51     8782 SH       SHARED    01                8782
ADVENT SOFTWARE INC          COM              007974108       3.16      110 SH       SHARED    21                 110
ADVENT SOFTWARE INC          COM              007974108     133.38     4649 SH       SHARED    01                4649
ADVENT SOFTWARE INC          COM              007974108     562.12    19593 SH       SHARED                     19593
ADVENTRX PHARMACEUTICALS INC COM NEW          00764X202       1.68      800 SH       SHARED    01                 800
ADVISORSHARES TR             ACTIV BEAR ETF   00768Y883      50.48     2121 SH       SOLE              2121
ADVISORSHARES TR             CAMBRIA GL TAC   00768Y800       5.24      200 SH       SHARED    01                 200
ADVISORSHARES TR             CAMBRIA GL TAC   00768Y800      40.89     1560 SH       SHARED                      1560
ADVISORSHARES TR             DENT TACTL ETF   00768Y107      57.39     2663 SH       SOLE              2663
ADVISORSHARES TR             MRS HL GLB VAL   00768Y404     116.36     5204 SH       SOLE              5204
ADVISORSHARES TR             PERITUS HG YLD   00768Y503     616.27    11868 SH       SOLE             11868
ADVISORY BRD CO              COM              00762W107       4.84       94 SH       SHARED    21                  94
ADVISORY BRD CO              COM              00762W107     374.15     7265 SH       SHARED                      7265
ADVISORY BRD CO              COM              00762W107     476.43     9251 SH       SHARED    01                9251
ADVOCAT INC                  COM              007586100       1.45      200 SH       SHARED    01                 200
AECOM TECHNOLOGY CORP DELAWA COM              00766T100      11.09      400 SH  P    SHARED                       400
AECOM TECHNOLOGY CORP DELAWA COM              00766T100      13.87      500 SH  C    SHARED                       500
AECOM TECHNOLOGY CORP DELAWA COM              00766T100    2710.33    97740 SH       SHARED                     97740
AECOM TECHNOLOGY CORP DELAWA COM              00766T100    3003.02   108295 SH       SHARED    01              108295
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102       3.76      461 SH       SHARED    01                 461
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102      14.69     1800 SH  P    SHARED                      1800
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102      41.62     5100 SH  C    SHARED                      5100
AEGEAN MARINE PETROLEUM NETW SHS              Y0017S102     285.05    34932 SH       SHARED                     34932
AEGERION PHARMACEUTICALS INC COM              00767E102      33.14     2000 SH       SHARED    01                2000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AEGON N V                    NY REGISTRY SH   007924103       5.42      723 SH       SHARED    21                 723
AEGON N V                    NY REGISTRY SH   007924103      93.71    12494 SH       SHARED                     12494
AEGON N V                    NY REGISTRY SH   007924103     4101.6   546880 SH       SHARED    01              546880
AEP INDS INC                 COM              001031103      66.96     2253 SH       SOLE              2253
AERCAP HOLDINGS NV           SHS              N00985106       3.77      300 SH       SHARED    20                           300
AERCAP HOLDINGS NV           SHS              N00985106      15.08     1200 SH  C    SHARED                      1200
AERCAP HOLDINGS NV           SHS              N00985106      15.08     1200 SH  P    SHARED                      1200
AERCAP HOLDINGS NV           SHS              N00985106     239.87    19083 SH       SHARED    01               19083
AEROCENTURY CORP             COM              007737109       2.79      187 SH       SOLE               187
AEROFLEX HLDG CORP           COM              007767106       1.82      100 SH       SHARED    01                 100
AEROFLEX HLDG CORP           COM              007767106     166.86     9163 SH       SHARED                      9163
AEROPOSTALE                  COM              007865108      296.7    12200 SH  C    SHARED                     12200
AEROPOSTALE                  COM              007865108      409.5    16838 SH       SHARED    01               16838
AEROPOSTALE                  COM              007865108    1693.43    69631 SH       SHARED                     69631
AEROPOSTALE                  COM              007865108    1738.88    71500 SH  P    SHARED                     71500
AEROSONIC CORP DEL           COM PAR $0.40    008015307       0.13       44 SH       SOLE                44
AEROVIRONMENT INC            COM              008073108      38.47     1100 SH  C    SHARED                      1100
AEROVIRONMENT INC            COM              008073108      38.47     1100 SH  P    SHARED                      1100
AEROVIRONMENT INC            COM              008073108     1067.7    30532 SH       SHARED                     30532
AEROVIRONMENT INC            COM              008073108    1376.42    39360 SH       SHARED    01               39360
AES CORP                     COM              00130H105       58.5     4500 SH       SHARED    17                          4500
AES CORP                     COM              00130H105      588.9    45300 SH       SHARED                               45300
AES CORP                     COM              00130H105      787.8    60600 SH  C    SHARED                     60600
AES CORP                     COM              00130H105    1022.57    78659 SH       SHARED                     78659
AES CORP                     COM              00130H105    2540.21   195401 SH       SHARED    01              195401
AES CORP                     COM              00130H105     4637.1   356700 SH  P    SHARED                    356700
AES TR III                   PFD CV 6.75%     00808N202     127.58     2600 SH       SHARED    01                2600
AETNA INC NEW                COM              00817Y108      39.56     1057 SH       SHARED    21                1057
AETNA INC NEW                COM              00817Y108      526.6    14069 SH       SHARED                     14069
AETNA INC NEW                COM              00817Y108     541.05    14455 SH       SHARED    20                         14455
AETNA INC NEW                COM              00817Y108    2691.22    71900 SH  C    SHARED                     71900
AETNA INC NEW                COM              00817Y108    3978.81   106300 SH  P    SHARED                    106300
AETNA INC NEW                COM              00817Y108    4053.67   108300 SH       SHARED                              108300
AETNA INC NEW                COM              00817Y108   35600.46   951121 SH       SHARED    01              951121
AETRIUM INC                  COM              00817R103       3.94     2292 SH       SHARED                      2292
AETRIUM INC                  COM              00817R103      18.94    11010 SH       SHARED    01               11010
AFC ENTERPRISES INC          COM              00104Q107          9      595 SH       SHARED    20                           595
AFC ENTERPRISES INC          COM              00104Q107      45.62     3015 SH       SHARED    01                3015
AFFILIATED MANAGERS GROUP    COM              008252108      35.65      326 SH       SHARED    21                 326
AFFILIATED MANAGERS GROUP    COM              008252108     751.37     6870 SH       SHARED    20                          6870
AFFILIATED MANAGERS GROUP    COM              008252108    5277.21    48251 SH       SHARED                     48251
AFFILIATED MANAGERS GROUP    COM              008252108    7375.04    67432 SH       SHARED    01               67432
AFFYMAX INC                  COM              00826A109       1.17      200 SH  P    SOLE               200
AFFYMAX INC                  COM              00826A109      57.68     9826 SH       SOLE              9826
AFFYMAX INC                  COM              00826A109     105.07    17900 SH  C    SOLE             17900
AFFYMETRIX INC               COM              00826T108        1.3      250 SH       SHARED    21                 250
AFFYMETRIX INC               COM              00826T108       2.08      400 SH  C    SHARED                       400
AFFYMETRIX INC               COM              00826T108     428.52    82249 SH       SHARED    01               82249
AFFYMETRIX INC               COM              00826T108     498.54    95689 SH       SHARED                     95689
AFLAC INC                    COM              001055102      44.23      838 SH       SHARED    21                 838
AFLAC INC                    COM              001055102    1238.06    23457 SH       SHARED    20                         23457
AFLAC INC                    COM              001055102     1752.3    33200 SH       SHARED                               33200
AFLAC INC                    COM              001055102    2528.16    47900 SH  P    SHARED                     47900
AFLAC INC                    COM              001055102    5024.66    95200 SH  C    SHARED                     95200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AFLAC INC                    COM              001055102    8494.57   160943 SH       SHARED                    160943
AFLAC INC                    COM              001055102   46639.89   883666 SH       SHARED    01              883666
AGCO CORP                    COM              001084102       9.89      180 SH       SHARED    20                           180
AGCO CORP                    COM              001084102      30.34      552 SH       SHARED    21                 552
AGCO CORP                    COM              001084102     247.37     4500 SH       SHARED                                4500
AGCO CORP                    COM              001084102     714.61    13000 SH  P    SHARED                     13000
AGCO CORP                    COM              001084102    2236.51    40686 SH       SHARED                     40686
AGCO CORP                    COM              001084102    4961.54    90259 SH       SHARED    01               90259
AGCO CORP                    COM              001084102    6129.16   111500 SH  C    SHARED                    111500
AGCO CORP                    NOTE 1.750%12/3  001084AL6       2.45     1000 PRN      SHARED    01                1000
AGENUS INC                   COM              00847G101       2.11     2319 SH       SHARED    01                2319
AGENUS INC                   COM              00847G101      13.43    14757 SH       SHARED                     14757
AGFEED INDUSTRIES INC        COM              00846L101        2.1     1100 SH  P    SHARED                      1100
AGFEED INDUSTRIES INC        COM              00846L101       5.16     2700 SH  C    SHARED                      2700
AGFEED INDUSTRIES INC        COM              00846L101       8.24     4316 SH       SHARED                      4316
AGFEED INDUSTRIES INC        COM              00846L101      271.6   142200 SH       SHARED    01              142200
AGIC CONV & INCOME FD        COM              001190107    1361.31   124321 SH       SHARED    01              124321
AGIC CONV & INCOME FD II     COM              001191105      32.81     3261 SH       SHARED                      3261
AGIC CONV & INCOME FD II     COM              001191105      261.7    26014 SH       SHARED    01               26014
AGIC EQUITY & CONV INCOME FD COM              00119P102      37.36     1931 SH       SHARED                      1931
AGIC EQUITY & CONV INCOME FD COM              00119P102      72.25     3734 SH       SHARED    01                3734
AGIC GLOBAL EQUITY & CONV IN COM              00119R108      25.13     1515 SH       SHARED                      1515
AGIC GLOBAL EQUITY & CONV IN COM              00119R108      71.97     4338 SH       SHARED    01                4338
AGIC INTL & PREM STRATEGY FD COM              00119Q100      32.09     2292 SH       SHARED                      2292
AGIC INTL & PREM STRATEGY FD COM              00119Q100     170.52    12180 SH       SHARED    01               12180
AGILENT TECHNOLOGIES INC     COM              00846U101      15.99      357 SH       SHARED    21                 357
AGILENT TECHNOLOGIES INC     COM              00846U101    1285.19    28700 SH  P    SHARED                     28700
AGILENT TECHNOLOGIES INC     COM              00846U101    1955.95    43679 SH       SHARED                               43679
AGILENT TECHNOLOGIES INC     COM              00846U101    2565.18    57284 SH       SHARED                     57284
AGILENT TECHNOLOGIES INC     COM              00846U101    3479.41    77700 SH  C    SHARED                     77700
AGILENT TECHNOLOGIES INC     COM              00846U101    3760.85    83985 SH       SHARED    20                         83985
AGILENT TECHNOLOGIES INC     COM              00846U101       7106   158687 SH       SHARED    01              158687
AGILYSYS INC                 COM              00847J105      80.99    14110 SH       SOLE             14110
AGL RES INC                  COM              001204106       8.96      225 SH       SHARED    20                           225
AGL RES INC                  COM              001204106    2938.24    73751 SH       SHARED    01               73751
AGL RES INC                  COM              001204106    3027.36    75988 SH       SHARED                     75988
AGNICO EAGLE MINES LTD       COM              008474108     741.79    11180 SH       SHARED                               11180
AGNICO EAGLE MINES LTD       COM              008474108    7351.58   110800 SH  P    SHARED                    110800
AGNICO EAGLE MINES LTD       COM              008474108    9316.14   140409 SH       SHARED                    140409
AGNICO EAGLE MINES LTD       COM              008474108   11531.63   173800 SH  C    SHARED                    173800
AGNICO EAGLE MINES LTD       COM              008474108   17920.67   270093 SH       SHARED    01              270093
AGREE REALTY CORP            COM              008492100     115.06     5125 SH       SHARED                      5125
AGREE REALTY CORP            COM              008492100     134.68     5999 SH       SHARED                                5999
AGREE REALTY CORP            COM              008492100     262.67    11700 SH       SHARED    01               11700
AGRIA CORP                   SPONSORED ADR    00850H103       1.74     1234 SH       SOLE              1234
AGRIUM INC                   COM              008916108      33.67      365 SH       SHARED    21                 365
AGRIUM INC                   COM              008916108     867.24     9400 SH       SHARED                                9400
AGRIUM INC                   COM              008916108     4576.1    49600 SH  P    SHARED                     49600
AGRIUM INC                   COM              008916108    5913.87    64100 SH  C    SHARED                     64100
AGRIUM INC                   COM              008916108    7409.49    80311 SH       SHARED                     80311
AGRIUM INC                   COM              008916108   20402.01   221136 SH       SHARED    01              221136
AIR METHODS CORP             COM PAR $.06     009128307        3.5       52 SH       SHARED    21                  52
AIR METHODS CORP             COM PAR $.06     009128307      20.18      300 SH  C    SHARED                       300
AIR METHODS CORP             COM PAR $.06     009128307      20.18      300 SH  P    SHARED                       300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AIR METHODS CORP             COM PAR $.06     009128307     104.84     1559 SH       SHARED    01                1559
AIR METHODS CORP             COM PAR $.06     009128307     375.66     5586 SH       SHARED                      5586
AIR PRODS & CHEMS INC        COM              009158106       30.3      336 SH       SHARED    21                 336
AIR PRODS & CHEMS INC        COM              009158106      54.11      600 SH  P    SHARED                       600
AIR PRODS & CHEMS INC        COM              009158106     315.63     3500 SH  C    SHARED                      3500
AIR PRODS & CHEMS INC        COM              009158106    1291.65    14323 SH       SHARED                               14323
AIR PRODS & CHEMS INC        COM              009158106    8917.18    98882 SH       SHARED                     98882
AIR PRODS & CHEMS INC        COM              009158106   55625.55   616828 SH       SHARED    01              616828
AIR T INC                    COM              009207101        7.1      755 SH       SOLE               755
AIR TRANSPORT SERVICES GRP I COM              00922R105        5.2      615 SH       SHARED    01                 615
AIRCASTLE LTD                COM              G0129K104      63.97     5300 SH  C    SHARED                      5300
AIRCASTLE LTD                COM              G0129K104     253.95    21040 SH       SHARED    01               21040
AIRGAS INC                   COM              009363102       7.31      110 SH       SHARED    20                           110
AIRGAS INC                   COM              009363102     385.24     5800 SH       SHARED                                5800
AIRGAS INC                   COM              009363102     611.06     9200 SH  C    SHARED                      9200
AIRGAS INC                   COM              009363102    1434.67    21600 SH  P    SHARED                     21600
AIRGAS INC                   COM              009363102    5354.32    80613 SH       SHARED    01               80613
AIRMEDIA GROUP INC           SPONSORED ADR    009411109     144.44    27724 SH       SOLE             27724
AIRTRAN HLDGS INC            COM              00949P108      19.37     2600 SH  P    SHARED                      2600
AIRTRAN HLDGS INC            COM              00949P108      76.59    10280 SH       SHARED    01               10280
AIRTRAN HLDGS INC            COM              00949P108     124.42    16700 SH  C    SHARED                     16700
AIRTRAN HLDGS INC            COM              00949P108      138.4    18577 SH       SHARED                     18577
AIXTRON SE                   SPONSORED ADR    009606104      27.29      622 SH       SHARED    21                 622
AIXTRON SE                   SPONSORED ADR    009606104     417.25     9509 SH       SHARED    01                9509
AIXTRON SE                   SPONSORED ADR    009606104    7444.86   169664 SH       SHARED                    169664
AK STL HLDG CORP             COM              001547108      331.4    21001 SH       SHARED    01               21001
AK STL HLDG CORP             COM              001547108    2712.58   171900 SH  P    SHARED                    171900
AK STL HLDG CORP             COM              001547108    5139.55   325700 SH  C    SHARED                    325700
AKAMAI TECHNOLOGIES INC      COM              00971T101        4.6      121 SH       SHARED    21                 121
AKAMAI TECHNOLOGIES INC      COM              00971T101      95.19     2505 SH       SHARED    20                          2505
AKAMAI TECHNOLOGIES INC      COM              00971T101      501.6    13200 SH       SHARED                               13200
AKAMAI TECHNOLOGIES INC      COM              00971T101    4548.49   119697 SH       SHARED                    119697
AKAMAI TECHNOLOGIES INC      COM              00971T101     6604.4   173800 SH  P    SHARED                    173800
AKAMAI TECHNOLOGIES INC      COM              00971T101    15705.4   413300 SH  C    SHARED                    413300
AKAMAI TECHNOLOGIES INC      COM              00971T101   20584.22   541690 SH       SHARED    01              541690
AKEENA SOLAR INC DE          COM              009720103       9.55    20110 SH       SHARED    01               20110
AKEENA SOLAR INC DE          COM              009720103      13.74    28916 SH       SHARED                     28916
AKORN INC                    COM              009728106      11.54     2000 SH       SHARED    01                2000
AKORN INC                    COM              009728106     131.03    22708 SH       SHARED                     22708
ALAMO GROUP INC              COM              011311107     114.14     4158 SH       SOLE              4158
ALASKA AIR GROUP INC         COM              011659109      25.37      400 SH  P    SHARED                       400
ALASKA AIR GROUP INC         COM              011659109     151.89     2395 SH       SHARED                      2395
ALASKA AIR GROUP INC         COM              011659109     260.02     4100 SH  C    SHARED                      4100
ALASKA AIR GROUP INC         COM              011659109    2724.59    42961 SH       SHARED    01               42961
ALASKA COMMUNICATIONS SYS GR COM              01167P101       1.06      100 SH  C    SHARED                       100
ALASKA COMMUNICATIONS SYS GR COM              01167P101       6.75      635 SH       SHARED    20                           635
ALASKA COMMUNICATIONS SYS GR COM              01167P101     449.81    42303 SH       SHARED                     42303
ALASKA COMMUNICATIONS SYS GR COM              01167P101    1957.96   184140 SH       SHARED    01              184140
ALBANY INTL CORP             CL A             012348108     344.14    13821 SH       SOLE             13821
ALBANY INTL CORP             FRNT 2.250% 3/1  012348AC2      32.98    34000 PRN      SHARED    01               34000
ALBANY MOLECULAR RESH INC    COM              012423109      34.85     8180 SH       SOLE              8180
ALBEMARLE CORP               COM              012653101       8.67      145 SH       SHARED    20                           145
ALBEMARLE CORP               COM              012653101      12.13      203 SH       SHARED    21                 203
ALBEMARLE CORP               COM              012653101      17.93      300 SH       SHARED                                 300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ALBEMARLE CORP               COM              012653101      83.68     1400 SH  C    SHARED                      1400
ALBEMARLE CORP               COM              012653101     2780.5    46520 SH       SHARED    01               46520
ALBEMARLE CORP               COM              012653101    5957.16    99668 SH       SHARED                     99668
ALBERTO CULVER CO NEW        COM              013078100      74.54     2000 SH  C    SHARED                      2000
ALBERTO CULVER CO NEW        COM              013078100      178.9     4800 SH  P    SHARED                      4800
ALBERTO CULVER CO NEW        COM              013078100     314.34     8434 SH       SHARED    01                8434
ALBERTO CULVER CO NEW        COM              013078100    3705.91    99434 SH       SHARED                     99434
ALCATEL-LUCENT               SPONSORED ADR    013904305       0.24       42 SH       SHARED                                  42
ALCATEL-LUCENT               SPONSORED ADR    013904305       3.92      675 SH       SHARED    20                           675
ALCATEL-LUCENT               SPONSORED ADR    013904305       6.27     1080 SH       SHARED    21                1080
ALCATEL-LUCENT               SPONSORED ADR    013904305     306.09    52684 SH       SHARED                     52684
ALCATEL-LUCENT               SPONSORED ADR    013904305    4381.28   754093 SH       SHARED    01              754093
ALCOA INC                    COM              013817101      44.64     2528 SH       SHARED    21                2528
ALCOA INC                    COM              013817101    1677.56    94992 SH       SHARED                               94992
ALCOA INC                    COM              013817101   18500.62  1047600 SH  C    SHARED                   1047600
ALCOA INC                    COM              013817101   45111.78  2554461 SH       SHARED    01             2554461
ALCOA INC                    COM              013817101   64148.18  3632400 SH  P    SHARED                   3632400
ALCOA INC                    COM              013817101   64603.97  3658209 SH       SHARED                   3658209
ALCOA INC                    NOTE 5.250% 3/1  013817AT8       2.81     1000 PRN      SHARED    01                1000
ALCON INC                    COM SHS          H01301102    1059.26     6400 SH  P    SHARED                      6400
ALCON INC                    COM SHS          H01301102    4237.06    25600 SH  C    SHARED                     25600
ALCON INC                    COM SHS          H01301102    4560.79    27556 SH       SHARED    01               27556
ALCON INC                    COM SHS          H01301102   74181.09   448197 SH       SHARED                    448197
ALERE INC                    COM              01449J105       7.44      190 SH       SHARED    20                           190
ALERE INC                    COM              01449J105     215.27     5500 SH  C    SHARED                      5500
ALERE INC                    COM              01449J105    2595.96    66325 SH       SHARED    01               66325
ALERE INC                    COM              01449J105    8057.71   205869 SH       SHARED                    205869
ALERE INC                    COM              01449J105   12137.31   310100 SH  P    SHARED                    310100
ALERE INC                    PERP PFD CONV SE 01449J204       9.37       34 SH       SHARED    01                  34
ALERE INC                    PERP PFD CONV SE 01449J204      65.84      239 SH       SHARED                       239
ALEXANDER & BALDWIN INC      COM              014482103       9.13      200 SH  C    SHARED                       200
ALEXANDER & BALDWIN INC      COM              014482103     647.73    14189 SH       SHARED    01               14189
ALEXANDER & BALDWIN INC      COM              014482103    1431.77    31364 SH       SHARED                     31364
ALEXANDERS INC               COM              014752109     443.17     1089 SH       SHARED                      1089
ALEXANDERS INC               COM              014752109     530.66     1304 SH       SHARED                                1304
ALEXANDRIA REAL ESTATE EQ IN COM              015271109      17.31      222 SH       SHARED    21                 222
ALEXANDRIA REAL ESTATE EQ IN COM              015271109     233.91     3000 SH  C    SHARED                      3000
ALEXANDRIA REAL ESTATE EQ IN COM              015271109     413.24     5300 SH  P    SHARED                      5300
ALEXANDRIA REAL ESTATE EQ IN COM              015271109    1136.72    14579 SH       SHARED    01               14579
ALEXANDRIA REAL ESTATE EQ IN COM              015271109    2607.39    33441 SH       SHARED                               33441
ALEXANDRIA REAL ESTATE EQ IN COM              015271109    7644.18    98040 SH       SHARED                     98040
ALEXCO RESOURCE CORP         COM              01535P106      13.28     1500 SH  C    SOLE              1500
ALEXCO RESOURCE CORP         COM              01535P106      55.76     6300 SH  P    SOLE              6300
ALEXCO RESOURCE CORP         COM              01535P106     339.26    38334 SH       SOLE             38334
ALEXION PHARMACEUTICALS INC  COM              015351109     118.42     1200 SH  C    SHARED                      1200
ALEXION PHARMACEUTICALS INC  COM              015351109     617.24     6255 SH       SHARED    20                          6255
ALEXION PHARMACEUTICALS INC  COM              015351109     653.85     6626 SH       SHARED                                6626
ALEXION PHARMACEUTICALS INC  COM              015351109    1490.07    15100 SH  P    SHARED                     15100
ALEXION PHARMACEUTICALS INC  COM              015351109    3175.52    32180 SH       SHARED                     32180
ALEXION PHARMACEUTICALS INC  COM              015351109    5448.81    55217 SH       SHARED    01               55217
ALEXZA PHARMACEUTICALS INC   COM              015384100        3.4     2000 SH  C    SOLE              2000
ALICO INC                    COM              016230104       1.07       40 SH       SHARED    01                  40
ALICO INC                    COM              016230104      41.04     1533 SH       SHARED                      1533
ALIGN TECHNOLOGY INC         COM              016255101       3.77      184 SH       SHARED    21                 184
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ALIGN TECHNOLOGY INC         COM              016255101      36.86     1800 SH  C    SHARED                      1800
ALIGN TECHNOLOGY INC         COM              016255101      84.64     4133 SH       SHARED    01                4133
ALIGN TECHNOLOGY INC         COM              016255101     582.06    28421 SH       SHARED                     28421
ALIMERA SCIENCES INC         COM              016259103      65.11     8348 SH       SOLE              8348
ALKERMES INC                 COM              01642T108      22.02     1700 SH  C    SHARED                      1700
ALKERMES INC                 COM              01642T108      55.69     4300 SH  P    SHARED                      4300
ALKERMES INC                 COM              01642T108     507.19    39165 SH       SHARED                     39165
ALKERMES INC                 COM              01642T108     1011.2    78085 SH       SHARED    01               78085
ALLEGHANY CORP DEL           COM              017175100     394.86     1193 SH       SHARED    01                1193
ALLEGHANY CORP DEL           COM              017175100    1799.54     5437 SH       SHARED                      5437
ALLEGHENY TECHNOLOGIES INC   COM              01741R102     352.14     5200 SH  P    SHARED                      5200
ALLEGHENY TECHNOLOGIES INC   COM              01741R102     562.08     8300 SH       SHARED                                8300
ALLEGHENY TECHNOLOGIES INC   COM              01741R102    2134.47    31519 SH       SHARED                     31519
ALLEGHENY TECHNOLOGIES INC   COM              01741R102    2891.64    42700 SH  C    SHARED                     42700
ALLEGHENY TECHNOLOGIES INC   COM              01741R102    8357.66   123415 SH       SHARED    01              123415
ALLEGHENY TECHNOLOGIES INC   NOTE 4.250% 6/0  01741RAD4      12.31     7000 PRN      SHARED    01                7000
ALLEGIANT TRAVEL CO          COM              01748X102       9.59      219 SH       SHARED    01                 219
ALLEGIANT TRAVEL CO          COM              01748X102      13.14      300 SH  C    SHARED                       300
ALLEGIANT TRAVEL CO          COM              01748X102      21.91      500 SH  P    SHARED                       500
ALLEGIANT TRAVEL CO          COM              01748X102      34.39      785 SH       SHARED                       785
ALLERGAN INC                 COM              018490102      50.71      714 SH       SHARED    21                 714
ALLERGAN INC                 COM              018490102     284.08     4000 SH  P    SHARED                      4000
ALLERGAN INC                 COM              018490102    1505.62    21200 SH       SHARED                               21200
ALLERGAN INC                 COM              018490102     2130.6    30000 SH  C    SHARED                     30000
ALLERGAN INC                 COM              018490102    5992.24    84374 SH       SHARED                     84374
ALLERGAN INC                 COM              018490102    6323.76    89042 SH       SHARED    20                         89042
ALLERGAN INC                 COM              018490102   24369.31   343133 SH       SHARED    01              343133
ALLERGAN INC                 NOTE 1.500% 4/0  018490AL6       7.82     7000 PRN      SHARED    01                7000
ALLERGAN INC                 NOTE 1.500% 4/0  018490AL6     648.15   580000 PRN      SHARED                    580000
ALLETE INC                   COM NEW          018522300      11.11      285 SH       SHARED    20                           285
ALLETE INC                   COM NEW          018522300     708.63    18184 SH       SHARED                     18184
ALLETE INC                   COM NEW          018522300     817.59    20980 SH       SHARED    01               20980
ALLIANCE BANCORP INC PA NEW  COM              01890A108      17.03     1592 SH       SOLE              1592
ALLIANCE BANKSHARES CORP     COM              018535104       6.75     1216 SH       SOLE              1216
ALLIANCE CALIF MUN INCOME FD COM              018546101      44.36     3431 SH       SOLE              3431
ALLIANCE DATA SYSTEMS CORP   COM              018581108       3.26       38 SH       SHARED    21                  38
ALLIANCE DATA SYSTEMS CORP   COM              018581108     334.97     3900 SH       SHARED                                3900
ALLIANCE DATA SYSTEMS CORP   COM              018581108    1417.19    16500 SH  C    SHARED                     16500
ALLIANCE DATA SYSTEMS CORP   COM              018581108    2407.58    28031 SH       SHARED    01               28031
ALLIANCE DATA SYSTEMS CORP   COM              018581108    5664.62    65952 SH       SHARED                     65952
ALLIANCE DATA SYSTEMS CORP   NOTE 1.750% 8/0  018581AD0       2.41     2000 PRN      SHARED    01                2000
ALLIANCE DATA SYSTEMS CORP   NOTE 1.750% 8/0  018581AD0    1688.86  1403000 PRN      SHARED                   1403000
ALLIANCE FIBER OPTIC PRODS I COM NEW          018680306     191.38    17149 SH       SHARED    01               17149
ALLIANCE HEALTHCARE SRVCS IN COM NEW          018606202       6.63     1500 SH  C    SOLE              1500
ALLIANCE HEALTHCARE SRVCS IN COM NEW          018606202      54.06    12231 SH       SOLE             12231
ALLIANCE HOLDINGS GP LP      COM UNITS LP     01861G100     105.08     2000 SH       SHARED    01                2000
ALLIANCE HOLDINGS GP LP      COM UNITS LP     01861G100     759.73    14460 SH       SHARED                     14460
ALLIANCE NEW YORK MUN INC FD COM              018714105      48.74     3555 SH       SHARED                      3555
ALLIANCE NEW YORK MUN INC FD COM              018714105      51.41     3750 SH       SHARED    01                3750
ALLIANCE ONE INTL INC        COM              018772103      85.28    21215 SH       SHARED    01               21215
ALLIANCE ONE INTL INC        COM              018772103     333.19    82884 SH       SHARED                     82884
ALLIANCE RES PARTNER L P     UT LTD PART      01877R108      24.43      300 SH  P    SHARED                       300
ALLIANCE RES PARTNER L P     UT LTD PART      01877R108      81.43     1000 SH  C    SHARED                      1000
ALLIANCE RES PARTNER L P     UT LTD PART      01877R108      191.2     2348 SH       SHARED                      2348
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ALLIANCE RES PARTNER L P     UT LTD PART      01877R108    2227.27    27352 SH       SHARED    01               27352
ALLIANCEBERNSTEIN GBL HGH IN COM              01879R106    6113.69   410315 SH       SHARED    01              410315
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN   01881G106     514.48    23600 SH  P    SHARED                     23600
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN   01881G106     524.94    24080 SH       SHARED                     24080
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN   01881G106     538.46    24700 SH  C    SHARED                     24700
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN   01881G106    2222.77   101962 SH       SHARED    01              101962
ALLIANCEBERNSTEIN INCOME FUN COM              01881E101      76.22     9912 SH       SHARED                      9912
ALLIANCEBERNSTEIN INCOME FUN COM              01881E101    5595.48   727631 SH       SHARED    01              727631
ALLIANCEBERNSTEIN NATL MUNI  COM              01864U106       98.6     7481 SH       SHARED    01                7481
ALLIANCEBERNSTEIN NATL MUNI  COM              01864U106     248.52    18856 SH       SHARED                     18856
ALLIANT ENERGY CORP          COM              018802108     362.05     9300 SH       SHARED                                9300
ALLIANT ENERGY CORP          COM              018802108     377.04     9685 SH       SHARED    01                9685
ALLIANT ENERGY CORP          COM              018802108    1451.97    37297 SH       SHARED                     37297
ALLIANT TECHSYSTEMS INC      COM              018804104    1698.69    24037 SH       SHARED                     24037
ALLIANT TECHSYSTEMS INC      COM              018804104    4372.07    61866 SH       SHARED    01               61866
ALLIANT TECHSYSTEMS INC      NOTE 2.750% 9/1  018804AN4       8.06     8000 PRN      SHARED    01                8000
ALLIED HEALTHCARE PRODS INC  COM              019222108       7.49     1698 SH       SOLE              1698
ALLIED IRISH BKS P L C       SPON ADR ORD     019228808       2.17      905 SH       SHARED    01                 905
ALLIED IRISH BKS P L C       SPON ADR ORD     019228808      47.52    19801 SH       SHARED                     19801
ALLIED MOTION TECHNOLOGIES I COM              019330109       6.72      953 SH       SOLE               953
ALLIED NEVADA GOLD CORP      COM              019344100       95.8     2700 SH  P    SHARED                      2700
ALLIED NEVADA GOLD CORP      COM              019344100     195.14     5500 SH  C    SHARED                      5500
ALLIED NEVADA GOLD CORP      COM              019344100    1108.93    31255 SH       SHARED    01               31255
ALLIED NEVADA GOLD CORP      COM              019344100    1834.17    51696 SH       SHARED                     51696
ALLIED WRLD ASSUR COM HLDG A SHS              H01531104       4.07       65 SH       SHARED    20                            65
ALLIED WRLD ASSUR COM HLDG A SHS              H01531104     167.07     2665 SH       SHARED    01                2665
ALLIED WRLD ASSUR COM HLDG A SHS              H01531104    1858.57    29647 SH       SHARED                     29647
ALLOS THERAPEUTICS INC       COM              019777101       6.32     2000 SH       SHARED    01                2000
ALLOS THERAPEUTICS INC       COM              019777101      14.85     4700 SH  C    SHARED                      4700
ALLOS THERAPEUTICS INC       COM              019777101      32.86    10400 SH  P    SHARED                     10400
ALLOS THERAPEUTICS INC       COM              019777101     388.75   123022 SH       SHARED                    123022
ALLOT COMMUNICATIONS LTD     SHS              M0854Q105      10.27      656 SH       SHARED    01                 656
ALLSCRIPTS HEALTHCARE SOLUTN COM              01988P108     170.02     8100 SH  P    SHARED                      8100
ALLSCRIPTS HEALTHCARE SOLUTN COM              01988P108     308.55    14700 SH  C    SHARED                     14700
ALLSCRIPTS HEALTHCARE SOLUTN COM              01988P108    2883.82   137390 SH       SHARED    01              137390
ALLSCRIPTS HEALTHCARE SOLUTN COM              01988P108    3473.72   165494 SH       SHARED                    165494
ALLSTATE CORP                COM              020002101      50.72     1596 SH       SHARED    21                1596
ALLSTATE CORP                COM              020002101    1189.18    37419 SH       SHARED                               37419
ALLSTATE CORP                COM              020002101    2003.28    63036 SH       SHARED                     63036
ALLSTATE CORP                COM              020002101     2383.5    75000 SH  P    SHARED                     75000
ALLSTATE CORP                COM              020002101    3839.02   120800 SH  C    SHARED                    120800
ALLSTATE CORP                COM              020002101   15275.98   480679 SH       SHARED    01              480679
ALMADEN MINERALS LTD         COM              020283107        0.4      100 SH  P    SHARED                       100
ALMADEN MINERALS LTD         COM              020283107       4.82     1200 SH  C    SHARED                      1200
ALMADEN MINERALS LTD         COM              020283107       20.1     5000 SH       SHARED    01                5000
ALMADEN MINERALS LTD         COM              020283107      25.43     6326 SH       SHARED                      6326
ALMOST FAMILY INC            COM              020409108      22.58      600 SH  C    SHARED                       600
ALMOST FAMILY INC            COM              020409108     104.19     2768 SH       SHARED    01                2768
ALMOST FAMILY INC            COM              020409108     150.56     4000 SH  P    SHARED                      4000
ALMOST FAMILY INC            COM              020409108     154.44     4103 SH       SHARED                      4103
ALNYLAM PHARMACEUTICALS INC  COM              02043Q107      29.65     3100 SH  P    SHARED                      3100
ALNYLAM PHARMACEUTICALS INC  COM              02043Q107      77.46     8100 SH  C    SHARED                      8100
ALNYLAM PHARMACEUTICALS INC  COM              02043Q107      136.9    14316 SH       SHARED                     14316
ALNYLAM PHARMACEUTICALS INC  COM              02043Q107     279.48    29225 SH       SHARED    01               29225
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ALON HLDGS BLUE SQUARE ISRAE SPONSORED ADR    02051Q106       9.71     1000 SH       SHARED    01                1000
ALON USA ENERGY INC          COM              020520102      68.23     4980 SH       SHARED                      4980
ALON USA ENERGY INC          COM              020520102     135.58     9896 SH       SHARED    01                9896
ALON USA ENERGY INC          COM              020520102        137    10000 SH  C    SHARED                     10000
ALPHA NATURAL RESOURCES INC  COM              02076X102       7.72      130 SH       SHARED    20                           130
ALPHA NATURAL RESOURCES INC  COM              02076X102      18.58      313 SH       SHARED    21                 313
ALPHA NATURAL RESOURCES INC  COM              02076X102     742.13    12500 SH       SHARED                               12500
ALPHA NATURAL RESOURCES INC  COM              02076X102    5462.04    92000 SH  C    SHARED                     92000
ALPHA NATURAL RESOURCES INC  COM              02076X102    6245.72   105200 SH  P    SHARED                    105200
ALPHA NATURAL RESOURCES INC  COM              02076X102   10610.61   178720 SH       SHARED    01              178720
ALPHA PRO TECH LTD           COM              020772109       1.58     1142 SH       SOLE              1142
ALPHATEC HOLDINGS INC        COM              02081G102      20.25     7500 SH       SHARED    01                7500
ALPHATEC HOLDINGS INC        COM              02081G102       97.7    36186 SH       SHARED                     36186
ALPINE GLOBAL DYNAMIC DIVD F COM              02082E106     147.14    19361 SH       SHARED    01               19361
ALPINE GLOBAL PREMIER PPTYS  COM SBI          02083A103      49.22     7022 SH       SHARED                      7022
ALPINE GLOBAL PREMIER PPTYS  COM SBI          02083A103    1527.72   217935 SH       SHARED    01              217935
ALPINE TOTAL DYNAMIC DIVID F COM SBI          021060108     395.16    64254 SH       SHARED    01               64254
ALPINE TOTAL DYNAMIC DIVID F COM SBI          021060108   14906.09  2423755 SH       SHARED                   2423755
ALPS ETF TR                  ALERIAN MLP      00162Q866      32.72     2000 SH       SHARED    01                2000
ALPS ETF TR                  ALERIAN MLP      00162Q866     4257.3   260226 SH       SHARED                    260226
ALPS ETF TR                  C&S GLOBL ETF    00162Q106     616.91    17023 SH       SHARED    01               17023
ALPS ETF TR                  EQUAL SEC ETF    00162Q205      99.86     2680 SH       SHARED                      2680
ALPS ETF TR                  EQUAL SEC ETF    00162Q205     977.14    26225 SH       SHARED    01               26225
ALPS ETF TR                  JEFF CRB AGRIC   00162Q403       11.1      200 SH       SHARED    01                 200
ALPS ETF TR                  JEFF CRB AGRIC   00162Q403      29.59      533 SH       SHARED                       533
ALPS ETF TR                  JEFF CRB INDS    00162Q601      28.87      595 SH       SOLE               595
ALPS ETF TR                  JEFF CRB WILDC   00162Q809     335.45     5898 SH       SHARED    01                5898
ALPS ETF TR                  JEFF TRJ CRB GLO 00162Q304    5414.51   101681 SH       SHARED    01              101681
ALTERA CORP                  COM              021441100      54.14     1230 SH       SHARED    20                          1230
ALTERA CORP                  COM              021441100     1100.5    25000 SH       SHARED                               25000
ALTERA CORP                  COM              021441100    9790.05   222400 SH  P    SHARED                    222400
ALTERA CORP                  COM              021441100   10567.18   240054 SH       SHARED    01              240054
ALTERA CORP                  COM              021441100   11018.21   250300 SH  C    SHARED                    250300
ALTERRA CAPITAL HOLDINGS LIM COM              G0229R108       4.59      206 SH       SHARED    21                 206
ALTERRA CAPITAL HOLDINGS LIM COM              G0229R108       81.2     3648 SH       SHARED    01                3648
ALTERRA CAPITAL HOLDINGS LIM COM              G0229R108      876.2    39362 SH       SHARED                     39362
ALTISOURCE PORTFOLIO SOLNS S REG SHS          L0175J104      11.26      367 SH       SHARED    01                 367
ALTISOURCE PORTFOLIO SOLNS S REG SHS          L0175J104     712.39    23220 SH       SHARED                     23220
ALTO PALERMO S A             SPONSORED ADR    02151P107       8.99      654 SH       SOLE               654
ALTRA HOLDINGS INC           COM              02208R106       5.91      250 SH       SHARED    20                           250
ALTRA HOLDINGS INC           COM              02208R106     232.44     9841 SH       SHARED                      9841
ALTRA HOLDINGS INC           COM              02208R106    1224.67    51849 SH       SHARED    01               51849
ALTRIA GROUP INC             COM              02209S103     126.87     4874 SH       SHARED    21                4874
ALTRIA GROUP INC             COM              02209S103    1868.95    71800 SH  C    SHARED                     71800
ALTRIA GROUP INC             COM              02209S103    3147.03   120900 SH  P    SHARED                    120900
ALTRIA GROUP INC             COM              02209S103    4273.21   164165 SH       SHARED                              164165
ALTRIA GROUP INC             COM              02209S103    8445.49   324452 SH       SHARED    20                        324452
ALTRIA GROUP INC             COM              02209S103   44168.51  1696831 SH       SHARED                   1696831
ALTRIA GROUP INC             COM              02209S103   82984.06  3188016 SH       SHARED    01             3188016
ALUMINA LTD                  SPONSORED ADR    022205108       9.51      931 SH       SHARED                       931
ALUMINA LTD                  SPONSORED ADR    022205108      15.89     1556 SH       SHARED    21                1556
ALUMINA LTD                  SPONSORED ADR    022205108     1486.2   145563 SH       SHARED    01              145563
ALUMINUM CORP CHINA LTD      SPON ADR H SHS   022276109       5.11      216 SH       SHARED    01                 216
ALUMINUM CORP CHINA LTD      SPON ADR H SHS   022276109     371.88    15711 SH       SHARED                     15711
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ALVARION LTD                 SHS              M0861T100       2.66     1400 SH  C    SHARED                      1400
ALVARION LTD                 SHS              M0861T100      18.91     9950 SH       SHARED                      9950
ALVARION LTD                 SHS              M0861T100      21.66    11400 SH       SHARED    01               11400
ALVARION LTD                 SHS              M0861T100     103.93    54700 SH       SHARED    20                         54700
AMAG PHARMACEUTICALS INC     COM              00163U106      20.77     1244 SH       SHARED                      1244
AMAG PHARMACEUTICALS INC     COM              00163U106      22.55     1350 SH       SHARED    01                1350
AMAG PHARMACEUTICALS INC     COM              00163U106       66.8     4000 SH  C    SHARED                      4000
AMAG PHARMACEUTICALS INC     COM              00163U106     349.03    20900 SH  P    SHARED                     20900
AMARIN CORP PLC              SPONS ADR NEW    023111206        556    76164 SH       SHARED                     76164
AMARIN CORP PLC              SPONS ADR NEW    023111206     962.14   131800 SH       SHARED    01              131800
AMAZON COM INC               COM              023135106     106.64      592 SH       SHARED    21                 592
AMAZON COM INC               COM              023135106    4219.18    23423 SH       SHARED                               23423
AMAZON COM INC               COM              023135106    6869.26    38135 SH       SHARED    20                         38135
AMAZON COM INC               COM              023135106   61220.06   339866 SH       SHARED    01              339866
AMAZON COM INC               COM              023135106   70683.01   392400 SH  C    SHARED                    392400
AMAZON COM INC               COM              023135106   124848.1   693100 SH  P    SHARED                    693100
AMB PROPERTY CORP            COM              00163T109       2.16       60 SH       SHARED    21                  60
AMB PROPERTY CORP            COM              00163T109        3.6      100 SH  C    SHARED                       100
AMB PROPERTY CORP            COM              00163T109    1537.68    42749 SH       SHARED    01               42749
AMB PROPERTY CORP            COM              00163T109    3842.53   106826 SH       SHARED                              106826
AMB PROPERTY CORP            COM              00163T109    3988.75   110891 SH       SHARED                    110891
AMBASSADORS GROUP INC        COM              023177108       5.23      478 SH       SHARED    21                 478
AMBASSADORS GROUP INC        COM              023177108      38.77     3541 SH       SHARED                      3541
AMBASSADORS GROUP INC        COM              023177108     237.42    21682 SH       SHARED    01               21682
AMBASSADORS INTL INC         COM NEW          023178205       4.67     1668 SH       SOLE              1668
AMBOW ED HLDG LTD            ADR REPSTG CL A  02322P101       11.9     1500 SH       SHARED    01                1500
AMBOW ED HLDG LTD            ADR REPSTG CL A  02322P101      21.49     2710 SH       SHARED                      2710
AMCOL INTL CORP              COM              02341W103     365.99    10172 SH       SOLE             10172
AMCON DISTRG CO              COM NEW          02341Q205       35.5      441 SH       SOLE               441
AMDOCS LTD                   NOTE 0.500% 3/1  02342TAD1       9.52    11000 PRN      SHARED    01               11000
AMDOCS LTD                   ORD              G02602103      43.28     1500 SH  C    SHARED                      1500
AMDOCS LTD                   ORD              G02602103     426.98    14800 SH  P    SHARED                     14800
AMDOCS LTD                   ORD              G02602103     551.76    19125 SH       SHARED    01               19125
AMDOCS LTD                   ORD              G02602103     817.81    28347 SH       SHARED                     28347
AMEDISYS INC                 COM              023436108      500.5    14300 SH  C    SHARED                     14300
AMEDISYS INC                 COM              023436108     883.65    25247 SH       SHARED                     25247
AMEDISYS INC                 COM              023436108       1183    33800 SH  P    SHARED                     33800
AMEDISYS INC                 COM              023436108     4540.1   129717 SH       SHARED    01              129717
AMERCO                       COM              023586100      33.08      341 SH       SHARED    01                 341
AMEREN CORP                  COM              023608102      33.68     1200 SH  C    SHARED                      1200
AMEREN CORP                  COM              023608102      202.1     7200 SH  P    SHARED                      7200
AMEREN CORP                  COM              023608102     382.82    13638 SH       SHARED                               13638
AMEREN CORP                  COM              023608102    1319.32    47001 SH       SHARED                     47001
AMEREN CORP                  COM              023608102    5981.02   213075 SH       SHARED    01              213075
AMERESCO INC                 CL A             02361E108       30.1     2129 SH       SHARED    01                2129
AMERESCO INC                 CL A             02361E108      85.76     6065 SH       SHARED                      6065
AMERIANA BANCORP             COM              023613102       6.47     1487 SH       SOLE              1487
AMERICA FIRST TAX EX IVS L P BEN UNIT CTF     02364V107       2.59      457 SH       SOLE               457
AMERICA MOVIL SAB DE CV      SPON ADR A SHS   02364W204      43.12      748 SH       SHARED    01                 748
AMERICA MOVIL SAB DE CV      SPON ADR A SHS   02364W204     103.25     1791 SH       SHARED                      1791
AMERICA MOVIL SAB DE CV      SPON ADR L SHS   02364W105     334.95     5765 SH       SHARED    17                          5765
AMERICA MOVIL SAB DE CV      SPON ADR L SHS   02364W105     425.29     7320 SH       SHARED                                7320
AMERICA MOVIL SAB DE CV      SPON ADR L SHS   02364W105     464.51     7995 SH       SHARED    20                          7995
AMERICA MOVIL SAB DE CV      SPON ADR L SHS   02364W105   16823.49   289561 SH       SHARED                    289561
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AMERICA MOVIL SAB DE CV      SPON ADR L SHS   02364W105   17396.88   299430 SH       SHARED    01              299430
AMERICA SVC GROUP INC        COM              02364L109     150.33     5863 SH       SOLE              5863
AMERICAN APPAREL INC         COM              023850100       0.94      972 SH       SOLE               972
AMERICAN ASSETS TR INC       COM              024013104       0.96       45 SH       SHARED    21                  45
AMERICAN ASSETS TR INC       COM              024013104     276.32    12991 SH       SHARED    01               12991
AMERICAN AXLE & MFG HLDGS IN COM              024061103     216.55    17200 SH  C    SHARED                     17200
AMERICAN AXLE & MFG HLDGS IN COM              024061103     225.36    17900 SH  P    SHARED                     17900
AMERICAN AXLE & MFG HLDGS IN COM              024061103     550.98    43763 SH       SHARED    01               43763
AMERICAN AXLE & MFG HLDGS IN COM              024061103     623.47    49521 SH       SHARED                     49521
AMERICAN BILTRITE INC        COM              024591109        3.2      298 SH       SOLE               298
AMERICAN CAMPUS CMNTYS INC   COM              024835100       0.69       21 SH       SHARED    21                  21
AMERICAN CAMPUS CMNTYS INC   COM              024835100       52.8     1600 SH  C    SHARED                      1600
AMERICAN CAMPUS CMNTYS INC   COM              024835100     279.74     8477 SH       SHARED    01                8477
AMERICAN CAMPUS CMNTYS INC   COM              024835100     1333.1    40397 SH       SHARED                               40397
AMERICAN CAMPUS CMNTYS INC   COM              024835100    1809.23    54825 SH       SHARED                     54825
AMERICAN CAP LTD             COM              02503Y103      143.7    14500 SH  P    SHARED                     14500
AMERICAN CAP LTD             COM              02503Y103     787.85    79500 SH  C    SHARED                     79500
AMERICAN CAP LTD             COM              02503Y103    2825.86   285152 SH       SHARED    01              285152
AMERICAN CAP LTD             COM              02503Y103   23753.34  2396906 SH       SHARED                   2396906
AMERICAN CAPITAL AGENCY CORP COM              02503X105    1518.19    52100 SH  P    SHARED                     52100
AMERICAN CAPITAL AGENCY CORP COM              02503X105    2447.76    84000 SH  C    SHARED                     84000
AMERICAN CAPITAL AGENCY CORP COM              02503X105     2691.2    92354 SH       SHARED                     92354
AMERICAN CAPITAL AGENCY CORP COM              02503X105    3991.71   136984 SH       SHARED    01              136984
AMERICAN DEFENSE SYS INC     COM              025351107      15.85    99079 SH       SOLE             99079
AMERICAN DENTAL PARTNERS     COM              025353103      19.81     1510 SH       SOLE              1510
AMERICAN EAGLE OUTFITTERS NE COM              02553E106      90.67     5706 SH       SHARED    01                5706
AMERICAN EAGLE OUTFITTERS NE COM              02553E106     149.37     9400 SH       SHARED                                9400
AMERICAN EAGLE OUTFITTERS NE COM              02553E106     850.61    53531 SH       SHARED                     53531
AMERICAN EAGLE OUTFITTERS NE COM              02553E106    1739.96   109500 SH  P    SHARED                    109500
AMERICAN EAGLE OUTFITTERS NE COM              02553E106    4649.41   292600 SH  C    SHARED                    292600
AMERICAN ELEC PWR INC        COM              025537101       40.9     1164 SH       SHARED    21                1164
AMERICAN ELEC PWR INC        COM              025537101     931.21    26500 SH  P    SHARED                     26500
AMERICAN ELEC PWR INC        COM              025537101    1185.69    33742 SH       SHARED                               33742
AMERICAN ELEC PWR INC        COM              025537101    1610.01    45817 SH       SHARED                     45817
AMERICAN ELEC PWR INC        COM              025537101    2551.76    72617 SH       SHARED    20                         72617
AMERICAN ELEC PWR INC        COM              025537101    4125.44   117400 SH  C    SHARED                    117400
AMERICAN ELEC PWR INC        COM              025537101   47164.03  1342175 SH       SHARED    01             1342175
AMERICAN EQTY INVT LIFE HLD  COM              025676206       7.54      575 SH       SHARED    20                           575
AMERICAN EQTY INVT LIFE HLD  COM              025676206     291.74    22236 SH       SHARED                     22236
AMERICAN EQTY INVT LIFE HLD  COM              025676206     986.86    75218 SH       SHARED    01               75218
AMERICAN EQTY INVT LIFE HLD  NOTE 5.250%12/0  025676AE7      10.85    10000 PRN      SHARED    01               10000
AMERICAN EXPRESS CO          COM              025816109      26.67      590 SH       SHARED    20                           590
AMERICAN EXPRESS CO          COM              025816109      32.72      724 SH       SHARED    21                 724
AMERICAN EXPRESS CO          COM              025816109    3529.76    78092 SH       SHARED                               78092
AMERICAN EXPRESS CO          COM              025816109   11179.99   247345 SH       SHARED                    247345
AMERICAN EXPRESS CO          COM              025816109   16109.28   356400 SH  P    SHARED                    356400
AMERICAN EXPRESS CO          COM              025816109   26604.72   588600 SH  C    SHARED                    588600
AMERICAN EXPRESS CO          COM              025816109   30772.11   680799 SH       SHARED    01              680799
AMERICAN FINL GROUP INC OHIO COM              025932104      35.02     1000 SH  C    SHARED                      1000
AMERICAN FINL GROUP INC OHIO COM              025932104    1843.52    52642 SH       SHARED    01               52642
AMERICAN FINL GROUP INC OHIO COM              025932104    2611.34    74567 SH       SHARED                     74567
AMERICAN GREETINGS CORP      CL A             026375105      48.05     2036 SH       SHARED    01                2036
AMERICAN GREETINGS CORP      CL A             026375105         59     2500 SH  P    SHARED                      2500
AMERICAN GREETINGS CORP      CL A             026375105     181.72     7700 SH  C    SHARED                      7700
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AMERICAN GREETINGS CORP      CL A             026375105    3789.03   160552 SH       SHARED                    160552
AMERICAN INCOME FD INC       COM              02672T109       7.99     1001 SH       SHARED    01                1001
AMERICAN INCOME FD INC       COM              02672T109      25.22     3161 SH       SHARED                      3161
AMERICAN INDEPENDENCE CORP   COM NEW          026760405       9.94     2036 SH       SOLE              2036
AMERICAN INTL GROUP INC      COM NEW          026874784     466.69    13281 SH       SHARED                               13281
AMERICAN INTL GROUP INC      COM NEW          026874784     637.83    18151 SH       SHARED                     18151
AMERICAN INTL GROUP INC      COM NEW          026874784    1339.68    38124 SH       SHARED    01               38124
AMERICAN INTL GROUP INC      COM NEW          026874784     3338.3    95000 SH  C    SHARED                     95000
AMERICAN INTL GROUP INC      COM NEW          026874784     4694.7   133600 SH  P    SHARED                    133600
AMERICAN INTL GROUP INC      UNIT 99/99/9999  026874115       3.41      760 SH       SHARED    01                 760
AMERICAN INTL GROUP INC      *W EXP 01/19/202 026874156      54.01     4853 SH       SHARED                                4853
AMERICAN INTL GROUP INC      *W EXP 01/19/202 026874156     128.17    11516 SH       SHARED    01               11516
AMERICAN LEARNING CORP NEW Y COM              027135102       7.48     2702 SH       SOLE              2702
AMERICAN LORAIN CORP         COM              027297100       1.45      569 SH       SHARED                       569
AMERICAN LORAIN CORP         COM              027297100       25.4    10000 SH       SHARED    01               10000
AMERICAN MED ALERT CORP      COM              027904101       8.67     1503 SH       SOLE              1503
AMERICAN MED SYS HLDGS INC   COM              02744M108      17.38      803 SH       SHARED    21                 803
AMERICAN MED SYS HLDGS INC   COM              02744M108        541    25000 SH  C    SHARED                     25000
AMERICAN MED SYS HLDGS INC   COM              02744M108       1623    75000 SH  P    SHARED                     75000
AMERICAN MED SYS HLDGS INC   COM              02744M108     1850.7    85522 SH       SHARED                     85522
AMERICAN MED SYS HLDGS INC   COM              02744M108    1978.85    91444 SH       SHARED    01               91444
AMERICAN MUN INCOME PORTFOLI COM              027649102       22.5     1751 SH       SHARED    01                1751
AMERICAN MUN INCOME PORTFOLI COM              027649102      67.06     5218 SH       SHARED                      5218
AMERICAN NATL BANKSHARES INC COM              027745108       8.85      393 SH       SHARED    01                 393
AMERICAN NATL INS CO         COM              028591105        5.7       72 SH       SHARED    21                  72
AMERICAN NATL INS CO         COM              028591105     651.09     8224 SH       SHARED                      8224
AMERICAN ORIENTAL BIOENGR IN COM              028731107        7.3     4900 SH  P    SHARED                      4900
AMERICAN ORIENTAL BIOENGR IN COM              028731107       9.69     6500 SH  C    SHARED                      6500
AMERICAN ORIENTAL BIOENGR IN COM              028731107      31.48    21128 SH       SHARED                     21128
AMERICAN ORIENTAL BIOENGR IN COM              028731107      72.56    48700 SH       SHARED    01               48700
AMERICAN PAC CORP            COM              028740108       8.71     1438 SH       SOLE              1438
AMERICAN PUBLIC EDUCATION IN COM              02913V103       0.44       11 SH       SOLE                11
AMERICAN PUBLIC EDUCATION IN COM              02913V103      610.8    15100 SH  C    SOLE             15100
AMERICAN RAILCAR INDS INC    COM              02916P103      98.54     3948 SH       SHARED                      3948
AMERICAN RAILCAR INDS INC    COM              02916P103     128.84     5162 SH       SHARED    01                5162
AMERICAN REPROGRAPHICS CO    COM              029263100       1.42      137 SH       SHARED    01                 137
AMERICAN REPROGRAPHICS CO    COM              029263100     154.07    14886 SH       SHARED                     14886
AMERICAN RIVER BANKSHARES    COM              029326105       7.69     1165 SH       SOLE              1165
AMERICAN RLTY INVS INC       COM              029174109       1.73      561 SH       SHARED    01                 561
AMERICAN RLTY INVS INC       COM              029174109       1.76      573 SH       SHARED                       573
AMERICAN SCIENCE & ENGR INC  COM              029429107      34.82      377 SH       SHARED    21                 377
AMERICAN SCIENCE & ENGR INC  COM              029429107      55.42      600 SH  C    SHARED                       600
AMERICAN SCIENCE & ENGR INC  COM              029429107     554.16     6000 SH  P    SHARED                      6000
AMERICAN SCIENCE & ENGR INC  COM              029429107    1325.18    14348 SH       SHARED                     14348
AMERICAN SCIENCE & ENGR INC  COM              029429107    1620.09    17541 SH       SHARED    01               17541
AMERICAN SELECT PORTFOLIO IN COM              029570108     462.33    44886 SH       SHARED    01               44886
AMERICAN SHARED HOSPITAL SVC COM              029595105       7.41     2111 SH       SOLE              2111
AMERICAN SPECTRUM REALTY INC COM NEW          02970Q203       8.51      433 SH       SOLE               433
AMERICAN STRATEGIC INCM PTFL COM              030098107     167.41    14711 SH       SHARED    01               14711
AMERICAN STRATEGIC INCOME II COM              03009T101     825.88   108100 SH       SHARED    01              108100
AMERICAN STS WTR CO          COM              029899101       8.82      246 SH       SHARED    21                 246
AMERICAN STS WTR CO          COM              029899101     574.37    16017 SH       SHARED                     16017
AMERICAN STS WTR CO          COM              029899101     703.43    19616 SH       SHARED    01               19616
AMERICAN SUPERCONDUCTOR CORP COM              030111108    1216.14    48900 SH  P    SHARED                     48900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AMERICAN SUPERCONDUCTOR CORP COM              030111108    1633.96    65700 SH       SHARED    01               65700
AMERICAN SUPERCONDUCTOR CORP COM              030111108    2723.27   109500 SH  C    SHARED                    109500
AMERICAN SUPERCONDUCTOR CORP COM              030111108    5794.78   233003 SH       SHARED                    233003
AMERICAN TOWER CORP          CL A             029912201      27.21      525 SH       SHARED    21                 525
AMERICAN TOWER CORP          CL A             029912201     131.57     2539 SH       SHARED    20                          2539
AMERICAN TOWER CORP          CL A             029912201    1393.96    26900 SH       SHARED                               26900
AMERICAN TOWER CORP          CL A             029912201     3829.5    73900 SH  C    SHARED                     73900
AMERICAN TOWER CORP          CL A             029912201     3886.5    75000 SH  P    SHARED                     75000
AMERICAN TOWER CORP          CL A             029912201   14763.16   284893 SH       SHARED                    284893
AMERICAN TOWER CORP          CL A             029912201   37653.55   726622 SH       SHARED    01              726622
AMERICAN VANGUARD CORP       COM              030371108      11.28     1300 SH       SHARED    01                1300
AMERICAN VANGUARD CORP       COM              030371108      96.14    11076 SH       SHARED                     11076
AMERICAN WTR WKS CO INC NEW  COM              030420103      11.22      400 SH  C    SHARED                       400
AMERICAN WTR WKS CO INC NEW  COM              030420103     379.29    13522 SH       SHARED                               13522
AMERICAN WTR WKS CO INC NEW  COM              030420103    4307.39   153561 SH       SHARED    01              153561
AMERICAN WTR WKS CO INC NEW  COM              030420103    11607.4   413811 SH       SHARED                    413811
AMERICAS CAR MART INC        COM              03062T105     105.26     4083 SH       SOLE              4083
AMERIGAS PARTNERS L P        UNIT L P INT     030975106      14.42      300 SH  P    SHARED                       300
AMERIGAS PARTNERS L P        UNIT L P INT     030975106      14.99      312 SH       SHARED                       312
AMERIGAS PARTNERS L P        UNIT L P INT     030975106     221.08     4600 SH  C    SHARED                      4600
AMERIGAS PARTNERS L P        UNIT L P INT     030975106    4671.38    97199 SH       SHARED    01               97199
AMERIGON INC                 COM              03070L300       12.2      799 SH       SHARED    21                 799
AMERIGON INC                 COM              03070L300     554.24    36296 SH       SHARED    01               36296
AMERIGROUP CORP              COM              03073T102      13.49      210 SH       SHARED    20                           210
AMERIGROUP CORP              COM              03073T102     456.18     7100 SH  C    SHARED                      7100
AMERIGROUP CORP              COM              03073T102     661.78    10300 SH  P    SHARED                     10300
AMERIGROUP CORP              COM              03073T102    1545.79    24059 SH       SHARED                     24059
AMERIGROUP CORP              COM              03073T102    2403.08    37402 SH       SHARED    01               37402
AMERIGROUP CORP              NOTE 2.000% 5/1  03073TAB8     690.75   450000 PRN      SOLE            450000
AMERIPRISE FINL INC          COM              03076C106      40.25      659 SH       SHARED    21                 659
AMERIPRISE FINL INC          COM              03076C106     708.53    11600 SH  C    SHARED                     11600
AMERIPRISE FINL INC          COM              03076C106     879.55    14400 SH  P    SHARED                     14400
AMERIPRISE FINL INC          COM              03076C106    1029.81    16860 SH       SHARED                               16860
AMERIPRISE FINL INC          COM              03076C106    3632.55    59472 SH       SHARED                     59472
AMERIPRISE FINL INC          COM              03076C106   40439.54   662075 SH       SHARED    01              662075
AMERIS BANCORP               COM              03076K108      23.32     2295 SH       SHARED    01                2295
AMERISAFE INC                COM              03071H100      85.12     3850 SH       SHARED    01                3850
AMERISAFE INC                COM              03071H100     198.26     8967 SH       SHARED                      8967
AMERISERV FINL INC           COM              03074A102       2.37     1000 SH       SHARED    01                1000
AMERISOURCEBERGEN CORP       COM              03073E105     308.57     7800 SH  P    SHARED                      7800
AMERISOURCEBERGEN CORP       COM              03073E105     585.37    14797 SH       SHARED                     14797
AMERISOURCEBERGEN CORP       COM              03073E105     676.48    17100 SH  C    SHARED                     17100
AMERISOURCEBERGEN CORP       COM              03073E105     735.82    18600 SH       SHARED                               18600
AMERISOURCEBERGEN CORP       COM              03073E105    5093.75   128760 SH       SHARED    20                        128760
AMERISOURCEBERGEN CORP       COM              03073E105   11698.37   295712 SH       SHARED    01              295712
AMERISTAR CASINOS INC        COM              03070Q101     784.64    44205 SH       SOLE             44205
AMERITRANS CAP CORP          COM              03073H108       0.02       20 SH       SHARED    01                  20
AMERITRANS CAP CORP          COM              03073H108          8     7845 SH       SHARED                      7845
AMERN STRATEGIC INCOME PTFL  COM              030099105    1128.26   124808 SH       SHARED    01              124808
AMERON INTL INC              COM              030710107      41.87      600 SH  C    SHARED                       600
AMERON INTL INC              COM              030710107     315.66     4523 SH       SHARED    01                4523
AMERON INTL INC              COM              030710107    3102.86    44460 SH       SHARED                     44460
AMETEK INC NEW               COM              031100100      19.26      439 SH       SHARED    21                 439
AMETEK INC NEW               COM              031100100     408.61     9314 SH       SHARED    20                          9314
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AMETEK INC NEW               COM              031100100     482.57    11000 SH       SHARED                               11000
AMETEK INC NEW               COM              031100100    1144.09    26079 SH       SHARED                     26079
AMETEK INC NEW               COM              031100100    4149.49    94586 SH       SHARED    01               94586
AMGEN INC                    COM              031162100      52.06      974 SH       SHARED    21                 974
AMGEN INC                    COM              031162100     821.79    15375 SH       SHARED    20                         15375
AMGEN INC                    COM              031162100   11550.55   216100 SH  P    SHARED                    216100
AMGEN INC                    COM              031162100   14799.72   276889 SH       SHARED                              276889
AMGEN INC                    COM              031162100   31262.91   584900 SH  C    SHARED                    584900
AMGEN INC                    COM              031162100      44145   825912 SH       SHARED    01              825912
AMGEN INC                    COM              031162100   77216.76  1444654 SH       SHARED                   1444654
AMGEN INC                    NOTE 0.375% 2/0  031162AQ3      13.91    14000 PRN      SHARED    01               14000
AMGEN INC                    NOTE 0.375% 2/0  031162AQ3   72706.73 73164000 PRN      SHARED                  73164000
AMICUS THERAPEUTICS INC      COM              03152W109      44.59     6289 SH       SOLE              6289
AMKOR TECHNOLOGY INC         COM              031652100       1.35      200 SH  P    SHARED                       200
AMKOR TECHNOLOGY INC         COM              031652100      12.29     1824 SH       SHARED    01                1824
AMKOR TECHNOLOGY INC         COM              031652100      26.29     3900 SH  C    SHARED                      3900
AMKOR TECHNOLOGY INC         COM              031652100     182.18    27029 SH       SHARED                     27029
AMN HEALTHCARE SERVICES INC  COM              001744101      34.64     4000 SH  C    SHARED                      4000
AMN HEALTHCARE SERVICES INC  COM              001744101     120.67    13934 SH       SHARED                     13934
AMN HEALTHCARE SERVICES INC  COM              001744101    1448.71   167288 SH       SHARED    01              167288
AMPCO-PITTSBURGH CORP        COM              032037103      52.13     1890 SH       SHARED    01                1890
AMPCO-PITTSBURGH CORP        COM              032037103      99.95     3624 SH       SHARED                      3624
AMPHENOL CORP NEW            CL A             032095101      24.48      450 SH       SHARED    21                 450
AMPHENOL CORP NEW            CL A             032095101     217.56     4000 SH  P    SHARED                      4000
AMPHENOL CORP NEW            CL A             032095101     576.53    10600 SH       SHARED                               10600
AMPHENOL CORP NEW            CL A             032095101    1061.26    19512 SH       SHARED                     19512
AMPHENOL CORP NEW            CL A             032095101    1512.04    27800 SH  C    SHARED                     27800
AMPHENOL CORP NEW            CL A             032095101    5351.16    98385 SH       SHARED    01               98385
AMR CORP                     COM              001765106    2795.38   432722 SH       SHARED    01              432722
AMR CORP                     COM              001765106    4539.44   702700 SH  C    SHARED                    702700
AMR CORP                     COM              001765106   10840.02  1678021 SH       SHARED                   1678021
AMR CORP                     COM              001765106    13307.6  2060000 SH  P    SHARED                   2060000
AMR CORP                     NOTE 6.250%10/1  001765BC9       6.32     6000 PRN      SHARED    01                6000
AMSURG CORP                  COM              03232P405       8.14      320 SH       SHARED    20                           320
AMSURG CORP                  COM              03232P405      41.59     1635 SH       SHARED    01                1635
AMSURG CORP                  COM              03232P405     388.24    15261 SH       SHARED                     15261
AMTECH SYS INC               COM PAR $0.01N   032332504       63.1     2500 SH  P    SHARED                      2500
AMTECH SYS INC               COM PAR $0.01N   032332504      72.16     2859 SH       SHARED    01                2859
AMTECH SYS INC               COM PAR $0.01N   032332504     167.57     6639 SH       SHARED                      6639
AMTECH SYS INC               COM PAR $0.01N   032332504     300.36    11900 SH  C    SHARED                     11900
AMTRUST FINANCIAL SERVICES I COM              032359309       3.81      200 SH       SHARED    01                 200
AMTRUST FINANCIAL SERVICES I COM              032359309      78.19     4100 SH  P    SHARED                      4100
AMTRUST FINANCIAL SERVICES I COM              032359309     228.25    11969 SH       SHARED                     11969
AMYLIN PHARMACEUTICALS INC   COM              032346108      113.7    10000 SH  C    SHARED    01               10000
AMYLIN PHARMACEUTICALS INC   COM              032346108     119.54    10514 SH       SHARED    01               10514
AMYLIN PHARMACEUTICALS INC   COM              032346108     149.58    13156 SH       SHARED                     13156
AMYLIN PHARMACEUTICALS INC   COM              032346108     221.09    19445 SH       SHARED    20                         19445
AMYLIN PHARMACEUTICALS INC   COM              032346108     528.71    46500 SH  P    SHARED                     46500
AMYLIN PHARMACEUTICALS INC   COM              032346108      599.2    52700 SH  C    SHARED                     52700
AMYRIS INC                   COM              03236M101      27.83      975 SH       SHARED    01                 975
AMYRIS INC                   COM              03236M101      57.08     2000 SH  P    SHARED                      2000
AMYRIS INC                   COM              03236M101     214.05     7500 SH  C    SHARED                      7500
ANACOR PHARMACEUTICALS INC   COM              032420101     211.41    30550 SH       SHARED    01               30550
ANADARKO PETE CORP           COM              032511107     124.27     1517 SH       SHARED    21                1517
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ANADARKO PETE CORP           COM              032511107     622.67     7601 SH       SHARED                      7601
ANADARKO PETE CORP           COM              032511107    2889.56    35273 SH       SHARED    20                         35273
ANADARKO PETE CORP           COM              032511107    3063.81    37400 SH       SHARED                               37400
ANADARKO PETE CORP           COM              032511107    22839.3   278800 SH  P    SHARED                    278800
ANADARKO PETE CORP           COM              032511107   50446.34   615800 SH  C    SHARED                    615800
ANADARKO PETE CORP           COM              032511107   73094.76   892270 SH       SHARED    01              892270
ANADIGICS INC                COM              032515108       15.2     3400 SH  C    SHARED                      3400
ANADIGICS INC                COM              032515108       15.2     3400 SH  P    SHARED                      3400
ANADIGICS INC                COM              032515108      15.65     3500 SH       SHARED    01                3500
ANADIGICS INC                COM              032515108     179.12    40072 SH       SHARED                     40072
ANADYS PHARMACEUTICALS INC   COM              03252Q408       1.76     1518 SH       SHARED    01                1518
ANALOG DEVICES INC           COM              032654105      21.42      544 SH       SHARED    21                 544
ANALOG DEVICES INC           COM              032654105      559.2    14200 SH  C    SHARED                     14200
ANALOG DEVICES INC           COM              032654105     677.34    17200 SH  P    SHARED                     17200
ANALOG DEVICES INC           COM              032654105     760.03    19300 SH       SHARED                               19300
ANALOG DEVICES INC           COM              032654105      10549   267877 SH       SHARED                    267877
ANALOG DEVICES INC           COM              032654105   35541.55   902528 SH       SHARED    01              902528
ANALOGIC CORP                COM PAR $0.05    032657207     541.64     9578 SH       SOLE              9578
ANALYSTS INTL CORP           COM NEW          032681207       6.59     1481 SH       SOLE              1481
ANAREN INC                   COM              032744104     114.29     5686 SH       SOLE              5686
ANCESTRY COM INC             COM              032803108       7.09      200 SH  P    SHARED                       200
ANCESTRY COM INC             COM              032803108     475.03    13400 SH  C    SHARED                     13400
ANCESTRY COM INC             COM              032803108     963.71    27185 SH       SHARED    01               27185
ANCHOR BANCORP WIS INC       COM              032839102       1.93     1953 SH       SHARED                      1953
ANCHOR BANCORP WIS INC       COM              032839102        2.1     2121 SH       SHARED    01                2121
ANDATEE CHINA MARINE FUEL SV COM              67086W105      10.36     2526 SH       SOLE              2526
ANDERSONS INC                COM              034164103      96.08     1972 SH       SHARED    01                1972
ANDERSONS INC                COM              034164103     194.88     4000 SH  C    SHARED                      4000
ANDERSONS INC                COM              034164103    1471.78    30209 SH       SHARED                     30209
ANGEION CORP                 COM              03462H404       0.04        8 SH       SHARED    01                   8
ANGEION CORP                 COM              03462H404       5.28     1058 SH       SHARED                      1058
ANGIODYNAMICS INC            COM              03475V101       1.25       83 SH       SHARED    01                  83
ANGIODYNAMICS INC            COM              03475V101     155.18    10263 SH       SHARED                     10263
ANGLOGOLD ASHANTI HLDGS FIN  MAND BD CV 13    03512Q206   12839.01   238466 SH       SOLE            238466
ANGLOGOLD ASHANTI LTD        SPONSORED ADR    035128206      42.82      893 SH       SHARED    21                 893
ANGLOGOLD ASHANTI LTD        SPONSORED ADR    035128206    4214.47    87893 SH       SHARED    01               87893
ANGLOGOLD ASHANTI LTD        SPONSORED ADR    035128206   16760.83   349548 SH       SHARED                    349548
ANHEUSER BUSCH INBEV SA/NV   SPONSORED ADR    03524A108       63.4     1109 SH       SHARED    21                1109
ANHEUSER BUSCH INBEV SA/NV   SPONSORED ADR    03524A108     264.18     4621 SH       SHARED                      4621
ANHEUSER BUSCH INBEV SA/NV   SPONSORED ADR    03524A108     914.72    16000 SH       SHARED                               16000
ANHEUSER BUSCH INBEV SA/NV   SPONSORED ADR    03524A108    20828.8   364331 SH       SHARED    01              364331
ANIKA THERAPEUTICS INC       COM              035255108       4.57      510 SH       SHARED    01                 510
ANIKA THERAPEUTICS INC       COM              035255108      88.35     9861 SH       SHARED                      9861
ANIMAL HEALTH INTL INC       COM              03525N109      91.39    21760 SH       SOLE             21760
ANIXTER INTL INC             COM              035290105       6.99      100 SH  P    SHARED                       100
ANIXTER INTL INC             COM              035290105      13.98      200 SH  C    SHARED                       200
ANIXTER INTL INC             COM              035290105      52.42      750 SH       SHARED    20                           750
ANIXTER INTL INC             COM              035290105     726.79    10399 SH       SHARED    01               10399
ANIXTER INTL INC             COM              035290105    1212.59    17350 SH       SHARED                     17350
ANIXTER INTL INC             NOTE 1.000% 2/1  035290AJ4       8.79     7000 PRN      SHARED    01                7000
ANNALY CAP MGMT INC          COM              035710409       9.89      567 SH       SHARED    21                 567
ANNALY CAP MGMT INC          COM              035710409     771.29    44200 SH       SHARED                               44200
ANNALY CAP MGMT INC          COM              035710409    1865.41   106900 SH  C    SHARED                    106900
ANNALY CAP MGMT INC          COM              035710409    2432.93   139423 SH       SHARED                    139423
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ANNALY CAP MGMT INC          COM              035710409    2664.62   152700 SH  P    SHARED                    152700
ANNALY CAP MGMT INC          COM              035710409   52940.86  3033860 SH       SHARED    01             3033860
ANNALY CAP MGMT INC          NOTE 4.000% 2/1  035710AA0    1277.38  1100000 PRN      SOLE           1100000
ANNAPOLIS BANCORP INC        COM              035848100       4.84     1100 SH       SOLE              1100
ANSWERS CORP                 COM              03662X100     192.65    18524 SH       SOLE             18524
ANSYS INC                    COM              03662Q105      10.84      200 SH  C    SHARED                       200
ANSYS INC                    COM              03662Q105      10.84      200 SH  P    SHARED                       200
ANSYS INC                    COM              03662Q105      31.65      584 SH       SHARED    21                 584
ANSYS INC                    COM              03662Q105     450.32     8310 SH       SHARED    20                          8310
ANSYS INC                    COM              03662Q105    4274.51    78880 SH       SHARED    01               78880
ANSYS INC                    COM              03662Q105    4906.09    90535 SH       SHARED                     90535
ANWORTH MORTGAGE ASSET CP    COM              037347101       4.83      681 SH       SHARED    21                 681
ANWORTH MORTGAGE ASSET CP    COM              037347101      68.77     9700 SH  P    SHARED                      9700
ANWORTH MORTGAGE ASSET CP    COM              037347101     235.18    33170 SH       SHARED    01               33170
ANWORTH MORTGAGE ASSET CP    COM              037347101     235.39    33200 SH  C    SHARED                     33200
ANWORTH MORTGAGE ASSET CP    COM              037347101     600.95    84760 SH       SHARED                     84760
AOL INC                      COM              00184X105       2.36      121 SH       SHARED                                 121
AOL INC                      COM              00184X105     110.07     5636 SH       SHARED    01                5636
AOL INC                      COM              00184X105      357.4    18300 SH  P    SHARED                     18300
AOL INC                      COM              00184X105    3431.42   175700 SH  C    SHARED                    175700
AOL INC                      COM              00184X105    8743.97   447720 SH       SHARED                    447720
AON CORP                     COM              037389103       3.18       60 SH       SHARED    21                  60
AON CORP                     COM              037389103     248.91     4700 SH  P    SHARED                      4700
AON CORP                     COM              037389103    1080.38    20400 SH       SHARED                               20400
AON CORP                     COM              037389103    1170.42    22100 SH  C    SHARED                     22100
AON CORP                     COM              037389103    6930.93   130871 SH       SHARED                    130871
AON CORP                     COM              037389103   16428.46   310205 SH       SHARED    01              310205
AP PHARMA INC                COM NEW          00202J203       0.91     3960 SH       SOLE              3960
APAC CUSTOMER SERVICES INC   COM              00185E106      56.66     9427 SH       SOLE              9427
APACHE CORP                  COM              037411105     137.47     1050 SH       SHARED    20                          1050
APACHE CORP                  COM              037411105     172.55     1318 SH       SHARED    21                1318
APACHE CORP                  COM              037411105    5496.02    41980 SH       SHARED                     41980
APACHE CORP                  COM              037411105   18157.29   138690 SH       SHARED                              138690
APACHE CORP                  COM              037411105    23722.7   181200 SH  C    SHARED                    181200
APACHE CORP                  COM              037411105   40205.53   307100 SH  P    SHARED                    307100
APACHE CORP                  COM              037411105  115192.19   879867 SH       SHARED    01              879867
APACHE CORP                  PFD CONV SER D   037411808      21.75      307 SH       SHARED    01                 307
APACHE CORP                  PFD CONV SER D   037411808    1355.41    19128 SH       SHARED                     19128
APARTMENT INVT & MGMT CO     CL A             03748R101       4.15      163 SH       SHARED    21                 163
APARTMENT INVT & MGMT CO     CL A             03748R101     339.85    13343 SH       SHARED    01               13343
APARTMENT INVT & MGMT CO     CL A             03748R101    1799.15    70638 SH       SHARED                               70638
APARTMENT INVT & MGMT CO     CL A             03748R101    3066.03   120378 SH       SHARED                    120378
APCO OIL & GAS INTERNATIONAL SHS              G0471F109     171.52     2000 SH       SHARED    01                2000
APOGEE ENTERPRISES INC       COM              037598109      13.11      994 SH       SHARED    21                 994
APOGEE ENTERPRISES INC       COM              037598109     182.05    13802 SH       SHARED                     13802
APOGEE ENTERPRISES INC       COM              037598109     604.34    45818 SH       SHARED    01               45818
APOLLO COML REAL EST FIN INC COM              03762U105     273.29    16715 SH       SHARED                     16715
APOLLO COML REAL EST FIN INC COM              03762U105    1443.13    88265 SH       SHARED    01               88265
APOLLO GROUP INC             CL A             037604105     488.01    11700 SH       SHARED                               11700
APOLLO GROUP INC             CL A             037604105     612.51    14685 SH       SHARED    20                         14685
APOLLO GROUP INC             CL A             037604105    3205.41    76850 SH       SHARED    01               76850
APOLLO GROUP INC             CL A             037604105    5001.03   119900 SH  P    SHARED                    119900
APOLLO GROUP INC             CL A             037604105    6089.66   146000 SH  C    SHARED                    146000
APOLLO GROUP INC             CL A             037604105   26243.47   629189 SH       SHARED                    629189
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
APOLLO INVT CORP             COM              03761U106      16.43     1362 SH       SHARED    21                1362
APOLLO INVT CORP             COM              03761U106      50.67     4200 SH  P    SHARED                      4200
APOLLO INVT CORP             COM              03761U106     383.67    31800 SH  C    SHARED                     31800
APOLLO INVT CORP             COM              03761U106    6228.91   516279 SH       SHARED    01              516279
APOLLO INVT CORP             COM              03761U106   12511.12  1036976 SH       SHARED                   1036976
APPLE INC                    COM              037833100      13.94       40 SH       SHARED    17                            40
APPLE INC                    COM              037833100     377.43     1083 SH       SHARED    21                1083
APPLE INC                    COM              037833100   25524.38    73239 SH       SHARED    20                         73239
APPLE INC                    COM              037833100   26280.29    75408 SH       SHARED                               75408
APPLE INC                    COM              037833100  293368.11   841783 SH       SHARED                    841783
APPLE INC                    COM              037833100  471842.89  1353894 SH       SHARED    01             1353894
APPLE INC                    COM              037833100  729678.17  2093720 SH  P    SHARED                   2093720
APPLE INC                    COM              037833100 1260832.24  3617800 SH  C    SHARED                   3617800
APPLIANCE RECYCLING CTRS AME COM NEW          03814F205       4.32     1104 SH       SOLE              1104
APPLIED ENERGETICS INC       COM              03819M106       0.33      500 SH       SHARED    01                 500
APPLIED INDL TECHNOLOGIES IN COM              03820C105       31.9      959 SH       SHARED    01                 959
APPLIED INDL TECHNOLOGIES IN COM              03820C105     1285.9    38662 SH       SHARED                     38662
APPLIED MATLS INC            COM              038222105     111.06     7110 SH       SHARED    21                7110
APPLIED MATLS INC            COM              038222105    1690.08   108200 SH       SHARED                              108200
APPLIED MATLS INC            COM              038222105    6730.66   430900 SH  P    SHARED                    430900
APPLIED MATLS INC            COM              038222105   11634.93   744874 SH       SHARED                    744874
APPLIED MATLS INC            COM              038222105   25490.82  1631935 SH  C    SHARED                   1631935
APPLIED MATLS INC            COM              038222105   41265.95  2641866 SH       SHARED    01             2641866
APPLIED MICRO CIRCUITS CORP  COM NEW          03822W406       0.78       75 SH       SHARED    01                  75
APPLIED MICRO CIRCUITS CORP  COM NEW          03822W406      22.84     2200 SH  C    SHARED                      2200
APPLIED MICRO CIRCUITS CORP  COM NEW          03822W406     297.02    28615 SH       SHARED                     28615
APPROACH RESOURCES INC       COM              03834A103      83.42     2485 SH       SOLE              2485
APPROACH RESOURCES INC       COM              03834A103     167.85     5000 SH  C    SOLE              5000
APRICUS BIOSCIENCES INC      COM              03832V109       1.26      300 SH  P    SHARED                       300
APRICUS BIOSCIENCES INC      COM              03832V109       2.23      533 SH       SHARED                                 533
APRICUS BIOSCIENCES INC      COM              03832V109      12.52     2987 SH       SHARED                      2987
APRICUS BIOSCIENCES INC      COM              03832V109     130.73    31200 SH  C    SHARED                     31200
APTARGROUP INC               COM              038336103       19.7      393 SH       SHARED    21                 393
APTARGROUP INC               COM              038336103      364.7     7275 SH       SHARED    20                          7275
APTARGROUP INC               COM              038336103    2082.45    41541 SH       SHARED    01               41541
APTARGROUP INC               COM              038336103    3282.46    65479 SH       SHARED                     65479
AQUA AMERICA INC             COM              03836W103    3004.56   131261 SH       SHARED    01              131261
AQUA AMERICA INC             COM              03836W103    3296.16   144000 SH  C    SHARED                    144000
AQUA AMERICA INC             COM              03836W103    6569.02   286982 SH       SHARED                    286982
ARBITRON INC                 COM              03875Q108       4.68      117 SH       SHARED    01                 117
ARBITRON INC                 COM              03875Q108     303.59     7584 SH       SHARED                      7584
ARBOR RLTY TR INC            COM              038923108      40.74     7173 SH       SHARED                      7173
ARBOR RLTY TR INC            COM              038923108      82.36    14500 SH       SHARED    01               14500
ARC WIRELESS SOLUTIONS INC   COM NEW          03878K207       4.05     1420 SH       SOLE              1420
ARCA BIOPHARMA INC           COM              00211Y100       1.28      500 SH       SHARED    01                 500
ARCA BIOPHARMA INC           COM              00211Y100       5.34     2096 SH       SHARED                      2096
ARCADIA RES INC              COM              039209101       1.28    10000 SH       SHARED    01               10000
ARCELORMITTAL SA LUXEMBOURG  NOTE 5.000% 5/1  03938LAK0       4.35     3000 PRN      SHARED    01                3000
ARCELORMITTAL SA LUXEMBOURG  NOTE 5.000% 5/1  03938LAK0    5694.15  3927000 PRN      SHARED                   3927000
ARCELORMITTAL SA LUXEMBOURG  NY REGISTRY SH   03938L104      14.64      405 SH       SHARED    21                 405
ARCELORMITTAL SA LUXEMBOURG  NY REGISTRY SH   03938L104     190.98     5283 SH       SHARED                      5283
ARCELORMITTAL SA LUXEMBOURG  NY REGISTRY SH   03938L104     871.22    24100 SH  C    SHARED                     24100
ARCELORMITTAL SA LUXEMBOURG  NY REGISTRY SH   03938L104     1735.2    48000 SH  P    SHARED                     48000
ARCELORMITTAL SA LUXEMBOURG  NY REGISTRY SH   03938L104       3156    87303 SH       SHARED    01               87303
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ARCH CAP GROUP LTD           ORD              G0450A105      403.6     4069 SH       SHARED                                4069
ARCH CAP GROUP LTD           ORD              G0450A105     829.23     8360 SH       SHARED                      8360
ARCH CAP GROUP LTD           ORD              G0450A105    1957.42    19734 SH       SHARED    01               19734
ARCH CHEMICALS INC           COM              03937R102       4.37      105 SH       SHARED    20                           105
ARCH CHEMICALS INC           COM              03937R102      25.99      625 SH       SHARED    01                 625
ARCH CHEMICALS INC           COM              03937R102    3807.65    91552 SH       SHARED                     91552
ARCH COAL INC                COM              039380100       4.14      115 SH       SHARED    20                           115
ARCH COAL INC                COM              039380100     378.42    10500 SH       SHARED                               10500
ARCH COAL INC                COM              039380100    1576.03    43730 SH       SHARED                     43730
ARCH COAL INC                COM              039380100    3629.23   100700 SH  P    SHARED                    100700
ARCH COAL INC                COM              039380100    5737.57   159200 SH  C    SHARED                    159200
ARCH COAL INC                COM              039380100    8809.73   244443 SH       SHARED    01              244443
ARCHER DANIELS MIDLAND CO    COM              039483102      42.35     1176 SH       SHARED    21                1176
ARCHER DANIELS MIDLAND CO    COM              039483102      349.3     9700 SH       SHARED                      9700
ARCHER DANIELS MIDLAND CO    COM              039483102    1465.61    40700 SH       SHARED                               40700
ARCHER DANIELS MIDLAND CO    COM              039483102    7763.76   215600 SH  P    SHARED                    215600
ARCHER DANIELS MIDLAND CO    COM              039483102   32268.52   896099 SH       SHARED    01              896099
ARCHER DANIELS MIDLAND CO    COM              039483102   36614.97  1016800 SH  C    SHARED                   1016800
ARCHER DANIELS MIDLAND CO    NOTE 0.875% 2/1  039483AW2       6.68     6000 PRN      SHARED    01                6000
ARCHER DANIELS MIDLAND CO    NOTE 0.875% 2/1  039483AW2    2781.25  2500000 PRN      SHARED                   2500000
ARCHER DANIELS MIDLAND CO    UNIT 99/99/9999  039483201    2050.53    45416 SH       SHARED    01               45416
ARCHER DANIELS MIDLAND CO    UNIT 99/99/9999  039483201    3820.68    84622 SH       SHARED                     84622
ARCHIPELAGO LEARNING INC     COM              03956P102      13.13     1536 SH       SOLE              1536
ARCTIC CAT INC               COM              039670104     133.03     8555 SH       SOLE              8555
ARDEA BIOSCIENCES INC        COM              03969P107     331.57    11557 SH       SHARED                     11557
ARDEA BIOSCIENCES INC        COM              03969P107    1534.92    53500 SH       SHARED    01               53500
ARENA PHARMACEUTICALS INC    COM              040047102       12.3     8850 SH       SHARED    01                8850
ARENA PHARMACEUTICALS INC    COM              040047102       32.8    23600 SH  P    SHARED                     23600
ARENA PHARMACEUTICALS INC    COM              040047102     162.66   117019 SH       SHARED                    117019
ARENA PHARMACEUTICALS INC    COM              040047102     288.43   207500 SH  C    SHARED                    207500
ARES CAP CORP                COM              04010L103      18.49     1091 SH       SHARED    21                1091
ARES CAP CORP                COM              04010L103      99.99     5900 SH  P    SHARED                      5900
ARES CAP CORP                COM              04010L103     167.79     9900 SH  C    SHARED                      9900
ARES CAP CORP                COM              04010L103   15761.11   929969 SH       SHARED    01              929969
ARES CAP CORP                COM              04010L103   17540.43  1034956 SH       SHARED                   1034956
ARGAN INC                    COM              04010E109      25.91     3027 SH       SOLE              3027
ARGO GROUP INTL HLDGS LTD    COM              G0464B107       3.14       95 SH       SHARED    01                  95
ARGO GROUP INTL HLDGS LTD    COM              G0464B107     612.33    18533 SH       SHARED                     18533
ARIAD PHARMACEUTICALS INC    COM              04033A100      40.61     5400 SH  P    SHARED                      5400
ARIAD PHARMACEUTICALS INC    COM              04033A100     136.86    18200 SH  C    SHARED                     18200
ARIAD PHARMACEUTICALS INC    COM              04033A100     469.99    62499 SH       SHARED                     62499
ARIAD PHARMACEUTICALS INC    COM              04033A100    1785.37   237416 SH       SHARED    01              237416
ARIBA INC                    COM NEW          04033V203       12.5      366 SH       SHARED                                 366
ARIBA INC                    COM NEW          04033V203      37.55     1100 SH  C    SHARED                      1100
ARIBA INC                    COM NEW          04033V203     888.97    26039 SH       SHARED    01               26039
ARIBA INC                    COM NEW          04033V203    1675.73    49084 SH       SHARED                     49084
ARK RESTAURANTS CORP         COM              040712101       6.35      447 SH       SOLE               447
ARKANSAS BEST CORP DEL       COM              040790107      12.96      500 SH       SHARED    01                 500
ARKANSAS BEST CORP DEL       COM              040790107     670.16    25855 SH       SHARED                     25855
ARLINGTON ASSET INVT CORP    CL A NEW         041356205      44.11     1449 SH       SHARED    01                1449
ARM HLDGS PLC                SPONSORED ADR    042068106      30.09     1068 SH       SHARED    21                1068
ARM HLDGS PLC                SPONSORED ADR    042068106      281.7    10000 SH       SHARED                               10000
ARM HLDGS PLC                SPONSORED ADR    042068106     2747.7    97540 SH       SHARED                     97540
ARM HLDGS PLC                SPONSORED ADR    042068106    7933.94   281645 SH       SHARED    01              281645
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ARMOUR RESIDENTIAL REIT INC  COM              042315101     102.95    13600 SH       SOLE             13600
ARMSTRONG WORLD INDS INC NEW COM              04247X102      23.14      500 SH  P    SHARED                       500
ARMSTRONG WORLD INDS INC NEW COM              04247X102      37.02      800 SH  C    SHARED                       800
ARMSTRONG WORLD INDS INC NEW COM              04247X102      66.35     1434 SH       SHARED    01                1434
ARMSTRONG WORLD INDS INC NEW COM              04247X102    1771.31    38282 SH       SHARED                     38282
AROTECH CORP                 COM NEW          042682203         73    52142 SH       SOLE             52142
ARQULE INC                   COM              04269E107       71.4    10000 SH       SHARED    01               10000
ARQULE INC                   COM              04269E107     102.82    14400 SH  C    SHARED                     14400
ARQULE INC                   COM              04269E107     129.61    18152 SH       SHARED                     18152
ARRAY BIOPHARMA INC          COM              04269X105      60.57    19795 SH       SHARED                     19795
ARRAY BIOPHARMA INC          COM              04269X105     298.81    97651 SH       SHARED    01               97651
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01    042698308       0.06       11 SH       SOLE                11
ARRIS GROUP INC              COM              04269Q100      12.74     1000 SH  P    SHARED                      1000
ARRIS GROUP INC              COM              04269Q100      44.59     3500 SH  C    SHARED                      3500
ARRIS GROUP INC              COM              04269Q100      71.47     5610 SH       SHARED    01                5610
ARRIS GROUP INC              COM              04269Q100     759.14    59587 SH       SHARED                     59587
ARROW ELECTRS INC            COM              042735100       8.38      200 SH  P    SHARED                       200
ARROW ELECTRS INC            COM              042735100      58.63     1400 SH  C    SHARED                      1400
ARROW ELECTRS INC            COM              042735100     263.84     6300 SH       SHARED                                6300
ARROW ELECTRS INC            COM              042735100      747.1    17839 SH       SHARED    01               17839
ARROW ELECTRS INC            COM              042735100   52265.44  1247981 SH       SHARED                   1247981
ARROW FINL CORP              COM              042744102      70.19     2837 SH       SHARED    01                2837
ARROW FINL CORP              COM              042744102     113.09     4571 SH       SHARED                      4571
ARTESIAN RESOURCES CORP      CL A             043113208     783.05    40177 SH       SHARED    01               40177
ARTHROCARE CORP              COM              043136100      26.31      789 SH       SHARED    01                 789
ARTHROCARE CORP              COM              043136100     367.24    11015 SH       SHARED                     11015
ARTIO GLOBAL INVS INC        COM CL A         04315B107       1.78      110 SH       SHARED    01                 110
ARTIO GLOBAL INVS INC        COM CL A         04315B107       2.07      128 SH       SHARED    21                 128
ARTIO GLOBAL INVS INC        COM CL A         04315B107     221.59    13712 SH       SHARED                     13712
ARTS WAY MFG INC             COM              043168103       3.67      363 SH       SOLE               363
ARUBA NETWORKS INC           COM              043176106     568.51    16800 SH  P    SHARED                     16800
ARUBA NETWORKS INC           COM              043176106    1138.38    33640 SH       SHARED                     33640
ARUBA NETWORKS INC           COM              043176106    1384.06    40900 SH  C    SHARED                     40900
ARUBA NETWORKS INC           COM              043176106    7984.85   235959 SH       SHARED    01              235959
ARVINMERITOR INC             FRNT 4.625% 3/0  043353AF8       1.12     1000 PRN      SHARED    01                1000
ASA LIMITED                  SHS              G3156P103      25.01      789 SH       SHARED                       789
ASA LIMITED                  SHS              G3156P103    2116.23    66758 SH       SHARED    01               66758
ASBURY AUTOMOTIVE GROUP INC  COM              043436104      87.46     4730 SH       SHARED    01                4730
ASBURY AUTOMOTIVE GROUP INC  COM              043436104      517.7    27999 SH       SHARED                     27999
ASCENA RETAIL GROUP INC      COM              04351G101      25.93      800 SH  C    SHARED                       800
ASCENA RETAIL GROUP INC      COM              04351G101      84.27     2600 SH  P    SHARED                      2600
ASCENA RETAIL GROUP INC      COM              04351G101     480.41    14823 SH       SHARED                     14823
ASCENA RETAIL GROUP INC      COM              04351G101     552.56    17049 SH       SHARED    01               17049
ASCENT MEDIA CORP            COM SER A        043632108      14.85      304 SH       SHARED    01                 304
ASCENT SOLAR TECHNOLOGIES IN COM              043635101       0.75      263 SH       SHARED    01                 263
ASCENT SOLAR TECHNOLOGIES IN COM              043635101      12.34     4300 SH  C    SHARED                      4300
ASCENT SOLAR TECHNOLOGIES IN *W EXP 07/10/201 043635127       1.05     8063 SH       SOLE              8063
ASHFORD HOSPITALITY TR INC   COM SHS          044103109      11.02     1000 SH       SHARED    01                1000
ASHFORD HOSPITALITY TR INC   COM SHS          044103109     231.33    20992 SH       SHARED                     20992
ASHFORD HOSPITALITY TR INC   COM SHS          044103109     357.42    32434 SH       SHARED                               32434
ASHLAND INC NEW              COM              044209104     216.43     3747 SH       SHARED    01                3747
ASHLAND INC NEW              COM              044209104     259.92     4500 SH  P    SHARED                      4500
ASHLAND INC NEW              COM              044209104    1108.99    19200 SH  C    SHARED                     19200
ASHLAND INC NEW              COM              044209104   67722.04  1172473 SH       SHARED                   1172473
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ASIA ENTN & RESOURCES LTD    SHS              G0539K108      37.56     3912 SH       SOLE              3912
ASIA PAC FD INC              COM              044901106      24.63     2082 SH       SHARED                      2082
ASIA PAC FD INC              COM              044901106     276.96    23412 SH       SHARED    01               23412
ASIA TIGERS FD INC           COM              04516T105      29.74     1570 SH       SHARED    01                1570
ASIAINFO-LINKAGE INC         COM              04518A104       2.17      100 SH  P    SHARED                       100
ASIAINFO-LINKAGE INC         COM              04518A104      32.48     1500 SH  C    SHARED                      1500
ASIAINFO-LINKAGE INC         COM              04518A104     433.22    20010 SH       SHARED    20                         20010
ASIAINFO-LINKAGE INC         COM              04518A104     739.65    34164 SH       SHARED                     34164
ASIAINFO-LINKAGE INC         COM              04518A104    2103.02    97137 SH       SHARED    01               97137
ASM INTL N V                 NY REGISTER SH   N07045102       19.8      500 SH       SHARED    01                 500
ASM INTL N V                 NY REGISTER SH   N07045102      74.35     1878 SH       SHARED                      1878
ASML HOLDING N V             NY REG SHS       N07059186      20.43      459 SH       SHARED    21                 459
ASML HOLDING N V             NY REG SHS       N07059186      31.15      700 SH  P    SHARED                       700
ASML HOLDING N V             NY REG SHS       N07059186      186.9     4200 SH  C    SHARED                      4200
ASML HOLDING N V             NY REG SHS       N07059186    2244.36    50435 SH       SHARED    20                         50435
ASML HOLDING N V             NY REG SHS       N07059186    2268.25    50972 SH       SHARED    01               50972
ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ   G05384113       7.16      132 SH       SHARED    01                 132
ASPEN INSURANCE HOLDINGS LTD PFD PRP INC EQ   G05384113      14.75      272 SH       SHARED                       272
ASPEN INSURANCE HOLDINGS LTD SHS              G05384105    1964.39    71277 SH       SHARED                     71277
ASPEN INSURANCE HOLDINGS LTD SHS              G05384105     3996.2   145000 SH       SHARED    01              145000
ASPEN TECHNOLOGY INC         COM              045327103      11.39      760 SH       SHARED    20                           760
ASPEN TECHNOLOGY INC         COM              045327103      178.7    11921 SH       SHARED    01               11921
ASPEN TECHNOLOGY INC         COM              045327103     354.89    23675 SH       SHARED                     23675
ASPENBIO PHARMA INC          COM              045346103       0.61      715 SH       SHARED    01                 715
ASSISTED LIVING CONCPT NEV N CL A NEW         04544X300     302.83     7737 SH       SHARED                      7737
ASSISTED LIVING CONCPT NEV N CL A NEW         04544X300    2272.16    58052 SH       SHARED    01               58052
ASSOCIATED BANC CORP         COM              045487105      10.94      737 SH       SHARED    21                 737
ASSOCIATED BANC CORP         COM              045487105      44.55     3000 SH  C    SHARED                      3000
ASSOCIATED BANC CORP         COM              045487105     224.86    15142 SH       SHARED    01               15142
ASSOCIATED BANC CORP         COM              045487105    1975.96   133061 SH       SHARED                    133061
ASSOCIATED ESTATES RLTY CORP COM              045604105     287.51    18105 SH       SHARED                     18105
ASSOCIATED ESTATES RLTY CORP COM              045604105     314.82    19825 SH       SHARED    01               19825
ASSOCIATED ESTATES RLTY CORP COM              045604105     401.51    25284 SH       SHARED                               25284
ASSURANT INC                 COM              04621X108       2.85       74 SH       SHARED    21                  74
ASSURANT INC                 COM              04621X108     377.28     9797 SH       SHARED                                9797
ASSURANT INC                 COM              04621X108    1107.55    28760 SH       SHARED                     28760
ASSURANT INC                 COM              04621X108    2190.95    56893 SH       SHARED    01               56893
ASSURED GUARANTY LTD         COM              G0585R106       4.47      300 SH       SHARED    20                           300
ASSURED GUARANTY LTD         COM              G0585R106     317.37    21300 SH  P    SHARED                     21300
ASSURED GUARANTY LTD         COM              G0585R106     657.09    44100 SH  C    SHARED                     44100
ASSURED GUARANTY LTD         COM              G0585R106     938.64    62996 SH       SHARED                     62996
ASSURED GUARANTY LTD         COM              G0585R106    2800.44   187949 SH       SHARED    01              187949
ASTEA INTL INC               COM NEW          04622E208       1.96      364 SH       SHARED                       364
ASTEA INTL INC               COM NEW          04622E208       7.09     1316 SH       SHARED    01                1316
ASTEC INDS INC               COM              046224101       3.62       97 SH       SHARED    21                  97
ASTEC INDS INC               COM              046224101      69.92     1875 SH       SHARED    01                1875
ASTEC INDS INC               COM              046224101       89.5     2400 SH  C    SHARED                      2400
ASTEC INDS INC               COM              046224101     510.57    13692 SH       SHARED                     13692
ASTORIA FINL CORP            COM              046265104      86.91     6048 SH       SHARED    01                6048
ASTORIA FINL CORP            COM              046265104     945.24    65779 SH       SHARED                     65779
ASTRAZENECA PLC              SPONSORED ADR    046353108      67.66     1467 SH       SHARED    21                1467
ASTRAZENECA PLC              SPONSORED ADR    046353108     772.28    16745 SH       SHARED    20                         16745
ASTRAZENECA PLC              SPONSORED ADR    046353108    4275.55    92705 SH       SHARED                     92705
ASTRAZENECA PLC              SPONSORED ADR    046353108   31141.75   675233 SH       SHARED    01              675233
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ASTRO-MED INC NEW            COM              04638F108      12.34     1582 SH       SOLE              1582
AT&T INC                     COM              00206R102     266.09     8693 SH       SHARED    21                8693
AT&T INC                     COM              00206R102    1396.12    45610 SH       SHARED    20                         45610
AT&T INC                     COM              00206R102   31871.13  1041200 SH  P    SHARED                   1041200
AT&T INC                     COM              00206R102   32844.32  1072993 SH       SHARED                             1072993
AT&T INC                     COM              00206R102  147503.47  4818800 SH  C    SHARED                   4818800
AT&T INC                     COM              00206R102  153043.63  4999792 SH       SHARED                   4999792
AT&T INC                     COM              00206R102   248671.2  8123855 SH       SHARED    01             8123855
ATA INC                      SPONS ADR        00211V106       8.32     1040 SH       SOLE              1040
ATHENAHEALTH INC             COM              04685W103      81.23     1800 SH  P    SHARED                      1800
ATHENAHEALTH INC             COM              04685W103     119.64     2651 SH       SHARED    01                2651
ATHENAHEALTH INC             COM              04685W103    1002.07    22204 SH       SHARED                     22204
ATHENS BANCSHARES CORP       COM              047042106      23.47     1770 SH       SOLE              1770
ATHEROS COMMUNICATIONS INC   COM              04743P108     115.85     2594 SH       SHARED    01                2594
ATHEROS COMMUNICATIONS INC   COM              04743P108    3424.89    76688 SH       SHARED                     76688
ATHEROS COMMUNICATIONS INC   COM              04743P108    5095.71   114100 SH  P    SHARED                    114100
ATHEROS COMMUNICATIONS INC   COM              04743P108    5292.21   118500 SH  C    SHARED                    118500
ATLANTIC AMERN CORP          COM              048209100       2.22     1023 SH       SOLE              1023
ATLANTIC COAST FINL CORP     COM              048426100      20.11     2021 SH       SOLE              2021
ATLANTIC PWR CORP            COM NEW          04878Q863        395    26107 SH       SHARED                     26107
ATLANTIC PWR CORP            COM NEW          04878Q863     829.06    54796 SH       SHARED    01               54796
ATLANTIC TELE NETWORK INC    COM NEW          049079205       2.64       71 SH       SHARED    01                  71
ATLANTIC TELE NETWORK INC    COM NEW          049079205     204.28     5493 SH       SHARED                      5493
ATLAS AIR WORLDWIDE HLDGS IN COM NEW          049164205       6.97      100 SH  P    SHARED                       100
ATLAS AIR WORLDWIDE HLDGS IN COM NEW          049164205     160.36     2300 SH  C    SHARED                      2300
ATLAS AIR WORLDWIDE HLDGS IN COM NEW          049164205    2165.08    31054 SH       SHARED    01               31054
ATLAS ENERGY LP              COM UNITS LP     04930A104       4.47      200 SH  C    SHARED                       200
ATLAS ENERGY LP              COM UNITS LP     04930A104     212.23     9500 SH  P    SHARED                      9500
ATLAS ENERGY LP              COM UNITS LP     04930A104     494.76    22147 SH       SHARED    01               22147
ATLAS ENERGY LP              COM UNITS LP     04930A104   46553.32  2083855 SH       SHARED                   2083855
ATLAS PIPELINE PARTNERS LP   UNIT L P INT     049392103     162.15     4700 SH  P    SHARED                      4700
ATLAS PIPELINE PARTNERS LP   UNIT L P INT     049392103    1245.45    36100 SH  C    SHARED                     36100
ATLAS PIPELINE PARTNERS LP   UNIT L P INT     049392103    6201.86   179764 SH       SHARED    01              179764
ATLAS PIPELINE PARTNERS LP   UNIT L P INT     049392103   49290.63  1428714 SH       SHARED                   1428714
ATMEL CORP                   COM              049513104     268.51    19700 SH  C    SHARED                     19700
ATMEL CORP                   COM              049513104    4429.38   324973 SH       SHARED                    324973
ATMEL CORP                   COM              049513104   12916.36   947642 SH       SHARED    01              947642
ATMEL CORP                   COM              049513104   25328.63  1858300 SH  P    SHARED                   1858300
ATMI INC                     COM              00207R101     344.99    18263 SH       SOLE             18263
ATMOS ENERGY CORP            COM              049560105       3.41      100 SH  C    SHARED                       100
ATMOS ENERGY CORP            COM              049560105     2352.8    68997 SH       SHARED    01               68997
ATMOS ENERGY CORP            COM              049560105    2747.91    80584 SH       SHARED                     80584
ATP OIL & GAS CORP           COM              00208J108     552.17    30490 SH       SHARED                     30490
ATP OIL & GAS CORP           COM              00208J108    1163.02    64220 SH       SHARED    01               64220
ATP OIL & GAS CORP           COM              00208J108    2932.01   161900 SH  P    SHARED                    161900
ATP OIL & GAS CORP           COM              00208J108    7066.52   390200 SH  C    SHARED                    390200
ATRICURE INC                 COM              04963C209      43.86     3854 SH       SHARED                      3854
ATRICURE INC                 COM              04963C209      45.52     4000 SH       SHARED    01                4000
ATRINSIC INC                 COM NEW          04964C208       4.64     1293 SH       SOLE              1293
ATRION CORP                  COM              049904105     117.07      671 SH       SOLE               671
ATWOOD OCEANICS INC          COM              050095108     125.36     2700 SH  C    SHARED                      2700
ATWOOD OCEANICS INC          COM              050095108     986.64    21250 SH       SHARED    01               21250
AU OPTRONICS CORP            SPONSORED ADR    002255107       3.63      414 SH       SHARED    21                 414
AU OPTRONICS CORP            SPONSORED ADR    002255107       87.8    10000 SH       SHARED                               10000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AU OPTRONICS CORP            SPONSORED ADR    002255107      226.4    25786 SH       SHARED    01               25786
AU OPTRONICS CORP            SPONSORED ADR    002255107      622.5    70900 SH       SHARED    20                         70900
AU OPTRONICS CORP            SPONSORED ADR    002255107    1910.97   217650 SH       SHARED                    217650
AUDIOCODES LTD               ORD              M15342104      14.35     2411 SH       SHARED    01                2411
AUDIOCODES LTD               ORD              M15342104     151.33    25434 SH       SHARED                     25434
AUDIOVOX CORP                CL A             050757103         32     4000 SH       SHARED    01                4000
AUGUSTA RES CORP             COM NEW          050912203       4.62      900 SH       SOLE               900
AURIZON MINES LTD            COM              05155P106       7.73     1100 SH  P    SHARED                      1100
AURIZON MINES LTD            COM              05155P106      20.39     2900 SH  C    SHARED                      2900
AURIZON MINES LTD            COM              05155P106     683.32    97200 SH       SHARED    01               97200
AURIZON MINES LTD            COM              05155P106    1780.92   253332 SH       SHARED                    253332
AUSTRALIA ACQUISITION CORP   SHS              G06368107       1.93      200 SH       SOLE               200
AUTHENTEC INC                COM              052660107       0.32      100 SH       SHARED    01                 100
AUTHENTEC INC                COM              052660107      69.88    21836 SH       SHARED                     21836
AUTHENTIDATE HLDG CORP       COM              052666104       0.65     1080 SH       SHARED                      1080
AUTHENTIDATE HLDG CORP       COM              052666104      15.57    26000 SH       SHARED    01               26000
AUTOCHINA INTERNATIONAL LIMI SHS              G06750106     703.62    21610 SH       SOLE             21610
AUTODESK INC                 COM              052769106     732.23    16600 SH       SHARED                               16600
AUTODESK INC                 COM              052769106    1826.15    41400 SH  P    SHARED                     41400
AUTODESK INC                 COM              052769106    3109.45    70493 SH       SHARED                     70493
AUTODESK INC                 COM              052769106    3458.22    78400 SH  C    SHARED                     78400
AUTODESK INC                 COM              052769106    4767.14   108074 SH       SHARED    01              108074
AUTODESK INC                 COM              052769106    5363.73   121599 SH       SHARED    20                        121599
AUTOLIV INC                  COM              052800109       7.42      100 SH  P    SHARED                       100
AUTOLIV INC                  COM              052800109      89.08     1200 SH  C    SHARED                      1200
AUTOLIV INC                  COM              052800109     455.77     6140 SH       SHARED                      6140
AUTOLIV INC                  COM              052800109     489.18     6590 SH       SHARED                                6590
AUTOLIV INC                  COM              052800109       1446    19480 SH       SHARED    01               19480
AUTOLIV INC                  UNIT 99/99/9999  052800208       3.08       31 SH       SHARED    01                  31
AUTOLIV INC                  UNIT 99/99/9999  052800208      69.05      696 SH       SHARED                       696
AUTOMATIC DATA PROCESSING IN COM              053015103       68.5     1335 SH       SHARED    20                          1335
AUTOMATIC DATA PROCESSING IN COM              053015103    1441.81    28100 SH  P    SHARED                     28100
AUTOMATIC DATA PROCESSING IN COM              053015103    1647.77    32114 SH       SHARED                               32114
AUTOMATIC DATA PROCESSING IN COM              053015103    1872.82    36500 SH  C    SHARED                     36500
AUTOMATIC DATA PROCESSING IN COM              053015103    5762.78   112313 SH       SHARED                    112313
AUTOMATIC DATA PROCESSING IN COM              053015103   22845.67   445248 SH       SHARED    01              445248
AUTONATION INC               COM              05329W102      325.4     9200 SH  C    SHARED                      9200
AUTONATION INC               COM              05329W102     584.98    16539 SH       SHARED    01               16539
AUTONATION INC               COM              05329W102     601.29    17000 SH  P    SHARED                     17000
AUTOZONE INC                 COM              053332102     656.54     2400 SH       SHARED                                2400
AUTOZONE INC                 COM              053332102    1901.52     6951 SH       SHARED                      6951
AUTOZONE INC                 COM              053332102    8380.51    30635 SH       SHARED    01               30635
AUTOZONE INC                 COM              053332102   15155.22    55400 SH  P    SHARED                     55400
AUTOZONE INC                 COM              053332102   26343.83    96300 SH  C    SHARED                     96300
AUXILIUM PHARMACEUTICALS INC COM              05334D107       1.67       78 SH       SHARED    01                  78
AUXILIUM PHARMACEUTICALS INC COM              05334D107      85.88     4000 SH  C    SHARED                      4000
AUXILIUM PHARMACEUTICALS INC COM              05334D107      90.17     4200 SH  P    SHARED                      4200
AUXILIUM PHARMACEUTICALS INC COM              05334D107     694.88    32365 SH       SHARED                     32365
AVAGO TECHNOLOGIES LTD       SHS              Y0486S104      21.77      700 SH  P    SHARED                       700
AVAGO TECHNOLOGIES LTD       SHS              Y0486S104      54.11     1740 SH       SHARED                      1740
AVAGO TECHNOLOGIES LTD       SHS              Y0486S104     267.46     8600 SH       SHARED                                8600
AVAGO TECHNOLOGIES LTD       SHS              Y0486S104    1415.05    45500 SH  C    SHARED                     45500
AVAGO TECHNOLOGIES LTD       SHS              Y0486S104    3408.62   109602 SH       SHARED    01              109602
AVALON HLDGS CORP            CL A             05343P109       9.37     3409 SH       SOLE              3409
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AVALON RARE METALS INC       COM              053470100       8.09     1000 SH       SHARED                                1000
AVALON RARE METALS INC       COM              053470100      28.32     3500 SH  P    SHARED                      3500
AVALON RARE METALS INC       COM              053470100     156.95    19400 SH  C    SHARED                     19400
AVALON RARE METALS INC       COM              053470100     251.19    31050 SH       SHARED    01               31050
AVALON RARE METALS INC       COM              053470100    4672.36   577547 SH       SHARED                    577547
AVALONBAY CMNTYS INC         COM              053484101      60.64      505 SH       SHARED    21                 505
AVALONBAY CMNTYS INC         COM              053484101    1104.74     9200 SH  C    SHARED                      9200
AVALONBAY CMNTYS INC         COM              053484101    1561.04    13000 SH  P    SHARED                     13000
AVALONBAY CMNTYS INC         COM              053484101    4975.88    41438 SH       SHARED                     41438
AVALONBAY CMNTYS INC         COM              053484101    6808.18    56697 SH       SHARED                               56697
AVALONBAY CMNTYS INC         COM              053484101    7194.95    59918 SH       SHARED    01               59918
AVANIR PHARMACEUTICALS INC   CL A NEW         05348P401       4.49     1100 SH  P    SHARED                      1100
AVANIR PHARMACEUTICALS INC   CL A NEW         05348P401      24.07     5900 SH       SHARED    01                5900
AVANIR PHARMACEUTICALS INC   CL A NEW         05348P401     131.78    32300 SH  C    SHARED                     32300
AVANIR PHARMACEUTICALS INC   CL A NEW         05348P401     465.41   114070 SH       SHARED                    114070
AVATAR HLDGS INC             COM              053494100      92.28     4663 SH       SOLE              4663
AVEO PHARMACEUTICALS INC     COM              053588109      53.28     4000 SH       SHARED    01                4000
AVEO PHARMACEUTICALS INC     COM              053588109     325.33    24424 SH       SHARED                     24424
AVERY DENNISON CORP          COM              053611109      15.11      360 SH       SHARED    21                 360
AVERY DENNISON CORP          COM              053611109      16.78      400 SH  P    SHARED                       400
AVERY DENNISON CORP          COM              053611109      46.16     1100 SH  C    SHARED                      1100
AVERY DENNISON CORP          COM              053611109     360.86     8600 SH       SHARED                                8600
AVERY DENNISON CORP          COM              053611109    1076.61    25658 SH       SHARED                     25658
AVERY DENNISON CORP          COM              053611109    3194.25    76126 SH       SHARED    01               76126
AVI BIOPHARMA INC            COM              002346104      29.76    16000 SH       SHARED    01               16000
AVI BIOPHARMA INC            COM              002346104      57.77    31057 SH       SHARED                     31057
AVIAT NETWORKS INC           COM              05366Y102       4.21      815 SH       SHARED    01                 815
AVIAT NETWORKS INC           COM              05366Y102     164.23    31765 SH       SHARED                     31765
AVID TECHNOLOGY INC          COM              05367P100       4.46      200 SH       SHARED    20                           200
AVID TECHNOLOGY INC          COM              05367P100      24.95     1119 SH       SHARED    01                1119
AVID TECHNOLOGY INC          COM              05367P100     447.52    20068 SH       SHARED                     20068
AVIS BUDGET GROUP            COM              053774105       8.13      454 SH       SHARED    01                 454
AVIS BUDGET GROUP            COM              053774105      75.22     4200 SH  P    SHARED                      4200
AVIS BUDGET GROUP            COM              053774105       80.6     4500 SH  C    SHARED                      4500
AVIS BUDGET GROUP            NOTE 3.500%10/0  053774AB1       1.32     1000 PRN      SHARED    01                1000
AVISTA CORP                  COM              05379B107     463.78    20051 SH       SHARED    01               20051
AVISTA CORP                  COM              05379B107     916.32    39616 SH       SHARED                     39616
AVIVA PLC                    ADR              05382A104     377.26    26718 SH       SHARED    01               26718
AVNET INC                    COM              053807103     167.04     4900 SH  P    SHARED                      4900
AVNET INC                    COM              053807103     255.68     7500 SH  C    SHARED                      7500
AVNET INC                    COM              053807103     354.54    10400 SH       SHARED                               10400
AVNET INC                    COM              053807103     931.13    27314 SH       SHARED                     27314
AVNET INC                    COM              053807103    1052.77    30882 SH       SHARED    01               30882
AVON PRODS INC               COM              054303102     770.64    28500 SH       SHARED                               28500
AVON PRODS INC               COM              054303102     926.42    34261 SH       SHARED                     34261
AVON PRODS INC               COM              054303102    1105.34    40878 SH       SHARED    20                         40878
AVON PRODS INC               COM              054303102    2320.03    85800 SH  P    SHARED                     85800
AVON PRODS INC               COM              054303102     5545.9   205100 SH  C    SHARED                    205100
AVON PRODS INC               COM              054303102   14449.36   534370 SH       SHARED    01              534370
AVX CORP NEW                 COM              002444107      811.1    54400 SH       SHARED    01               54400
AVX CORP NEW                 COM              002444107    1093.28    73325 SH       SHARED                     73325
AWARE INC MASS               COM              05453N100       4.36     1210 SH       SOLE              1210
AXCELIS TECHNOLOGIES INC     COM              054540109      221.7    83660 SH       SHARED    01               83660
AXIS CAPITAL HOLDINGS        SHS              G0692U109      10.48      300 SH  P    SHARED                       300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
AXIS CAPITAL HOLDINGS        SHS              G0692U109       25.6      733 SH       SHARED    21                 733
AXIS CAPITAL HOLDINGS        SHS              G0692U109     335.23     9600 SH       SHARED                                9600
AXIS CAPITAL HOLDINGS        SHS              G0692U109    2206.56    63189 SH       SHARED                     63189
AXIS CAPITAL HOLDINGS        SHS              G0692U109    2665.97    76345 SH       SHARED    01               76345
AXT INC                      COM              00246W103       2.15      300 SH  P    SOLE               300
AXT INC                      COM              00246W103      74.57    10400 SH  C    SOLE             10400
AZZ INC                      COM              002474104      18.24      400 SH  P    SOLE               400
AZZ INC                      COM              002474104      59.28     1300 SH  C    SOLE              1300
AZZ INC                      COM              002474104     279.35     6126 SH       SOLE              6126
B & G FOODS INC NEW          COM              05508R106      16.89      900 SH  P    SHARED                       900
B & G FOODS INC NEW          COM              05508R106       24.4     1300 SH  C    SHARED                      1300
B & G FOODS INC NEW          COM              05508R106      492.6    26244 SH       SHARED                     26244
B & G FOODS INC NEW          COM              05508R106    2601.93   138622 SH       SHARED    01              138622
B2B INTERNET HOLDRS TR       DEPOSTRY RCPT    056033103       0.07       50 SH       SHARED    01                  50
BABCOCK & WILCOX CO NEW      COM              05615F102       7.21      216 SH       SHARED    21                 216
BABCOCK & WILCOX CO NEW      COM              05615F102       26.7      800 SH  P    SHARED                       800
BABCOCK & WILCOX CO NEW      COM              05615F102    1755.79    52600 SH  C    SHARED                     52600
BABCOCK & WILCOX CO NEW      COM              05615F102    3101.37    92911 SH       SHARED    01               92911
BACTERIN INTL HLDGS INC      COM              05644R101         17     5483 SH       SOLE              5483
BADGER METER INC             COM              056525108    1374.56    33355 SH       SHARED    01               33355
BADGER METER INC             COM              056525108    2291.19    55598 SH       SHARED                     55598
BAIDU INC                    SPON ADR REP A   056752108      57.47      417 SH       SHARED    21                 417
BAIDU INC                    SPON ADR REP A   056752108     336.95     2445 SH       SHARED                                2445
BAIDU INC                    SPON ADR REP A   056752108    3481.77    25265 SH       SHARED    20                         25265
BAIDU INC                    SPON ADR REP A   056752108   18468.06   134011 SH       SHARED                    134011
BAIDU INC                    SPON ADR REP A   056752108   41454.35   300808 SH       SHARED    01              300808
BAKER HUGHES INC             COM              057224107      20.71      282 SH       SHARED    21                 282
BAKER HUGHES INC             COM              057224107    1554.22    21166 SH       SHARED    20                         21166
BAKER HUGHES INC             COM              057224107    2106.41    28686 SH       SHARED                               28686
BAKER HUGHES INC             COM              057224107    10489.4   142849 SH       SHARED    01              142849
BAKER HUGHES INC             COM              057224107   31611.62   430500 SH  C    SHARED                    430500
BAKER HUGHES INC             COM              057224107   80684.81  1098799 SH       SHARED                   1098799
BAKER HUGHES INC             COM              057224107   90392.33  1231000 SH  P    SHARED                   1231000
BAKER MICHAEL CORP           COM              057149106     101.69     3498 SH       SOLE              3498
BALCHEM CORP                 COM              057665200     476.62    12703 SH       SHARED    01               12703
BALCHEM CORP                 COM              057665200     526.37    14029 SH       SHARED                     14029
BALDWIN & LYONS INC          CL A             057755100       8.25      374 SH       SHARED    01                 374
BALDWIN & LYONS INC          CL A             057755100      29.77     1350 SH       SHARED                      1350
BALDWIN & LYONS INC          CL B             057755209      35.13     1500 SH       SHARED    01                1500
BALDWIN & LYONS INC          CL B             057755209      74.85     3196 SH       SHARED                      3196
BALDWIN TECHNOLOGY INC       CL A             058264102       1.71     1056 SH       SOLE              1056
BALL CORP                    COM              058498106     458.88    12800 SH       SHARED                               12800
BALL CORP                    COM              058498106     4346.2   121233 SH       SHARED    01              121233
BALL CORP                    COM              058498106    7331.33   204500 SH  C    SHARED                    204500
BALL CORP                    COM              058498106   16750.55   467240 SH       SHARED                    467240
BALLANTYNE STRONG INC        COM              058516105      34.62     4829 SH       SHARED    01                4829
BALLARD PWR SYS INC NEW      COM              058586108       0.58      250 SH       SHARED                                 250
BALLARD PWR SYS INC NEW      COM              058586108        3.5     1500 SH  C    SHARED                      1500
BALLARD PWR SYS INC NEW      COM              058586108      13.39     5746 SH       SHARED    01                5746
BALLY TECHNOLOGIES INC       COM              05874B107      37.85     1000 SH  C    SHARED                      1000
BALLY TECHNOLOGIES INC       COM              05874B107     796.93    21055 SH       SHARED    01               21055
BALLY TECHNOLOGIES INC       COM              05874B107     947.69    25038 SH       SHARED                     25038
BALTIC TRADING LIMITED       COM              Y0553W103       2.74      300 SH       SHARED    01                 300
BALTIC TRADING LIMITED       COM              Y0553W103      74.46     8165 SH       SHARED                      8165
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BANCFIRST CORP               COM              05945F103      22.36      524 SH       SOLE               524
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR    05946K101     105.91     8826 SH       SHARED                      8826
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR    05946K101    5238.12   436510 SH       SHARED    01              436510
BANCO BRADESCO S A           SP ADR PFD NEW   059460303      12.62      608 SH       SHARED    21                 608
BANCO BRADESCO S A           SP ADR PFD NEW   059460303     459.51    22145 SH       SHARED    20                         22145
BANCO BRADESCO S A           SP ADR PFD NEW   059460303    3206.37   154524 SH       SHARED    01              154524
BANCO BRADESCO S A           SP ADR PFD NEW   059460303    5477.56   263979 SH       SHARED                              263979
BANCO BRADESCO S A           SP ADR PFD NEW   059460303    8409.89   405296 SH       SHARED                    405296
BANCO DE CHILE               SPONSORED ADR    059520106       6.82       81 SH       SHARED    01                  81
BANCO DE CHILE               SPONSORED ADR    059520106     654.07     7769 SH       SHARED                      7769
BANCO MACRO SA               SPON ADR B       05961W105      44.23     1105 SH       SHARED    01                1105
BANCO MACRO SA               SPON ADR B       05961W105     209.84     5242 SH       SHARED                      5242
BANCO MACRO SA               SPON ADR B       05961W105     378.28     9450 SH       SHARED    20                          9450
BANCO SANTANDER BRASIL S A   ADS REP 1 UNIT   05967A107     264.77    21596 SH       SHARED    20                         21596
BANCO SANTANDER BRASIL S A   ADS REP 1 UNIT   05967A107    3211.56   261954 SH       SHARED                    261954
BANCO SANTANDER BRASIL S A   ADS REP 1 UNIT   05967A107    5969.36   486897 SH       SHARED    01              486897
BANCO SANTANDER CHILE NEW    SP ADR REP COM   05965X109     891.96    10282 SH       SOLE             10282
BANCO SANTANDER SA           ADR              05964H105      41.25     3523 SH       SHARED    21                3523
BANCO SANTANDER SA           ADR              05964H105     424.94    36289 SH       SHARED                     36289
BANCO SANTANDER SA           ADR              05964H105    3331.12   284468 SH       SHARED    01              284468
BANCOLOMBIA S A              SPON ADR PREF    05968L102      14.22      227 SH       SHARED    01                 227
BANCOLOMBIA S A              SPON ADR PREF    05968L102      431.1     6880 SH       SHARED    20                          6880
BANCOLOMBIA S A              SPON ADR PREF    05968L102     979.19    15627 SH       SHARED                     15627
BANCORP INC DEL              COM              05969A105       8.44      914 SH       SHARED    01                 914
BANCORP NEW JERSEY INC NEW   COM              059915108      25.35     2480 SH       SOLE              2480
BANCORPSOUTH INC             COM              059692103       5.59      362 SH       SHARED    21                 362
BANCORPSOUTH INC             COM              059692103      23.18     1500 SH  P    SHARED                      1500
BANCORPSOUTH INC             COM              059692103      247.4    16013 SH       SHARED    01               16013
BANCORPSOUTH INC             COM              059692103     380.07    24600 SH  C    SHARED                     24600
BANCORPSOUTH INC             COM              059692103     954.89    61805 SH       SHARED                     61805
BANCROFT FUND LTD            COM              059695106      38.38     2192 SH       SHARED                      2192
BANCROFT FUND LTD            COM              059695106    4829.38   275807 SH       SHARED    01              275807
BANCTRUST FINANCIAL GP       COM              05978R107       1.53      622 SH       SHARED                       622
BANCTRUST FINANCIAL GP       COM              05978R107     405.64   164894 SH       SHARED    01              164894
BANK COMM HLDGS              COM              06424J103      15.56     3696 SH       SOLE              3696
BANK HAWAII CORP             COM              062540109      44.23      925 SH       SHARED    21                 925
BANK HAWAII CORP             COM              062540109    1882.29    39362 SH       SHARED                     39362
BANK HAWAII CORP             COM              062540109    3862.09    80763 SH       SHARED    01               80763
BANK KY FINL CORP            COM              062896105        4.1      200 SH       SHARED                       200
BANK KY FINL CORP            COM              062896105      180.4     8800 SH       SHARED    01                8800
BANK MONTREAL QUE            COM              063671101      311.9     4800 SH  P    SHARED                      4800
BANK MONTREAL QUE            COM              063671101     831.74    12800 SH  C    SHARED                     12800
BANK MONTREAL QUE            COM              063671101    2105.35    32400 SH       SHARED                               32400
BANK MONTREAL QUE            COM              063671101    5628.96    86626 SH       SHARED    01               86626
BANK MONTREAL QUE            COM              063671101   13470.87   207308 SH       SHARED                    207308
BANK MUTUAL CORP NEW         COM              063750103      89.37    21128 SH       SOLE             21128
BANK NOVA SCOTIA HALIFAX     COM              064149107      20.69      337 SH       SHARED    21                 337
BANK NOVA SCOTIA HALIFAX     COM              064149107     190.31     3100 SH  P    SHARED                      3100
BANK NOVA SCOTIA HALIFAX     COM              064149107     380.31     6195 SH       SHARED    20                          6195
BANK NOVA SCOTIA HALIFAX     COM              064149107     399.04     6500 SH  C    SHARED                      6500
BANK NOVA SCOTIA HALIFAX     COM              064149107    3996.49    65100 SH       SHARED                               65100
BANK NOVA SCOTIA HALIFAX     COM              064149107   27259.37   444036 SH       SHARED    01              444036
BANK NOVA SCOTIA HALIFAX     COM              064149107    34570.8   563134 SH       SHARED                    563134
BANK OF AMERICA CORPORATION  7.25%CNV PFD L   060505682     494.37      489 SH       SHARED    01                 489
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BANK OF AMERICA CORPORATION  COM              060505104      82.82     6213 SH       SHARED    21                6213
BANK OF AMERICA CORPORATION  COM              060505104     615.18    46150 SH       SHARED    20                         46150
BANK OF AMERICA CORPORATION  COM              060505104   15925.75  1194730 SH       SHARED                             1194730
BANK OF AMERICA CORPORATION  COM              060505104   51367.16  3853500 SH  P    SHARED                   3853500
BANK OF AMERICA CORPORATION  COM              060505104  101786.55  7635900 SH       SHARED    01             7635900
BANK OF AMERICA CORPORATION  COM              060505104  125163.45  9389606 SH  C    SHARED                   9389606
BANK OF AMERICA CORPORATION  COM              060505104  199930.64 14998548 SH       SHARED                  14998548
BANK OF AMERICA CORPORATION  *W EXP 01/16/201 060505146      10.55     1375 SH       SHARED    21                1375
BANK OF AMERICA CORPORATION  *W EXP 01/16/201 060505146    1783.55   232536 SH       SHARED    01              232536
BANK OF AMERICA CORPORATION  *W EXP 10/28/201 060505153     875.73   347510 SH       SHARED    01              347510
BANK OF GRANITE CORP         COM              062401104        0.5      925 SH       SHARED    01                 925
BANK OF GRANITE CORP         COM              062401104       3.03     5617 SH       SHARED                      5617
BANK OF MARIN BANCORP        COM              063425102       3.73      100 SH       SHARED    01                 100
BANK OF NEW YORK MELLON CORP COM              064058100     407.79    13652 SH       SHARED    21               13652
BANK OF NEW YORK MELLON CORP COM              064058100    2326.87    77900 SH  P    SHARED                     77900
BANK OF NEW YORK MELLON CORP COM              064058100    2473.45    82807 SH       SHARED                               82807
BANK OF NEW YORK MELLON CORP COM              064058100     4617.9   154600 SH  C    SHARED                    154600
BANK OF NEW YORK MELLON CORP COM              064058100    9749.15   326386 SH       SHARED    20                        326386
BANK OF NEW YORK MELLON CORP COM              064058100   17213.27   576273 SH       SHARED                    576273
BANK OF NEW YORK MELLON CORP COM              064058100   28401.17   950826 SH       SHARED    01              950826
BANK OF THE CAROLINES CORP   COM              06425J102       1.31      573 SH       SOLE               573
BANK OF THE OZARKS INC       COM              063904106      72.86     1667 SH       SHARED    01                1667
BANK OF THE OZARKS INC       COM              063904106     675.98    15465 SH       SHARED                     15465
BANK SOUTH CAROLINA CORP     COM              065066102        8.4      735 SH       SHARED                       735
BANK SOUTH CAROLINA CORP     COM              065066102      40.01     3500 SH       SHARED    01                3500
BANK VA CHESTERFIELD         COM              06544P104       5.26     2492 SH       SOLE              2492
BANKATLANTIC BANCORP         CL A NEW         065908600        3.7     4017 SH       SHARED    01                4017
BANKATLANTIC BANCORP         CL A NEW         065908600      28.58    31062 SH       SHARED                     31062
BANKFINANCIAL CORP           COM              06643P104      64.55     7024 SH       SOLE              7024
BANKUNITED INC               COM              06652K103       9.47      330 SH       SHARED    20                           330
BANKUNITED INC               COM              06652K103      18.06      629 SH       SHARED                       629
BANKUNITED INC               COM              06652K103     133.62     4654 SH       SHARED    01                4654
BANNER CORP                  COM              06652V109        2.6     1100 SH       SHARED    01                1100
BANNER CORP                  COM              06652V109      79.77    33800 SH       SHARED                     33800
BANRO CORP                   COM              066800103      37.72    15088 SH       SHARED    01               15088
BANRO CORP                   *W EXP 09/17/201 066800111       0.36      600 SH       SOLE               600
BAR HBR BANKSHARES           COM              066849100      29.82      986 SH       SOLE               986
BARCLAYS BANK PLC            ADR PFD SR 5     06739H362     151.06     5746 SH       SHARED                      5746
BARCLAYS BANK PLC            ADR PFD SR 5     06739H362   11044.93   420119 SH       SHARED    01              420119
BARCLAYS BANK PLC            ADS7.75%PFD S4   06739H511       4.81      187 SH       SHARED                       187
BARCLAYS BANK PLC            ADS7.75%PFD S4   06739H511       3607   140241 SH       SHARED    01              140241
BARCLAYS BANK PLC            ASIA GULF ETN38  06739H420      31.81      624 SH       SOLE               624
BARCLAYS BANK PLC            CARRY ETN 38     06739H412       5.75      124 SH       SHARED    01                 124
BARCLAYS BANK PLC            CARRY ETN 38     06739H412      40.26      868 SH       SHARED                       868
BARCLAYS BANK PLC            ETN DJUBS AGRI37 06739H206    5492.46    83701 SH       SHARED    01               83701
BARCLAYS BANK PLC            ETN DJUBSALUMI38 06739H321       9.67      275 SH       SHARED    01                 275
BARCLAYS BANK PLC            ETN DJUBSCOFFE38 06739H297    1032.75    14591 SH       SHARED    01               14591
BARCLAYS BANK PLC            ETN DJUBSCOTTN38 06739H271    3432.97    32927 SH       SHARED    01               32927
BARCLAYS BANK PLC            ETN DJUBS GRNS37 06739H305    7935.72   145303 SH       SHARED    01              145303
BARCLAYS BANK PLC            ETN DJUBSLVSTK37 06739H743     185.44     5652 SH       SHARED    01                5652
BARCLAYS BANK PLC            ETN DJUBS NAT37  06739H644    1009.33   116686 SH       SHARED    01              116686
BARCLAYS BANK PLC            ETN DJUBSPLATM38 06739H255     2089.4    49290 SH       SHARED    01               49290
BARCLAYS BANK PLC            ETN DJUBS SGAR38 06739H214     788.41     9397 SH       SHARED    01                9397
BARCLAYS BANK PLC            ETN DJUBSSOFT 38 06739H230    3415.48    38467 SH       SHARED    01               38467
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BARCLAYS BANK PLC            ETN DJUBS TIN 38 06739H198    2195.51    29466 SH       SHARED    01               29466
BARCLAYS BANK PLC            ETN GLB CARB38   06739H164      12.18      428 SH       SOLE               428
BARCLAYS BANK PLC            GEMS INDX ETN38  06739H453        9.2      196 SH       SOLE               196
BARCLAYS BANK PLC            IPTH JPY/USD ETN 06739G851       5.76       81 SH       SHARED    01                  81
BARCLAYS BANK PLC            SP ADR 7.1%PF3   06739H776      62.02     2459 SH       SHARED                      2459
BARCLAYS BANK PLC            SP ADR 7.1%PF3   06739H776    3510.72   139204 SH       SHARED    01              139204
BARCLAYS BK PLC              10 YR TREAS BEAR 06740L451      62.34     1174 SH       SOLE              1174
BARCLAYS BK PLC              ADR 2 PREF 2     06739F390     377.94    15682 SH       SHARED                     15682
BARCLAYS BK PLC              ADR 2 PREF 2     06739F390    3880.41   161013 SH       SHARED    01              161013
BARCLAYS BK PLC              DJUBS CMDT ETN36 06738C778    2201.99    42882 SH       SHARED                     42882
BARCLAYS BK PLC              DJUBS CMDT ETN36 06738C778    35201.3   685517 SH       SHARED    01              685517
BARCLAYS BK PLC              ETN CBOE SPBUY   06739F135      40.78      839 SH       SOLE               839
BARCLAYS BK PLC              ETN DJUBS COPR37 06739F101    2712.14    47665 SH       SHARED    01               47665
BARCLAYS BK PLC              ETN DJUBS IND MT 06738G407       9.31      200 SH       SHARED    01                 200
BARCLAYS BK PLC              ETN DJUBS IND MT 06738G407      16.98      365 SH       SHARED                       365
BARCLAYS BK PLC              ETN DJUBS NCKL37 06739F119       9.05      235 SH       SHARED    01                 235
BARCLAYS BK PLC              ETN DJUBS NCKL37 06739F119      20.14      523 SH       SHARED                       523
BARCLAYS BK PLC              IPATH INVS&P STF 06740L592       73.1     2125 SH       SOLE              2125
BARCLAYS BK PLC              IPATH S&P MT ETN 06740C519      38.54      700 SH  C    SHARED                       700
BARCLAYS BK PLC              IPATH S&P MT ETN 06740C519     5501.2    99931 SH       SHARED    01               99931
BARCLAYS BK PLC              IP EUR/USD ETN   06739F184      45.81      830 SH       SOLE               830
BARCLAYS BK PLC              IP GBP/USD ETN   06739F176     139.57     3233 SH       SOLE              3233
BARCLAYS BK PLC              IPMS INDIA ETN   06739F291    1871.71    25735 SH       SHARED    17                         25735
BARCLAYS BK PLC              IPMS INDIA ETN   06739F291    4143.94    56977 SH       SHARED    01               56977
BARCLAYS BK PLC              IPMS INDIA ETN   06739F291     4363.8    60000 SH       SHARED                     60000
BARCLAYS BK PLC              IPSP CROIL ETN   06738C786     279.18     9900 SH  C    SHARED                      9900
BARCLAYS BK PLC              IPSP CROIL ETN   06738C786     279.18     9900 SH  P    SHARED                      9900
BARCLAYS BK PLC              IPSP CROIL ETN   06738C786     881.45    31257 SH       SHARED                     31257
BARCLAYS BK PLC              IPSP CROIL ETN   06738C786    4907.48   174024 SH       SHARED    01              174024
BARCLAYS BK PLC              IPSPGS TTL ETN   06738C794     406.85    10620 SH       SHARED    01               10620
BARCLAYS BK PLC              IPTH S&P VIX NEW 06740C261      44.06     1500 SH  C    SHARED    01                1500
BARCLAYS BK PLC              IPTH S&P VIX NEW 06740C261    6502.31   221393 SH       SHARED                    221393
BARCLAYS BK PLC              IPTH S&P VIX NEW 06740C261   11049.02   376201 SH       SHARED    01              376201
BARCLAYS BK PLC              IPTH S&P VIX NEW 06740C261   11562.97   393700 SH  P    SHARED                    393700
BARCLAYS BK PLC              IPTH S&P VIX NEW 06740C261   11680.45   397700 SH  C    SHARED                    397700
BARCLAYS BK PLC              LNGB S&P500 14   06740H674      37.46      452 SH       SOLE               452
BARCLAYS BK PLC              RSS1000 3X SHT   06740P304       6.83      225 SH       SOLE               225
BARCLAYS BK PLC              RUSS2000 3X LG   06740P403      47.13      645 SH       SOLE               645
BARCLAYS BK PLC              RUSS2000 3X ST   06740P502      54.25     2129 SH       SOLE              2129
BARCLAYS BK PLC              SHTC S&P500 14   06740H641      20.96      590 SH       SOLE               590
BARCLAYS BK PLC              S&P 500 3X LNG   06740P601      42.72      627 SH       SOLE               627
BARCLAYS BK PLC              S&P 500 3X SHT   06740P700      16.14      515 SH       SOLE               515
BARCLAYS BK PLC              S&P 500 VEQTOR   06740C337    2214.44    19602 SH       SHARED    01               19602
BARCLAYS PLC                 ADR              06738E204      59.59     3285 SH       SHARED    21                3285
BARCLAYS PLC                 ADR              06738E204     1576.8    86924 SH       SHARED                     86924
BARCLAYS PLC                 ADR              06738E204   13743.55   757638 SH       SHARED    01              757638
BARD C R INC                 COM              067383109      13.41      135 SH       SHARED    21                 135
BARD C R INC                 COM              067383109      16.39      165 SH       SHARED    20                           165
BARD C R INC                 COM              067383109     149.04     1500 SH  C    SHARED                      1500
BARD C R INC                 COM              067383109     665.71     6700 SH       SHARED                                6700
BARD C R INC                 COM              067383109    2564.38    25809 SH       SHARED                     25809
BARD C R INC                 COM              067383109    7251.39    72981 SH       SHARED    01               72981
BARNES & NOBLE INC           COM              067774109       9.33     1015 SH       SHARED    01                1015
BARNES & NOBLE INC           COM              067774109     113.04    12300 SH  C    SHARED                     12300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BARNES & NOBLE INC           COM              067774109      249.8    27182 SH       SHARED                     27182
BARNES & NOBLE INC           COM              067774109     260.08    28300 SH  P    SHARED                     28300
BARNES GROUP INC             COM              067806109       3.51      168 SH       SHARED    21                 168
BARNES GROUP INC             COM              067806109       4.18      200 SH  C    SHARED                       200
BARNES GROUP INC             COM              067806109       5.85      280 SH       SHARED    20                           280
BARNES GROUP INC             COM              067806109     460.49    22054 SH       SHARED                     22054
BARNES GROUP INC             COM              067806109    1137.52    54479 SH       SHARED    01               54479
BARNWELL INDS INC            COM              068221100     624.09    86200 SH       SHARED    01               86200
BARRETT BILL CORP            COM              06846N104      15.96      400 SH  C    SHARED                       400
BARRETT BILL CORP            COM              06846N104      575.3    14415 SH       SHARED    01               14415
BARRETT BILL CORP            COM              06846N104     989.85    24802 SH       SHARED                     24802
BARRETT BUSINESS SERVICES IN COM              068463108      74.74     4654 SH       SHARED    01                4654
BARRICK GOLD CORP            COM              067901108      92.19     1776 SH       SHARED    21                1776
BARRICK GOLD CORP            COM              067901108      93.44     1800 SH       SHARED    17                          1800
BARRICK GOLD CORP            COM              067901108     271.75     5235 SH       SHARED    20                          5235
BARRICK GOLD CORP            COM              067901108   12574.99   242246 SH       SHARED                              242246
BARRICK GOLD CORP            COM              067901108   45431.63   875200 SH  P    SHARED                    875200
BARRICK GOLD CORP            COM              067901108   48014.47   924956 SH       SHARED    01              924956
BARRICK GOLD CORP            COM              067901108  131453.35  2532332 SH       SHARED                   2532332
BARRICK GOLD CORP            COM              067901108  148979.42  2869956 SH  C    SHARED                   2869956
BARRY R G CORP OHIO          COM              068798107     257.17    19646 SH       SHARED    01               19646
BASIC ENERGY SVCS INC NEW    COM              06985P100        2.7      106 SH       SHARED    01                 106
BASIC ENERGY SVCS INC NEW    COM              06985P100      48.47     1900 SH  C    SHARED                      1900
BASSETT FURNITURE INDS INC   COM              070203104      14.27     1827 SH       SOLE              1827
BAXTER INTL INC              COM              071813109      81.46     1515 SH       SHARED    21                1515
BAXTER INTL INC              COM              071813109    1196.92    22260 SH       SHARED    20                         22260
BAXTER INTL INC              COM              071813109    2992.68    55657 SH       SHARED                               55657
BAXTER INTL INC              COM              071813109    3306.86    61500 SH  P    SHARED                     61500
BAXTER INTL INC              COM              071813109   10596.83   197077 SH       SHARED                    197077
BAXTER INTL INC              COM              071813109   18405.47   342300 SH  C    SHARED                    342300
BAXTER INTL INC              COM              071813109   43444.76   807974 SH       SHARED    01              807974
BAYTEX ENERGY CORP           COM              07317Q105      70.06     1200 SH  P    SHARED                      1200
BAYTEX ENERGY CORP           COM              07317Q105     317.82     5444 SH       SHARED                                5444
BAYTEX ENERGY CORP           COM              07317Q105    1202.63    20600 SH  C    SHARED                     20600
BAYTEX ENERGY CORP           COM              07317Q105    1484.72    25432 SH       SHARED                     25432
BAYTEX ENERGY CORP           COM              07317Q105   22932.95   392822 SH       SHARED    01              392822
BB&T CORP                    COM              054937107    1279.17    46600 SH       SHARED                               46600
BB&T CORP                    COM              054937107    1320.35    48100 SH  P    SHARED                     48100
BB&T CORP                    COM              054937107       2196    80000 SH  C    SHARED                     80000
BB&T CORP                    COM              054937107    4295.38   156480 SH       SHARED    01              156480
BB&T CORP                    COM              054937107   18489.74   673579 SH       SHARED                    673579
BBVA BANCO FRANCES S A       SPONSORED ADR    07329M100     133.25    12147 SH       SOLE             12147
BCB BANCORP INC              COM              055298103       15.1     1466 SH       SOLE              1466
BCE INC                      COM NEW          05534B760       3.63      100 SH  P    SHARED                       100
BCE INC                      COM NEW          05534B760       21.8      600 SH  C    SHARED                       600
BCE INC                      COM NEW          05534B760      581.4    15999 SH       SHARED                               15999
BCE INC                      COM NEW          05534B760    1052.22    28955 SH       SHARED    20                         28955
BCE INC                      COM NEW          05534B760     6627.8   182383 SH       SHARED                    182383
BCE INC                      COM NEW          05534B760   10940.88   301070 SH       SHARED    01              301070
BE AEROSPACE INC             COM              073302101      10.05      283 SH       SHARED    21                 283
BE AEROSPACE INC             COM              073302101     280.69     7900 SH  C    SHARED                      7900
BE AEROSPACE INC             COM              073302101     433.47    12200 SH  P    SHARED                     12200
BE AEROSPACE INC             COM              073302101    1690.52    47580 SH       SHARED    01               47580
BE AEROSPACE INC             COM              073302101    2868.59    80737 SH       SHARED                     80737
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BEACON POWER CORP            COM NEW          073677205       1.37      700 SH       SHARED    01                 700
BEACON POWER CORP            COM NEW          073677205       1.56      798 SH       SHARED                       798
BEACON ROOFING SUPPLY INC    COM              073685109      14.33      700 SH       SHARED    01                 700
BEACON ROOFING SUPPLY INC    COM              073685109     468.66    22895 SH       SHARED                     22895
BEAZER HOMES USA INC         COM              07556Q105       5.71     1250 SH       SHARED    01                1250
BEAZER HOMES USA INC         COM              07556Q105     370.17    81000 SH  P    SHARED                     81000
BEAZER HOMES USA INC         COM              07556Q105     612.38   134000 SH  C    SHARED                    134000
BEAZER HOMES USA INC         COM              07556Q105    2322.57   508221 SH       SHARED                    508221
BEAZER HOMES USA INC         NT SUB7.5%2013   07556Q402       4.65      193 SH       SOLE               193
BEAZER HOMES USA INC         UNIT 99/99/9999  07556Q501       2.09      100 SH       SOLE               100
BEBE STORES INC              COM              075571109       0.12       21 SH       SHARED                        21
BEBE STORES INC              COM              075571109       1.76      300 SH       SHARED    01                 300
BEBE STORES INC              COM              075571109       6.44     1100 SH  C    SHARED                      1100
BECKMAN COULTER INC          COM              075811109      96.36     1160 SH       SHARED    20                          1160
BECKMAN COULTER INC          COM              075811109     490.11     5900 SH  C    SHARED                      5900
BECKMAN COULTER INC          COM              075811109     564.88     6800 SH       SHARED                                6800
BECKMAN COULTER INC          COM              075811109     964.36    11609 SH       SHARED    01               11609
BECKMAN COULTER INC          COM              075811109     5814.9    70000 SH  P    SHARED                     70000
BECKMAN COULTER INC          COM              075811109   12015.66   144645 SH       SHARED                    144645
BECKMAN COULTER INC          NOTE 2.500%12/1  075811AD1       4.75     4000 PRN      SHARED    01                4000
BECKMAN COULTER INC          NOTE 2.500%12/1  075811AD1   14246.44 11997000 PRN      SHARED                  11997000
BECTON DICKINSON & CO        COM              075887109       7.96      100 SH  P    SHARED                       100
BECTON DICKINSON & CO        COM              075887109      11.62      146 SH       SHARED    21                 146
BECTON DICKINSON & CO        COM              075887109      48.57      610 SH       SHARED    20                           610
BECTON DICKINSON & CO        COM              075887109      87.58     1100 SH  C    SHARED                      1100
BECTON DICKINSON & CO        COM              075887109    1329.65    16700 SH       SHARED                               16700
BECTON DICKINSON & CO        COM              075887109    3595.08    45153 SH       SHARED                     45153
BECTON DICKINSON & CO        COM              075887109   20912.35   262652 SH       SHARED    01              262652
BED BATH & BEYOND INC        COM              075896100     859.21    17800 SH       SHARED                               17800
BED BATH & BEYOND INC        COM              075896100    1577.08    32672 SH       SHARED                     32672
BED BATH & BEYOND INC        COM              075896100    2273.52    47100 SH  C    SHARED                     47100
BED BATH & BEYOND INC        COM              075896100    2688.64    55700 SH  P    SHARED                     55700
BED BATH & BEYOND INC        COM              075896100   11763.06   243693 SH       SHARED    01              243693
BEL FUSE INC                 CL A             077347201      41.25     1720 SH       SOLE              1720
BEL FUSE INC                 CL B             077347300      88.85     4037 SH       SOLE              4037
BELDEN INC                   COM              077454106        6.2      165 SH       SHARED    20                           165
BELDEN INC                   COM              077454106     889.18    23680 SH       SHARED    01               23680
BELDEN INC                   COM              077454106    1057.22    28155 SH       SHARED                     28155
BELO CORP                    COM SER A        080555105          9     1022 SH       SHARED    01                1022
BELO CORP                    COM SER A        080555105    6010.18   682200 SH  C    SHARED                    682200
BEMIS INC                    COM              081437105      32.81     1000 SH  P    SHARED                      1000
BEMIS INC                    COM              081437105     367.47    11200 SH  C    SHARED                     11200
BEMIS INC                    COM              081437105    2609.97    79548 SH       SHARED                     79548
BEMIS INC                    COM              081437105    3007.79    91673 SH       SHARED    01               91673
BENCHMARK ELECTRS INC        COM              08160H101      20.68     1090 SH       SHARED    01                1090
BENCHMARK ELECTRS INC        COM              08160H101     546.66    28817 SH       SHARED                     28817
BENEFICIAL MUTUAL BANCORP IN COM              08173R104       4.31      500 SH       SHARED    20                           500
BENEFICIAL MUTUAL BANCORP IN COM              08173R104      26.25     3045 SH       SHARED    01                3045
BENEFICIAL MUTUAL BANCORP IN COM              08173R104     109.95    12755 SH       SHARED                     12755
BENIHANA INC                 CL A             082047200       0.72       85 SH       SOLE                85
BENIHANA INC                 COM              082047101      20.21     2397 SH       SOLE              2397
BERKLEY W R CORP             COM              084423102      22.71      705 SH       SHARED    21                 705
BERKLEY W R CORP             COM              084423102     167.49     5200 SH  P    SHARED                      5200
BERKLEY W R CORP             COM              084423102     412.29    12800 SH       SHARED                               12800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BERKLEY W R CORP             COM              084423102     644.84    20020 SH       SHARED    01               20020
BERKLEY W R CORP             COM              084423102     842.52    26157 SH       SHARED                     26157
BERKSHIRE HATHAWAY INC DEL   CL A             084670108          0        1 SH       SHARED                                   1
BERKSHIRE HATHAWAY INC DEL   CL A             084670108          0      167 SH       SHARED    01                 167
BERKSHIRE HATHAWAY INC DEL   CL B NEW         084670702    8454.99   101100 SH  P    SHARED                    101100
BERKSHIRE HATHAWAY INC DEL   CL B NEW         084670702    9098.94   108800 SH  C    SHARED                    108800
BERKSHIRE HATHAWAY INC DEL   CL B NEW         084670702   11552.15   138134 SH       SHARED                              138134
BERKSHIRE HATHAWAY INC DEL   CL B NEW         084670702   24964.89   298516 SH       SHARED                    298516
BERKSHIRE HATHAWAY INC DEL   CL B NEW         084670702   94079.48  1124949 SH       SHARED    01             1124949
BERKSHIRE HILLS BANCORP INC  COM              084680107       4.58      220 SH       SHARED    20                           220
BERKSHIRE HILLS BANCORP INC  COM              084680107      28.22     1355 SH       SHARED    01                1355
BERKSHIRE HILLS BANCORP INC  COM              084680107     142.08     6821 SH       SHARED                      6821
BERRY PETE CO                CL A             085789105       5.05      100 SH  C    SHARED                       100
BERRY PETE CO                CL A             085789105     176.58     3500 SH  P    SHARED                      3500
BERRY PETE CO                CL A             085789105    1198.19    23750 SH       SHARED                     23750
BERRY PETE CO                CL A             085789105    1385.36    27460 SH       SHARED    01               27460
BEST BUY INC                 COM              086516101     766.13    26676 SH       SHARED                               26676
BEST BUY INC                 COM              086516101    8032.98   279700 SH  C    SHARED                    279700
BEST BUY INC                 COM              086516101   13955.05   485900 SH  P    SHARED                    485900
BEST BUY INC                 COM              086516101    14318.1   498541 SH       SHARED    01              498541
BEST BUY INC                 COM              086516101   23214.49   808304 SH       SHARED                    808304
BEST BUY INC                 SDCV 2.250% 1/1  086516AF8       2.05     2000 PRN      SHARED    01                2000
BEST BUY INC                 SDCV 2.250% 1/1  086516AF8     923.63   900000 PRN      SHARED                    900000
BG MEDICINE INC              COM              08861T107      62.93     8162 SH       SOLE              8162
BGC PARTNERS INC             CL A             05541T101      42.69     4600 SH  C    SHARED                      4600
BGC PARTNERS INC             CL A             05541T101     259.63    27977 SH       SHARED    01               27977
BGC PARTNERS INC             CL A             05541T101     268.42    28925 SH       SHARED                     28925
BHP BILLITON LTD             SPONSORED ADR    088606108     143.82     1500 SH       SHARED    20                          1500
BHP BILLITON LTD             SPONSORED ADR    088606108     311.61     3250 SH       SHARED                                3250
BHP BILLITON LTD             SPONSORED ADR    088606108     370.77     3867 SH       SHARED    21                3867
BHP BILLITON LTD             SPONSORED ADR    088606108   14056.01   146600 SH       SHARED                    146600
BHP BILLITON LTD             SPONSORED ADR    088606108   75327.74   785646 SH       SHARED    01              785646
BHP BILLITON PLC             SPONSORED ADR    05545E209      37.25      468 SH       SHARED    21                 468
BHP BILLITON PLC             SPONSORED ADR    05545E209     713.45     8963 SH       SHARED                      8963
BHP BILLITON PLC             SPONSORED ADR    05545E209   10121.86   127159 SH       SHARED    01              127159
BIDZ COM INC                 COM              08883T200       4.12     2800 SH  C    SOLE              2800
BIDZ COM INC                 COM              08883T200       6.65     4524 SH       SOLE              4524
BIG LOTS INC                 COM              089302103     577.14    13289 SH       SHARED    01               13289
BIG LOTS INC                 COM              089302103     581.96    13400 SH  P    SHARED                     13400
BIG LOTS INC                 COM              089302103     2918.5    67200 SH  C    SHARED                     67200
BIG LOTS INC                 COM              089302103    7496.15   172603 SH       SHARED                    172603
BIGBAND NETWORKS INC         COM              089750509       0.26      100 SH       SHARED    01                 100
BIGBAND NETWORKS INC         COM              089750509      43.65    17116 SH       SHARED                     17116
BIGLARI HLDGS INC            COM              08986R101      21.18       50 SH       SHARED    01                  50
BIO RAD LABS INC             CL A             090572207      21.02      175 SH       SHARED    21                 175
BIO RAD LABS INC             CL A             090572207     497.98     4145 SH       SHARED    20                          4145
BIO RAD LABS INC             CL A             090572207    2118.67    17635 SH       SHARED    01               17635
BIO RAD LABS INC             CL A             090572207    2153.87    17928 SH       SHARED                     17928
BIO RAD LABS INC             CL B             090572108     185.31     1555 SH       SOLE              1555
BIOANALYTICAL SYS INC        COM              09058M103       2.41     1054 SH       SOLE              1054
BIOCLINICA INC               COM              09071B100       8.96     1736 SH       SOLE              1736
BIOCRYST PHARMACEUTICALS     COM              09058V103       3.79     1000 SH  C    SHARED                      1000
BIOCRYST PHARMACEUTICALS     COM              09058V103     331.06    87350 SH       SHARED    01               87350
BIOCRYST PHARMACEUTICALS     COM              09058V103      335.6    88550 SH       SHARED                     88550
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BIODEL INC                   COM              09064M105       6.72     3200 SH  P    SHARED                      3200
BIODEL INC                   COM              09064M105      18.06     8600 SH  C    SHARED                      8600
BIODEL INC                   COM              09064M105      42.84    20401 SH       SHARED    01               20401
BIODEL INC                   COM              09064M105     134.37    63987 SH       SHARED                     63987
BIODELIVERY SCIENCES INTL IN COM              09060J106      28.24     8000 SH       SHARED    01                8000
BIOFUEL ENERGY CORP          COM              09064Y109       8.32    10150 SH       SHARED    01               10150
BIOFUEL ENERGY CORP          COM              09064Y109      19.84    24190 SH       SHARED                     24190
BIOGEN IDEC INC              COM              09062X103      11.98      163 SH       SHARED    21                 163
BIOGEN IDEC INC              COM              09062X103     658.14     8958 SH       SHARED                      8958
BIOGEN IDEC INC              COM              09062X103    1274.41    17346 SH       SHARED                               17346
BIOGEN IDEC INC              COM              09062X103    1550.22    21100 SH  P    SHARED                     21100
BIOGEN IDEC INC              COM              09062X103    6369.85    86700 SH  C    SHARED                     86700
BIOGEN IDEC INC              COM              09062X103    6624.94    90172 SH       SHARED    01               90172
BIOLASE TECHNOLOGY INC       COM              090911108     113.43    23291 SH       SOLE             23291
BIOMARIN PHARMACEUTICAL INC  COM              09061G101      724.4    28826 SH       SHARED    01               28826
BIOMARIN PHARMACEUTICAL INC  COM              09061G101     1697.2    67537 SH       SHARED                     67537
BIOMARIN PHARMACEUTICAL INC  NOTE 1.875% 4/2  09061GAD3       4.06     3000 PRN      SHARED                      3000
BIOMARIN PHARMACEUTICAL INC  NOTE 1.875% 4/2  09061GAD3       8.12     6000 PRN      SHARED    01                6000
BIOMED REALTY TRUST INC      COM              09063H107       3.52      185 SH       SHARED    20                           185
BIOMED REALTY TRUST INC      COM              09063H107      744.2    39127 SH       SHARED    01               39127
BIOMED REALTY TRUST INC      COM              09063H107    1506.27    79194 SH       SHARED                               79194
BIOMED REALTY TRUST INC      COM              09063H107    2808.21   147645 SH       SHARED                    147645
BIOMIMETIC THERAPEUTICS INC  COM              09064X101      13.11     1000 SH  C    SOLE              1000
BIOMIMETIC THERAPEUTICS INC  COM              09064X101     120.28     9175 SH       SOLE              9175
BIONOVO INC                  COM NEW          090643206       1.05     1570 SH       SOLE              1570
BIO-REFERENCE LABS INC       COM $.01 NEW     09057G602     356.08    15868 SH       SHARED    01               15868
BIO-REFERENCE LABS INC       COM $.01 NEW     09057G602      898.7    40049 SH       SHARED                     40049
BIOSANTE PHARMACEUTICALS INC COM NEW          09065V203      39.67    20036 SH       SHARED    01               20036
BIOSCRIP INC                 COM              09069N108       8.89     1904 SH       SHARED    01                1904
BIOSCRIP INC                 COM              09069N108      40.63     8700 SH  C    SHARED                      8700
BIOSCRIP INC                 COM              09069N108      69.22    14822 SH       SHARED                     14822
BIOTECH HOLDRS TR            DEPOSTRY RCPTS   09067D201      10.63      100 SH  C    SHARED                       100
BIOTECH HOLDRS TR            DEPOSTRY RCPTS   09067D201       18.6      175 SH       SHARED                                 175
BIOTECH HOLDRS TR            DEPOSTRY RCPTS   09067D201     144.13     1356 SH       SHARED                      1356
BIOTECH HOLDRS TR            DEPOSTRY RCPTS   09067D201    1640.16    15431 SH       SHARED    01               15431
BIOTIME INC                  COM              09066L105      37.25     5000 SH  P    SHARED                      5000
BIOTIME INC                  COM              09066L105      68.12     9143 SH       SHARED                      9143
BIOTIME INC                  COM              09066L105      77.48    10400 SH  C    SHARED                     10400
BIOTIME INC                  COM              09066L105     101.69    13650 SH       SHARED    01               13650
BIRNER DENTAL MGMT SERVICES  COM NEW          091283200      21.84     1100 SH       SOLE              1100
BITAUTO HLDGS LTD            SPONSORED ADS    091727107      35.85     3000 SH       SHARED    21                3000
BITAUTO HLDGS LTD            SPONSORED ADS    091727107     190.42    15935 SH       SHARED    01               15935
BITAUTO HLDGS LTD            SPONSORED ADS    091727107    8421.71   704746 SH       SHARED                    704746
BITSTREAM INC                CL A             091736108     265.04    41412 SH       SHARED    01               41412
BJS RESTAURANTS INC          COM              09180C106      17.62      448 SH       SHARED                       448
BJS RESTAURANTS INC          COM              09180C106     204.52     5200 SH  C    SHARED                      5200
BJS RESTAURANTS INC          COM              09180C106     378.47     9623 SH       SHARED    01                9623
BJS WHOLESALE CLUB INC       COM              05548J106     765.06    15671 SH       SHARED    01               15671
BJS WHOLESALE CLUB INC       COM              05548J106    2650.93    54300 SH  P    SHARED                     54300
BJS WHOLESALE CLUB INC       COM              05548J106    3236.96    66304 SH       SHARED                     66304
BJS WHOLESALE CLUB INC       COM              05548J106   10711.11   219400 SH  C    SHARED                    219400
BLACK BOX CORP DEL           COM              091826107      24.75      704 SH       SHARED    01                 704
BLACK BOX CORP DEL           COM              091826107     310.83     8843 SH       SHARED                      8843
BLACK DIAMOND INC            COM              09202G101      14.13     2055 SH       SHARED    01                2055
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BLACK DIAMOND INC            COM              09202G101      19.96     2903 SH       SHARED                      2903
BLACK HILLS CORP             COM              092113109    1020.76    30525 SH       SHARED                     30525
BLACK HILLS CORP             COM              092113109    1270.32    37988 SH       SHARED    01               37988
BLACKBAUD INC                COM              09227Q100      44.56     1636 SH       SHARED    21                1636
BLACKBAUD INC                COM              09227Q100     401.38    14735 SH       SHARED    20                         14735
BLACKBAUD INC                COM              09227Q100     577.11    21186 SH       SHARED                     21186
BLACKBAUD INC                COM              09227Q100    2948.92   108257 SH       SHARED    01              108257
BLACKBOARD INC               COM              091935502      13.66      377 SH       SHARED    21                 377
BLACKBOARD INC               COM              091935502      18.12      500 SH  P    SHARED                       500
BLACKBOARD INC               COM              091935502     476.41    13146 SH       SHARED                     13146
BLACKBOARD INC               COM              091935502     854.39    23576 SH       SHARED    01               23576
BLACKROCK BUILD AMER BD TR   SHS              09248X100    3465.99   198624 SH       SHARED    01              198624
BLACKROCK CA MUNI 2018 TERM  COM              09249C105     580.54    37600 SH       SHARED    01               37600
BLACKROCK CALIF MUN INCOME T SH BEN INT       09248E102      38.84     3107 SH       SHARED                      3107
BLACKROCK CALIF MUN INCOME T SH BEN INT       09248E102     724.53    57962 SH       SHARED    01               57962
BLACKROCK CORE BD TR         SHS BEN INT      09249E101      70.83     5863 SH       SHARED                      5863
BLACKROCK CORE BD TR         SHS BEN INT      09249E101    1840.05   152322 SH       SHARED    01              152322
BLACKROCK CORPOR HI YLD FD V COM              09255N102      34.26     2884 SH       SHARED                      2884
BLACKROCK CORPOR HI YLD FD V COM              09255N102      96.14     8093 SH       SHARED    01                8093
BLACKROCK CORPOR HI YLD FD V COM              09255P107      44.94     3831 SH       SHARED                      3831
BLACKROCK CORPOR HI YLD FD V COM              09255P107     674.19    57476 SH       SHARED    01               57476
BLACKROCK CORPOR HI YLD III  COM              09255M104       3.58      500 SH       SHARED    01                 500
BLACKROCK CORPOR HI YLD III  COM              09255M104      52.02     7275 SH       SHARED                      7275
BLACKROCK CORPOR HIGH YLD FD COM              09255L106       24.2     3375 SH       SHARED    01                3375
BLACKROCK CORPOR HIGH YLD FD COM              09255L106       29.8     4156 SH       SHARED                      4156
BLACKROCK CREDIT ALL IN TR I COM SHS          09249V103       75.7     7189 SH       SHARED                      7189
BLACKROCK CREDIT ALL IN TR I COM SHS          09249V103     657.91    62480 SH       SHARED    01               62480
BLACKROCK CREDIT ALL INC TR  COM              092508100    1335.31   110174 SH       SHARED    01              110174
BLACKROCK CREDIT ALL INC TR  COM              09255H105     121.36    12346 SH       SHARED                     12346
BLACKROCK CREDIT ALL INC TR  COM              09255H105     135.87    13822 SH       SHARED    01               13822
BLACKROCK CREDIT ALL INC TR  COM              09255J101      61.08     6675 SH       SHARED    01                6675
BLACKROCK DEBT STRAT FD INC  COM              09255R103       19.1     4786 SH       SHARED                      4786
BLACKROCK DEBT STRAT FD INC  COM              09255R103     723.19   181251 SH       SHARED    01              181251
BLACKROCK DEFINED OPPRTY CR  COM              09255Q105      20.62     1379 SH       SHARED                      1379
BLACKROCK DEFINED OPPRTY CR  COM              09255Q105    1372.13    91781 SH       SHARED    01               91781
BLACKROCK DIVERS OME STRATE  COM              09255W102       4.36      399 SH       SHARED                       399
BLACKROCK DIVERS OME STRATE  COM              09255W102      52.25     4785 SH       SHARED    01                4785
BLACKROCK DIVID ACHIEVRS TM  COM              09250N107      55.72     5500 SH       SHARED                      5500
BLACKROCK DIVID ACHIEVRS TM  COM              09250N107     735.95    72651 SH       SHARED    01               72651
BLACKROCK ECOSOLUTIONS INVT  COM SH           092546100     248.85    20965 SH       SHARED    01               20965
BLACKROCK ENERGY & RES TR    COM              09250U101    2420.29    77227 SH       SHARED    01               77227
BLACKROCK ENH CAP & INC FD I COM              09256A109    1092.15    72568 SH       SHARED    01               72568
BLACKROCK ENHANCED DIV ACHV  COM              09251A104       9.42     1054 SH       SHARED                      1054
BLACKROCK ENHANCED DIV ACHV  COM              09251A104     216.07    24169 SH       SHARED    01               24169
BLACKROCK ENHANCED GOVT FD I COM              09255K108      78.17     5040 SH       SHARED                      5040
BLACKROCK ENHANCED GOVT FD I COM              09255K108     475.66    30668 SH       SHARED    01               30668
BLACKROCK FL RATE OME STRA I COM SHS          09255Y108      185.1    13100 SH       SHARED    01               13100
BLACKROCK FLA MUN 2020 TERM  COM SHS          09250M109       51.1     3788 SH       SHARED                      3788
BLACKROCK FLA MUN 2020 TERM  COM SHS          09250M109     134.72     9987 SH       SHARED    01                9987
BLACKROCK FLOAT RATE OME STR COM              09255X100      49.72     3187 SH       SHARED                      3187
BLACKROCK FLOAT RATE OME STR COM              09255X100     1053.7    67545 SH       SHARED    01               67545
BLACKROCK FLOATING RATE INCO COM              091941104    1380.64    92598 SH       SHARED    01               92598
BLACKROCK GLOBAL OPP EQTY TR COM              092501105    3047.73   164033 SH       SHARED    01              164033
BLACKROCK HEALTH SCIENCES TR COM              09250W107     281.56    10459 SH       SHARED    01               10459
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BLACKROCK HIGH INCOME SHS    SHS BEN INT      09250E107      489.2   227537 SH       SHARED    01              227537
BLACKROCK HIGH YIELD TR      SH BEN INT       09248N102      35.62     5293 SH       SHARED                      5293
BLACKROCK HIGH YIELD TR      SH BEN INT       09248N102      47.02     6986 SH       SHARED    01                6986
BLACKROCK INC                COM              09247X101      10.25       51 SH       SHARED    21                  51
BLACKROCK INC                COM              09247X101      56.48      281 SH       SHARED    20                           281
BLACKROCK INC                COM              09247X101    1081.43     5380 SH       SHARED                      5380
BLACKROCK INC                COM              09247X101    1363.25     6782 SH       SHARED                                6782
BLACKROCK INC                COM              09247X101    9648.48    48000 SH  C    SHARED                     48000
BLACKROCK INC                COM              09247X101   18995.45    94500 SH  P    SHARED                     94500
BLACKROCK INC                COM              09247X101      20459   101781 SH       SHARED    01              101781
BLACKROCK INCOME OPP TRUST I COM              092475102    2788.73   299220 SH       SHARED    01              299220
BLACKROCK INCOME TR INC      COM              09247F100    1617.87   240755 SH       SHARED    01              240755
BLACKROCK INTL GRWTH & INC T COM BENE INTER   092524107    1358.43   132919 SH       SHARED    01              132919
BLACKROCK INVT QLTY MUN TR   COM              09247B109       5.39      490 SH       SOLE               490
BLACKROCK INVT QUALITY MUN T COM              09247D105       9.89      750 SH       SHARED                       750
BLACKROCK INVT QUALITY MUN T COM              09247D105     171.17    12977 SH       SHARED    01               12977
BLACKROCK KELSO CAPITAL CORP COM              092533108     608.86    60164 SH       SHARED    01               60164
BLACKROCK KELSO CAPITAL CORP COM              092533108    3692.55   364876 SH       SHARED                    364876
BLACKROCK LONG-TERM MUNI ADV COM              09250B103      25.34     2477 SH       SHARED                      2477
BLACKROCK LONG-TERM MUNI ADV COM              09250B103      47.55     4648 SH       SHARED    01                4648
BLACKROCK LTD DURATION INC T COM SHS          09249W101       8.16      471 SH       SHARED                       471
BLACKROCK LTD DURATION INC T COM SHS          09249W101    6782.53   391601 SH       SHARED    01              391601
BLACKROCK MD MUNICIPAL BOND  COM              09249L105      36.23     2463 SH       SOLE              2463
BLACKROCK MUN 2020 TERM TR   COM SHS          09249X109      519.2    35635 SH       SHARED    01               35635
BLACKROCK MUN INCOME TR      SH BEN INT       09248F109        3.7      300 SH       SHARED                       300
BLACKROCK MUN INCOME TR      SH BEN INT       09248F109     199.22    16144 SH       SHARED    01               16144
BLACKROCK MUNI 2018 TERM TR  COM              09248C106       5.35      344 SH       SHARED                       344
BLACKROCK MUNI 2018 TERM TR  COM              09248C106     172.96    11116 SH       SHARED    01               11116
BLACKROCK MUNI INCOME INV QL COM              09250G102       7.46      575 SH       SHARED                       575
BLACKROCK MUNI INCOME INV QL COM              09250G102     486.61    37518 SH       SHARED    01               37518
BLACKROCK MUNI INCOME TR II  COM              09249N101     796.78    59439 SH       SHARED    01               59439
BLACKROCK MUNI INTER DR FD I COM              09253X102      12.82      928 SH       SHARED                       928
BLACKROCK MUNI INTER DR FD I COM              09253X102     936.95    67846 SH       SHARED    01               67846
BLACKROCK MUNI N Y INTER DUR COM              09255F109      13.39     1056 SH       SHARED                      1056
BLACKROCK MUNI N Y INTER DUR COM              09255F109     201.75    15911 SH       SHARED    01               15911
BLACKROCK MUNIASSETS FD INC  COM              09254J102      48.34     4282 SH       SHARED                      4282
BLACKROCK MUNIASSETS FD INC  COM              09254J102     105.54     9348 SH       SHARED    01                9348
BLACKROCK MUNIC BD INVST TR  COM              09249K107      28.66     2176 SH       SHARED    01                2176
BLACKROCK MUNIC INCM INVST T SH BEN INT       09248H105       2.44      200 SH       SHARED    01                 200
BLACKROCK MUNICIPAL BOND TR  COM              09249H104       2.64      184 SH       SHARED                       184
BLACKROCK MUNICIPAL BOND TR  COM              09249H104     187.35    13067 SH       SHARED    01               13067
BLACKROCK MUNICIPL INC QLTY  COM              092479104     137.93    10618 SH       SHARED    01               10618
BLACKROCK MUNIENHANCED FD IN COM              09253Y100     195.46    20027 SH       SHARED    01               20027
BLACKROCK MUNIHLDGS FD II IN COM              09253P109     117.67     8624 SH       SHARED    01                8624
BLACKROCK MUNIHLDGS NJ QLTY  COM              09254X101      35.42     2612 SH       SHARED                      2612
BLACKROCK MUNIHLDGS NJ QLTY  COM              09254X101     217.34    16029 SH       SHARED    01               16029
BLACKROCK MUNIHLDGS NY QLTY  COM              09255C106      78.99     6138 SH       SHARED                      6138
BLACKROCK MUNIHLDGS NY QLTY  COM              09255C106     211.67    16448 SH       SHARED    01               16448
BLACKROCK MUNIHLDNGS CALI QL COM              09254L107     804.71    64739 SH       SHARED    01               64739
BLACKROCK MUNIHLDNGS QLTY II COM              09254C107     223.67    18319 SH       SHARED    01               18319
BLACKROCK MUNIHLDS INVSTM QL COM              09254P108      23.05     1794 SH       SHARED                      1794
BLACKROCK MUNIHLDS INVSTM QL COM              09254P108     330.05    25685 SH       SHARED    01               25685
BLACKROCK MUNIHOLDINGS FD IN COM              09253N104       0.06        4 SH       SHARED    01                   4
BLACKROCK MUNIHOLDINGS FD IN COM              09253N104      31.33     2159 SH       SHARED                      2159
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BLACKROCK MUNIHOLDNGS QLTY I COM              09254A101      12.53     1034 SH       SHARED                      1034
BLACKROCK MUNIHOLDNGS QLTY I COM              09254A101      83.66     6903 SH       SHARED    01                6903
BLACKROCK MUNIVEST FD II INC COM              09253T101     228.15    16473 SH       SHARED    01               16473
BLACKROCK MUNIVEST FD INC    COM              09253R105      10.69     1159 SH       SHARED                      1159
BLACKROCK MUNIVEST FD INC    COM              09253R105     355.04    38508 SH       SHARED    01               38508
BLACKROCK MUNIYIELD ARIZ FD  COM              09254K109     208.01    17421 SH       SHARED    01               17421
BLACKROCK MUNIYIELD CALI QLT COM              09254N103      34.05     2748 SH       SHARED                      2748
BLACKROCK MUNIYIELD CALI QLT COM              09254N103     1989.9   160605 SH       SHARED    01              160605
BLACKROCK MUNIYIELD CALIF FD COM              09254M105     239.37    18804 SH       SHARED    01               18804
BLACKROCK MUNIYIELD FD INC   COM              09253W104    2394.84   181979 SH       SHARED    01              181979
BLACKROCK MUNIYIELD INVST FD COM              09254R104      30.93     2453 SH       SHARED                      2453
BLACKROCK MUNIYIELD INVST FD COM              09254R104      38.06     3018 SH       SHARED    01                3018
BLACKROCK MUNIYIELD N J FD I COM              09254Y109      28.15     2126 SH       SHARED                      2126
BLACKROCK MUNIYIELD N J FD I COM              09254Y109      52.76     3985 SH       SHARED    01                3985
BLACKROCK MUNIYIELD NJ QLTY  COM              09255A100      38.66     2965 SH       SHARED    01                2965
BLACKROCK MUNIYIELD NY QLTY  COM              09255E102     415.53    34116 SH       SHARED    01               34116
BLACKROCK MUNIYIELD QLTY FD  COM              09254E103    3751.96   311366 SH       SHARED    01              311366
BLACKROCK MUNIYIELD QUALITY  COM              09254F100       46.4     3531 SH       SHARED                      3531
BLACKROCK MUNIYIELD QUALITY  COM              09254F100    2052.44   156198 SH       SHARED    01              156198
BLACKROCK MUNIYIELD QUALITY  COM              09254G108      46.11     4091 SH       SHARED                      4091
BLACKROCK MUNIYIELD QUALITY  COM              09254G108     209.07    18551 SH       SHARED    01               18551
BLACKROCK MUNIYLD INVST QLTY COM              09254T100      36.79     3018 SH       SHARED    01                3018
BLACKROCK MUNIYLD MICH QLTY  COM              09254V105      53.72     4126 SH       SHARED    01                4126
BLACKROCK MUNIYLD MICH QLTY  COM              09254W103      89.59     7491 SH       SHARED    01                7491
BLACKROCK N J MUN INCOME TR  SH BEN INT       09248J101      51.33     3889 SH       SOLE              3889
BLACKROCK N Y MUN INCOME TR  SH BEN INT       09248L106      21.76     1568 SH       SHARED                      1568
BLACKROCK N Y MUN INCOME TR  SH BEN INT       09248L106      64.13     4620 SH       SHARED    01                4620
BLACKROCK NJ INVT QUALITY MU COM              09247C107       2.22      200 SH       SHARED    01                 200
BLACKROCK NJ INVT QUALITY MU COM              09247C107        3.1      279 SH       SHARED                       279
BLACKROCK NY INVT QUALITY MU COM              09247E103      49.37     3943 SH       SHARED                      3943
BLACKROCK NY INVT QUALITY MU COM              09247E103      60.97     4870 SH       SHARED    01                4870
BLACKROCK NY MUN INCOME TR I COM              09249R102      16.15     1191 SH       SHARED    01                1191
BLACKROCK NY MUN INCOME TR I COM              09249R102         27     1991 SH       SHARED                      1991
BLACKROCK NY MUNI 2018 TERM  COM              09248K108       3.18      203 SH       SHARED                       203
BLACKROCK NY MUNI 2018 TERM  COM              09248K108     119.26     7606 SH       SHARED    01                7606
BLACKROCK NY MUNI INC QLTY T COM              09249U105     137.28    11000 SH       SHARED    01               11000
BLACKROCK NY MUNICIPAL BOND  COM              09249P106     468.06    33433 SH       SHARED    01               33433
BLACKROCK PA STRATEGIC MUN T COM              09248R103      27.15     2121 SH       SOLE              2121
BLACKROCK REAL ASSET EQUITY  COM              09254B109      64.13     4098 SH       SHARED                      4098
BLACKROCK REAL ASSET EQUITY  COM              09254B109    1242.39    79386 SH       SHARED    01               79386
BLACKROCK S&P QLTY RK EQ MD  SHS BEN INT      09250D109      34.73     2502 SH       SOLE              2502
BLACKROCK SR HIGH INCOME FD  COM              09255T109      10.64     2577 SH       SHARED                      2577
BLACKROCK SR HIGH INCOME FD  COM              09255T109     294.69    71353 SH       SHARED    01               71353
BLACKROCK STRAT DIVD ACHIEVE COM              09249Y107    2336.63   218581 SH       SHARED    01              218581
BLACKROCK STRATEGIC MUN TR   COM              09248T109      45.44     3838 SH       SOLE              3838
BLACKROCK STRTGC BOND TR     COM              09249G106     271.12    20936 SH       SHARED    01               20936
BLACKROCK VA MUNICIPAL BOND  COM              092481100       1.73      100 SH       SHARED    01                 100
BLACKSTONE GROUP L P         COM UNIT LTD     09253U108    2209.97   123600 SH  C    SHARED                    123600
BLACKSTONE GROUP L P         COM UNIT LTD     09253U108    2558.63   143100 SH  P    SHARED                    143100
BLACKSTONE GROUP L P         COM UNIT LTD     09253U108    10294.8   575772 SH       SHARED    01              575772
BLACKSTONE GROUP L P         COM UNIT LTD     09253U108    97753.2  5467181 SH       SHARED                   5467181
BLACKSTONE GSO FLTING RTE FU COM              09256U105     928.37    46605 SH       SHARED    01               46605
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT   09257D102      90.19     4432 SH       SHARED                      4432
BLACKSTONE GSO LNG SHRT CR I COM SHS BN INT   09257D102     799.51    39288 SH       SHARED    01               39288
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BLDRS INDEX FDS TR           ASIA 50 ADR      09348R102     206.56     7356 SH       SHARED    01                7356
BLDRS INDEX FDS TR           DEV MK 100 ADR   09348R201     271.33    12140 SH       SHARED    01               12140
BLDRS INDEX FDS TR           EMER MK 50 ADR   09348R300    4678.15    96417 SH       SHARED    01               96417
BLDRS INDEX FDS TR           EUR 100 ADR      09348R409    1262.17    56778 SH       SHARED    01               56778
BLOCK H & R INC              COM              093671105     336.47    20100 SH       SHARED                               20100
BLOCK H & R INC              COM              093671105       2054   122700 SH  P    SHARED                    122700
BLOCK H & R INC              COM              093671105    2356.99   140800 SH  C    SHARED                    140800
BLOCK H & R INC              COM              093671105    4560.68   272442 SH       SHARED    01              272442
BLONDER TONGUE LABS INC      COM              093698108       1.77      864 SH       SOLE               864
BLOUNT INTL INC NEW          COM              095180105      93.29     5838 SH       SHARED    01                5838
BLOUNT INTL INC NEW          COM              095180105     240.91    15076 SH       SHARED                     15076
BLUE CHIP VALUE FD INC       COM              095333100        5.7     1500 SH       SHARED    01                1500
BLUE COAT SYSTEMS INC        COM NEW          09534T508      25.03      889 SH       SHARED    21                 889
BLUE COAT SYSTEMS INC        COM NEW          09534T508      211.2     7500 SH       SHARED                                7500
BLUE COAT SYSTEMS INC        COM NEW          09534T508     489.98    17400 SH  C    SHARED                     17400
BLUE COAT SYSTEMS INC        COM NEW          09534T508     616.54    21894 SH       SHARED                     21894
BLUE COAT SYSTEMS INC        COM NEW          09534T508     763.14    27100 SH  P    SHARED                     27100
BLUE COAT SYSTEMS INC        COM NEW          09534T508    1400.57    49736 SH       SHARED    01               49736
BLUE NILE INC                COM              09578R103       10.8      200 SH  P    SOLE               200
BLUE NILE INC                COM              09578R103      70.22     1300 SH  C    SOLE              1300
BLUE NILE INC                COM              09578R103     274.07     5074 SH       SOLE              5074
BLUEFLY INC                  COM NEW          096227301       0.57      190 SH       SHARED    01                 190
BLUEFLY INC                  COM NEW          096227301      10.74     3604 SH       SHARED                      3604
BLUEPHOENIX SOLUTIONS LTD    SHS              M20157109       5.91     3079 SH       SOLE              3079
BLYTH INC                    COM NEW          09643P207     154.46     4754 SH       SOLE              4754
BMB MUNAI INC                COM              09656A105      34.83    36664 SH       SOLE             36664
BMC SOFTWARE INC             COM              055921100      29.99      603 SH       SHARED    21                 603
BMC SOFTWARE INC             COM              055921100     601.85    12100 SH       SHARED                               12100
BMC SOFTWARE INC             COM              055921100    1502.15    30200 SH  C    SHARED                     30200
BMC SOFTWARE INC             COM              055921100    4254.46    85534 SH       SHARED                     85534
BMC SOFTWARE INC             COM              055921100    4357.22    87600 SH  P    SHARED                     87600
BMC SOFTWARE INC             COM              055921100    4444.92    89363 SH       SHARED    01               89363
BOARDWALK PIPELINE PARTNERS  UT LTD PARTNER   096627104      45.72     1400 SH  C    SHARED                      1400
BOARDWALK PIPELINE PARTNERS  UT LTD PARTNER   096627104    9808.03   300307 SH       SHARED                    300307
BOARDWALK PIPELINE PARTNERS  UT LTD PARTNER   096627104    21796.3   667370 SH       SHARED    01              667370
BOB EVANS FARMS INC          COM              096761101     191.49     5874 SH       SHARED    01                5874
BOB EVANS FARMS INC          COM              096761101     302.59     9282 SH       SHARED                      9282
BOEING CO                    COM              097023105      97.59     1320 SH       SHARED    17                          1320
BOEING CO                    COM              097023105     724.59     9801 SH       SHARED    21                9801
BOEING CO                    COM              097023105    4673.71    63218 SH       SHARED                               63218
BOEING CO                    COM              097023105    7088.93    95887 SH       SHARED    20                         95887
BOEING CO                    COM              097023105   11525.69   155900 SH  P    SHARED                    155900
BOEING CO                    COM              097023105   17484.45   236500 SH  C    SHARED                    236500
BOEING CO                    COM              097023105   33951.61   459240 SH       SHARED                    459240
BOEING CO                    COM              097023105   78137.36  1056910 SH       SHARED    01             1056910
BOISE INC                    COM              09746Y105       3.11      340 SH       SHARED    21                 340
BOISE INC                    COM              09746Y105      10.08     1100 SH  C    SHARED                      1100
BOISE INC                    COM              09746Y105      10.99     1200 SH  P    SHARED                      1200
BOISE INC                    COM              09746Y105      12.49     1364 SH       SHARED    01                1364
BOISE INC                    COM              09746Y105     237.53    25931 SH       SHARED                     25931
BOISE INC                    *W EXP 06/18/201 09746Y113      10.85     6381 SH       SOLE              6381
BOK FINL CORP                COM NEW          05561Q201        3.2       62 SH       SHARED    01                  62
BOK FINL CORP                COM NEW          05561Q201     937.37    18138 SH       SHARED                     18138
BOLT TECHNOLOGY CORP         COM              097698104      26.29     1942 SH       SHARED    01                1942
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BON-TON STORES INC           COM              09776J101      80.34     5183 SH       SOLE              5183
BOOKS-A-MILLION INC          COM              098570104       1.19      287 SH       SOLE               287
BOOZ ALLEN HAMILTON HLDG COR CL A             099502106      91.58     5085 SH       SOLE              5085
BORGWARNER INC               COM              099724106       87.5     1098 SH       SHARED    21                1098
BORGWARNER INC               COM              099724106     151.41     1900 SH  P    SHARED                      1900
BORGWARNER INC               COM              099724106     180.42     2264 SH       SHARED                      2264
BORGWARNER INC               COM              099724106     551.06     6915 SH       SHARED    20                          6915
BORGWARNER INC               COM              099724106     613.61     7700 SH       SHARED                                7700
BORGWARNER INC               COM              099724106    5068.28    63600 SH  C    SHARED                     63600
BORGWARNER INC               COM              099724106   35432.96   444635 SH       SHARED    01              444635
BORGWARNER INC               NOTE 3.500% 4/1  099724AF3   39731.25 16250000 PRN      SOLE          16250000
BOS BETTER ONLINE SOLUTIONS  SHS              M20115164       1.32      494 SH       SOLE               494
BOSTON BEER INC              CL A             100557107      46.31      500 SH  C    SHARED                       500
BOSTON BEER INC              CL A             100557107     814.59     8795 SH       SHARED    01                8795
BOSTON BEER INC              CL A             100557107     866.92     9360 SH       SHARED                      9360
BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1  10112RAG9       6.86     6000 PRN      SHARED    01                6000
BOSTON PRIVATE FINL HLDGS IN COM              101119105       0.71      100 SH       SHARED    01                 100
BOSTON PROPERTIES INC        COM              101121101      19.44      205 SH       SHARED    20                           205
BOSTON PROPERTIES INC        COM              101121101      34.43      363 SH       SHARED    21                 363
BOSTON PROPERTIES INC        COM              101121101    1982.37    20900 SH  C    SHARED                     20900
BOSTON PROPERTIES INC        COM              101121101    5709.97    60200 SH  P    SHARED                     60200
BOSTON PROPERTIES INC        COM              101121101    5919.02    62404 SH       SHARED    01               62404
BOSTON PROPERTIES INC        COM              101121101    7036.73    74188 SH       SHARED                     74188
BOSTON PROPERTIES INC        COM              101121101    8872.46    93542 SH       SHARED                               93542
BOSTON SCIENTIFIC CORP       COM              101137107      24.72     3438 SH       SHARED    21                3438
BOSTON SCIENTIFIC CORP       COM              101137107     497.69    69220 SH       SHARED    20                         69220
BOSTON SCIENTIFIC CORP       COM              101137107     702.46    97699 SH       SHARED                               97699
BOSTON SCIENTIFIC CORP       COM              101137107    4134.25   575000 SH  P    SHARED                    575000
BOSTON SCIENTIFIC CORP       COM              101137107    5071.83   705400 SH  C    SHARED                    705400
BOSTON SCIENTIFIC CORP       COM              101137107     7982.5  1110223 SH       SHARED    01             1110223
BOSTON SCIENTIFIC CORP       COM              101137107    9295.89  1292892 SH       SHARED                   1292892
BOTTOMLINE TECH DEL INC      COM              101388106      15.44      615 SH       SHARED    21                 615
BOTTOMLINE TECH DEL INC      COM              101388106     367.21    14624 SH       SHARED                     14624
BOTTOMLINE TECH DEL INC      COM              101388106     750.14    29874 SH       SHARED    01               29874
BOULDER GROWTH & INCOME FD I COM              101507101       2.64      400 SH       SHARED    01                 400
BOULDER GROWTH & INCOME FD I COM              101507101      20.51     3112 SH       SHARED                      3112
BOVIE MEDICAL CORP           COM              10211F100       0.41      132 SH       SHARED                       132
BOVIE MEDICAL CORP           COM              10211F100        9.3     3000 SH       SHARED    01                3000
BOWL AMER INC                CL A             102565108      11.02      880 SH       SOLE               880
BOYD GAMING CORP             COM              103304101       8.43      900 SH       SHARED    01                 900
BOYD GAMING CORP             COM              103304101     158.35    16900 SH  C    SHARED                     16900
BOYD GAMING CORP             COM              103304101     216.45    23100 SH  P    SHARED                     23100
BOYD GAMING CORP             COM              103304101     690.15    73655 SH       SHARED                     73655
BP PLC                       SPONSORED ADR    055622104      51.95     1177 SH       SHARED    21                1177
BP PLC                       SPONSORED ADR    055622104     496.13    11240 SH       SHARED                               11240
BP PLC                       SPONSORED ADR    055622104   37011.04   838492 SH       SHARED                    838492
BP PLC                       SPONSORED ADR    055622104    46639.3  1056622 SH       SHARED    01             1056622
BP PLC                       SPONSORED ADR    055622104     772.45    17500 SH  C    SHARED    01               17500
BP PRUDHOE BAY RTY TR        UNIT BEN INT     055630107     167.75     1400 SH  P    SHARED                      1400
BP PRUDHOE BAY RTY TR        UNIT BEN INT     055630107     191.71     1600 SH  C    SHARED                      1600
BP PRUDHOE BAY RTY TR        UNIT BEN INT     055630107     584.84     4881 SH       SHARED                      4881
BP PRUDHOE BAY RTY TR        UNIT BEN INT     055630107   14023.13   117035 SH       SHARED    01              117035
BPZ RESOURCES INC            COM              055639108       2.12      400 SH  C    SOLE               400
BPZ RESOURCES INC            COM              055639108       4.24      800 SH  P    SOLE               800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BPZ RESOURCES INC            COM              055639108    1431.06   270012 SH       SOLE            270012
BRADY CORP                   CL A             104674106      30.94      867 SH       SHARED    01                 867
BRADY CORP                   CL A             104674106    1116.56    31285 SH       SHARED                     31285
BRANDYWINE OPER PARTNERSHIP  NOTE 3.875%10/1  105340AH6      35653 35300000 PRN      SOLE          35300000
BRANDYWINE RLTY TR           SH BEN INT NEW   105368203        3.2      264 SH       SHARED    21                 264
BRANDYWINE RLTY TR           SH BEN INT NEW   105368203       7.28      600 SH  C    SHARED                       600
BRANDYWINE RLTY TR           SH BEN INT NEW   105368203     990.32    81575 SH       SHARED                               81575
BRANDYWINE RLTY TR           SH BEN INT NEW   105368203    1100.31    90635 SH       SHARED    01               90635
BRANDYWINE RLTY TR           SH BEN INT NEW   105368203     1809.7   149069 SH       SHARED                    149069
BRASIL TELECOM SA            SPON ADR COM     10553M200        1.4      130 SH       SHARED    21                 130
BRASIL TELECOM SA            SPON ADR COM     10553M200       26.3     2449 SH       SHARED                      2449
BRASIL TELECOM SA            SPON ADR COM     10553M200     377.41    35141 SH       SHARED    01               35141
BRASIL TELECOM SA            SPONS ADR PFD    10553M101       3.78      140 SH       SHARED    21                 140
BRASIL TELECOM SA            SPONS ADR PFD    10553M101      47.81     1770 SH       SHARED                                1770
BRASIL TELECOM SA            SPONS ADR PFD    10553M101    1657.01    61348 SH       SHARED    01               61348
BRASKEM S A                  SP ADR PFD A     105532105       10.1      375 SH       SHARED    01                 375
BRE PROPERTIES INC           CL A             05564E106      28.31      600 SH  C    SHARED                       600
BRE PROPERTIES INC           CL A             05564E106     262.98     5574 SH       SHARED    01                5574
BRE PROPERTIES INC           CL A             05564E106     1821.2    38601 SH       SHARED                               38601
BRE PROPERTIES INC           CL A             05564E106    4416.57    93611 SH       SHARED                     93611
BREEZE EASTERN CORP          COM              106764103       28.1     3275 SH       SHARED    01                3275
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN   106776107      43.46     2000 SH  C    SHARED                      2000
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN   106776107      47.81     2200 SH  P    SHARED                      2200
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN   106776107     166.23     7650 SH       SHARED    01                7650
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN   106776107     166.58     7666 SH       SHARED                      7666
BRF-BRASIL FOODS S A         SPONSORED ADR    10552T107      76.36     4000 SH       SHARED                                4000
BRF-BRASIL FOODS S A         SPONSORED ADR    10552T107     156.29     8187 SH       SHARED    01                8187
BRF-BRASIL FOODS S A         SPONSORED ADR    10552T107    2827.52   148115 SH       SHARED                    148115
BRIDGE BANCORP INC           COM              108035106       4.47      200 SH       SHARED    01                 200
BRIDGEPOINT ED INC           COM              10807M105     114.71     6708 SH       SHARED    01                6708
BRIDGEPOINT ED INC           COM              10807M105     277.31    16217 SH       SHARED                     16217
BRIDGEPOINT ED INC           COM              10807M105     278.73    16300 SH  C    SHARED                     16300
BRIDGEPOINT ED INC           COM              10807M105     365.94    21400 SH  P    SHARED                     21400
BRIGGS & STRATTON CORP       COM              109043109      24.92     1100 SH  C    SHARED                      1100
BRIGGS & STRATTON CORP       COM              109043109      126.7     5594 SH       SHARED    01                5594
BRIGGS & STRATTON CORP       COM              109043109     564.21    24910 SH       SHARED                     24910
BRIGHAM EXPLORATION CO       COM              109178103      16.17      435 SH       SHARED    21                 435
BRIGHAM EXPLORATION CO       COM              109178103     278.85     7500 SH  P    SHARED                      7500
BRIGHAM EXPLORATION CO       COM              109178103     832.83    22400 SH  C    SHARED                     22400
BRIGHAM EXPLORATION CO       COM              109178103     2537.2    68241 SH       SHARED                     68241
BRIGHAM EXPLORATION CO       COM              109178103    5334.18   143469 SH       SHARED    01              143469
BRIGHTPOINT INC              COM NEW          109473405       4.34      400 SH  P    SHARED                       400
BRIGHTPOINT INC              COM NEW          109473405      85.43     7879 SH       SHARED                      7879
BRIGHTPOINT INC              COM NEW          109473405     426.59    39342 SH       SHARED    01               39342
BRINKER INTL INC             COM              109641100     164.45     6500 SH  P    SHARED                      6500
BRINKER INTL INC             COM              109641100     392.15    15500 SH  C    SHARED                     15500
BRINKER INTL INC             COM              109641100    1092.28    43173 SH       SHARED    01               43173
BRINKER INTL INC             COM              109641100    1690.55    66820 SH       SHARED                     66820
BRINKS CO                    COM              109696104     796.99    24071 SH       SHARED                     24071
BRINKS CO                    COM              109696104    2021.33    61049 SH       SHARED    01               61049
BRISTOL MYERS SQUIBB CO      COM              110122108    1386.65    52465 SH       SHARED    20                         52465
BRISTOL MYERS SQUIBB CO      COM              110122108    4606.46   174289 SH       SHARED                              174289
BRISTOL MYERS SQUIBB CO      COM              110122108     8684.9   328600 SH  C    SHARED                    328600
BRISTOL MYERS SQUIBB CO      COM              110122108   20715.83   783800 SH  P    SHARED                    783800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BRISTOL MYERS SQUIBB CO      COM              110122108    58423.3  2210492 SH       SHARED                   2210492
BRISTOL MYERS SQUIBB CO      COM              110122108  104361.21  3948589 SH       SHARED    01             3948589
BRISTOL MYERS SQUIBB CO      PFD CV $2        110122207      47.77      117 SH       SOLE               117
BRISTOW GROUP INC            COM              110394103      43.56      921 SH       SHARED    01                 921
BRISTOW GROUP INC            COM              110394103     972.35    20557 SH       SHARED                     20557
BRITISH AMERN TOB PLC        SPONSORED ADR    110448107      31.18      385 SH       SHARED                       385
BRITISH AMERN TOB PLC        SPONSORED ADR    110448107     176.88     2184 SH       SHARED    21                2184
BRITISH AMERN TOB PLC        SPONSORED ADR    110448107   37794.06   466651 SH       SHARED    01              466651
BRITTON & KOONTZ CAP CORP    COM              111091104      10.33      771 SH       SHARED    01                 771
BROADCOM CORP                CL A             111320107      93.17     2366 SH       SHARED    21                2366
BROADCOM CORP                CL A             111320107      101.6     2580 SH       SHARED    20                          2580
BROADCOM CORP                CL A             111320107    1325.14    33650 SH       SHARED                               33650
BROADCOM CORP                CL A             111320107    7820.87   198600 SH  C    SHARED                    198600
BROADCOM CORP                CL A             111320107    8083.14   205260 SH       SHARED                    205260
BROADCOM CORP                CL A             111320107    9974.95   253300 SH  P    SHARED                    253300
BROADCOM CORP                CL A             111320107   44716.94  1135524 SH       SHARED    01             1135524
BROADRIDGE FINL SOLUTIONS IN COM              11133T103       6.35      280 SH       SHARED    21                 280
BROADRIDGE FINL SOLUTIONS IN COM              11133T103      13.61      600 SH  P    SHARED                       600
BROADRIDGE FINL SOLUTIONS IN COM              11133T103    2319.33   102218 SH       SHARED                    102218
BROADRIDGE FINL SOLUTIONS IN COM              11133T103    5624.22   247872 SH       SHARED    01              247872
BROADSOFT INC                COM              11133B409       0.95       20 SH       SHARED    01                  20
BROADSOFT INC                COM              11133B409       9.52      200 SH  C    SHARED                       200
BROADSOFT INC                COM              11133B409     504.44    10593 SH       SHARED                     10593
BROADVISION INC              COM PAR $.001    111412706       0.03        2 SH       SHARED                         2
BROADWAY FINL CORP DEL       COM              111444105       6.93     2951 SH       SOLE              2951
BROADWIND ENERGY INC         COM              11161T108       3.01     2300 SH  P    SHARED                      2300
BROADWIND ENERGY INC         COM              11161T108     116.55    88967 SH       SHARED                     88967
BROADWIND ENERGY INC         COM              11161T108     172.63   131775 SH       SHARED    01              131775
BROCADE COMMUNICATIONS SYS I COM NEW          111621306      12.04     1958 SH       SHARED    21                1958
BROCADE COMMUNICATIONS SYS I COM NEW          111621306      13.53     2200 SH       SHARED    20                          2200
BROCADE COMMUNICATIONS SYS I COM NEW          111621306    1787.79   290697 SH       SHARED                    290697
BROCADE COMMUNICATIONS SYS I COM NEW          111621306    4312.06   701148 SH       SHARED    01              701148
BROCADE COMMUNICATIONS SYS I COM NEW          111621306    4531.94   736900 SH  C    SHARED                    736900
BROCADE COMMUNICATIONS SYS I COM NEW          111621306    4629.11   752700 SH  P    SHARED                    752700
BRONCO DRILLING CO INC       COM              112211107       5.65      500 SH  P    SHARED                       500
BRONCO DRILLING CO INC       COM              112211107      30.51     2700 SH  C    SHARED                      2700
BRONCO DRILLING CO INC       COM              112211107     478.36    42333 SH       SHARED                     42333
BRONCO DRILLING CO INC       COM              112211107     770.54    68189 SH       SHARED    01               68189
BROOKDALE SR LIVING INC      COM              112463104        2.8      100 SH  C    SHARED                       100
BROOKDALE SR LIVING INC      COM              112463104     100.72     3597 SH       SHARED    01                3597
BROOKDALE SR LIVING INC      COM              112463104    2742.24    97937 SH       SHARED                     97937
BROOKFIELD ASSET MGMT INC    CL A LTD VT SH   112585104      40.58     1250 SH       SHARED    21                1250
BROOKFIELD ASSET MGMT INC    CL A LTD VT SH   112585104    1187.22    36575 SH       SHARED                               36575
BROOKFIELD ASSET MGMT INC    CL A LTD VT SH   112585104    4377.26   134851 SH       SHARED    01              134851
BROOKFIELD ASSET MGMT INC    CL A LTD VT SH   112585104    4594.88   141555 SH       SHARED                    141555
BROOKFIELD INFRAST PARTNERS  LP INT UNIT      G16252101      35.55     1600 SH  C    SHARED                      1600
BROOKFIELD INFRAST PARTNERS  LP INT UNIT      G16252101      59.68     2686 SH       SHARED                      2686
BROOKFIELD INFRAST PARTNERS  LP INT UNIT      G16252101     884.64    39813 SH       SHARED    01               39813
BROOKFIELD PPTYS CORP        COM              112900105      377.1    21281 SH       SHARED                               21281
BROOKFIELD PPTYS CORP        COM              112900105     704.07    39733 SH       SHARED    01               39733
BROOKFIELD PPTYS CORP        COM              112900105     5808.9   327816 SH       SHARED                    327816
BROOKLINE BANCORP INC DEL    COM              11373M107      13.16     1250 SH       SHARED    01                1250
BROOKLINE BANCORP INC DEL    COM              11373M107     102.31     9716 SH       SHARED                      9716
BROOKLYN FEDERAL BANCORP INC COM              114039100       2.04     3094 SH       SOLE              3094
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BROOKS AUTOMATION INC        COM              114340102       4.12      300 SH  C    SHARED                       300
BROOKS AUTOMATION INC        COM              114340102      21.97     1600 SH  P    SHARED                      1600
BROOKS AUTOMATION INC        COM              114340102      55.95     4075 SH       SHARED    01                4075
BROOKS AUTOMATION INC        COM              114340102     437.84    31889 SH       SHARED                     31889
BROWN & BROWN INC            COM              115236101      10.73      416 SH       SHARED    21                 416
BROWN & BROWN INC            COM              115236101     221.88     8600 SH  C    SHARED                      8600
BROWN & BROWN INC            COM              115236101    2897.08   112290 SH       SHARED    01              112290
BROWN & BROWN INC            COM              115236101    3936.33   152571 SH       SHARED                    152571
BROWN FORMAN CORP            CL A             115637100       4.62       68 SH       SHARED                        68
BROWN FORMAN CORP            CL A             115637100     144.64     2128 SH       SHARED    01                2128
BROWN FORMAN CORP            CL B             115637209      341.5     5000 SH       SHARED                                5000
BROWN FORMAN CORP            CL B             115637209     587.72     8605 SH       SHARED                      8605
BROWN FORMAN CORP            CL B             115637209    1809.54    26494 SH       SHARED    01               26494
BROWN SHOE INC NEW           COM              115736100     212.32    17375 SH       SHARED                     17375
BROWN SHOE INC NEW           COM              115736100     375.48    30727 SH       SHARED    01               30727
BRT RLTY TR                  SH BEN INT NEW   055645303       0.97      150 SH       SHARED    01                 150
BRT RLTY TR                  SH BEN INT NEW   055645303      17.24     2664 SH       SHARED                      2664
BRUKER CORP                  COM              116794108       2.09      100 SH  C    SHARED                       100
BRUKER CORP                  COM              116794108      38.78     1860 SH       SHARED    21                1860
BRUKER CORP                  COM              116794108     527.73    25311 SH       SHARED                     25311
BRUKER CORP                  COM              116794108    5526.17   265044 SH       SHARED    01              265044
BRUNSWICK CORP               COM              117043109      27.97     1100 SH  P    SHARED                      1100
BRUNSWICK CORP               COM              117043109      30.52     1200 SH  C    SHARED                      1200
BRUNSWICK CORP               COM              117043109      83.87     3298 SH       SHARED    01                3298
BRUNSWICK CORP               COM              117043109      161.3     6343 SH       SHARED                      6343
BRYN MAWR BK CORP            COM              117665109      82.75     4023 SH       SHARED                      4023
BRYN MAWR BK CORP            COM              117665109      176.9     8600 SH       SHARED    01                8600
BSD MED CORP DEL             COM              055662100       2.24      500 SH       SHARED    01                 500
BSD MED CORP DEL             COM              055662100      11.99     2677 SH       SHARED                      2677
BSD MED CORP DEL             COM              055662100      32.26     7200 SH  C    SHARED                      7200
BSD MED CORP DEL             COM              055662100       55.1    12300 SH  P    SHARED                     12300
BSQUARE CORP                 COM NEW          11776U300       0.71      100 SH  C    SOLE               100
BSQUARE CORP                 COM NEW          11776U300       1.43      200 SH  P    SOLE               200
BT GROUP PLC                 ADR              05577E101      24.52      815 SH       SHARED    21                 815
BT GROUP PLC                 ADR              05577E101      78.66     2615 SH       SHARED                      2615
BT GROUP PLC                 ADR              05577E101     546.67    18174 SH       SHARED    01               18174
BTU INTL INC                 COM              056032105       2.22      203 SH       SHARED    01                 203
BTU INTL INC                 COM              056032105      14.14     1290 SH       SHARED                      1290
BUCKEYE PARTNERS L P         UNIT LTD PARTN   118230101     114.37     1800 SH  C    SHARED                      1800
BUCKEYE PARTNERS L P         UNIT LTD PARTN   118230101    1048.41    16500 SH  P    SHARED                     16500
BUCKEYE PARTNERS L P         UNIT LTD PARTN   118230101   16647.42   261999 SH       SHARED                    261999
BUCKEYE PARTNERS L P         UNIT LTD PARTN   118230101   27821.24   437854 SH       SHARED    01              437854
BUCKEYE TECHNOLOGIES INC     COM              118255108       5.45      200 SH  P    SHARED                       200
BUCKEYE TECHNOLOGIES INC     COM              118255108     133.43     4900 SH  C    SHARED                      4900
BUCKEYE TECHNOLOGIES INC     COM              118255108     528.62    19413 SH       SHARED                     19413
BUCKEYE TECHNOLOGIES INC     COM              118255108    1695.15    62253 SH       SHARED    01               62253
BUCKLE INC                   COM              118440106      12.12      300 SH  P    SHARED                       300
BUCKLE INC                   COM              118440106      52.52     1300 SH  C    SHARED                      1300
BUCKLE INC                   COM              118440106     567.38    14044 SH       SHARED                     14044
BUCKLE INC                   COM              118440106    1535.28    38002 SH       SHARED    01               38002
BUCYRUS INTL INC NEW         COM              118759109     407.78     4459 SH       SHARED                                4459
BUCYRUS INTL INC NEW         COM              118759109     435.21     4759 SH       SHARED    01                4759
BUCYRUS INTL INC NEW         COM              118759109    4343.88    47500 SH  C    SHARED                     47500
BUCYRUS INTL INC NEW         COM              118759109    7206.26    78800 SH  P    SHARED                     78800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
BUCYRUS INTL INC NEW         COM              118759109     7544.9    82503 SH       SHARED                     82503
BUFFALO WILD WINGS INC       COM              119848109     397.34     7300 SH  P    SHARED                      7300
BUFFALO WILD WINGS INC       COM              119848109    1273.12    23390 SH       SHARED    01               23390
BUFFALO WILD WINGS INC       COM              119848109     2329.6    42800 SH  C    SHARED                     42800
BUILDERS FIRSTSOURCE INC     COM              12008R107      58.48    20590 SH       SOLE             20590
BUNGE LIMITED                COM              G16962105      10.34      143 SH       SHARED    21                 143
BUNGE LIMITED                COM              G16962105     857.54    11856 SH       SHARED                               11856
BUNGE LIMITED                COM              G16962105    1895.05    26200 SH  P    SHARED                     26200
BUNGE LIMITED                COM              G16962105    5916.59    81800 SH  C    SHARED                     81800
BUNGE LIMITED                COM              G16962105    7357.19   101717 SH       SHARED                    101717
BUNGE LIMITED                COM              G16962105   16774.05   231910 SH       SHARED    01              231910
C & F FINL CORP              COM              12466Q104       25.8     1172 SH       SOLE              1172
C D I CORP                   COM              125071100       4.38      296 SH       SHARED    01                 296
C D I CORP                   COM              125071100     122.39     8275 SH       SHARED                      8275
C H ROBINSON WORLDWIDE INC   COM NEW          12541W209     874.73    11800 SH       SHARED                               11800
C H ROBINSON WORLDWIDE INC   COM NEW          12541W209    3539.34    47745 SH       SHARED    20                         47745
C H ROBINSON WORLDWIDE INC   COM NEW          12541W209    7939.32   107100 SH  C    SHARED                    107100
C H ROBINSON WORLDWIDE INC   COM NEW          12541W209    9054.98   122150 SH       SHARED    01              122150
C H ROBINSON WORLDWIDE INC   COM NEW          12541W209   11527.22   155500 SH  P    SHARED                    155500
C H ROBINSON WORLDWIDE INC   COM NEW          12541W209   12826.64   173029 SH       SHARED                    173029
CA INC                       COM              12673P105     575.48    23800 SH  C    SHARED                     23800
CA INC                       COM              12673P105     710.89    29400 SH       SHARED                               29400
CA INC                       COM              12673P105    1538.79    63639 SH       SHARED                     63639
CA INC                       COM              12673P105    2251.16    93100 SH  P    SHARED                     93100
CA INC                       COM              12673P105    9838.82   406899 SH       SHARED    01              406899
CABELAS INC                  COM              126804301      20.01      800 SH  C    SHARED                       800
CABELAS INC                  COM              126804301      25.01     1000 SH  P    SHARED                      1000
CABELAS INC                  COM              126804301      98.09     3922 SH       SHARED    01                3922
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109       7.44      215 SH       SHARED    20                           215
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109       8.27      239 SH       SHARED    21                 239
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109      13.84      400 SH  C    SHARED                       400
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109      96.91     2800 SH  P    SHARED                      2800
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109    1144.59    33071 SH       SHARED                     33071
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109     3334.4    96342 SH       SHARED    01               96342
CABLEVISION SYS CORP         CL A NY CABLVS   12686C109    5039.22   145600 SH       SHARED                              145600
CABOT CORP                   COM              127055101    1203.26    25994 SH       SHARED    01               25994
CABOT CORP                   COM              127055101    4070.56    87936 SH       SHARED                     87936
CABOT MICROELECTRONICS CORP  COM              12709P103       3.97       76 SH       SHARED    21                  76
CABOT MICROELECTRONICS CORP  COM              12709P103     364.86     6983 SH       SHARED    01                6983
CABOT MICROELECTRONICS CORP  COM              12709P103     859.88    16457 SH       SHARED                     16457
CABOT OIL & GAS CORP         COM              127097103      30.72      580 SH       SHARED    20                           580
CABOT OIL & GAS CORP         COM              127097103     317.82     6000 SH       SHARED                                6000
CABOT OIL & GAS CORP         COM              127097103    1493.75    28200 SH  C    SHARED                     28200
CABOT OIL & GAS CORP         COM              127097103    1832.76    34600 SH  P    SHARED                     34600
CABOT OIL & GAS CORP         COM              127097103     3120.3    58907 SH       SHARED    01               58907
CACHE INC                    COM NEW          127150308      30.98     6750 SH       SHARED    01                6750
CACI INTL INC                CL A             127190304      15.15      247 SH       SHARED    21                 247
CACI INTL INC                CL A             127190304    1044.16    17028 SH       SHARED    01               17028
CACI INTL INC                CL A             127190304    1121.91    18296 SH       SHARED                     18296
CADENCE DESIGN SYSTEM INC    COM              127387108      10.73     1100 SH  C    SHARED                      1100
CADENCE DESIGN SYSTEM INC    COM              127387108      34.13     3500 SH  P    SHARED                      3500
CADENCE DESIGN SYSTEM INC    COM              127387108    2166.47   222202 SH       SHARED                    222202
CADENCE DESIGN SYSTEM INC    COM              127387108    2487.51   255129 SH       SHARED    01              255129
CADENCE PHARMACEUTICALS INC  COM              12738T100       9.18     1000 SH       SHARED    01                1000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CADENCE PHARMACEUTICALS INC  COM              12738T100     222.57    24245 SH       SHARED                     24245
CADENCE PHARMACEUTICALS INC  COM              12738T100     330.48    36000 SH  P    SHARED                     36000
CADIZ INC                    COM NEW          127537207    2396.64   196607 SH       SOLE            196607
CAE INC                      COM              124765108     163.59    12300 SH       SHARED                               12300
CAGLES INC                   CL A             127703106       7.84     1262 SH       SOLE              1262
CAI INTERNATIONAL INC        COM              12477X106     121.77     4709 SH       SOLE              4709
CAL DIVE INTL INC DEL        COM              12802T101        1.4      200 SH  C    SHARED                       200
CAL DIVE INTL INC DEL        COM              12802T101      45.42     6507 SH       SHARED    01                6507
CAL DIVE INTL INC DEL        COM              12802T101     265.63    38056 SH       SHARED                     38056
CAL MAINE FOODS INC          COM NEW          128030202      14.75      500 SH  C    SHARED                       500
CAL MAINE FOODS INC          COM NEW          128030202      91.45     3100 SH  P    SHARED                      3100
CAL MAINE FOODS INC          COM NEW          128030202     749.95    25422 SH       SHARED                     25422
CAL MAINE FOODS INC          COM NEW          128030202    4555.51   154424 SH       SHARED    01              154424
CALAMOS ASSET MGMT INC       CL A             12811R104       2.29      138 SH       SHARED    21                 138
CALAMOS ASSET MGMT INC       CL A             12811R104     138.24     8333 SH       SHARED                      8333
CALAMOS ASSET MGMT INC       CL A             12811R104     871.94    52558 SH       SHARED    01               52558
CALAMOS CONV & HIGH INCOME F COM SHS          12811P108      48.45     3552 SH       SHARED                      3552
CALAMOS CONV & HIGH INCOME F COM SHS          12811P108    3662.91   268542 SH       SHARED    01              268542
CALAMOS CONV OPP AND INC FD  SH BEN INT       128117108      46.65     3492 SH       SHARED                      3492
CALAMOS CONV OPP AND INC FD  SH BEN INT       128117108    9798.18   733397 SH       SHARED    01              733397
CALAMOS GBL DYN INCOME FUND  COM              12811L107     942.21   108550 SH       SHARED    01              108550
CALAMOS GLOBAL TOTAL RETURN  COM SH BEN INT   128118106      33.59     2190 SH       SHARED                      2190
CALAMOS GLOBAL TOTAL RETURN  COM SH BEN INT   128118106     172.97    11276 SH       SHARED    01               11276
CALAMOS STRATEGIC TOTL RETN  COM SH BEN INT   128125101   16405.98  1686123 SH       SHARED    01             1686123
CALAMP CORP                  COM              128126109       5.03     1500 SH       SHARED    01                1500
CALAMP CORP                  COM              128126109       5.09     1519 SH       SHARED                      1519
CALAVO GROWERS INC           COM              128246105      21.85     1000 SH       SHARED    01                1000
CALAVO GROWERS INC           COM              128246105     119.63     5475 SH       SHARED                      5475
CALGON CARBON CORP           COM              129603106      11.47      722 SH       SHARED    21                 722
CALGON CARBON CORP           COM              129603106      38.11     2400 SH  P    SHARED                      2400
CALGON CARBON CORP           COM              129603106      53.99     3400 SH  C    SHARED                      3400
CALGON CARBON CORP           COM              129603106    2047.87   128959 SH       SHARED    01              128959
CALGON CARBON CORP           COM              129603106     2646.5   166656 SH       SHARED                    166656
CALIFORNIA FIRST NTNL BANCOR COM              130222102       8.58      562 SH       SOLE               562
CALIFORNIA PIZZA KITCHEN INC COM              13054D109      23.63     1400 SH  C    SOLE              1400
CALIFORNIA PIZZA KITCHEN INC COM              13054D109      52.78     3127 SH       SOLE              3127
CALIFORNIA WTR SVC GROUP     COM              130788102      11.15      300 SH  C    SHARED                       300
CALIFORNIA WTR SVC GROUP     COM              130788102    1335.59    35932 SH       SHARED                     35932
CALIFORNIA WTR SVC GROUP     COM              130788102    1607.23    43240 SH       SHARED    01               43240
CALIPER LIFE SCIENCES INC    COM              130872104       8.11     1200 SH       SHARED    01                1200
CALIPER LIFE SCIENCES INC    COM              130872104      12.97     1918 SH       SHARED                      1918
CALIPER LIFE SCIENCES INC    *W EXP 08/10/201 130872112       0.61     1280 SH       SOLE              1280
CALIX INC                    COM              13100M509      40.62     2000 SH       SHARED    01                2000
CALIX INC                    COM              13100M509     225.12    11084 SH       SHARED                     11084
CALLAWAY GOLF CO             COM              131193104       2.73      400 SH  C    SHARED                       400
CALLAWAY GOLF CO             COM              131193104      10.88     1596 SH       SHARED    01                1596
CALLAWAY GOLF CO             COM              131193104      22.51     3300 SH  P    SHARED                      3300
CALLAWAY GOLF CO             COM              131193104     147.11    21570 SH       SHARED                     21570
CALLIDUS SOFTWARE INC        COM              13123E500     160.84    23412 SH       SOLE             23412
CALLON PETE CO DEL           COM              13123X102       0.98      126 SH       SHARED    01                 126
CALLON PETE CO DEL           COM              13123X102      76.15     9800 SH  C    SHARED                      9800
CALLON PETE CO DEL           COM              13123X102      239.6    30837 SH       SHARED                     30837
CALPINE CORP                 COM NEW          131347304      10.92      688 SH       SHARED    21                 688
CALPINE CORP                 COM NEW          131347304      25.39     1600 SH  P    SHARED                      1600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CALPINE CORP                 COM NEW          131347304     388.82    24500 SH       SHARED                               24500
CALPINE CORP                 COM NEW          131347304    3710.41   233800 SH  C    SHARED                    233800
CALPINE CORP                 COM NEW          131347304    4739.46   298643 SH       SHARED    01              298643
CALPINE CORP                 COM NEW          131347304   11790.28   742929 SH       SHARED                    742929
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER   131476103      31.88     1500 SH  C    SHARED                      1500
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER   131476103       76.5     3600 SH  P    SHARED                      3600
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER   131476103     226.91    10678 SH       SHARED                     10678
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER   131476103     395.29    18602 SH       SHARED    01               18602
CAMAC ENERGY INC             COM              131745101       1.65     1100 SH  P    SHARED                      1100
CAMAC ENERGY INC             COM              131745101       5.55     3700 SH  C    SHARED                      3700
CAMAC ENERGY INC             COM              131745101       31.8    21200 SH       SHARED    01               21200
CAMBREX CORP                 COM              132011107       0.55      100 SH       SHARED    01                 100
CAMBREX CORP                 COM              132011107      78.84    14335 SH       SHARED                     14335
CAMCO FINL CORP              COM              132618109        1.5      787 SH       SHARED    01                 787
CAMCO FINL CORP              COM              132618109        4.5     2354 SH       SHARED                      2354
CAMDEN NATL CORP             COM              133034108      99.57     2908 SH       SHARED                      2908
CAMDEN NATL CORP             COM              133034108     180.58     5274 SH       SHARED    01                5274
CAMDEN PPTY TR               SH BEN INT       133131102       5.68      100 SH  C    SHARED                       100
CAMDEN PPTY TR               SH BEN INT       133131102      11.53      203 SH       SHARED    21                 203
CAMDEN PPTY TR               SH BEN INT       133131102    2362.46    41578 SH       SHARED                               41578
CAMDEN PPTY TR               SH BEN INT       133131102    3308.51    58228 SH       SHARED    01               58228
CAMDEN PPTY TR               SH BEN INT       133131102    6372.53   112153 SH       SHARED                    112153
CAMECO CORP                  COM              13321L108      61.37     2043 SH       SHARED    21                2043
CAMECO CORP                  COM              13321L108     401.33    13360 SH       SHARED    20                         13360
CAMECO CORP                  COM              13321L108    1562.68    52020 SH       SHARED                               52020
CAMECO CORP                  COM              13321L108    5737.64   191000 SH  C    SHARED                    191000
CAMECO CORP                  COM              13321L108    8690.57   289300 SH  P    SHARED                    289300
CAMECO CORP                  COM              13321L108     9164.3   305070 SH       SHARED    01              305070
CAMECO CORP                  COM              13321L108    12134.3   403938 SH       SHARED                    403938
CAMELOT INFORMATION SYS INC  ADS RP ORD SHS   13322V105       3.32      200 SH       SHARED    01                 200
CAMELOT INFORMATION SYS INC  ADS RP ORD SHS   13322V105      66.36     4000 SH  C    SHARED                      4000
CAMELOT INFORMATION SYS INC  ADS RP ORD SHS   13322V105     728.53    43914 SH       SHARED                     43914
CAMERON INTERNATIONAL CORP   COM              13342B105      72.57     1271 SH       SHARED    21                1271
CAMERON INTERNATIONAL CORP   COM              13342B105     930.73    16300 SH       SHARED                               16300
CAMERON INTERNATIONAL CORP   COM              13342B105     942.15    16500 SH  C    SHARED                     16500
CAMERON INTERNATIONAL CORP   COM              13342B105   15128.19   264942 SH       SHARED    01              264942
CAMERON INTERNATIONAL CORP   COM              13342B105   31585.72   553165 SH       SHARED                    553165
CAMERON INTERNATIONAL CORP   COM              13342B105   58316.23  1021300 SH  P    SHARED                   1021300
CAMERON INTERNATIONAL CORP   NOTE 2.500% 6/1  13342BAB1      22.59    14000 PRN      SHARED    01               14000
CAMERON INTERNATIONAL CORP   NOTE 2.500% 6/1  13342BAB1     1408.8   873000 PRN      SHARED                    873000
CAMPBELL SOUP CO             COM              134429109       59.6     1800 SH  P    SHARED                      1800
CAMPBELL SOUP CO             COM              134429109     354.28    10700 SH  C    SHARED                     10700
CAMPBELL SOUP CO             COM              134429109     413.88    12500 SH       SHARED                               12500
CAMPBELL SOUP CO             COM              134429109    2853.42    86180 SH       SHARED    01               86180
CAMPBELL SOUP CO             COM              134429109   27963.78   844572 SH       SHARED                    844572
CAMPUS CREST CMNTYS INC      COM              13466Y105       2.96      250 SH       SHARED    20                           250
CAMPUS CREST CMNTYS INC      COM              13466Y105     141.96    12000 SH       SHARED                               12000
CAMPUS CREST CMNTYS INC      COM              13466Y105     242.69    20515 SH       SHARED    01               20515
CANADIAN NAT RES LTD         COM              136385101      138.4     2800 SH       SHARED    21                2800
CANADIAN NAT RES LTD         COM              136385101     2333.1    47200 SH  C    SHARED                     47200
CANADIAN NAT RES LTD         COM              136385101    2604.96    52700 SH  P    SHARED                     52700
CANADIAN NAT RES LTD         COM              136385101    3089.38    62500 SH       SHARED                               62500
CANADIAN NAT RES LTD         COM              136385101   17060.22   345139 SH       SHARED                    345139
CANADIAN NAT RES LTD         COM              136385101   27468.35   555702 SH       SHARED    01              555702
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CANADIAN NATL RY CO          COM              136375102      63.23      840 SH       SHARED    20                           840
CANADIAN NATL RY CO          COM              136375102      97.85     1300 SH       SHARED    21                1300
CANADIAN NATL RY CO          COM              136375102    2063.53    27415 SH       SHARED                               27415
CANADIAN NATL RY CO          COM              136375102    2559.18    34000 SH  P    SHARED                     34000
CANADIAN NATL RY CO          COM              136375102    6736.67    89500 SH  C    SHARED                     89500
CANADIAN NATL RY CO          COM              136375102    11604.6   154173 SH       SHARED                    154173
CANADIAN NATL RY CO          COM              136375102   12721.38   169010 SH       SHARED    01              169010
CANADIAN PAC RY LTD          COM              13645T100      12.87      200 SH  C    SHARED                       200
CANADIAN PAC RY LTD          COM              13645T100     133.51     2075 SH       SHARED    21                2075
CANADIAN PAC RY LTD          COM              13645T100     701.31    10900 SH       SHARED                               10900
CANADIAN PAC RY LTD          COM              13645T100    3557.49    55292 SH       SHARED                     55292
CANADIAN PAC RY LTD          COM              13645T100    5160.52    80207 SH       SHARED    01               80207
CANADIAN SOLAR INC           COM              136635109      18.85     1671 SH       SHARED    01                1671
CANADIAN SOLAR INC           COM              136635109      97.01     8600 SH  P    SHARED                      8600
CANADIAN SOLAR INC           COM              136635109     162.43    14400 SH  C    SHARED                     14400
CANADIAN SOLAR INC           COM              136635109     254.93    22600 SH       SHARED                               22600
CANADIAN SOLAR INC           COM              136635109    4381.51   388432 SH       SHARED                    388432
CANO PETE INC                COM              137801106      38.46    73126 SH       SHARED    01               73126
CANON INC                    ADR              138006309      76.21     1758 SH       SHARED    21                1758
CANON INC                    ADR              138006309     825.17    19035 SH       SHARED    20                         19035
CANON INC                    ADR              138006309     825.21    19036 SH       SHARED                     19036
CANON INC                    ADR              138006309   11597.77   267538 SH       SHARED    01              267538
CANTEL MEDICAL CORP          COM              138098108      10.87      422 SH       SHARED    21                 422
CANTEL MEDICAL CORP          COM              138098108      144.2     5600 SH  C    SHARED                      5600
CANTEL MEDICAL CORP          COM              138098108     189.01     7340 SH       SHARED                      7340
CANTEL MEDICAL CORP          COM              138098108    2438.73    94708 SH       SHARED    01               94708
CANTERBURY PARK HOLDING CORP COM              13811E101       4.57      373 SH       SHARED                       373
CANTERBURY PARK HOLDING CORP COM              13811E101       6.13      500 SH       SHARED    01                 500
CAPELLA EDUCATION COMPANY    COM              139594105      20.21      406 SH       SHARED    21                 406
CAPELLA EDUCATION COMPANY    COM              139594105     104.56     2100 SH  C    SHARED                      2100
CAPELLA EDUCATION COMPANY    COM              139594105     104.96     2108 SH       SHARED                      2108
CAPELLA EDUCATION COMPANY    COM              139594105     209.12     4200 SH  P    SHARED                      4200
CAPELLA EDUCATION COMPANY    COM              139594105      937.2    18823 SH       SHARED    01               18823
CAPITAL BK CORP              COM              139793103       8.64     2273 SH       SOLE              2273
CAPITAL CITY BK GROUP INC    COM              139674105      20.29     1600 SH       SHARED    01                1600
CAPITAL CITY BK GROUP INC    COM              139674105      48.88     3855 SH       SHARED                      3855
CAPITAL GOLD CORP            COM NEW          14018Y205       7.56     1175 SH       SHARED    01                1175
CAPITAL ONE FINL CORP        COM              14040H105     672.67    12946 SH       SHARED                     12946
CAPITAL ONE FINL CORP        COM              14040H105    1611.49    31014 SH       SHARED                               31014
CAPITAL ONE FINL CORP        COM              14040H105     4811.5    92600 SH  P    SHARED                     92600
CAPITAL ONE FINL CORP        COM              14040H105    5155.47    99220 SH       SHARED    20                         99220
CAPITAL ONE FINL CORP        COM              14040H105    8902.62   171336 SH       SHARED    01              171336
CAPITAL ONE FINL CORP        COM              14040H105   14107.14   271500 SH  C    SHARED                    271500
CAPITAL PRODUCT PARTNERS L P COM UNIT LP      Y11082107       9.55      900 SH  C    SHARED                       900
CAPITAL PRODUCT PARTNERS L P COM UNIT LP      Y11082107     120.66    11372 SH       SHARED                     11372
CAPITAL PRODUCT PARTNERS L P COM UNIT LP      Y11082107   13613.73  1283104 SH       SHARED    01             1283104
CAPITAL SOUTHWEST CORP       COM              140501107     116.52     1273 SH       SOLE              1273
CAPITAL SR LIVING CORP       COM              140475104      45.87     4319 SH       SHARED                      4319
CAPITAL SR LIVING CORP       COM              140475104     122.93    11575 SH       SHARED    01               11575
CAPITAL TRUST INC MD         CL A NEW         14052H506       0.08       33 SH       SHARED    01                  33
CAPITALSOURCE INC            COM              14055X102     135.94    19310 SH       SHARED    01               19310
CAPITALSOURCE INC            COM              14055X102      193.6    27500 SH  P    SHARED                     27500
CAPITALSOURCE INC            COM              14055X102    3564.35   506300 SH  C    SHARED                    506300
CAPITOL FED FINL INC         COM              14057J101     109.26     9695 SH       SHARED    01                9695
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CAPITOL FED FINL INC         COM              14057J101    1507.23   133738 SH       SHARED                    133738
CAPLEASE INC                 COM              140288101       5.48     1000 SH       SHARED    01                1000
CAPLEASE INC                 COM              140288101     186.32    34000 SH       SHARED                               34000
CAPLEASE INC                 COM              140288101     201.78    36821 SH       SHARED                     36821
CAPSTEAD MTG CORP            COM NO PAR       14067E506       5.11      400 SH  P    SHARED                       400
CAPSTEAD MTG CORP            COM NO PAR       14067E506      25.56     2000 SH  C    SHARED                      2000
CAPSTEAD MTG CORP            COM NO PAR       14067E506      82.84     6482 SH       SHARED    01                6482
CAPSTEAD MTG CORP            COM NO PAR       14067E506     608.81    47638 SH       SHARED                     47638
CAPSTEAD MTG CORP            PFD A CV $1.60   14067E209      15.36      723 SH       SOLE               723
CAPSTEAD MTG CORP            PFD B CV $1.26   14067E308      40.33     2840 SH       SHARED                      2840
CAPSTEAD MTG CORP            PFD B CV $1.26   14067E308      50.41     3550 SH       SHARED    01                3550
CAPSTONE THERAPEUTICS CORP   COM              14068E109       3.13     6797 SH       SOLE              6797
CAPSTONE TURBINE CORP        COM              14067D102    1218.53   673219 SH       SHARED    01              673219
CAPSTONE TURBINE CORP        COM              14067D102    5309.32  2933326 SH       SHARED                   2933326
CARACO PHARMACEUTICAL LABS L COM              14075T107       8.21     1578 SH       SOLE              1578
CARBO CERAMICS INC           COM              140781105       75.5      535 SH       SHARED    21                 535
CARBO CERAMICS INC           COM              140781105     183.46     1300 SH  C    SHARED                      1300
CARBO CERAMICS INC           COM              140781105     183.46     1300 SH  P    SHARED                      1300
CARBO CERAMICS INC           COM              140781105    1702.75    12066 SH       SHARED                     12066
CARBO CERAMICS INC           COM              140781105    6586.35    46672 SH       SHARED    01               46672
CARDERO RES CORP             COM              14140U105      16.16     8549 SH       SOLE              8549
CARDICA INC                  COM              14141R101      29.26     8220 SH       SHARED    01                8220
CARDINAL FINL CORP           COM              14149F109        4.2      360 SH       SHARED    20                           360
CARDINAL FINL CORP           COM              14149F109      88.77     7613 SH       SHARED    01                7613
CARDINAL FINL CORP           COM              14149F109     126.78    10873 SH       SHARED                     10873
CARDINAL HEALTH INC          COM              14149Y108     135.73     3300 SH  P    SHARED                      3300
CARDINAL HEALTH INC          COM              14149Y108    1051.65    25569 SH       SHARED                               25569
CARDINAL HEALTH INC          COM              14149Y108    1213.34    29500 SH  C    SHARED                     29500
CARDINAL HEALTH INC          COM              14149Y108    4945.64   120244 SH       SHARED                    120244
CARDINAL HEALTH INC          COM              14149Y108   20092.42   488510 SH       SHARED    01              488510
CARDIOME PHARMA CORP         COM NEW          14159U202       20.9     4883 SH       SHARED                      4883
CARDIOME PHARMA CORP         COM NEW          14159U202      25.68     6000 SH  C    SHARED                      6000
CARDIOME PHARMA CORP         COM NEW          14159U202      59.06    13800 SH       SHARED    01               13800
CARDIONET INC                COM              14159L103       3.35      700 SH  C    SHARED                       700
CARDIONET INC                COM              14159L103      29.22     6100 SH       SHARED    01                6100
CARDIONET INC                COM              14159L103      63.46    13249 SH       SHARED                     13249
CARDIONET INC                COM              14159L103       77.6    16200 SH  P    SHARED                     16200
CARDIOVASCULAR SYS INC DEL   COM              141619106      23.83     2200 SH       SHARED    01                2200
CARDIOVASCULAR SYS INC DEL   COM              141619106     122.43    11305 SH       SHARED                     11305
CARDIUM THERAPEUTICS INC     COM              141916106       3.08     8000 SH       SHARED    01                8000
CARDIUM THERAPEUTICS INC     COM              141916106       4.55    11815 SH       SHARED                     11815
CARDTRONICS INC              COM              14161H108      32.56     1600 SH  C    SHARED                      1600
CARDTRONICS INC              COM              14161H108      57.06     2804 SH       SHARED    01                2804
CARDTRONICS INC              COM              14161H108     142.45     7000 SH  P    SHARED                      7000
CARDTRONICS INC              COM              14161H108     358.36    17610 SH       SHARED                     17610
CAREER EDUCATION CORP        COM              141665109       72.7     3200 SH       SHARED    21                3200
CAREER EDUCATION CORP        COM              141665109     688.42    30300 SH  P    SHARED                     30300
CAREER EDUCATION CORP        COM              141665109     790.66    34800 SH  C    SHARED                     34800
CAREER EDUCATION CORP        COM              141665109    1038.53    45710 SH       SHARED    01               45710
CAREER EDUCATION CORP        COM              141665109    2229.65    98136 SH       SHARED                     98136
CAREFUSION CORP              COM              14170T101       2.82      100 SH  P    SHARED                       100
CAREFUSION CORP              COM              14170T101       9.31      330 SH       SHARED    20                           330
CAREFUSION CORP              COM              14170T101      47.94     1700 SH  P    SHARED    01                1700
CAREFUSION CORP              COM              14170T101       84.6     3000 SH  C    SHARED                      3000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CAREFUSION CORP              COM              14170T101     463.44    16434 SH       SHARED                               16434
CAREFUSION CORP              COM              14170T101    3854.09   136670 SH       SHARED    01              136670
CARIBOU COFFEE INC           COM              142042209       6.61      650 SH       SHARED    01                 650
CARIBOU COFFEE INC           COM              142042209      83.03     8164 SH       SHARED                      8164
CARLISLE COS INC             COM              142339100      13.81      310 SH       SHARED    21                 310
CARLISLE COS INC             COM              142339100     318.53     7150 SH       SHARED    20                          7150
CARLISLE COS INC             COM              142339100    1306.03    29316 SH       SHARED    01               29316
CARLISLE COS INC             COM              142339100    2165.04    48598 SH       SHARED                     48598
CARMAX INC                   COM              143130102      12.84      400 SH       SHARED    21                 400
CARMAX INC                   COM              143130102      16.08      501 SH       SHARED                       501
CARMAX INC                   COM              143130102     233.69     7280 SH       SHARED    20                          7280
CARMAX INC                   COM              143130102     475.08    14800 SH       SHARED                               14800
CARMAX INC                   COM              143130102     905.22    28200 SH  P    SHARED                     28200
CARMAX INC                   COM              143130102    1486.23    46300 SH  C    SHARED                     46300
CARMAX INC                   COM              143130102    5730.01   178505 SH       SHARED    01              178505
CARNIVAL CORP                PAIRED CTF       143658300     128.74     3356 SH       SHARED    21                3356
CARNIVAL CORP                PAIRED CTF       143658300    1205.19    31418 SH       SHARED                               31418
CARNIVAL CORP                PAIRED CTF       143658300    2171.18    56600 SH  P    SHARED                     56600
CARNIVAL CORP                PAIRED CTF       143658300    8140.76   212220 SH       SHARED    20                        212220
CARNIVAL CORP                PAIRED CTF       143658300    8235.89   214700 SH  C    SHARED                    214700
CARNIVAL CORP                PAIRED CTF       143658300   10259.04   267441 SH       SHARED    01              267441
CARNIVAL CORP                PAIRED CTF       143658300   58018.04  1512462 SH       SHARED                   1512462
CARNIVAL PLC                 ADR              14365C103      14.34      362 SH       SHARED    21                 362
CARNIVAL PLC                 ADR              14365C103      32.52      821 SH       SHARED    01                 821
CAROLINA BK HLDGS INC GREENS COM              143785103       8.72     2259 SH       SOLE              2259
CARPENTER TECHNOLOGY CORP    COM              144285103       6.83      160 SH       SHARED    20                           160
CARPENTER TECHNOLOGY CORP    COM              144285103      12.81      300 SH  C    SHARED                       300
CARPENTER TECHNOLOGY CORP    COM              144285103     213.55     5000 SH       SHARED                                5000
CARPENTER TECHNOLOGY CORP    COM              144285103    1076.76    25211 SH       SHARED    01               25211
CARPENTER TECHNOLOGY CORP    COM              144285103    1882.78    44083 SH       SHARED                     44083
CARRIAGE SVCS INC            COM              143905107       3.41      619 SH       SOLE               619
CARRIZO OIL & CO INC         COM              144577103      66.47     1800 SH  P    SHARED                      1800
CARRIZO OIL & CO INC         COM              144577103     273.28     7400 SH  C    SHARED                      7400
CARRIZO OIL & CO INC         COM              144577103     295.29     7996 SH       SHARED    01                7996
CARRIZO OIL & CO INC         COM              144577103     661.71    17918 SH       SHARED                     17918
CARROLLTON BANCORP           COM              145282109       5.73     1273 SH       SOLE              1273
CARTER INC                   COM              146229109       1.15       40 SH       SHARED    20                            40
CARTER INC                   COM              146229109      14.32      500 SH  P    SHARED                       500
CARTER INC                   COM              146229109     137.42     4800 SH  C    SHARED                      4800
CARTER INC                   COM              146229109     1559.5    54471 SH       SHARED    01               54471
CARTER INC                   COM              146229109    1916.18    66929 SH       SHARED                     66929
CAS MED SYS INC              COM PAR $0.004   124769209       3.83     1214 SH       SOLE              1214
CASCADE BANCORP              COM NEW          147154207       3.86      585 SH       SOLE               585
CASCADE CORP                 COM              147195101       5.57      125 SH       SHARED    01                 125
CASCADE CORP                 COM              147195101     206.49     4632 SH       SHARED                      4632
CASCADE FINL CORP            COM              147272108       0.76     1800 SH       SHARED    01                1800
CASCADE FINL CORP            COM              147272108      37.33    88885 SH       SHARED                     88885
CASCADE MICROTECH INC        COM              147322101       7.42     1200 SH       SHARED    01                1200
CASELLA WASTE SYS INC        CL A             147448104      43.02     6000 SH       SHARED    01                6000
CASEYS GEN STORES INC        COM              147528103     725.67    18607 SH       SHARED                     18607
CASEYS GEN STORES INC        COM              147528103     810.77    20789 SH       SHARED    01               20789
CASH AMER INTL INC           COM              14754D100       4.61      100 SH  C    SHARED                       100
CASH AMER INTL INC           COM              14754D100      556.1    12076 SH       SHARED    01               12076
CASH AMER INTL INC           COM              14754D100     668.88    14525 SH       SHARED                     14525
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CASS INFORMATION SYS INC     COM              14808P109     112.13     2854 SH       SHARED                      2854
CASS INFORMATION SYS INC     COM              14808P109    4307.21   109626 SH       SHARED    01              109626
CASTLE A M & CO              COM              148411101     226.79    12012 SH       SHARED                     12012
CASTLE A M & CO              COM              148411101    1588.47    84135 SH       SHARED    01               84135
CASUAL MALE RETAIL GRP INC   COM NEW          148711302    1085.11   221000 SH       SHARED    01              221000
CATALYST HEALTH SOLUTIONS IN COM              14888B103       5.59      100 SH  P    SHARED                       100
CATALYST HEALTH SOLUTIONS IN COM              14888B103      11.19      200 SH  C    SHARED                       200
CATALYST HEALTH SOLUTIONS IN COM              14888B103      701.7    12546 SH       SHARED    01               12546
CATALYST HEALTH SOLUTIONS IN COM              14888B103    1055.34    18869 SH       SHARED                     18869
CATALYST PHARM PARTNERS INC  COM              14888U101       1.42     1270 SH       SHARED                      1270
CATALYST PHARM PARTNERS INC  COM              14888U101        2.8     2500 SH       SHARED    01                2500
CATERPILLAR INC DEL          COM              149123101     107.45      965 SH       SHARED    20                           965
CATERPILLAR INC DEL          COM              149123101     113.91     1023 SH       SHARED    21                1023
CATERPILLAR INC DEL          COM              149123101    5282.22    47438 SH       SHARED                               47438
CATERPILLAR INC DEL          COM              149123101   28416.52   255200 SH  C    SHARED                    255200
CATERPILLAR INC DEL          COM              149123101   46377.28   416500 SH  P    SHARED                    416500
CATERPILLAR INC DEL          COM              149123101   93206.19   837056 SH       SHARED    01              837056
CATHAY GENERAL BANCORP       COM              149150104     627.47    36802 SH       SHARED                     36802
CATHAY GENERAL BANCORP       COM              149150104     735.52    43139 SH       SHARED    01               43139
CATO CORP NEW                CL A             149205106      81.71     3335 SH       SOLE              3335
CAVIUM NETWORKS INC          COM              14965A101     206.68     4600 SH       SHARED    21                4600
CAVIUM NETWORKS INC          COM              14965A101     251.61     5600 SH  P    SHARED                      5600
CAVIUM NETWORKS INC          COM              14965A101    1135.88    25281 SH       SHARED                     25281
CAVIUM NETWORKS INC          COM              14965A101    4510.97   100400 SH  C    SHARED                    100400
CAVIUM NETWORKS INC          COM              14965A101    5043.84   112260 SH       SHARED    01              112260
CAZADOR ACQUISITION CORPORAT UNIT 99/99/9999  G19867111      15.03     1500 SH       SOLE              1500
CB RICHARD ELLIS GROUP INC   CL A             12497T101       1.36       51 SH       SHARED    21                  51
CB RICHARD ELLIS GROUP INC   CL A             12497T101      77.43     2900 SH  C    SHARED                      2900
CB RICHARD ELLIS GROUP INC   CL A             12497T101     540.01    20225 SH       SHARED                               20225
CB RICHARD ELLIS GROUP INC   CL A             12497T101    6292.79   235685 SH       SHARED    01              235685
CBEYOND INC                  COM              149847105       3.56      305 SH       SHARED    20                           305
CBEYOND INC                  COM              149847105      19.86     1702 SH       SHARED    01                1702
CBEYOND INC                  COM              149847105      23.34     2000 SH  P    SHARED                      2000
CBEYOND INC                  COM              149847105      46.68     4000 SH  C    SHARED                      4000
CBEYOND INC                  COM              149847105     359.11    30772 SH       SHARED                     30772
CBIZ INC                     COM              124805102      17.49     2426 SH       SHARED    01                2426
CBIZ INC                     COM              124805102      88.52    12278 SH       SHARED                     12278
CBL & ASSOC PPTYS INC        COM              124830100      15.68      900 SH  C    SHARED                       900
CBL & ASSOC PPTYS INC        COM              124830100      17.42     1000 SH  P    SHARED                      1000
CBL & ASSOC PPTYS INC        COM              124830100     278.23    15972 SH       SHARED    01               15972
CBL & ASSOC PPTYS INC        COM              124830100    1453.77    83454 SH       SHARED                               83454
CBL & ASSOC PPTYS INC        COM              124830100    1884.76   108195 SH       SHARED                    108195
CBOE HLDGS INC               COM              12503M108     654.72    22600 SH  C    SHARED                     22600
CBOE HLDGS INC               COM              12503M108     790.88    27300 SH  P    SHARED                     27300
CBOE HLDGS INC               COM              12503M108     1108.1    38250 SH       SHARED    01               38250
CBOE HLDGS INC               COM              12503M108   17459.49   602675 SH       SHARED                    602675
CBS CORP NEW                 CL A             124857103      54.69     2177 SH       SHARED                      2177
CBS CORP NEW                 CL A             124857103     107.74     4289 SH       SHARED    01                4289
CBS CORP NEW                 CL B             124857202      10.39      415 SH       SHARED    20                           415
CBS CORP NEW                 CL B             124857202      15.45      617 SH       SHARED    21                 617
CBS CORP NEW                 CL B             124857202    1014.12    40500 SH       SHARED                               40500
CBS CORP NEW                 CL B             124857202    3843.64   153500 SH  P    SHARED                    153500
CBS CORP NEW                 CL B             124857202    9420.32   376211 SH       SHARED    01              376211
CBS CORP NEW                 CL B             124857202   54487.74  2176028 SH  C    SHARED                   2176028
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CBS CORP NEW                 CL B             124857202   61920.56  2472866 SH       SHARED                   2472866
CCA INDS INC                 COM              124867102       5.86     1010 SH       SOLE              1010
CDC CORPORATION              SHS CLASS -A -   G2022L114       0.08       33 SH       SHARED    01                  33
CDC CORPORATION              SHS CLASS -A -   G2022L114       1.94      759 SH       SHARED                       759
CDC CORPORATION              SHS CLASS -A -   G2022L114       2.04      800 SH  P    SHARED                       800
CDC CORPORATION              SHS CLASS -A -   G2022L114      89.25    35000 SH  C    SHARED                     35000
CDC SOFTWARE CORP            SPN ADR LV III   12507Y108       7.49     1570 SH       SOLE              1570
CDN IMPERIAL BK OF COMMERCE  COM              136069101       8.64      100 SH  P    SHARED                       100
CDN IMPERIAL BK OF COMMERCE  COM              136069101     172.74     2000 SH  C    SHARED                      2000
CDN IMPERIAL BK OF COMMERCE  COM              136069101    2003.78    23200 SH       SHARED                               23200
CDN IMPERIAL BK OF COMMERCE  COM              136069101    5213.03    60357 SH       SHARED    01               60357
CDN IMPERIAL BK OF COMMERCE  COM              136069101   14441.24   167202 SH       SHARED                    167202
CE FRANKLIN LTD              COM              125151100       1.97      200 SH       SHARED    01                 200
CEC ENTMT INC                COM              125137109       1.89       50 SH       SHARED    01                  50
CEC ENTMT INC                COM              125137109     255.09     6761 SH       SHARED                      6761
CECO ENVIRONMENTAL CORP      COM              125141101       0.37       63 SH       SHARED    01                  63
CEDAR FAIR L P               DEPOSITRY UNIT   150185106      15.36      800 SH  C    SHARED                       800
CEDAR FAIR L P               DEPOSITRY UNIT   150185106     338.78    17645 SH       SHARED    01               17645
CEDAR FAIR L P               DEPOSITRY UNIT   150185106   15521.26   808399 SH       SHARED                    808399
CEDAR SHOPPING CTRS INC      COM NEW          150602209      12.06     2000 SH       SHARED    01                2000
CEDAR SHOPPING CTRS INC      COM NEW          150602209     187.18    31041 SH       SHARED                     31041
CEDAR SHOPPING CTRS INC      COM NEW          150602209      237.2    39336 SH       SHARED                               39336
CELADON GROUP INC            COM              150838100      92.32     5685 SH       SOLE              5685
CELANESE CORP DEL            COM SER A        150870103     131.34     2960 SH       SHARED    20                          2960
CELANESE CORP DEL            COM SER A        150870103     381.58     8600 SH  P    SHARED                      8600
CELANESE CORP DEL            COM SER A        150870103     455.72    10271 SH       SHARED                               10271
CELANESE CORP DEL            COM SER A        150870103        528    11900 SH  C    SHARED                     11900
CELANESE CORP DEL            COM SER A        150870103    3533.54    79638 SH       SHARED    01               79638
CELANESE CORP DEL            COM SER A        150870103   53756.87  1211559 SH       SHARED                   1211559
CELERA CORP                  COM              15100E106      61.16     7541 SH       SHARED    01                7541
CELERA CORP                  COM              15100E106      89.21    11000 SH  C    SHARED                     11000
CELERA CORP                  COM              15100E106    1241.71   153108 SH       SHARED                    153108
CELERA CORP                  COM              15100E106    3445.94   424900 SH  P    SHARED                    424900
CELESTICA INC                SUB VTG SHS      15101Q108       2.44      228 SH       SHARED    01                 228
CELESTICA INC                SUB VTG SHS      15101Q108     176.88    16500 SH  P    SHARED                     16500
CELESTICA INC                SUB VTG SHS      15101Q108    3501.45   326628 SH       SHARED                    326628
CELGENE CORP                 COM              151020104      38.63      671 SH       SHARED    21                 671
CELGENE CORP                 COM              151020104       1850    32132 SH       SHARED                               32132
CELGENE CORP                 COM              151020104   18524.53   321746 SH       SHARED                    321746
CELGENE CORP                 COM              151020104   26265.72   456200 SH  P    SHARED                    456200
CELGENE CORP                 COM              151020104   26588.14   461800 SH  C    SHARED                    461800
CELGENE CORP                 COM              151020104   73350.38  1273997 SH       SHARED    01             1273997
CELGENE CORP                 RIGHT 12/31/2011 151020112       0.43      176 SH       SHARED    01                 176
CELGENE CORP                 RIGHT 12/31/2011 151020112     920.94   374364 SH       SHARED                    374364
CELL THERAPEUTICS INC        COM NO PAR       150934503       0.01       34 SH       SHARED    01                  34
CELL THERAPEUTICS INC        COM NO PAR       150934503      11.94    32100 SH  P    SHARED                     32100
CELL THERAPEUTICS INC        COM NO PAR       150934503      26.26    70600 SH  C    SHARED                     70600
CELL THERAPEUTICS INC        COM NO PAR       150934503     203.48   546994 SH       SHARED                    546994
CELLCOM ISRAEL LTD           SHS              M2196U109      89.29     2696 SH       SHARED                                2696
CELLCOM ISRAEL LTD           SHS              M2196U109    2066.89    62406 SH       SHARED                     62406
CELLCOM ISRAEL LTD           SHS              M2196U109    2315.32    69907 SH       SHARED    01               69907
CELLDEX THERAPEUTICS INC NEW COM              15117B103      32.56     8100 SH  P    SHARED                      8100
CELLDEX THERAPEUTICS INC NEW COM              15117B103     107.33    26700 SH  C    SHARED                     26700
CELLDEX THERAPEUTICS INC NEW COM              15117B103     507.45   126232 SH       SHARED    01              126232
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CEL-SCI CORP                 COM NEW          150837409      12.81    20330 SH       SHARED    01               20330
CEL-SCI CORP                 COM NEW          150837409       64.1   101743 SH       SHARED                    101743
CELSION CORPORATION          COM NEW          15117N305       1.76      762 SH       SHARED                       762
CELSION CORPORATION          COM NEW          15117N305        7.7     3333 SH       SHARED    01                3333
CEMEX SAB DE CV              SPON ADR NEW     151290889        4.3      481 SH       SHARED    21                 481
CEMEX SAB DE CV              SPON ADR NEW     151290889     146.29    16382 SH       SHARED                               16382
CEMEX SAB DE CV              SPON ADR NEW     151290889    2963.13   331817 SH       SHARED    01              331817
CEMEX SAB DE CV              SPON ADR NEW     151290889    6261.55   701181 SH       SHARED                    701181
CENOVUS ENERGY INC           COM              15135U109      55.13     1400 SH  P    SHARED                      1400
CENOVUS ENERGY INC           COM              15135U109    1739.73    44178 SH       SHARED                               44178
CENOVUS ENERGY INC           COM              15135U109    1799.67    45700 SH  C    SHARED                     45700
CENOVUS ENERGY INC           COM              15135U109    5392.82   136943 SH       SHARED                    136943
CENOVUS ENERGY INC           COM              15135U109    8033.05   203988 SH       SHARED    01              203988
CENTENE CORP DEL             COM              15135B101       2.34       71 SH       SHARED    21                  71
CENTENE CORP DEL             COM              15135B101      46.17     1400 SH  C    SHARED                      1400
CENTENE CORP DEL             COM              15135B101     316.74     9604 SH       SHARED    01                9604
CENTENE CORP DEL             COM              15135B101     856.33    25965 SH       SHARED                     25965
CENTER BANCORP INC           COM              151408101       5.75      600 SH       SHARED                       600
CENTER BANCORP INC           COM              151408101      38.36     4000 SH       SHARED    01                4000
CENTER FINL CORP CALIF       COM              15146E102      22.75     3100 SH       SHARED    01                3100
CENTERPOINT ENERGY INC       COM              15189T107     540.02    30753 SH       SHARED                               30753
CENTERPOINT ENERGY INC       COM              15189T107    5499.95   313209 SH       SHARED                    313209
CENTERPOINT ENERGY INC       COM              15189T107    5890.33   335440 SH       SHARED    01              335440
CENTERSTATE BANKS INC        COM              15201P109       79.9    11414 SH       SOLE             11414
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B   15234Q108      25.82     1335 SH       SHARED    21                1335
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B   15234Q108      46.61     2410 SH       SHARED                                2410
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B   15234Q108     101.17     5231 SH       SHARED    01                5231
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B   15234Q108     420.22    21728 SH       SHARED                     21728
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR    15234Q207      15.48      998 SH       SHARED    21                 998
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR    15234Q207     543.83    35063 SH       SHARED                     35063
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR    15234Q207    4465.07   287883 SH       SHARED    01              287883
CENTRAL BANCORP INC MASS     COM              152418109       2.36      147 SH       SOLE               147
CENTRAL EUROPE & RUSSIA FD I COM              153436100      94.54     2087 SH       SHARED                      2087
CENTRAL EUROPE & RUSSIA FD I COM              153436100     459.84    10151 SH       SHARED    01               10151
CENTRAL EUROPEAN DIST CORP   COM              153435102      32.92     2900 SH  P    SHARED                      2900
CENTRAL EUROPEAN DIST CORP   COM              153435102     129.39    11400 SH       SHARED    01               11400
CENTRAL EUROPEAN DIST CORP   COM              153435102     661.76    58305 SH       SHARED                     58305
CENTRAL EUROPEAN DIST CORP   COM              153435102    1047.61    92300 SH  C    SHARED                     92300
CENTRAL EUROPEAN DIST CORP   NOTE 3.000% 3/1  153435AA0       2.61     3000 PRN      SHARED    01                3000
CENTRAL EUROPEAN DIST CORP   NOTE 3.000% 3/1  153435AA0    1911.25  2200000 PRN      SHARED                   2200000
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW         G20045202      356.8    16942 SH       SOLE             16942
CENTRAL FD CDA LTD           CL A             153501101    5081.03   227136 SH       SHARED    01              227136
CENTRAL FED CORP             COM              15346Q103       0.39      300 SH       SHARED    01                 300
CENTRAL GARDEN & PET CO      COM              153527106       7.53      855 SH       SHARED    01                 855
CENTRAL GARDEN & PET CO      COM              153527106       86.6     9830 SH       SHARED                      9830
CENTRAL GOLDTRUST            TR UNIT          153546106      27.11      499 SH       SHARED    01                 499
CENTRAL PAC FINL CORP        COM NEW          154760409      14.68      706 SH       SOLE               706
CENTRAL SECS CORP            COM              155123102      21.13      902 SH       SHARED    01                 902
CENTRAL SECS CORP            COM              155123102      42.13     1798 SH       SHARED                      1798
CENTRAL VA BANKSHARES INC    COM              155792104       0.18      117 SH       SOLE               117
CENTRAL VALLEY CMNTY BANCORP COM              155685100      10.79     1755 SH       SOLE              1755
CENTRAL VT PUB SVC CORP      COM              155771108      19.49      837 SH       SHARED    01                 837
CENTRAL VT PUB SVC CORP      COM              155771108     156.18     6706 SH       SHARED                      6706
CENTRUE FINL CORP NEW        COM              15643B106       0.07      146 SH       SOLE               146
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CENTURY ALUM CO              COM              156431108     162.52     8700 SH  P    SHARED                      8700
CENTURY ALUM CO              COM              156431108     183.06     9800 SH  C    SHARED                      9800
CENTURY ALUM CO              COM              156431108     493.69    26429 SH       SHARED                     26429
CENTURY ALUM CO              COM              156431108     513.36    27482 SH       SHARED    01               27482
CENTURY BANCORP INC MASS     CL A NON VTG     156432106       2.41       90 SH       SHARED    01                  90
CENTURYLINK INC              COM              156700106      20.73      499 SH       SHARED    21                 499
CENTURYLINK INC              COM              156700106       37.4      900 SH  P    SHARED                       900
CENTURYLINK INC              COM              156700106     874.88    21056 SH       SHARED                               21056
CENTURYLINK INC              COM              156700106     923.86    22235 SH       SHARED    20                         22235
CENTURYLINK INC              COM              156700106    1873.91    45100 SH  C    SHARED                     45100
CENTURYLINK INC              COM              156700106   42907.94  1032682 SH       SHARED    01             1032682
CENVEO INC                   COM              15670S105    1826.28   279675 SH       SHARED    01              279675
CEPHALON INC                 COM              156708109      21.68      285 SH       SHARED    20                           285
CEPHALON INC                 COM              156708109     426.05     5600 SH       SHARED                                5600
CEPHALON INC                 COM              156708109     555.38     7300 SH  P    SHARED                      7300
CEPHALON INC                 COM              156708109     738.28     9704 SH       SHARED                      9704
CEPHALON INC                 COM              156708109    1255.32    16500 SH  C    SHARED                     16500
CEPHALON INC                 COM              156708109   12921.88   169846 SH       SHARED    01              169846
CEPHALON INC                 NOTE 2.000% 6/0  156708AP4      16.61    10000 PRN      SHARED    01               10000
CEPHALON INC                 NOTE 2.500% 5/0  156708AR0       19.1    16000 PRN      SHARED    01               16000
CEPHALON INC                 NOTE 2.500% 5/0  156708AR0    6565.63  5500000 PRN      SHARED                   5500000
CEPHEID                      COM              15670R107        5.6      200 SH  P    SHARED                       200
CEPHEID                      COM              15670R107      39.23     1400 SH  C    SHARED                      1400
CEPHEID                      COM              15670R107      715.8    25546 SH       SHARED                     25546
CEPHEID                      COM              15670R107     3095.4   110471 SH       SHARED    01              110471
CERADYNE INC                 COM              156710105       4.51      100 SH  P    SHARED                       100
CERADYNE INC                 COM              156710105      18.03      400 SH  C    SHARED                       400
CERADYNE INC                 COM              156710105     146.19     3243 SH       SHARED                                3243
CERADYNE INC                 COM              156710105     354.24     7858 SH       SHARED    01                7858
CERADYNE INC                 COM              156710105     511.66    11350 SH       SHARED                     11350
CERAGON NETWORKS LTD         ORD              M22013102       4.83      400 SH  C    SHARED                       400
CERAGON NETWORKS LTD         ORD              M22013102      15.38     1273 SH       SHARED    21                1273
CERAGON NETWORKS LTD         ORD              M22013102     178.78    14800 SH       SHARED    20                         14800
CERAGON NETWORKS LTD         ORD              M22013102     707.54    58571 SH       SHARED    01               58571
CERAGON NETWORKS LTD         ORD              M22013102     828.95    68622 SH       SHARED                     68622
CEREPLAST INC                COM NEW          156732307       1.11      207 SH       SOLE               207
CEREPLAST INC                COM NEW          156732307       2.14      400 SH  C    SOLE               400
CERNER CORP                  COM              156782104      41.26      371 SH       SHARED    21                 371
CERNER CORP                  COM              156782104     468.93     4217 SH       SHARED                      4217
CERNER CORP                  COM              156782104     489.28     4400 SH       SHARED                                4400
CERNER CORP                  COM              156782104      945.2     8500 SH  C    SHARED                      8500
CERNER CORP                  COM              156782104       8896    80000 SH  P    SHARED                     80000
CERNER CORP                  COM              156782104   10773.28    96882 SH       SHARED    01               96882
CERUS CORP                   COM              157085101     168.12    57774 SH       SHARED                     57774
CERUS CORP                   COM              157085101    1603.41   551000 SH       SHARED    01              551000
CEVA INC                     COM              157210105      12.46      466 SH       SHARED    01                 466
CEVA INC                     COM              157210105     276.58    10347 SH       SHARED                     10347
CF INDS HLDGS INC            COM              125269100     670.27     4900 SH       SHARED                                4900
CF INDS HLDGS INC            COM              125269100    2618.98    19146 SH       SHARED                     19146
CF INDS HLDGS INC            COM              125269100    6999.27    51168 SH       SHARED    01               51168
CF INDS HLDGS INC            COM              125269100   10478.11    76600 SH  C    SHARED                     76600
CF INDS HLDGS INC            COM              125269100   11490.36    84000 SH  P    SHARED                     84000
CFS BANCORP INC              COM              12525D102       5.21      933 SH       SOLE               933
CGG VERITAS                  SPONSORED ADR    204386106     371.92    10277 SH       SHARED    01               10277
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CH ENERGY GROUP INC          COM              12541M102     314.56     6224 SH       SHARED    01                6224
CH ENERGY GROUP INC          COM              12541M102     391.99     7756 SH       SHARED                      7756
CHAMPION INDS INC W VA       COM              158520106       1.76      866 SH       SOLE               866
CHANGYOU COM LTD             ADS REP CL A     15911M107       2.12       66 SH       SHARED    01                  66
CHANGYOU COM LTD             ADS REP CL A     15911M107     160.65     5000 SH  C    SHARED                      5000
CHANGYOU COM LTD             ADS REP CL A     15911M107     726.07    22598 SH       SHARED                     22598
CHANGYOU COM LTD             ADS REP CL A     15911M107    4298.99   133800 SH  P    SHARED                    133800
CHARLES RIV LABS INTL INC    COM              159864107       4.41      115 SH       SHARED    20                           115
CHARLES RIV LABS INTL INC    COM              159864107      15.35      400 SH  C    SHARED                       400
CHARLES RIV LABS INTL INC    COM              159864107      23.03      600 SH  P    SHARED                       600
CHARLES RIV LABS INTL INC    COM              159864107      82.71     2155 SH       SHARED    01                2155
CHARLES RIV LABS INTL INC    COM              159864107    2555.95    66596 SH       SHARED                     66596
CHARM COMMUNICATIONS INC     ADR SHS CL A     16112R101       7.41      747 SH       SOLE               747
CHARMING SHOPPES INC         COM              161133103       6.89     1617 SH       SHARED    01                1617
CHART INDS INC               COM PAR $0.01    16115Q308     813.49    14780 SH       SHARED    01               14780
CHART INDS INC               COM PAR $0.01    16115Q308     816.57    14836 SH       SHARED                     14836
CHARTER COMMUNICATIONS INC D CL A NEW         16117M305    1260.13    24889 SH       SOLE             24889
CHASE CORP                   COM              16150R104      24.58     1323 SH       SOLE              1323
CHATHAM LODGING TR           COM              16208T102      30.68     1888 SH       SOLE              1888
CHECK POINT SOFTWARE TECH LT ORD              M22465104      27.16      532 SH       SHARED    21                 532
CHECK POINT SOFTWARE TECH LT ORD              M22465104    3042.94    59607 SH       SHARED    01               59607
CHECK POINT SOFTWARE TECH LT ORD              M22465104    3864.49    75700 SH  P    SHARED                     75700
CHECK POINT SOFTWARE TECH LT ORD              M22465104   31890.94   624700 SH  C    SHARED                    624700
CHECKPOINT SYS INC           COM              162825103     671.41    29867 SH       SOLE             29867
CHEESECAKE FACTORY INC       COM              163072101     891.15    29616 SH       SHARED    01               29616
CHEESECAKE FACTORY INC       COM              163072101    1432.28    47600 SH  P    SHARED                     47600
CHEESECAKE FACTORY INC       COM              163072101    1811.42    60200 SH  C    SHARED                     60200
CHELSEA THERAPEUTICS INTL LT COM              163428105     110.97    28600 SH  P    SOLE             28600
CHELSEA THERAPEUTICS INTL LT COM              163428105     213.01    54900 SH  C    SOLE             54900
CHELSEA THERAPEUTICS INTL LT COM              163428105      485.8   125205 SH       SOLE            125205
CHEMED CORP NEW              COM              16359R103       8.66      130 SH       SHARED    20                           130
CHEMED CORP NEW              COM              16359R103     216.22     3246 SH       SHARED    01                3246
CHEMED CORP NEW              COM              16359R103     918.62    13791 SH       SHARED                     13791
CHEMICAL FINL CORP           COM              163731102      24.21     1215 SH       SHARED    01                1215
CHEMICAL FINL CORP           COM              163731102        238    11942 SH       SHARED                     11942
CHEMSPEC INTL LTD            ADR              163868102       1.11      151 SH       SHARED    01                 151
CHEMSPEC INTL LTD            ADR              163868102       4.57      620 SH       SHARED                       620
CHEMTURA CORP                COM NEW          163893209       5.16      300 SH  P    SHARED                       300
CHEMTURA CORP                COM NEW          163893209       8.07      469 SH       SHARED    01                 469
CHEMTURA CORP                COM NEW          163893209    6187.24   359723 SH       SHARED                    359723
CHENIERE ENERGY INC          COM NEW          16411R208      18.62     2000 SH       SHARED    01                2000
CHENIERE ENERGY INC          COM NEW          16411R208      63.31     6800 SH  P    SHARED                      6800
CHENIERE ENERGY INC          COM NEW          16411R208     172.14    18490 SH       SHARED                     18490
CHENIERE ENERGY INC          COM NEW          16411R208     401.26    43100 SH  C    SHARED                     43100
CHENIERE ENERGY PARTNERS LP  COM UNIT         16411Q101         42     2200 SH       SHARED    01                2200
CHENIERE ENERGY PARTNERS LP  COM UNIT         16411Q101      85.81     4495 SH       SHARED                      4495
CHENIERE ENERGY PARTNERS LP  COM UNIT         16411Q101     234.81    12300 SH  C    SHARED                     12300
CHENIERE ENERGY PARTNERS LP  COM UNIT         16411Q101     582.25    30500 SH  P    SHARED                     30500
CHEROKEE INC DEL NEW         COM              16444H102      71.23     4127 SH       SHARED    01                4127
CHESAPEAKE ENERGY CORP       COM              165167107      11.13      332 SH       SHARED    21                 332
CHESAPEAKE ENERGY CORP       COM              165167107       89.5     2670 SH       SHARED    20                          2670
CHESAPEAKE ENERGY CORP       COM              165167107     1431.3    42700 SH       SHARED                               42700
CHESAPEAKE ENERGY CORP       COM              165167107   19158.05   571541 SH       SHARED                    571541
CHESAPEAKE ENERGY CORP       COM              165167107   22719.45   677788 SH       SHARED    01              677788
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CHESAPEAKE ENERGY CORP       COM              165167107   36419.48  1086500 SH  C    SHARED                   1086500
CHESAPEAKE ENERGY CORP       COM              165167107    68213.2  2035000 SH  P    SHARED                   2035000
CHESAPEAKE ENERGY CORP       NOTE 2.250%12/1  165167CB1      11.21    15000 PRN      SHARED    01               15000
CHESAPEAKE ENERGY CORP       NOTE 2.750%11/1  165167BW6      10.32    12000 PRN      SHARED    01               12000
CHESAPEAKE ENERGY CORP       PFD CONV         165167842     115.92     1195 SH       SHARED    01                1195
CHESAPEAKE LODGING TR        SH BEN INT       165240102     221.56    12726 SH       SHARED                     12726
CHESAPEAKE LODGING TR        SH BEN INT       165240102     834.22    47916 SH       SHARED    01               47916
CHESAPEAKE MIDSTREAM PARTNER UNIT             16524K108       8.65      300 SH  P    SHARED                       300
CHESAPEAKE MIDSTREAM PARTNER UNIT             16524K108      46.13     1600 SH  C    SHARED                      1600
CHESAPEAKE MIDSTREAM PARTNER UNIT             16524K108    2980.68   103388 SH       SHARED                    103388
CHESAPEAKE MIDSTREAM PARTNER UNIT             16524K108    8584.22   297753 SH       SHARED    01              297753
CHESAPEAKE UTILS CORP        COM              165303108     272.74     6553 SH       SHARED                      6553
CHESAPEAKE UTILS CORP        COM              165303108     556.63    13374 SH       SHARED    01               13374
CHEVRON CORP NEW             COM              166764100      85.35      794 SH       SHARED    21                 794
CHEVRON CORP NEW             COM              166764100     1083.5    10080 SH       SHARED    20                         10080
CHEVRON CORP NEW             COM              166764100   27571.19   256500 SH  P    SHARED                    256500
CHEVRON CORP NEW             COM              166764100   41645.17   387433 SH       SHARED                              387433
CHEVRON CORP NEW             COM              166764100   70588.68   656700 SH  C    SHARED                    656700
CHEVRON CORP NEW             COM              166764100  158685.12  1476278 SH       SHARED                   1476278
CHEVRON CORP NEW             COM              166764100  251357.84  2338430 SH       SHARED    01             2338430
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH  167250109     918.92    22600 SH  P    SHARED                     22600
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH  167250109     945.14    23245 SH       SHARED                     23245
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH  167250109    1850.03    45500 SH  C    SHARED                     45500
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH  167250109    4078.56   100309 SH       SHARED    01              100309
CHICAGO RIVET & MACH CO      COM              168088102      35.94     2036 SH       SOLE              2036
CHICOS FAS INC               COM              168615102     355.87    23900 SH  P    SHARED                     23900
CHICOS FAS INC               COM              168615102      473.5    31800 SH  C    SHARED                     31800
CHICOS FAS INC               COM              168615102    2004.37   134612 SH       SHARED                    134612
CHICOS FAS INC               COM              168615102    4949.29   332390 SH       SHARED    01              332390
CHILDRENS PL RETAIL STORES I COM              168905107      38.42      771 SH       SHARED                       771
CHILDRENS PL RETAIL STORES I COM              168905107     106.99     2147 SH       SHARED    01                2147
CHILDRENS PL RETAIL STORES I COM              168905107     513.25    10300 SH  C    SHARED                     10300
CHILDRENS PL RETAIL STORES I COM              168905107     777.35    15600 SH  P    SHARED                     15600
CHIMERA INVT CORP            COM              16934Q109       2.14      540 SH       SHARED    20                           540
CHIMERA INVT CORP            COM              16934Q109       5.03     1270 SH       SHARED    21                1270
CHIMERA INVT CORP            COM              16934Q109       19.8     5000 SH       SHARED                                5000
CHIMERA INVT CORP            COM              16934Q109      118.8    30000 SH  C    SHARED                     30000
CHIMERA INVT CORP            COM              16934Q109     130.28    32900 SH  P    SHARED                     32900
CHIMERA INVT CORP            COM              16934Q109    6440.37  1626355 SH       SHARED    01             1626355
CHIMERA INVT CORP            COM              16934Q109    9230.25  2330870 SH       SHARED                   2330870
CHINA ADVANCED CONSTR MATLS  COM              169365103       4.02     1154 SH       SOLE              1154
CHINA AGRITECH INC           COM NEW          16937A200       3.22      500 SH  C    SHARED                       500
CHINA AGRITECH INC           COM NEW          16937A200      22.56     3500 SH  P    SHARED                      3500
CHINA AGRITECH INC           COM NEW          16937A200      28.68     4450 SH       SHARED    01                4450
CHINA AGRITECH INC           COM NEW          16937A200      44.01     6828 SH       SHARED                      6828
CHINA ARMCO METALS INC       COM              16936C108      20.63     7670 SH       SOLE              7670
CHINA AUTO LOGISTICS INC     COM              16936J103       3.42     1413 SH       SOLE              1413
CHINA AUTOMOTIVE SYS INC     COM              16936R105       4.45      500 SH  C    SHARED                       500
CHINA AUTOMOTIVE SYS INC     COM              16936R105      18.69     2100 SH  P    SHARED                      2100
CHINA AUTOMOTIVE SYS INC     COM              16936R105      23.21     2608 SH       SHARED                      2608
CHINA AUTOMOTIVE SYS INC     COM              16936R105      84.82     9530 SH       SHARED                                9530
CHINA BAK BATTERY INC        COM              16936Y100       0.91      500 SH       SHARED    01                 500
CHINA BAK BATTERY INC        COM              16936Y100       1.81     1000 SH  P    SHARED                      1000
CHINA BAK BATTERY INC        COM              16936Y100      51.27    28328 SH       SHARED                     28328
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CHINA BIOLOGIC PRODS INC     COM              16938C106      67.21     4211 SH       SHARED    01                4211
CHINA BIOLOGIC PRODS INC     COM              16938C106      95.49     5983 SH       SHARED                      5983
CHINA BOTANIC PHARMACEUTICAL COM              16890Y104       5.31     3000 SH       SOLE              3000
CHINA CABLECOM HOLDINGS LTD  SHS              G21176303      10.03    24159 SH       SOLE             24159
CHINA CENTY DRAGON MEDIA INC COM NEW          16936D205          0      120 SH       SOLE               120
CHINA CERAMICS CO LTD        UNIT 11/16/2012  G2113X209       5.08      720 SH       SOLE               720
CHINA CORD BLOOD CORP        SHS              G21107100       3.46     1062 SH       SOLE              1062
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR    16938G107       2.86      400 SH  P    SHARED                       400
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR    16938G107       9.07     1271 SH       SHARED    01                1271
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR    16938G107     201.57    28231 SH       SHARED                     28231
CHINA DIRECT INDS INC        COM NEW          169384203       0.69      500 SH       SHARED    01                 500
CHINA EASTN AIRLS LTD        SPON ADR CL H    16937R104     233.02    12245 SH       SOLE             12245
CHINA ED ALLIANCE INC        COM NEW          16938Y207      34.88    25275 SH       SOLE             25275
CHINA ELEC MTR INC           COM NEW          16890A205     813.76   490217 SH       SOLE            490217
CHINA FD INC                 COM              169373107     835.54    26542 SH       SHARED    01               26542
CHINA FIN ONLINE CO LTD      SPONSORED ADR    169379104      47.78    10500 SH       SOLE             10500
CHINA FIRE & SEC GROUP INC   COM              16938R103       0.99      160 SH       SHARED    01                 160
CHINA GENGSHENG MINERALS INC COM              16942P101       5.49     1800 SH  C    SOLE              1800
CHINA GENGSHENG MINERALS INC COM              16942P101      84.95    27852 SH       SOLE             27852
CHINA GERUI ADV MAT GR LTD   SHS              G21101103        4.7     1000 SH  C    SOLE              1000
CHINA GERUI ADV MAT GR LTD   SHS              G21101103     147.79    31444 SH       SOLE             31444
CHINA GERUI ADV MAT GR LTD   UNIT 03/19/2011  G21101129       2.76      150 SH       SOLE               150
CHINA GERUI ADV MAT GR LTD   *W EXP 03/19/201 G21101111       7.16    12345 SH       SOLE             12345
CHINA GREEN AGRICULTURE INC  COM              16943W105      24.15     3500 SH  C    SHARED                      3500
CHINA GREEN AGRICULTURE INC  COM              16943W105      51.75     7500 SH       SHARED    01                7500
CHINA GREEN AGRICULTURE INC  COM              16943W105      64.17     9300 SH  P    SHARED                      9300
CHINA GREEN AGRICULTURE INC  COM              16943W105      77.36    11212 SH       SHARED                     11212
CHINA GRENTECH CORP LTD      ADR              16938P107      16.22     4857 SH       SOLE              4857
CHINA HGS REAL ESTATE INC    COM              16948W100       3.59     1402 SH       SOLE              1402
CHINA HOUSING & LAND DEV INC COM              16939V103      13.16     6734 SH       SOLE              6734
CHINA INFORMATION TECHNOLOGY COM              16950L109       1.35      500 SH  P    SHARED                       500
CHINA INFORMATION TECHNOLOGY COM              16950L109      13.15     4869 SH       SHARED                      4869
CHINA INFORMATION TECHNOLOGY COM              16950L109     178.02    65932 SH       SHARED    01               65932
CHINA INFRASTRUCTURE INVT CO COM              16944H107      11.23    26430 SH       SOLE             26430
CHINA INTEGRATED ENERGY INC  COM              16948P105       3.83     1500 SH       SHARED    01                1500
CHINA INTEGRATED ENERGY INC  COM              16948P105       10.2     4000 SH  C    SHARED                      4000
CHINA INTEGRATED ENERGY INC  COM              16948P105     199.23    78128 SH       SHARED                     78128
CHINA INTEGRATED ENERGY INC  COM              16948P105     308.04   120800 SH  P    SHARED                    120800
CHINA INTLLGNT LTG & ELCTR I COM NEW          16890G202       4.61     2174 SH       SOLE              2174
CHINA JO-JO DRUGSTORES INC   COM NEW          16949A206       2.62     1005 SH       SOLE              1005
CHINA LIFE INS CO LTD        SPON ADR REP H   16939P106    1886.19    33652 SH       SHARED                     33652
CHINA LIFE INS CO LTD        SPON ADR REP H   16939P106    8825.52   157458 SH       SHARED    01              157458
CHINA LODGING GROUP LTD      SPONSORED ADR    16949N109       0.84       48 SH       SHARED    01                  48
CHINA LODGING GROUP LTD      SPONSORED ADR    16949N109      17.44     1000 SH  C    SHARED                      1000
CHINA LODGING GROUP LTD      SPONSORED ADR    16949N109      66.03     3786 SH       SHARED                      3786
CHINA MARINE FOOD GROUP LTD  COM              16943R106       5.32     1358 SH       SOLE              1358
CHINA MASS MEDIA CORP        SPONS ADR        169418100      10.75     4596 SH       SOLE              4596
CHINA MED TECHNOLOGIES INC   SPONSORED ADR    169483104     344.49    29595 SH       SHARED    01               29595
CHINA MED TECHNOLOGIES INC   SPONSORED ADR    169483104     578.46    49696 SH       SHARED                     49696
CHINA MEDIAEXPRESS HLDGS INC COM              169442100       3.56      300 SH       SHARED    01                 300
CHINA MEDIAEXPRESS HLDGS INC COM              169442100      940.9    79200 SH  P    SHARED                     79200
CHINA MEDIAEXPRESS HLDGS INC COM              169442100    1149.98    96800 SH  C    SHARED                     96800
CHINA METRO-RURAL HLDGS LTD  SHS              G3163G104       7.58     1435 SH       SOLE              1435
CHINA MING YANG WIND PWR GRO SPONSORED ADR    16951C108      10.31     1000 SH       SHARED    01                1000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CHINA MING YANG WIND PWR GRO SPONSORED ADR    16951C108      11.34     1100 SH  C    SHARED                      1100
CHINA MING YANG WIND PWR GRO SPONSORED ADR    16951C108      12.61     1223 SH       SHARED                      1223
CHINA MOBILE LIMITED         SPONSORED ADR    16941M109      13.27      287 SH       SHARED    21                 287
CHINA MOBILE LIMITED         SPONSORED ADR    16941M109    1163.65    25160 SH       SHARED                               25160
CHINA MOBILE LIMITED         SPONSORED ADR    16941M109   14826.73   320578 SH       SHARED    01              320578
CHINA MOBILE LIMITED         SPONSORED ADR    16941M109   22196.58   479926 SH       SHARED                    479926
CHINA NAT GAS INC            COM NEW          168910206        8.4     1500 SH  C    SHARED                      1500
CHINA NAT GAS INC            COM NEW          168910206      49.38     8817 SH       SHARED                      8817
CHINA NAT GAS INC            COM NEW          168910206      78.96    14100 SH       SHARED    01               14100
CHINA NATURAL RESOURCES INC  COM              G2110U109      15.42     1130 SH       SOLE              1130
CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR    16943C109       3.52     1000 SH  C    SHARED                      1000
CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR    16943C109      21.82     6200 SH       SHARED    01                6200
CHINA NEW BORUN CORP         ADR              16890T105      20.12     1853 SH       SHARED                      1853
CHINA NEW BORUN CORP         ADR              16890T105      32.58     3000 SH       SHARED    01                3000
CHINA NORTH EAST PETE HLDG L COM              16941G102       18.6     4000 SH  P    SOLE              4000
CHINA NORTH EAST PETE HLDG L COM              16941G102      74.42    16004 SH       SOLE             16004
CHINA NUTRIFRUIT GROUP LTD   COM              16944U108      67.64    25523 SH       SOLE             25523
CHINA PETE & CHEM CORP       SPON ADR H SHS   16941R108    7372.51    73300 SH       SHARED    01               73300
CHINA PETE & CHEM CORP       SPON ADR H SHS   16941R108   24742.28   245996 SH       SHARED                    245996
CHINA PRECISION STEEL INC    COM              16941J106       0.68      400 SH  P    SOLE               400
CHINA PRECISION STEEL INC    COM              16941J106      27.57    16219 SH       SOLE             16219
CHINA REAL ESTATE INFO CORP  ADR              16948Q103       0.78      100 SH  P    SHARED                       100
CHINA REAL ESTATE INFO CORP  ADR              16948Q103       7.81     1000 SH  C    SHARED                      1000
CHINA REAL ESTATE INFO CORP  ADR              16948Q103      80.55    10314 SH       SHARED                     10314
CHINA REAL ESTATE INFO CORP  ADR              16948Q103     271.41    34751 SH       SHARED    01               34751
CHINA RITAR POWER CORP       COM              169423100        0.2      127 SH       SOLE               127
CHINA SEC & SURVE TECH INC   COM              16942J105       8.33     1800 SH  C    SHARED                      1800
CHINA SEC & SURVE TECH INC   COM              16942J105      63.04    13615 SH       SHARED    01               13615
CHINA SEC & SURVE TECH INC   COM              16942J105     248.72    53720 SH       SHARED                     53720
CHINA SHEN ZHOU MNG & RES IN COM              16942H109       5.61     1150 SH       SHARED    01                1150
CHINA SHEN ZHOU MNG & RES IN COM              16942H109       6.83     1400 SH  C    SHARED                      1400
CHINA SHEN ZHOU MNG & RES IN COM              16942H109      117.8    24139 SH       SHARED                     24139
CHINA SHEN ZHOU MNG & RES IN COM              16942H109     139.08    28500 SH  P    SHARED                     28500
CHINA SHENGHUO PHARM HLDGS I COM              16941X105       5.85     5574 SH       SOLE              5574
CHINA SKY ONE MED INC        COM              16941P102       1.17      350 SH       SHARED    01                 350
CHINA SKY ONE MED INC        COM              16941P102       9.99     3000 SH  P    SHARED                      3000
CHINA SKY ONE MED INC        COM              16941P102      14.32     4300 SH  C    SHARED                      4300
CHINA SOUTHN AIRLS LTD       SPON ADR CL H    169409109     243.37    10943 SH       SOLE             10943
CHINA SUNERGY CO LTD         SPON ADR         16942X104       0.85      206 SH       SHARED    01                 206
CHINA SUNERGY CO LTD         SPON ADR         16942X104      17.78     4315 SH       SHARED                      4315
CHINA TECH DEVELOPMENT GP CO SHS              G84384109        6.9     3224 SH       SOLE              3224
CHINA TECHFAITH WIRLS COMM T SPONSORED ADR    169424108      45.82    10413 SH       SOLE             10413
CHINA TELECOM CORP LTD       SPON ADR H SHS   169426103     852.29    13972 SH       SHARED    01               13972
CHINA TELECOM CORP LTD       SPON ADR H SHS   169426103    1294.12    21215 SH       SHARED                     21215
CHINA TRANSINFO TECHNLGY COR COM              169453107      23.53     5092 SH       SOLE              5092
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR    16945R104     129.21     7784 SH       SHARED    01                7784
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR    16945R104   46072.27  2775438 SH       SHARED                   2775438
CHINA VALVES TECHNOLOGY INC  COM NEW          169476207       0.46      100 SH  P    SHARED                       100
CHINA VALVES TECHNOLOGY INC  COM NEW          169476207      14.38     3100 SH  C    SHARED                      3100
CHINA VALVES TECHNOLOGY INC  COM NEW          169476207      70.99    15300 SH       SHARED    01               15300
CHINA VALVES TECHNOLOGY INC  COM NEW          169476207      104.9    22607 SH       SHARED                     22607
CHINA XINIYA FASHION LTD     SPONSORED ADR    16950W105      49.65     9697 SH       SOLE              9697
CHINA YIDA HOLDINGS CO       COM NEW          16945D204       0.38       50 SH       SOLE                50
CHINA YUCHAI INTL LTD        COM              G21082105       5.87      200 SH  P    SHARED                       200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CHINA YUCHAI INTL LTD        COM              G21082105      79.19     2700 SH  C    SHARED                      2700
CHINA YUCHAI INTL LTD        COM              G21082105    5756.42   196264 SH       SHARED    01              196264
CHINA-BIOTICS INC            COM              16937B109      57.01     7100 SH  P    SHARED                      7100
CHINA-BIOTICS INC            COM              16937B109      65.04     8100 SH  C    SHARED                      8100
CHINA-BIOTICS INC            COM              16937B109      73.88     9200 SH       SHARED    01                9200
CHINA-BIOTICS INC            COM              16937B109     206.75    25747 SH       SHARED                     25747
CHINAEDU CORP                SPONS ADR        16945L107       12.8     1714 SH       SOLE              1714
CHINANET ONLINE HLDGS INC    COM              16949H102       7.24     1990 SH       SOLE              1990
CHINDEX INTERNATIONAL INC    COM              169467107      39.24     2445 SH       SHARED    01                2445
CHIPOTLE MEXICAN GRILL INC   COM              169656105      27.24      100 SH       SHARED    21                 100
CHIPOTLE MEXICAN GRILL INC   COM              169656105     531.94     1953 SH       SHARED                                1953
CHIPOTLE MEXICAN GRILL INC   COM              169656105    6721.55    24678 SH       SHARED                     24678
CHIPOTLE MEXICAN GRILL INC   COM              169656105   10805.74    39673 SH       SHARED    01               39673
CHIPOTLE MEXICAN GRILL INC   COM              169656105    16859.7    61900 SH  C    SHARED                     61900
CHIPOTLE MEXICAN GRILL INC   COM              169656105   18139.84    66600 SH  P    SHARED                     66600
CHIQUITA BRANDS INTL INC     COM              170032809       3.07      200 SH  P    SHARED                       200
CHIQUITA BRANDS INTL INC     COM              170032809       7.07      461 SH       SHARED    01                 461
CHIQUITA BRANDS INTL INC     COM              170032809      13.81      900 SH  C    SHARED                       900
CHIQUITA BRANDS INTL INC     COM              170032809     525.81    34277 SH       SHARED                     34277
CHOICE HOTELS INTL INC       COM              169905106     293.55     7556 SH       SHARED    01                7556
CHRISTOPHER & BANKS CORP     COM              171046105       1.94      300 SH  C    SHARED                       300
CHRISTOPHER & BANKS CORP     COM              171046105       6.48     1000 SH       SHARED    01                1000
CHUBB CORP                   COM              171232101       9.38      153 SH       SHARED    21                 153
CHUBB CORP                   COM              171232101      47.52      775 SH       SHARED    20                           775
CHUBB CORP                   COM              171232101    1121.97    18300 SH  P    SHARED                     18300
CHUBB CORP                   COM              171232101    1331.41    21716 SH       SHARED                               21716
CHUBB CORP                   COM              171232101    1935.25    31565 SH       SHARED                     31565
CHUBB CORP                   COM              171232101    6039.04    98500 SH  C    SHARED                     98500
CHUBB CORP                   COM              171232101   18769.69   306144 SH       SHARED    01              306144
CHUNGHWA TELECOM CO LTD      SPON ADR NEW11   17133Q502     421.72    13534 SH       SHARED                               13534
CHUNGHWA TELECOM CO LTD      SPON ADR NEW11   17133Q502    1674.16    53728 SH       SHARED    01               53728
CHUNGHWA TELECOM CO LTD      SPON ADR NEW11   17133Q502    8909.67   285933 SH       SHARED                    285933
CHURCH & DWIGHT INC          COM              171340102      28.25      356 SH       SHARED    21                 356
CHURCH & DWIGHT INC          COM              171340102     152.41     1921 SH       SHARED                      1921
CHURCH & DWIGHT INC          COM              171340102     316.96     3995 SH       SHARED    20                          3995
CHURCH & DWIGHT INC          COM              171340102     476.04     6000 SH       SHARED                                6000
CHURCH & DWIGHT INC          COM              171340102     6953.6    87643 SH       SHARED    01               87643
CHURCHILL DOWNS INC          COM              171484108      85.99     2072 SH       SHARED    01                2072
CHYRON CORP                  COM PAR $.01     171605306       0.26      119 SH       SHARED    01                 119
CHYRON CORP                  COM PAR $.01     171605306       6.11     2750 SH       SHARED                      2750
CIBER INC                    COM              17163B102     224.47    33503 SH       SOLE             33503
CIENA CORP                   COM NEW          171779309     238.31     9187 SH       SHARED    01                9187
CIENA CORP                   COM NEW          171779309    1108.81    42745 SH       SHARED                     42745
CIENA CORP                   COM NEW          171779309   10308.56   397400 SH  C    SHARED                    397400
CIENA CORP                   COM NEW          171779309   16793.56   647400 SH  P    SHARED                    647400
CIGNA CORP                   COM              125509109       9.39      212 SH       SHARED    21                 212
CIGNA CORP                   COM              125509109     912.17    20600 SH       SHARED                               20600
CIGNA CORP                   COM              125509109    1235.41    27900 SH  P    SHARED                     27900
CIGNA CORP                   COM              125509109    2860.18    64593 SH       SHARED                     64593
CIGNA CORP                   COM              125509109    4755.67   107400 SH  C    SHARED                    107400
CIGNA CORP                   COM              125509109    8301.66   187481 SH       SHARED    01              187481
CIMAREX ENERGY CO            COM              171798101     656.87     5700 SH       SHARED                                5700
CIMAREX ENERGY CO            COM              171798101    1895.12    16445 SH       SHARED    20                         16445
CIMAREX ENERGY CO            COM              171798101    3929.68    34100 SH  P    SHARED                     34100
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CIMAREX ENERGY CO            COM              171798101    4283.36    37169 SH       SHARED    01               37169
CIMAREX ENERGY CO            COM              171798101    10037.4    87100 SH  C    SHARED                     87100
CIMAREX ENERGY CO            COM              171798101   11594.07   100608 SH       SHARED                    100608
CIMATRON LTD                 ORD              M23798107       5.92     1602 SH       SHARED    01                1602
CINCINNATI BELL INC NEW      COM              171871106     290.33   108331 SH       SHARED                    108331
CINCINNATI BELL INC NEW      COM              171871106     596.77   222676 SH       SHARED    01              222676
CINCINNATI BELL INC NEW      PFD CV DEP1/20   171871403      30.14      765 SH       SHARED                       765
CINCINNATI BELL INC NEW      PFD CV DEP1/20   171871403     114.26     2900 SH       SHARED    01                2900
CINCINNATI FINL CORP         COM              172062101      42.63     1300 SH  P    SHARED                      1300
CINCINNATI FINL CORP         COM              172062101      91.81     2800 SH  C    SHARED                      2800
CINCINNATI FINL CORP         COM              172062101     352.66    10755 SH       SHARED    20                         10755
CINCINNATI FINL CORP         COM              172062101     380.36    11600 SH       SHARED                               11600
CINCINNATI FINL CORP         COM              172062101    2718.09    82894 SH       SHARED                     82894
CINCINNATI FINL CORP         COM              172062101    6238.36   190252 SH       SHARED    01              190252
CINEDIGM DIGITAL CINEMA CORP COM              172407108       3.55     2008 SH       SOLE              2008
CINEMARK HOLDINGS INC        COM              17243V102      21.29     1100 SH  C    SHARED                      1100
CINEMARK HOLDINGS INC        COM              17243V102      284.1    14682 SH       SHARED                     14682
CINEMARK HOLDINGS INC        COM              17243V102   13552.72   700399 SH       SHARED    01              700399
CINTAS CORP                  COM              172908105     133.22     4400 SH  C    SHARED                      4400
CINTAS CORP                  COM              172908105        327    10800 SH  P    SHARED                     10800
CINTAS CORP                  COM              172908105     360.31    11900 SH       SHARED                               11900
CINTAS CORP                  COM              172908105    1427.43    47144 SH       SHARED    01               47144
CINTAS CORP                  COM              172908105    2455.49    81098 SH       SHARED                     81098
CIRCOR INTL INC              COM              17273K109     395.16     8404 SH       SOLE              8404
CIRRUS LOGIC INC             COM              172755100     197.68     9400 SH  P    SHARED                      9400
CIRRUS LOGIC INC             COM              172755100     290.21    13800 SH  C    SHARED                     13800
CIRRUS LOGIC INC             COM              172755100    1627.18    77374 SH       SHARED                     77374
CIRRUS LOGIC INC             COM              172755100    3420.34   162641 SH       SHARED    01              162641
CISCO SYS INC                COM              17275R102      70.85     4131 SH       SHARED    21                4131
CISCO SYS INC                COM              17275R102      85.75     5000 SH  P    SHARED    01                5000
CISCO SYS INC                COM              17275R102    1410.76    82260 SH       SHARED    20                         82260
CISCO SYS INC                COM              17275R102     1688.5    98455 SH       SHARED    17                         98455
CISCO SYS INC                COM              17275R102    30080.5  1753965 SH       SHARED                             1753965
CISCO SYS INC                COM              17275R102   98869.75  5765000 SH  C    SHARED                   5765000
CISCO SYS INC                COM              17275R102  132935.58  7751346 SH       SHARED    01             7751346
CISCO SYS INC                COM              17275R102  175475.37 10231800 SH  P    SHARED                  10231800
CISCO SYS INC                COM              17275R102  206094.02 12017144 SH       SHARED                  12017144
CIT GROUP INC                COM NEW          125581801       6.81      160 SH       SHARED    20                           160
CIT GROUP INC                COM NEW          125581801      10.59      249 SH       SHARED    21                 249
CIT GROUP INC                COM NEW          125581801     532.56    12516 SH       SHARED                               12516
CIT GROUP INC                COM NEW          125581801     613.87    14427 SH       SHARED    01               14427
CIT GROUP INC                COM NEW          125581801     2591.3    60900 SH  C    SHARED                     60900
CIT GROUP INC                COM NEW          125581801    4186.92    98400 SH  P    SHARED                     98400
CIT GROUP INC                COM NEW          125581801    6125.41   143958 SH       SHARED                    143958
CITI TRENDS INC              COM              17306X102      11.15      500 SH  C    SOLE               500
CITIGROUP INC                COM              172967101      75.64    17112 SH       SHARED    21               17112
CITIGROUP INC                COM              172967101     197.13    44600 SH  C    SHARED    01               44600
CITIGROUP INC                COM              172967101    13577.5  3071833 SH       SHARED    20                       3071833
CITIGROUP INC                COM              172967101   14861.85  3362409 SH       SHARED                             3362409
CITIGROUP INC                COM              172967101   76300.89 17262645 SH       SHARED    01            17262645
CITIGROUP INC                COM              172967101   86824.27 19643500 SH  P    SHARED                  19643500
CITIGROUP INC                COM              172967101  103176.59 23343120 SH  C    SHARED                  23343120
CITIGROUP INC                COM              172967101  234588.66 53074358 SH       SHARED                  53074358
CITIGROUP INC                DEP SH 1/1000    172967598       47.5     1000 SH       SHARED    01                1000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CITIGROUP INC                UNIT 99/99/9999  172967416    1212.76     9587 SH       SHARED    01                9587
CITIGROUP INC                UNIT 99/99/9999  172967416   20578.13   162673 SH       SHARED                    162673
CITIGROUP INC                *W EXP 01/04/201 172967226     140.91   153165 SH       SHARED    01              153165
CITIGROUP INC                *W EXP 10/28/201 172967234       21.6   113700 SH       SOLE            113700
CITIZENS CMNTY BANCORP INC M COM              174903104       2.44      488 SH       SOLE               488
CITIZENS FIRST CORP          COM              17462Q107      13.44     1657 SH       SOLE              1657
CITIZENS HLDG CO MISS        COM              174715102      24.95     1223 SH       SOLE              1223
CITIZENS INC                 CL A             174740100       0.39       53 SH       SHARED    01                  53
CITIZENS INC                 CL A             174740100     143.61    19673 SH       SHARED                     19673
CITIZENS REPUBLIC BANCORP IN COM              174420109       5.49     6165 SH       SHARED    01                6165
CITIZENS REPUBLIC BANCORP IN COM              174420109     144.86   162767 SH       SHARED                    162767
CITIZENS SOUTH BKG CP DEL    COM              176682102       4.37      982 SH       SOLE               982
CITRIX SYS INC               COM              177376100     378.91     5158 SH       SHARED                      5158
CITRIX SYS INC               COM              177376100     932.94    12700 SH       SHARED                               12700
CITRIX SYS INC               COM              177376100    3930.11    53500 SH  C    SHARED                     53500
CITRIX SYS INC               COM              177376100    7470.88   101700 SH  P    SHARED                    101700
CITRIX SYS INC               COM              177376100   16821.61   228990 SH       SHARED    01              228990
CITY HLDG CO                 COM              177835105      28.11      795 SH       SOLE               795
CITY NATL CORP               COM              178566105      11.98      210 SH       SHARED    21                 210
CITY NATL CORP               COM              178566105     117.35     2057 SH       SHARED                      2057
CITY NATL CORP               COM              178566105     148.33     2600 SH  C    SHARED                      2600
CITY NATL CORP               COM              178566105     256.73     4500 SH  P    SHARED    01                4500
CITY NATL CORP               COM              178566105     294.66     5165 SH       SHARED    20                          5165
CITY NATL CORP               COM              178566105    1706.37    29910 SH       SHARED    01               29910
CITY TELECOM H K LTD         SPONSORED ADR    178677209       3.03      200 SH       SHARED    01                 200
CITY TELECOM H K LTD         SPONSORED ADR    178677209     340.02    22473 SH       SHARED                     22473
CLARCOR INC                  COM              179895107      44.08      981 SH       SHARED    21                 981
CLARCOR INC                  COM              179895107    1118.85    24902 SH       SHARED                     24902
CLARCOR INC                  COM              179895107    2565.32    57096 SH       SHARED    01               57096
CLARK HLDGS INC              COM              18145M109        0.8     2090 SH       SHARED                      2090
CLARK HLDGS INC              COM              18145M109       3.21     8325 SH       SHARED    01                8325
CLAUDE RES INC               COM              182873109       39.2    16000 SH       SHARED    01               16000
CLAYMORE DIVID & INCOME FD   COM              18385J105      34.34     2056 SH       SHARED                      2056
CLAYMORE DIVID & INCOME FD   COM              18385J105     372.73    22319 SH       SHARED    01               22319
CLAYMORE EXCHANGE TRD FD TR  GUGG AIRLINE ETF 18383Q812      83.75     2304 SH       SHARED                      2304
CLAYMORE EXCHANGE TRD FD TR  GUGG AIRLINE ETF 18383Q812     144.09     3964 SH       SHARED    01                3964
CLAYMORE EXCHANGE TRD FD TR  GUGG CA ENRG INC 18383Q606    1191.48    52098 SH       SHARED    01               52098
CLAYMORE EXCHANGE TRD FD TR  GUGG CHN RL EST  18383Q861      15.72      797 SH       SHARED                       797
CLAYMORE EXCHANGE TRD FD TR  GUGG CHN RL EST  18383Q861      81.86     4151 SH       SHARED    01                4151
CLAYMORE EXCHANGE TRD FD TR  GUGG CHN SML CAP 18383Q853       14.6      500 SH       SHARED                       500
CLAYMORE EXCHANGE TRD FD TR  GUGG CHN SML CAP 18383Q853    1188.09    40702 SH       SHARED    01               40702
CLAYMORE EXCHANGE TRD FD TR  GUGG CHN TECH    18383Q135      42.26     1409 SH       SOLE              1409
CLAYMORE EXCHANGE TRD FD TR  GUGG EW EURO-PC  18383Q101       6.32      315 SH       SOLE               315
CLAYMORE EXCHANGE TRD FD TR  GUGG FRNTR MKT   18383Q838    7047.42   319466 SH       SHARED    01              319466
CLAYMORE EXCHANGE TRD FD TR  GUGG SHIPPNG ETF 18383Q796       4.04      150 SH       SHARED    01                 150
CLAYMORE EXCHANGE TRD FD TR  GUGG SHIPPNG ETF 18383Q796      17.98      668 SH       SHARED                       668
CLAYMORE EXCHANGE TRD FD TR  GUGG S&P GBL WTR 18383Q507    3735.65   176293 SH       SHARED    01              176293
CLAYMORE EXCHANGE TRD FD TR  GUGG TIMBER ETF  18383Q879    2603.85   112090 SH       SHARED    01              112090
CLAYMORE EXCHANGE TRD FD TR  GUG INTL MLT ASS 18383Q804      27.02     1382 SH       SHARED    01                1382
CLAYMORE EXCHANGE-TRADED FD  CAP MKT BD ETF   18383M662      61.32     1174 SH       SOLE              1174
CLAYMORE EXCHANGE-TRADED FD  FIXED INC ETF    18383M654      99.61     2001 SH       SOLE              2001
CLAYMORE EXCHANGE-TRADED FD  GUGG BRIC ETF    18383M100    4224.65    89090 SH       SHARED    01               89090
CLAYMORE EXCHANGE-TRADED FD  GUGG BRIC ETF    18383M100    7672.56   161800 SH       SHARED                              161800
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2011 18383M886        389    19288 SH       SHARED    01               19288
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2012 18383M597     349.89    16993 SH       SHARED    01               16993
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2013 18383M589      15.53      749 SH       SHARED                       749
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2013 18383M589     350.44    16905 SH       SHARED    01               16905
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2014 18383M571     373.94    17884 SH       SHARED    01               17884
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2015 18383M563      10.43      500 SH       SHARED    01                 500
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2015 18383M563     740.72    35526 SH       SHARED                     35526
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2016 18383M555       1.89       90 SH       SHARED    01                  90
CLAYMORE EXCHANGE-TRADED FD  GUGG CRP BD 2017 18383M548       2.59      123 SH       SHARED    01                 123
CLAYMORE EXCHANGE-TRADED FD  GUGG DEFN EQTY   18383M878      11.78      453 SH       SHARED    01                 453
CLAYMORE EXCHANGE-TRADED FD  GUGG INSDR SENT  18383M209     856.11    24743 SH       SHARED    01               24743
CLAYMORE EXCHANGE-TRADED FD  GUGG INSDR SENT  18383M209     944.79    27306 SH       SHARED                     27306
CLAYMORE EXCHANGE-TRADED FD  GUGG SEC ROT ETF 18383M407        8.4      316 SH       SHARED                       316
CLAYMORE EXCHANGE-TRADED FD  GUGG SEC ROT ETF 18383M407     144.81     5450 SH       SHARED    01                5450
CLAYMORE EXCHANGE-TRADED FD  GUGG SOLAR ETF   18383M621    4905.16   557404 SH       SHARED    01              557404
CLAYMORE EXCHANGE-TRADED FD  GUGG SPINOFF ETF 18383M605      43.95     1810 SH       SHARED                      1810
CLAYMORE EXCHANGE-TRADED FD  GUGG SPINOFF ETF 18383M605       62.6     2578 SH       SHARED    01                2578
CLAYMORE EXCHANGE-TRADED FD  GUG MULTI ASSET  18383M506    9246.94   435150 SH       SHARED    01              435150
CLAYMORE EXCHANGE-TRADED FD  GUG OCN TOMO PAT 18383M704      28.44     1043 SH       SOLE              1043
CLAYMORE EXCHANGE-TRADED FD  GUG S&PG DIV OPP 18383M860      40.21     2571 SH       SHARED    01                2571
CLAYMORE EXCHANGE-TRADED FD  WILSHIRE MCRO CP 18383M308      11.49      573 SH       SOLE               573
CLAYMORE EXCHANGE-TRADED FD  WLSHRE5000 ETF   18383M498       26.1      875 SH       SOLE               875
CLAYMORE EXCHANGE-TRADED FD  WLSHR US REIT    18383M472      10.83      337 SH       SHARED    01                 337
CLAYMORE EXCHANGE-TRADED FD  WLSHR US REIT    18383M472      16.58      516 SH       SHARED                       516
CLAYMORE EXCHANGE-TRD FD TR  GUGG CHINA ALLCP 18385P101      38.01     1329 SH       SHARED                      1329
CLAYMORE EXCHANGE-TRD FD TR  GUGG CHINA ALLCP 18385P101     234.52     8200 SH       SHARED    01                8200
CLEAN DIESEL TECHNOLOGIES IN COM PAR $.01     18449C401       3.63      422 SH       SOLE               422
CLEAN ENERGY FUELS CORP      COM              184499101      27.85     1700 SH  P    SHARED                      1700
CLEAN ENERGY FUELS CORP      COM              184499101     330.88    20200 SH  C    SHARED                     20200
CLEAN ENERGY FUELS CORP      COM              184499101     348.68    21287 SH       SHARED                     21287
CLEAN ENERGY FUELS CORP      COM              184499101     972.78    59388 SH       SHARED    01               59388
CLEAN HARBORS INC            COM              184496107       4.24       43 SH       SHARED    21                  43
CLEAN HARBORS INC            COM              184496107      78.93      800 SH  C    SHARED                       800
CLEAN HARBORS INC            COM              184496107     1251.4    12684 SH       SHARED                     12684
CLEAN HARBORS INC            COM              184496107    3972.15    40261 SH       SHARED    01               40261
CLEAR CHANNEL OUTDOOR HLDGS  CL A             18451C109     670.64    46092 SH       SOLE             46092
CLEARBRIDGE ENERGY MLP FD IN COM              184692101    1267.91    56102 SH       SHARED    01               56102
CLEARFIELD INC               COM              18482P103       2.55      500 SH       SHARED    01                 500
CLEARFIELD INC               COM              18482P103      28.33     5566 SH       SHARED                      5566
CLEARONE COMMUNICATIONS INC  COM              185060100      10.67     1583 SH       SOLE              1583
CLEARWATER PAPER CORP        COM              18538R103     281.07     3453 SH       SHARED    01                3453
CLEARWATER PAPER CORP        COM              18538R103     457.71     5623 SH       SHARED                      5623
CLEARWIRE CORP NEW           CL A             18538Q105       2.66      475 SH       SHARED    01                 475
CLEARWIRE CORP NEW           CL A             18538Q105       7.07     1264 SH       SHARED    21                1264
CLEARWIRE CORP NEW           CL A             18538Q105     408.03    72992 SH       SHARED                     72992
CLEARWIRE CORP NEW           CL A             18538Q105     417.01    74600 SH  C    SHARED                     74600
CLEARWIRE CORP NEW           CL A             18538Q105     713.84   127700 SH  P    SHARED                    127700
CLECO CORP NEW               COM              12561W105        9.4      274 SH       SHARED    21                 274
CLECO CORP NEW               COM              12561W105    1349.65    39360 SH       SHARED    01               39360
CLECO CORP NEW               COM              12561W105     2095.7    61117 SH       SHARED                     61117
CLEVELAND BIOLABS INC        COM              185860103        7.5     1000 SH       SHARED    01                1000
CLEVELAND BIOLABS INC        COM              185860103       61.5     8200 SH  P    SHARED                      8200
CLEVELAND BIOLABS INC        COM              185860103      62.25     8300 SH  C    SHARED                      8300
CLEVELAND BIOLABS INC        COM              185860103     228.03    30404 SH       SHARED                     30404
CLICKSOFTWARE TECHNOLOGIES L ORD              M25082104        4.3      500 SH  C    SHARED                       500
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CLICKSOFTWARE TECHNOLOGIES L ORD              M25082104      10.31     1200 SH  P    SHARED                      1200
CLICKSOFTWARE TECHNOLOGIES L ORD              M25082104      27.76     3232 SH       SHARED                      3232
CLICKSOFTWARE TECHNOLOGIES L ORD              M25082104     232.79    27100 SH       SHARED    01               27100
CLIFFS NATURAL RESOURCES INC COM              18683K101      23.39      238 SH       SHARED    21                 238
CLIFFS NATURAL RESOURCES INC COM              18683K101     536.12     5455 SH       SHARED    20                          5455
CLIFFS NATURAL RESOURCES INC COM              18683K101     631.94     6430 SH       SHARED                      6430
CLIFFS NATURAL RESOURCES INC COM              18683K101     855.04     8700 SH       SHARED                                8700
CLIFFS NATURAL RESOURCES INC COM              18683K101   12825.54   130500 SH  C    SHARED                    130500
CLIFFS NATURAL RESOURCES INC COM              18683K101   19911.53   202600 SH  P    SHARED                    202600
CLIFFS NATURAL RESOURCES INC COM              18683K101   24352.51   247787 SH       SHARED    01              247787
CLIFTON SVGS BANCORP INC     COM              18712Q103      34.33     2892 SH       SHARED    01                2892
CLIFTON SVGS BANCORP INC     COM              18712Q103      42.36     3569 SH       SHARED                      3569
CLINICAL DATA INC NEW        COM              18725U109     654.48    21600 SH  C    SOLE             21600
CLINICAL DATA INC NEW        COM              18725U109    1756.49    57970 SH       SOLE             57970
CLINICAL DATA INC NEW        COM              18725U109    5553.99   183300 SH  P    SOLE            183300
CLOROX CO DEL                COM              189054109      13.31      190 SH       SHARED    20                           190
CLOROX CO DEL                COM              189054109      15.84      226 SH       SHARED    21                 226
CLOROX CO DEL                COM              189054109     350.35     5000 SH  P    SHARED                      5000
CLOROX CO DEL                COM              189054109      602.6     8600 SH       SHARED                                8600
CLOROX CO DEL                COM              189054109    6047.04    86300 SH  C    SHARED                     86300
CLOROX CO DEL                COM              189054109    6392.56    91231 SH       SHARED                     91231
CLOROX CO DEL                COM              189054109   73097.23  1043203 SH       SHARED    01             1043203
CLOUD PEAK ENERGY INC        COM              18911Q102       5.59      259 SH       SHARED    21                 259
CLOUD PEAK ENERGY INC        COM              18911Q102      12.95      600 SH  C    SHARED                       600
CLOUD PEAK ENERGY INC        COM              18911Q102      15.11      700 SH  P    SHARED                       700
CLOUD PEAK ENERGY INC        COM              18911Q102     337.13    15615 SH       SHARED    20                         15615
CLOUD PEAK ENERGY INC        COM              18911Q102     354.29    16410 SH       SHARED                     16410
CLOUD PEAK ENERGY INC        COM              18911Q102    1480.75    68585 SH       SHARED    01               68585
CLOUGH GLOBAL ALLOCATION FUN COM SHS BEN IN   18913Y103      23.19     1428 SH       SHARED                      1428
CLOUGH GLOBAL ALLOCATION FUN COM SHS BEN IN   18913Y103       28.4     1749 SH       SHARED    01                1749
CLOUGH GLOBAL EQUITY FD      COM              18914C100      22.78     1482 SH       SHARED                      1482
CLOUGH GLOBAL EQUITY FD      COM              18914C100     741.13    48219 SH       SHARED    01               48219
CLOUGH GLOBAL OPPORTUNITIES  SH BEN INT       18914E106      40.77     2944 SH       SHARED                      2944
CLOUGH GLOBAL OPPORTUNITIES  SH BEN INT       18914E106    1416.87   102301 SH       SHARED    01              102301
CME GROUP INC                COM              12572Q105      47.34      157 SH       SHARED    21                 157
CME GROUP INC                COM              12572Q105    1365.42     4528 SH       SHARED                                4528
CME GROUP INC                COM              12572Q105    4400.52    14593 SH       SHARED    20                         14593
CME GROUP INC                COM              12572Q105    6746.28    22372 SH       SHARED                     22372
CME GROUP INC                COM              12572Q105    8141.85    27000 SH  P    SHARED                     27000
CME GROUP INC                COM              12572Q105    11244.8    37290 SH       SHARED    01               37290
CME GROUP INC                COM              12572Q105   12514.33    41500 SH  C    SHARED                     41500
CMS BANCORP INC              COM              12600U102       2.75      315 SH       SOLE               315
CMS ENERGY CORP              COM              125896100      19.44      990 SH       SHARED    21                 990
CMS ENERGY CORP              COM              125896100      25.53     1300 SH  P    SHARED                      1300
CMS ENERGY CORP              COM              125896100     106.06     5400 SH  C    SHARED                      5400
CMS ENERGY CORP              COM              125896100    1960.48    99821 SH       SHARED    01               99821
CMS ENERGY CORP              COM              125896100    2558.72   130281 SH       SHARED                    130281
CNA FINL CORP                COM              126117100      20.89      707 SH       SHARED    01                 707
CNA FINL CORP                COM              126117100     583.76    19755 SH       SHARED                     19755
CNA SURETY CORP              COM              12612L108     353.39    13990 SH       SOLE             13990
CNH GLOBAL N V               SHS NEW          N20935206       43.7      900 SH  C    SHARED                       900
CNH GLOBAL N V               SHS NEW          N20935206     647.71    13341 SH       SHARED    01               13341
CNH GLOBAL N V               SHS NEW          N20935206    2351.76    48440 SH       SHARED                     48440
CNINSURE INC                 SPONSORED ADR    18976M103      43.22     3335 SH       SHARED    01                3335
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CNINSURE INC                 SPONSORED ADR    18976M103      44.06     3400 SH  C    SHARED                      3400
CNINSURE INC                 SPONSORED ADR    18976M103    1105.09    85269 SH       SHARED                     85269
CNINSURE INC                 SPONSORED ADR    18976M103    2782.51   214700 SH  P    SHARED                    214700
CNO FINL GROUP INC           COM              12621E103       9.01     1200 SH  P    SHARED                      1200
CNO FINL GROUP INC           COM              12621E103      14.04     1870 SH       SHARED    21                1870
CNO FINL GROUP INC           COM              12621E103      88.62    11800 SH  C    SHARED                     11800
CNO FINL GROUP INC           COM              12621E103    1078.65   143629 SH       SHARED                    143629
CNO FINL GROUP INC           COM              12621E103    1206.92   160709 SH       SHARED    01              160709
CNOOC LTD                    SPONSORED ADR    126132109      21.51       85 SH       SHARED                                  85
CNOOC LTD                    SPONSORED ADR    126132109      46.81      185 SH       SHARED    21                 185
CNOOC LTD                    SPONSORED ADR    126132109    6316.13    24961 SH       SHARED    01               24961
COACH INC                    COM              189754104    1082.43    20800 SH       SHARED                               20800
COACH INC                    COM              189754104     3066.3    58922 SH       SHARED                     58922
COACH INC                    COM              189754104    3111.99    59800 SH  C    SHARED                     59800
COACH INC                    COM              189754104    9341.18   179500 SH  P    SHARED                    179500
COACH INC                    COM              189754104   15936.68   306239 SH       SHARED    01              306239
COAST DISTR SYS              COM              190345108       7.84     1781 SH       SOLE              1781
COBALT INTL ENERGY INC       COM              19075F106       5.04      300 SH       SHARED    01                 300
COBALT INTL ENERGY INC       COM              19075F106     976.27    58077 SH       SHARED                     58077
COBIZ FINANCIAL INC          COM              190897108       4.59      660 SH       SHARED    01                 660
COBIZ FINANCIAL INC          COM              190897108      95.53    13745 SH       SHARED                     13745
COBRA ELECTRS CORP           COM              191042100       5.48     1451 SH       SHARED                      1451
COBRA ELECTRS CORP           COM              191042100      41.58    11000 SH       SHARED    01               11000
COCA COLA BOTTLING CO CONS   COM              191098102      20.05      300 SH       SHARED    01                 300
COCA COLA BOTTLING CO CONS   COM              191098102     117.91     1764 SH       SHARED                      1764
COCA COLA CO                 COM              191216100     679.32    10240 SH       SHARED    20                         10240
COCA COLA CO                 COM              191216100    2385.25    35955 SH       SHARED    17                         35955
COCA COLA CO                 COM              191216100    5461.57    82327 SH       SHARED    21               82327
COCA COLA CO                 COM              191216100   32685.72   492700 SH  P    SHARED                    492700
COCA COLA CO                 COM              191216100   49250.48   742395 SH       SHARED                              742395
COCA COLA CO                 COM              191216100   55899.61   842623 SH       SHARED                    842623
COCA COLA CO                 COM              191216100  161624.14  2436300 SH  C    SHARED                   2436300
COCA COLA CO                 COM              191216100  231671.42  3492183 SH       SHARED    01             3492183
COCA COLA ENTERPRISES INC NE COM              19122T109       8.19      300 SH  P    SHARED                       300
COCA COLA ENTERPRISES INC NE COM              19122T109     543.27    19900 SH       SHARED                               19900
COCA COLA ENTERPRISES INC NE COM              19122T109    1534.48    56208 SH       SHARED    01               56208
COCA COLA ENTERPRISES INC NE COM              19122T109    4583.67   167900 SH  C    SHARED                    167900
COCA COLA FEMSA S A B DE C V SPON ADR REP L   191241108      189.7     2464 SH       SHARED                      2464
COCA COLA FEMSA S A B DE C V SPON ADR REP L   191241108     745.96     9689 SH       SHARED    01                9689
COCA COLA HELLENIC BTTLG CO  SPONSORED ADR    1912EP104        5.1      188 SH       SHARED                       188
COCA COLA HELLENIC BTTLG CO  SPONSORED ADR    1912EP104     349.48    12891 SH       SHARED    01               12891
CODEXIS INC                  COM              192005106      23.64     2000 SH       SHARED    01                2000
CODEXIS INC                  COM              192005106     106.82     9037 SH       SHARED                      9037
CODORUS VY BANCORP INC       COM              192025104      15.41     1423 SH       SOLE              1423
COEUR D ALENE MINES CORP IDA COM NEW          192108504    2029.38    58349 SH       SHARED    01               58349
COEUR D ALENE MINES CORP IDA COM NEW          192108504   20081.97   577400 SH  P    SHARED                    577400
COEUR D ALENE MINES CORP IDA COM NEW          192108504   29559.52   849900 SH  C    SHARED                    849900
COFFEE HLDGS INC             COM              192176105       3.95      676 SH       SHARED                       676
COFFEE HLDGS INC             COM              192176105     177.27    30355 SH       SHARED    01               30355
COGDELL SPENCER INC          COM              19238U107       8.32     1400 SH       SHARED    01                1400
COGDELL SPENCER INC          COM              19238U107     141.34    23795 SH       SHARED                     23795
COGDELL SPENCER INC          COM              19238U107     194.24    32700 SH       SHARED                               32700
COGENT COMM GROUP INC        COM NEW          19239V302      29.93     2100 SH       SHARED    01                2100
COGENT COMM GROUP INC        COM NEW          19239V302      47.03     3300 SH  C    SHARED                      3300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
COGENT COMM GROUP INC        COM NEW          19239V302      52.73     3700 SH  P    SHARED                      3700
COGENT COMM GROUP INC        COM NEW          19239V302    3329.84   233673 SH       SHARED                    233673
COGNEX CORP                  COM              192422103     584.21    20680 SH       SHARED                     20680
COGNEX CORP                  COM              192422103     959.37    33960 SH       SHARED    01               33960
COGNIZANT TECHNOLOGY SOLUTIO CL A             192446102     129.43     1590 SH       SHARED    21                1590
COGNIZANT TECHNOLOGY SOLUTIO CL A             192446102    1611.72    19800 SH       SHARED                               19800
COGNIZANT TECHNOLOGY SOLUTIO CL A             192446102     2889.7    35500 SH  P    SHARED                     35500
COGNIZANT TECHNOLOGY SOLUTIO CL A             192446102    56415.9   693070 SH       SHARED    01              693070
COGNIZANT TECHNOLOGY SOLUTIO CL A             192446102   70077.26   860900 SH  C    SHARED                    860900
COGO GROUP INC               COM              192448108       1.61      200 SH       SHARED    01                 200
COGO GROUP INC               COM              192448108      92.87    11508 SH       SHARED                     11508
COHEN & STEERS CLOSED END OP COM              19248P106      84.75     6278 SH       SHARED                      6278
COHEN & STEERS CLOSED END OP COM              19248P106    1249.59    92562 SH       SHARED    01               92562
COHEN & STEERS DIV MJRS FDIN COM              19248G106       22.9     1728 SH       SHARED                      1728
COHEN & STEERS DIV MJRS FDIN COM              19248G106    1552.36   117159 SH       SHARED    01              117159
COHEN & STEERS GLOBAL INC BL COM              19248M103      49.56     4413 SH       SHARED                      4413
COHEN & STEERS GLOBAL INC BL COM              19248M103      85.56     7619 SH       SHARED    01                7619
COHEN & STEERS INC           COM              19247A100       6.08      205 SH       SHARED    20                           205
COHEN & STEERS INC           COM              19247A100       9.97      336 SH       SHARED    21                 336
COHEN & STEERS INC           COM              19247A100     516.91    17416 SH       SHARED                     17416
COHEN & STEERS INC           COM              19247A100    1969.59    66361 SH       SHARED    01               66361
COHEN & STEERS INFRASTRUCTUR COM              19248A109       7.34      416 SH       SHARED                       416
COHEN & STEERS INFRASTRUCTUR COM              19248A109   19050.74  1079362 SH       SHARED    01             1079362
COHEN & STEERS QUALITY RLTY  COM              19247L106      44.92     4492 SH       SHARED                      4492
COHEN & STEERS QUALITY RLTY  COM              19247L106    4028.35   402835 SH       SHARED    01              402835
COHEN & STEERS REIT & PFD IN COM              19247X100      95.31     6266 SH       SHARED                      6266
COHEN & STEERS REIT & PFD IN COM              19247X100     2202.3   144793 SH       SHARED    01              144793
COHEN & STEERS SLT PFD INCM  COM              19248Y107       0.07        3 SH       SHARED    01                   3
COHEN & STEERS TOTAL RETURN  COM              19247R103      23.66     1697 SH       SHARED    01                1697
COHEN & STEERS TOTAL RETURN  COM              19247R103      27.06     1941 SH       SHARED                      1941
COHERENT INC                 COM              192479103      18.19      313 SH       SHARED    21                 313
COHERENT INC                 COM              192479103     693.08    11927 SH       SHARED                     11927
COHERENT INC                 COM              192479103    1849.64    31830 SH       SHARED    01               31830
COHU INC                     COM              192576106       8.88      578 SH       SHARED    01                 578
COHU INC                     COM              192576106     169.73    11050 SH       SHARED                     11050
COINSTAR INC                 COM              19259P300     794.42    17300 SH  P    SHARED                     17300
COINSTAR INC                 COM              19259P300    1291.55    28126 SH       SHARED    01               28126
COINSTAR INC                 COM              19259P300     1492.4    32500 SH  C    SHARED                     32500
COINSTAR INC                 COM              19259P300   10536.62   229456 SH       SHARED                    229456
COLDWATER CREEK INC          COM              193068103      12.46     4720 SH       SOLE              4720
COLDWATER CREEK INC          COM              193068103      17.95     6800 SH  C    SOLE              6800
COLE KENNETH PRODTNS INC     CL A             193294105      86.06     6635 SH       SOLE              6635
COLEMAN CABLE INC            COM              193459302       2.66      300 SH       SHARED    01                 300
COLEMAN CABLE INC            COM              193459302        5.4      609 SH       SHARED                       609
COLFAX CORP                  COM              194014106        2.3      100 SH       SHARED    01                 100
COLFAX CORP                  COM              194014106     222.11     9678 SH       SHARED                      9678
COLGATE PALMOLIVE CO         COM              194162103       29.4      364 SH       SHARED    21                 364
COLGATE PALMOLIVE CO         COM              194162103    2915.44    36100 SH  C    SHARED                     36100
COLGATE PALMOLIVE CO         COM              194162103     3262.7    40400 SH  P    SHARED                     40400
COLGATE PALMOLIVE CO         COM              194162103    5835.72    72260 SH       SHARED    20                         72260
COLGATE PALMOLIVE CO         COM              194162103    6453.29    79907 SH       SHARED                               79907
COLGATE PALMOLIVE CO         COM              194162103   23823.31   294989 SH       SHARED                    294989
COLGATE PALMOLIVE CO         COM              194162103  114014.38  1411768 SH       SHARED    01             1411768
COLLECTIVE BRANDS INC        COM              19421W100      32.37     1500 SH       SHARED                      1500
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
COLLECTIVE BRANDS INC        COM              19421W100     276.22    12800 SH  C    SHARED                     12800
COLLECTIVE BRANDS INC        COM              19421W100     955.45    44275 SH       SHARED    01               44275
COLLECTORS UNIVERSE INC      COM NEW          19421R200        9.4      665 SH       SOLE               665
COLONIAL FINL SVCS INC       COM              19566B101       0.32       25 SH       SHARED    01                  25
COLONIAL PPTYS TR            COM SH BEN INT   195872106       6.95      361 SH       SHARED    21                 361
COLONIAL PPTYS TR            COM SH BEN INT   195872106     878.19    45620 SH       SHARED                               45620
COLONIAL PPTYS TR            COM SH BEN INT   195872106    1431.39    74358 SH       SHARED    01               74358
COLONIAL PPTYS TR            COM SH BEN INT   195872106     2415.2   125465 SH       SHARED                    125465
COLONY FINL INC              COM              19624R106       9.51      505 SH       SHARED    01                 505
COLONY FINL INC              COM              19624R106     118.93     6316 SH       SHARED                      6316
COLUMBIA BKG SYS INC         COM              197236102       3.81      199 SH       SHARED    21                 199
COLUMBIA BKG SYS INC         COM              197236102      71.33     3721 SH       SHARED    01                3721
COLUMBIA BKG SYS INC         COM              197236102      91.96     4797 SH       SHARED                      4797
COLUMBIA LABS INC            COM              197779101       3.02      800 SH  C    SHARED                       800
COLUMBIA LABS INC            COM              197779101      97.27    25800 SH       SHARED                     25800
COLUMBIA LABS INC            COM              197779101     109.33    29000 SH       SHARED    01               29000
COLUMBIA SELIGM PREM TECH GR COM              19842X109      30.52     1575 SH       SHARED                      1575
COLUMBIA SELIGM PREM TECH GR COM              19842X109   11158.07   575752 SH       SHARED    01              575752
COLUMBIA SPORTSWEAR CO       COM              198516106       9.51      160 SH       SHARED    21                 160
COLUMBIA SPORTSWEAR CO       COM              198516106      11.88      200 SH  C    SHARED                       200
COLUMBIA SPORTSWEAR CO       COM              198516106      149.2     2511 SH       SHARED                      2511
COLUMBIA SPORTSWEAR CO       COM              198516106     162.81     2740 SH       SHARED    20                          2740
COLUMBIA SPORTSWEAR CO       COM              198516106    1109.97    18680 SH       SHARED    01               18680
COLUMBUS MCKINNON CORP N Y   COM              199333105     142.75     7733 SH       SOLE              7733
COMBIMATRIX CORPORATION      COM              20009T105       0.02       10 SH       SHARED    01                  10
COMBIMATRIX CORPORATION      COM              20009T105       1.53      712 SH       SHARED                       712
COMBIMATRIX CORPORATION      *W EXP 05/01/201 20009T113       0.53     2100 SH       SOLE              2100
COMCAST CORP NEW             CL A             20030N101      50.82     2056 SH       SHARED    21                2056
COMCAST CORP NEW             CL A             20030N101    3436.82   139030 SH       SHARED                              139030
COMCAST CORP NEW             CL A             20030N101   10146.35   410451 SH       SHARED    20                        410451
COMCAST CORP NEW             CL A             20030N101   15786.19   638600 SH  C    SHARED                    638600
COMCAST CORP NEW             CL A             20030N101   16342.39   661100 SH  P    SHARED                    661100
COMCAST CORP NEW             CL A             20030N101   44608.15  1804537 SH       SHARED    01             1804537
COMCAST CORP NEW             CL A             20030N101   50798.07  2054938 SH       SHARED                   2054938
COMCAST CORP NEW             CL A SPL         20030N200      44.14     1901 SH       SHARED    21                1901
COMCAST CORP NEW             CL A SPL         20030N200      62.58     2695 SH       SHARED    20                          2695
COMCAST CORP NEW             CL A SPL         20030N200    1189.84    51242 SH       SHARED                               51242
COMCAST CORP NEW             CL A SPL         20030N200    2088.59    89948 SH       SHARED                     89948
COMCAST CORP NEW             CL A SPL         20030N200     3873.1   166800 SH  P    SHARED                    166800
COMCAST CORP NEW             CL A SPL         20030N200   10650.11   458661 SH       SHARED    01              458661
COMCAST CORP NEW             CL A SPL         20030N200   47475.61  2044600 SH  C    SHARED                   2044600
COMERICA INC                 COM              200340107       9.55      260 SH       SHARED    20                           260
COMERICA INC                 COM              200340107     444.31    12100 SH       SHARED                               12100
COMERICA INC                 COM              200340107    1000.51    27247 SH       SHARED    01               27247
COMERICA INC                 COM              200340107    1013.47    27600 SH  P    SHARED                     27600
COMERICA INC                 COM              200340107    2173.82    59200 SH  C    SHARED                     59200
COMERICA INC                 COM              200340107    2334.22    63568 SH       SHARED                     63568
COMERICA INC                 *W EXP 11/14/201 200340115      11.57      913 SH       SOLE               913
COMFORT SYS USA INC          COM              199908104     261.58    18591 SH       SOLE             18591
COMMERCE BANCSHARES INC      COM              200525103     2058.8    50910 SH       SHARED    01               50910
COMMERCE BANCSHARES INC      COM              200525103    4850.54   119944 SH       SHARED                    119944
COMMERCEFIRST BANCORP INC    COM              200845105      13.27     1568 SH       SOLE              1568
COMMERCIAL METALS CO         COM              201723103      21.92     1269 SH       SHARED    21                1269
COMMERCIAL METALS CO         COM              201723103      53.54     3100 SH  P    SHARED                      3100
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
COMMERCIAL METALS CO         COM              201723103     274.59    15900 SH  C    SHARED                     15900
COMMERCIAL METALS CO         COM              201723103    1148.78    66519 SH       SHARED    01               66519
COMMERCIAL METALS CO         COM              201723103    4179.17   241990 SH       SHARED                    241990
COMMERCIAL VEH GROUP INC     COM              202608105     172.71     9681 SH       SOLE              9681
COMMERICAL NATL FINL CORP PA COM              202217105       8.76      471 SH       SOLE               471
COMMONWEALTH BANKSHARES INC  COM              202736104       0.21      220 SH       SHARED    01                 220
COMMONWEALTH BANKSHARES INC  COM              202736104       0.21      221 SH       SHARED                       221
COMMONWEALTH REIT            6.50% PFD CUM CO 203233408     238.83    11062 SH       SHARED    01               11062
COMMONWEALTH REIT            COM SH BEN INT   203233101    1128.14    43440 SH       SHARED                               43440
COMMONWEALTH REIT            COM SH BEN INT   203233101    1256.95    48400 SH       SHARED    01               48400
COMMONWEALTH REIT            COM SH BEN INT   203233101    2619.36   100861 SH       SHARED                    100861
COMMTOUCH SOFTWARE LTD       SHS NEW          M25596202       0.12       33 SH       SHARED    01                  33
COMMTOUCH SOFTWARE LTD       SHS NEW          M25596202       8.31     2322 SH       SHARED                      2322
COMMUNITY BANKERS TR CORP    *W EXP 06/04/201 203612114       0.04     3087 SH       SOLE              3087
COMMUNITY BK SHS IND INC     COM              203599105       3.92      356 SH       SOLE               356
COMMUNITY BK SYS INC         COM              203607106       5.24      216 SH       SHARED    21                 216
COMMUNITY BK SYS INC         COM              203607106      90.36     3723 SH       SHARED                      3723
COMMUNITY BK SYS INC         COM              203607106     131.69     5426 SH       SHARED    01                5426
COMMUNITY CENTRAL BANK CORP  COM              20363J107       5.01    21058 SH       SOLE             21058
COMMUNITY HEALTH SYS INC NEW COM              203668108       3.84       96 SH       SHARED    21                  96
COMMUNITY HEALTH SYS INC NEW COM              203668108    1727.57    43200 SH  P    SHARED                     43200
COMMUNITY HEALTH SYS INC NEW COM              203668108    2526.85    63187 SH       SHARED    01               63187
COMMUNITY HEALTH SYS INC NEW COM              203668108    3339.92    83519 SH       SHARED                     83519
COMMUNITY TR BANCORP INC     COM              204149108      52.91     1912 SH       SHARED    01                1912
COMMUNITY TR BANCORP INC     COM              204149108     162.67     5879 SH       SHARED                      5879
COMMUNITY WEST BANCSHARES    COM              204157101      15.68     3484 SH       SOLE              3484
COMMVAULT SYSTEMS INC        COM              204166102       3.99      100 SH  P    SHARED                       100
COMMVAULT SYSTEMS INC        COM              204166102      32.38      812 SH       SHARED    21                 812
COMMVAULT SYSTEMS INC        COM              204166102      43.87     1100 SH  C    SHARED                      1100
COMMVAULT SYSTEMS INC        COM              204166102     754.21    18912 SH       SHARED                     18912
COMMVAULT SYSTEMS INC        COM              204166102   12592.43   315758 SH       SHARED    01              315758
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201      14.68      350 SH       SHARED    01                 350
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201     449.66    10724 SH       SHARED                     10724
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD     20441W203      51.84     1831 SH       SHARED    21                1831
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD     20441W203     147.21     5200 SH       SHARED                                5200
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD     20441W203     472.78    16700 SH       SHARED    20                         16700
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD     20441W203   10815.24   382029 SH       SHARED                    382029
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD     20441W203   11277.32   398351 SH       SHARED    01              398351
COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR    20441W104     568.45    23735 SH       SOLE             23735
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR    20441A102     247.24     4209 SH       SHARED                                4209
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR    20441A102    4400.92    74922 SH       SHARED                     74922
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR    20441A102   11345.51   193148 SH       SHARED    01              193148
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD   204409601      27.02     1402 SH       SHARED    21                1402
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD   204409601      65.13     3380 SH       SHARED                                3380
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD   204409601    1074.01    55735 SH       SHARED    20                         55735
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD   204409601    1539.79    79906 SH       SHARED    01               79906
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD   204409601    2792.26   144902 SH       SHARED                    144902
COMPANHIA ENERGETICA DE MINA SPONSORED ADR    204409882       22.4     1526 SH       SOLE              1526
COMPANHIA PARANAENSE ENERG C SPON ADR PFD     20441B407      42.19     1518 SH       SHARED                                1518
COMPANHIA PARANAENSE ENERG C SPON ADR PFD     20441B407     898.28    32324 SH       SHARED                     32324
COMPANHIA PARANAENSE ENERG C SPON ADR PFD     20441B407    2312.54    83215 SH       SHARED    01               83215
COMPANHIA SIDERURGICA NACION SPONSORED ADR    20440W105      469.9    28205 SH       SHARED    20                         28205
COMPANHIA SIDERURGICA NACION SPONSORED ADR    20440W105     780.34    46839 SH       SHARED    01               46839
COMPANHIA SIDERURGICA NACION SPONSORED ADR    20440W105    3633.38   218090 SH       SHARED                              218090
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
COMPANHIA SIDERURGICA NACION SPONSORED ADR    20440W105    4572.34   274450 SH       SHARED                    274450
COMPANIA CERVECERIAS UNIDAS  SPONSORED ADR    204429104      23.64      400 SH       SHARED    01                 400
COMPANIA CERVECERIAS UNIDAS  SPONSORED ADR    204429104      64.18     1086 SH       SHARED                      1086
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR    204448104     290.05     6750 SH       SHARED    01                6750
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR    204448104    1680.47    39108 SH       SHARED                     39108
COMPASS DIVERSIFIED HOLDINGS SH BEN INT       20451Q104      30.72     2084 SH       SHARED    01                2084
COMPASS DIVERSIFIED HOLDINGS SH BEN INT       20451Q104    5404.29   366641 SH       SHARED                    366641
COMPASS MINERALS INTL INC    COM              20451N101    1166.32    12470 SH       SHARED    01               12470
COMPASS MINERALS INTL INC    COM              20451N101    3100.89    33154 SH       SHARED                     33154
COMPLETE GENOMICS INC        COM              20454K104     807.49    89423 SH       SHARED    01               89423
COMPLETE GENOMICS INC        COM              20454K104    1349.93   149494 SH       SHARED                    149494
COMPLETE PRODUCTION SERVICES COM              20453E109     108.15     3400 SH  C    SHARED                      3400
COMPLETE PRODUCTION SERVICES COM              20453E109     633.02    19900 SH  P    SHARED                     19900
COMPLETE PRODUCTION SERVICES COM              20453E109     985.63    30985 SH       SHARED                     30985
COMPLETE PRODUCTION SERVICES COM              20453E109    1623.74    51045 SH       SHARED    01               51045
COMPUCREDIT HLDGS CORP       COM              20478T107       5.22      800 SH  P    SOLE               800
COMPUCREDIT HLDGS CORP       COM              20478T107       7.84     1200 SH  C    SOLE              1200
COMPUCREDIT HLDGS CORP       COM              20478T107      26.11     3998 SH       SOLE              3998
COMPUGEN LTD                 ORD              M25722105       1.11      216 SH       SHARED                       216
COMPUGEN LTD                 ORD              M25722105      565.4   110000 SH       SHARED    01              110000
COMPUTER PROGRAMS & SYS INC  COM              205306103      18.45      287 SH       SHARED    21                 287
COMPUTER PROGRAMS & SYS INC  COM              205306103     381.76     5939 SH       SHARED                      5939
COMPUTER PROGRAMS & SYS INC  COM              205306103    1060.62    16500 SH       SHARED    01               16500
COMPUTER SCIENCES CORP       COM              205363104       13.5      277 SH       SHARED    21                 277
COMPUTER SCIENCES CORP       COM              205363104      24.37      500 SH  P    SHARED                       500
COMPUTER SCIENCES CORP       COM              205363104     536.03    11000 SH       SHARED                               11000
COMPUTER SCIENCES CORP       COM              205363104    2475.48    50800 SH  C    SHARED                     50800
COMPUTER SCIENCES CORP       COM              205363104    8943.27   183527 SH       SHARED                    183527
COMPUTER SCIENCES CORP       COM              205363104   14042.52   288170 SH       SHARED    01              288170
COMPUTER TASK GROUP INC      COM              205477102     188.04    14149 SH       SHARED    01               14149
COMPUWARE CORP               COM              205638109       2.31      200 SH  C    SHARED                       200
COMPUWARE CORP               COM              205638109     210.33    18210 SH       SHARED    01               18210
COMPUWARE CORP               COM              205638109    2231.91   193239 SH       SHARED                    193239
COMSCORE INC                 COM              20564W105      321.2    10888 SH       SOLE             10888
COMSTOCK HOMEBUILDING COS IN CL A             205684103       0.51      389 SH       SOLE               389
COMSTOCK RES INC             COM NEW          205768203       4.64      150 SH       SHARED    20                           150
COMSTOCK RES INC             COM NEW          205768203      18.56      600 SH  C    SHARED                       600
COMSTOCK RES INC             COM NEW          205768203       29.7      960 SH       SHARED    01                 960
COMSTOCK RES INC             COM NEW          205768203      30.94     1000 SH  P    SHARED                      1000
COMSTOCK RES INC             COM NEW          205768203    1030.64    33311 SH       SHARED                     33311
COMTECH TELECOMMUNICATIONS C COM NEW          205826209       1.63       60 SH       SHARED    21                  60
COMTECH TELECOMMUNICATIONS C COM NEW          205826209       2.72      100 SH  P    SHARED                       100
COMTECH TELECOMMUNICATIONS C COM NEW          205826209      10.89      400 SH  C    SHARED                       400
COMTECH TELECOMMUNICATIONS C COM NEW          205826209      11.21      412 SH       SHARED    01                 412
COMTECH TELECOMMUNICATIONS C COM NEW          205826209     372.89    13699 SH       SHARED                     13699
COMVERGE INC                 COM              205859101      26.33     5650 SH       SHARED    01                5650
COMVERGE INC                 COM              205859101     111.37    23900 SH       SHARED                               23900
COMVERGE INC                 COM              205859101    3283.19   704548 SH       SHARED                    704548
CONAGRA FOODS INC            COM              205887102      21.61      910 SH       SHARED    21                 910
CONAGRA FOODS INC            COM              205887102      332.5    14000 SH  P    SHARED                     14000
CONAGRA FOODS INC            COM              205887102     662.63    27900 SH       SHARED                               27900
CONAGRA FOODS INC            COM              205887102    2322.75    97800 SH  C    SHARED                     97800
CONAGRA FOODS INC            COM              205887102   14778.94   622271 SH       SHARED                    622271
CONAGRA FOODS INC            COM              205887102   15660.28   659380 SH       SHARED    01              659380
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CONCEPTUS INC                COM              206016107       2.89      200 SH  P    SHARED                       200
CONCEPTUS INC                COM              206016107       70.9     4900 SH       SHARED    01                4900
CONCEPTUS INC                COM              206016107    1025.87    70896 SH       SHARED                     70896
CONCHO RES INC               COM              20605P101     624.06     5816 SH       SHARED                      5816
CONCHO RES INC               COM              20605P101     642.19     5985 SH       SHARED                                5985
CONCHO RES INC               COM              20605P101     815.48     7600 SH  P    SHARED                      7600
CONCHO RES INC               COM              20605P101    1051.54     9800 SH  C    SHARED                      9800
CONCHO RES INC               COM              20605P101     3479.2    32425 SH       SHARED    20                         32425
CONCHO RES INC               COM              20605P101    7791.05    72610 SH       SHARED    01               72610
CONCUR TECHNOLOGIES INC      COM              206708109     116.45     2100 SH  C    SHARED                      2100
CONCUR TECHNOLOGIES INC      COM              206708109    1750.78    31574 SH       SHARED                     31574
CONCUR TECHNOLOGIES INC      COM              206708109    2418.78    43621 SH       SHARED    01               43621
CONCURRENT COMPUTER CORP NEW COM PAR $.01     206710402       0.06       10 SH       SHARED    01                  10
CONEXANT SYSTEMS INC         COM NEW          207142308       8.61     3601 SH       SHARED    01                3601
CONEXANT SYSTEMS INC         COM NEW          207142308     513.03   214656 SH       SHARED                    214656
CONMED CORP                  COM              207410101      19.71      750 SH       SHARED    01                 750
CONMED CORP                  COM              207410101      357.3    13596 SH       SHARED                     13596
CONMED CORP                  NOTE 2.500%11/1  207410AD3      12.14    12000 PRN      SHARED    01               12000
CONMED HEALTHCARE MGMT INC   COM              20741M103      10.24     3133 SH       SOLE              3133
CONNECTICUT BK&TR CO HART NE COM              207546102       6.26     1000 SH       SHARED    01                1000
CONNECTICUT WTR SVC INC      COM              207797101       94.6     3590 SH       SHARED                      3590
CONNECTICUT WTR SVC INC      COM              207797101     230.77     8758 SH       SHARED    01                8758
CONNS INC                    COM              208242107      13.44     3000 SH  C    SOLE              3000
CONOCOPHILLIPS               COM              20825C104     185.36     2321 SH       SHARED    21                2321
CONOCOPHILLIPS               COM              20825C104    1215.87    15225 SH       SHARED    20                         15225
CONOCOPHILLIPS               COM              20825C104    2074.76    25980 SH       SHARED    17                         25980
CONOCOPHILLIPS               COM              20825C104    8043.74   100723 SH       SHARED                              100723
CONOCOPHILLIPS               COM              20825C104   13648.07   170900 SH  C    SHARED                    170900
CONOCOPHILLIPS               COM              20825C104   19781.32   247700 SH  P    SHARED                    247700
CONOCOPHILLIPS               COM              20825C104   88787.31  1111787 SH       SHARED                   1111787
CONOCOPHILLIPS               COM              20825C104   99983.68  1251987 SH       SHARED    01             1251987
CONSOL ENERGY INC            COM              20854P109      12.92      241 SH       SHARED    21                 241
CONSOL ENERGY INC            COM              20854P109     147.48     2750 SH       SHARED                      2750
CONSOL ENERGY INC            COM              20854P109     809.81    15100 SH       SHARED                               15100
CONSOL ENERGY INC            COM              20854P109    2776.69    51775 SH       SHARED    20                         51775
CONSOL ENERGY INC            COM              20854P109    4558.55    85000 SH  C    SHARED                     85000
CONSOL ENERGY INC            COM              20854P109   10184.34   189900 SH  P    SHARED                    189900
CONSOL ENERGY INC            COM              20854P109   34209.93   637888 SH       SHARED    01              637888
CONSOLIDATED COMM HLDGS INC  COM              209034107     199.29    10657 SH       SHARED                     10657
CONSOLIDATED COMM HLDGS INC  COM              209034107     860.07    45993 SH       SHARED    01               45993
CONSOLIDATED EDISON INC      COM              209115104        3.8       75 SH       SHARED    21                  75
CONSOLIDATED EDISON INC      COM              209115104      47.93      945 SH       SHARED                       945
CONSOLIDATED EDISON INC      COM              209115104     521.15    10275 SH       SHARED    20                         10275
CONSOLIDATED EDISON INC      COM              209115104    1125.98    22200 SH       SHARED                               22200
CONSOLIDATED EDISON INC      COM              209115104    1166.56    23000 SH  C    SHARED                     23000
CONSOLIDATED EDISON INC      COM              209115104    2591.79    51100 SH  P    SHARED                     51100
CONSOLIDATED EDISON INC      COM              209115104   16671.61   328699 SH       SHARED    01              328699
CONSOLIDATED GRAPHICS INC    COM              209341106       7.38      135 SH       SHARED    21                 135
CONSOLIDATED GRAPHICS INC    COM              209341106     123.85     2267 SH       SHARED    01                2267
CONSOLIDATED GRAPHICS INC    COM              209341106     477.52     8741 SH       SHARED                      8741
CONSOLIDATED TOMOKA LD CO    COM              210226106    1823.41    56278 SH       SHARED    01               56278
CONSOLIDATED WATER CO INC    ORD              G23773107      43.79     4017 SH       SHARED                      4017
CONSOLIDATED WATER CO INC    ORD              G23773107     345.56    31703 SH       SHARED    01               31703
CONSTANT CONTACT INC         COM              210313102      24.43      700 SH  C    SHARED                       700
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CONSTANT CONTACT INC         COM              210313102     158.69     4547 SH       SHARED                      4547
CONSTANT CONTACT INC         COM              210313102    1222.86    35039 SH       SHARED    01               35039
CONSTELLATION BRANDS INC     CL A             21036P108      10.14      500 SH  P    SHARED                       500
CONSTELLATION BRANDS INC     CL A             21036P108      11.44      564 SH       SHARED    21                 564
CONSTELLATION BRANDS INC     CL A             21036P108      21.92     1081 SH       SHARED                      1081
CONSTELLATION BRANDS INC     CL A             21036P108     119.65     5900 SH  C    SHARED                      5900
CONSTELLATION BRANDS INC     CL A             21036P108     275.81    13600 SH       SHARED                               13600
CONSTELLATION BRANDS INC     CL A             21036P108     344.66    16995 SH       SHARED    20                         16995
CONSTELLATION BRANDS INC     CL A             21036P108    3472.32   171219 SH       SHARED    01              171219
CONSTELLATION BRANDS INC     CL B             21036P207      18.18      900 SH       SHARED    01                 900
CONSTELLATION BRANDS INC     CL B             21036P207       46.3     2292 SH       SHARED                      2292
CONSTELLATION ENERGY GROUP I COM              210371100     193.01     6200 SH  P    SHARED                      6200
CONSTELLATION ENERGY GROUP I COM              210371100     317.53    10200 SH  C    SHARED                     10200
CONSTELLATION ENERGY GROUP I COM              210371100     401.58    12900 SH       SHARED                               12900
CONSTELLATION ENERGY GROUP I COM              210371100     697.41    22403 SH       SHARED                     22403
CONSTELLATION ENERGY GROUP I COM              210371100    2894.75    92989 SH       SHARED    01               92989
CONSTELLATION ENERGY PRTNR L COM UNIT LLC B   21038E101       9.09     4042 SH       SHARED                      4042
CONSTELLATION ENERGY PRTNR L COM UNIT LLC B   21038E101      33.75    15000 SH       SHARED    01               15000
CONSUMER PORTFOLIO SVCS INC  COM              210502100       1.88     1643 SH       SOLE              1643
CONTANGO OIL & GAS COMPANY   COM NEW          21075N204      12.65      200 SH  C    SHARED                       200
CONTANGO OIL & GAS COMPANY   COM NEW          21075N204      18.97      300 SH  P    SHARED                       300
CONTANGO OIL & GAS COMPANY   COM NEW          21075N204     416.31     6583 SH       SHARED                      6583
CONTANGO OIL & GAS COMPANY   COM NEW          21075N204    1824.98    28858 SH       SHARED    01               28858
CONTINENTAL MATLS CORP       COM PAR $0.25    211615307       2.45      131 SH       SOLE               131
CONTINENTAL RESOURCES INC    COM              212015101      19.37      271 SH       SHARED    21                 271
CONTINENTAL RESOURCES INC    COM              212015101     137.29     1921 SH       SHARED                      1921
CONTINENTAL RESOURCES INC    COM              212015101     164.38     2300 SH  P    SHARED                      2300
CONTINENTAL RESOURCES INC    COM              212015101     178.68     2500 SH  C    SHARED                      2500
CONTINENTAL RESOURCES INC    COM              212015101    3385.75    47373 SH       SHARED    01               47373
CONTINUCARE CORP             COM              212172100      17.46     3264 SH       SHARED    01                3264
CONTINUCARE CORP             COM              212172100     129.38    24184 SH       SHARED                     24184
CONVERGYS CORP               COM              212485106      54.57     3800 SH  C    SHARED                      3800
CONVERGYS CORP               COM              212485106     821.91    57236 SH       SHARED    01               57236
CONVERGYS CORP               COM              212485106    1384.32    96401 SH       SHARED                     96401
CONVERTED ORGANICS INC       COM              21254S107      33.89    99667 SH       SOLE             99667
CONVERTED ORGANICS INC       *W EXP 02/13/201 21254S123        1.6    11445 SH       SOLE             11445
CONVIO INC                   COM              21257W105       11.6     1000 SH       SHARED    01                1000
CONVIO INC                   COM              21257W105      21.18     1826 SH       SHARED                      1826
CON-WAY INC                  COM              205944101     549.51    13986 SH       SHARED    01               13986
CON-WAY INC                  COM              205944101     836.88    21300 SH  P    SHARED                     21300
CON-WAY INC                  COM              205944101     962.61    24500 SH  C    SHARED                     24500
COOPER COS INC               COM NEW          216648402       6.95      100 SH  P    SHARED                       100
COOPER COS INC               COM NEW          216648402      97.23     1400 SH  C    SHARED                      1400
COOPER COS INC               COM NEW          216648402    1325.59    19087 SH       SHARED    01               19087
COOPER COS INC               COM NEW          216648402    3269.71    47080 SH       SHARED                     47080
COOPER INDUSTRIES PLC        SHS              G24140108       6.49      100 SH  P    SHARED                       100
COOPER INDUSTRIES PLC        SHS              G24140108      84.37     1300 SH  C    SHARED                      1300
COOPER INDUSTRIES PLC        SHS              G24140108     147.52     2273 SH       SHARED    21                2273
COOPER INDUSTRIES PLC        SHS              G24140108     765.82    11800 SH       SHARED                               11800
COOPER INDUSTRIES PLC        SHS              G24140108    1039.76    16021 SH       SHARED                     16021
COOPER INDUSTRIES PLC        SHS              G24140108   13343.96   205608 SH       SHARED    01              205608
COOPER TIRE & RUBR CO        COM              216831107       5.95      231 SH       SHARED    21                 231
COOPER TIRE & RUBR CO        COM              216831107      25.75     1000 SH  P    SHARED                      1000
COOPER TIRE & RUBR CO        COM              216831107      43.78     1700 SH  C    SHARED                      1700
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
COOPER TIRE & RUBR CO        COM              216831107     142.96     5552 SH       SHARED    01                5552
COPA HOLDINGS SA             CL A             P31076105      17.69      335 SH       SHARED    01                 335
COPA HOLDINGS SA             CL A             P31076105     300.96     5700 SH       SHARED    20                          5700
COPA HOLDINGS SA             CL A             P31076105     505.35     9571 SH       SHARED                      9571
COPANO ENERGY L L C          COM UNITS        217202100      99.68     2800 SH  P    SHARED                      2800
COPANO ENERGY L L C          COM UNITS        217202100     238.52     6700 SH  C    SHARED                      6700
COPANO ENERGY L L C          COM UNITS        217202100   10114.07   284103 SH       SHARED                    284103
COPANO ENERGY L L C          COM UNITS        217202100   27945.15   784976 SH       SHARED    01              784976
COPART INC                   COM              217204106         13      300 SH  C    SHARED                       300
COPART INC                   COM              217204106      15.73      363 SH       SHARED    21                 363
COPART INC                   COM              217204106      43.33     1000 SH  P    SHARED                      1000
COPART INC                   COM              217204106     196.07     4525 SH       SHARED    20                          4525
COPART INC                   COM              217204106    1930.57    44555 SH       SHARED    01               44555
COPART INC                   COM              217204106    1962.59    45294 SH       SHARED                     45294
CORCEPT THERAPEUTICS INC     COM              218352102     203.88    47972 SH       SHARED                     47972
CORCEPT THERAPEUTICS INC     COM              218352102     970.62   228381 SH       SHARED    01              228381
CORE LABORATORIES LP         NOTE 0.250%10/3  21868FAB9      13.37     6000 PRN      SHARED    01                6000
CORE LABORATORIES N V        COM              N22717107      20.43      200 SH  P    SHARED                       200
CORE LABORATORIES N V        COM              N22717107      40.87      400 SH       SHARED    21                 400
CORE LABORATORIES N V        COM              N22717107     459.77     4500 SH  C    SHARED                      4500
CORE LABORATORIES N V        COM              N22717107     747.78     7319 SH       SHARED                      7319
CORE LABORATORIES N V        COM              N22717107    4766.03    46648 SH       SHARED    01               46648
CORE MARK HOLDING CO INC     COM              218681104       2.74       83 SH       SHARED    01                  83
CORE MARK HOLDING CO INC     COM              218681104      79.25     2398 SH       SHARED                      2398
CORE MOLDING TECHNOLOGIES IN COM              218683100      20.35     2633 SH       SOLE              2633
CORELOGIC INC                COM              21871D103       62.9     3400 SH  C    SOLE              3400
CORELOGIC INC                COM              21871D103   27994.98  1513242 SH       SOLE           1513242
CORESITE RLTY CORP           COM              21870Q105     135.88     8578 SH       SHARED    01                8578
CORINTHIAN COLLEGES INC      COM              218868107      14.55     3292 SH       SHARED    01                3292
CORINTHIAN COLLEGES INC      COM              218868107     144.09    32600 SH  P    SHARED                     32600
CORINTHIAN COLLEGES INC      COM              218868107      393.9    89118 SH       SHARED                     89118
CORINTHIAN COLLEGES INC      COM              218868107     486.64   110100 SH  C    SHARED                    110100
CORMEDIX INC                 COM              21900C100       4.93     2755 SH       SOLE              2755
CORN PRODS INTL INC          COM              219023108       5.18      100 SH  C    SHARED                       100
CORN PRODS INTL INC          COM              219023108    4280.54    82604 SH       SHARED    01               82604
CORN PRODS INTL INC          COM              219023108    5443.69   105050 SH       SHARED                    105050
CORNERSTONE STRATEGIC VALUE  COM NEW          21924B203      10.17      975 SH       SHARED    01                 975
CORNERSTONE THERAPEUTICS INC COM              21924P103       0.71      108 SH       SOLE               108
CORNERSTONE TOTAL RTRN FD IN COM NEW          21924U201       0.72       76 SH       SHARED    01                  76
CORNING INC                  COM              219350105      65.05     3153 SH       SHARED    21                3153
CORNING INC                  COM              219350105       68.7     3330 SH       SHARED    20                          3330
CORNING INC                  COM              219350105    2139.23   103695 SH       SHARED                              103695
CORNING INC                  COM              219350105    2543.31   123282 SH       SHARED                    123282
CORNING INC                  COM              219350105    9341.26   452800 SH  P    SHARED                    452800
CORNING INC                  COM              219350105    18734.1   908100 SH  C    SHARED                    908100
CORNING INC                  COM              219350105    47549.9  2304891 SH       SHARED    01             2304891
CORPBANCA                    SPONSORED ADR    21987A209       6.54      292 SH       SHARED    01                 292
CORPBANCA                    SPONSORED ADR    21987A209     109.76     4902 SH       SHARED                      4902
CORPORATE EXECUTIVE BRD CO   COM              21988R102      80.86     2003 SH       SHARED    01                2003
CORPORATE EXECUTIVE BRD CO   COM              21988R102     727.35    18017 SH       SHARED                     18017
CORPORATE OFFICE PPTYS TR    SH BEN INT       22002T108      14.46      400 SH  C    SHARED                       400
CORPORATE OFFICE PPTYS TR    SH BEN INT       22002T108      23.24      643 SH       SHARED    21                 643
CORPORATE OFFICE PPTYS TR    SH BEN INT       22002T108    1458.21    40349 SH       SHARED                               40349
CORPORATE OFFICE PPTYS TR    SH BEN INT       22002T108    1534.07    42448 SH       SHARED    01               42448
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CORPORATE OFFICE PPTYS TR    SH BEN INT       22002T108    4203.01   116298 SH       SHARED                    116298
CORRECTIONS CORP AMER NEW    COM NEW          22025Y407       12.2      500 SH  C    SHARED                       500
CORRECTIONS CORP AMER NEW    COM NEW          22025Y407       14.4      590 SH       SHARED    21                 590
CORRECTIONS CORP AMER NEW    COM NEW          22025Y407     112.92     4628 SH       SHARED                                4628
CORRECTIONS CORP AMER NEW    COM NEW          22025Y407     348.75    14293 SH       SHARED    01               14293
CORRECTIONS CORP AMER NEW    COM NEW          22025Y407     2539.7   104086 SH       SHARED                    104086
CORVEL CORP                  COM              221006109     212.24     3991 SH       SOLE              3991
COSAN LTD                    SHS A            G25343107      15.48     1200 SH  P    SHARED                      1200
COSAN LTD                    SHS A            G25343107     161.08    12487 SH       SHARED    01               12487
COSAN LTD                    SHS A            G25343107     546.83    42390 SH       SHARED                     42390
COSAN LTD                    SHS A            G25343107     597.27    46300 SH  C    SHARED                     46300
COSAN LTD                    SHS A            G25343107     1780.2   138000 SH       SHARED                              138000
COSI INC                     COM              22122P101        244   198378 SH       SOLE            198378
COST PLUS INC CALIF          COM              221485105      88.38     9000 SH       SOLE              9000
COST PLUS INC CALIF          COM              221485105     163.99    16700 SH  C    SOLE             16700
COSTAMARE INC                SHS              Y1771G102       16.8      966 SH       SOLE               966
COSTAR GROUP INC             COM              22160N109     125.36     2000 SH  C    SHARED                      2000
COSTAR GROUP INC             COM              22160N109      156.7     2500 SH       SHARED    01                2500
COSTAR GROUP INC             COM              22160N109     369.81     5900 SH  P    SHARED                      5900
COSTAR GROUP INC             COM              22160N109     488.65     7796 SH       SHARED                      7796
COSTCO COMPANIES INC         NOTE 8/1         22160QAC6       3.25     2000 PRN      SHARED    01                2000
COSTCO COMPANIES INC         NOTE 8/1         22160QAC6     496.87   306000 PRN      SHARED                    306000
COSTCO WHSL CORP NEW         COM              22160K105      13.27      181 SH       SHARED    21                 181
COSTCO WHSL CORP NEW         COM              22160K105      31.16      425 SH       SHARED    20                           425
COSTCO WHSL CORP NEW         COM              22160K105      99.94     1363 SH       SHARED                      1363
COSTCO WHSL CORP NEW         COM              22160K105    2863.81    39059 SH       SHARED                               39059
COSTCO WHSL CORP NEW         COM              22160K105   12317.76   168000 SH  P    SHARED                    168000
COSTCO WHSL CORP NEW         COM              22160K105   12435.07   169600 SH  C    SHARED                    169600
COSTCO WHSL CORP NEW         COM              22160K105   34615.77   472119 SH       SHARED    01              472119
COTT CORP QUE                COM              22163N106        8.4     1000 SH  P    SHARED                      1000
COTT CORP QUE                COM              22163N106        8.4     1000 SH       SHARED                      1000
COTT CORP QUE                COM              22163N106     2865.7   341155 SH       SHARED    01              341155
COUNTRY STYLE COOKING RESTAU SPONSORED ADR    22238M109      85.64     5184 SH       SHARED    01                5184
COURIER CORP                 COM              222660102     255.22    18282 SH       SHARED    01               18282
COUSINS PPTYS INC            COM              222795106       0.84      100 SH  P    SHARED                       100
COUSINS PPTYS INC            COM              222795106      13.31     1594 SH       SHARED    01                1594
COUSINS PPTYS INC            COM              222795106      478.3    57281 SH       SHARED                     57281
COUSINS PPTYS INC            COM              222795106     526.72    63080 SH       SHARED                               63080
COVANCE INC                  COM              222816100       18.6      340 SH       SHARED    20                           340
COVANCE INC                  COM              222816100      71.14     1300 SH  C    SHARED                      1300
COVANCE INC                  COM              222816100     123.01     2248 SH       SHARED                      2248
COVANCE INC                  COM              222816100     213.41     3900 SH       SHARED                                3900
COVANCE INC                  COM              222816100     458.88     8386 SH       SHARED    01                8386
COVANTA HLDG CORP            COM              22282E102      25.48     1492 SH       SHARED    01                1492
COVANTA HLDG CORP            COM              22282E102    2024.41   118525 SH       SHARED                    118525
COVANTA HLDG CORP            DBCV 1.000% 2/0  22282EAA0       1.98     2000 PRN      SHARED    01                2000
COVENANT TRANSN GROUP INC    CL A             22284P105      19.04     2058 SH       SOLE              2058
COVENTRY HEALTH CARE INC     COM              222862104      12.74      400 SH  P    SHARED                       400
COVENTRY HEALTH CARE INC     COM              222862104     371.71    11667 SH       SHARED                               11667
COVENTRY HEALTH CARE INC     COM              222862104     603.56    18944 SH       SHARED    01               18944
COVENTRY HEALTH CARE INC     COM              222862104    1819.21    57100 SH  C    SHARED                     57100
COVIDIEN PLC                 SHS              G2554F105       4.03       78 SH       SHARED                        78
COVIDIEN PLC                 SHS              G2554F105      67.08     1299 SH       SHARED    01                1299
COWEN GROUP INC NEW          CL A             223622101      62.77    15653 SH       SHARED                     15653
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
COWEN GROUP INC NEW          CL A             223622101     116.74    29111 SH       SHARED    01               29111
CP HOLDRS                    DEP RCPTS CP     12616K106     148.61     1069 SH       SHARED                      1069
CP HOLDRS                    DEP RCPTS CP     12616K106      422.2     3037 SH       SHARED    01                3037
CPFL ENERGIA S A             SPONSORED ADR    126153105      113.2     1295 SH       SHARED                      1295
CPFL ENERGIA S A             SPONSORED ADR    126153105    7005.65    80147 SH       SHARED    01               80147
CPI AEROSTRUCTURES INC       COM NEW          125919308     566.81    37290 SH       SHARED    01               37290
CPI CORP                     COM              125902106     125.92     5594 SH       SOLE              5594
CRA INTL INC                 COM              12618T105     127.72     4430 SH       SOLE              4430
CRACKER BARREL OLD CTRY STOR COM              22410J106      39.31      800 SH  P    SHARED                       800
CRACKER BARREL OLD CTRY STOR COM              22410J106     970.96    19759 SH       SHARED    01               19759
CRACKER BARREL OLD CTRY STOR COM              22410J106    1371.89    27918 SH       SHARED                     27918
CRAFT BREWERS ALLIANCE INC   COM              224122101       30.1     3308 SH       SOLE              3308
CRANE CO                     COM              224399105    1563.08    32275 SH       SHARED    01               32275
CRANE CO                     COM              224399105    1819.27    37565 SH       SHARED                     37565
CRAY INC                     COM NEW          225223304       8.39     1300 SH  C    SOLE              1300
CRAY INC                     COM NEW          225223304      79.83    12377 SH       SOLE             12377
CREDICORP LTD                COM              G2519Y108     718.67     6849 SH       SHARED    01                6849
CREDICORP LTD                COM              G2519Y108    1314.56    12528 SH       SHARED                     12528
CREDIT ACCEP CORP MICH       COM              225310101     388.44     5474 SH       SOLE              5474
CREDIT SUISSE ASSET MGMT INC COM              224916106       27.5     7493 SH       SHARED                      7493
CREDIT SUISSE ASSET MGMT INC COM              224916106     156.09    42531 SH       SHARED    01               42531
CREDIT SUISSE GROUP          SPONSORED ADR    225401108      143.2     3363 SH       SHARED    21                3363
CREDIT SUISSE GROUP          SPONSORED ADR    225401108     4282.1   100566 SH       SHARED    01              100566
CREDIT SUISSE HIGH YLD BND F SH BEN INT       22544F103     421.54   135544 SH       SHARED    01              135544
CREDIT SUISSE NASSAU BRH     ETN IDX-LKD 20   22542D845       7.57      366 SH       SOLE               366
CREDO PETE CORP              COM PAR $0.10    225439207       6.39      500 SH       SHARED    01                 500
CREE INC                     COM              225447101     510.07    11050 SH       SHARED                               11050
CREE INC                     COM              225447101    8262.64   179000 SH  P    SHARED                    179000
CREE INC                     COM              225447101    8270.26   179165 SH       SHARED    01              179165
CREE INC                     COM              225447101    9843.39   213245 SH       SHARED                    213245
CREE INC                     COM              225447101   26071.17   564800 SH  C    SHARED                    564800
CRESCENT FINL CORP           COM              225744101       6.46     1596 SH       SHARED                      1596
CRESCENT FINL CORP           COM              225744101        8.1     2000 SH       SHARED    01                2000
CRESTWOOD MIDSTREAM PRTNERS  COM UNITS REPSTG 226372100      44.95     1496 SH       SHARED                      1496
CRESTWOOD MIDSTREAM PRTNERS  COM UNITS REPSTG 226372100    1303.42    43375 SH       SHARED    01               43375
CRESUD S A C I F Y A         SPONSORED ADR    226406106     173.42     9581 SH       SHARED                      9581
CRESUD S A C I F Y A         SPONSORED ADR    226406106    1204.74    66560 SH       SHARED    01               66560
CRESUD SA COMERCIAL          *W EXP 05/22/201 P3311R192       0.12      541 SH       SOLE               541
CREXUS INVT CORP             COM              226553105     632.44    55380 SH       SHARED    01               55380
CRH PLC                      ADR              12626K203       5.92      255 SH       SHARED    21                 255
CRH PLC                      ADR              12626K203     707.49    30469 SH       SHARED    01               30469
CRIMSON EXPLORATION INC      COM NEW          22662K207     116.32    28511 SH       SOLE             28511
CROCS INC                    COM              227046109     101.24     5675 SH       SHARED                      5675
CROCS INC                    COM              227046109     783.91    43941 SH       SHARED    01               43941
CROCS INC                    COM              227046109     920.54    51600 SH  C    SHARED                     51600
CROCS INC                    COM              227046109    1100.73    61700 SH  P    SHARED                     61700
CROSS A T CO                 CL A             227478104       0.01        1 SH       SHARED    01                   1
CROSS A T CO                 CL A             227478104       6.25      586 SH       SHARED                       586
CROSS CTRY HEALTHCARE INC    COM              227483104       2.27      290 SH       SHARED    20                           290
CROSS CTRY HEALTHCARE INC    COM              227483104      11.51     1470 SH       SHARED    01                1470
CROSS CTRY HEALTHCARE INC    COM              227483104     104.41    13334 SH       SHARED                     13334
CROSS TIMBERS RTY TR         TR UNIT          22757R109      44.64      945 SH       SHARED                       945
CROSS TIMBERS RTY TR         TR UNIT          22757R109    1379.94    29215 SH       SHARED    01               29215
CROSSTEX ENERGY INC          COM              22765Y104     133.05    13381 SH       SHARED    01               13381
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CROSSTEX ENERGY INC          COM              22765Y104     174.43    17543 SH       SHARED                     17543
CROSSTEX ENERGY L P          COM              22765U102     486.57    28757 SH       SHARED                     28757
CROSSTEX ENERGY L P          COM              22765U102     615.18    36358 SH       SHARED    01               36358
CROWN CASTLE INTL CORP       COM              228227104      21.28      500 SH  C    SHARED                       500
CROWN CASTLE INTL CORP       COM              228227104     742.71    17455 SH       SHARED                     17455
CROWN CASTLE INTL CORP       COM              228227104     897.81    21100 SH       SHARED                               21100
CROWN CASTLE INTL CORP       COM              228227104    4532.21   106515 SH       SHARED    20                        106515
CROWN CASTLE INTL CORP       COM              228227104    4899.76   115153 SH       SHARED    01              115153
CROWN CASTLE INTL CORP       COM              228227104   40499.09   951800 SH  P    SHARED                    951800
CROWN CRAFTS INC             COM              228309100       3.65      755 SH       SOLE               755
CROWN HOLDINGS INC           COM              228368106     305.13     7909 SH       SHARED                      7909
CROWN HOLDINGS INC           COM              228368106     401.23    10400 SH       SHARED                               10400
CROWN HOLDINGS INC           COM              228368106     694.44    18000 SH  P    SHARED                     18000
CROWN HOLDINGS INC           COM              228368106     790.89    20500 SH  C    SHARED                     20500
CROWN HOLDINGS INC           COM              228368106   10069.53   261004 SH       SHARED    01              261004
CRUCELL N V                  SPONSORED ADR    228769105      18.28      520 SH       SOLE               520
CRUDE CARRIERS CORPORATION   COM              Y1820X106     736.84    48765 SH       SHARED    01               48765
CRYOLIFE INC                 COM              228903100      15.56     2550 SH       SHARED    01                2550
CRYOLIFE INC                 COM              228903100      78.12    12807 SH       SHARED                     12807
CRYPTOLOGIC LIMITED          SHS              G3159C109       0.66      400 SH  C    SOLE               400
CRYPTOLOGIC LIMITED          SHS              G3159C109       7.38     4500 SH       SOLE              4500
CRYSTAL ROCK HLDGS INC       COM              22940F103       1.15     1364 SH       SOLE              1364
CRYSTALLEX INTL CORP         COM              22942F101       0.41     2761 SH       SHARED                      2761
CRYSTALLEX INTL CORP         COM              22942F101       1.37     9125 SH       SHARED    01                9125
CSG SYS INTL INC             COM              126349109       0.42       21 SH       SHARED    01                  21
CSG SYS INTL INC             COM              126349109       3.53      177 SH       SHARED    21                 177
CSG SYS INTL INC             COM              126349109      19.94     1000 SH  C    SHARED                      1000
CSG SYS INTL INC             COM              126349109    1783.07    89422 SH       SHARED                     89422
CSX CORP                     COM              126408103      14.23      181 SH       SHARED    21                 181
CSX CORP                     COM              126408103      33.41      425 SH       SHARED    20                           425
CSX CORP                     COM              126408103     441.97     5623 SH       SHARED                      5623
CSX CORP                     COM              126408103    6302.15    80180 SH       SHARED                               80180
CSX CORP                     COM              126408103    8221.56   104600 SH  P    SHARED                    104600
CSX CORP                     COM              126408103   19736.46   251100 SH  C    SHARED                    251100
CSX CORP                     COM              126408103   120069.6  1527603 SH       SHARED    01             1527603
CSX CORP                     DBCV 10/3        126408GA5       5.58     2000 PRN      SHARED    01                2000
CTC MEDIA INC                COM              12642X106       4.71      200 SH  P    SHARED                       200
CTC MEDIA INC                COM              12642X106      14.14      600 SH  C    SHARED                       600
CTC MEDIA INC                COM              12642X106      26.87     1140 SH       SHARED    01                1140
CTC MEDIA INC                COM              12642X106    1522.67    64602 SH       SHARED                     64602
CTI INDUSTRIES CORP          COM NEW          125961300       1.45      292 SH       SOLE               292
CTRIP COM INTL LTD           AMERICAN DEP SHS 22943F100     706.95    17039 SH       SHARED    01               17039
CTRIP COM INTL LTD           AMERICAN DEP SHS 22943F100    1194.58    28792 SH       SHARED                     28792
CTS CORP                     COM              126501105       10.8     1000 SH       SHARED    01                1000
CTS CORP                     COM              126501105     181.75    16829 SH       SHARED                     16829
CUBIC CORP                   COM              229669106        253     4400 SH       SHARED    01                4400
CUBIC CORP                   COM              229669106     455.52     7922 SH       SHARED                      7922
CUBIC ENERGY INC             COM              229675103       4.26     6000 SH       SHARED    01                6000
CUBIST PHARMACEUTICALS INC   COM              229678107       6.81      270 SH       SHARED    20                           270
CUBIST PHARMACEUTICALS INC   COM              229678107     205.76     8152 SH       SHARED    01                8152
CUBIST PHARMACEUTICALS INC   COM              229678107     673.91    26700 SH  P    SHARED                     26700
CUBIST PHARMACEUTICALS INC   COM              229678107    1765.39    69944 SH       SHARED                     69944
CUBIST PHARMACEUTICALS INC   COM              229678107    4979.85   197300 SH  C    SHARED                    197300
CULLEN FROST BANKERS INC     COM              229899109       4.25       72 SH       SHARED    21                  72
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CULLEN FROST BANKERS INC     COM              229899109      168.8     2860 SH       SHARED    20                          2860
CULLEN FROST BANKERS INC     COM              229899109      603.6    10227 SH       SHARED                     10227
CULLEN FROST BANKERS INC     COM              229899109    3175.51    53804 SH       SHARED    01               53804
CULLEN FROST BANKERS INC     COM              229899109     3246.1    55000 SH  C    SHARED                     55000
CUMBERLAND PHARMACEUTICALS I COM              230770109      22.94     4148 SH       SHARED                      4148
CUMBERLAND PHARMACEUTICALS I COM              230770109      34.29     6200 SH       SHARED    01                6200
CUMMINS INC                  COM              231021106      51.52      470 SH       SHARED    20                           470
CUMMINS INC                  COM              231021106      86.71      791 SH       SHARED    21                 791
CUMMINS INC                  COM              231021106    1403.14    12800 SH       SHARED                               12800
CUMMINS INC                  COM              231021106    4676.61    42662 SH       SHARED                     42662
CUMMINS INC                  COM              231021106    8100.92    73900 SH  C    SHARED                     73900
CUMMINS INC                  COM              231021106    8747.68    79800 SH  P    SHARED                     79800
CUMMINS INC                  COM              231021106   67139.95   612479 SH       SHARED    01              612479
CUMULUS MEDIA INC            CL A             231082108    4947.77  1140039 SH       SOLE           1140039
CURIS INC                    COM              231269101       19.5     6000 SH       SHARED    01                6000
CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL   23129U101      10.38      100 SH       SHARED                       100
CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL   23129U101    2273.44    21900 SH  P    SHARED                     21900
CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL   23129U101    2574.49    24800 SH  C    SHARED                     24800
CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL   23129U101    4629.51    44596 SH       SHARED    01               44596
CURRENCYSHARES CDN DLR TR    CDN DOLLAR SHS   23129X105    7313.13    71285 SH       SHARED    01               71285
CURRENCYSHARES EURO TR       EURO SHS         23130C108     379.16     2686 SH       SHARED    01                2686
CURRENCYSHARES EURO TR       EURO SHS         23130C108    5491.12    38900 SH  C    SHARED                     38900
CURRENCYSHARES EURO TR       EURO SHS         23130C108   45114.74   319600 SH  P    SHARED                    319600
CURRENCYSHARES EURO TR       EURO SHS         23130C108   53021.39   375612 SH       SHARED                    375612
CURRENCYSHARES MEXICAN PESO  MEXICAN PES SH   23130H107       76.2      903 SH       SHARED    01                 903
CURRENCYSHARES SWEDISH KRONA SWEDISH KRONA    23129R108     787.51     4982 SH       SHARED    01                4982
CURRENCYSHARES SWISS FRANC T SWISS FRANC SH   23129V109     151.03     1400 SH  P    SHARED                      1400
CURRENCYSHARES SWISS FRANC T SWISS FRANC SH   23129V109     474.65     4400 SH  C    SHARED                      4400
CURRENCYSHARES SWISS FRANC T SWISS FRANC SH   23129V109     5416.4    50210 SH       SHARED                     50210
CURRENCYSHARES SWISS FRANC T SWISS FRANC SH   23129V109   10836.58   100455 SH       SHARED    01              100455
CURRENCYSHS BRIT POUND STER  BRIT POUND STE   23129S106     422.12     2646 SH       SHARED    01                2646
CURRENCYSHS BRIT POUND STER  BRIT POUND STE   23129S106     877.42     5500 SH  C    SHARED                      5500
CURRENCYSHS BRIT POUND STER  BRIT POUND STE   23129S106    1978.17    12400 SH  P    SHARED                     12400
CURRENCYSHS JAPANESE YEN TR  JAPANESE YEN     23130A102      11.28       95 SH       SHARED    01                  95
CURRENCYSHS JAPANESE YEN TR  JAPANESE YEN     23130A102    2326.03    19586 SH       SHARED                     19586
CURRENCYSHS JAPANESE YEN TR  JAPANESE YEN     23130A102    3455.92    29100 SH  C    SHARED                     29100
CURRENCYSHS JAPANESE YEN TR  JAPANESE YEN     23130A102    8348.83    70300 SH  P    SHARED                     70300
CURTISS WRIGHT CORP          COM              231561101    1322.67    37640 SH       SHARED    01               37640
CURTISS WRIGHT CORP          COM              231561101       1379    39243 SH       SHARED                     39243
CUSHING MLP TOTAL RETURN FD  COM SHS          231631102     444.54    40971 SH       SHARED    01               40971
CUTERA INC                   COM              232109108         15     1750 SH       SHARED    01                1750
CVB FINL CORP                COM              126600105      46.55     5000 SH  C    SHARED                      5000
CVB FINL CORP                COM              126600105    1732.87   186130 SH       SHARED    01              186130
CVR ENERGY INC               COM              12662P108      25.48     1100 SH  P    SHARED                      1100
CVR ENERGY INC               COM              12662P108      187.6     8100 SH  C    SHARED                      8100
CVR ENERGY INC               COM              12662P108     272.69    11774 SH       SHARED    01               11774
CVR ENERGY INC               COM              12662P108    1027.59    44369 SH       SHARED                     44369
CVS CAREMARK CORPORATION     COM              126650100     168.82     4919 SH       SHARED    21                4919
CVS CAREMARK CORPORATION     COM              126650100    3159.29    92054 SH       SHARED                               92054
CVS CAREMARK CORPORATION     COM              126650100    3371.94    98250 SH       SHARED    20                         98250
CVS CAREMARK CORPORATION     COM              126650100    8943.79   260600 SH  C    SHARED                    260600
CVS CAREMARK CORPORATION     COM              126650100   10711.27   312100 SH  P    SHARED                    312100
CVS CAREMARK CORPORATION     COM              126650100    17767.7   517707 SH       SHARED                    517707
CVS CAREMARK CORPORATION     COM              126650100   67484.65  1966336 SH       SHARED    01             1966336
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
CYANOTECH CORP               COM PAR $0.02    232437301       0.15       44 SH       SOLE                44
CYBERDEFENDER CORP           COM              23248L107       16.4     8119 SH       SOLE              8119
CYBERONICS INC               COM              23251P102      15.91      500 SH  C    SHARED                       500
CYBERONICS INC               COM              23251P102      54.08     1700 SH  P    SHARED                      1700
CYBERONICS INC               COM              23251P102     289.06     9087 SH       SHARED    01                9087
CYBERONICS INC               COM              23251P102     495.41    15574 SH       SHARED                     15574
CYBEROPTICS CORP             COM              232517102      14.57     1681 SH       SHARED                      1681
CYBEROPTICS CORP             COM              232517102     187.53    21630 SH       SHARED    01               21630
CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6%   23254L207       0.03        6 SH       SOLE                 6
CYCLE CTRY ACCESSORIES CORP  COM              232984104       0.16      466 SH       SOLE               466
CYMER INC                    COM              232572107      39.61      700 SH  C    SHARED                       700
CYMER INC                    COM              232572107     808.13    14283 SH       SHARED                     14283
CYMER INC                    COM              232572107    1477.25    26109 SH       SHARED    01               26109
CYNOSURE INC                 CL A             232577205      18.75     1350 SH       SHARED    01                1350
CYPRESS SEMICONDUCTOR CORP   COM              232806109     937.99    48400 SH  C    SHARED                     48400
CYPRESS SEMICONDUCTOR CORP   COM              232806109    1032.95    53300 SH  P    SHARED                     53300
CYPRESS SEMICONDUCTOR CORP   COM              232806109    2159.86   111448 SH       SHARED                    111448
CYPRESS SEMICONDUCTOR CORP   COM              232806109   11498.41   593313 SH       SHARED    01              593313
CYPRESS SHARPRIDGE INVTS INC COM              23281A307      53.26     4200 SH  C    SHARED                      4200
CYPRESS SHARPRIDGE INVTS INC COM              23281A307     114.12     9000 SH  P    SHARED                      9000
CYPRESS SHARPRIDGE INVTS INC COM              23281A307    1933.81   152509 SH       SHARED                    152509
CYPRESS SHARPRIDGE INVTS INC COM              23281A307    2483.11   195829 SH       SHARED    01              195829
CYTEC INDS INC               COM              232820100      11.53      212 SH       SHARED    21                 212
CYTEC INDS INC               COM              232820100      54.37     1000 SH  P    SHARED                      1000
CYTEC INDS INC               COM              232820100      92.43     1700 SH  C    SHARED                      1700
CYTEC INDS INC               COM              232820100     382.33     7032 SH       SHARED    01                7032
CYTEC INDS INC               COM              232820100    2763.19    50822 SH       SHARED                     50822
CYTOKINETICS INC             COM              23282W100       3.58     2400 SH  C    SHARED                      2400
CYTOKINETICS INC             COM              23282W100      23.99    16100 SH       SHARED    01               16100
CYTOKINETICS INC             COM              23282W100      33.65    22582 SH       SHARED                     22582
CYTORI THERAPEUTICS INC      COM              23283K105      60.07     7682 SH       SHARED    01                7682
CYTORI THERAPEUTICS INC      COM              23283K105     113.39    14500 SH  P    SHARED                     14500
CYTORI THERAPEUTICS INC      COM              23283K105     118.08    15100 SH  C    SHARED                     15100
CYTORI THERAPEUTICS INC      COM              23283K105     369.24    47218 SH       SHARED                     47218
CYTORI THERAPEUTICS INC      *W EXP 09/13/201 23283K113       4.77      856 SH       SOLE               856
CYTRX CORP                   COM NEW          232828301       0.07       75 SH       SHARED    01                  75
CYTRX CORP                   COM NEW          232828301       9.61    10925 SH       SHARED                     10925
D MEDICAL INDUSTRIES LTD     SHS              M28091102        5.4     1472 SH       SOLE              1472
D R HORTON INC               COM              23331A109      42.41     3640 SH       SHARED    20                          3640
D R HORTON INC               COM              23331A109      56.57     4856 SH       SHARED                      4856
D R HORTON INC               COM              23331A109     164.27    14100 SH       SHARED                               14100
D R HORTON INC               COM              23331A109     325.04    27900 SH  P    SHARED                     27900
D R HORTON INC               COM              23331A109      579.3    49725 SH       SHARED    01               49725
D R HORTON INC               COM              23331A109     637.26    54700 SH  C    SHARED                     54700
DAILY JOURNAL CORP           COM              233912104      14.78      200 SH       SHARED    01                 200
DAILY JOURNAL CORP           COM              233912104      16.92      229 SH       SHARED                       229
DAKTRONICS INC               COM              234264109        8.6      800 SH  P    SHARED                       800
DAKTRONICS INC               COM              234264109      11.83     1100 SH  C    SHARED                      1100
DAKTRONICS INC               COM              234264109      47.29     4399 SH       SHARED    01                4399
DAKTRONICS INC               COM              234264109      174.2    16205 SH       SHARED                     16205
DANA HLDG CORP               COM              235825205      102.6     5900 SH  P    SHARED                      5900
DANA HLDG CORP               COM              235825205      182.6    10500 SH  C    SHARED                     10500
DANA HLDG CORP               COM              235825205    3471.55   199629 SH       SHARED    01              199629
DANA HLDG CORP               COM              235825205    6999.77   402517 SH       SHARED                    402517
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DANAHER CORP DEL             COM              235851102      97.26     1874 SH       SHARED    21                1874
DANAHER CORP DEL             COM              235851102      830.4    16000 SH  P    SHARED                     16000
DANAHER CORP DEL             COM              235851102    1927.05    37130 SH       SHARED                               37130
DANAHER CORP DEL             COM              235851102    3369.35    64920 SH       SHARED    20                         64920
DANAHER CORP DEL             COM              235851102   10732.92   206800 SH  C    SHARED                    206800
DANAHER CORP DEL             COM              235851102   42111.09   811389 SH       SHARED    01              811389
DANAHER CORP DEL             NOTE 1/2         235851AF9         21    14000 PRN      SHARED    01               14000
DANAOS CORPORATION           SHS              Y1968P105      14.45     2131 SH       SOLE              2131
DANVERS BANCORP INC          COM              236442109    1476.07    68911 SH       SOLE             68911
DAQO NEW ENERGY CORP         SPONSORED ADR    23703Q104       6.44      500 SH       SHARED    01                 500
DARDEN RESTAURANTS INC       COM              237194105      96.05     1955 SH       SHARED    20                          1955
DARDEN RESTAURANTS INC       COM              237194105     432.34     8800 SH       SHARED                                8800
DARDEN RESTAURANTS INC       COM              237194105    1101.45    22419 SH       SHARED                     22419
DARDEN RESTAURANTS INC       COM              237194105    1744.12    35500 SH  C    SHARED                     35500
DARDEN RESTAURANTS INC       COM              237194105    2328.76    47400 SH  P    SHARED                     47400
DARDEN RESTAURANTS INC       COM              237194105   16073.42   327161 SH       SHARED    01              327161
DARLING INTL INC             COM              237266101      12.42      808 SH       SHARED    21                 808
DARLING INTL INC             COM              237266101    1016.63    66144 SH       SHARED    01               66144
DARLING INTL INC             COM              237266101    2159.49   140500 SH  C    SHARED                    140500
DARLING INTL INC             COM              237266101    2779.28   180825 SH       SHARED                    180825
DATA I O CORP                COM              237690102       7.53     1247 SH       SOLE              1247
DATARAM CORP                 COM PAR $1       238108203       3.03     1316 SH       SOLE              1316
DATAWATCH CORP               COM NEW          237917208       4.23      806 SH       SOLE               806
DAVITA INC                   COM              23918K108     119.71     1400 SH  C    SHARED                      1400
DAVITA INC                   COM              23918K108     624.22     7300 SH       SHARED                                7300
DAVITA INC                   COM              23918K108    2997.21    35051 SH       SHARED    01               35051
DAWSON GEOPHYSICAL CO        COM              239359102       4.39      100 SH  C    SHARED                       100
DAWSON GEOPHYSICAL CO        COM              239359102       8.47      193 SH       SHARED    21                 193
DAWSON GEOPHYSICAL CO        COM              239359102     143.05     3260 SH       SHARED                      3260
DAWSON GEOPHYSICAL CO        COM              239359102     424.06     9664 SH       SHARED    01                9664
DAYSTAR TECHNOLOGIES INC     COM NEW          23962Q308       0.49      561 SH       SOLE               561
DCA TOTAL RETURN FD          COM              233066109        7.6     2026 SH       SHARED    01                2026
DCA TOTAL RETURN FD          COM              233066109      15.74     4196 SH       SHARED                      4196
DCP MIDSTREAM PARTNERS LP    COM UT LTD PTN   23311P100      20.25      500 SH  C    SHARED                       500
DCP MIDSTREAM PARTNERS LP    COM UT LTD PTN   23311P100      28.35      700 SH  P    SHARED                       700
DCP MIDSTREAM PARTNERS LP    COM UT LTD PTN   23311P100     3337.4    82405 SH       SHARED    01               82405
DCP MIDSTREAM PARTNERS LP    COM UT LTD PTN   23311P100    6386.73   157697 SH       SHARED                    157697
DCT INDUSTRIAL TRUST INC     COM              233153105     606.07   109202 SH       SHARED    01              109202
DCT INDUSTRIAL TRUST INC     COM              233153105     743.85   134027 SH       SHARED                              134027
DCT INDUSTRIAL TRUST INC     COM              233153105    1092.37   196823 SH       SHARED                    196823
DDI CORP                     COM 0.0001 NEW   233162502        7.4      700 SH       SHARED    01                 700
DDI CORP                     COM 0.0001 NEW   233162502     152.94    14469 SH       SHARED                     14469
DEALERTRACK HLDGS INC        COM              242309102       6.07      265 SH       SHARED    20                           265
DEALERTRACK HLDGS INC        COM              242309102      30.94     1350 SH       SHARED    01                1350
DEALERTRACK HLDGS INC        COM              242309102     609.76    26604 SH       SHARED                     26604
DEAN FOODS CO NEW            COM              242370104    1295.13   129513 SH       SHARED    01              129513
DEAN FOODS CO NEW            COM              242370104       1555   155500 SH  C    SHARED                    155500
DEAN FOODS CO NEW            COM              242370104       1889   188900 SH  P    SHARED                    188900
DEAN FOODS CO NEW            COM              242370104    15699.6  1569960 SH       SHARED                   1569960
DEARBORN BANCORP INC         COM              24242R108       2.25     1585 SH       SOLE              1585
DECKERS OUTDOOR CORP         COM              243537107       2.84       33 SH       SHARED    21                  33
DECKERS OUTDOOR CORP         COM              243537107    1447.32    16800 SH  P    SHARED                     16800
DECKERS OUTDOOR CORP         COM              243537107    1516.24    17600 SH  C    SHARED                     17600
DECKERS OUTDOOR CORP         COM              243537107    3224.85    37433 SH       SHARED                     37433
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DECKERS OUTDOOR CORP         COM              243537107   10714.99   124376 SH       SHARED    01              124376
DEER CONSUMER PRODS INC      COM NEW          24379J200      37.75     5200 SH  C    SHARED                      5200
DEER CONSUMER PRODS INC      COM NEW          24379J200      49.37     6800 SH  P    SHARED                      6800
DEER CONSUMER PRODS INC      COM NEW          24379J200     500.58    68951 SH       SHARED    01               68951
DEER CONSUMER PRODS INC      COM NEW          24379J200     571.71    78748 SH       SHARED                     78748
DEERE & CO                   COM              244199105      84.29      870 SH       SHARED    20                           870
DEERE & CO                   COM              244199105     134.97     1393 SH       SHARED    21                1393
DEERE & CO                   COM              244199105    3781.62    39030 SH       SHARED                               39030
DEERE & CO                   COM              244199105    9892.47   102100 SH  C    SHARED                    102100
DEERE & CO                   COM              244199105   18375.38   189652 SH       SHARED                    189652
DEERE & CO                   COM              244199105   25956.83   267900 SH  P    SHARED                    267900
DEERE & CO                   COM              244199105   77887.84   803879 SH       SHARED    01              803879
DEERFIELD CAPITAL CORP       COM NEW          244331302      15.03     2313 SH       SOLE              2313
DELAWAR INVTS AZ MUN INCOME  COM              246100101      16.93     1311 SH       SOLE              1311
DELAWARE ENHANCED GBL DIV &  COM              246060107       0.12        9 SH       SHARED                         9
DELAWARE ENHANCED GBL DIV &  COM              246060107      13.89     1047 SH       SHARED    01                1047
DELAWARE INV CO MUN INC FD I COM              246101109      16.19     1300 SH       SHARED    01                1300
DELAWARE INV CO MUN INC FD I COM              246101109      53.12     4267 SH       SHARED                      4267
DELAWARE INV GLBL DIV & INC  COM              245916101     168.45    22887 SH       SHARED    01               22887
DELAWARE INV MN MUN INC FD I COM              24610V103       9.97      791 SH       SHARED                       791
DELAWARE INV MN MUN INC FD I COM              24610V103     553.24    43908 SH       SHARED    01               43908
DELAWARE INVT NAT MUNI INC F SH BEN INT       24610T108       2.43      199 SH       SHARED                       199
DELAWARE INVT NAT MUNI INC F SH BEN INT       24610T108      13.22     1084 SH       SHARED    01                1084
DELAWARE INVTS DIV & INCOME  COM              245915103     712.56    87431 SH       SHARED    01               87431
DELCATH SYS INC              COM              24661P104       16.2     2200 SH       SHARED    01                2200
DELCATH SYS INC              COM              24661P104      164.9    22396 SH       SHARED                     22396
DELCATH SYS INC              COM              24661P104     176.71    24000 SH  P    SHARED                     24000
DELCATH SYS INC              COM              24661P104      545.6    74100 SH  C    SHARED                     74100
DELEK US HLDGS INC           COM              246647101     143.23    10563 SH       SHARED    01               10563
DELEK US HLDGS INC           COM              246647101      264.5    19506 SH       SHARED                     19506
DELL INC                     COM              24702R101        6.2      427 SH       SHARED    21                 427
DELL INC                     COM              24702R101     573.22    39505 SH       SHARED    20                         39505
DELL INC                     COM              24702R101    1823.01   125638 SH       SHARED                              125638
DELL INC                     COM              24702R101   11785.56   812237 SH       SHARED                    812237
DELL INC                     COM              24702R101    13722.5   945727 SH       SHARED    01              945727
DELL INC                     COM              24702R101   17162.43  1182800 SH  C    SHARED                   1182800
DELL INC                     COM              24702R101   17243.68  1188400 SH  P    SHARED                   1188400
DELPHI FINL GROUP INC        CL A             247131105       6.91      225 SH       SHARED    21                 225
DELPHI FINL GROUP INC        CL A             247131105     903.61    29424 SH       SHARED    01               29424
DELPHI FINL GROUP INC        CL A             247131105     990.46    32252 SH       SHARED                     32252
DELTA AIR LINES INC DEL      COM NEW          247361702       7.36      751 SH       SHARED    21                 751
DELTA AIR LINES INC DEL      COM NEW          247361702      191.1    19500 SH       SHARED                               19500
DELTA AIR LINES INC DEL      COM NEW          247361702    1890.73   192932 SH       SHARED    01              192932
DELTA AIR LINES INC DEL      COM NEW          247361702    2163.53   220768 SH  C    SHARED                    220768
DELTA AIR LINES INC DEL      COM NEW          247361702   30919.71  3155072 SH       SHARED                   3155072
DELTA AIR LINES INC DEL      COM NEW          247361702    77228.9  7880500 SH  P    SHARED                   7880500
DELTA APPAREL INC            COM              247368103      14.29     1000 SH       SHARED    01                1000
DELTA NAT GAS INC            COM              247748106      672.9    21262 SH       SHARED    01               21262
DELTA PETE CORP              COM NEW          247907207       0.25      277 SH       SHARED    01                 277
DELTA PETE CORP              COM NEW          247907207      59.79    65700 SH  C    SHARED                     65700
DELTA PETE CORP              COM NEW          247907207     161.24   177191 SH       SHARED                    177191
DELTA PETE CORP              NOTE 3.750% 5/0  247907AD0       1.72     2000 PRN      SHARED    01                2000
DELTEK INC                   COM              24784L105      48.88     6431 SH       SOLE              6431
DELTIC TIMBER CORP           COM              247850100     304.12     4550 SH       SHARED    01                4550
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DELTIC TIMBER CORP           COM              247850100     627.23     9384 SH       SHARED                      9384
DELUXE CORP                  COM              248019101     191.09     7200 SH  P    SHARED                      7200
DELUXE CORP                  COM              248019101     310.52    11700 SH  C    SHARED                     11700
DELUXE CORP                  COM              248019101     713.21    26873 SH       SHARED                     26873
DELUXE CORP                  COM              248019101     717.99    27053 SH       SHARED    01               27053
DEMAND MEDIA INC             COM              24802N109       21.2      900 SH  P    SHARED                       900
DEMAND MEDIA INC             COM              24802N109      30.62     1300 SH       SHARED    01                1300
DEMANDTEC INC                COM NEW          24802R506      36.85     2800 SH       SHARED    01                2800
DEMANDTEC INC                COM NEW          24802R506     194.35    14768 SH       SHARED                     14768
DENALI FD INC                COM              24823A102      13.72      852 SH       SOLE               852
DENBURY RES INC              COM NEW          247916208     129.32     5300 SH  P    SHARED                      5300
DENBURY RES INC              COM NEW          247916208     629.52    25800 SH       SHARED                               25800
DENBURY RES INC              COM NEW          247916208    4809.24   197100 SH  C    SHARED                    197100
DENBURY RES INC              COM NEW          247916208    5961.14   244309 SH       SHARED    01              244309
DENDREON CORP                COM              24823Q107      15.42      412 SH       SHARED                       412
DENDREON CORP                COM              24823Q107     449.16    12000 SH  C    SHARED    01               12000
DENDREON CORP                COM              24823Q107    1130.39    30200 SH  P    SHARED                     30200
DENDREON CORP                COM              24823Q107    1762.73    47094 SH       SHARED    01               47094
DENDREON CORP                COM              24823Q107    9630.74   257300 SH  C    SHARED                    257300
DENDREON CORP                NOTE 2.875% 1/1  24823QAC1    1578.75  1500000 PRN      SOLE           1500000
DENISON MINES CORP           COM              248356107      28.56    12000 SH       SHARED                               12000
DENISON MINES CORP           COM              248356107     188.92    79380 SH       SHARED    01               79380
DENISON MINES CORP           COM              248356107     308.21   129500 SH  C    SHARED                    129500
DENISON MINES CORP           COM              248356107     1297.1   545000 SH  P    SHARED                    545000
DENISON MINES CORP           COM              248356107    2267.96   952926 SH       SHARED                    952926
DENNYS CORP                  COM              24869P104       1.22      300 SH  C    SOLE               300
DENTSPLY INTL INC NEW        COM              249030107      18.27      494 SH       SHARED    21                 494
DENTSPLY INTL INC NEW        COM              249030107     299.62     8100 SH       SHARED                                8100
DENTSPLY INTL INC NEW        COM              249030107     536.72    14510 SH       SHARED    20                         14510
DENTSPLY INTL INC NEW        COM              249030107    1196.59    32349 SH       SHARED                     32349
DENTSPLY INTL INC NEW        COM              249030107     3279.9    88670 SH       SHARED    01               88670
DEPOMED INC                  COM              249908104      10.04     1000 SH       SHARED    01                1000
DEPOMED INC                  COM              249908104     106.42    10600 SH  P    SHARED                     10600
DEPOMED INC                  COM              249908104     271.08    27000 SH  C    SHARED                     27000
DEPOMED INC                  COM              249908104     645.41    64284 SH       SHARED                     64284
DERMA SCIENCES INC           COM PAR $.01     249827502       2.63      271 SH       SOLE               271
DESARROLLADORA HOMEX S A DE  SPONSORED ADR    25030W100      37.31     1369 SH       SHARED    01                1369
DESARROLLADORA HOMEX S A DE  SPONSORED ADR    25030W100      234.9     8620 SH       SHARED    20                          8620
DESARROLLADORA HOMEX S A DE  SPONSORED ADR    25030W100     535.65    19657 SH       SHARED                     19657
DESTINATION MATERNITY CORP   COM              25065D100      31.47     1364 SH       SOLE              1364
DEUTSCHE BANK AG             NAMEN AKT        D18190898       3.07       52 SH       SHARED    21                  52
DEUTSCHE BANK AG             NAMEN AKT        D18190898    2026.04    34299 SH       SHARED    01               34299
DEUTSCHE BANK AG             NAMEN AKT        D18190898    4120.37    69754 SH       SHARED    17                         69754
DEUTSCHE BANK AG             NAMEN AKT        D18190898    10547.6   178561 SH       SHARED                              178561
DEUTSCHE BANK AG             NAMEN AKT        D18190898    58029.9   982392 SH  C    SHARED                    982392
DEUTSCHE BANK AG             NAMEN AKT        D18190898  138109.91  2338072 SH  P    SHARED                   2338072
DEUTSCHE BANK AG             NAMEN AKT        D18190898  207896.53  3519494 SH       SHARED                   3519494
DEUTSCHE BK AG LDN BRH       BG SML ETN       25154H590       9.74      711 SH       SOLE               711
DEUTSCHE BK AG LDN BRH       PS AGRI DL ETN   25154H558      21.41     1430 SH       SOLE              1430
DEUTSCHE BK AG LDN BRH       PS AGRI DS ETN   25154H566       1.49       90 SH       SOLE                90
DEUTSCHE BK AG LDN BRH       PS CMDT LG ETN   25154H459      12.95      649 SH       SOLE               649
DEUTSCHE BK AG LDN BRH       PS CMDTY SH ETN  25154H467      19.84      694 SH       SOLE               694
DEUTSCHE BK AG LDN BRH       PS GOLD DS ETN   25154H756      159.5    20688 SH       SOLE             20688
DEUTSCHE BK AG LDN BRH       PS GOLD SH ETN   25154H731     241.08    16185 SH       SOLE             16185
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DEUTSCHE BK AG LDN BRH       PSHS AGRI SHR38  25154H541      23.92     1139 SH       SOLE              1139
DEUTSCHE BK AG LONDON        ETN DJ HY 2022   25153Q658       0.35       40 SH       SOLE                40
DEUTSCHE BK AG LONDON BRH    DB 3X LONG UST   25154N522      13.99      675 SH       SOLE               675
DEUTSCHE BK AG LONDON BRH    MTLS DBL ETN38   25154K841      57.75     2986 SH       SOLE              2986
DEUTSCHE BK AG LONDON BRH    MTL SHRT ETN38   25154K833      10.43      586 SH       SOLE               586
DEUTSCHE BK AG LONDON BRH    PS CR OIL LG ETN 25154K866      24.01     1512 SH       SHARED                      1512
DEUTSCHE BK AG LONDON BRH    PS CR OIL LG ETN 25154K866     537.22    33834 SH       SHARED    01               33834
DEUTSCHE BK AG LONDON BRH    PS CR OIL SH ETN 25154K874      46.01     1157 SH       SOLE              1157
DEVELOPERS DIVERSIFIED RLTY  COM              251591103       92.4     6600 SH  C    SHARED                      6600
DEVELOPERS DIVERSIFIED RLTY  COM              251591103     827.79    59128 SH       SHARED    01               59128
DEVELOPERS DIVERSIFIED RLTY  COM              251591103    2170.98   155070 SH       SHARED                              155070
DEVELOPERS DIVERSIFIED RLTY  COM              251591103    2937.69   209835 SH       SHARED                    209835
DEVON ENERGY CORP NEW        COM              25179M103       20.1      219 SH       SHARED                       219
DEVON ENERGY CORP NEW        COM              25179M103      43.41      473 SH       SHARED    21                 473
DEVON ENERGY CORP NEW        COM              25179M103     504.28     5495 SH       SHARED    20                          5495
DEVON ENERGY CORP NEW        COM              25179M103    2863.22    31200 SH       SHARED                               31200
DEVON ENERGY CORP NEW        COM              25179M103    7139.71    77800 SH  P    SHARED                     77800
DEVON ENERGY CORP NEW        COM              25179M103   51674.59   563088 SH       SHARED    01              563088
DEVON ENERGY CORP NEW        COM              25179M103  223784.36  2438535 SH  C    SHARED                   2438535
DEVRY INC DEL                COM              251893103      93.62     1700 SH  C    SHARED                      1700
DEVRY INC DEL                COM              251893103     181.73     3300 SH       SHARED                                3300
DEVRY INC DEL                COM              251893103     198.25     3600 SH  P    SHARED                      3600
DEVRY INC DEL                COM              251893103    2481.62    45063 SH       SHARED    01               45063
DEX ONE CORP                 COM              25212W100     641.33   132506 SH       SHARED                    132506
DEX ONE CORP                 COM              25212W100    1351.33   279200 SH       SHARED    01              279200
DEXCOM INC                   COM              252131107        3.1      200 SH  P    SHARED                       200
DEXCOM INC                   COM              252131107      579.9    37365 SH       SHARED                     37365
DEXCOM INC                   COM              252131107    1249.98    80540 SH       SHARED    01               80540
DG FASTCHANNEL INC           COM              23326R109       5.02      156 SH       SHARED    01                 156
DG FASTCHANNEL INC           COM              23326R109       67.6     2100 SH  C    SHARED                      2100
DG FASTCHANNEL INC           COM              23326R109      76.19     2367 SH       SHARED                      2367
DGSE COMPANIES INC           COM              23323G106       4.64      910 SH       SOLE               910
DHT HOLDINGS INC             COM              Y2065G105      35.11     7300 SH  C    SHARED                      7300
DHT HOLDINGS INC             COM              Y2065G105    2282.24   474479 SH       SHARED    01              474479
DIAGEO P L C                 SPON ADR NEW     25243Q205      54.88      720 SH       SHARED                       720
DIAGEO P L C                 SPON ADR NEW     25243Q205      57.17      750 SH       SHARED    20                           750
DIAGEO P L C                 SPON ADR NEW     25243Q205      99.09     1300 SH       SHARED    21                1300
DIAGEO P L C                 SPON ADR NEW     25243Q205     114.33     1500 SH       SHARED                                1500
DIAGEO P L C                 SPON ADR NEW     25243Q205   38197.58   501149 SH       SHARED    01              501149
DIAMOND FOODS INC            COM              252603105        1.9       34 SH       SHARED    21                  34
DIAMOND FOODS INC            COM              252603105      61.38     1100 SH  P    SHARED                      1100
DIAMOND FOODS INC            COM              252603105     590.87    10589 SH       SHARED                     10589
DIAMOND FOODS INC            COM              252603105     1227.6    22000 SH  C    SHARED                     22000
DIAMOND FOODS INC            COM              252603105    4635.53    83074 SH       SHARED    01               83074
DIAMOND HILL FINL TRNDS FD I COM              25264C101       2.75      277 SH       SHARED                       277
DIAMOND HILL FINL TRNDS FD I COM              25264C101       11.9     1200 SH       SHARED    01                1200
DIAMOND HILL INVESTMENT GROU COM NEW          25264R207         24      300 SH       SHARED    01                 300
DIAMOND OFFSHORE DRILLING IN COM              25271C102     326.34     4200 SH       SHARED                                4200
DIAMOND OFFSHORE DRILLING IN COM              25271C102    1296.89    16691 SH       SHARED                     16691
DIAMOND OFFSHORE DRILLING IN COM              25271C102    8018.64   103200 SH  C    SHARED                    103200
DIAMOND OFFSHORE DRILLING IN COM              25271C102    9564.87   123100 SH  P    SHARED                    123100
DIAMOND OFFSHORE DRILLING IN COM              25271C102   14752.51   189865 SH       SHARED    01              189865
DIAMONDROCK HOSPITALITY CO   COM              252784301     152.15    13621 SH       SHARED    01               13621
DIAMONDROCK HOSPITALITY CO   COM              252784301    1042.36    93318 SH       SHARED                               93318
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DIAMONDROCK HOSPITALITY CO   COM              252784301    1587.18   142093 SH       SHARED                    142093
DIANA CONTAINERSHIPS INC     COM              Y2069P101       9.91      817 SH       SHARED                       817
DIANA CONTAINERSHIPS INC     COM              Y2069P101      65.65     5412 SH       SHARED    01                5412
DIANA SHIPPING INC           COM              Y2066G104       3.55      300 SH       SHARED                       300
DIANA SHIPPING INC           COM              Y2066G104      125.5    10600 SH  P    SHARED                     10600
DIANA SHIPPING INC           COM              Y2066G104     144.45    12200 SH  C    SHARED                     12200
DIANA SHIPPING INC           COM              Y2066G104    2195.83   185459 SH       SHARED    01              185459
DICE HLDGS INC               COM              253017107      67.33     4456 SH       SHARED    01                4456
DICE HLDGS INC               COM              253017107      287.6    19034 SH       SHARED                     19034
DICKS SPORTING GOODS INC     COM              253393102     827.59    20700 SH  P    SHARED                     20700
DICKS SPORTING GOODS INC     COM              253393102    1079.46    27000 SH  C    SHARED                     27000
DICKS SPORTING GOODS INC     COM              253393102    2636.64    65949 SH       SHARED    01               65949
DICKS SPORTING GOODS INC     COM              253393102     4120.9   103074 SH       SHARED                    103074
DIEBOLD INC                  COM              253651103      60.28     1700 SH  C    SHARED                      1700
DIEBOLD INC                  COM              253651103     106.38     3000 SH  P    SHARED                      3000
DIEBOLD INC                  COM              253651103    2645.17    74596 SH       SHARED                     74596
DIEBOLD INC                  COM              253651103     3602.7   101599 SH       SHARED    01              101599
DIGI INTL INC                COM              253798102     122.52    11602 SH       SOLE             11602
DIGIMARC CORP NEW            COM              25381B101       28.9     1000 SH       SHARED    01                1000
DIGIRAD CORP                 COM              253827109      14.66     5863 SH       SOLE              5863
DIGITAL PWR CORP             COM              253862106       0.93      584 SH       SOLE               584
DIGITAL RIV INC              COM              25388B104      63.63     1700 SH  P    SHARED                      1700
DIGITAL RIV INC              COM              25388B104     239.55     6400 SH  C    SHARED                      6400
DIGITAL RIV INC              COM              25388B104     394.36    10536 SH       SHARED    01               10536
DIGITAL RIV INC              COM              25388B104    1062.71    28392 SH       SHARED                     28392
DIGITAL RIV INC              NOTE 1.250% 1/0  25388BAB0       1.03     1000 PRN      SHARED    01                1000
DIGITAL RLTY TR INC          COM              253868103       7.91      136 SH       SHARED    21                 136
DIGITAL RLTY TR INC          COM              253868103      87.21     1500 SH  C    SHARED                      1500
DIGITAL RLTY TR INC          COM              253868103     226.75     3900 SH  P    SHARED                      3900
DIGITAL RLTY TR INC          COM              253868103     785.76    13515 SH       SHARED                               13515
DIGITAL RLTY TR INC          COM              253868103    4835.91    83177 SH       SHARED    01               83177
DIGITAL RLTY TR INC          COM              253868103    6966.28   119819 SH       SHARED                    119819
DIGITALGLOBE INC             COM NEW          25389M877        2.8      100 SH       SHARED    01                 100
DIGITALGLOBE INC             COM NEW          25389M877     189.15     6748 SH       SHARED                      6748
DILLARDS INC                 CL A             254067101       4.37      109 SH       SHARED    21                 109
DILLARDS INC                 CL A             254067101       9.03      225 SH       SHARED    01                 225
DILLARDS INC                 CL A             254067101      20.06      500 SH  P    SHARED                       500
DILLARDS INC                 CL A             254067101    8702.03   216900 SH  C    SHARED                    216900
DIME CMNTY BANCSHARES        COM              253922108      22.41     1518 SH       SHARED    21                1518
DIME CMNTY BANCSHARES        COM              253922108     280.35    18994 SH       SHARED                     18994
DIME CMNTY BANCSHARES        COM              253922108    3868.26   262077 SH       SHARED    01              262077
DINEEQUITY INC               COM              254423106      54.98     1000 SH  C    SHARED                      1000
DINEEQUITY INC               COM              254423106     188.75     3433 SH       SHARED    01                3433
DINEEQUITY INC               COM              254423106     577.29    10500 SH  P    SHARED                     10500
DIODES INC                   COM              254543101       6.81      200 SH  C    SHARED                       200
DIODES INC                   COM              254543101     574.86    16878 SH       SHARED                     16878
DIODES INC                   COM              254543101    1203.92    35347 SH       SHARED    01               35347
DIODES INC                   NOTE 2.250%10/0  254543AA9       10.4    10000 PRN      SHARED    01               10000
DIONEX CORP                  COM              254546104    1720.34    14573 SH       SHARED    01               14573
DIONEX CORP                  COM              254546104    2854.21    24178 SH       SHARED                     24178
DIRECTV                      COM CL A         25490A101     189.54     4050 SH       SHARED    21                4050
DIRECTV                      COM CL A         25490A101    2391.48    51100 SH  P    SHARED                     51100
DIRECTV                      COM CL A         25490A101    2424.24    51800 SH  C    SHARED                     51800
DIRECTV                      COM CL A         25490A101    2585.56    55247 SH       SHARED                               55247
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DIRECTV                      COM CL A         25490A101   23254.31   496887 SH       SHARED    01              496887
DIRECTV                      COM CL A         25490A101   33225.19   709940 SH       SHARED                    709940
DIREXION SHS ETF TR          20YR TRES BEAR   25459W532     581.48    13300 SH  P    SOLE             13300
DIREXION SHS ETF TR          20YR TRES BEAR   25459W532     778.22    17800 SH  C    SOLE             17800
DIREXION SHS ETF TR          20YR TRES BULL   25459W540      16.22      500 SH  P    SOLE               500
DIREXION SHS ETF TR          20YR TRES BULL   25459W540      19.46      600 SH  C    SOLE               600
DIREXION SHS ETF TR          20YR TRES BULL   25459W540     160.98     4964 SH       SOLE              4964
DIREXION SHS ETF TR          AIRLINE SHS      25459W185       1.78       50 SH       SOLE                50
DIREXION SHS ETF TR          BRIC BEAR 2XSH   25459W359      22.25      913 SH       SOLE               913
DIREXION SHS ETF TR          CHINA BEAR 3X    25459W763       4.15      291 SH       SOLE               291
DIREXION SHS ETF TR          CHINA BULL 3X    25459W771      72.52     1422 SH       SOLE              1422
DIREXION SHS ETF TR          DLY DEV MKT BEAR 25459W169      62.09     1759 SH       SOLE              1759
DIREXION SHS ETF TR          DLY DEV MKT BULL 25459W789      93.64     1318 SH       SOLE              1318
DIREXION SHS ETF TR          DLY EM BR3X NEW  25459W482      46.49     2600 SH  P    SOLE              2600
DIREXION SHS ETF TR          DLY EM BR3X NEW  25459W482      66.16     3700 SH  C    SOLE              3700
DIREXION SHS ETF TR          DLY EM BR3X NEW  25459W482     110.98     6207 SH       SOLE              6207
DIREXION SHS ETF TR          DLY EMRGMKT BULL 25459W300     793.73    19200 SH  C    SOLE             19200
DIREXION SHS ETF TR          DLY EMRGMKT BULL 25459W300      839.2    20300 SH  P    SOLE             20300
DIREXION SHS ETF TR          DLY ENRGY BEAR3X 25459W342       1.33      100 SH  C    SOLE               100
DIREXION SHS ETF TR          DLY ENRGY BEAR3X 25459W342       2.67      200 SH  P    SOLE               200
DIREXION SHS ETF TR          DLY ENRGY BEAR3X 25459W342     211.28    15838 SH       SOLE             15838
DIREXION SHS ETF TR          DLY ENRGY BULL3X 25459W888       8.98      100 SH       SHARED    01                 100
DIREXION SHS ETF TR          DLY ENRGY BULL3X 25459W888     1213.2    13513 SH       SHARED                     13513
DIREXION SHS ETF TR          DLY ENRGY BULL3X 25459W888    4991.77    55600 SH  C    SHARED                     55600
DIREXION SHS ETF TR          DLY ENRGY BULL3X 25459W888    6491.09    72300 SH  P    SHARED                     72300
DIREXION SHS ETF TR          DLY FIN BEAR NEW 25459W144     583.75    14514 SH       SOLE             14514
DIREXION SHS ETF TR          DLY FIN BEAR NEW 25459W144     812.44    20200 SH  P    SOLE             20200
DIREXION SHS ETF TR          DLY FIN BEAR NEW 25459W144    2336.78    58100 SH  C    SOLE             58100
DIREXION SHS ETF TR          DLY FIN BULL NEW 25459W516       4.54      150 SH       SHARED    01                 150
DIREXION SHS ETF TR          DLY FIN BULL NEW 25459W516     241.66     7981 SH       SHARED                      7981
DIREXION SHS ETF TR          DLY FIN BULL NEW 25459W516    6713.08   221700 SH  P    SHARED                    221700
DIREXION SHS ETF TR          DLY FIN BULL NEW 25459W516    8281.58   273500 SH  C    SHARED                    273500
DIREXION SHS ETF TR          DLY GLD MIN BL   25459W250     164.18     4470 SH       SOLE              4470
DIREXION SHS ETF TR          DLY GLD MIN BR   25459W235      67.51     1700 SH  P    SOLE              1700
DIREXION SHS ETF TR          DLY GLD MIN BR   25459W235      103.6     2609 SH       SOLE              2609
DIREXION SHS ETF TR          DLY LRG CAP BEAR 25459W151      10.68      300 SH  C    SOLE               300
DIREXION SHS ETF TR          DLY LRG CAP BEAR 25459W151      32.04      900 SH  P    SOLE               900
DIREXION SHS ETF TR          DLY LRG CAP BEAR 25459W151     405.16    11381 SH       SOLE             11381
DIREXION SHS ETF TR          DLY LRG CAP BULL 25459W862    2062.71    24600 SH  C    SOLE             24600
DIREXION SHS ETF TR          DLY LRG CAP BULL 25459W862    2686.55    32040 SH       SOLE             32040
DIREXION SHS ETF TR          DLY LRG CAP BULL 25459W862    3144.38    37500 SH  P    SOLE             37500
DIREXION SHS ETF TR          DLY MC3X SHS NEW 25459W136      61.19     1694 SH       SOLE              1694
DIREXION SHS ETF TR          DLY MIDCAP ETF3X 25459W730     100.97     1778 SH       SOLE              1778
DIREXION SHS ETF TR          DLY R/E BEAR3X   25459W334       1.43      100 SH  P    SOLE               100
DIREXION SHS ETF TR          DLY R/E BEAR3X   25459W334       9.98      700 SH  C    SOLE               700
DIREXION SHS ETF TR          DLY R/E BULL3X   25459W755     106.38     1600 SH  C    SOLE              1600
DIREXION SHS ETF TR          DLY R/E BULL3X   25459W755     106.38     1600 SH       SOLE              1600
DIREXION SHS ETF TR          DLY R/E BULL3X   25459W755     372.34     5600 SH  P    SOLE              5600
DIREXION SHS ETF TR          DLY SCOND 3XBU   25459W458      57.27      997 SH       SOLE               997
DIREXION SHS ETF TR          DLY SCOND 3XBU   25459W458      57.44     1000 SH  P    SOLE              1000
DIREXION SHS ETF TR          DLY SMCAP BEAR3X 25459W110      80.68     2300 SH  P    SOLE              2300
DIREXION SHS ETF TR          DLY SMCAP BEAR3X 25459W110     406.93    11600 SH  C    SOLE             11600
DIREXION SHS ETF TR          DLY SMCAP BEAR3X 25459W110     719.28    20504 SH       SOLE             20504
DIREXION SHS ETF TR          DLY SMCAP BULL3X 25459W847      35.26      400 SH       SHARED    01                 400
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DIREXION SHS ETF TR          DLY SMCAP BULL3X 25459W847    1278.26    14501 SH       SHARED                     14501
DIREXION SHS ETF TR          DLY SMCAP BULL3X 25459W847    4777.73    54200 SH  C    SHARED                     54200
DIREXION SHS ETF TR          DLY SMCAP BULL3X 25459W847    8330.18    94500 SH  P    SHARED                     94500
DIREXION SHS ETF TR          DLY TECH BEAR 3X 25459W318      48.23     2300 SH  C    SOLE              2300
DIREXION SHS ETF TR          DLY TECH BEAR 3X 25459W318         60     2861 SH       SOLE              2861
DIREXION SHS ETF TR          DLY TECH BULL 3X 25459W102      90.06     1900 SH  C    SOLE              1900
DIREXION SHS ETF TR          DLY TECH BULL 3X 25459W102     412.38     8700 SH  P    SOLE              8700
DIREXION SHS ETF TR          INDIA BEAR 2X    25459W375      21.45      824 SH       SOLE               824
DIREXION SHS ETF TR          LATN AM BEAR3X   25459W649      14.55      949 SH       SOLE               949
DIREXION SHS ETF TR          LATN AM BULL3X   25459W698      40.17     1030 SH       SOLE              1030
DIREXION SHS ETF TR          RETAIL BEAR 2X   25459W391      13.63      541 SH       SOLE               541
DIREXION SHS ETF TR          RETAIL BULL 2X   25459W417      47.08      821 SH       SOLE               821
DISCOVER FINL SVCS           COM              254709108      22.87      948 SH       SHARED    21                 948
DISCOVER FINL SVCS           COM              254709108     303.91    12600 SH  P    SHARED                     12600
DISCOVER FINL SVCS           COM              254709108     438.98    18200 SH  C    SHARED                     18200
DISCOVER FINL SVCS           COM              254709108    1141.12    47310 SH       SHARED                               47310
DISCOVER FINL SVCS           COM              254709108    1757.99    72885 SH       SHARED    01               72885
DISCOVER FINL SVCS           COM              254709108    2686.63   111386 SH       SHARED                    111386
DISCOVERY COMMUNICATNS NEW   COM SER A        25470F104      35.91      900 SH  C    SHARED                       900
DISCOVERY COMMUNICATNS NEW   COM SER A        25470F104     397.01     9950 SH       SHARED                                9950
DISCOVERY COMMUNICATNS NEW   COM SER A        25470F104    1136.39    28481 SH       SHARED                     28481
DISCOVERY COMMUNICATNS NEW   COM SER A        25470F104    2000.59    50140 SH       SHARED    01               50140
DISCOVERY COMMUNICATNS NEW   COM SER A        25470F104     2832.3    70985 SH       SHARED    20                         70985
DISCOVERY COMMUNICATNS NEW   COM SER B        25470F203        0.8       20 SH       SHARED    01                  20
DISCOVERY COMMUNICATNS NEW   COM SER B        25470F203      29.65      744 SH       SHARED                       744
DISCOVERY COMMUNICATNS NEW   COM SER C        25470F302       6.48      184 SH       SHARED    21                 184
DISCOVERY COMMUNICATNS NEW   COM SER C        25470F302      31.69      900 SH  C    SHARED                       900
DISCOVERY COMMUNICATNS NEW   COM SER C        25470F302      79.33     2253 SH       SHARED                      2253
DISCOVERY COMMUNICATNS NEW   COM SER C        25470F302     371.47    10550 SH       SHARED                               10550
DISCOVERY COMMUNICATNS NEW   COM SER C        25470F302    5726.84   162648 SH       SHARED    01              162648
DISCOVERY LABORATORIES INC N COM NEW          254668403       2.82     1525 SH       SHARED    01                1525
DISH NETWORK CORP            CL A             25470M109      26.11     1072 SH       SHARED    21                1072
DISH NETWORK CORP            CL A             25470M109      92.57     3800 SH  P    SHARED                      3800
DISH NETWORK CORP            CL A             25470M109     202.19     8300 SH  C    SHARED                      8300
DISH NETWORK CORP            CL A             25470M109     298.43    12251 SH       SHARED                               12251
DISH NETWORK CORP            CL A             25470M109     750.48    30808 SH       SHARED    01               30808
DISH NETWORK CORP            CL A             25470M109   12283.94   504267 SH       SHARED                    504267
DISNEY WALT CO               COM DISNEY       254687106       8.62      200 SH  P    SHARED    01                 200
DISNEY WALT CO               COM DISNEY       254687106     383.29     8895 SH       SHARED    21                8895
DISNEY WALT CO               COM DISNEY       254687106     809.88    18795 SH       SHARED    20                         18795
DISNEY WALT CO               COM DISNEY       254687106   24014.06   557300 SH  P    SHARED                    557300
DISNEY WALT CO               COM DISNEY       254687106    25483.6   591404 SH       SHARED                              591404
DISNEY WALT CO               COM DISNEY       254687106   36818.29   854451 SH       SHARED                    854451
DISNEY WALT CO               COM DISNEY       254687106  126009.21  2924326 SH       SHARED    01             2924326
DISNEY WALT CO               COM DISNEY       254687106  152989.84  3550472 SH  C    SHARED                   3550472
DIXIE GROUP INC              CL A             255519100        1.7      364 SH       SOLE               364
DNP SELECT INCOME FD         COM              23325P104     760.52    80055 SH       SHARED    01               80055
DOCUMENT SEC SYS INC         COM              25614T101       7.04     1712 SH       SHARED    01                1712
DOCUMENT SEC SYS INC         COM              25614T101         26     6326 SH       SHARED                      6326
DOLAN CO                     COM              25659P402      52.41     4317 SH       SHARED    01                4317
DOLBY LABORATORIES INC       COM              25659T107     132.87     2700 SH  C    SHARED                      2700
DOLBY LABORATORIES INC       COM              25659T107     172.24     3500 SH  P    SHARED                      3500
DOLBY LABORATORIES INC       COM              25659T107     182.08     3700 SH       SHARED                                3700
DOLBY LABORATORIES INC       COM              25659T107    1340.43    27239 SH       SHARED                     27239
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DOLBY LABORATORIES INC       COM              25659T107    3392.05    68930 SH       SHARED    01               68930
DOLE FOOD CO INC NEW         COM              256603101       9.54      700 SH       SHARED    01                 700
DOLE FOOD CO INC NEW         COM              256603101       36.8     2700 SH  C    SHARED                      2700
DOLE FOOD CO INC NEW         COM              256603101      68.15     5000 SH  P    SHARED                      5000
DOLE FOOD CO INC NEW         COM              256603101     233.29    17116 SH       SHARED                     17116
DOLLAR FINL CORP             COM              256664103     453.86    21873 SH       SOLE             21873
DOLLAR GEN CORP NEW          COM              256677105     106.59     3400 SH  P    SHARED                      3400
DOLLAR GEN CORP NEW          COM              256677105     194.37     6200 SH       SHARED                                6200
DOLLAR GEN CORP NEW          COM              256677105     257.07     8200 SH  C    SHARED                      8200
DOLLAR GEN CORP NEW          COM              256677105     461.41    14718 SH       SHARED    01               14718
DOLLAR GEN CORP NEW          COM              256677105   22082.69   704392 SH       SHARED                    704392
DOLLAR THRIFTY AUTOMOTIVE GP COM              256743105    2809.33    42100 SH  P    SOLE             42100
DOLLAR THRIFTY AUTOMOTIVE GP COM              256743105   72075.07  1080100 SH  C    SOLE           1080100
DOLLAR TREE INC              COM              256746108     199.87     3600 SH  P    SHARED                      3600
DOLLAR TREE INC              COM              256746108     541.32     9750 SH       SHARED                                9750
DOLLAR TREE INC              COM              256746108    2494.18    44924 SH       SHARED                     44924
DOLLAR TREE INC              COM              256746108     7622.9   137300 SH  C    SHARED                    137300
DOLLAR TREE INC              COM              256746108    8843.17   159279 SH       SHARED    01              159279
DOMINION RES BLACK WARRIOR T UNITS BEN INT    25746Q108      26.11     1883 SH       SHARED                      1883
DOMINION RES BLACK WARRIOR T UNITS BEN INT    25746Q108      50.57     3647 SH       SHARED    01                3647
DOMINION RES INC VA NEW      COM              25746U109     840.36    18800 SH  C    SHARED                     18800
DOMINION RES INC VA NEW      COM              25746U109    1205.34    26965 SH       SHARED    20                         26965
DOMINION RES INC VA NEW      COM              25746U109    1265.01    28300 SH  P    SHARED                     28300
DOMINION RES INC VA NEW      COM              25746U109    1680.45    37594 SH       SHARED                               37594
DOMINION RES INC VA NEW      COM              25746U109    4489.98   100447 SH       SHARED                    100447
DOMINION RES INC VA NEW      COM              25746U109   18941.76   423753 SH       SHARED    01              423753
DOMINOS PIZZA INC            COM              25754A201      60.82     3300 SH  C    SHARED                      3300
DOMINOS PIZZA INC            COM              25754A201      70.03     3800 SH  P    SHARED                      3800
DOMINOS PIZZA INC            COM              25754A201     316.81    17190 SH       SHARED                     17190
DOMINOS PIZZA INC            COM              25754A201      394.9    21427 SH       SHARED    01               21427
DOMTAR CORP                  COM NEW          257559203      27.53      300 SH  P    SHARED                       300
DOMTAR CORP                  COM NEW          257559203    1132.57    12340 SH       SHARED    01               12340
DOMTAR CORP                  COM NEW          257559203    35170.1   383200 SH  C    SHARED                    383200
DONALDSON INC                COM              257651109      15.08      246 SH       SHARED    21                 246
DONALDSON INC                COM              257651109      67.42     1100 SH  C    SHARED                      1100
DONALDSON INC                COM              257651109    3562.24    58121 SH       SHARED                     58121
DONALDSON INC                COM              257651109    4309.55    70314 SH       SHARED    01               70314
DONEGAL GROUP INC            CL A             257701201       7.93      593 SH       SHARED    01                 593
DONEGAL GROUP INC            CL A             257701201      51.31     3838 SH       SHARED                      3838
DONEGAL GROUP INC            CL B             257701300       4.96      296 SH       SHARED    01                 296
DONEGAL GROUP INC            CL B             257701300       7.19      429 SH       SHARED                       429
DONNELLEY R R & SONS CO      COM              257867101      75.68     4000 SH  C    SHARED                      4000
DONNELLEY R R & SONS CO      COM              257867101     291.37    15400 SH       SHARED                               15400
DONNELLEY R R & SONS CO      COM              257867101     1157.9    61200 SH  P    SHARED                     61200
DONNELLEY R R & SONS CO      COM              257867101    4419.98   233614 SH       SHARED    01              233614
DONNELLEY R R & SONS CO      COM              257867101   16271.98   860041 SH       SHARED                    860041
DORAL FINL CORP              COM NEW          25811P886      95.34    86672 SH       SHARED    01               86672
DORAL FINL CORP              COM NEW          25811P886     119.45   108591 SH       SHARED                    108591
DORCHESTER MINERALS LP       COM UNIT         25820R105     115.32     3944 SH       SHARED                      3944
DORCHESTER MINERALS LP       COM UNIT         25820R105    3212.75   109875 SH       SHARED    01              109875
DORMAN PRODUCTS INC          COM              258278100        0.8       19 SH       SHARED                        19
DORMAN PRODUCTS INC          COM              258278100      12.63      300 SH       SHARED    01                 300
DOT HILL SYS CORP            COM              25848T109     964.78   340910 SH       SHARED    01              340910
DOUBLE EAGLE PETE CO         COM PAR $0.10    258570209       2.05      225 SH       SHARED    01                 225
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DOUGLAS DYNAMICS INC         COM              25960R105     135.31     9489 SH       SOLE              9489
DOUGLAS EMMETT INC           COM              25960P109       2.16      115 SH       SHARED    21                 115
DOUGLAS EMMETT INC           COM              25960P109     213.99    11413 SH       SHARED    01               11413
DOUGLAS EMMETT INC           COM              25960P109    1037.25    55320 SH       SHARED                               55320
DOUGLAS EMMETT INC           COM              25960P109    2246.03   119788 SH       SHARED                    119788
DOVER CORP                   COM              260003108       37.8      575 SH       SHARED    20                           575
DOVER CORP                   COM              260003108      52.59      800 SH  P    SHARED                       800
DOVER CORP                   COM              260003108      60.42      919 SH       SHARED    21                 919
DOVER CORP                   COM              260003108     769.16    11700 SH  C    SHARED                     11700
DOVER CORP                   COM              260003108     861.19    13100 SH       SHARED                               13100
DOVER CORP                   COM              260003108    3299.82    50195 SH       SHARED                     50195
DOVER CORP                   COM              260003108   11239.57   170970 SH       SHARED    01              170970
DOVER MOTORSPORTS INC        COM              260174107       5.88     2938 SH       SOLE              2938
DOVER SADDLERY INC           COM              260412101       0.97      227 SH       SOLE               227
DOW 30 PREMIUM & DIV INC FD  COM              260582101       5.95      399 SH       SHARED                       399
DOW 30 PREMIUM & DIV INC FD  COM              260582101     445.73    29895 SH       SHARED    01               29895
DOW 30SM ENHANCED PREM & INC COM              260537105      892.3    77591 SH       SHARED    01               77591
DOW CHEM CO                  COM              260543103     156.17     4137 SH       SHARED    21                4137
DOW CHEM CO                  COM              260543103    4417.58   117022 SH       SHARED                              117022
DOW CHEM CO                  COM              260543103   15272.71   404575 SH       SHARED                    404575
DOW CHEM CO                  COM              260543103   29814.95   789800 SH  C    SHARED                    789800
DOW CHEM CO                  COM              260543103      40015  1060000 SH  P    SHARED                   1060000
DOW CHEM CO                  COM              260543103   80540.91  2133534 SH       SHARED    01             2133534
DPL INC                      COM              233293109    2900.03   105802 SH       SHARED    01              105802
DPL INC                      COM              233293109    3257.95   118860 SH       SHARED                    118860
DR PEPPER SNAPPLE GROUP INC  COM              26138E109      14.86      400 SH  P    SHARED                       400
DR PEPPER SNAPPLE GROUP INC  COM              26138E109      89.18     2400 SH  C    SHARED                      2400
DR PEPPER SNAPPLE GROUP INC  COM              26138E109     266.03     7159 SH       SHARED                      7159
DR PEPPER SNAPPLE GROUP INC  COM              26138E109     546.21    14699 SH       SHARED                               14699
DR PEPPER SNAPPLE GROUP INC  COM              26138E109    6524.74   175585 SH       SHARED    01              175585
DR REDDYS LABS LTD           ADR              256135203    1426.61    38247 SH       SHARED    01               38247
DR REDDYS LABS LTD           ADR              256135203    1446.53    38781 SH       SHARED                     38781
DRAGONWAVE INC               COM              26144M103       12.5     1500 SH  P    SHARED                      1500
DRAGONWAVE INC               COM              26144M103      254.9    30600 SH  C    SHARED                     30600
DRAGONWAVE INC               COM              26144M103      666.4    80000 SH       SHARED                     80000
DRAGONWAVE INC               COM              26144M103      877.7   105366 SH       SHARED    01              105366
DREAMWORKS ANIMATION SKG INC CL A             26153C103      53.79     1926 SH       SHARED    01                1926
DREAMWORKS ANIMATION SKG INC CL A             26153C103      55.86     2000 SH  C    SHARED                      2000
DREAMWORKS ANIMATION SKG INC CL A             26153C103     2561.4    91708 SH       SHARED                     91708
DREAMWORKS ANIMATION SKG INC CL A             26153C103    3647.66   130600 SH  P    SHARED                    130600
DRESSER-RAND GROUP INC       COM              261608103      10.72      200 SH  C    SHARED                       200
DRESSER-RAND GROUP INC       COM              261608103     469.18     8750 SH       SHARED    20                          8750
DRESSER-RAND GROUP INC       COM              261608103    3215.97    59977 SH       SHARED                     59977
DRESSER-RAND GROUP INC       COM              261608103    5436.42   101388 SH       SHARED    01              101388
DREW INDS INC                COM NEW          26168L205      25.72     1152 SH       SOLE              1152
DREYFUS HIGH YIELD STRATEGIE SH BEN INT       26200S101     184.18    39438 SH       SHARED    01               39438
DREYFUS MUN INCOME INC       COM              26201R102     114.53    12970 SH       SHARED    01               12970
DREYFUS STRATEGIC MUN BD FD  COM              26202F107     217.81    28214 SH       SHARED    01               28214
DREYFUS STRATEGIC MUNS INC   COM              261932107      11.62     1445 SH       SHARED                      1445
DREYFUS STRATEGIC MUNS INC   COM              261932107     390.74    48600 SH       SHARED    01               48600
DRIL-QUIP INC                COM              262037104       9.17      116 SH       SHARED    21                 116
DRIL-QUIP INC                COM              262037104      15.81      200 SH  P    SHARED                       200
DRIL-QUIP INC                COM              262037104      86.93     1100 SH  C    SHARED                      1100
DRIL-QUIP INC                COM              262037104      171.1     2165 SH       SHARED    20                          2165
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DRIL-QUIP INC                COM              262037104     888.53    11243 SH       SHARED    01               11243
DRIL-QUIP INC                COM              262037104    1675.83    21205 SH       SHARED                     21205
DRUGSTORE COM INC            COM              262241102       1.93      500 SH  P    SOLE               500
DRUGSTORE COM INC            COM              262241102        7.7     2000 SH  C    SOLE              2000
DRUGSTORE COM INC            COM              262241102     700.14   181855 SH       SOLE            181855
DRYSHIPS INC                 SHS              Y2109Q101    1434.51   289800 SH  C    SHARED                    289800
DRYSHIPS INC                 SHS              Y2109Q101    1609.74   325200 SH  P    SHARED                    325200
DRYSHIPS INC                 SHS              Y2109Q101    2025.13   409117 SH       SHARED    01              409117
DRYSHIPS INC                 SHS              Y2109Q101    9323.94  1883624 SH       SHARED                   1883624
DSP GROUP INC                COM              23332B106      88.53    11498 SH       SOLE             11498
DST SYS INC DEL              COM              233326107      10.56      200 SH  C    SHARED                       200
DST SYS INC DEL              COM              233326107    1545.62    29262 SH       SHARED                     29262
DST SYS INC DEL              COM              233326107    4147.58    78523 SH       SHARED    01               78523
DSW INC                      CL A             23334L102      11.63      291 SH       SHARED                       291
DSW INC                      CL A             23334L102      72.73     1820 SH       SHARED    01                1820
DSW INC                      CL A             23334L102     123.88     3100 SH  C    SHARED                      3100
DTE ENERGY CO                COM              233331107      39.17      800 SH  C    SHARED                       800
DTE ENERGY CO                COM              233331107     137.09     2800 SH  P    SHARED                      2800
DTE ENERGY CO                COM              233331107     572.05    11684 SH       SHARED                               11684
DTE ENERGY CO                COM              233331107    2399.53    49010 SH       SHARED    01               49010
DTE ENERGY CO                COM              233331107   22620.01   462010 SH       SHARED                    462010
DTS INC                      COM              23335C101     388.38     8329 SH       SHARED                      8329
DTS INC                      COM              23335C101     715.91    15353 SH       SHARED    01               15353
DU PONT E I DE NEMOURS & CO  COM              263534109      90.43     1645 SH       SHARED    20                          1645
DU PONT E I DE NEMOURS & CO  COM              263534109     447.29     8137 SH       SHARED    21                8137
DU PONT E I DE NEMOURS & CO  COM              263534109    2355.74    42855 SH       SHARED    17                         42855
DU PONT E I DE NEMOURS & CO  COM              263534109    3596.91    65434 SH       SHARED                               65434
DU PONT E I DE NEMOURS & CO  COM              263534109    6794.29   123600 SH  P    SHARED                    123600
DU PONT E I DE NEMOURS & CO  COM              263534109    9474.35   172355 SH       SHARED                    172355
DU PONT E I DE NEMOURS & CO  COM              263534109    29128.6   529900 SH  C    SHARED                    529900
DU PONT E I DE NEMOURS & CO  COM              263534109   75530.81  1374037 SH       SHARED    01             1374037
DUCKWALL-ALCO STORES INC NEW COM              264142100       1.27      100 SH       SHARED    01                 100
DUCOMMUN INC DEL             COM              264147109       4.78      200 SH  P    SOLE               200
DUCOMMUN INC DEL             COM              264147109     146.55     6132 SH       SOLE              6132
DUFF & PHELPS CORP NEW       CL A             26433B107     114.91     7191 SH       SHARED                      7191
DUFF & PHELPS CORP NEW       CL A             26433B107    1628.49   101908 SH       SHARED    01              101908
DUFF & PHELPS UTIL CORP BD T COM              26432K108     355.69    32365 SH       SHARED    01               32365
DUKE ENERGY CORP NEW         COM              26441C105       4.76      262 SH       SHARED    21                 262
DUKE ENERGY CORP NEW         COM              26441C105    1023.93    56415 SH       SHARED    20                         56415
DUKE ENERGY CORP NEW         COM              26441C105    1433.85    79000 SH       SHARED                               79000
DUKE ENERGY CORP NEW         COM              26441C105    3223.44   177600 SH  C    SHARED                    177600
DUKE ENERGY CORP NEW         COM              26441C105    4170.96   229805 SH       SHARED                    229805
DUKE ENERGY CORP NEW         COM              26441C105    5005.77   275800 SH  P    SHARED                    275800
DUKE ENERGY CORP NEW         COM              26441C105    29360.6  1617664 SH       SHARED    01             1617664
DUKE REALTY CORP             COM NEW          264411505      14.01     1000 SH  P    SHARED                      1000
DUKE REALTY CORP             COM NEW          264411505      85.46     6100 SH  C    SHARED                      6100
DUKE REALTY CORP             COM NEW          264411505    1483.62   105897 SH       SHARED    01              105897
DUKE REALTY CORP             COM NEW          264411505    1995.58   142440 SH       SHARED                              142440
DUKE REALTY CORP             COM NEW          264411505    2094.86   149526 SH       SHARED                    149526
DUN & BRADSTREET CORP DEL NE COM              26483E100     216.65     2700 SH       SHARED                                2700
DUN & BRADSTREET CORP DEL NE COM              26483E100     799.83     9968 SH       SHARED    01                9968
DUN & BRADSTREET CORP DEL NE COM              26483E100      802.4    10000 SH  P    SHARED                     10000
DUN & BRADSTREET CORP DEL NE COM              26483E100     1604.8    20000 SH  C    SHARED                     20000
DUN & BRADSTREET CORP DEL NE COM              26483E100    7719.73    96208 SH       SHARED                     96208
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
DUNCAN ENERGY PARTNERS LP    COM UNITS        265026104       4.05      100 SH  C    SHARED                       100
DUNCAN ENERGY PARTNERS LP    COM UNITS        265026104      20.25      500 SH  P    SHARED                       500
DUNCAN ENERGY PARTNERS LP    COM UNITS        265026104    4477.19   110548 SH       SHARED    01              110548
DUNCAN ENERGY PARTNERS LP    COM UNITS        265026104   24313.41   600331 SH       SHARED                    600331
DUOYUAN GLOBAL WTR INC       SPONSORED ADR    266043108      88.64    14700 SH  C    SHARED                     14700
DUOYUAN GLOBAL WTR INC       SPONSORED ADR    266043108     124.22    20600 SH  P    SHARED                     20600
DUOYUAN GLOBAL WTR INC       SPONSORED ADR    266043108      189.8    31476 SH       SHARED                     31476
DUOYUAN GLOBAL WTR INC       SPONSORED ADR    266043108     2196.9   364328 SH       SHARED    01              364328
DUPONT FABROS TECHNOLOGY INC COM              26613Q106        9.7      400 SH  C    SHARED                       400
DUPONT FABROS TECHNOLOGY INC COM              26613Q106      30.85     1272 SH       SHARED    21                1272
DUPONT FABROS TECHNOLOGY INC COM              26613Q106     938.38    38696 SH       SHARED                               38696
DUPONT FABROS TECHNOLOGY INC COM              26613Q106    1517.66    62584 SH       SHARED                     62584
DUPONT FABROS TECHNOLOGY INC COM              26613Q106    2569.34   105952 SH       SHARED    01              105952
DURECT CORP                  COM              266605104     107.04    29734 SH       SOLE             29734
DUSA PHARMACEUTICALS INC     COM              266898105      66.81    12849 SH       SOLE             12849
DWS GLOBAL HIGH INCOME FD    COM              23338W104      11.69     1500 SH       SHARED    01                1500
DWS HIGH INCOME OPPORT FD IN COM NEW          23339M204       35.1     2396 SH       SHARED                      2396
DWS HIGH INCOME OPPORT FD IN COM NEW          23339M204     506.61    34581 SH       SHARED    01               34581
DWS HIGH INCOME TR           SHS NEW          23337C208       1.62      160 SH       SHARED                       160
DWS HIGH INCOME TR           SHS NEW          23337C208        3.1      306 SH       SHARED    01                 306
DWS MULTI MKT INCOME TR      SHS              23338L108       3.38      319 SH       SHARED                       319
DWS MULTI MKT INCOME TR      SHS              23338L108      75.33     7100 SH       SHARED    01                7100
DWS MUN INCOME TR            COM              23338M106       3.15      270 SH       SHARED                       270
DWS MUN INCOME TR            COM              23338M106     202.26    17361 SH       SHARED    01               17361
DWS STRATEGIC INCOME TR      SHS              23338N104      85.46     6469 SH       SHARED                      6469
DWS STRATEGIC INCOME TR      SHS              23338N104    1513.48   114571 SH       SHARED    01              114571
DWS STRATEGIC MUN INCOME TR  COM              23338T101       2.42      203 SH       SOLE               203
DXP ENTERPRISES INC NEW      COM NEW          233377407     282.85    12255 SH       SHARED                     12255
DXP ENTERPRISES INC NEW      COM NEW          233377407    1862.56    80700 SH       SHARED    01               80700
DYAX CORP                    COM              26746E103      58.91    36591 SH       SHARED                     36591
DYAX CORP                    COM              26746E103     399.88   248375 SH       SHARED    01              248375
DYCOM INDS INC               COM              267475101       7.89      455 SH       SHARED    20                           455
DYCOM INDS INC               COM              267475101      12.14      700 SH  C    SHARED                       700
DYCOM INDS INC               COM              267475101      45.34     2615 SH       SHARED    01                2615
DYCOM INDS INC               COM              267475101       86.7     5000 SH  P    SHARED                      5000
DYCOM INDS INC               COM              267475101     295.98    17069 SH       SHARED                     17069
DYNAMIC MATLS CORP           COM              267888105      33.55     1200 SH  C    SHARED                      1200
DYNAMIC MATLS CORP           COM              267888105     152.52     5455 SH       SHARED                      5455
DYNAMIC MATLS CORP           COM              267888105     540.77    19341 SH       SHARED    01               19341
DYNAMICS RESH CORP           COM              268057106      19.62     1200 SH       SOLE              1200
DYNASIL CORP AMER            COM              268102100      10.28     2419 SH       SOLE              2419
DYNAVAX TECHNOLOGIES CORP    COM              268158102       8.28     3000 SH  C    SOLE              3000
DYNAVAX TECHNOLOGIES CORP    COM              268158102     136.85    49583 SH       SOLE             49583
DYNAVOX INC                  CL A             26817F104       0.84      153 SH       SHARED                       153
DYNAVOX INC                  CL A             26817F104      22.08     4000 SH       SHARED    01                4000
DYNEGY INC DEL               COM              26817G300       7.32     1287 SH       SHARED    01                1287
DYNEGY INC DEL               COM              26817G300     197.44    34700 SH  P    SHARED                     34700
DYNEGY INC DEL               COM              26817G300     572.41   100600 SH  C    SHARED                    100600
DYNEGY INC DEL               COM              26817G300    19737.2  3468753 SH       SHARED                   3468753
DYNEX CAP INC                COM NEW          26817Q506     519.53    51643 SH       SHARED                     51643
DYNEX CAP INC                COM NEW          26817Q506     768.58    76400 SH       SHARED    01               76400
E FUTURE INFORMATION TECH IN SHS              G29438101      26.01     4645 SH       SOLE              4645
E HOUSE CHINA HLDGS LTD      ADR              26852W103       9.17      780 SH       SHARED    01                 780
E HOUSE CHINA HLDGS LTD      ADR              26852W103      11.75     1000 SH  C    SHARED                      1000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
E HOUSE CHINA HLDGS LTD      ADR              26852W103     518.45    44123 SH       SHARED                     44123
E M C CORP MASS              COM              268648102      95.11     3581 SH       SHARED    21                3581
E M C CORP MASS              COM              268648102    1211.32    45607 SH       SHARED                     45607
E M C CORP MASS              COM              268648102    3578.72   134741 SH       SHARED                              134741
E M C CORP MASS              COM              268648102    6824.33   256940 SH       SHARED    20                        256940
E M C CORP MASS              COM              268648102   22522.88   848000 SH  P    SHARED                    848000
E M C CORP MASS              COM              268648102   23186.88   873000 SH  C    SHARED                    873000
E M C CORP MASS              COM              268648102  121057.66  4557894 SH       SHARED    01             4557894
E M C CORP MASS              NOTE 1.750%12/0  268648AK8      56.27    34000 PRN      SHARED    01               34000
E M C CORP MASS              NOTE 1.750%12/0  268648AK8   154492.6 93349000 PRN      SHARED                  93349000
E M C CORP MASS              NOTE 1.750%12/0  268648AM4      27.28    16000 PRN      SHARED    01               16000
E M C CORP MASS              NOTE 1.750%12/0  268648AM4    3660.64  2147000 PRN      SHARED                   2147000
E TRADE FINANCIAL CORP       COM NEW          269246401     797.13    51000 SH  C    SHARED                     51000
E TRADE FINANCIAL CORP       COM NEW          269246401     1106.6    70800 SH  P    SHARED                     70800
E TRADE FINANCIAL CORP       COM NEW          269246401    3289.19   210441 SH       SHARED    01              210441
E TRADE FINANCIAL CORP       COM NEW          269246401    7991.76   511309 SH       SHARED                    511309
EAGLE BANCORP INC MD         COM              268948106       0.01        1 SH       SHARED    01                   1
EAGLE BANCORP MONT INC       COM              26942G100       6.94      596 SH       SOLE               596
EAGLE BULK SHIPPING INC      COM              Y2187A101      61.23    16460 SH       SHARED    01               16460
EAGLE BULK SHIPPING INC      COM              Y2187A101     237.71    63900 SH  C    SHARED                     63900
EAGLE MATERIALS INC          COM              26969P108       5.05      167 SH       SHARED    01                 167
EAGLE MATERIALS INC          COM              26969P108      15.13      500 SH  C    SHARED                       500
EAGLE MATERIALS INC          COM              26969P108      48.42     1600 SH  P    SHARED                      1600
EAGLE MATERIALS INC          COM              26969P108     911.79    30132 SH       SHARED                     30132
EAGLE ROCK ENERGY PARTNERS L UNIT             26985R104       9.23      900 SH  C    SHARED                       900
EAGLE ROCK ENERGY PARTNERS L UNIT             26985R104    2630.97   256680 SH       SHARED                    256680
EAGLE ROCK ENERGY PARTNERS L UNIT             26985R104   26601.81  2595299 SH       SHARED    01             2595299
EAGLE ROCK ENERGY PARTNERS L *W EXP 05/15/201 26985R120     390.73    97683 SH       SHARED    01               97683
EAGLE ROCK ENERGY PARTNERS L *W EXP 05/15/201 26985R120    1646.76   411691 SH       SHARED                    411691
EARTHLINK INC                COM              270321102      22.71     2900 SH  C    SHARED                      2900
EARTHLINK INC                COM              270321102      69.69     8900 SH  P    SHARED                      8900
EARTHLINK INC                COM              270321102    2376.48   303509 SH       SHARED                    303509
EARTHLINK INC                COM              270321102    2593.46   331221 SH       SHARED    01              331221
EARTHLINK INC                FRNT 3.250%11/1  270321AA0    1288.91  1206000 PRN      SOLE           1206000
EARTHSTONE ENERGY INC        COM NEW          27032D205      13.88      692 SH       SOLE               692
EAST WEST BANCORP INC        COM              27579R104       4.39      200 SH  C    SHARED                       200
EAST WEST BANCORP INC        COM              27579R104      30.74     1400 SH  P    SHARED                      1400
EAST WEST BANCORP INC        COM              27579R104      35.42     1613 SH       SHARED    21                1613
EAST WEST BANCORP INC        COM              27579R104    1995.48    90869 SH       SHARED    01               90869
EAST WEST BANCORP INC        COM              27579R104    2716.91   123721 SH       SHARED                    123721
EASTERN AMERN NAT GAS TR     SPERS RCT UNIT   276217106      36.64     1566 SH       SHARED                      1566
EASTERN AMERN NAT GAS TR     SPERS RCT UNIT   276217106       46.4     1983 SH       SHARED    01                1983
EASTERN INS HLDGS INC        COM              276534104       3.71      287 SH       SOLE               287
EASTERN LIGHT CAPITAL INC    COM              276650108       0.07       16 SH       SOLE                16
EASTGROUP PPTY INC           COM              277276101     722.25    16426 SH       SHARED                               16426
EASTGROUP PPTY INC           COM              277276101     1065.7    24237 SH       SHARED                     24237
EASTGROUP PPTY INC           COM              277276101    1943.74    44206 SH       SHARED    01               44206
EASTMAN CHEM CO              COM              277432100       9.93      100 SH  C    SHARED                       100
EASTMAN CHEM CO              COM              277432100      25.82      260 SH       SHARED    20                           260
EASTMAN CHEM CO              COM              277432100      49.66      500 SH  P    SHARED                       500
EASTMAN CHEM CO              COM              277432100     486.67     4900 SH       SHARED                                4900
EASTMAN CHEM CO              COM              277432100    1041.17    10483 SH       SHARED                     10483
EASTMAN CHEM CO              COM              277432100    4727.83    47602 SH       SHARED    01               47602
EASTMAN KODAK CO             COM              277461109      23.06     7138 SH       SHARED    01                7138
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EASTMAN KODAK CO             COM              277461109     448.32   138800 SH  C    SHARED                    138800
EASTMAN KODAK CO             COM              277461109    2233.87   691600 SH  P    SHARED                    691600
EASYLINK SERVICES INTL CORP  CL A             277858106       9.94     2402 SH       SOLE              2402
EATON CORP                   COM              278058102     116.15     2095 SH       SHARED    21                2095
EATON CORP                   COM              278058102     879.17    15858 SH       SHARED                     15858
EATON CORP                   COM              278058102     964.66    17400 SH  P    SHARED                     17400
EATON CORP                   COM              278058102    1219.68    22000 SH       SHARED                               22000
EATON CORP                   COM              278058102    2805.26    50600 SH  C    SHARED                     50600
EATON CORP                   COM              278058102    9954.75   179559 SH       SHARED    01              179559
EATON VANCE CA MUNI INCOME T SH BEN INT       27826F101      11.58     1056 SH       SHARED                      1056
EATON VANCE CA MUNI INCOME T SH BEN INT       27826F101     145.73    13284 SH       SHARED    01               13284
EATON VANCE CALIF MUN BD FD  COM              27828A100      16.29     1577 SH       SHARED                      1577
EATON VANCE CALIF MUN BD FD  COM              27828A100     373.11    36119 SH       SHARED    01               36119
EATON VANCE CALIF MUN BD FD  COM              27828C106       2.12      205 SH       SOLE               205
EATON VANCE CORP             COM NON VTG      278265103      17.25      535 SH       SHARED    20                           535
EATON VANCE CORP             COM NON VTG      278265103      309.5     9600 SH       SHARED                                9600
EATON VANCE CORP             COM NON VTG      278265103    1009.79    31321 SH       SHARED                     31321
EATON VANCE CORP             COM NON VTG      278265103    1388.51    43068 SH       SHARED    01               43068
EATON VANCE ENH EQTY INC FD  COM              278277108      20.13     1591 SH       SHARED                      1591
EATON VANCE ENH EQTY INC FD  COM              278277108      282.4    22324 SH       SHARED    01               22324
EATON VANCE ENHANCED EQ INC  COM              278274105      67.89     5502 SH       SHARED                      5502
EATON VANCE ENHANCED EQ INC  COM              278274105     432.09    35015 SH       SHARED    01               35015
EATON VANCE FLTING RATE INC  COM              278279104    6043.93   366521 SH       SHARED    01              366521
EATON VANCE LTD DUR INCOME F COM              27828H105   16734.29  1047202 SH       SHARED    01             1047202
EATON VANCE MA MUNI INCOME T SH BEN INT       27826E104       6.99      537 SH       SOLE               537
EATON VANCE MASS MUN BD FD   COM              27828K108      49.52     3912 SH       SOLE              3912
EATON VANCE MI MUNI INCOME T SH BEN INT       27826D106      32.48     2844 SH       SOLE              2844
EATON VANCE MICH MUN BD FD   COM              27828M104      35.34     2463 SH       SOLE              2463
EATON VANCE MUN BD FD        COM              27827X101         19     1667 SH       SHARED                      1667
EATON VANCE MUN BD FD        COM              27827X101     854.77    74980 SH       SHARED    01               74980
EATON VANCE MUN BD FD II     COM              27827K109      24.11     1903 SH       SHARED                      1903
EATON VANCE MUN BD FD II     COM              27827K109       96.3     7601 SH       SHARED    01                7601
EATON VANCE MUNI INCOME TRUS SH BEN INT       27826U108     858.43    73120 SH       SHARED    01               73120
EATON VANCE N J MUN BD FD    COM              27828R103      49.15     3881 SH       SOLE              3881
EATON VANCE N Y MUN BD FD II COM              27828T109       6.96      585 SH       SHARED                       585
EATON VANCE N Y MUN BD FD II COM              27828T109     122.75    10315 SH       SHARED    01               10315
EATON VANCE NATL MUN OPPORT  COM SHS          27829L105       3.56      191 SH       SHARED                       191
EATON VANCE NATL MUN OPPORT  COM SHS          27829L105    2862.15   153631 SH       SHARED    01              153631
EATON VANCE NEW YORK MUN BD  COM              27827Y109     124.56    10678 SH       SHARED                     10678
EATON VANCE NEW YORK MUN BD  COM              27827Y109     603.87    51768 SH       SHARED    01               51768
EATON VANCE NJ MUNI INCOME T SH BEN INT       27826V106       3.56      292 SH       SHARED                       292
EATON VANCE NJ MUNI INCOME T SH BEN INT       27826V106      65.23     5351 SH       SHARED    01                5351
EATON VANCE NY MUNI INCOME T SH BEN INT       27826W104     249.45    20363 SH       SHARED    01               20363
EATON VANCE OH MUNI INCOME T SH BEN INT       27826G109       30.1     2305 SH       SHARED                      2305
EATON VANCE OH MUNI INCOME T SH BEN INT       27826G109     127.35     9751 SH       SHARED    01                9751
EATON VANCE OHIO MUN BD FD   COM              27828L106      31.22     2741 SH       SHARED                      2741
EATON VANCE OHIO MUN BD FD   COM              27828L106      39.87     3500 SH       SHARED    01                3500
EATON VANCE PA MUN BD FD     COM              27828W102       6.12      501 SH       SOLE               501
EATON VANCE PA MUNI INCOME T SH BEN INT       27826T101      31.22     2520 SH       SOLE              2520
EATON VANCE RISK MNGD DIV EQ COM              27829G106    9914.55   773366 SH       SHARED    01              773366
EATON VANCE SH TM DR DIVR IN COM              27828V104    1980.05   116955 SH       SHARED    01              116955
EATON VANCE SR FLTNG RTE TR  COM              27828Q105    1443.72    87764 SH       SHARED    01               87764
EATON VANCE SR INCOME TR     SH BEN INT       27826S103    2770.54   380569 SH       SHARED    01              380569
EATON VANCE TAX ADVT DIV INC COM              27828G107      14.91      844 SH       SHARED                       844
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EATON VANCE TAX ADVT DIV INC COM              27828G107   15820.89   895353 SH       SHARED    01              895353
EATON VANCE TAX MNG GBL DV E COM              27829F108     9651.1   912202 SH       SHARED    01              912202
EATON VANCE TAX MNG GBL DV E COM              27829F108   20446.86  1932595 SH       SHARED                   1932595
EATON VANCE TAX MNGED BUY WR COM              27828X100     307.54    22221 SH       SHARED    01               22221
EATON VANCE TAX-ADV BD & OPT COM SH BEN INT   27829M103     830.81    50200 SH       SHARED    01               50200
EATON VANCE TX ADV GLB DIV O COM              27828U106    9429.71   429815 SH       SHARED    01              429815
EATON VANCE TX ADV GLBL DIV  COM              27828S101     117.03     7881 SH       SHARED                      7881
EATON VANCE TX ADV GLBL DIV  COM              27828S101   11317.05   762091 SH       SHARED    01              762091
EATON VANCE TX MGD DIV EQ IN COM              27828N102    1746.14   158740 SH       SHARED                    158740
EATON VANCE TX MGD DIV EQ IN COM              27828N102    7507.06   682460 SH       SHARED    01              682460
EATON VANCE TX MNG BY WRT OP COM              27828Y108       0.81       63 SH       SHARED                        63
EATON VANCE TX MNG BY WRT OP COM              27828Y108    2841.11   220583 SH       SHARED    01              220583
EATON VANCE TXMGD GL BUYWR O COM              27829C105       6.08      496 SH       SHARED                       496
EATON VANCE TXMGD GL BUYWR O COM              27829C105    5586.59   456048 SH       SHARED    01              456048
EBAY INC                     COM              278642103         37     1192 SH       SHARED    21                1192
EBAY INC                     COM              278642103    2424.22    78100 SH       SHARED                               78100
EBAY INC                     COM              278642103   29576.65   952856 SH       SHARED    01              952856
EBAY INC                     COM              278642103   34448.19  1109800 SH  P    SHARED                   1109800
EBAY INC                     COM              278642103   78912.99  2542300 SH  C    SHARED                   2542300
EBIX INC                     COM NEW          278715206     231.77     9800 SH  P    SHARED                      9800
EBIX INC                     COM NEW          278715206     276.71    11700 SH  C    SHARED                     11700
EBIX INC                     COM NEW          278715206     629.59    26621 SH       SHARED                     26621
EBIX INC                     COM NEW          278715206     3476.1   146981 SH       SHARED    01              146981
ECA MARCELLUS TR I           COM UNIT         26827L109    1317.28    42005 SH       SHARED    01               42005
ECB BANCORP INC              COM              268253101          3      246 SH       SHARED                       246
ECB BANCORP INC              COM              268253101       3.62      297 SH       SHARED    01                 297
ECHELON CORP                 COM              27874N105      32.42     3200 SH  P    SHARED                      3200
ECHELON CORP                 COM              27874N105     125.96    12434 SH       SHARED                     12434
ECHELON CORP                 COM              27874N105     2244.3   221550 SH       SHARED    01              221550
ECHO GLOBAL LOGISTICS INC    COM              27875T101     307.36    23409 SH       SOLE             23409
ECHOSTAR CORP                CL A             278768106      58.59     1548 SH       SHARED    01                1548
ECHOSTAR CORP                CL A             278768106     128.69     3400 SH  C    SHARED                      3400
ECHOSTAR CORP                CL A             278768106    4086.48   107965 SH       SHARED                    107965
ECOLAB INC                   COM              278865100      12.86      252 SH       SHARED    21                 252
ECOLAB INC                   COM              278865100      244.9     4800 SH  C    SHARED                      4800
ECOLAB INC                   COM              278865100     301.02     5900 SH  P    SHARED                      5900
ECOLAB INC                   COM              278865100     862.24    16900 SH       SHARED                               16900
ECOLAB INC                   COM              278865100    9305.44   182388 SH       SHARED    01              182388
ECOLAB INC                   COM              278865100   12361.69   242291 SH       SHARED                    242291
ECOLOGY & ENVIRONMENT INC    CL A             278878103       8.49      442 SH       SOLE               442
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A    26833A105      20.63     1000 SH  C    SHARED    01                1000
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A    26833A105     549.79    26650 SH       SHARED                     26650
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A    26833A105     552.88    26800 SH  P    SHARED                     26800
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A    26833A105     756.38    36664 SH       SHARED    01               36664
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A    26833A105     872.65    42300 SH  C    SHARED                     42300
ECOPETROL S A                SPONSORED ADS    279158109      446.2    10708 SH       SHARED    01               10708
ECOPETROL S A                SPONSORED ADS    279158109    2171.88    52121 SH       SHARED                     52121
EDAC TECHNOLOGIES CORP       COM              279285100        8.2     2440 SH       SOLE              2440
EDAP TMS S A                 SPONSORED ADR    268311107       5.04     1445 SH       SOLE              1445
EDGAR ONLINE INC             COM              279765101       0.33      253 SH       SOLE               253
EDGEWATER TECHNOLOGY INC     COM              280358102       1.41      447 SH       SOLE               447
EDIETS COM INC               COM              280597105       9.88    17326 SH       SOLE             17326
EDISON INTL                  COM              281020107       17.6      481 SH       SHARED    21                 481
EDISON INTL                  COM              281020107       84.6     2312 SH       SHARED                      2312
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EDISON INTL                  COM              281020107     493.97    13500 SH  C    SHARED                     13500
EDISON INTL                  COM              281020107     658.62    18000 SH  P    SHARED                     18000
EDISON INTL                  COM              281020107     903.37    24689 SH       SHARED                               24689
EDISON INTL                  COM              281020107    7578.26   207113 SH       SHARED    01              207113
EDUCATION MGMT CORP NEW      COM              28140M103       69.1     3300 SH  C    SOLE              3300
EDUCATION MGMT CORP NEW      COM              28140M103     335.04    16000 SH  P    SOLE             16000
EDUCATION MGMT CORP NEW      COM              28140M103     568.77    27162 SH       SOLE             27162
EDUCATION RLTY TR INC        COM              28140H104       0.63       78 SH       SHARED    21                  78
EDUCATION RLTY TR INC        COM              28140H104       6.93      863 SH       SHARED    01                 863
EDUCATION RLTY TR INC        COM              28140H104     243.49    30322 SH       SHARED                     30322
EDUCATION RLTY TR INC        COM              28140H104     275.63    34325 SH       SHARED                               34325
EDUCATIONAL DEV CORP         COM              281479105          6     1000 SH       SHARED    01                1000
EDWARDS LIFESCIENCES CORP    COM              28176E108      200.1     2300 SH  P    SHARED                      2300
EDWARDS LIFESCIENCES CORP    COM              28176E108     939.43    10798 SH       SHARED                               10798
EDWARDS LIFESCIENCES CORP    COM              28176E108    1902.08    21863 SH       SHARED                     21863
EDWARDS LIFESCIENCES CORP    COM              28176E108     2749.2    31600 SH  C    SHARED                     31600
EDWARDS LIFESCIENCES CORP    COM              28176E108   11945.54   137305 SH       SHARED    01              137305
EGA EMERGING GLOBAL SHS TR   BRAZIL INFRSTR   268461829    6046.71   234187 SH       SHARED    01              234187
EGA EMERGING GLOBAL SHS TR   DJ FINL TITANS   268461506      28.24     1148 SH       SHARED                      1148
EGA EMERGING GLOBAL SHS TR   DJ FINL TITANS   268461506     563.12    22891 SH       SHARED    01               22891
EGA EMERGING GLOBAL SHS TR   DJ MKT ENERGY    268461860     132.26     4400 SH       SHARED    01                4400
EGA EMERGING GLOBAL SHS TR   DJ MKT MET&MIN   268461852       1.04       45 SH       SHARED                        45
EGA EMERGING GLOBAL SHS TR   DJ MKT MET&MIN   268461852     208.42     9046 SH       SHARED    01                9046
EGA EMERGING GLOBAL SHS TR   DJ TITANS ETF    268461100      13.49      489 SH       SHARED                       489
EGA EMERGING GLOBAL SHS TR   DJ TITANS ETF    268461100    1450.27    52590 SH       SHARED    01               52590
EGA EMERGING GLOBAL SHS TR   EGS INDIA INFR   268461845      781.2    40000 SH       SOLE             40000
EGA EMERGING GLOBAL SHS TR   EMRG GL DJ SHS   268461779   13218.95   578763 SH       SHARED    01              578763
EGA EMERGING GLOBAL SHS TR   GLOB SHS CHINA   268461837      12.77      569 SH       SHARED                       569
EGA EMERGING GLOBAL SHS TR   GLOB SHS CHINA   268461837     415.84    18523 SH       SHARED    01               18523
EHEALTH INC                  COM              28238P109       1.33      100 SH  C    SHARED                       100
EHEALTH INC                  COM              28238P109         20     1505 SH       SHARED    21                1505
EHEALTH INC                  COM              28238P109     202.22    15216 SH       SHARED                     15216
EHEALTH INC                  COM              28238P109     905.24    68114 SH       SHARED    01               68114
EINSTEIN NOAH REST GROUP INC COM              28257U104    1209.44    74290 SH       SHARED    01               74290
EL PASO CORP                 COM              28336L109      14.08      782 SH       SHARED    21                 782
EL PASO CORP                 COM              28336L109        819    45500 SH       SHARED                               45500
EL PASO CORP                 COM              28336L109   20924.53  1162474 SH       SHARED    01             1162474
EL PASO CORP                 COM              28336L109    22280.4  1237800 SH  P    SHARED                   1237800
EL PASO CORP                 COM              28336L109   63442.73  3524596 SH  C    SHARED                   3524596
EL PASO CORP                 COM              28336L109  178489.64  9916091 SH       SHARED                   9916091
EL PASO ELEC CO              COM NEW          283677854      10.06      331 SH       SHARED    21                 331
EL PASO ELEC CO              COM NEW          283677854     197.72     6504 SH       SHARED    01                6504
EL PASO ELEC CO              COM NEW          283677854     637.79    20980 SH       SHARED                     20980
EL PASO ENERGY CAP TR I      PFD CV TR SECS   283678209      32.83      742 SH       SHARED                       742
EL PASO ENERGY CAP TR I      PFD CV TR SECS   283678209    1120.23    25316 SH       SHARED    01               25316
EL PASO PIPELINE PARTNERS L  COM UNIT LPI     283702108      39.85     1100 SH  C    SHARED                      1100
EL PASO PIPELINE PARTNERS L  COM UNIT LPI     283702108      90.58     2500 SH  P    SHARED                      2500
EL PASO PIPELINE PARTNERS L  COM UNIT LPI     283702108   15978.12   441019 SH       SHARED                    441019
EL PASO PIPELINE PARTNERS L  COM UNIT LPI     283702108    41988.9  1158954 SH       SHARED    01             1158954
ELAN PLC                     ADR              284131208    2083.13   302780 SH       SHARED    01              302780
ELAN PLC                     ADR              284131208    5556.76   807668 SH       SHARED                    807668
ELBIT IMAGING LTD            ORD SHS          M37605108       1.17       99 SH       SHARED    01                  99
ELBIT SYS LTD                ORD              M3760D101      66.09     1198 SH       SHARED                                1198
ELBIT SYS LTD                ORD              M3760D101     152.82     2770 SH       SHARED    20                          2770
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ELBIT SYS LTD                ORD              M3760D101     888.24    16100 SH       SHARED    01               16100
ELBIT SYS LTD                ORD              M3760D101     3348.1    60687 SH       SHARED                     60687
ELDORADO GOLD CORP NEW       COM              284902103     479.67    29500 SH       SHARED                               29500
ELDORADO GOLD CORP NEW       COM              284902103     747.96    46000 SH  C    SHARED                     46000
ELDORADO GOLD CORP NEW       COM              284902103     840.64    51700 SH  P    SHARED                     51700
ELDORADO GOLD CORP NEW       COM              284902103      849.7    52257 SH       SHARED    01               52257
ELDORADO GOLD CORP NEW       COM              284902103    1507.35    92703 SH       SHARED                     92703
ELECTRO RENT CORP            COM              285218103     119.76     6971 SH       SHARED                      6971
ELECTRO RENT CORP            COM              285218103     611.25    35579 SH       SHARED    01               35579
ELECTRO SCIENTIFIC INDS      COM              285229100     237.69    13692 SH       SHARED                     13692
ELECTRO SCIENTIFIC INDS      COM              285229100      276.2    15910 SH       SHARED    01               15910
ELECTRONIC ARTS INC          COM              285512109     443.33    22700 SH       SHARED                               22700
ELECTRONIC ARTS INC          COM              285512109     1267.5    64900 SH  C    SHARED                     64900
ELECTRONIC ARTS INC          COM              285512109    2117.05   108400 SH  P    SHARED                    108400
ELECTRONIC ARTS INC          COM              285512109    3030.14   155153 SH       SHARED    01              155153
ELECTRONICS FOR IMAGING INC  COM              286082102       5.37      365 SH       SHARED    20                           365
ELECTRONICS FOR IMAGING INC  COM              286082102       81.2     5520 SH       SHARED    01                5520
ELECTRONICS FOR IMAGING INC  COM              286082102     292.88    19910 SH       SHARED                     19910
ELECTRO-SENSORS INC          COM              285233102       7.22     1622 SH       SOLE              1622
ELIZABETH ARDEN INC          COM              28660G106      110.5     3682 SH       SHARED    01                3682
ELLINGTON FINANCIAL LLC      COM              288522303     247.23    10726 SH       SHARED    01               10726
ELLIS PERRY INTL INC         COM              288853104      24.49      890 SH       SHARED    01                 890
ELLIS PERRY INTL INC         COM              288853104     135.73     4932 SH       SHARED                      4932
ELLSWORTH FUND LTD           COM              289074106       8.13     1072 SH       SHARED                      1072
ELLSWORTH FUND LTD           COM              289074106    3541.28   467187 SH       SHARED    01              467187
ELONG INC                    SPONSORED ADR    290138205      12.81      906 SH       SOLE               906
ELOYALTY CORP                COM NEW          290151307        4.7      634 SH       SOLE               634
ELSTER GROUP SE              SPONSORED ADR    290348101    1532.67    94318 SH       SHARED                     94318
ELSTER GROUP SE              SPONSORED ADR    290348101    2029.79   124910 SH       SHARED    01              124910
EMAGIN CORP                  COM NEW          29076N206       2.86      400 SH  P    SOLE               400
EMAGIN CORP                  COM NEW          29076N206       4.91      687 SH       SOLE               687
EMAGIN CORP                  COM NEW          29076N206       14.3     2000 SH  C    SOLE              2000
EMBOTELLADORA ANDINA S A     SPON ADR A       29081P204      68.04     2871 SH       SOLE              2871
EMBOTELLADORA ANDINA S A     SPON ADR B       29081P303     804.65    27500 SH       SHARED    01               27500
EMBRAER S A                  SP ADR REP 4 COM 29082A107      16.61      493 SH       SHARED    21                 493
EMBRAER S A                  SP ADR REP 4 COM 29082A107     411.58    12213 SH       SHARED                     12213
EMBRAER S A                  SP ADR REP 4 COM 29082A107    1418.43    42090 SH       SHARED    01               42090
EMC INS GROUP INC            COM              268664109      54.65     2201 SH       SOLE              2201
EMCLAIRE FINL CORP           COM              290828102      12.08      700 SH       SOLE               700
EMCOR GROUP INC              COM              29084Q100      909.9    29380 SH       SHARED    01               29380
EMCOR GROUP INC              COM              29084Q100    1025.14    33101 SH       SHARED                     33101
EMCORE CORP                  COM              290846104       1.03      400 SH  C    SHARED                       400
EMCORE CORP                  COM              290846104       2.06      800 SH       SHARED    01                 800
EMCORE CORP                  COM              290846104       57.1    22218 SH       SHARED                     22218
EMDEON INC                   CL A             29084T104      29.16     1810 SH       SHARED    20                          1810
EMDEON INC                   CL A             29084T104     117.09     7268 SH       SHARED    01                7268
EMDEON INC                   CL A             29084T104     321.89    19981 SH       SHARED                     19981
EMERGENCY MEDICAL SVCS CORP  CL A             29100P102      12.72      200 SH  P    SHARED                       200
EMERGENCY MEDICAL SVCS CORP  CL A             29100P102       61.3      964 SH       SHARED    01                 964
EMERGENCY MEDICAL SVCS CORP  CL A             29100P102     718.57    11300 SH  C    SHARED                     11300
EMERGENCY MEDICAL SVCS CORP  CL A             29100P102    4155.22    65344 SH       SHARED                     65344
EMERGENT BIOSOLUTIONS INC    COM              29089Q105       1.47       61 SH       SHARED    01                  61
EMERGENT BIOSOLUTIONS INC    COM              29089Q105     244.43    10117 SH       SHARED                     10117
EMERGENT GROUP INC NEV       COM NEW          29089V203     105.23    12438 SH       SOLE             12438
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EMERITUS CORP                COM              291005106      62.38     2450 SH       SHARED    01                2450
EMERITUS CORP                COM              291005106     327.44    12861 SH       SHARED                     12861
EMERSON ELEC CO              COM              291011104      26.47      453 SH       SHARED    21                 453
EMERSON ELEC CO              COM              291011104    2740.37    46900 SH  C    SHARED                     46900
EMERSON ELEC CO              COM              291011104    2883.46    49349 SH       SHARED                               49349
EMERSON ELEC CO              COM              291011104     3628.5    62100 SH  P    SHARED                     62100
EMERSON ELEC CO              COM              291011104   11536.71   197445 SH       SHARED                    197445
EMERSON ELEC CO              COM              291011104   42000.01   718809 SH       SHARED    01              718809
EMERSON RADIO CORP           COM NEW          291087203       3.06     1264 SH       SOLE              1264
EMPIRE DIST ELEC CO          COM              291641108     404.73    18574 SH       SHARED    01               18574
EMPIRE DIST ELEC CO          COM              291641108     690.07    31669 SH       SHARED                     31669
EMPIRE RESORTS INC           COM              292052107       3.68     5935 SH       SHARED                      5935
EMPIRE RESORTS INC           COM              292052107      14.69    23700 SH       SHARED    01               23700
EMPLOYERS HOLDINGS INC       COM              292218104    6989.77   338324 SH       SOLE            338324
EMPRESA DIST Y COMERCIAL NOR SPON ADR         29244A102       9.08      867 SH       SOLE               867
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR    29244T101     457.75     8230 SH       SHARED    01                8230
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR    29244T101    1060.95    19075 SH       SHARED                     19075
EMPRESAS ICA S A DE CV       SPONS ADR NEW    292448206       64.3     7050 SH       SHARED    01                7050
EMPRESAS ICA S A DE CV       SPONS ADR NEW    292448206      68.09     7466 SH       SHARED                      7466
EMS TECHNOLOGIES INC         COM              26873N108     137.05     6973 SH       SHARED    01                6973
EMS TECHNOLOGIES INC         COM              26873N108     147.81     7520 SH       SHARED                      7520
EMULEX CORP                  COM NEW          292475209       1.49      140 SH       SHARED    20                           140
EMULEX CORP                  COM NEW          292475209        7.9      740 SH       SHARED    01                 740
EMULEX CORP                  COM NEW          292475209      13.87     1300 SH  C    SHARED                      1300
EMULEX CORP                  COM NEW          292475209     102.43     9600 SH  P    SHARED                      9600
EMULEX CORP                  COM NEW          292475209     381.18    35724 SH       SHARED                     35724
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI    29250X103     887.63    14114 SH       SHARED                     14114
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI    29250X103    1632.31    25955 SH       SHARED    01               25955
ENBRIDGE ENERGY PARTNERS L P COM              29250R106     103.39     1600 SH  P    SHARED                      1600
ENBRIDGE ENERGY PARTNERS L P COM              29250R106     239.09     3700 SH  C    SHARED                      3700
ENBRIDGE ENERGY PARTNERS L P COM              29250R106   20812.81   322080 SH       SHARED                    322080
ENBRIDGE ENERGY PARTNERS L P COM              29250R106   25122.71   388776 SH       SHARED    01              388776
ENBRIDGE INC                 COM              29250N105      12.29      200 SH  C    SHARED                       200
ENBRIDGE INC                 COM              29250N105       33.8      550 SH       SHARED    20                           550
ENBRIDGE INC                 COM              29250N105    1284.31    20900 SH       SHARED                               20900
ENBRIDGE INC                 COM              29250N105    2932.09    47715 SH       SHARED    01               47715
ENBRIDGE INC                 COM              29250N105    4014.53    65330 SH       SHARED                     65330
ENCANA CORP                  COM              292505104     1609.1    46600 SH       SHARED                               46600
ENCANA CORP                  COM              292505104    5378.39   155760 SH       SHARED                    155760
ENCANA CORP                  COM              292505104   12807.14   370899 SH       SHARED    01              370899
ENCANA CORP                  COM              292505104   14285.06   413700 SH  C    SHARED                    413700
ENCANA CORP                  COM              292505104   30362.23   879300 SH  P    SHARED                    879300
ENCORE CAP GROUP INC         COM              292554102     471.01    19895 SH       SOLE             19895
ENCORE ENERGY PARTNERS LP    COM UNIT         29257A106      21.13      900 SH  P    SHARED                       900
ENCORE ENERGY PARTNERS LP    COM UNIT         29257A106      180.8     7700 SH  C    SHARED                      7700
ENCORE ENERGY PARTNERS LP    COM UNIT         29257A106    1379.43    58749 SH       SHARED    01               58749
ENCORE WIRE CORP             COM              292562105      19.47      800 SH  P    SHARED                       800
ENCORE WIRE CORP             COM              292562105      43.81     1800 SH       SHARED    01                1800
ENCORE WIRE CORP             COM              292562105     265.67    10915 SH       SHARED                     10915
ENDEAVOUR SILVER CORP        COM              29258Y103      19.64     2000 SH       SHARED    01                2000
ENDEAVOUR SILVER CORP        COM              29258Y103     155.78    15864 SH       SHARED                     15864
ENDEAVOUR SILVER CORP        COM              29258Y103     212.11    21600 SH  C    SHARED                     21600
ENDEAVOUR SILVER CORP        COM              29258Y103     597.06    60800 SH  P    SHARED                     60800
ENDO PHARMACEUTICALS HLDGS I COM              29264F205       3.82      100 SH  P    SHARED                       100
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ENDO PHARMACEUTICALS HLDGS I COM              29264F205     282.38     7400 SH  C    SHARED                      7400
ENDO PHARMACEUTICALS HLDGS I COM              29264F205    5465.31   143221 SH       SHARED    01              143221
ENDO PHARMACEUTICALS HLDGS I COM              29264F205    6351.12   166434 SH       SHARED                    166434
ENDOLOGIX INC                COM              29266S106     115.26    17000 SH       SHARED    01               17000
ENDOLOGIX INC                COM              29266S106     123.73    18249 SH       SHARED                     18249
ENDURANCE SPECIALTY HLDGS LT SHS              G30397106       4.88      100 SH  C    SHARED                       100
ENDURANCE SPECIALTY HLDGS LT SHS              G30397106       7.71      158 SH       SHARED    21                 158
ENDURANCE SPECIALTY HLDGS LT SHS              G30397106    4287.18    87816 SH       SHARED                     87816
ENDURANCE SPECIALTY HLDGS LT SHS              G30397106       6754   138345 SH       SHARED    01              138345
ENDWAVE CORP                 COM NEW          29264A206      14.04     5874 SH       SOLE              5874
ENER1 INC                    COM NEW          29267A203        0.3      100 SH  C    SHARED                       100
ENER1 INC                    COM NEW          29267A203       56.1    18953 SH       SHARED    01               18953
ENER1 INC                    COM NEW          29267A203     782.11   264227 SH       SHARED                    264227
ENERGEN CORP                 COM              29265N108      69.43     1100 SH  C    SHARED                      1100
ENERGEN CORP                 COM              29265N108     263.21     4170 SH       SHARED                                4170
ENERGEN CORP                 COM              29265N108     1563.1    24764 SH       SHARED                     24764
ENERGEN CORP                 COM              29265N108    5009.58    79366 SH       SHARED    01               79366
ENERGIZER HLDGS INC          COM              29266R108        6.4       90 SH       SHARED    20                            90
ENERGIZER HLDGS INC          COM              29266R108      19.85      279 SH       SHARED    21                 279
ENERGIZER HLDGS INC          COM              29266R108     298.87     4200 SH  P    SHARED                      4200
ENERGIZER HLDGS INC          COM              29266R108     298.87     4200 SH       SHARED                                4200
ENERGIZER HLDGS INC          COM              29266R108     327.34     4600 SH  C    SHARED                      4600
ENERGIZER HLDGS INC          COM              29266R108    3995.35    56146 SH       SHARED    01               56146
ENERGIZER HLDGS INC          COM              29266R108  255293.69  3587601 SH       SHARED                   3587601
ENERGY CONVERSION DEVICES IN COM              292659109      12.43     5500 SH  P    SHARED                      5500
ENERGY CONVERSION DEVICES IN COM              292659109      44.35    19624 SH       SHARED                     19624
ENERGY CONVERSION DEVICES IN COM              292659109         67    29646 SH       SHARED    01               29646
ENERGY CONVERSION DEVICES IN COM              292659109      80.46    35600 SH  C    SHARED                     35600
ENERGY FOCUS INC             COM              29268T102       8.78     7200 SH       SHARED    01                7200
ENERGY INCOME & GROWTH FD    COM              292697109     122.29     4214 SH       SHARED    01                4214
ENERGY PARTNERS LTD          COM NEW          29270U303      43.24     2402 SH       SOLE              2402
ENERGY RECOVERY INC          COM              29270J100       4.77     1500 SH  P    SHARED                      1500
ENERGY RECOVERY INC          COM              29270J100       9.22     2900 SH       SHARED    01                2900
ENERGY RECOVERY INC          COM              29270J100       32.9    10347 SH       SHARED                     10347
ENERGY SVCS OF AMERICA CORP  *W EXP 08/29/201 29271Q111       8.36    20896 SH       SOLE             20896
ENERGY TRANSFER EQUITY L P   COM UT LTD PTN   29273V100     185.58     4124 SH       SHARED                      4124
ENERGY TRANSFER EQUITY L P   COM UT LTD PTN   29273V100      211.5     4700 SH  C    SHARED                      4700
ENERGY TRANSFER EQUITY L P   COM UT LTD PTN   29273V100      238.5     5300 SH  P    SHARED                      5300
ENERGY TRANSFER EQUITY L P   COM UT LTD PTN   29273V100   12649.28   281095 SH       SHARED    01              281095
ENERGY TRANSFER PRTNRS L P   UNIT LTD PARTN   29273R109     331.26     6400 SH  P    SHARED                      6400
ENERGY TRANSFER PRTNRS L P   UNIT LTD PARTN   29273R109     1164.6    22500 SH  C    SHARED                     22500
ENERGY TRANSFER PRTNRS L P   UNIT LTD PARTN   29273R109   20558.86   397196 SH       SHARED                    397196
ENERGY TRANSFER PRTNRS L P   UNIT LTD PARTN   29273R109   57562.92  1112112 SH       SHARED    01             1112112
ENERGY TRANSFER PRTNRS L P   UNIT LTD PARTN   29273R109     103.52     2000 SH  P    SHARED    01                2000
ENERGY XXI (BERMUDA) LTD     USD UNRS SHS     G10082140     658.13    19300 SH  P    SHARED                     19300
ENERGY XXI (BERMUDA) LTD     USD UNRS SHS     G10082140    2768.92    81200 SH  C    SHARED                     81200
ENERGY XXI (BERMUDA) LTD     USD UNRS SHS     G10082140    3803.48   111539 SH       SHARED    01              111539
ENERGYSOLUTIONS INC          COM              292756202       6.56     1100 SH  P    SHARED                      1100
ENERGYSOLUTIONS INC          COM              292756202      10.66     1788 SH       SHARED    01                1788
ENERGYSOLUTIONS INC          COM              292756202       14.9     2500 SH  C    SHARED                      2500
ENERGYSOLUTIONS INC          COM              292756202     162.81    27317 SH       SHARED                     27317
ENERNOC INC                  COM              292764107      78.35     4100 SH  C    SHARED                      4100
ENERNOC INC                  COM              292764107     351.62    18400 SH  P    SHARED                     18400
ENERNOC INC                  COM              292764107     597.26    31254 SH       SHARED    01               31254
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ENERNOC INC                  COM              292764107    2976.52   155757 SH       SHARED                    155757
ENERPLUS CORP                COM              292766102     155.13     4900 SH  P    SHARED                      4900
ENERPLUS CORP                COM              292766102      335.6    10600 SH       SHARED                               10600
ENERPLUS CORP                COM              292766102     563.55    17800 SH  C    SHARED                     17800
ENERPLUS CORP                COM              292766102    3073.81    97088 SH       SHARED                     97088
ENERPLUS CORP                COM              292766102    25363.3   801115 SH       SHARED    01              801115
ENERSIS S A                  SPONSORED ADR    29274F104     373.86    17957 SH       SHARED    01               17957
ENERSIS S A                  SPONSORED ADR    29274F104    1784.13    85693 SH       SHARED                     85693
ENERSYS                      COM              29275Y102       3.98      100 SH  P    SHARED                       100
ENERSYS                      COM              29275Y102       8.35      210 SH       SHARED    20                           210
ENERSYS                      COM              29275Y102      12.52      315 SH       SHARED    21                 315
ENERSYS                      COM              29275Y102     880.74    22157 SH       SHARED                     22157
ENERSYS                      COM              29275Y102    3173.64    79840 SH       SHARED    01               79840
ENGEX INC                    COM              292851102       1.94      549 SH       SOLE               549
ENGLOBAL CORP                COM              293306106      79.57    17566 SH       SHARED                     17566
ENGLOBAL CORP                COM              293306106     289.51    63910 SH       SHARED    01               63910
ENI S P A                    SPONSORED ADR    26874R108      14.74      300 SH       SHARED    21                 300
ENI S P A                    SPONSORED ADR    26874R108       73.7     1500 SH       SHARED                                1500
ENI S P A                    SPONSORED ADR    26874R108     246.34     5014 SH       SHARED                      5014
ENI S P A                    SPONSORED ADR    26874R108   13081.16   266256 SH       SHARED    01              266256
ENNIS INC                    COM              293389102     180.86    10620 SH       SHARED                     10620
ENNIS INC                    COM              293389102     923.78    54244 SH       SHARED    01               54244
ENPRO INDS INC               COM              29355X107      34.79      958 SH       SHARED    01                 958
ENPRO INDS INC               COM              29355X107     679.22    18701 SH       SHARED                     18701
ENSCO PLC                    SPONSORED ADR    29358Q109      57.84     1000 SH       SHARED                                1000
ENSCO PLC                    SPONSORED ADR    29358Q109     148.36     2565 SH       SHARED    20                          2565
ENSCO PLC                    SPONSORED ADR    29358Q109    1132.62    19582 SH       SHARED                     19582
ENSCO PLC                    SPONSORED ADR    29358Q109    3840.58    66400 SH  P    SHARED                     66400
ENSCO PLC                    SPONSORED ADR    29358Q109    9051.09   156485 SH       SHARED    01              156485
ENSCO PLC                    SPONSORED ADR    29358Q109   12163.75   210300 SH  C    SHARED                    210300
ENSIGN GROUP INC             COM              29358P101       19.7      617 SH       SHARED    01                 617
ENSIGN GROUP INC             COM              29358P101     187.27     5865 SH       SHARED                      5865
ENSTAR GROUP LIMITED         SHS              G3075P101     307.73     3081 SH       SHARED                      3081
ENSTAR GROUP LIMITED         SHS              G3075P101    1516.08    15179 SH       SHARED    01               15179
ENTEGRIS INC                 COM              29362U104       9.66     1100 SH  P    SHARED                      1100
ENTEGRIS INC                 COM              29362U104      31.61     3600 SH  C    SHARED                      3600
ENTEGRIS INC                 COM              29362U104     471.86    53743 SH       SHARED                     53743
ENTEGRIS INC                 COM              29362U104     1156.8   131754 SH       SHARED    01              131754
ENTERCOM COMMUNICATIONS CORP CL A             293639100    6101.36   553662 SH       SOLE            553662
ENTERGY CORP NEW             COM              29364G103      15.39      229 SH       SHARED    21                 229
ENTERGY CORP NEW             COM              29364G103      638.5     9500 SH  P    SHARED                      9500
ENTERGY CORP NEW             COM              29364G103     948.13    14107 SH       SHARED                               14107
ENTERGY CORP NEW             COM              29364G103    1243.39    18500 SH  C    SHARED                     18500
ENTERGY CORP NEW             COM              29364G103    5689.93    84659 SH       SHARED                     84659
ENTERGY CORP NEW             COM              29364G103   11604.21   172656 SH       SHARED    01              172656
ENTEROMEDICS INC             COM NEW          29365M208       0.46      166 SH       SHARED    01                 166
ENTEROMEDICS INC             COM NEW          29365M208       1.41      511 SH       SHARED                       511
ENTERPRISE BANCORP INC MASS  COM              293668109      18.31     1229 SH       SOLE              1229
ENTERPRISE FINL SVCS CORP    COM              293712105      19.42     1380 SH       SHARED                      1380
ENTERPRISE FINL SVCS CORP    COM              293712105      28.14     2000 SH       SHARED    01                2000
ENTERPRISE PRODS PARTNERS L  COM              293792107     258.36     6000 SH       SHARED    21                6000
ENTERPRISE PRODS PARTNERS L  COM              293792107     305.73     7100 SH  P    SHARED                      7100
ENTERPRISE PRODS PARTNERS L  COM              293792107     757.86    17600 SH  C    SHARED                     17600
ENTERPRISE PRODS PARTNERS L  COM              293792107   80638.33  1872697 SH       SHARED                   1872697
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ENTERPRISE PRODS PARTNERS L  COM              293792107     187964  4365165 SH       SHARED    01             4365165
ENTERTAINMENT GAMING ASIA IN COM              29383V107        2.4     6837 SH       SHARED                      6837
ENTERTAINMENT GAMING ASIA IN COM              29383V107       3.51    10000 SH       SHARED    01               10000
ENTERTAINMENT PPTYS TR       COM SH BEN INT   29380T105       3.51       75 SH       SHARED    21                  75
ENTERTAINMENT PPTYS TR       COM SH BEN INT   29380T105      23.41      500 SH  C    SHARED                       500
ENTERTAINMENT PPTYS TR       COM SH BEN INT   29380T105      32.77      700 SH  P    SHARED                       700
ENTERTAINMENT PPTYS TR       COM SH BEN INT   29380T105    1157.06    24713 SH       SHARED    01               24713
ENTERTAINMENT PPTYS TR       COM SH BEN INT   29380T105    1318.73    28166 SH       SHARED                               28166
ENTERTAINMENT PPTYS TR       COM SH BEN INT   29380T105    3735.63    79787 SH       SHARED                     79787
ENTERTAINMENT PPTYS TR       CONV PFD 9% SR E 29380T600       5.58      202 SH       SOLE               202
ENTRAVISION COMMUNICATIONS C CL A             29382R107      60.86    22456 SH       SOLE             22456
ENTREE GOLD INC              COM              29383G100     406.54   130300 SH       SHARED    01              130300
ENTROPIC COMMUNICATIONS INC  COM              29384R105       91.2    10793 SH       SHARED    01               10793
ENTROPIC COMMUNICATIONS INC  COM              29384R105     154.64    18300 SH  P    SHARED                     18300
ENTROPIC COMMUNICATIONS INC  COM              29384R105     302.51    35800 SH  C    SHARED                     35800
ENTROPIC COMMUNICATIONS INC  COM              29384R105     945.58   111903 SH       SHARED                    111903
ENVESTNET INC                COM              29404K106       2.02      150 SH       SHARED    01                 150
ENVESTNET INC                COM              29404K106      42.86     3189 SH       SHARED                      3189
ENVIROSTAR INC               COM              29414M100        1.6     1171 SH       SOLE              1171
ENVOY CAPITAL GROUP INC      COM              29413B105       2.05     1256 SH       SOLE              1256
ENZO BIOCHEM INC             COM              294100102      27.61     6590 SH       SHARED    01                6590
ENZO BIOCHEM INC             COM              294100102      77.38    18468 SH       SHARED                     18468
ENZON PHARMACEUTICALS INC    COM              293904108     108.46     9950 SH       SHARED    01                9950
ENZON PHARMACEUTICALS INC    COM              293904108     111.18    10200 SH  C    SHARED                     10200
ENZON PHARMACEUTICALS INC    COM              293904108    7963.54   730600 SH       SHARED                    730600
EOG RES INC                  COM              26875P101      49.66      419 SH       SHARED    21                 419
EOG RES INC                  COM              26875P101     2001.4    16888 SH       SHARED                               16888
EOG RES INC                  COM              26875P101    8223.41    69390 SH       SHARED    20                         69390
EOG RES INC                  COM              26875P101    9741.52    82200 SH  P    SHARED                     82200
EOG RES INC                  COM              26875P101   16603.25   140100 SH  C    SHARED                    140100
EOG RES INC                  COM              26875P101   18892.51   159417 SH       SHARED    01              159417
EON COMMUNICATIONS CORP      COM NEW          268763208       3.21     2084 SH       SOLE              2084
EPICEPT CORP                 COM NEW          294264304       0.02       31 SH       SOLE                31
EPICOR SOFTWARE CORP         COM              29426L108      10.55      953 SH       SHARED    01                 953
EPICOR SOFTWARE CORP         COM              29426L108     349.65    31585 SH       SHARED                     31585
EPIQ SYS INC                 COM              26882D109     215.14    14982 SH       SOLE             14982
EPLUS INC                    COM              294268107      266.1    10000 SH       SHARED    01               10000
EPOCRATES INC                COM              29429D103        9.9      500 SH       SHARED    01                 500
EQT CORP                     COM              26884L109       4.99      100 SH  C    SHARED                       100
EQT CORP                     COM              26884L109      30.19      605 SH       SHARED    20                           605
EQT CORP                     COM              26884L109      548.9    11000 SH       SHARED                               11000
EQT CORP                     COM              26884L109   12798.65   256486 SH       SHARED    01              256486
EQUAL ENERGY LTD             COM              29390Q109     945.41   114318 SH       SHARED    01              114318
EQUIFAX INC                  COM              294429105      14.84      382 SH       SHARED    21                 382
EQUIFAX INC                  COM              294429105      371.6     9565 SH       SHARED    20                          9565
EQUIFAX INC                  COM              294429105     400.16    10300 SH       SHARED                               10300
EQUIFAX INC                  COM              294429105     766.55    19731 SH       SHARED                     19731
EQUIFAX INC                  COM              294429105    1855.98    47773 SH       SHARED    01               47773
EQUINIX INC                  COM NEW          29444U502      11.84      130 SH       SHARED    20                           130
EQUINIX INC                  COM NEW          29444U502    1029.43    11300 SH  C    SHARED                     11300
EQUINIX INC                  COM NEW          29444U502    1995.09    21900 SH  P    SHARED                     21900
EQUINIX INC                  COM NEW          29444U502    4612.76    50634 SH       SHARED                     50634
EQUINIX INC                  COM NEW          29444U502    5268.31    57830 SH       SHARED    01               57830
EQUINIX INC                  NOTE 2.500% 4/1  29444UAF3       2.09     2000 PRN      SHARED    01                2000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EQUINIX INC                  NOTE 3.000%10/1  29444UAG1        432   400000 PRN      SOLE            400000
EQUINIX INC                  NOTE 4.750% 6/1  29444UAH9       4.03     3000 PRN      SHARED    01                3000
EQUITY LIFESTYLE PPTYS INC   COM              29472R108       9.05      157 SH       SHARED    21                 157
EQUITY LIFESTYLE PPTYS INC   COM              29472R108      115.3     2000 SH  C    SHARED                      2000
EQUITY LIFESTYLE PPTYS INC   COM              29472R108     568.89     9868 SH       SHARED    01                9868
EQUITY LIFESTYLE PPTYS INC   COM              29472R108    1072.46    18603 SH       SHARED                               18603
EQUITY LIFESTYLE PPTYS INC   COM              29472R108    2179.11    37799 SH       SHARED                     37799
EQUITY ONE                   COM              294752100        1.8       96 SH       SHARED    21                  96
EQUITY ONE                   COM              294752100     541.68    28859 SH       SHARED                               28859
EQUITY ONE                   COM              294752100     985.86    52523 SH       SHARED    01               52523
EQUITY ONE                   COM              294752100    1672.52    89106 SH       SHARED                     89106
EQUITY RESIDENTIAL           SH BEN INT       29476L107      13.82      245 SH       SHARED    21                 245
EQUITY RESIDENTIAL           SH BEN INT       29476L107      39.49      700 SH  C    SHARED                       700
EQUITY RESIDENTIAL           SH BEN INT       29476L107     231.28     4100 SH  P    SHARED                      4100
EQUITY RESIDENTIAL           SH BEN INT       29476L107    5848.42   103677 SH       SHARED    01              103677
EQUITY RESIDENTIAL           SH BEN INT       29476L107    9554.84   169382 SH       SHARED                    169382
EQUITY RESIDENTIAL           SH BEN INT       29476L107   10699.45   189673 SH       SHARED                              189673
EQUUS TOTAL RETURN INC       COM              294766100       3.97     1528 SH       SOLE              1528
ERESEARCHTECHNOLOGY INC      COM              29481V108       1.35      200 SH       SHARED    01                 200
ERESEARCHTECHNOLOGY INC      COM              29481V108     159.51    23562 SH       SHARED                     23562
ERICSSON L M TEL CO          ADR B SEK 10     294821608      20.29     1578 SH       SHARED    21                1578
ERICSSON L M TEL CO          ADR B SEK 10     294821608      26.11     2030 SH       SHARED                      2030
ERICSSON L M TEL CO          ADR B SEK 10     294821608    5492.25   427080 SH       SHARED    01              427080
ERIE INDTY CO                CL A             29530P102     385.84     5426 SH       SHARED    01                5426
ERIE INDTY CO                CL A             29530P102    1700.74    23917 SH       SHARED                     23917
ESCALADE INC                 COM              296056104       6.19     1115 SH       SOLE              1115
ESCO TECHNOLOGIES INC        COM              296315104      11.33      297 SH       SHARED    21                 297
ESCO TECHNOLOGIES INC        COM              296315104      11.45      300 SH  P    SHARED                       300
ESCO TECHNOLOGIES INC        COM              296315104     531.24    13925 SH       SHARED                     13925
ESCO TECHNOLOGIES INC        COM              296315104     844.37    22133 SH       SHARED    01               22133
ESSA BANCORP INC             COM              29667D104      52.92     4009 SH       SOLE              4009
ESSEX PPTY TR INC            COM              297178105       1.36       11 SH       SHARED    21                  11
ESSEX PPTY TR INC            COM              297178105    1278.07    10307 SH       SHARED    01               10307
ESSEX PPTY TR INC            COM              297178105    2360.96    19040 SH       SHARED                               19040
ESSEX PPTY TR INC            COM              297178105    7986.34    64406 SH       SHARED                     64406
ESSEX RENT CORP              COM              297187106       5.97      847 SH       SHARED                       847
ESSEX RENT CORP              COM              297187106       7.05     1000 SH       SHARED    01                1000
ESTERLINE TECHNOLOGIES CORP  COM              297425100       5.37       76 SH       SHARED    21                  76
ESTERLINE TECHNOLOGIES CORP  COM              297425100     115.63     1635 SH       SHARED                      1635
ESTERLINE TECHNOLOGIES CORP  COM              297425100      254.8     3603 SH       SHARED    01                3603
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR    29759W101     2643.9    32365 SH       SHARED    01               32365
ETFS GOLD TR                 SHS              26922Y105    2873.76    20154 SH       SHARED    01               20154
ETFS PALLADIUM TR            SH BEN INT       26923A106    4965.98    65316 SH       SHARED    01               65316
ETFS PLATINUM TR             SH BEN INT       26922V101     8065.8    45891 SH       SHARED    01               45891
ETFS PRECIOUS METALS BASKET  PHYS PM BSKT     26922W109    2251.27    23485 SH       SHARED    01               23485
ETFS SILVER TR               SILVER SHS       26922X107     127.53     3400 SH  P    SHARED                      3400
ETFS SILVER TR               SILVER SHS       26922X107     517.64    13800 SH  C    SHARED                     13800
ETFS SILVER TR               SILVER SHS       26922X107     666.63    17772 SH       SHARED                     17772
ETFS SILVER TR               SILVER SHS       26922X107    1116.64    29769 SH       SHARED    01               29769
ETHAN ALLEN INTERIORS INC    COM              297602104       2.19      100 SH  P    SHARED                       100
ETHAN ALLEN INTERIORS INC    COM              297602104       27.4     1251 SH       SHARED                      1251
ETHAN ALLEN INTERIORS INC    COM              297602104     417.41    19060 SH       SHARED    01               19060
EURO TECH HOLDINGS CO LTD    ORD              G32030101       1.84     1293 SH       SOLE              1293
EURONET WORLDWIDE INC        COM              298736109       6.38      330 SH       SHARED    20                           330
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EURONET WORLDWIDE INC        COM              298736109     112.62     5826 SH       SHARED    01                5826
EURONET WORLDWIDE INC        COM              298736109     480.51    24858 SH       SHARED                     24858
EUROPEAN EQUITY FUND         COM              298768102       6.35      784 SH       SOLE               784
EUROSEAS LTD                 COM NEW          Y23592200       4.83     1000 SH       SHARED    01                1000
EV ENERGY PARTNERS LP        COM UNITS        26926V107     118.45     2200 SH  C    SHARED                      2200
EV ENERGY PARTNERS LP        COM UNITS        26926V107     339.19     6300 SH  P    SHARED                      6300
EV ENERGY PARTNERS LP        COM UNITS        26926V107    1887.42    35056 SH       SHARED    01               35056
EV ENERGY PARTNERS LP        COM UNITS        26926V107   10196.49   189385 SH       SHARED                    189385
EVANS BANCORP INC            COM NEW          29911Q208      10.63      754 SH       SOLE               754
EVER GLORY INTL GRP INC      COM NEW          299766204       3.74     1968 SH       SOLE              1968
EVERCORE PARTNERS INC        CLASS A          29977A105      10.29      300 SH  P    SHARED                       300
EVERCORE PARTNERS INC        CLASS A          29977A105      17.15      500 SH  C    SHARED                       500
EVERCORE PARTNERS INC        CLASS A          29977A105     278.23     8114 SH       SHARED    01                8114
EVERCORE PARTNERS INC        CLASS A          29977A105     286.22     8347 SH       SHARED                      8347
EVEREST RE GROUP LTD         COM              G3223R108       25.4      288 SH       SHARED    21                 288
EVEREST RE GROUP LTD         COM              G3223R108     273.36     3100 SH       SHARED                                3100
EVEREST RE GROUP LTD         COM              G3223R108    2743.28    31110 SH       SHARED    01               31110
EVEREST RE GROUP LTD         COM              G3223R108     3740.6    42420 SH       SHARED                     42420
EVERGREEN ENERGY INC NEW     COM NEW          30024B203       0.97      312 SH       SHARED    01                 312
EVERGREEN ENERGY INC NEW     COM NEW          30024B203       7.13     2300 SH  C    SHARED                      2300
EVERGREEN ENERGY INC NEW     COM NEW          30024B203      20.39     6576 SH       SHARED                      6576
EVERGREEN SOLAR INC          COM NEW          30033R306       3.78     2800 SH  P    SHARED                      2800
EVERGREEN SOLAR INC          COM NEW          30033R306      14.12    10458 SH       SHARED                     10458
EVERGREEN SOLAR INC          COM NEW          30033R306       32.4    24000 SH  C    SHARED                     24000
EVERGREEN SOLAR INC          COM NEW          30033R306      52.75    39074 SH       SHARED    01               39074
EVERGREEN SOLAR INC          NOTE 4.000% 7/1  30033RAC2     715.63  2500000 PRN      SOLE           2500000
EVOLUTION PETROLEUM CORP     COM              30049A107     409.91    52552 SH       SHARED    01               52552
EXACT SCIENCES CORP          COM              30063P105      33.03     4500 SH       SHARED    01                4500
EXACT SCIENCES CORP          COM              30063P105      81.47    11100 SH  C    SHARED                     11100
EXACT SCIENCES CORP          COM              30063P105      554.9    75600 SH  P    SHARED                     75600
EXACTECH INC                 COM              30064E109      60.81     3465 SH       SOLE              3465
EXAR CORP                    COM              300645108     116.76    19428 SH       SOLE             19428
EXCEED COMPANY LTD           SHS              G32335104       2.23      301 SH       SOLE               301
EXCEED COMPANY LTD           UNIT 11/08/2011  G32335120       2.48      275 SH       SOLE               275
EXCEL MARITIME CARRIERS LTD  COM              V3267N107       7.29     1700 SH  P    SHARED                      1700
EXCEL MARITIME CARRIERS LTD  COM              V3267N107      16.73     3900 SH  C    SHARED                      3900
EXCEL MARITIME CARRIERS LTD  COM              V3267N107      74.65    17400 SH       SHARED    01               17400
EXCEL TR INC                 COM              30068C109      48.34     4100 SH       SHARED    01                4100
EXCO RESOURCES INC           COM              269279402      20.66     1000 SH  P    SHARED                      1000
EXCO RESOURCES INC           COM              269279402      33.06     1600 SH  C    SHARED                      1600
EXCO RESOURCES INC           COM              269279402    3862.49   186955 SH       SHARED    01              186955
EXCO RESOURCES INC           COM              269279402    4178.73   202262 SH       SHARED                    202262
EXELIXIS INC                 COM              30161Q104       2.27      200 SH  P    SHARED                       200
EXELIXIS INC                 COM              30161Q104      22.66     2000 SH       SHARED    01                2000
EXELIXIS INC                 COM              30161Q104      36.26     3200 SH  C    SHARED                      3200
EXELIXIS INC                 COM              30161Q104     541.74    47815 SH       SHARED                     47815
EXELON CORP                  COM              30161N101      10.72      260 SH       SHARED    21                 260
EXELON CORP                  COM              30161N101      30.31      735 SH       SHARED    20                           735
EXELON CORP                  COM              30161N101     607.05    14720 SH       SHARED    17                         14720
EXELON CORP                  COM              30161N101    1334.49    32359 SH       SHARED                     32359
EXELON CORP                  COM              30161N101    1853.28    44939 SH       SHARED                               44939
EXELON CORP                  COM              30161N101    6449.94   156400 SH  P    SHARED                    156400
EXELON CORP                  COM              30161N101   10730.65   260200 SH  C    SHARED                    260200
EXELON CORP                  COM              30161N101   29365.15   712055 SH       SHARED    01              712055
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EXETER RES CORP              COM              301835104      11.75     2200 SH  C    SHARED                      2200
EXETER RES CORP              COM              301835104      135.1    25300 SH  P    SHARED                     25300
EXETER RES CORP              COM              301835104     185.39    34718 SH       SHARED                     34718
EXETER RES CORP              COM              301835104     405.04    75850 SH       SHARED    01               75850
EXFO INC                     SUB VTG SHS      302046107      21.86     2000 SH       SHARED                                2000
EXFO INC                     SUB VTG SHS      302046107      86.57     7920 SH       SHARED                      7920
EXFO INC                     SUB VTG SHS      302046107      516.3    47237 SH       SHARED    01               47237
EXIDE TECHNOLOGIES           COM NEW          302051206      24.57     2200 SH  C    SHARED                      2200
EXIDE TECHNOLOGIES           COM NEW          302051206      46.91     4200 SH  P    SHARED                      4200
EXIDE TECHNOLOGIES           COM NEW          302051206     294.21    26339 SH       SHARED    01               26339
EXIDE TECHNOLOGIES           COM NEW          302051206     755.84    67667 SH       SHARED                     67667
EXIDE TECHNOLOGIES           *W EXP 05/05/201 302051123       0.12    11541 SH       SOLE             11541
EXLSERVICE HOLDINGS INC      COM              302081104     274.93    12999 SH       SOLE             12999
EXPEDIA INC DEL              COM              30212P105     365.96    16150 SH       SHARED                               16150
EXPEDIA INC DEL              COM              30212P105    1571.97    69372 SH       SHARED    01               69372
EXPEDIA INC DEL              COM              30212P105    7436.69   328186 SH       SHARED                    328186
EXPEDIA INC DEL              COM              30212P105   11624.58   513000 SH  P    SHARED                    513000
EXPEDIA INC DEL              COM              30212P105   13312.75   587500 SH  C    SHARED                    587500
EXPEDITORS INTL WASH INC     COM              302130109     712.13    14200 SH       SHARED                               14200
EXPEDITORS INTL WASH INC     COM              302130109    1013.03    20200 SH  C    SHARED                     20200
EXPEDITORS INTL WASH INC     COM              302130109     1068.2    21300 SH  P    SHARED                     21300
EXPEDITORS INTL WASH INC     COM              302130109    9380.76   187054 SH       SHARED    01              187054
EXPEDITORS INTL WASH INC     COM              302130109   11494.83   229209 SH       SHARED                    229209
EXPONENT INC                 COM              30214U102       7.67      172 SH       SHARED    21                 172
EXPONENT INC                 COM              30214U102     303.44     6802 SH       SHARED                      6802
EXPONENT INC                 COM              30214U102     588.27    13187 SH       SHARED    01               13187
EXPRESS 1 EXPEDITED SOLUTION COM              30217Q108       0.52      245 SH       SHARED                       245
EXPRESS 1 EXPEDITED SOLUTION COM              30217Q108      52.67    24846 SH       SHARED    01               24846
EXPRESS INC                  COM              30219E103       1.95      100 SH       SHARED    01                 100
EXPRESS INC                  COM              30219E103       9.77      500 SH  P    SHARED                       500
EXPRESS INC                  COM              30219E103     868.87    44466 SH       SHARED                     44466
EXPRESS SCRIPTS INC          COM              302182100      77.35     1391 SH       SHARED    21                1391
EXPRESS SCRIPTS INC          COM              302182100     211.43     3802 SH       SHARED                      3802
EXPRESS SCRIPTS INC          COM              302182100    1879.62    33800 SH       SHARED                               33800
EXPRESS SCRIPTS INC          COM              302182100    2862.52    51475 SH       SHARED    20                         51475
EXPRESS SCRIPTS INC          COM              302182100    4165.19    74900 SH  P    SHARED                     74900
EXPRESS SCRIPTS INC          COM              302182100    4204.12    75600 SH  C    SHARED                     75600
EXPRESS SCRIPTS INC          COM              302182100   43817.07   787935 SH       SHARED    01              787935
EXTERRAN HLDGS INC           COM              30225X103      11.87      500 SH  P    SHARED                       500
EXTERRAN HLDGS INC           COM              30225X103     290.62    12247 SH       SHARED    01               12247
EXTERRAN HLDGS INC           COM              30225X103    1607.02    67721 SH       SHARED                     67721
EXTERRAN PARTNERS LP         COM UNITS        30225N105      65.77     2343 SH       SHARED    01                2343
EXTERRAN PARTNERS LP         COM UNITS        30225N105     607.18    21631 SH       SHARED                     21631
EXTORRE GOLD MINES LTD       COM              30227B109      58.22     9703 SH       SHARED                      9703
EXTORRE GOLD MINES LTD       COM              30227B109      327.6    54600 SH       SHARED    01               54600
EXTRA SPACE STORAGE INC      COM              30225T102    1089.74    52619 SH       SHARED                               52619
EXTRA SPACE STORAGE INC      COM              30225T102    1238.79    59816 SH       SHARED    01               59816
EXTRA SPACE STORAGE INC      COM              30225T102    1566.13    75622 SH       SHARED                     75622
EXTREME NETWORKS INC         COM              30226D106        0.7      200 SH       SHARED    01                 200
EXTREME NETWORKS INC         COM              30226D106     223.83    63952 SH       SHARED                     63952
EXXON MOBIL CORP             COM              30231G102    2968.27    35282 SH       SHARED    21               35282
EXXON MOBIL CORP             COM              30231G102     3196.1    37990 SH       SHARED    17                         37990
EXXON MOBIL CORP             COM              30231G102    5081.54    60401 SH       SHARED    20                         60401
EXXON MOBIL CORP             COM              30231G102   53641.29   637600 SH  P    SHARED                    637600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
EXXON MOBIL CORP             COM              30231G102   65530.88   778924 SH       SHARED                              778924
EXXON MOBIL CORP             COM              30231G102   118749.5  1411500 SH  C    SHARED                   1411500
EXXON MOBIL CORP             COM              30231G102  153409.37  1823480 SH       SHARED                   1823480
EXXON MOBIL CORP             COM              30231G102  428098.87  5088540 SH       SHARED    01             5088540
EZCHIP SEMICONDUCTOR LIMITED ORD              M4146Y108       4.74      160 SH       SHARED                       160
EZCHIP SEMICONDUCTOR LIMITED ORD              M4146Y108      65.22     2200 SH  P    SHARED                      2200
EZCHIP SEMICONDUCTOR LIMITED ORD              M4146Y108     616.62    20800 SH  C    SHARED                     20800
EZCHIP SEMICONDUCTOR LIMITED ORD              M4146Y108     807.17    27228 SH       SHARED    01               27228
EZCORP INC                   CL A NON VTG     302301106      31.39     1000 SH  P    SHARED                      1000
EZCORP INC                   CL A NON VTG     302301106     138.12     4400 SH  C    SHARED                      4400
EZCORP INC                   CL A NON VTG     302301106     230.09     7330 SH       SHARED                      7330
EZCORP INC                   CL A NON VTG     302301106    2082.32    66337 SH       SHARED    01               66337
F M C CORP                   COM NEW          302491303       7.64       90 SH       SHARED    20                            90
F M C CORP                   COM NEW          302491303     110.41     1300 SH  P    SHARED                      1300
F M C CORP                   COM NEW          302491303     322.73     3800 SH  C    SHARED                      3800
F M C CORP                   COM NEW          302491303     436.54     5140 SH       SHARED                                5140
F M C CORP                   COM NEW          302491303    2722.69    32058 SH       SHARED    01               32058
F M C CORP                   COM NEW          302491303    5122.38    60313 SH       SHARED                     60313
F N B UNITED CORP            COM              302519103       1.09     3574 SH       SHARED    01                3574
F N B UNITED CORP            COM              302519103       1.51     4948 SH       SHARED                      4948
F5 NETWORKS INC              COM              315616102      14.46      141 SH       SHARED    21                 141
F5 NETWORKS INC              COM              315616102      14.67      143 SH       SHARED    20                           143
F5 NETWORKS INC              COM              315616102     535.52     5221 SH       SHARED                                5221
F5 NETWORKS INC              COM              315616102    4200.75    40955 SH       SHARED    01               40955
F5 NETWORKS INC              COM              315616102   21580.73   210400 SH  C    SHARED                    210400
F5 NETWORKS INC              COM              315616102   23533.87   229442 SH       SHARED                    229442
F5 NETWORKS INC              COM              315616102   35253.31   343700 SH  P    SHARED                    343700
FABRINET                     SHS              G3323L100     189.04     9377 SH       SOLE              9377
FACTORSHARES S&P GOLD PREM   COM UNT BEN IT   30304T106      33.62     1379 SH       SOLE              1379
FACTSET RESH SYS INC         COM              303075105      21.47      205 SH       SHARED    21                 205
FACTSET RESH SYS INC         COM              303075105     275.96     2635 SH       SHARED    20                          2635
FACTSET RESH SYS INC         COM              303075105     607.43     5800 SH  C    SHARED                      5800
FACTSET RESH SYS INC         COM              303075105    4173.49    39850 SH       SHARED    01               39850
FACTSET RESH SYS INC         COM              303075105    4701.33    44890 SH       SHARED                     44890
FAIR ISAAC CORP              COM              303250104      16.47      521 SH       SHARED    21                 521
FAIR ISAAC CORP              COM              303250104      25.29      800 SH  C    SHARED                       800
FAIR ISAAC CORP              COM              303250104     405.71    12835 SH       SHARED    20                         12835
FAIR ISAAC CORP              COM              303250104     718.21    22721 SH       SHARED                     22721
FAIR ISAAC CORP              COM              303250104    4892.82   154787 SH       SHARED    01              154787
FAIRCHILD SEMICONDUCTOR INTL COM              303726103      20.02     1100 SH  P    SHARED                      1100
FAIRCHILD SEMICONDUCTOR INTL COM              303726103       45.5     2500 SH  C    SHARED                      2500
FAIRCHILD SEMICONDUCTOR INTL COM              303726103      390.7    21467 SH       SHARED    01               21467
FAIRCHILD SEMICONDUCTOR INTL COM              303726103    2368.91   130160 SH       SHARED                    130160
FAITHSHARES TR               METHODIST VAL    30605Q504       3.11      100 SH       SOLE               100
FALCONSTOR SOFTWARE INC      COM              306137100      68.93    15149 SH       SHARED                     15149
FALCONSTOR SOFTWARE INC      COM              306137100        949   208571 SH       SHARED    01              208571
FAMILY DLR STORES INC        COM              307000109     380.59     7416 SH       SHARED                                7416
FAMILY DLR STORES INC        COM              307000109     640.68    12484 SH       SHARED                     12484
FAMILY DLR STORES INC        COM              307000109    2191.36    42700 SH  C    SHARED                     42700
FAMILY DLR STORES INC        COM              307000109    2622.45    51100 SH  P    SHARED                     51100
FAMILY DLR STORES INC        COM              307000109   12986.83   253056 SH       SHARED    01              253056
FAMOUS DAVES AMER INC        COM              307068106       7.93      813 SH       SOLE               813
FARMER BROS CO               COM              307675108      37.69     3110 SH       SOLE              3110
FARMERS CAP BK CORP          COM              309562106       9.01     1200 SH       SHARED    01                1200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FARO TECHNOLOGIES INC        COM              311642102          8      200 SH       SHARED    01                 200
FARO TECHNOLOGIES INC        COM              311642102     295.36     7384 SH       SHARED                      7384
FASTENAL CO                  COM              311900104       6.48      100 SH  P    SHARED                       100
FASTENAL CO                  COM              311900104     518.64     8000 SH       SHARED                                8000
FASTENAL CO                  COM              311900104     557.54     8600 SH  C    SHARED                      8600
FASTENAL CO                  COM              311900104     585.61     9033 SH       SHARED                      9033
FASTENAL CO                  COM              311900104    9880.81   152411 SH       SHARED    01              152411
FAUQUIER BANKSHARES INC VA   COM              312059108      15.15     1095 SH       SOLE              1095
FBL FINL GROUP INC           CL A             30239F106         40     1302 SH       SHARED    01                1302
FBL FINL GROUP INC           CL A             30239F106     270.52     8806 SH       SHARED                      8806
FBR CAPITAL MARKETS CORP     COM              30247C301      84.19    23518 SH       SHARED                     23518
FBR CAPITAL MARKETS CORP     COM              30247C301     956.54   267190 SH       SHARED    01              267190
FEDERAL AGRIC MTG CORP       CL C             313148306      11.47      600 SH       SHARED    01                 600
FEDERAL AGRIC MTG CORP       CL C             313148306      19.11     1000 SH  P    SHARED                      1000
FEDERAL AGRIC MTG CORP       CL C             313148306      59.24     3100 SH  C    SHARED                      3100
FEDERAL MOGUL CORP           COM              313549404      12.87      517 SH       SHARED    01                 517
FEDERAL MOGUL CORP           COM              313549404     451.74    18142 SH       SHARED                     18142
FEDERAL REALTY INVT TR       SH BEN INT NEW   313747206       6.36       78 SH       SHARED    21                  78
FEDERAL REALTY INVT TR       SH BEN INT NEW   313747206     350.71     4300 SH  C    SHARED                      4300
FEDERAL REALTY INVT TR       SH BEN INT NEW   313747206     399.64     4900 SH  P    SHARED                      4900
FEDERAL REALTY INVT TR       SH BEN INT NEW   313747206    1449.16    17768 SH       SHARED    01               17768
FEDERAL REALTY INVT TR       SH BEN INT NEW   313747206    3341.92    40975 SH       SHARED                               40975
FEDERAL REALTY INVT TR       SH BEN INT NEW   313747206    3442.48    42208 SH       SHARED                     42208
FEDERAL SIGNAL CORP          COM              313855108      44.32     6808 SH       SHARED    01                6808
FEDERAL SIGNAL CORP          COM              313855108        199    30568 SH       SHARED                     30568
FEDERATED ENHANC TREAS INCM  COM SH BEN INT   314162108      69.52     4544 SH       SHARED                      4544
FEDERATED ENHANC TREAS INCM  COM SH BEN INT   314162108     635.96    41566 SH       SHARED    01               41566
FEDERATED INVS INC PA        CL B             314211103       8.83      330 SH       SHARED    21                 330
FEDERATED INVS INC PA        CL B             314211103      18.73      700 SH  P    SHARED                       700
FEDERATED INVS INC PA        CL B             314211103     630.15    23557 SH       SHARED                     23557
FEDERATED INVS INC PA        CL B             314211103    4049.44   151381 SH       SHARED    01              151381
FEDERATED PREM INTR MUN INC  COM              31423M105       0.92       73 SH       SHARED    01                  73
FEDERATED PREM MUN INC FD    COM              31423P108      14.78     1113 SH       SHARED                      1113
FEDERATED PREM MUN INC FD    COM              31423P108      16.76     1262 SH       SHARED    01                1262
FEDEX CORP                   COM              31428X106      76.34      816 SH       SHARED    21                 816
FEDEX CORP                   COM              31428X106    1382.29    14776 SH       SHARED    20                         14776
FEDEX CORP                   COM              31428X106     1947.9    20822 SH       SHARED                               20822
FEDEX CORP                   COM              31428X106    8644.02    92400 SH  P    SHARED                     92400
FEDEX CORP                   COM              31428X106   15024.13   160600 SH  C    SHARED                    160600
FEDEX CORP                   COM              31428X106   68260.25   729666 SH       SHARED    01              729666
FEDFIRST FINL CORP NEW       COM              31429C101      10.36      750 SH       SOLE               750
FEI CO                       COM              30241L109     787.13    23343 SH       SHARED                     23343
FEI CO                       COM              30241L109    4683.57   138896 SH       SHARED    01              138896
FEIHE INTL INC               COM              31429Y103       0.86      100 SH  P    SOLE               100
FEIHE INTL INC               COM              31429Y103      22.31     2591 SH       SOLE              2591
FEIHE INTL INC               COM              31429Y103      22.39     2600 SH  C    SOLE              2600
FELCOR LODGING TR INC        COM              31430F101       3.18      519 SH       SHARED    01                 519
FELCOR LODGING TR INC        COM              31430F101      24.52     4000 SH  P    SHARED                      4000
FELCOR LODGING TR INC        COM              31430F101     319.76    52163 SH       SHARED                     52163
FELCOR LODGING TR INC        COM              31430F101     355.98    58071 SH       SHARED                               58071
FELCOR LODGING TR INC        PFD CV A $1.95   31430F200        9.8      362 SH       SHARED                       362
FELCOR LODGING TR INC        PFD CV A $1.95   31430F200     100.16     3700 SH       SHARED    01                3700
FEMALE HEALTH CO             COM              314462102     504.88   101179 SH       SHARED    01              101179
FERRELLGAS PARTNERS L.P.     UNIT LTD PART    315293100     117.16     4506 SH       SHARED                      4506
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FERRELLGAS PARTNERS L.P.     UNIT LTD PART    315293100    1529.19    58815 SH       SHARED    01               58815
FERRO CORP                   COM              315405100       1.66      100 SH  P    SHARED                       100
FERRO CORP                   COM              315405100      16.84     1015 SH       SHARED    01                1015
FERRO CORP                   COM              315405100      24.89     1500 SH  C    SHARED                      1500
FERRO CORP                   COM              315405100     581.63    35059 SH       SHARED                     35059
FFD FINL CORP                COM              30243C107     135.61     9411 SH       SOLE              9411
FIBRIA CELULOSE S A          SP ADR REP COM   31573A109       6.57      400 SH  C    SHARED                       400
FIBRIA CELULOSE S A          SP ADR REP COM   31573A109      10.77      656 SH       SHARED    01                 656
FIBRIA CELULOSE S A          SP ADR REP COM   31573A109     615.55    37488 SH       SHARED                     37488
FIDELITY BANCORP INC         COM              315831107      10.24     1164 SH       SOLE              1164
FIDELITY COMWLTH TR          NDQ CP IDX TRK   315912808     2414.6    22023 SH       SHARED    01               22023
FIDELITY NATIONAL FINANCIAL  CL A             31620R105      95.99     6793 SH       SHARED    01                6793
FIDELITY NATIONAL FINANCIAL  CL A             31620R105     194.73    13781 SH       SHARED                               13781
FIDELITY NATIONAL FINANCIAL  CL A             31620R105     223.25    15800 SH  C    SHARED                     15800
FIDELITY NATL INFORMATION SV COM              31620M106       6.54      200 SH  C    SHARED                       200
FIDELITY NATL INFORMATION SV COM              31620M106      81.73     2500 SH  P    SHARED                      2500
FIDELITY NATL INFORMATION SV COM              31620M106     575.54    17606 SH       SHARED                               17606
FIDELITY NATL INFORMATION SV COM              31620M106    3119.18    95417 SH       SHARED    01               95417
FIDELITY SOUTHERN CORP NEW   COM              316394105        8.4     1050 SH       SHARED    01                1050
FIDELITY SOUTHERN CORP NEW   COM              316394105      12.41     1551 SH       SHARED                      1551
FIDUCIARY CLAYMORE MLP OPP F COM              31647Q106   13014.48   586238 SH       SHARED    01              586238
FIELDPOINT PETROLEUM CORP    COM              316570100       6.31     1359 SH       SOLE              1359
FIFTH STREET FINANCE CORP    COM              31678A103       2.67      200 SH  P    SHARED                       200
FIFTH STREET FINANCE CORP    COM              31678A103       7.57      567 SH       SHARED    21                 567
FIFTH STREET FINANCE CORP    COM              31678A103    2568.66   192409 SH       SHARED                    192409
FIFTH STREET FINANCE CORP    COM              31678A103    2977.74   223052 SH       SHARED    01              223052
FIFTH THIRD BANCORP          CNV PFD DEP1/250 316773209       44.4      300 SH       SHARED    01                 300
FIFTH THIRD BANCORP          CNV PFD DEP1/250 316773209       48.1      325 SH       SHARED                       325
FIFTH THIRD BANCORP          COM              316773100       49.6     3572 SH       SHARED    21                3572
FIFTH THIRD BANCORP          COM              316773100     727.57    52400 SH  P    SHARED                     52400
FIFTH THIRD BANCORP          COM              316773100     758.12    54600 SH       SHARED                               54600
FIFTH THIRD BANCORP          COM              316773100    2460.42   177200 SH  C    SHARED                    177200
FIFTH THIRD BANCORP          COM              316773100    8949.97   644578 SH       SHARED    01              644578
FIFTH THIRD BANCORP          COM              316773100   11193.86   806184 SH       SHARED                    806184
FINANCIAL ENGINES INC        COM              317485100     390.97    14186 SH       SHARED                     14186
FINANCIAL ENGINES INC        COM              317485100    2412.93    87552 SH       SHARED    01               87552
FINISAR CORP                 COM NEW          31787A507     777.36    31600 SH  P    SHARED                     31600
FINISAR CORP                 COM NEW          31787A507     809.34    32900 SH  C    SHARED                     32900
FINISAR CORP                 COM NEW          31787A507    2356.68    95800 SH       SHARED    01               95800
FINISAR CORP                 COM NEW          31787A507    4113.34   167209 SH       SHARED                    167209
FINISAR CORP                 COM NEW          31787A507       61.5     2500 SH  C    SHARED    01                2500
FINISH LINE INC              CL A             317923100     506.18    25500 SH  C    SHARED                     25500
FINISH LINE INC              CL A             317923100    1835.37    92462 SH       SHARED    01               92462
FINISH LINE INC              CL A             317923100    2933.83   147800 SH  P    SHARED                    147800
FIRST ACCEPTANCE CORP        COM              318457108       6.24     3252 SH       SOLE              3252
FIRST ADVANTAGE BANCORP      COM              31848L104      17.92     1297 SH       SOLE              1297
FIRST AMERN FINL CORP        COM              31847R102       1.65      100 SH  C    SHARED                       100
FIRST AMERN FINL CORP        COM              31847R102        3.8      230 SH       SHARED    21                 230
FIRST AMERN FINL CORP        COM              31847R102    1008.83    61141 SH       SHARED    01               61141
FIRST AMERN FINL CORP        COM              31847R102   24471.32  1483110 SH       SHARED                   1483110
FIRST AMERN MINN MUN INC FD  COM              31849P104      24.21     1700 SH       SHARED    01                1700
FIRST BANCORP INC ME         COM              31866P102      86.25     5656 SH       SHARED    01                5656
FIRST BANCORP N C            COM              318910106      31.52     2377 SH       SHARED    01                2377
FIRST BANCORP N C            COM              318910106      82.93     6254 SH       SHARED                      6254
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FIRST BANCORP P R            COM NEW          318672706     106.39    21277 SH       SHARED    01               21277
FIRST BANCORP P R            COM NEW          318672706     106.46    21292 SH       SHARED                     21292
FIRST BANCSHARES INC MO      COM              318687100      81.06    13927 SH       SOLE             13927
FIRST BANCSHARES INC MS      COM              318916103        5.3      616 SH       SOLE               616
FIRST BUSEY CORP             COM              319383105     114.36    22512 SH       SOLE             22512
FIRST CALIFORNIA FINANCIAL G COM NEW          319395109       8.49     2264 SH       SHARED                      2264
FIRST CALIFORNIA FINANCIAL G COM NEW          319395109       35.9     9574 SH       SHARED    01                9574
FIRST CAPITAL BANCORP VA     COM              319438107       2.51      660 SH       SHARED                       660
FIRST CAPITAL BANCORP VA     COM              319438107       4.76     1250 SH       SHARED    01                1250
FIRST CAPITAL INC            COM              31942S104      24.39     1499 SH       SOLE              1499
FIRST CASH FINL SVCS INC     COM              31942D107      11.93      309 SH       SHARED    21                 309
FIRST CASH FINL SVCS INC     COM              31942D107       19.3      500 SH  C    SHARED                       500
FIRST CASH FINL SVCS INC     COM              31942D107     465.13    12050 SH       SHARED                     12050
FIRST CASH FINL SVCS INC     COM              31942D107     720.89    18676 SH       SHARED    01               18676
FIRST CMNTY BANCSHARES INC N COM              31983A103      14.92     1052 SH       SHARED    01                1052
FIRST CMNTY BANCSHARES INC N COM              31983A103      94.44     6660 SH       SHARED                      6660
FIRST CMNTY BK CORP AMER     COM              31985E202       1.58     5266 SH       SOLE              5266
FIRST CMNTY CORP S C         COM              319835104       4.72      702 SH       SOLE               702
FIRST COMWLTH FINL CORP PA   COM              319829107      71.38    10420 SH       SHARED    01               10420
FIRST COMWLTH FINL CORP PA   COM              319829107     123.34    18006 SH       SHARED                     18006
FIRST CTZNS BANC CORP        COM NO PAR       319459202       0.69      166 SH       SHARED    01                 166
FIRST CTZNS BANC CORP        COM NO PAR       319459202      10.12     2422 SH       SHARED                      2422
FIRST CTZNS BANCSHARES INC N CL A             31946M103     230.67     1150 SH       SHARED    01                1150
FIRST CTZNS BANCSHARES INC N CL A             31946M103     825.19     4114 SH       SHARED                      4114
FIRST DEFIANCE FINL CORP     COM              32006W106       50.2     3501 SH       SOLE              3501
FIRST FED NORTHN MICH BANCOR COM              32021X105       3.56      992 SH       SOLE               992
FIRST FINANCIAL NORTHWEST IN COM              32022K102       3.71      653 SH       SOLE               653
FIRST FINL BANCORP OH        COM              320209109       3.39      203 SH       SHARED    21                 203
FIRST FINL BANCORP OH        COM              320209109       3.67      220 SH       SHARED    20                           220
FIRST FINL BANCORP OH        COM              320209109     160.27     9603 SH       SHARED                      9603
FIRST FINL BANCORP OH        COM              320209109     166.58     9981 SH       SHARED    01                9981
FIRST FINL BANKSHARES        COM              32020R109     132.07     2571 SH       SHARED    01                2571
FIRST FINL BANKSHARES        COM              32020R109     865.17    16842 SH       SHARED                     16842
FIRST FINL CORP IND          COM              320218100       1.83       55 SH       SHARED    01                  55
FIRST FINL CORP IND          COM              320218100     139.04     4183 SH       SHARED                      4183
FIRST FINL HLDGS INC         COM              320239106       1.41      125 SH       SHARED    01                 125
FIRST FINL HLDGS INC         COM              320239106      76.27     6744 SH       SHARED                      6744
FIRST FINL SVC CORP          COM              32022D108       5.99     1660 SH       SOLE              1660
FIRST HORIZON NATL CORP      COM              320517105       6.73      600 SH  P    SHARED                       600
FIRST HORIZON NATL CORP      COM              320517105     142.37    12700 SH  C    SHARED                     12700
FIRST HORIZON NATL CORP      COM              320517105     553.06    49336 SH       SHARED    01               49336
FIRST INDUSTRIAL REALTY TRUS COM              32054K103       10.7      900 SH  P    SHARED                       900
FIRST INDUSTRIAL REALTY TRUS COM              32054K103      23.78     2000 SH       SHARED    01                2000
FIRST INDUSTRIAL REALTY TRUS COM              32054K103      26.16     2200 SH  C    SHARED                      2200
FIRST INDUSTRIAL REALTY TRUS COM              32054K103      61.97     5212 SH       SHARED                                5212
FIRST INDUSTRIAL REALTY TRUS COM              32054K103      357.6    30076 SH       SHARED                     30076
FIRST INTST BANCSYSTEM INC   COM CL A         32055Y201       66.3     4875 SH       SHARED    01                4875
FIRST INTST BANCSYSTEM INC   COM CL A         32055Y201      94.02     6913 SH       SHARED                      6913
FIRST M & F CORP             COM              320744105       4.79     1175 SH       SHARED                      1175
FIRST M & F CORP             COM              320744105       8.16     2000 SH       SHARED    01                2000
FIRST MAJESTIC SILVER CORP   COM              32076V103       6.37      300 SH  P    SHARED                       300
FIRST MAJESTIC SILVER CORP   COM              32076V103      21.24     1000 SH       SHARED                      1000
FIRST MAJESTIC SILVER CORP   COM              32076V103     441.79    20800 SH  C    SHARED                     20800
FIRST MAJESTIC SILVER CORP   COM              32076V103    1370.77    64537 SH       SHARED    01               64537
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FIRST MARBLEHEAD CORP        COM              320771108        4.4     2000 SH       SHARED    01                2000
FIRST MARBLEHEAD CORP        COM              320771108      67.17    30534 SH       SHARED                     30534
FIRST MARINER BANCORP        COM              320795107        2.5     2582 SH       SOLE              2582
FIRST MERCHANTS CORP         COM              320817109      86.92    10523 SH       SOLE             10523
FIRST MIDWEST BANCORP DEL    COM              320867104     246.61    20917 SH       SOLE             20917
FIRST NIAGARA FINL GP INC    COM              33582V108      35.31     2600 SH  C    SHARED                      2600
FIRST NIAGARA FINL GP INC    COM              33582V108      81.48     6000 SH  P    SHARED                      6000
FIRST NIAGARA FINL GP INC    COM              33582V108    2618.98   192856 SH       SHARED                    192856
FIRST NIAGARA FINL GP INC    COM              33582V108     2781.2   204801 SH       SHARED    01              204801
FIRST PACTRUST BANCORP INC   COM              33589V101      47.14     2963 SH       SOLE              2963
FIRST POTOMAC RLTY TR        COM              33610F109     329.52    20922 SH       SHARED                     20922
FIRST POTOMAC RLTY TR        COM              33610F109     462.17    29344 SH       SHARED                               29344
FIRST POTOMAC RLTY TR        COM              33610F109     602.83    38275 SH       SHARED    01               38275
FIRST REP BK SAN FRAN CALI N COM              33616C100      55.64     1800 SH       SHARED    01                1800
FIRST SEC GROUP INC          COM              336312103        1.1     1233 SH       SOLE              1233
FIRST SOLAR INC              COM              336433107     659.44     4100 SH       SHARED                                4100
FIRST SOLAR INC              COM              336433107    3785.05    23533 SH       SHARED                     23533
FIRST SOLAR INC              COM              336433107   11317.67    70366 SH       SHARED    01               70366
FIRST SOLAR INC              COM              336433107   47721.23   296700 SH  C    SHARED                    296700
FIRST SOLAR INC              COM              336433107    66346.5   412500 SH  P    SHARED                    412500
FIRST TR ABERDEEN GLBL OPP F COM SHS          337319107    2894.28   172381 SH       SHARED    01              172381
FIRST TR ACTIVE DIVID INCOME COM              33731L100      31.71     2811 SH       SHARED    01                2811
FIRST TR BICK INDEX FD       COM SHS          33733H107     131.29     3912 SH       SHARED    01                3912
FIRST TR DJS MICROCAP INDEX  COM SHS ANNUAL   33718M105    1535.75    64636 SH       SHARED    01               64636
FIRST TR ENHANCED EQTY INC F COM              337318109      25.47     2051 SH       SHARED                      2051
FIRST TR ENHANCED EQTY INC F COM              337318109     155.34    12507 SH       SHARED    01               12507
FIRST TR EXCH TRADED FD II   NASDQ CLN EDGE   33737A108      44.21     1263 SH       SHARED                      1263
FIRST TR EXCH TRADED FD II   NASDQ CLN EDGE   33737A108      85.62     2446 SH       SHARED    01                2446
FIRST TR EXCHANGE TRADED FD  CONSUMR DISCRE   33734X101   26251.08  1244127 SH       SHARED    01             1244127
FIRST TR EXCHANGE TRADED FD  CONSUMR STAPLE   33734X119    3792.43   163045 SH       SHARED    01              163045
FIRST TR EXCHANGE TRADED FD  DJ GLBL DIVID    33734X200    3012.71   121358 SH       SHARED    01              121358
FIRST TR EXCHANGE TRADED FD  DJ INTERNT IDX   33733E302   26672.06   733555 SH       SHARED    01              733555
FIRST TR EXCHANGE TRADED FD  ENERGY ALPHADX   33734X127    9729.73   391854 SH       SHARED    01              391854
FIRST TR EXCHANGE TRADED FD  FINLS ALPHADEX   33734X135    1086.95    70673 SH       SHARED                     70673
FIRST TR EXCHANGE TRADED FD  FINLS ALPHADEX   33734X135   11434.17   743444 SH       SHARED    01              743444
FIRST TR EXCHANGE TRADED FD  HLTH CARE ALPH   33734X143     899.32    31511 SH       SHARED                     31511
FIRST TR EXCHANGE TRADED FD  HLTH CARE ALPH   33734X143    4915.73   172240 SH       SHARED    01              172240
FIRST TR EXCHANGE TRADED FD  INDLS PROD DUR   33734X150    3917.22   196057 SH       SHARED    01              196057
FIRST TR EXCHANGE TRADED FD  MATERIALS ALPH   33734X168      83.99     3300 SH       SHARED    21                3300
FIRST TR EXCHANGE TRADED FD  MATERIALS ALPH   33734X168   26635.59  1046585 SH       SHARED    01             1046585
FIRST TR EXCHANGE TRADED FD  NAS CLNEDG GREEN 33733E500       7.72      458 SH       SHARED                       458
FIRST TR EXCHANGE TRADED FD  NAS CLNEDG GREEN 33733E500      502.4    29816 SH       SHARED    01               29816
FIRST TR EXCHANGE TRADED FD  NASDAQ 100 EX    33733E401      11.56      512 SH       SHARED                       512
FIRST TR EXCHANGE TRADED FD  NASDAQ 100 EX    33733E401    1312.86    58163 SH       SHARED    01               58163
FIRST TR EXCHANGE TRADED FD  NY ARCA BIOTECH  33733E203    4529.98   109951 SH       SHARED    01              109951
FIRST TR EXCHANGE TRADED FD  STRAT VAL IDX FD 33733E104      54.79     2212 SH       SHARED                      2212
FIRST TR EXCHANGE TRADED FD  STRAT VAL IDX FD 33733E104        108     4360 SH       SHARED    01                4360
FIRST TR EXCHANGE TRADED FD  TECH ALPHADEX    33734X176    10581.6   431374 SH       SHARED    01              431374
FIRST TR EXCHANGE TRADED FD  UTILITIES ALPH   33734X184    2465.72   141221 SH       SHARED    01              141221
FIRST TR FTSE EPRA/NAREIT DE COM              33736N101      56.64     1572 SH       SHARED                      1572
FIRST TR FTSE EPRA/NAREIT DE COM              33736N101    1445.24    40112 SH       SHARED    01               40112
FIRST TR HIGH INCOME L/S FD  COM              33738E109      64.94     3425 SH       SHARED    01                3425
FIRST TR ISE CHINDIA INDEX F COM              33733A102    3236.21   122029 SH       SHARED    01              122029
FIRST TR ISE GLB WIND ENRG E COM SHS          33736G106    3335.33   281225 SH       SHARED    01              281225
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FIRST TR ISE GLBL PLAT INDX  COM              33737C104      18.77      572 SH       SHARED    01                 572
FIRST TR ISE GLOBAL ENGR & C COM              33736M103    1537.83    31365 SH       SHARED    01               31365
FIRST TR ISE GLOBL COPPR IND COM              33733J103      39.23      900 SH  P    SHARED                       900
FIRST TR ISE GLOBL COPPR IND COM              33733J103   16324.72   374506 SH       SHARED    01              374506
FIRST TR ISE REVERE NAT GAS  COM              33734J102      513.7    22000 SH  C    SHARED                     22000
FIRST TR ISE REVERE NAT GAS  COM              33734J102   19501.06   835163 SH       SHARED    01              835163
FIRST TR ISE WATER INDEX FD  COM              33733B100    4133.89   175239 SH       SHARED    01              175239
FIRST TR LRGE CAP GRWTH OPP  COM SHS          33735K108    3971.59   130216 SH       SHARED    01              130216
FIRST TR LRGE CAP VAL OPP AL COM SHS          33735J101    2467.21    86417 SH       SHARED    01               86417
FIRST TR LRGE CP CORE ALPHA  COM SHS          33734K109   11052.77   372649 SH       SHARED    01              372649
FIRST TR MID CAP CORE ALPHAD COM SHS          33735B108    7370.18   205012 SH       SHARED    01              205012
FIRST TR MORNINGSTAR DIV LEA SHS              336917109    4064.23   244098 SH       SHARED    01              244098
FIRST TR MULTI CP VAL ALPHA  COM SHS          33733C108     314.83    10202 SH       SHARED    01               10202
FIRST TR NAS100 EQ WEIGHTED  SHS              337344105   14110.41   559493 SH       SHARED    01              559493
FIRST TR NASDAQ ABA CMNTY BK UT COM SHS ETF   33736Q104     316.61    12586 SH       SHARED    01               12586
FIRST TR NASDAQ100 TECH INDE SHS              337345102   27951.11  1034460 SH       SHARED    01             1034460
FIRST TR S&P REIT INDEX FD   COM              33734G108      11.44      735 SH       SHARED                       735
FIRST TR S&P REIT INDEX FD   COM              33734G108    5448.58   350166 SH       SHARED    01              350166
FIRST TR SML CP CORE ALPHA F COM SHS          33734Y109    2259.81    70115 SH       SHARED    01               70115
FIRST TR SR FLG RTE INCM FD  COM              33733U108      33.33     2243 SH       SHARED                      2243
FIRST TR SR FLG RTE INCM FD  COM              33733U108    8396.94   565070 SH       SHARED    01              565070
FIRST TR STOXX EURO DIV FD   COMMON SHS       33735T109       0.36       25 SH       SOLE                25
FIRST TR STRAT HGH INC FD II COM              33735C106      19.31     4501 SH       SOLE              4501
FIRST TR STRATEGIC HIGH INC  COM SHS          337353106     180.81    36750 SH       SHARED    01               36750
FIRST TR STRTGC HIGH INCM FD COM              337347108       3.85     1092 SH       SOLE              1092
FIRST TR US IPO INDEX FD     SHS              336920103       3.55      140 SH       SHARED    01                 140
FIRST TR US IPO INDEX FD     SHS              336920103      22.97      907 SH       SHARED                       907
FIRST TR VALUE LINE 100 ETF  COM SHS          33735G107     256.94    17314 SH       SHARED    01               17314
FIRST TR VALUE LINE DIVID IN SHS              33734H106    1559.56    98209 SH       SHARED    01               98209
FIRST TR/ABERDEEN EMERG OPT  COM              33731K102    1550.95    74208 SH       SHARED    01               74208
FIRST TRUST FIDAC MTG INCM F COM SHS          33734E103     198.64     9761 SH       SHARED    01                9761
FIRST TRUST SPECIALTY FINANC COM BEN INTR     33733G109      15.63     1885 SH       SHARED    01                1885
FIRST TRUST SPECIALTY FINANC COM BEN INTR     33733G109      22.25     2684 SH       SHARED                      2684
FIRST UTD CORP               COM              33741H107       3.09     1000 SH       SHARED    01                1000
FIRST UTD CORP               COM              33741H107       5.92     1915 SH       SHARED                      1915
FIRSTBANK CORP MICH          COM              33761G104      26.43     4195 SH       SOLE              4195
FIRSTCITY FINL CORP          COM              33761X107       9.13     1415 SH       SOLE              1415
FIRSTENERGY CORP             COM              337932107     304.14     8200 SH  P    SHARED                      8200
FIRSTENERGY CORP             COM              337932107     734.38    19800 SH  C    SHARED                     19800
FIRSTENERGY CORP             COM              337932107    1051.39    28347 SH       SHARED                               28347
FIRSTENERGY CORP             COM              337932107    1191.15    32115 SH       SHARED    20                         32115
FIRSTENERGY CORP             COM              337932107    4427.62   119375 SH       SHARED                    119375
FIRSTENERGY CORP             COM              337932107   12474.03   336318 SH       SHARED    01              336318
FIRSTMERIT CORP              COM              337915102      11.97      701 SH       SHARED    21                 701
FIRSTMERIT CORP              COM              337915102      87.06     5100 SH  P    SHARED                      5100
FIRSTMERIT CORP              COM              337915102     373.29    21868 SH       SHARED    01               21868
FIRSTMERIT CORP              COM              337915102    1045.96    61275 SH       SHARED                     61275
FIRSTSERVICE CORP            SUB VTG SH       33761N109      11.41      300 SH       SOLE               300
FISERV INC                   COM              337738108       6.27      100 SH  C    SHARED                       100
FISERV INC                   COM              337738108       6.27      100 SH  P    SHARED                       100
FISERV INC                   COM              337738108     368.54     5876 SH       SHARED                      5876
FISERV INC                   COM              337738108     777.73    12400 SH       SHARED                               12400
FISERV INC                   COM              337738108   14959.79   238517 SH       SHARED    01              238517
FISHER COMMUNICATIONS INC    COM              337756209      12.46      401 SH       SOLE               401
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FISHER SCIENTIFIC INTL INC   NOTE 3.250% 3/0  338032AX3      19.13    14000 PRN      SHARED    01               14000
FIVE STAR QUALITY CARE INC   COM              33832D106       1.73      213 SH       SHARED    21                 213
FIVE STAR QUALITY CARE INC   COM              33832D106    3073.92   378096 SH       SHARED    01              378096
FLAGSTAR BANCORP INC         COM NEW          337930507     131.16    87443 SH       SHARED                     87443
FLAGSTAR BANCORP INC         COM NEW          337930507     790.81   527207 SH       SHARED    01              527207
FLAGSTONE REINSURANCE HOLDIN COM              L3466T104     172.54    19150 SH       SOLE             19150
FLAHERTY & CRMN/CLYMR PFD SE COM SHS          338478100     944.15    55278 SH       SHARED    01               55278
FLAHERTY & CRMRN CLYMRE T R  COM              338479108       6.64      362 SH       SHARED                       362
FLAHERTY & CRMRN CLYMRE T R  COM              338479108      29.79     1625 SH       SHARED    01                1625
FLAHERTY & CRUMRINE PFD INC  COM              338480106      12.72     1029 SH       SHARED                      1029
FLAHERTY & CRUMRINE PFD INC  COM              338480106     104.07     8420 SH       SHARED    01                8420
FLAHERTY & CRUMRINE PFD INC  COM              33848E106       8.17      780 SH       SHARED    01                 780
FLAMEL TECHNOLOGIES SA       SPONSORED ADR    338488109      22.84     3800 SH       SHARED    01                3800
FLAMEL TECHNOLOGIES SA       SPONSORED ADR    338488109      240.4    40000 SH       SHARED                               40000
FLANIGANS ENTERPRISES INC    COM              338517105        7.7      962 SH       SOLE               962
FLEXSTEEL INDS INC           COM              339382103      27.36     1817 SH       SOLE              1817
FLEXTRONICS INTL LTD         ORD              Y2573F102      23.88     3197 SH       SHARED    21                3197
FLEXTRONICS INTL LTD         ORD              Y2573F102     121.76    16300 SH       SHARED    20                         16300
FLEXTRONICS INTL LTD         ORD              Y2573F102     351.09    47000 SH  P    SHARED                     47000
FLEXTRONICS INTL LTD         ORD              Y2573F102     363.77    48698 SH       SHARED                               48698
FLEXTRONICS INTL LTD         ORD              Y2573F102      710.4    95100 SH  C    SHARED                     95100
FLEXTRONICS INTL LTD         ORD              Y2573F102    1593.05   213260 SH       SHARED                    213260
FLEXTRONICS INTL LTD         ORD              Y2573F102    5709.98   764388 SH       SHARED    01              764388
FLIR SYS INC                 COM              302445101       6.92      200 SH  P    SHARED                       200
FLIR SYS INC                 COM              302445101      13.84      400 SH  C    SHARED                       400
FLIR SYS INC                 COM              302445101      20.77      600 SH       SHARED    21                 600
FLIR SYS INC                 COM              302445101     150.93     4361 SH       SHARED                      4361
FLIR SYS INC                 COM              302445101     439.55    12700 SH       SHARED                               12700
FLIR SYS INC                 COM              302445101     471.84    13633 SH       SHARED    20                         13633
FLIR SYS INC                 COM              302445101    5219.19   150800 SH       SHARED    01              150800
FLOTEK INDS INC DEL          COM              343389102      13.46     1600 SH  C    SOLE              1600
FLOTEK INDS INC DEL          COM              343389102    1079.45   128353 SH       SOLE            128353
FLOW INTL CORP               COM              343468104     133.35    30375 SH       SOLE             30375
FLOWERS FOODS INC            COM              343498101     294.08    10800 SH  P    SHARED                     10800
FLOWERS FOODS INC            COM              343498101     536.81    19714 SH       SHARED    01               19714
FLOWERS FOODS INC            COM              343498101    2763.49   101487 SH       SHARED                    101487
FLOWSERVE CORP               COM              34354P105      35.81      278 SH       SHARED    21                 278
FLOWSERVE CORP               COM              34354P105     437.92     3400 SH       SHARED                                3400
FLOWSERVE CORP               COM              34354P105     449.51     3490 SH       SHARED    20                          3490
FLOWSERVE CORP               COM              34354P105    1957.76    15200 SH  P    SHARED                     15200
FLOWSERVE CORP               COM              34354P105    2434.32    18900 SH  C    SHARED                     18900
FLOWSERVE CORP               COM              34354P105     3838.5    29802 SH       SHARED                     29802
FLOWSERVE CORP               COM              34354P105    8975.43    69685 SH       SHARED    01               69685
FLUOR CORP NEW               COM              343412102       24.6      334 SH       SHARED    21                 334
FLUOR CORP NEW               COM              343412102    2975.86    40400 SH  P    SHARED                     40400
FLUOR CORP NEW               COM              343412102    3459.81    46970 SH       SHARED                               46970
FLUOR CORP NEW               COM              343412102    8695.12   118044 SH       SHARED                    118044
FLUOR CORP NEW               COM              343412102   12529.57   170100 SH  C    SHARED                    170100
FLUOR CORP NEW               COM              343412102   21081.27   286197 SH       SHARED    01              286197
FLUOR CORP NEW               NOTE 1.500% 2/1  343412AA0       2.67     1000 PRN      SHARED    01                1000
FLUSHING FINL CORP           COM              343873105      54.95     3688 SH       SHARED    01                3688
FLUSHING FINL CORP           COM              343873105     176.18    11824 SH       SHARED                     11824
FLY LEASING LTD              SPONSORED ADR    34407D109    1004.02    72597 SH       SHARED    01               72597
FMC TECHNOLOGIES INC         COM              30249U101      43.18      457 SH       SHARED    21                 457
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FMC TECHNOLOGIES INC         COM              30249U101     415.71     4400 SH  C    SHARED                      4400
FMC TECHNOLOGIES INC         COM              30249U101     719.65     7617 SH       SHARED                                7617
FMC TECHNOLOGIES INC         COM              30249U101    1133.76    12000 SH  P    SHARED                     12000
FMC TECHNOLOGIES INC         COM              30249U101    2476.79    26215 SH       SHARED    20                         26215
FMC TECHNOLOGIES INC         COM              30249U101    5786.52    61246 SH       SHARED    01               61246
FNB CORP PA                  COM              302520101      96.28     9135 SH       SHARED    01                9135
FNB CORP PA                  COM              302520101     439.35    41684 SH       SHARED                     41684
FOCUS MEDIA HLDG LTD         SPONSORED ADR    34415V109         20      652 SH       SHARED    21                 652
FOCUS MEDIA HLDG LTD         SPONSORED ADR    34415V109     295.26     9627 SH       SHARED    01                9627
FOCUS MEDIA HLDG LTD         SPONSORED ADR    34415V109     325.19    10603 SH       SHARED                     10603
FOCUS MEDIA HLDG LTD         SPONSORED ADR    34415V109    3185.08   103850 SH       SHARED    20                        103850
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS   344419106      13.91      237 SH       SHARED    21                 237
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS   344419106      23.89      407 SH       SHARED                                 407
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS   344419106     223.94     3815 SH       SHARED    20                          3815
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS   344419106     358.36     6105 SH       SHARED    17                          6105
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS   344419106    1467.32    24997 SH       SHARED                     24997
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS   344419106    7468.46   127231 SH       SHARED    01              127231
FOOT LOCKER INC              COM              344849104      47.33     2400 SH  P    SHARED                      2400
FOOT LOCKER INC              COM              344849104     751.33    38100 SH  C    SHARED                     38100
FOOT LOCKER INC              COM              344849104     853.54    43283 SH       SHARED    01               43283
FOOT LOCKER INC              COM              344849104    2294.76   116367 SH       SHARED                    116367
FORCE PROTECTION INC         COM NEW          345203202       0.98      200 SH  C    SHARED                       200
FORCE PROTECTION INC         COM NEW          345203202        4.9     1000 SH       SHARED    01                1000
FORCE PROTECTION INC         COM NEW          345203202     703.07   143483 SH       SHARED                    143483
FORD MTR CO DEL              COM PAR $0.01    345370860      14.91     1000 SH  C    SHARED    01                1000
FORD MTR CO DEL              COM PAR $0.01    345370860     216.93    14549 SH       SHARED    21               14549
FORD MTR CO DEL              COM PAR $0.01    345370860    3219.07   215900 SH       SHARED                              215900
FORD MTR CO DEL              COM PAR $0.01    345370860    95279.3  6390295 SH       SHARED    01             6390295
FORD MTR CO DEL              COM PAR $0.01    345370860   95614.85  6412800 SH  C    SHARED                   6412800
FORD MTR CO DEL              COM PAR $0.01    345370860  135830.55  9110030 SH       SHARED                   9110030
FORD MTR CO DEL              COM PAR $0.01    345370860   220551.7 14792200 SH  P    SHARED                  14792200
FORD MTR CO DEL              NOTE 4.250%11/1  345370CN8     694.19   383000 PRN      SHARED    01              383000
FORD MTR CO DEL              *W EXP 01/01/201 345370134    1055.04   165366 SH       SHARED    01              165366
FORD MTR CO DEL              *W EXP 01/01/201 345370134   27460.04  4304081 SH       SHARED                   4304081
FOREST CITY ENTERPRISES INC  CL A             345550107      22.61     1201 SH       SHARED    21                1201
FOREST CITY ENTERPRISES INC  CL A             345550107     163.09     8661 SH       SHARED                                8661
FOREST CITY ENTERPRISES INC  CL A             345550107     563.58    29930 SH       SHARED    20                         29930
FOREST CITY ENTERPRISES INC  CL A             345550107     2133.1   113282 SH       SHARED    01              113282
FOREST CITY ENTERPRISES INC  CL A             345550107    2384.69   126643 SH       SHARED                    126643
FOREST CITY ENTERPRISES INC  CL B CONV        345550305      38.33     2043 SH       SOLE              2043
FOREST LABS INC              COM              345838106       5.17      160 SH       SHARED    20                           160
FOREST LABS INC              COM              345838106     611.89    18944 SH       SHARED                               18944
FOREST LABS INC              COM              345838106     836.57    25900 SH  C    SHARED                     25900
FOREST LABS INC              COM              345838106    1198.33    37100 SH  P    SHARED                     37100
FOREST LABS INC              COM              345838106    8389.76   259745 SH       SHARED    01              259745
FOREST LABS INC              COM              345838106   71484.29  2213136 SH       SHARED                   2213136
FOREST OIL CORP              COM PAR $0.01    346091705      22.36      591 SH       SHARED    21                 591
FOREST OIL CORP              COM PAR $0.01    346091705    1513.99    40021 SH       SHARED                     40021
FOREST OIL CORP              COM PAR $0.01    346091705    1842.32    48700 SH  C    SHARED                     48700
FOREST OIL CORP              COM PAR $0.01    346091705    3404.85    90004 SH       SHARED    01               90004
FOREST OIL CORP              COM PAR $0.01    346091705     3650.6    96500 SH  P    SHARED                     96500
FORESTAR GROUP INC           COM              346233109       3.16      166 SH       SHARED    01                 166
FORESTAR GROUP INC           COM              346233109     562.93    29597 SH       SHARED                     29597
FORMFACTOR INC               COM              346375108      44.25     4300 SH  C    SHARED                      4300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FORMFACTOR INC               COM              346375108     185.01    17980 SH       SHARED                     17980
FORMFACTOR INC               COM              346375108     396.18    38501 SH       SHARED    01               38501
FORRESTER RESH INC           COM              346563109     666.67    17411 SH       SOLE             17411
FORT DEARBORN INCOME SECS IN COM              347200107      48.56     3324 SH       SOLE              3324
FORTINET INC                 COM              34959E109      44.15     1000 SH  C    SHARED                      1000
FORTINET INC                 COM              34959E109     269.32     6100 SH  P    SHARED                      6100
FORTINET INC                 COM              34959E109     808.21    18306 SH       SHARED                     18306
FORTINET INC                 COM              34959E109    2778.58    62935 SH       SHARED    01               62935
FORTRESS INVESTMENT GROUP LL CL A             34958B106     176.08    31000 SH  P    SHARED                     31000
FORTRESS INVESTMENT GROUP LL CL A             34958B106     190.28    33500 SH  C    SHARED                     33500
FORTRESS INVESTMENT GROUP LL CL A             34958B106    4177.78   735524 SH       SHARED    01              735524
FORTRESS INVESTMENT GROUP LL CL A             34958B106    5656.69   995896 SH       SHARED                    995896
FORTUNE BRANDS INC           COM              349631101       6.19      100 SH  C    SHARED                       100
FORTUNE BRANDS INC           COM              349631101      86.65     1400 SH  P    SHARED                      1400
FORTUNE BRANDS INC           COM              349631101     132.14     2135 SH       SHARED    20                          2135
FORTUNE BRANDS INC           COM              349631101     637.47    10300 SH       SHARED                               10300
FORTUNE BRANDS INC           COM              349631101    2430.54    39272 SH       SHARED    01               39272
FORTUNE BRANDS INC           COM              349631101  130701.84  2111841 SH       SHARED                   2111841
FORTUNE BRANDS INC           PFD CV $2.67     349631200     383.54      982 SH       SOLE               982
FORTUNE INDUSTRIES INC       COM NEW          34963X200       0.31      400 SH       SHARED    01                 400
FORTUNE INDUSTRIES INC       COM NEW          34963X200       1.37     1775 SH       SHARED                      1775
FORWARD AIR CORP             COM              349853101       5.79      189 SH       SHARED    21                 189
FORWARD AIR CORP             COM              349853101     382.69    12494 SH       SHARED                     12494
FORWARD AIR CORP             COM              349853101        622    20307 SH       SHARED    01               20307
FORWARD INDS INC N Y         COM NEW          349862300       3.91     1000 SH       SHARED    01                1000
FOSSIL INC                   COM              349882100        7.3       78 SH       SHARED    21                  78
FOSSIL INC                   COM              349882100     557.59     5954 SH       SHARED    01                5954
FOSSIL INC                   COM              349882100     721.11     7700 SH  C    SHARED                      7700
FOSSIL INC                   COM              349882100     852.22     9100 SH  P    SHARED                      9100
FOSSIL INC                   COM              349882100    1693.75    18086 SH       SHARED                     18086
FOSTER L B CO                COM              350060109       4.31      100 SH  C    SOLE               100
FOSTER L B CO                COM              350060109     181.58     4212 SH       SOLE              4212
FOSTER WHEELER AG            COM              H27178104     562.53    14953 SH       SHARED                               14953
FOSTER WHEELER AG            COM              H27178104      928.5    24681 SH       SHARED                     24681
FOSTER WHEELER AG            COM              H27178104    1647.76    43800 SH  P    SHARED                     43800
FOSTER WHEELER AG            COM              H27178104    2464.11    65500 SH  C    SHARED                     65500
FOSTER WHEELER AG            COM              H27178104    4468.58   118782 SH       SHARED    01              118782
FPB BANCORP INC              COM              30254M101       1.53     4921 SH       SOLE              4921
FPIC INS GROUP INC           COM              302563101        148     3905 SH       SOLE              3905
FRANCE TELECOM               SPONSORED ADR    35177Q105       2.21       98 SH       SHARED    21                  98
FRANCE TELECOM               SPONSORED ADR    35177Q105     789.99    35095 SH       SHARED                     35095
FRANCE TELECOM               SPONSORED ADR    35177Q105   19484.68   865601 SH       SHARED    01              865601
FRANKLIN ELEC INC            COM              353514102     107.88     2335 SH       SHARED    01                2335
FRANKLIN ELEC INC            COM              353514102    1992.98    43138 SH       SHARED                     43138
FRANKLIN RES INC             COM              354613101      45.28      362 SH       SHARED    21                 362
FRANKLIN RES INC             COM              354613101    1343.98    10745 SH       SHARED                               10745
FRANKLIN RES INC             COM              354613101    3227.06    25800 SH  P    SHARED                     25800
FRANKLIN RES INC             COM              354613101    4366.54    34910 SH       SHARED                     34910
FRANKLIN RES INC             COM              354613101    5491.01    43900 SH  C    SHARED                     43900
FRANKLIN RES INC             COM              354613101   14190.45   113451 SH       SHARED    01              113451
FRANKLIN STREET PPTYS CORP   COM              35471R106     689.43    49000 SH       SHARED                               49000
FRANKLIN STREET PPTYS CORP   COM              35471R106     801.29    56950 SH       SHARED    01               56950
FRANKLIN STREET PPTYS CORP   COM              35471R106     919.33    65340 SH       SHARED                     65340
FRANKLIN TEMPLETON LTD DUR I COM              35472T101     253.63    19302 SH       SHARED    01               19302
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FRANKLIN UNVL TR             SH BEN INT       355145103       0.19       29 SH       SHARED                        29
FRANKLIN UNVL TR             SH BEN INT       355145103     206.71    31899 SH       SHARED    01               31899
FREDERICKS HOLLYWOOD GROUP I COM              35582T108       0.26      354 SH       SOLE               354
FREDS INC                    CL A             356108100       2.66      200 SH  P    SOLE               200
FREEPORT-MCMORAN COPPER & GO COM              35671D857      16.67      300 SH  P    SHARED    01                 300
FREEPORT-MCMORAN COPPER & GO COM              35671D857     133.32     2400 SH       SHARED    21                2400
FREEPORT-MCMORAN COPPER & GO COM              35671D857    3012.75    54235 SH       SHARED    20                         54235
FREEPORT-MCMORAN COPPER & GO COM              35671D857    5388.63    97005 SH       SHARED                               97005
FREEPORT-MCMORAN COPPER & GO COM              35671D857   40957.02   737300 SH  C    SHARED                    737300
FREEPORT-MCMORAN COPPER & GO COM              35671D857   53233.57   958300 SH  P    SHARED                    958300
FREEPORT-MCMORAN COPPER & GO COM              35671D857   89742.86  1615533 SH       SHARED                   1615533
FREEPORT-MCMORAN COPPER & GO COM              35671D857  112986.81  2033966 SH       SHARED    01             2033966
FREESEAS INC                 SHS              Y26496144       1.06      380 SH       SOLE               380
FREESEAS INC                 *W EXP 07/29/201 Y26496128       0.32    10700 SH       SOLE             10700
FREIGHTCAR AMER INC          COM              357023100      16.26      500 SH  C    SHARED                       500
FREIGHTCAR AMER INC          COM              357023100      29.88      919 SH       SHARED    01                 919
FREIGHTCAR AMER INC          COM              357023100     178.35     5486 SH       SHARED                      5486
FREQUENCY ELECTRS INC        COM              358010106      10.26     1000 SH       SHARED    01                1000
FRESENIUS MED CARE AG&CO KGA SPON ADR PREF    358029205      59.05     1084 SH       SOLE              1084
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR    358029106      40.98      607 SH       SHARED    21                 607
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR    358029106     169.27     2507 SH       SHARED                      2507
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR    358029106    4415.34    65393 SH       SHARED    01               65393
FRESH DEL MONTE PRODUCE INC  ORD              G36738105      54.83     2100 SH  C    SHARED                      2100
FRESH DEL MONTE PRODUCE INC  ORD              G36738105     138.88     5319 SH       SHARED    01                5319
FRESH DEL MONTE PRODUCE INC  ORD              G36738105     472.36    18091 SH       SHARED                     18091
FRESH MKT INC                COM              35804H106       3.77      100 SH  C    SHARED                       100
FRESH MKT INC                COM              35804H106      18.87      500 SH  P    SHARED                       500
FRESH MKT INC                COM              35804H106     145.53     3856 SH       SHARED    01                3856
FRIEDMAN INDS INC            COM              358435105       5.24      514 SH       SOLE               514
FRISCHS RESTAURANTS INC      COM              358748101        3.2      150 SH       SHARED    01                 150
FRISCHS RESTAURANTS INC      COM              358748101      39.87     1872 SH       SHARED                      1872
FRONTEER GOLD INC            COM              359032109     135.63     9000 SH  C    SHARED                      9000
FRONTEER GOLD INC            COM              359032109      150.7    10000 SH  P    SHARED                     10000
FRONTEER GOLD INC            COM              359032109     369.18    24498 SH       SHARED                     24498
FRONTEER GOLD INC            COM              359032109     547.82    36352 SH       SHARED    01               36352
FRONTIER COMMUNICATIONS CORP COM              35906A108       5.33      648 SH       SHARED    21                 648
FRONTIER COMMUNICATIONS CORP COM              35906A108     175.09    21300 SH  P    SHARED                     21300
FRONTIER COMMUNICATIONS CORP COM              35906A108     455.39    55400 SH  C    SHARED                     55400
FRONTIER COMMUNICATIONS CORP COM              35906A108     567.16    68998 SH       SHARED                               68998
FRONTIER COMMUNICATIONS CORP COM              35906A108    5773.44   702365 SH       SHARED                    702365
FRONTIER COMMUNICATIONS CORP COM              35906A108   13833.61  1682921 SH       SHARED    01             1682921
FRONTIER OIL CORP            COM              35914P105      19.82      676 SH       SHARED    21                 676
FRONTIER OIL CORP            COM              35914P105     466.19    15900 SH  P    SHARED                     15900
FRONTIER OIL CORP            COM              35914P105     566.96    19337 SH       SHARED    01               19337
FRONTIER OIL CORP            COM              35914P105     721.27    24600 SH  C    SHARED                     24600
FRONTIER OIL CORP            COM              35914P105    2543.01    86733 SH       SHARED                     86733
FRONTLINE LTD                SHS              G3682E127     319.53    12900 SH  P    SHARED                     12900
FRONTLINE LTD                SHS              G3682E127     837.97    33830 SH       SHARED                     33830
FRONTLINE LTD                SHS              G3682E127     906.58    36600 SH  C    SHARED                     36600
FRONTLINE LTD                SHS              G3682E127    1764.34    71229 SH       SHARED    01               71229
FROZEN FOOD EXPRESS INDS INC COM              359360104        3.2      933 SH       SOLE               933
FSI INTL INC                 COM              302633102       4.38     1000 SH       SHARED    01                1000
FSI INTL INC                 COM              302633102      20.59     4700 SH  C    SHARED                      4700
FSI INTL INC                 COM              302633102       23.7     5411 SH       SHARED                      5411
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
FTI CONSULTING INC           COM              302941109       5.75      150 SH       SHARED    20                           150
FTI CONSULTING INC           COM              302941109     183.98     4800 SH  C    SHARED                      4800
FTI CONSULTING INC           COM              302941109     294.57     7685 SH       SHARED    01                7685
FUEL SYS SOLUTIONS INC       COM              35952W103       19.1      633 SH       SHARED    21                 633
FUEL SYS SOLUTIONS INC       COM              35952W103       33.2     1100 SH  P    SHARED                      1100
FUEL SYS SOLUTIONS INC       COM              35952W103      93.56     3100 SH  C    SHARED                      3100
FUEL SYS SOLUTIONS INC       COM              35952W103     313.42    10385 SH       SHARED                     10385
FUEL SYS SOLUTIONS INC       COM              35952W103    1441.91    47777 SH       SHARED    01               47777
FUEL TECH INC                COM              359523107       0.89      100 SH  P    SHARED                       100
FUEL TECH INC                COM              359523107      10.84     1218 SH       SHARED    21                1218
FUEL TECH INC                COM              359523107     558.66    62771 SH       SHARED    01               62771
FUEL TECH INC                COM              359523107    4191.16   470917 SH       SHARED                    470917
FUELCELL ENERGY INC          COM              35952H106      13.91     6500 SH  P    SHARED                      6500
FUELCELL ENERGY INC          COM              35952H106      99.09    46304 SH       SHARED                     46304
FUELCELL ENERGY INC          COM              35952H106      172.7    80700 SH  C    SHARED                     80700
FUELCELL ENERGY INC          COM              35952H106     301.15   140725 SH       SHARED    01              140725
FULL CIRCLE CAP CORP         COM              359671104       9.76     1220 SH       SOLE              1220
FULL HOUSE RESORTS INC       COM              359678109       3.81     1000 SH       SHARED    01                1000
FULL HOUSE RESORTS INC       COM              359678109       5.77     1515 SH       SHARED                      1515
FULLER H B CO                COM              359694106       1.22       57 SH       SHARED    01                  57
FULLER H B CO                COM              359694106    1264.48    58868 SH       SHARED                     58868
FULTON FINL CORP PA          COM              360271100     101.25     9113 SH       SHARED    01                9113
FULTON FINL CORP PA          COM              360271100    1818.11   163646 SH       SHARED                    163646
FUNDTECH LTD                 ORD              M47095100       7.98      460 SH       SOLE               460
FUQI INTERNATIONAL INC       COM NEW          36102A207       2.57      900 SH  C    SOLE               900
FUQI INTERNATIONAL INC       COM NEW          36102A207      36.77    12900 SH  P    SOLE             12900
FUQI INTERNATIONAL INC       COM NEW          36102A207       56.1    19683 SH       SOLE             19683
FURIEX PHARMACEUTICALS INC   COM              36106P101      11.43      677 SH       SHARED                       677
FURIEX PHARMACEUTICALS INC   COM              36106P101      39.11     2317 SH       SHARED    01                2317
FURMANITE CORPORATION        COM              361086101     110.75    13844 SH       SHARED                     13844
FURMANITE CORPORATION        COM              361086101     207.85    25981 SH       SHARED    01               25981
FURNITURE BRANDS INTL INC    COM              360921100       3.19      700 SH  C    SHARED                       700
FURNITURE BRANDS INTL INC    COM              360921100      201.2    44220 SH       SHARED    01               44220
FUSHI COPPERWELD INC         COM              36113E107        1.6      200 SH  P    SHARED                       200
FUSHI COPPERWELD INC         COM              36113E107       4.01      500 SH  C    SHARED                       500
FUSHI COPPERWELD INC         COM              36113E107       5775   720075 SH       SHARED    01              720075
FUWEI FILMS HLDGS CO LTD     SHS              G3704F102       4.97     1218 SH       SHARED    01                1218
FUWEI FILMS HLDGS CO LTD     SHS              G3704F102      15.03     3684 SH       SHARED                      3684
FX ENERGY INC                COM              302695101      25.08     3000 SH  P    SOLE              3000
FX ENERGY INC                COM              302695101      33.44     4000 SH  C    SOLE              4000
FXCM INC                     COM CL A         302693106      58.64     4500 SH  C    SHARED                      4500
FXCM INC                     COM CL A         302693106     372.48    28586 SH       SHARED    01               28586
G & K SVCS INC               CL A             361268105     309.52     9309 SH       SOLE              9309
GABELLI CONV & INCOME SECS F CONV SECS FD     36240B109      12.42     1893 SH       SHARED                      1893
GABELLI CONV & INCOME SECS F CONV SECS FD     36240B109     201.86    30772 SH       SHARED    01               30772
GABELLI DIVD & INCOME TR     COM              36242H104       7.33      441 SH       SHARED                       441
GABELLI DIVD & INCOME TR     COM              36242H104    3929.27   236276 SH       SHARED    01              236276
GABELLI EQUITY TR INC        COM              362397101       15.1     2444 SH       SHARED                      2444
GABELLI EQUITY TR INC        COM              362397101     318.35    51513 SH       SHARED    01               51513
GABELLI GLB GLD NAT RES & IN COM SHS BN INT   36244N109     3335.1   176741 SH       SHARED    01              176741
GABELLI GLOBL UTIL & INCOME  COM SH BEN INT   36242L105      24.22     1193 SH       SOLE              1193
GABELLI HLTHCARE & WELLNESS  RIGHT 04/12/2011 36246K111       0.29      792 SH       SHARED    01                 792
GABELLI HLTHCARE & WELLNESS  SHS              36246K103       8.57     1114 SH       SHARED                      1114
GABELLI HLTHCARE & WELLNESS  SHS              36246K103      21.92     2851 SH       SHARED    01                2851
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GABELLI NAT RES GLD & INC TR SHS BEN INT      36249M106      19.98     1018 SH       SOLE              1018
GABELLI UTIL TR              COM              36240A101       4.18      625 SH       SHARED    01                 625
GABELLI UTIL TR              COM              36240A101      12.42     1859 SH       SHARED                      1859
GAFISA S A                   SPONS ADR        362607301     1006.3    78372 SH       SHARED                     78372
GAFISA S A                   SPONS ADR        362607301     5745.3   447453 SH       SHARED    01              447453
GAIAM INC                    CL A             36268Q103     158.53    24020 SH       SHARED    01               24020
GALLAGHER ARTHUR J & CO      COM              363576109      42.57     1400 SH  C    SHARED                      1400
GALLAGHER ARTHUR J & CO      COM              363576109     718.22    23618 SH       SHARED    01               23618
GALLAGHER ARTHUR J & CO      COM              363576109    2764.03    90892 SH       SHARED                     90892
GAMCO INVESTORS INC          COM              361438104        1.9       41 SH       SHARED    01                  41
GAMCO INVESTORS INC          COM              361438104      60.55     1306 SH       SHARED                      1306
GAMESTOP CORP NEW            CL A             36467W109     221.66     9843 SH       SHARED                                9843
GAMESTOP CORP NEW            CL A             36467W109     757.01    33615 SH       SHARED    20                         33615
GAMESTOP CORP NEW            CL A             36467W109    2849.79   126545 SH       SHARED    01              126545
GAMESTOP CORP NEW            CL A             36467W109    2918.59   129600 SH  P    SHARED                    129600
GAMESTOP CORP NEW            CL A             36467W109     4166.2   185000 SH  C    SHARED                    185000
GAMING PARTNERS INTL CORP    COM              36467A107      13.31     1929 SH       SOLE              1929
GAMMON GOLD INC              COM              36467T106        5.9      565 SH       SHARED    20                           565
GAMMON GOLD INC              COM              36467T106       9.41      900 SH       SHARED                       900
GAMMON GOLD INC              COM              36467T106      58.65     5612 SH       SHARED    01                5612
GANNETT INC                  COM              364730101     207.13    13600 SH  P    SHARED                     13600
GANNETT INC                  COM              364730101    1055.44    69300 SH  C    SHARED                     69300
GANNETT INC                  COM              364730101     3248.8   213316 SH       SHARED                    213316
GANNETT INC                  COM              364730101    4731.15   310647 SH       SHARED    01              310647
GAP INC DEL                  COM              364760108      10.29      454 SH       SHARED    21                 454
GAP INC DEL                  COM              364760108     688.86    30400 SH       SHARED                               30400
GAP INC DEL                  COM              364760108    4226.09   186500 SH  P    SHARED                    186500
GAP INC DEL                  COM              364760108    9838.97   434200 SH  C    SHARED                    434200
GAP INC DEL                  COM              364760108   10934.18   482532 SH       SHARED    01              482532
GARDNER DENVER INC           COM              365558105      85.83     1100 SH  C    SHARED                      1100
GARDNER DENVER INC           COM              365558105    1832.38    23483 SH       SHARED    01               23483
GARDNER DENVER INC           COM              365558105    3511.97    45008 SH       SHARED                     45008
GARMIN LTD                   SHS              H2906T109     257.34     7600 SH       SHARED                                7600
GARMIN LTD                   SHS              H2906T109     490.67    14491 SH       SHARED                     14491
GARMIN LTD                   SHS              H2906T109    2949.21    87100 SH  P    SHARED                     87100
GARMIN LTD                   SHS              H2906T109    3128.66    92400 SH  C    SHARED                     92400
GARMIN LTD                   SHS              H2906T109    3750.44   110763 SH       SHARED    01              110763
GARTNER INC                  COM              366651107          5      120 SH       SHARED    20                           120
GARTNER INC                  COM              366651107     301.44     7234 SH       SHARED    01                7234
GARTNER INC                  COM              366651107    3425.23    82199 SH       SHARED                     82199
GAS NAT INC                  COM              367204104      572.6    48815 SH       SHARED    01               48815
GASCO ENERGY INC             COM              367220100       0.78     1667 SH       SHARED    01                1667
GASTAR EXPL LTD              COM NEW          367299203       2.43      500 SH  P    SOLE               500
GASTAR EXPL LTD              COM NEW          367299203      16.52     3400 SH  C    SOLE              3400
GASTAR EXPL LTD              COM NEW          367299203     111.81    23007 SH       SOLE             23007
GATX CORP                    COM              361448103      70.55     1825 SH       SHARED    20                          1825
GATX CORP                    COM              361448103      93.98     2431 SH       SHARED                      2431
GATX CORP                    COM              361448103     394.33    10200 SH  C    SHARED                     10200
GATX CORP                    COM              361448103    1773.14    45865 SH       SHARED    01               45865
GATX CORP                    PFD CONV $2.50   361448202     102.72      716 SH       SHARED                       716
GATX CORP                    PFD CONV $2.50   361448202     143.46     1000 SH       SHARED    01                1000
GAYLORD ENTMT CO NEW         COM              367905106      24.28      700 SH  P    SHARED                       700
GAYLORD ENTMT CO NEW         COM              367905106      69.57     2006 SH       SHARED    01                2006
GDL FUND                     COM SH BEN IT    361570104     559.17    41328 SH       SHARED    01               41328
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GEEKNET INC                  COM NEW          36846Q203       0.43       16 SH       SHARED    01                  16
GEEKNET INC                  COM NEW          36846Q203      18.25      686 SH       SHARED                       686
GENCO SHIPPING & TRADING LTD SHS              Y2685T107       2.98      277 SH       SHARED    21                 277
GENCO SHIPPING & TRADING LTD SHS              Y2685T107      146.5    13603 SH       SHARED    01               13603
GENCO SHIPPING & TRADING LTD SHS              Y2685T107     577.79    53648 SH       SHARED                     53648
GENCO SHIPPING & TRADING LTD SHS              Y2685T107     679.59    63100 SH  C    SHARED                     63100
GENCO SHIPPING & TRADING LTD SHS              Y2685T107    4611.71   428200 SH  P    SHARED                    428200
GENCOR INDS INC              COM              368678108       8.97     1147 SH       SOLE              1147
GENCORP INC                  COM              368682100       1.79      300 SH  C    SHARED                       300
GENCORP INC                  COM              368682100      10.64     1779 SH       SHARED    01                1779
GENCORP INC                  COM              368682100     139.01    23246 SH       SHARED                     23246
GENERAC HLDGS INC            COM              368736104     180.09     8876 SH       SHARED    01                8876
GENERAC HLDGS INC            COM              368736104     259.14    12772 SH       SHARED                     12772
GENERAL AMERN INVS INC       COM              368802104      62.15     2193 SH       SOLE              2193
GENERAL CABLE CORP DEL NEW   COM              369300108      47.63     1100 SH  C    SHARED                      1100
GENERAL CABLE CORP DEL NEW   COM              369300108     220.83     5100 SH  P    SHARED                      5100
GENERAL CABLE CORP DEL NEW   COM              369300108    1139.14    26308 SH       SHARED    01               26308
GENERAL CABLE CORP DEL NEW   COM              369300108    7880.12   181989 SH       SHARED                    181989
GENERAL COMMUNICATION INC    CL A             369385109     136.33    12462 SH       SOLE             12462
GENERAL DYNAMICS CORP        COM              369550108       92.1     1203 SH       SHARED    21                1203
GENERAL DYNAMICS CORP        COM              369550108     1424.4    18605 SH       SHARED    20                         18605
GENERAL DYNAMICS CORP        COM              369550108    1684.55    22003 SH       SHARED                               22003
GENERAL DYNAMICS CORP        COM              369550108    3330.36    43500 SH  P    SHARED                     43500
GENERAL DYNAMICS CORP        COM              369550108   27377.86   357600 SH  C    SHARED                    357600
GENERAL DYNAMICS CORP        COM              369550108   35792.64   467511 SH       SHARED    01              467511
GENERAL ELECTRIC CO          COM              369604103      69.77     3480 SH       SHARED    20                          3480
GENERAL ELECTRIC CO          COM              369604103     106.27     5300 SH  P    SHARED    01                5300
GENERAL ELECTRIC CO          COM              369604103    1287.29    64204 SH       SHARED    21               64204
GENERAL ELECTRIC CO          COM              369604103    2449.01   122145 SH       SHARED    17                        122145
GENERAL ELECTRIC CO          COM              369604103   45545.88  2271615 SH       SHARED                             2271615
GENERAL ELECTRIC CO          COM              369604103   68784.55  3430651 SH       SHARED                   3430651
GENERAL ELECTRIC CO          COM              369604103   72652.96  3623589 SH  P    SHARED                   3623589
GENERAL ELECTRIC CO          COM              369604103  111189.28  5545600 SH  C    SHARED                   5545600
GENERAL ELECTRIC CO          COM              369604103  241532.53 12046510 SH       SHARED    01            12046510
GENERAL EMPLOYMENT ENTERPRIS COM              369730106       0.18      366 SH       SOLE               366
GENERAL FINANCE CORP         COM              369822101        3.3      976 SH       SOLE               976
GENERAL GROWTH PPTYS INC NEW COM              370023103       2.57      166 SH       SHARED    21                 166
GENERAL GROWTH PPTYS INC NEW COM              370023103     106.81     6900 SH  P    SHARED                      6900
GENERAL GROWTH PPTYS INC NEW COM              370023103     469.63    30338 SH       SHARED    01               30338
GENERAL GROWTH PPTYS INC NEW COM              370023103     656.35    42400 SH  C    SHARED                     42400
GENERAL GROWTH PPTYS INC NEW COM              370023103    4098.14   264738 SH       SHARED                              264738
GENERAL GROWTH PPTYS INC NEW COM              370023103  187011.23 12080829 SH       SHARED                  12080829
GENERAL MARITIME CORP NEW    SHS              Y2693R101       3.28     1600 SH  P    SHARED                      1600
GENERAL MARITIME CORP NEW    SHS              Y2693R101      18.49     9019 SH       SHARED    01                9019
GENERAL MARITIME CORP NEW    SHS              Y2693R101      56.99    27800 SH  C    SHARED                     27800
GENERAL MARITIME CORP NEW    SHS              Y2693R101     112.37    54815 SH       SHARED                     54815
GENERAL MLS INC              COM              370334104       6.21      170 SH       SHARED    21                 170
GENERAL MLS INC              COM              370334104      27.23      745 SH       SHARED    20                           745
GENERAL MLS INC              COM              370334104       73.1     2000 SH       SHARED    17                          2000
GENERAL MLS INC              COM              370334104    1619.17    44300 SH       SHARED                               44300
GENERAL MLS INC              COM              370334104    5179.14   141700 SH  C    SHARED                    141700
GENERAL MLS INC              COM              370334104    5193.76   142100 SH  P    SHARED                    142100
GENERAL MLS INC              COM              370334104    7551.74   206614 SH       SHARED                    206614
GENERAL MLS INC              COM              370334104  103383.14  2828540 SH       SHARED    01             2828540
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GENERAL MOLY INC             COM              370373102       8.07     1500 SH  C    SHARED                      1500
GENERAL MOLY INC             COM              370373102      36.58     6800 SH       SHARED    01                6800
GENERAL MOLY INC             COM              370373102      73.65    13690 SH       SHARED                     13690
GENERAL MTRS CO              COM              37045V100      23.27      750 SH       SHARED    21                 750
GENERAL MTRS CO              COM              37045V100    1146.59    36951 SH       SHARED                               36951
GENERAL MTRS CO              COM              37045V100    6553.23   211190 SH       SHARED    20                        211190
GENERAL MTRS CO              COM              37045V100   13780.95   444117 SH       SHARED    01              444117
GENERAL MTRS CO              COM              37045V100   21904.08   705900 SH  C    SHARED                    705900
GENERAL MTRS CO              COM              37045V100   47292.82  1524100 SH  P    SHARED                   1524100
GENERAL MTRS CO              COM              37045V100   67430.67  2173080 SH       SHARED                   2173080
GENERAL MTRS CO              JR PFD CNV SRB   37045V209      55.62     1154 SH       SHARED    01                1154
GENERAL MTRS CO              JR PFD CNV SRB   37045V209   10374.81   215245 SH       SHARED                    215245
GENERAL STEEL HOLDINGS INC   COM              370853103        1.2      500 SH  C    SOLE               500
GENERAL STEEL HOLDINGS INC   COM              370853103        1.2      500 SH  P    SOLE               500
GENERAL STEEL HOLDINGS INC   COM              370853103      54.26    22610 SH       SOLE             22610
GENESCO INC                  COM              371532102      31.96      795 SH       SHARED                       795
GENESCO INC                  COM              371532102     355.13     8834 SH       SHARED    01                8834
GENESEE & WYO INC            CL A             371559105       4.95       85 SH       SHARED    20                            85
GENESEE & WYO INC            CL A             371559105      40.74      700 SH  C    SHARED                       700
GENESEE & WYO INC            CL A             371559105      59.89     1029 SH       SHARED    21                1029
GENESEE & WYO INC            CL A             371559105     865.43    14870 SH       SHARED                     14870
GENESEE & WYO INC            CL A             371559105    6072.88   104345 SH       SHARED    01              104345
GENESIS ENERGY L P           UNIT LTD PARTN   371927104      14.16      500 SH  P    SHARED                       500
GENESIS ENERGY L P           UNIT LTD PARTN   371927104     721.37    25481 SH       SHARED    01               25481
GENESIS ENERGY L P           UNIT LTD PARTN   371927104    4390.68   155093 SH       SHARED                    155093
GENMARK DIAGNOSTICS INC      COM              372309104       8.63     2162 SH       SOLE              2162
GENOMIC HEALTH INC           COM              37244C101       9.84      400 SH  P    SHARED                       400
GENOMIC HEALTH INC           COM              37244C101      54.12     2200 SH       SHARED    01                2200
GENOMIC HEALTH INC           COM              37244C101     243.74     9908 SH       SHARED                      9908
GENON ENERGY INC             COM              37244E107       1.72      452 SH       SHARED    21                 452
GENON ENERGY INC             COM              37244E107      17.91     4700 SH  P    SHARED                      4700
GENON ENERGY INC             COM              37244E107      29.34     7700 SH  C    SHARED                      7700
GENON ENERGY INC             COM              37244E107     103.83    27253 SH       SHARED    01               27253
GENON ENERGY INC             COM              37244E107    7635.69  2004119 SH       SHARED                   2004119
GENPACT LIMITED              SHS              G3922B107    1392.57    96172 SH       SHARED                     96172
GENPACT LIMITED              SHS              G3922B107    1524.74   105300 SH       SHARED    01              105300
GEN-PROBE INC NEW            COM              36866T103      13.27      200 SH  C    SHARED                       200
GEN-PROBE INC NEW            COM              36866T103      16.72      252 SH       SHARED    21                 252
GEN-PROBE INC NEW            COM              36866T103     974.55    14688 SH       SHARED    01               14688
GEN-PROBE INC NEW            COM              36866T103    2782.85    41942 SH       SHARED                     41942
GENTEX CORP                  COM              371901109     148.23     4900 SH  P    SHARED                      4900
GENTEX CORP                  COM              371901109      278.3     9200 SH  C    SHARED                      9200
GENTEX CORP                  COM              371901109    4443.15   146881 SH       SHARED    01              146881
GENTIUM S P A                SPONSORED ADR    37250B104       7.43      778 SH       SHARED    01                 778
GENTIUM S P A                SPONSORED ADR    37250B104       39.9     4178 SH       SHARED                      4178
GENTIVA HEALTH SERVICES INC  COM              37247A102      13.12      468 SH       SHARED    01                 468
GENTIVA HEALTH SERVICES INC  COM              37247A102      14.02      500 SH  C    SHARED                       500
GENTIVA HEALTH SERVICES INC  COM              37247A102      14.02      500 SH  P    SHARED                       500
GENTIVA HEALTH SERVICES INC  COM              37247A102     621.87    22186 SH       SHARED                     22186
GENUINE PARTS CO             COM              372460105       5.36      100 SH       SHARED    21                 100
GENUINE PARTS CO             COM              372460105      134.1     2500 SH  C    SHARED                      2500
GENUINE PARTS CO             COM              372460105     515.27     9606 SH       SHARED                      9606
GENUINE PARTS CO             COM              372460105     627.53    11699 SH       SHARED                               11699
GENUINE PARTS CO             COM              372460105   12148.12   226475 SH       SHARED    01              226475
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GENVEC INC                   COM              37246C109       1.62     4102 SH       SHARED    01                4102
GENWORTH FINL INC            COM CL A         37247D106      23.65     1757 SH       SHARED    21                1757
GENWORTH FINL INC            COM CL A         37247D106     163.18    12123 SH       SHARED                     12123
GENWORTH FINL INC            COM CL A         37247D106     467.06    34700 SH  P    SHARED                     34700
GENWORTH FINL INC            COM CL A         37247D106     470.52    34957 SH       SHARED                               34957
GENWORTH FINL INC            COM CL A         37247D106     589.55    43800 SH  C    SHARED                     43800
GENWORTH FINL INC            COM CL A         37247D106   12045.95   894944 SH       SHARED    01              894944
GENZYME CORP                 COM              372917104       10.2      134 SH       SHARED    21                 134
GENZYME CORP                 COM              372917104    1431.71    18800 SH       SHARED                               18800
GENZYME CORP                 COM              372917104    7383.91    96959 SH       SHARED                     96959
GENZYME CORP                 COM              372917104   12771.19   167700 SH  P    SHARED                    167700
GENZYME CORP                 COM              372917104   15467.61   203107 SH       SHARED    01              203107
GENZYME CORP                 COM              372917104   27590.96   362300 SH  C    SHARED                    362300
GEO GROUP INC                COM              36159R103     738.33    28796 SH       SHARED    01               28796
GEO GROUP INC                COM              36159R103     838.81    32715 SH       SHARED                     32715
GEOEYE INC                   COM              37250W108       4.57      110 SH       SHARED    21                 110
GEOEYE INC                   COM              37250W108       48.9     1176 SH       SHARED                      1176
GEOEYE INC                   COM              37250W108      68.86     1656 SH       SHARED    01                1656
GEOGLOBAL RESOURCES INC      COM              37249T109       4.63     7000 SH       SHARED    01                7000
GEOGLOBAL RESOURCES INC      COM              37249T109      17.06    25776 SH       SHARED                     25776
GEOKINETICS INC              COM PAR $0.01    372910307      30.42     3600 SH       SOLE              3600
GEOMET INC DEL               COM              37250U201       3.38     2062 SH       SOLE              2062
GEORESOURCES INC             COM              372476101     290.28     9283 SH       SOLE              9283
GEORGIA GULF CORP            COM PAR$0.01 NEW 373200302    1640.51    44338 SH       SHARED    01               44338
GEORGIA GULF CORP            COM PAR$0.01 NEW 373200302    4456.39   120443 SH       SHARED                    120443
GERBER SCIENTIFIC INC        COM              373730100      60.95     6512 SH       SHARED    01                6512
GERDAU S A                   SPONSORED ADR    373737105     619.46    49557 SH       SHARED    01               49557
GERDAU S A                   SPONSORED ADR    373737105    1154.88    92390 SH       SHARED                               92390
GERDAU S A                   SPONSORED ADR    373737105    5558.34   444667 SH       SHARED                    444667
GERON CORP                   COM              374163103       80.3    15900 SH  P    SHARED                     15900
GERON CORP                   COM              374163103     175.93    34838 SH       SHARED    01               34838
GERON CORP                   COM              374163103     241.54    47830 SH       SHARED                     47830
GERON CORP                   COM              374163103     331.28    65600 SH  C    SHARED                     65600
GEROVA FINANCIAL GROUP LTD   SHS NEW          G38490200      58.89     5363 SH       SOLE              5363
GEROVA FINANCIAL GROUP LTD   UNIT 01/16/2014  G38490143       0.43       50 SH       SOLE                50
GETTY RLTY CORP NEW          COM              374297109      22.88     1000 SH  P    SHARED                      1000
GETTY RLTY CORP NEW          COM              374297109      32.03     1400 SH  C    SHARED                      1400
GETTY RLTY CORP NEW          COM              374297109     310.07    13552 SH       SHARED                               13552
GETTY RLTY CORP NEW          COM              374297109     337.89    14768 SH       SHARED    01               14768
GETTY RLTY CORP NEW          COM              374297109     672.12    29376 SH       SHARED                     29376
GEVO INC                     COM              374396109       19.7     1000 SH       SHARED    01                1000
GFI GROUP INC                COM              361652209       7.03     1400 SH  C    SHARED                      1400
GFI GROUP INC                COM              361652209      12.02     2394 SH       SHARED    01                2394
GFI GROUP INC                COM              361652209      15.06     3000 SH  P    SHARED                      3000
GFI GROUP INC                COM              361652209     154.79    30834 SH       SHARED                     30834
GIANT INTERACTIVE GROUP INC  ADR              374511103       7.45     1000 SH       SHARED    01                1000
GIANT INTERACTIVE GROUP INC  ADR              374511103     139.49    18723 SH       SHARED                     18723
GIANT INTERACTIVE GROUP INC  ADR              374511103    4348.57   583700 SH  C    SHARED                    583700
GIBRALTAR INDS INC           COM              374689107     155.08    12999 SH       SOLE             12999
GIGAMEDIA LTD                ORD              Y2711Y104       1.34     1000 SH       SHARED                      1000
GIGAMEDIA LTD                ORD              Y2711Y104       1.47     1100 SH  P    SHARED                      1100
GIGAMEDIA LTD                ORD              Y2711Y104       5.76     4295 SH       SHARED    01                4295
GIGAMEDIA LTD                ORD              Y2711Y104       60.7    45300 SH  C    SHARED                     45300
G-III APPAREL GROUP LTD      COM              36237H101      11.27      300 SH  C    SHARED                       300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
G-III APPAREL GROUP LTD      COM              36237H101      14.35      382 SH       SHARED    01                 382
G-III APPAREL GROUP LTD      COM              36237H101      72.25     1923 SH       SHARED                      1923
G-III APPAREL GROUP LTD      COM              36237H101     405.76    10800 SH  P    SHARED                     10800
GILAT SATELLITE NETWORKS LTD SHS NEW          M51474118       7.19     1357 SH       SOLE              1357
GILDAN ACTIVEWEAR INC        COM              375916103     160.57     4900 SH       SHARED                                4900
GILDAN ACTIVEWEAR INC        COM              375916103     626.92    19131 SH       SHARED                     19131
GILDAN ACTIVEWEAR INC        COM              375916103    1757.23    53623 SH       SHARED    01               53623
GILEAD SCIENCES INC          COM              375558103      13.38      315 SH       SHARED    21                 315
GILEAD SCIENCES INC          COM              375558103     644.48    15175 SH       SHARED    17                         15175
GILEAD SCIENCES INC          COM              375558103    1387.37    32667 SH       SHARED                     32667
GILEAD SCIENCES INC          COM              375558103    3757.07    88464 SH       SHARED                               88464
GILEAD SCIENCES INC          COM              375558103    7265.64   171077 SH       SHARED    20                        171077
GILEAD SCIENCES INC          COM              375558103   41680.06   981400 SH  P    SHARED                    981400
GILEAD SCIENCES INC          COM              375558103   46878.39  1103800 SH  C    SHARED                   1103800
GILEAD SCIENCES INC          COM              375558103   56592.17  1332521 SH       SHARED    01             1332521
GILEAD SCIENCES INC          NOTE 0.500% 5/0  375558AG8   17859.65 16385000 PRN      SOLE          16385000
GILEAD SCIENCES INC          NOTE 0.625% 5/0  375558AH6      15.84    13000 PRN      SHARED    01               13000
GILEAD SCIENCES INC          NOTE 0.625% 5/0  375558AH6   18763.88 15396000 PRN      SHARED                  15396000
GIVEN IMAGING                ORD SHS          M52020100      11.83      600 SH  P    SHARED                       600
GIVEN IMAGING                ORD SHS          M52020100      15.77      800 SH  C    SHARED                       800
GIVEN IMAGING                ORD SHS          M52020100       54.7     2775 SH       SHARED                      2775
GIVEN IMAGING                ORD SHS          M52020100     151.27     7675 SH       SHARED    01                7675
GLACIER BANCORP INC NEW      COM              37637Q105     195.83    13012 SH       SHARED    01               13012
GLACIER BANCORP INC NEW      COM              37637Q105     469.15    31173 SH       SHARED                     31173
GLADSTONE CAPITAL CORP       COM              376535100      27.14     2400 SH  C    SHARED                      2400
GLADSTONE CAPITAL CORP       COM              376535100      47.31     4183 SH       SHARED    01                4183
GLADSTONE CAPITAL CORP       COM              376535100     200.27    17707 SH       SHARED                     17707
GLADSTONE COML CORP          COM              376536108     188.93    10358 SH       SHARED    01               10358
GLADSTONE INVT CORP          COM              376546107      39.92     5144 SH       SHARED                      5144
GLADSTONE INVT CORP          COM              376546107     339.59    43761 SH       SHARED    01               43761
GLATFELTER                   COM              377316104     250.79    18828 SH       SHARED                     18828
GLATFELTER                   COM              377316104      528.6    39685 SH       SHARED    01               39685
GLAXOSMITHKLINE PLC          SPONSORED ADR    37733W105     145.69     3793 SH       SHARED    21                3793
GLAXOSMITHKLINE PLC          SPONSORED ADR    37733W105     305.01     7941 SH       SHARED                                7941
GLAXOSMITHKLINE PLC          SPONSORED ADR    37733W105    1161.71    30245 SH       SHARED    20                         30245
GLAXOSMITHKLINE PLC          SPONSORED ADR    37733W105    1836.54    47814 SH       SHARED                     47814
GLAXOSMITHKLINE PLC          SPONSORED ADR    37733W105   56496.88  1470890 SH       SHARED    01             1470890
GLEACHER & CO INC            COM              377341102      56.09    32237 SH       SHARED    01               32237
GLEACHER & CO INC            COM              377341102      56.18    32287 SH       SHARED                     32287
GLEN BURNIE BANCORP          COM              377407101      17.28     2259 SH       SOLE              2259
GLIMCHER RLTY TR             SH BEN INT       379302102       1.39      150 SH       SHARED    21                 150
GLIMCHER RLTY TR             SH BEN INT       379302102      29.86     3228 SH       SHARED    01                3228
GLIMCHER RLTY TR             SH BEN INT       379302102      389.1    42065 SH       SHARED                     42065
GLIMCHER RLTY TR             SH BEN INT       379302102     481.93    52100 SH       SHARED                               52100
GLOBAL CASH ACCESS HLDGS INC COM              378967103     242.39    74126 SH       SOLE             74126
GLOBAL CROSSING LTD          SHS NEW          G3921A175     518.95    37281 SH       SOLE             37281
GLOBAL DEFENSE TECH SYS INC  COM              37950B107     251.33    10377 SH       SOLE             10377
GLOBAL ED & TECHNOLOGY GP LT ADS              37951A108       6.96     1136 SH       SOLE              1136
GLOBAL GEOPHYSICAL SVCS INC  COM              37946S107      10.18      704 SH       SHARED    01                 704
GLOBAL GEOPHYSICAL SVCS INC  COM              37946S107     138.32     9566 SH       SHARED                      9566
GLOBAL HIGH INCOME FUND INC  COM              37933G108      25.32     2006 SH       SOLE              2006
GLOBAL INCOME&CURRENCY FD IN COM              378968101      46.82     3198 SH       SHARED                      3198
GLOBAL INCOME&CURRENCY FD IN COM              378968101      69.73     4763 SH       SHARED    01                4763
GLOBAL INDEMNITY PLC         SHS              G39319101     136.17     6195 SH       SOLE              6195
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GLOBAL INDS LTD              COM              379336100      59.72     6100 SH  C    SHARED                      6100
GLOBAL INDS LTD              COM              379336100     272.43    27827 SH       SHARED    01               27827
GLOBAL INDS LTD              COM              379336100     489.44    49994 SH       SHARED                     49994
GLOBAL INDS LTD              DBCV 2.750% 8/0  379336AE0    1481.76  1835000 PRN      SOLE           1835000
GLOBAL PARTNERS LP           COM UNITS        37946R109     369.93    14228 SH       SHARED                     14228
GLOBAL PARTNERS LP           COM UNITS        37946R109     733.82    28224 SH       SHARED    01               28224
GLOBAL PMTS INC              COM              37940X102      11.74      240 SH       SHARED    20                           240
GLOBAL PMTS INC              COM              37940X102     371.55     7595 SH       SHARED    01                7595
GLOBAL PMTS INC              COM              37940X102     3741.6    76484 SH       SHARED                     76484
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01    37941P306        0.3       11 SH       SHARED    01                  11
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01    37941P306         91     3309 SH       SHARED                      3309
GLOBAL SHIP LEASE INC NEW    SHS A            Y27183105       6.92      983 SH       SHARED    01                 983
GLOBAL SHIP LEASE INC NEW    SHS A            Y27183105      32.25     4581 SH       SHARED                      4581
GLOBAL SOURCES LTD           ORD              G39300101       4.13      355 SH       SHARED    01                 355
GLOBAL TECH ADVANCED INNOVAT SHS NEW          G39320117       2.57      379 SH       SOLE               379
GLOBAL TRAFFIC NETWORK INC   COM              37947B103     113.48     9100 SH       SHARED    01                9100
GLOBAL TRAFFIC NETWORK INC   COM              37947B103     206.13    16530 SH       SHARED                     16530
GLOBAL X FDS                 BRAZIL MID CAP   37950E788     951.78    51868 SH       SHARED    01               51868
GLOBAL X FDS                 CHINA CONS ETF   37950E408       9.19      532 SH       SHARED                       532
GLOBAL X FDS                 CHINA CONS ETF   37950E408      147.8     8553 SH       SHARED    01                8553
GLOBAL X FDS                 CHINA ENRG ETF   37950E507       5.59      318 SH       SOLE               318
GLOBAL X FDS                 CHINA FINL ETF   37950E606       7.01      500 SH       SHARED    01                 500
GLOBAL X FDS                 CHINA FINL ETF   37950E606     548.25    39105 SH       SHARED                     39105
GLOBAL X FDS                 CHINA MATL ETF   37950E879       7.94      576 SH       SOLE               576
GLOBAL X FDS                 CHINA TECH ETF   37950E804      10.04      550 SH       SHARED    01                 550
GLOBAL X FDS                 COPPER MNR ETF   37950E861      13.42      692 SH       SHARED                       692
GLOBAL X FDS                 COPPER MNR ETF   37950E861      259.9    13397 SH       SHARED    01               13397
GLOBAL X FDS                 FTSE COLUMBIA20  37950E200       89.3     2205 SH       SHARED    01                2205
GLOBAL X FDS                 FTSE COLUMBIA20  37950E200    1173.33    28971 SH       SHARED                     28971
GLOBAL X FDS                 FTSE NORDIC REG  37950E101      93.83     4405 SH       SHARED    01                4405
GLOBAL X FDS                 GLB X ALUMINUM   37950E713       1.28       81 SH       SOLE                81
GLOBAL X FDS                 GLB X BRAZ CON   37950E846       2.87      150 SH       SHARED    01                 150
GLOBAL X FDS                 GLB X BRAZ CON   37950E846      27.29     1429 SH       SHARED                      1429
GLOBAL X FDS                 GLB X BRZ FINL   37950E838       5.55      321 SH       SOLE               321
GLOBAL X FDS                 GLB X GLD EXPL   37950E739      11.51      633 SH       SOLE               633
GLOBAL X FDS                 GLB X LITHIUM    37950E762     103.47     4808 SH       SHARED                      4808
GLOBAL X FDS                 GLB X LITHIUM    37950E762     437.63    20336 SH       SHARED    01               20336
GLOBAL X FDS                 GLB X URANIUM    37950E754     212.36    14300 SH  C    SOLE             14300
GLOBAL X FDS                 GLB X URANIUM    37950E754     246.51    16600 SH  P    SOLE             16600
GLOBAL X FDS                 GLB X URANIUM    37950E754     382.25    25741 SH       SOLE             25741
GLOBAL X FDS                 GLOB X NOR ETF   37950E747      16.08      953 SH       SOLE               953
GLOBAL X FDS                 SILVER MNR ETF   37950E853      12.29      436 SH       SHARED                       436
GLOBAL X FDS                 SILVER MNR ETF   37950E853      73.27     2600 SH  P    SHARED                      2600
GLOBAL X FDS                 SILVER MNR ETF   37950E853     405.79    14400 SH  C    SHARED                     14400
GLOBAL X FDS                 SILVER MNR ETF   37950E853    1769.39    62789 SH       SHARED    01               62789
GLOBALSCAPE INC              COM              37940G109       0.57      225 SH       SHARED    01                 225
GLOBALSCAPE INC              COM              37940G109        1.8      713 SH       SHARED                       713
GLOBALSTAR INC               COM              378973408      61.86    48710 SH       SOLE             48710
GLOBE SPECIALTY METALS INC   COM              37954N206       2.28      100 SH  P    SHARED                       100
GLOBE SPECIALTY METALS INC   COM              37954N206      22.76     1000 SH  C    SHARED                      1000
GLOBE SPECIALTY METALS INC   COM              37954N206     559.76    24594 SH       SHARED                     24594
GLOBE SPECIALTY METALS INC   COM              37954N206    2193.63    96381 SH       SHARED    01               96381
GLOBECOMM SYSTEMS INC        COM              37956X103      67.96     5512 SH       SHARED    01                5512
GLU MOBILE INC               COM              379890106      14.83     3433 SH       SHARED    01                3433
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GLU MOBILE INC               COM              379890106     126.14    29200 SH       SHARED                     29200
GMX RES INC                  COM              38011M108       25.3     4100 SH  C    SHARED                      4100
GMX RES INC                  COM              38011M108      51.21     8300 SH  P    SHARED                      8300
GMX RES INC                  COM              38011M108     121.49    19691 SH       SHARED                     19691
GMX RES INC                  COM              38011M108     148.08    24000 SH       SHARED    01               24000
GOL LINHAS AEREAS INTLG S A  SP ADR REP PFD   38045R107     332.86    24243 SH       SHARED                     24243
GOL LINHAS AEREAS INTLG S A  SP ADR REP PFD   38045R107     570.29    41536 SH       SHARED    01               41536
GOLAR LNG LTD BERMUDA        SHS              G9456A100      28.14     1100 SH  P    SHARED                      1100
GOLAR LNG LTD BERMUDA        SHS              G9456A100     209.76     8200 SH  C    SHARED                      8200
GOLAR LNG LTD BERMUDA        SHS              G9456A100      286.5    11200 SH       SHARED    01               11200
GOLD FIELDS LTD NEW          SPONSORED ADR    38059T106      44.19     2531 SH       SHARED    21                2531
GOLD FIELDS LTD NEW          SPONSORED ADR    38059T106      52.38     3000 SH       SHARED                                3000
GOLD FIELDS LTD NEW          SPONSORED ADR    38059T106    3148.96   180353 SH       SHARED    01              180353
GOLD FIELDS LTD NEW          SPONSORED ADR    38059T106    9233.62   528844 SH       SHARED                    528844
GOLD RESOURCE CORP           COM              38068T105      23.96      900 SH  P    SHARED                       900
GOLD RESOURCE CORP           COM              38068T105      65.49     2460 SH       SHARED                      2460
GOLD RESOURCE CORP           COM              38068T105    1873.57    70382 SH       SHARED    01               70382
GOLD RESOURCE CORP           COM              38068T105       6466   242900 SH  C    SHARED                    242900
GOLD RESV INC                CL A             38068N108        1.4      818 SH       SOLE               818
GOLD RESV INC                NOTE 5.500% 6/1  38068NAB4        5.6     8000 PRN      SHARED    01                8000
GOLDCORP INC NEW             COM              380956409     346.61     6960 SH       SHARED    21                6960
GOLDCORP INC NEW             COM              380956409    2262.02    45422 SH       SHARED                               45422
GOLDCORP INC NEW             COM              380956409     9835.5   197500 SH  P    SHARED                    197500
GOLDCORP INC NEW             COM              380956409   19061.05   382752 SH       SHARED                    382752
GOLDCORP INC NEW             COM              380956409    27614.1   554500 SH  C    SHARED                    554500
GOLDCORP INC NEW             COM              380956409   42038.67   844150 SH       SHARED    01              844150
GOLDCORP INC NEW             NOTE 2.000% 8/0  380956AB8    1378.28  1081000 PRN      SOLE           1081000
GOLDEN ENTERPRISES INC       COM              381010107       1.19      371 SH       SOLE               371
GOLDEN MINERALS CO           COM              381119106       0.22       10 SH       SHARED    01                  10
GOLDEN MINERALS CO           COM              381119106      15.37      700 SH  C    SHARED                       700
GOLDEN MINERALS CO           COM              381119106     256.87    11697 SH       SHARED                     11697
GOLDEN STAR RES LTD CDA      COM              38119T104      23.76     8000 SH       SHARED    01                8000
GOLDEN STAR RES LTD CDA      COM              38119T104      60.29    20300 SH  C    SHARED                     20300
GOLDEN STAR RES LTD CDA      COM              38119T104     190.97    64300 SH  P    SHARED                     64300
GOLDEN STAR RES LTD CDA      COM              38119T104      525.4   176901 SH       SHARED                    176901
GOLDMAN SACHS GROUP INC      COM              38141G104     140.68      887 SH       SHARED    21                 887
GOLDMAN SACHS GROUP INC      COM              38141G104    6294.04    39685 SH       SHARED                               39685
GOLDMAN SACHS GROUP INC      COM              38141G104    8833.86    55699 SH       SHARED    20                         55699
GOLDMAN SACHS GROUP INC      COM              38141G104   72609.46   457815 SH  P    SHARED                    457815
GOLDMAN SACHS GROUP INC      COM              38141G104   90174.88   568568 SH       SHARED                    568568
GOLDMAN SACHS GROUP INC      COM              38141G104   98520.89   621191 SH       SHARED    01              621191
GOLDMAN SACHS GROUP INC      COM              38141G104  403791.32  2545973 SH  C    SHARED                   2545973
GOLDMAN SACHS GROUP INC      SP ENHCMD37ETN   38144L852      53.19      958 SH       SOLE               958
GOLFSMITH INTL HOLDINGS INC  COM              38168Y103      11.25     2672 SH       SHARED                      2672
GOLFSMITH INTL HOLDINGS INC  COM              38168Y103      15.09     3585 SH       SHARED    01                3585
GOLUB CAP BDC INC            COM              38173M102      62.77     3978 SH       SHARED                      3978
GOLUB CAP BDC INC            COM              38173M102     473.89    30031 SH       SHARED    01               30031
GOOD TIMES RESTAURANTS INC   COM PAR $.001NEW 382140879     265.79   118130 SH       SOLE            118130
GOODRICH CORP                COM              382388106      21.81      255 SH       SHARED    20                           255
GOODRICH CORP                COM              382388106     342.12     4000 SH  P    SHARED                      4000
GOODRICH CORP                COM              382388106     778.32     9100 SH       SHARED                                9100
GOODRICH CORP                COM              382388106    4658.56    54467 SH       SHARED                     54467
GOODRICH CORP                COM              382388106   12213.68   142800 SH  C    SHARED                    142800
GOODRICH CORP                COM              382388106   12269.54   143453 SH       SHARED    01              143453
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GOODRICH PETE CORP           COM NEW          382410405      63.42     2854 SH       SHARED    01                2854
GOODRICH PETE CORP           COM NEW          382410405     108.88     4900 SH  C    SHARED                      4900
GOODRICH PETE CORP           COM NEW          382410405      226.2    10180 SH       SHARED                     10180
GOODRICH PETE CORP           NOTE 3.250%12/0  382410AB4       2.02     2000 PRN      SHARED    01                2000
GOODYEAR TIRE & RUBR CO      COM              382550101     314.58    21000 SH       SHARED                               21000
GOODYEAR TIRE & RUBR CO      COM              382550101     792.44    52900 SH  P    SHARED                     52900
GOODYEAR TIRE & RUBR CO      COM              382550101    1065.98    71160 SH       SHARED                     71160
GOODYEAR TIRE & RUBR CO      COM              382550101    1605.86   107200 SH  C    SHARED                    107200
GOODYEAR TIRE & RUBR CO      COM              382550101    1644.64   109789 SH       SHARED    01              109789
GOOGLE INC                   CL A             38259P508     111.48      190 SH       SHARED    21                 190
GOOGLE INC                   CL A             38259P508    1412.33     2407 SH       SHARED    17                          2407
GOOGLE INC                   CL A             38259P508   12977.37    22117 SH       SHARED                               22117
GOOGLE INC                   CL A             38259P508   16147.05    27519 SH       SHARED    20                         27519
GOOGLE INC                   CL A             38259P508   79538.84   135556 SH       SHARED                    135556
GOOGLE INC                   CL A             38259P508  169514.96   288900 SH  P    SHARED                    288900
GOOGLE INC                   CL A             38259P508  173035.52   294900 SH  C    SHARED                    294900
GOOGLE INC                   CL A             38259P508  175969.91   299901 SH       SHARED    01              299901
GORMAN RUPP CO               COM              383082104       14.5      368 SH       SHARED    01                 368
GORMAN RUPP CO               COM              383082104     269.39     6839 SH       SHARED                      6839
GOVERNMENT PPTYS INCOME TR   COM SHS BEN INT  38376A103       4.57      170 SH       SHARED    20                           170
GOVERNMENT PPTYS INCOME TR   COM SHS BEN INT  38376A103       5.37      200 SH  C    SHARED                       200
GOVERNMENT PPTYS INCOME TR   COM SHS BEN INT  38376A103      10.21      380 SH       SHARED    21                 380
GOVERNMENT PPTYS INCOME TR   COM SHS BEN INT  38376A103     504.97    18800 SH       SHARED                               18800
GOVERNMENT PPTYS INCOME TR   COM SHS BEN INT  38376A103     680.31    25328 SH       SHARED                     25328
GOVERNMENT PPTYS INCOME TR   COM SHS BEN INT  38376A103    4502.22   167618 SH       SHARED    01              167618
GP STRATEGIES CORP           COM              36225V104      21.49     1580 SH       SOLE              1580
GPO AEROPORTUARIO DEL PAC SA SPON ADR B       400506101      448.4    10553 SH       SOLE             10553
GRACE W R & CO DEL NEW       COM              38388F108      65.09     1700 SH  P    SHARED                      1700
GRACE W R & CO DEL NEW       COM              38388F108     153.16     4000 SH  C    SHARED                      4000
GRACE W R & CO DEL NEW       COM              38388F108     232.99     6085 SH       SHARED    01                6085
GRACE W R & CO DEL NEW       COM              38388F108    1763.45    46055 SH       SHARED                     46055
GRACO INC                    COM              384109104      14.24      313 SH       SHARED    21                 313
GRACO INC                    COM              384109104     290.45     6385 SH       SHARED    20                          6385
GRACO INC                    COM              384109104     395.76     8700 SH  C    SHARED                      8700
GRACO INC                    COM              384109104    1647.28    36212 SH       SHARED    01               36212
GRACO INC                    COM              384109104    1756.51    38613 SH       SHARED                     38613
GRAFTECH INTL LTD            COM              384313102       2.06      100 SH  C    SHARED                       100
GRAFTECH INTL LTD            COM              384313102      12.79      620 SH       SHARED    21                 620
GRAFTECH INTL LTD            COM              384313102     736.49    35700 SH       SHARED    01               35700
GRAFTECH INTL LTD            COM              384313102    1012.05    49057 SH       SHARED                     49057
GRAHAM PACKAGING CO INC      COM              384701108       3.49      200 SH       SHARED    01                 200
GRAHAM PACKAGING CO INC      COM              384701108      17.43     1000 SH  C    SHARED                      1000
GRAHAM PACKAGING CO INC      COM              384701108     141.67     8128 SH       SHARED                      8128
GRAIL ADVISORS ETF TR        MCDONN INTM MU   384742706      30.08      621 SH       SOLE               621
GRAINGER W W INC             COM              384802104      33.04      240 SH       SHARED    20                           240
GRAINGER W W INC             COM              384802104     509.42     3700 SH       SHARED                                3700
GRAINGER W W INC             COM              384802104     1335.5     9700 SH  C    SHARED                      9700
GRAINGER W W INC             COM              384802104    2492.01    18100 SH  P    SHARED                     18100
GRAINGER W W INC             COM              384802104    3220.61    23392 SH       SHARED                     23392
GRAINGER W W INC             COM              384802104    4328.66    31440 SH       SHARED    01               31440
GRAMERCY CAP CORP            COM              384871109       1.27      300 SH       SHARED    01                 300
GRAMERCY CAP CORP            COM              384871109       4.24     1000 SH  C    SHARED                      1000
GRAMERCY CAP CORP            COM              384871109      91.58    21600 SH       SHARED                     21600
GRAN TIERRA ENERGY INC       COM              38500T101      26.46     3279 SH       SHARED    01                3279
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GRAN TIERRA ENERGY INC       COM              38500T101      76.67     9500 SH  C    SHARED                      9500
GRAN TIERRA ENERGY INC       COM              38500T101     259.85    32200 SH  P    SHARED                     32200
GRAN TIERRA ENERGY INC       COM              38500T101     965.36   119623 SH       SHARED                    119623
GRAND CANYON ED INC          COM              38526M106       6.19      427 SH       SHARED                       427
GRAND CANYON ED INC          COM              38526M106     136.98     9447 SH       SHARED    01                9447
GRANITE CONSTR INC           COM              387328107      16.86      600 SH  C    SHARED                       600
GRANITE CONSTR INC           COM              387328107      32.03     1140 SH       SHARED    01                1140
GRANITE CONSTR INC           COM              387328107     502.06    17867 SH       SHARED                     17867
GRAPHIC PACKAGING HLDG CO    COM              388689101     158.66    29273 SH       SHARED                     29273
GRAPHIC PACKAGING HLDG CO    COM              388689101     179.72    33159 SH       SHARED    01               33159
GRAY TELEVISION INC          CL A             389375205        1.2      618 SH       SOLE               618
GRAYMARK HEALTHCARE INC      COM NEW          389465204       0.29      400 SH       SHARED    01                 400
GRAYMARK HEALTHCARE INC      COM NEW          389465204       0.65      886 SH       SHARED                       886
GREAT BASIN GOLD LTD         COM              390124105       3.96     1500 SH       SHARED    01                1500
GREAT BASIN GOLD LTD         COM              390124105     334.53   126715 SH       SHARED                    126715
GREAT LAKES DREDGE & DOCK CO COM              390607109       1.53      200 SH       SHARED    01                 200
GREAT LAKES DREDGE & DOCK CO COM              390607109    5232.94   685837 SH       SHARED                    685837
GREAT NORTHN IRON ORE PPTYS  CTFS BEN INT     391064102     109.75      879 SH       SHARED                       879
GREAT NORTHN IRON ORE PPTYS  CTFS BEN INT     391064102     417.77     3346 SH       SHARED    01                3346
GREAT PANTHER SILVER LTD     COM              39115V101      22.36     5200 SH  P    SHARED                      5200
GREAT PANTHER SILVER LTD     COM              39115V101      26.53     6169 SH       SHARED                      6169
GREAT PANTHER SILVER LTD     COM              39115V101      31.39     7300 SH  C    SHARED                      7300
GREAT PANTHER SILVER LTD     COM              39115V101       51.6    12000 SH       SHARED    01               12000
GREAT PLAINS ENERGY INC      COM              391164100       5.49      274 SH       SHARED    21                 274
GREAT PLAINS ENERGY INC      COM              391164100       8.01      400 SH  C    SHARED                       400
GREAT PLAINS ENERGY INC      COM              391164100    2152.51   107518 SH       SHARED                    107518
GREAT PLAINS ENERGY INC      COM              391164100    2502.28   124989 SH       SHARED    01              124989
GREAT SOUTHN BANCORP INC     COM              390905107      61.39     2862 SH       SOLE              2862
GREAT WOLF RESORTS INC       COM              391523107       4.22     2000 SH       SHARED    01                2000
GREATBATCH INC               COM              39153L106     303.36    11465 SH       SOLE             11465
GREATER CHINA FD INC         COM              39167B102      89.18     7055 SH       SHARED    01                7055
GREATER CHINA FD INC         COM              39167B102    4967.42   392992 SH       SHARED                    392992
GREEN BANKSHARES INC         COM NEW          394361208       4.05     1451 SH       SHARED    01                1451
GREEN DOT CORP               CL A             39304D102      17.64      411 SH       SHARED    21                 411
GREEN DOT CORP               CL A             39304D102      21.46      500 SH  C    SHARED                       500
GREEN DOT CORP               CL A             39304D102     736.21    17157 SH       SHARED                     17157
GREEN DOT CORP               CL A             39304D102     986.42    22988 SH       SHARED    01               22988
GREEN MTN COFFEE ROASTERS IN COM              393122106    7744.03   119858 SH       SHARED                    119858
GREEN MTN COFFEE ROASTERS IN COM              393122106    8056.87   124700 SH  C    SHARED                    124700
GREEN MTN COFFEE ROASTERS IN COM              393122106   14102.94   218278 SH       SHARED    01              218278
GREEN MTN COFFEE ROASTERS IN COM              393122106   29410.47   455200 SH  P    SHARED                    455200
GREEN MTN COFFEE ROASTERS IN COM              393122106     904.54    14000 SH  P    SHARED    01               14000
GREEN PLAINS RENEWABLE ENERG COM              393222104      87.39     7270 SH       SOLE              7270
GREENBRIER COS INC           COM              393657101       5.68      200 SH  C    SHARED                       200
GREENBRIER COS INC           COM              393657101      14.67      517 SH       SHARED    01                 517
GREENBRIER COS INC           COM              393657101     289.45    10199 SH       SHARED                     10199
GREENHAVEN CONT CMDTY INDEX  UNIT BEN INT     395258106   26032.22   738922 SH       SHARED    01              738922
GREENHILL & CO INC           COM              395259104       6.58      100 SH  C    SHARED                       100
GREENHILL & CO INC           COM              395259104       6.91      105 SH       SHARED    21                 105
GREENHILL & CO INC           COM              395259104       32.9      500 SH  P    SHARED                       500
GREENHILL & CO INC           COM              395259104     227.63     3460 SH       SHARED    20                          3460
GREENHILL & CO INC           COM              395259104      963.1    14639 SH       SHARED    01               14639
GREENHILL & CO INC           COM              395259104    1585.14    24094 SH       SHARED                     24094
GREENHUNTER ENERGY INC       COM              39530A104       0.12      131 SH       SHARED    01                 131
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GREENHUNTER ENERGY INC       COM              39530A104       3.59     4036 SH       SHARED                      4036
GREENLIGHT CAPITAL RE LTD    CLASS A          G4095J109      253.3     8979 SH       SHARED    01                8979
GREENLIGHT CAPITAL RE LTD    CLASS A          G4095J109     361.57    12817 SH       SHARED                     12817
GREIF INC                    CL A             397624107       6.54      100 SH  C    SHARED                       100
GREIF INC                    CL A             397624107     802.38    12267 SH       SHARED    01               12267
GREIF INC                    CL A             397624107    1537.14    23500 SH       SHARED                     23500
GRIFFIN LD & NURSERIES INC   CL A             398231100      43.93     1365 SH       SOLE              1365
GRIFFON CORP                 COM              398433102       3.94      300 SH  P    SHARED                       300
GRIFFON CORP                 COM              398433102       6.57      500 SH  C    SHARED                       500
GRIFFON CORP                 COM              398433102      23.49     1789 SH       SHARED    01                1789
GRIFFON CORP                 COM              398433102      410.1    31234 SH       SHARED                     31234
GRIFFON CORP                 NOTE 4.000% 7/1  398433AC6          4     4000 PRN      SHARED    01                4000
GROUP 1 AUTOMOTIVE INC       COM              398905109     862.46    20151 SH       SHARED    01               20151
GROUPE CGI INC               CL A SUB VTG     39945C109      12.56      600 SH       SHARED    01                 600
GROUPE CGI INC               CL A SUB VTG     39945C109     239.08    11423 SH       SHARED                     11423
GROUPE CGI INC               CL A SUB VTG     39945C109     355.81    17000 SH       SHARED                               17000
GROUPE CGI INC               CL A SUB VTG     39945C109     356.54    17035 SH       SHARED    20                         17035
GRUPO AEROPORTUARIO CTR NORT SPON ADR         400501102       2.05      136 SH       SOLE               136
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B   40051E202      35.26      600 SH       SHARED    01                 600
GRUPO CASA SABA S A DE C V   SPONSORED ADR    40048P104      29.09     1579 SH       SHARED    01                1579
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B   399909100        2.5      201 SH       SHARED    01                 201
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B   399909100     372.17    29941 SH       SHARED                     29941
GRUPO RADIO CENTRO S A B DE  SPONSORED ADR    40049C102       4.43      403 SH       SOLE               403
GRUPO SIMEC S A B DE C V     ADR              400491106       0.64       75 SH       SHARED    01                  75
GRUPO SIMEC S A B DE C V     ADR              400491106      24.39     2869 SH       SHARED                      2869
GRUPO TELEVISA SA DE CV      SP ADR REP ORD   40049J206     438.35    17870 SH       SHARED    20                         17870
GRUPO TELEVISA SA DE CV      SP ADR REP ORD   40049J206    1545.54    63006 SH       SHARED                     63006
GRUPO TELEVISA SA DE CV      SP ADR REP ORD   40049J206    1577.94    64327 SH       SHARED    01               64327
GRUPO TMM S A B              SP ADR 5 A SHS   40051D303       2.41     1022 SH       SOLE              1022
GS FIN CORP                  ETN CLAYMORE37   362273104       12.3      690 SH       SOLE               690
GS FINL CORP                 COM              362274102       16.1      789 SH       SOLE               789
GSI COMMERCE INC             COM              36238G102     573.69    19600 SH  C    SHARED                     19600
GSI COMMERCE INC             COM              36238G102      737.6    25200 SH  P    SHARED                     25200
GSI COMMERCE INC             COM              36238G102    1274.97    43559 SH       SHARED    01               43559
GSI COMMERCE INC             COM              36238G102    6641.45   226903 SH       SHARED                    226903
GSI COMMERCE INC             NOTE 2.500% 6/0  36238GAD4       3.38     3000 PRN      SHARED    01                3000
GSI GROUP INC CDA NEW        COM NEW          36191C205       0.68       66 SH       SHARED    01                  66
GSI GROUP INC CDA NEW        COM NEW          36191C205      91.53     8886 SH       SHARED                      8886
GSI TECHNOLOGY               COM              36241U106      68.97     7587 SH       SHARED    01                7587
GT SOLAR INTL INC            COM              3623E0209     278.29    26082 SH       SHARED    01               26082
GT SOLAR INTL INC            COM              3623E0209  116931.55 10958908 SH       SHARED                  10958908
GTX INC DEL                  COM              40052B108       0.26      100 SH  C    SHARED                       100
GTX INC DEL                  COM              40052B108       1.03      400 SH       SHARED    01                 400
GTX INC DEL                  COM              40052B108       3.34     1300 SH  P    SHARED                      1300
GTX INC DEL                  COM              40052B108       9.54     3711 SH       SHARED                      3711
GUANGSHEN RY LTD             SPONSORED ADR    40065W107      69.56     3700 SH       SHARED    01                3700
GUANGSHEN RY LTD             SPONSORED ADR    40065W107     452.57    24073 SH       SHARED                     24073
GUANWEI RECYCLING CORP       COM              400685103       2.22      912 SH       SOLE               912
GUARANTY BANCORP DEL         COM              40075T102       12.9    10000 SH       SHARED    01               10000
GUARANTY FED BANCSHARES INC  COM              40108P101       5.66      942 SH       SOLE               942
GUESS INC                    COM              401617105     491.32    12486 SH       SHARED    01               12486
GUESS INC                    COM              401617105      944.4    24000 SH  P    SHARED                     24000
GUESS INC                    COM              401617105    1735.26    44098 SH       SHARED                     44098
GUESS INC                    COM              401617105    2392.48    60800 SH  C    SHARED                     60800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
GUGGENHEIM BLD AMR BDS MNG D COM              401664107      17.74      959 SH       SHARED                       959
GUGGENHEIM BLD AMR BDS MNG D COM              401664107      83.25     4500 SH       SHARED    01                4500
GUGGENHEIM ENHNCD EQTY INCM  COM              40167B100      14.87     1597 SH       SHARED                      1597
GUGGENHEIM ENHNCD EQTY INCM  COM              40167B100     731.25    78545 SH       SHARED    01               78545
GULF ISLAND FABRICATION INC  COM              402307102     211.45     6573 SH       SOLE              6573
GULF RESOURCES INC           COM PAR $0.0005  40251W309       6.19     1000 SH  P    SHARED                      1000
GULF RESOURCES INC           COM PAR $0.0005  40251W309      25.38     4100 SH  C    SHARED                      4100
GULF RESOURCES INC           COM PAR $0.0005  40251W309      32.32     5221 SH       SHARED                      5221
GULF RESOURCES INC           COM PAR $0.0005  40251W309    1154.77   186554 SH       SHARED    01              186554
GULFMARK OFFSHORE INC        CL A NEW         402629208      13.35      300 SH  C    SHARED                       300
GULFMARK OFFSHORE INC        CL A NEW         402629208     109.27     2455 SH       SHARED    01                2455
GULFPORT ENERGY CORP         COM NEW          402635304       3.61      100 SH  C    SHARED                       100
GULFPORT ENERGY CORP         COM NEW          402635304     754.83    20892 SH       SHARED                     20892
GULFPORT ENERGY CORP         COM NEW          402635304    3185.76    88175 SH       SHARED    01               88175
GUSHAN ENVIRONMENTAL ENRGY L SPNSRD ADR NEW   40330W205       1.19      256 SH       SHARED    01                 256
GUSHAN ENVIRONMENTAL ENRGY L SPNSRD ADR NEW   40330W205      11.31     2427 SH       SHARED                      2427
GUSHAN ENVIRONMENTAL ENRGY L SPNSRD ADR NEW   40330W205      32.15     6900 SH  C    SHARED                      6900
GYRODYNE CO AMER INC         COM              403820103      18.75      250 SH       SOLE               250
H & E EQUIPMENT SERVICES INC COM              404030108     482.66    24714 SH       SHARED                     24714
H & E EQUIPMENT SERVICES INC COM              404030108    1505.55    77089 SH       SHARED    01               77089
H & Q HEALTHCARE FD          SH BEN INT       404052102      38.65     2699 SH       SHARED                      2699
H & Q HEALTHCARE FD          SH BEN INT       404052102    7515.04   524793 SH       SHARED    01              524793
H & Q LIFE SCIENCES INVS     SH BEN INT       404053100      14.02     1166 SH       SHARED                      1166
H & Q LIFE SCIENCES INVS     SH BEN INT       404053100    6077.25   505595 SH       SHARED    01              505595
HADERA PAPER LTD             SHS              M52514102      14.75      205 SH       SHARED    01                 205
HADERA PAPER LTD             SHS              M52514102     136.31     1894 SH       SHARED                      1894
HAEMONETICS CORP             COM              405024100       9.96      152 SH       SHARED    21                 152
HAEMONETICS CORP             COM              405024100     793.17    12102 SH       SHARED                     12102
HAEMONETICS CORP             COM              405024100    1684.18    25697 SH       SHARED    01               25697
HAIN CELESTIAL GROUP INC     COM              405217100      13.69      424 SH       SHARED    21                 424
HAIN CELESTIAL GROUP INC     COM              405217100      16.14      500 SH  P    SHARED                       500
HAIN CELESTIAL GROUP INC     COM              405217100     180.77     5600 SH  C    SHARED                      5600
HAIN CELESTIAL GROUP INC     COM              405217100    1057.94    32774 SH       SHARED                     32774
HAIN CELESTIAL GROUP INC     COM              405217100    1311.73    40636 SH       SHARED    01               40636
HALLIBURTON CO               COM              406216101     259.87     5214 SH       SHARED    21                5214
HALLIBURTON CO               COM              406216101    3355.08    67317 SH       SHARED                               67317
HALLIBURTON CO               COM              406216101   14302.83   286975 SH       SHARED                    286975
HALLIBURTON CO               COM              406216101   34309.86   688400 SH  C    SHARED                    688400
HALLIBURTON CO               COM              406216101    38282.1   768100 SH  P    SHARED                    768100
HALLIBURTON CO               COM              406216101  101144.45  2029383 SH       SHARED    01             2029383
HALOZYME THERAPEUTICS INC    COM              40637H109       5.36      800 SH  C    SHARED                       800
HALOZYME THERAPEUTICS INC    COM              40637H109       70.4    10500 SH       SHARED    01               10500
HALOZYME THERAPEUTICS INC    COM              40637H109      528.9    78881 SH       SHARED                     78881
HAMPDEN BANCORP INC          COM              40867E107      21.49     1613 SH       SHARED                      1613
HAMPDEN BANCORP INC          COM              40867E107    1553.21   116607 SH       SHARED    01              116607
HAMPTON ROADS BANKSHARES INC COM              409321106       6.19     7370 SH       SHARED    01                7370
HANCOCK HLDG CO              COM              410120109      32.84     1000 SH  P    SHARED                      1000
HANCOCK HLDG CO              COM              410120109     187.19     5700 SH  C    SHARED                      5700
HANCOCK HLDG CO              COM              410120109     979.58    29829 SH       SHARED                     29829
HANCOCK HLDG CO              COM              410120109     1118.3    34053 SH       SHARED    01               34053
HANCOCK JOHN INCOME SECS TR  COM              410123103      200.4    14314 SH       SHARED    01               14314
HANCOCK JOHN INV TRUST       TAX ADV GLB SH   41013P749    1273.24    96751 SH       SHARED    01               96751
HANCOCK JOHN INVS TR         COM              410142103     228.65    10267 SH       SHARED    01               10267
HANCOCK JOHN PFD INCOME FD   SH BEN INT       41013W108    2221.99   116947 SH       SHARED    01              116947
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HANCOCK JOHN PFD INCOME FD I COM              41013X106    4112.34   218393 SH       SHARED    01              218393
HANCOCK JOHN PFD INCOME FD I COM              41021P103    6983.06   416899 SH       SHARED    01              416899
HANCOCK JOHN PREMUIM DIV FD  COM SH BEN INT   41013T105      15.88     1362 SH       SHARED                      1362
HANCOCK JOHN PREMUIM DIV FD  COM SH BEN INT   41013T105     1828.8   156844 SH       SHARED    01              156844
HANCOCK JOHN TAX-ADV DIV INC COM              41013V100    9268.63   585178 SH       SHARED    01              585178
HANDY & HARMAN LTD           COM              410315105      22.51     1873 SH       SOLE              1873
HANESBRANDS INC              COM              410345102       6.57      243 SH       SHARED    21                 243
HANESBRANDS INC              COM              410345102      81.12     3000 SH  P    SHARED                      3000
HANESBRANDS INC              COM              410345102     216.32     8000 SH  C    SHARED                      8000
HANESBRANDS INC              COM              410345102     546.42    20208 SH       SHARED    01               20208
HANESBRANDS INC              COM              410345102    1872.71    69257 SH       SHARED                     69257
HANGER ORTHOPEDIC GROUP INC  COM NEW          41043F208      47.66     1831 SH       SHARED    01                1831
HANGER ORTHOPEDIC GROUP INC  COM NEW          41043F208      400.6    15390 SH       SHARED                     15390
HANMI FINL CORP              COM              410495105      24.98    20146 SH       SOLE             20146
HANOVER INS GROUP INC        COM              410867105      15.02      332 SH       SHARED    21                 332
HANOVER INS GROUP INC        COM              410867105     688.03    15205 SH       SHARED    01               15205
HANOVER INS GROUP INC        COM              410867105    1989.01    43956 SH       SHARED                     43956
HANSEN MEDICAL INC           COM              411307101       2.82     1274 SH       SHARED                      1274
HANSEN MEDICAL INC           COM              411307101       3.54     1600 SH       SHARED    01                1600
HANSEN NAT CORP              COM              411310105     355.36     5900 SH  P    SHARED                      5900
HANSEN NAT CORP              COM              411310105     361.14     5996 SH       SHARED                                5996
HANSEN NAT CORP              COM              411310105     499.91     8300 SH  C    SHARED                      8300
HANSEN NAT CORP              COM              411310105    1658.67    27539 SH       SHARED                     27539
HANSEN NAT CORP              COM              411310105    4013.31    66633 SH       SHARED    01               66633
HANWHA SOLARONE CO LTD       SPONSORED ADR    41135V103      11.37     1500 SH  C    SHARED                      1500
HANWHA SOLARONE CO LTD       SPONSORED ADR    41135V103      65.38     8625 SH       SHARED    01                8625
HANWHA SOLARONE CO LTD       SPONSORED ADR    41135V103     217.05    28635 SH       SHARED                     28635
HARBIN ELECTRIC INC          COM              41145W109     220.87    10675 SH       SOLE             10675
HARBIN ELECTRIC INC          COM              41145W109     496.56    24000 SH  C    SOLE             24000
HARBIN ELECTRIC INC          COM              41145W109     825.53    39900 SH  P    SOLE             39900
HARBINGER GROUP INC          COM              41146A106       0.07       14 SH       SHARED    01                  14
HARDINGE INC                 COM              412324303      29.47     2151 SH       SOLE              2151
HARLEY DAVIDSON INC          COM              412822108     122.84     2891 SH       SHARED                      2891
HARLEY DAVIDSON INC          COM              412822108     637.35    15000 SH       SHARED                               15000
HARLEY DAVIDSON INC          COM              412822108    2455.92    57800 SH  P    SHARED                     57800
HARLEY DAVIDSON INC          COM              412822108    3887.75    91498 SH       SHARED    01               91498
HARLEY DAVIDSON INC          COM              412822108   10609.75   249700 SH  C    SHARED                    249700
HARLEYSVILLE GROUP INC       COM              412824104       0.99       30 SH       SHARED    01                  30
HARLEYSVILLE GROUP INC       COM              412824104      168.3     5080 SH       SHARED                      5080
HARLEYSVILLE SVGS FINL CORP  COM              412865107       3.02      200 SH       SHARED    01                 200
HARMAN INTL INDS INC         COM              413086109      93.64     2000 SH  P    SHARED                      2000
HARMAN INTL INDS INC         COM              413086109        103     2200 SH  C    SHARED                      2200
HARMAN INTL INDS INC         COM              413086109     866.64    18510 SH       SHARED                     18510
HARMAN INTL INDS INC         COM              413086109    2243.43    47916 SH       SHARED    01               47916
HARMONIC INC                 COM              413160102       9.38     1000 SH  C    SHARED                      1000
HARMONIC INC                 COM              413160102     513.77    54773 SH       SHARED                     54773
HARMONIC INC                 COM              413160102     714.41    76163 SH       SHARED    01               76163
HARMONY GOLD MNG LTD         SPONSORED ADR    413216300    3848.16   258787 SH       SHARED                    258787
HARRIS & HARRIS GROUP INC    COM              413833104      29.59     5500 SH       SHARED    01                5500
HARRIS & HARRIS GROUP INC    COM              413833104     142.39    26467 SH       SHARED                     26467
HARRIS CORP DEL              COM              413875105      90.02     1815 SH       SHARED    20                          1815
HARRIS CORP DEL              COM              413875105     317.44     6400 SH  C    SHARED                      6400
HARRIS CORP DEL              COM              413875105     391.84     7900 SH       SHARED                                7900
HARRIS CORP DEL              COM              413875105     850.99    17157 SH       SHARED                     17157
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HARRIS CORP DEL              COM              413875105    8850.52   178438 SH       SHARED    01              178438
HARRIS INTERACTIVE INC       COM              414549105       6.13     6221 SH       SOLE              6221
HARRY WINSTON DIAMOND CORP   COM              41587B100       8.09      500 SH  C    SHARED                       500
HARRY WINSTON DIAMOND CORP   COM              41587B100      10.92      675 SH       SHARED    01                 675
HARRY WINSTON DIAMOND CORP   COM              41587B100      11.33      700 SH       SHARED                       700
HARSCO CORP                  COM              415864107      26.11      740 SH       SHARED    20                           740
HARSCO CORP                  COM              415864107    1780.87    50464 SH       SHARED    01               50464
HARSCO CORP                  COM              415864107    2179.65    61764 SH       SHARED                     61764
HARTE-HANKS INC              COM              416196103       0.74       62 SH       SHARED    01                  62
HARTE-HANKS INC              COM              416196103       9.52      800 SH  C    SHARED                       800
HARTE-HANKS INC              COM              416196103       9.52      800 SH  P    SHARED                       800
HARTE-HANKS INC              COM              416196103      44.66     3753 SH       SHARED                      3753
HARTFORD FINL SVCS GROUP INC COM              416515104       26.1      969 SH       SHARED    21                 969
HARTFORD FINL SVCS GROUP INC COM              416515104     483.53    17955 SH       SHARED    20                         17955
HARTFORD FINL SVCS GROUP INC COM              416515104     696.19    25852 SH       SHARED                     25852
HARTFORD FINL SVCS GROUP INC COM              416515104    2741.47   101800 SH  P    SHARED                    101800
HARTFORD FINL SVCS GROUP INC COM              416515104    3476.66   129100 SH  C    SHARED                    129100
HARTFORD FINL SVCS GROUP INC COM              416515104    7929.78   294459 SH       SHARED                              294459
HARTFORD FINL SVCS GROUP INC COM              416515104   30918.12  1148092 SH       SHARED    01             1148092
HARTFORD FINL SVCS GROUP INC DEP CONV PFD     416515708      38.19     1466 SH       SHARED    01                1466
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120      239.3    13048 SH       SHARED    01               13048
HARTFORD FINL SVCS GROUP INC *W EXP 06/26/201 416515120     2410.5   131434 SH       SHARED                    131434
HARVARD BIOSCIENCE INC       COM              416906105       7.41     1305 SH       SOLE              1305
HARVEST NATURAL RESOURCES IN COM              41754V103       7.62      500 SH  P    SOLE               500
HARVEST NATURAL RESOURCES IN COM              41754V103     135.64     8900 SH  C    SOLE              8900
HARVEST NATURAL RESOURCES IN COM              41754V103    1422.75    93356 SH       SOLE             93356
HASBRO INC                   COM              418056107       25.9      553 SH       SHARED    21                 553
HASBRO INC                   COM              418056107     416.88     8900 SH       SHARED                                8900
HASBRO INC                   COM              418056107     2107.8    45000 SH  P    SHARED                     45000
HASBRO INC                   COM              418056107    3702.42    79044 SH       SHARED    01               79044
HASBRO INC                   COM              418056107    8702.87   185800 SH  C    SHARED                    185800
HASTINGS ENTMT INC           COM              418365102       8.65     1817 SH       SOLE              1817
HATTERAS FINL CORP           COM              41902R103      53.43     1900 SH  P    SHARED                      1900
HATTERAS FINL CORP           COM              41902R103      73.11     2600 SH  C    SHARED                      2600
HATTERAS FINL CORP           COM              41902R103    1840.12    65438 SH       SHARED                     65438
HATTERAS FINL CORP           COM              41902R103    6461.39   229779 SH       SHARED    01              229779
HAUPPAUGE DIGITAL INC        COM              419131107      10.26     5180 SH       SOLE              5180
HAVERTY FURNITURE INC        CL A             419596200       26.5     2045 SH       SOLE              2045
HAVERTY FURNITURE INC        COM              419596101      21.22     1600 SH       SHARED    01                1600
HAWAIIAN ELEC INDUSTRIES     COM              419870100     375.17    15128 SH       SHARED    01               15128
HAWAIIAN ELEC INDUSTRIES     COM              419870100    1730.05    69760 SH       SHARED                     69760
HAWAIIAN HOLDINGS INC        COM              419879101      11.42     1900 SH  C    SOLE              1900
HAWKINS INC                  COM              420261109    1587.17    38636 SH       SOLE             38636
HAWTHORN BANCSHARES INC      COM              420476103       2.57      285 SH       SOLE               285
HAYNES INTERNATIONAL INC     COM NEW          420877201      96.98     1749 SH       SHARED    01                1749
HAYNES INTERNATIONAL INC     COM NEW          420877201     262.83     4740 SH       SHARED                      4740
HCA HOLDINGS INC             COM              40412C101      89.08     2630 SH       SHARED    20                          2630
HCA HOLDINGS INC             COM              40412C101     768.27    22683 SH       SHARED                     22683
HCA HOLDINGS INC             COM              40412C101     2997.5    88500 SH       SHARED    01               88500
HCC INS HLDGS INC            COM              404132102      35.13     1122 SH       SHARED    21                1122
HCC INS HLDGS INC            COM              404132102     438.81    14015 SH       SHARED    20                         14015
HCC INS HLDGS INC            COM              404132102    3165.38   101098 SH       SHARED    01              101098
HCC INS HLDGS INC            COM              404132102    3402.86   108683 SH       SHARED                    108683
HCP INC                      COM              40414L109      12.29      324 SH       SHARED    21                 324
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HCP INC                      COM              40414L109       60.7     1600 SH  P    SHARED                      1600
HCP INC                      COM              40414L109     110.03     2900 SH  C    SHARED                      2900
HCP INC                      COM              40414L109     607.42    16010 SH       SHARED    20                         16010
HCP INC                      COM              40414L109    9038.83   238240 SH       SHARED    01              238240
HCP INC                      COM              40414L109    9238.28   243497 SH       SHARED                              243497
HCP INC                      COM              40414L109    9925.98   261623 SH       SHARED                    261623
HDFC BANK LTD                ADR REPS 3 SHS   40415F101      29.06      171 SH       SHARED    21                 171
HDFC BANK LTD                ADR REPS 3 SHS   40415F101     312.69     1840 SH       SHARED    20                          1840
HDFC BANK LTD                ADR REPS 3 SHS   40415F101    2619.63    15415 SH       SHARED    01               15415
HDFC BANK LTD                ADR REPS 3 SHS   40415F101    5323.71    31327 SH       SHARED                     31327
HEADWATERS INC               COM              42210P102       8.26     1400 SH  C    SHARED                      1400
HEADWATERS INC               COM              42210P102      20.06     3400 SH       SHARED    01                3400
HEADWATERS INC               COM              42210P102      191.6    32475 SH       SHARED                     32475
HEALTH CARE REIT INC         COM              42217K106       9.81      187 SH       SHARED    21                 187
HEALTH CARE REIT INC         COM              42217K106      10.49      200 SH  P    SHARED                       200
HEALTH CARE REIT INC         COM              42217K106      57.68     1100 SH  C    SHARED                      1100
HEALTH CARE REIT INC         COM              42217K106     564.46    10764 SH       SHARED    20                         10764
HEALTH CARE REIT INC         COM              42217K106    1703.36    32482 SH       SHARED                               32482
HEALTH CARE REIT INC         COM              42217K106    5764.41   109924 SH       SHARED                    109924
HEALTH CARE REIT INC         COM              42217K106   13615.15   259633 SH       SHARED    01              259633
HEALTH CARE REIT INC         NOTE 3.000%12/0  42217KAR7       1.14     1000 PRN      SHARED    01                1000
HEALTH CARE REIT INC         NOTE 3.000%12/0  42217KAR7       2.27     2000 PRN      SHARED                      2000
HEALTH CARE REIT INC         NOTE 4.750%12/0  42217KAP1       1.14     1000 PRN      SHARED    01                1000
HEALTH CARE REIT INC         NOTE 4.750% 7/1  42217KAQ9       4.49     4000 PRN      SHARED    01                4000
HEALTH MGMT ASSOC INC NEW    CL A             421933102      52.32     4800 SH  C    SHARED                      4800
HEALTH MGMT ASSOC INC NEW    CL A             421933102     782.89    71825 SH       SHARED    01               71825
HEALTH MGMT ASSOC INC NEW    CL A             421933102    2132.09   195605 SH       SHARED                    195605
HEALTH NET INC               COM              42222G108      12.16      372 SH       SHARED    21                 372
HEALTH NET INC               COM              42222G108      13.08      400 SH  C    SHARED                       400
HEALTH NET INC               COM              42222G108    2449.13    74897 SH       SHARED                     74897
HEALTH NET INC               COM              42222G108    2668.68    81611 SH       SHARED    01               81611
HEALTHCARE RLTY TR           COM              421946104       4.09      180 SH       SHARED    20                           180
HEALTHCARE RLTY TR           COM              421946104       6.81      300 SH  C    SHARED                       300
HEALTHCARE RLTY TR           COM              421946104      11.35      500 SH  P    SHARED                       500
HEALTHCARE RLTY TR           COM              421946104     647.11    28507 SH       SHARED                               28507
HEALTHCARE RLTY TR           COM              421946104    1305.25    57500 SH       SHARED                     57500
HEALTHCARE RLTY TR           COM              421946104    1490.96    65681 SH       SHARED    01               65681
HEALTHCARE SVCS GRP INC      COM              421906108     366.76    20874 SH       SHARED    01               20874
HEALTHCARE SVCS GRP INC      COM              421906108     528.37    30072 SH       SHARED                     30072
HEALTHSOUTH CORP             COM NEW          421924309       7.49      300 SH       SHARED    21                 300
HEALTHSOUTH CORP             COM NEW          421924309      27.48     1100 SH  C    SHARED                      1100
HEALTHSOUTH CORP             COM NEW          421924309     408.57    16356 SH       SHARED    01               16356
HEALTHSOUTH CORP             COM NEW          421924309   21998.74   880654 SH       SHARED                    880654
HEALTHSPRING INC             COM              42224N101      48.58     1300 SH  C    SHARED                      1300
HEALTHSPRING INC             COM              42224N101    1216.02    32540 SH       SHARED                     32540
HEALTHSPRING INC             COM              42224N101     1862.6    49842 SH       SHARED    01               49842
HEALTHSTREAM INC             COM              42222N103      24.54     3174 SH       SOLE              3174
HEALTHWAYS INC               COM              422245100       3.98      259 SH       SHARED    01                 259
HEALTHWAYS INC               COM              422245100     259.71    16897 SH       SHARED                     16897
HEARTLAND EXPRESS INC        COM              422347104      60.19     3431 SH       SHARED    01                3431
HEARTLAND FINL USA INC       COM              42234Q102      74.07     4357 SH       SOLE              4357
HEARTLAND PMT SYS INC        COM              42235N108       6.99      399 SH       SHARED    01                 399
HEARTLAND PMT SYS INC        COM              42235N108     329.74    18810 SH       SHARED                     18810
HEARTWARE INTL INC           COM              422368100    1169.74    13678 SH       SHARED    01               13678
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HEARTWARE INTL INC           COM              422368100    1202.58    14062 SH       SHARED                     14062
HEARUSA INC                  COM NEW          422360305       0.51     1000 SH       SHARED    01                1000
HECKMANN CORP                COM              422680108      39.96     6100 SH  C    SHARED                      6100
HECKMANN CORP                COM              422680108      41.92     6400 SH  P    SHARED                      6400
HECKMANN CORP                COM              422680108     273.83    41806 SH       SHARED                     41806
HECKMANN CORP                COM              422680108     881.33   134554 SH       SHARED    01              134554
HECKMANN CORP                UNIT 99/99/9999  422680207      37.93     5196 SH       SOLE              5196
HECKMANN CORP                *W EXP 11/09/201 422680116       4.61     4855 SH       SOLE              4855
HECLA MNG CO                 COM              422704106     758.18    83500 SH  P    SHARED                     83500
HECLA MNG CO                 COM              422704106    1941.14   213782 SH       SHARED    01              213782
HECLA MNG CO                 COM              422704106    2388.04   263000 SH  C    SHARED                    263000
HECLA MNG CO                 COM              422704106     2574.5   283535 SH       SHARED                    283535
HECLA MNG CO                 PFD CV SER B     422704205       5.34      100 SH       SHARED    01                 100
HECLA MNG CO                 PFD CV SER B     422704205      22.95      430 SH       SHARED                       430
HEELYS INC                   COM              42279M107        2.3     1000 SH       SHARED    01                1000
HEICO CORP NEW               CL A             422806208        6.3      140 SH       SHARED    20                           140
HEICO CORP NEW               CL A             422806208     132.33     2942 SH       SHARED    01                2942
HEICO CORP NEW               CL A             422806208     582.72    12955 SH       SHARED                     12955
HEICO CORP NEW               COM              422806109       7.82      125 SH       SHARED    01                 125
HEIDRICK & STRUGGLES INTL IN COM              422819102     240.26     8633 SH       SHARED                      8633
HEIDRICK & STRUGGLES INTL IN COM              422819102     402.06    14447 SH       SHARED    01               14447
HEINZ H J CO                 COM              423074103      295.7     6057 SH       SHARED    21                6057
HEINZ H J CO                 COM              423074103     454.03     9300 SH  P    SHARED                      9300
HEINZ H J CO                 COM              423074103    1107.24    22680 SH       SHARED                               22680
HEINZ H J CO                 COM              423074103    1281.04    26240 SH       SHARED    20                         26240
HEINZ H J CO                 COM              423074103    1630.59    33400 SH  C    SHARED                     33400
HEINZ H J CO                 COM              423074103   31425.97   643711 SH       SHARED    01              643711
HEINZ H J CO                 COM              423074103   45383.71   929613 SH       SHARED                    929613
HEINZ H J CO                 PFD 3 CV $1.70   423074509     326.34      468 SH       SOLE               468
HELEN OF TROY CORP LTD       COM              G4388N106       14.7      500 SH  C    SHARED                       500
HELEN OF TROY CORP LTD       COM              G4388N106      32.34     1100 SH  P    SHARED                      1100
HELEN OF TROY CORP LTD       COM              G4388N106      414.1    14085 SH       SHARED                     14085
HELEN OF TROY CORP LTD       COM              G4388N106     631.89    21493 SH       SHARED    01               21493
HELIOS & MATHESON NORTH AMER COM              42327L101       0.23      266 SH       SOLE               266
HELIOS ADVANTAGE INCOME FD I COM NEW          42327W206     387.56    50332 SH       SHARED    01               50332
HELIOS HIGH INCOME FD INC    COM NEW          42327X204     182.25    23917 SH       SHARED    01               23917
HELIOS HIGH YIELD FD         COM              42328Q109     125.08    13449 SH       SHARED    01               13449
HELIOS MULTI SEC HI INC FD I COM NEW          42327Y202      28.82     5596 SH       SHARED                      5596
HELIOS MULTI SEC HI INC FD I COM NEW          42327Y202     384.46    74653 SH       SHARED    01               74653
HELIOS STRATEGIC INCOME FD I COM NEW          42328A203      29.63     5580 SH       SHARED    01                5580
HELIOS STRATEGIC MTG INCOME  COM              42327M109     296.23    45715 SH       SHARED    01               45715
HELIX ENERGY SOLUTIONS GRP I COM              42330P107      23.13     1345 SH       SHARED    20                          1345
HELIX ENERGY SOLUTIONS GRP I COM              42330P107     202.96    11800 SH  P    SHARED                     11800
HELIX ENERGY SOLUTIONS GRP I COM              42330P107      335.4    19500 SH  C    SHARED                     19500
HELIX ENERGY SOLUTIONS GRP I COM              42330P107     447.37    26010 SH       SHARED    01               26010
HELIX ENERGY SOLUTIONS GRP I COM              42330P107    1168.52    67937 SH       SHARED                     67937
HELMERICH & PAYNE INC        COM              423452101     508.31     7400 SH       SHARED                                7400
HELMERICH & PAYNE INC        COM              423452101     684.84     9970 SH       SHARED                      9970
HELMERICH & PAYNE INC        COM              423452101    1627.95    23700 SH  P    SHARED                     23700
HELMERICH & PAYNE INC        COM              423452101    2026.36    29500 SH  C    SHARED                     29500
HELMERICH & PAYNE INC        COM              423452101    4731.78    68886 SH       SHARED    20                         68886
HELMERICH & PAYNE INC        COM              423452101    4834.26    70378 SH       SHARED    01               70378
HEMISPHERX BIOPHARMA INC     COM              42366C103       0.14      300 SH       SHARED    01                 300
HEMISPHERX BIOPHARMA INC     COM              42366C103       3.69     8027 SH       SHARED                      8027
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HENRY JACK & ASSOC INC       COM              426281101      21.83      644 SH       SHARED    21                 644
HENRY JACK & ASSOC INC       COM              426281101     286.71     8460 SH       SHARED    20                          8460
HENRY JACK & ASSOC INC       COM              426281101    1549.32    45716 SH       SHARED                     45716
HENRY JACK & ASSOC INC       COM              426281101    4966.24   146540 SH       SHARED    01              146540
HERBALIFE LTD                COM USD SHS      G4412G101       7.65       94 SH       SHARED    21                  94
HERBALIFE LTD                COM USD SHS      G4412G101       9.36      115 SH       SHARED    20                           115
HERBALIFE LTD                COM USD SHS      G4412G101     463.75     5700 SH  P    SHARED                      5700
HERBALIFE LTD                COM USD SHS      G4412G101     471.89     5800 SH  C    SHARED                      5800
HERBALIFE LTD                COM USD SHS      G4412G101    4268.55    52465 SH       SHARED                     52465
HERBALIFE LTD                COM USD SHS      G4412G101    8458.02   103958 SH       SHARED    01              103958
HERCULES OFFSHORE INC        COM              427093109     311.33    47100 SH  C    SHARED                     47100
HERCULES OFFSHORE INC        COM              427093109     318.13    48128 SH       SHARED    01               48128
HERCULES OFFSHORE INC        COM              427093109      417.1    63101 SH       SHARED                     63101
HERCULES OFFSHORE INC        COM              427093109    33100.9  5007700 SH  P    SHARED                   5007700
HERCULES TECH GROWTH CAP INC COM              427096508     114.11    10374 SH       SHARED    01               10374
HERCULES TECH GROWTH CAP INC COM              427096508      295.6    26873 SH       SHARED                     26873
HERITAGE CRYSTAL CLEAN INC   COM              42726M106        5.7      400 SH       SHARED                       400
HERITAGE CRYSTAL CLEAN INC   COM              42726M106       8.89      624 SH       SHARED    01                 624
HERITAGE FINL CORP WASH      COM              42722X106       0.06        4 SH       SHARED    01                   4
HERITAGE FINL GROUP INC      COM              42726X102       0.79       62 SH       SOLE                62
HERITAGE OAKS BANCORP        COM              42724R107       4.84     1388 SH       SOLE              1388
HERLEY INDS INC DEL          COM              427398102     169.95    10915 SH       SOLE             10915
HERSHA HOSPITALITY TR        SH BEN INT A     427825104       1.44      243 SH       SHARED    21                 243
HERSHA HOSPITALITY TR        SH BEN INT A     427825104       8.91     1500 SH  P    SHARED                      1500
HERSHA HOSPITALITY TR        SH BEN INT A     427825104      11.88     2000 SH  C    SHARED                      2000
HERSHA HOSPITALITY TR        SH BEN INT A     427825104     132.88    22370 SH       SHARED    01               22370
HERSHA HOSPITALITY TR        SH BEN INT A     427825104     347.48    58498 SH       SHARED                     58498
HERSHA HOSPITALITY TR        SH BEN INT A     427825104     597.49   100588 SH       SHARED                              100588
HERSHEY CO                   COM              427866108      635.9    11700 SH       SHARED                               11700
HERSHEY CO                   COM              427866108     690.25    12700 SH  P    SHARED                     12700
HERSHEY CO                   COM              427866108    2054.43    37800 SH  C    SHARED                     37800
HERSHEY CO                   COM              427866108    7561.72   139130 SH       SHARED    01              139130
HERTZ GLOBAL HOLDINGS INC    COM              42805T105      22.65     1449 SH       SHARED    21                1449
HERTZ GLOBAL HOLDINGS INC    COM              42805T105      50.02     3200 SH  P    SHARED                      3200
HERTZ GLOBAL HOLDINGS INC    COM              42805T105     740.86    47400 SH  C    SHARED                     47400
HERTZ GLOBAL HOLDINGS INC    COM              42805T105    1327.07    84905 SH       SHARED    20                         84905
HERTZ GLOBAL HOLDINGS INC    COM              42805T105    3641.85   233004 SH       SHARED    01              233004
HERTZ GLOBAL HOLDINGS INC    NOTE 5.250% 6/0  42805TAA3       2.02     1000 PRN      SHARED    01                1000
HERTZ GLOBAL HOLDINGS INC    NOTE 5.250% 6/0  42805TAA3    6347.25  3150000 PRN      SHARED                   3150000
HERZFELD CARIBBEAN BASIN FD  COM              42804T106       10.6     1433 SH       SOLE              1433
HESKA CORP                   COM RESTRC NEW   42805E306       0.03        5 SH       SHARED    01                   5
HESS CORP                    COM              42809H107     145.54     1708 SH       SHARED    21                1708
HESS CORP                    COM              42809H107     1408.1    16525 SH       SHARED    20                         16525
HESS CORP                    COM              42809H107    1775.95    20842 SH       SHARED                               20842
HESS CORP                    COM              42809H107    4194.72    49228 SH       SHARED                     49228
HESS CORP                    COM              42809H107   17536.22   205800 SH  P    SHARED                    205800
HESS CORP                    COM              42809H107   42782.41   502082 SH       SHARED    01              502082
HESS CORP                    COM              42809H107  523333.32  6141689 SH  C    SHARED                   6141689
HEWLETT PACKARD CO           COM              428236103     173.96     4246 SH       SHARED    21                4246
HEWLETT PACKARD CO           COM              428236103    1371.31    33471 SH       SHARED    17                         33471
HEWLETT PACKARD CO           COM              428236103    8587.84   209613 SH       SHARED    20                        209613
HEWLETT PACKARD CO           COM              428236103   30733.07   750136 SH       SHARED                              750136
HEWLETT PACKARD CO           COM              428236103   75720.75  1848200 SH  P    SHARED                   1848200
HEWLETT PACKARD CO           COM              428236103   92010.51  2245802 SH       SHARED                   2245802
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HEWLETT PACKARD CO           COM              428236103  141335.19  3449724 SH       SHARED    01             3449724
HEWLETT PACKARD CO           COM              428236103  158705.49  3873700 SH  C    SHARED                   3873700
HEXCEL CORP NEW              COM              428291108       1.97      100 SH  P    SHARED                       100
HEXCEL CORP NEW              COM              428291108       5.65      287 SH       SHARED    21                 287
HEXCEL CORP NEW              COM              428291108      49.42     2510 SH       SHARED    20                          2510
HEXCEL CORP NEW              COM              428291108    1080.55    54878 SH       SHARED    01               54878
HEXCEL CORP NEW              COM              428291108    1328.98    67495 SH       SHARED                     67495
HFF INC                      CL A             40418F108       37.6     2500 SH       SHARED    01                2500
HHGREGG INC                  COM              42833L108          1       75 SH       SHARED    01                  75
HHGREGG INC                  COM              42833L108      17.41     1300 SH  P    SHARED                      1300
HHGREGG INC                  COM              42833L108      26.78     2000 SH  C    SHARED                      2000
HHGREGG INC                  COM              42833L108     533.71    39859 SH       SHARED                     39859
HIBBETT SPORTS INC           COM              428567101       4.83      135 SH       SHARED                       135
HIBBETT SPORTS INC           COM              428567101      23.71      662 SH       SHARED    21                 662
HIBBETT SPORTS INC           COM              428567101    1286.01    35912 SH       SHARED    01               35912
HICKORY TECH CORP            COM              429060106       8.99      993 SH       SHARED                       993
HICKORY TECH CORP            COM              429060106      21.51     2377 SH       SHARED    01                2377
HIGHER ONE HLDGS INC         COM              42983D104     343.22    23752 SH       SOLE             23752
HIGHLAND CR STRATEGIES FD    COM              43005Q107      15.07     2007 SH       SHARED                      2007
HIGHLAND CR STRATEGIES FD    COM              43005Q107    2348.17   312673 SH       SHARED    01              312673
HIGHPOWER INTL INC           COM              43113X101       0.06       19 SH       SOLE                19
HIGHWAY HLDGS LTD            ORD              G4481U106       3.54     1089 SH       SOLE              1089
HIGHWOODS PPTYS INC          COM              431284108       1.16       33 SH       SHARED    21                  33
HIGHWOODS PPTYS INC          COM              431284108          7      200 SH  C    SHARED                       200
HIGHWOODS PPTYS INC          COM              431284108     486.39    13893 SH       SHARED    01               13893
HIGHWOODS PPTYS INC          COM              431284108     1516.6    43319 SH       SHARED                               43319
HIGHWOODS PPTYS INC          COM              431284108     2232.1    63756 SH       SHARED                     63756
HILL INTERNATIONAL INC       COM              431466101      54.36    10276 SH       SOLE             10276
HILL ROM HLDGS INC           COM              431475102     402.63    10601 SH       SHARED    01               10601
HILL ROM HLDGS INC           COM              431475102      573.5    15100 SH  C    SHARED                     15100
HILL ROM HLDGS INC           COM              431475102    3095.48    81503 SH       SHARED                     81503
HILLENBRAND INC              COM              431571108      19.35      900 SH  P    SHARED                       900
HILLENBRAND INC              COM              431571108      23.65     1100 SH  C    SHARED                      1100
HILLENBRAND INC              COM              431571108      725.9    33763 SH       SHARED    01               33763
HILLENBRAND INC              COM              431571108     1031.4    47972 SH       SHARED                     47972
HILLTOP HOLDINGS INC         COM              432748101     187.83    18708 SH       SOLE             18708
HIMAX TECHNOLOGIES INC       SPONSORED ADR    43289P106      34.35    14494 SH       SHARED                     14494
HIMAX TECHNOLOGIES INC       SPONSORED ADR    43289P106     249.95   105464 SH       SHARED    01              105464
HINGHAM INSTN SVGS MASS      COM              433323102      24.47      475 SH       SHARED                       475
HINGHAM INSTN SVGS MASS      COM              433323102      38.63      750 SH       SHARED    01                 750
HISOFT TECHNOLOGY INTL LTD   SPONSORED ADR    43358R108       1.87      100 SH       SHARED    01                 100
HISOFT TECHNOLOGY INTL LTD   SPONSORED ADR    43358R108     339.11    18105 SH       SHARED                     18105
HITACHI LIMITED              ADR 10 COM       433578507      11.98      232 SH       SHARED    21                 232
HITACHI LIMITED              ADR 10 COM       433578507      40.74      789 SH       SHARED    01                 789
HITACHI LIMITED              ADR 10 COM       433578507    1088.41    21081 SH       SHARED                     21081
HI-TECH PHARMACAL INC        COM              42840B101       2.01      100 SH  C    SOLE               100
HI-TECH PHARMACAL INC        COM              42840B101      10.07      500 SH  P    SOLE               500
HI-TECH PHARMACAL INC        COM              42840B101     479.54    23822 SH       SOLE             23822
HITTITE MICROWAVE CORP       COM              43365Y104       10.2      160 SH       SHARED    21                 160
HITTITE MICROWAVE CORP       COM              43365Y104     459.14     7200 SH  P    SHARED                      7200
HITTITE MICROWAVE CORP       COM              43365Y104     548.42     8600 SH  C    SHARED                      8600
HITTITE MICROWAVE CORP       COM              43365Y104     785.52    12318 SH       SHARED                     12318
HITTITE MICROWAVE CORP       COM              43365Y104     967.52    15172 SH       SHARED    01               15172
HKN INC                      COM              40420K103       0.01        3 SH       SHARED    01                   3
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HMN FINL INC                 COM              40424G108       0.36      131 SH       SOLE               131
HMS HLDGS CORP               COM              40425J101      32.74      400 SH  C    SHARED                       400
HMS HLDGS CORP               COM              40425J101      90.04     1100 SH  P    SHARED                      1100
HMS HLDGS CORP               COM              40425J101    1391.45    17000 SH       SHARED                     17000
HMS HLDGS CORP               COM              40425J101       3582    43763 SH       SHARED    01               43763
HNI CORP                     COM              404251100       27.2      862 SH       SHARED    01                 862
HNI CORP                     COM              404251100    5805.11   183939 SH       SHARED                    183939
HOKU CORP                    COM              434711107        0.6      300 SH  C    SOLE               300
HOKU CORP                    COM              434711107       3.16     1579 SH       SOLE              1579
HOKU CORP                    COM              434711107        8.8     4400 SH  P    SOLE              4400
HOLLY CORP                   COM PAR $0.01    435758305      12.15      200 SH  C    SHARED                       200
HOLLY CORP                   COM PAR $0.01    435758305       24.3      400 SH  P    SHARED                       400
HOLLY CORP                   COM PAR $0.01    435758305    1650.79    27169 SH       SHARED    01               27169
HOLLY CORP                   COM PAR $0.01    435758305    1982.96    32636 SH       SHARED                     32636
HOLLY ENERGY PARTNERS L P    COM UT LTD PTN   435763107    3574.83    61635 SH       SHARED                     61635
HOLLY ENERGY PARTNERS L P    COM UT LTD PTN   435763107   23923.84   412480 SH       SHARED    01              412480
HOLLYSYS AUTOMATION TECHNOLO SHS              G45667105        266    20000 SH  P    SOLE             20000
HOLLYWOOD MEDIA CORP         COM              436233100       1.22      686 SH       SOLE               686
HOLOGIC INC                  COM              436440101      11.21      505 SH       SHARED    21                 505
HOLOGIC INC                  COM              436440101      16.54      745 SH       SHARED    20                           745
HOLOGIC INC                  COM              436440101      48.84     2200 SH  P    SHARED                      2200
HOLOGIC INC                  COM              436440101     115.44     5200 SH  C    SHARED                      5200
HOLOGIC INC                  COM              436440101     391.16    17620 SH       SHARED                               17620
HOLOGIC INC                  COM              436440101    1804.88    81301 SH       SHARED                     81301
HOLOGIC INC                  COM              436440101    3765.96   169638 SH       SHARED    01              169638
HOLOGIC INC                  FRNT 2.000%12/1  436440AA9       4.83     5000 PRN      SHARED    01                5000
HOME BANCSHARES INC          COM              436893200     256.89    11292 SH       SOLE             11292
HOME DEPOT INC               COM              437076102      38.54     1040 SH       SHARED    20                          1040
HOME DEPOT INC               COM              437076102    4171.73   112567 SH       SHARED                              112567
HOME DEPOT INC               COM              437076102     6978.4   188300 SH  P    SHARED                    188300
HOME DEPOT INC               COM              437076102   28639.97   772800 SH  C    SHARED                    772800
HOME DEPOT INC               COM              437076102   40471.82  1092062 SH       SHARED                   1092062
HOME DEPOT INC               COM              437076102   79880.35  2155433 SH       SHARED    01             2155433
HOME FED BANCORP INC LA NEW  COM              43708L108      16.18     1235 SH       SOLE              1235
HOME FED BANCORP INC MD      COM              43710G105      68.27     5795 SH       SOLE              5795
HOME INNS & HOTELS MGMT INC  SPON ADR         43713W107       0.08        2 SH       SHARED    01                   2
HOME INNS & HOTELS MGMT INC  SPON ADR         43713W107     154.88     3914 SH       SHARED                      3914
HOME PROPERTIES INC          COM              437306103        5.9      100 SH       SHARED    21                 100
HOME PROPERTIES INC          COM              437306103      41.27      700 SH  C    SHARED                       700
HOME PROPERTIES INC          COM              437306103      53.06      900 SH  P    SHARED                       900
HOME PROPERTIES INC          COM              437306103     101.34     1719 SH       SHARED    01                1719
HOME PROPERTIES INC          COM              437306103    1336.57    22673 SH       SHARED                               22673
HOME PROPERTIES INC          COM              437306103     1994.1    33827 SH       SHARED                     33827
HOMEOWNERS CHOICE INC        COM              43741E103      15.37     1879 SH       SHARED                      1879
HOMEOWNERS CHOICE INC        COM              43741E103       40.9     5000 SH       SHARED    01                5000
HOMEOWNERS CHOICE INC        *W EXP 09/30/201 43741E111          4     5000 SH       SHARED    01                5000
HONDA MOTOR LTD              AMERN SHS        438128308      25.32      675 SH       SHARED    21                 675
HONDA MOTOR LTD              AMERN SHS        438128308    2026.74    54032 SH       SHARED                     54032
HONDA MOTOR LTD              AMERN SHS        438128308    9383.39   250157 SH       SHARED    01              250157
HONEYWELL INTL INC           COM              438516106      23.35      391 SH       SHARED    21                 391
HONEYWELL INTL INC           COM              438516106      59.71     1000 SH  C    SHARED    01                1000
HONEYWELL INTL INC           COM              438516106    1550.49    25967 SH       SHARED                     25967
HONEYWELL INTL INC           COM              438516106    3151.79    52785 SH       SHARED                               52785
HONEYWELL INTL INC           COM              438516106    6824.85   114300 SH  P    SHARED                    114300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HONEYWELL INTL INC           COM              438516106   38471.15   644300 SH  C    SHARED                    644300
HONEYWELL INTL INC           COM              438516106   46404.28   777161 SH       SHARED    01              777161
HOPFED BANCORP INC           COM              439734104      48.66     5289 SH       SHARED    01                5289
HORACE MANN EDUCATORS CORP N COM              440327104      20.95     1247 SH       SHARED    21                1247
HORACE MANN EDUCATORS CORP N COM              440327104     431.58    25689 SH       SHARED                     25689
HORACE MANN EDUCATORS CORP N COM              440327104     966.49    57529 SH       SHARED    01               57529
HORIZON LINES INC            COM              44044K101       1.96     2300 SH  C    SOLE              2300
HORIZON LINES INC            COM              44044K101       9.72    11432 SH       SOLE             11432
HORIZON TECHNOLOGY FIN CORP  COM              44045A102      44.42     2764 SH       SOLE              2764
HORMEL FOODS CORP            COM              440452100      38.98     1400 SH  C    SHARED                      1400
HORMEL FOODS CORP            COM              440452100     192.99     6932 SH       SHARED                                6932
HORMEL FOODS CORP            COM              440452100    1304.72    46865 SH       SHARED                     46865
HORMEL FOODS CORP            COM              440452100    1999.58    71824 SH       SHARED    01               71824
HORNBECK OFFSHORE SVCS INC N COM              440543106       3.76      122 SH       SHARED    21                 122
HORNBECK OFFSHORE SVCS INC N COM              440543106       6.17      200 SH  C    SHARED                       200
HORNBECK OFFSHORE SVCS INC N COM              440543106      21.75      705 SH       SHARED    01                 705
HORNBECK OFFSHORE SVCS INC N COM              440543106      865.1    28042 SH       SHARED                     28042
HORSEHEAD HLDG CORP          COM              440694305      13.64      800 SH  C    SHARED                       800
HORSEHEAD HLDG CORP          COM              440694305     286.06    16778 SH       SHARED                     16778
HORSEHEAD HLDG CORP          COM              440694305      700.7    41097 SH       SHARED    01               41097
HOSPIRA INC                  COM              441060100       0.06        1 SH       SHARED                         1
HOSPIRA INC                  COM              441060100      12.36      224 SH       SHARED    21                 224
HOSPIRA INC                  COM              441060100      51.34      930 SH       SHARED    20                           930
HOSPIRA INC                  COM              441060100     629.28    11400 SH       SHARED                               11400
HOSPIRA INC                  COM              441060100    3391.16    61434 SH       SHARED    01               61434
HOSPIRA INC                  COM              441060100   15047.52   272600 SH  C    SHARED                    272600
HOSPITALITY PPTYS TR         COM SH BEN INT   44106M102      266.8    11525 SH       SHARED    20                         11525
HOSPITALITY PPTYS TR         COM SH BEN INT   44106M102     537.08    23200 SH  P    SHARED                     23200
HOSPITALITY PPTYS TR         COM SH BEN INT   44106M102     756.91    32696 SH       SHARED                               32696
HOSPITALITY PPTYS TR         COM SH BEN INT   44106M102    1310.29    56600 SH  C    SHARED                     56600
HOSPITALITY PPTYS TR         COM SH BEN INT   44106M102    3056.08   132012 SH       SHARED                    132012
HOSPITALITY PPTYS TR         COM SH BEN INT   44106M102    3306.51   142830 SH       SHARED    01              142830
HOST HOTELS & RESORTS INC    COM              44107P104       3.52      200 SH  C    SHARED                       200
HOST HOTELS & RESORTS INC    COM              44107P104       5.28      300 SH  P    SHARED                       300
HOST HOTELS & RESORTS INC    COM              44107P104      23.67     1344 SH       SHARED    21                1344
HOST HOTELS & RESORTS INC    COM              44107P104    4089.06   232201 SH       SHARED    01              232201
HOST HOTELS & RESORTS INC    COM              44107P104    7816.78   443883 SH       SHARED                              443883
HOT TOPIC INC                COM              441339108       2.56      450 SH       SHARED    01                 450
HOT TOPIC INC                COM              441339108       14.8     2600 SH  P    SHARED                      2600
HOT TOPIC INC                COM              441339108      21.63     3800 SH  C    SHARED                      3800
HOUSTON AMERN ENERGY CORP    COM              44183U100      12.33      800 SH  C    SHARED                       800
HOUSTON AMERN ENERGY CORP    COM              44183U100      184.3    11960 SH       SHARED    01               11960
HOVNANIAN ENTERPRISES INC    CL A             442487203     122.14    34600 SH       SHARED    01               34600
HOVNANIAN ENTERPRISES INC    CL A             442487203     159.39    45152 SH       SHARED                     45152
HOVNANIAN ENTERPRISES INC    CL A             442487203      164.5    46600 SH  P    SHARED                     46600
HOVNANIAN ENTERPRISES INC    CL A             442487203     222.04    62900 SH  C    SHARED                     62900
HOVNANIAN ENTERPRISES INC    UNIT 99/99/9999  44248W208      19.08      900 SH       SOLE               900
HOWARD HUGHES CORP           COM              44267D107      84.77     1200 SH  C    SHARED                      1200
HOWARD HUGHES CORP           COM              44267D107     403.07     5706 SH       SHARED    01                5706
HOWARD HUGHES CORP           COM              44267D107    1158.78    16404 SH       SHARED                     16404
HQ SUSTAINABLE MARITIM IND I COM NEW          40426A208       8.76     2862 SH       SOLE              2862
HSBC HLDGS PLC               ADR A 1/40PF A   404280604    2538.31   105106 SH       SHARED    01              105106
HSBC HLDGS PLC               SPON ADR NEW     404280406      59.67     1152 SH       SHARED    21                1152
HSBC HLDGS PLC               SPON ADR NEW     404280406      352.5     6805 SH       SHARED    20                          6805
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HSBC HLDGS PLC               SPON ADR NEW     404280406   17042.36   329003 SH       SHARED    01              329003
HSBC HLDGS PLC               SPON ADR NEW     404280406   32353.71   624589 SH       SHARED                    624589
HSN INC                      COM              404303109      12.81      400 SH  C    SHARED                       400
HSN INC                      COM              404303109      16.43      513 SH       SHARED    21                 513
HSN INC                      COM              404303109    1053.47    32890 SH       SHARED    01               32890
HSN INC                      COM              404303109   12191.19   380618 SH       SHARED                    380618
HSW INTERNATIONAL INC        COM NEW          40431N203       1.89      597 SH       SOLE               597
HUANENG PWR INTL INC         SPON ADR H SHS   443304100     299.38    12745 SH       SHARED                     12745
HUANENG PWR INTL INC         SPON ADR H SHS   443304100    4477.22   190601 SH       SHARED    01              190601
HUB GROUP INC                CL A             443320106      10.64      294 SH       SHARED    21                 294
HUB GROUP INC                CL A             443320106        220     6079 SH       SHARED                      6079
HUB GROUP INC                CL A             443320106    1687.68    46634 SH       SHARED    01               46634
HUBBELL INC                  CL A             443510102      19.97      297 SH       SOLE               297
HUBBELL INC                  CL B             443510201     617.32     8691 SH       SHARED    01                8691
HUBBELL INC                  CL B             443510201    3328.25    46857 SH       SHARED                     46857
HUDBAY MINERALS INC          COM              443628102       26.1     1600 SH       SHARED                      1600
HUDBAY MINERALS INC          COM              443628102    6361.72   390050 SH       SHARED    01              390050
HUDSON CITY BANCORP          COM              443683107       5.57      575 SH       SHARED    21                 575
HUDSON CITY BANCORP          COM              443683107      84.22     8700 SH  C    SHARED                      8700
HUDSON CITY BANCORP          COM              443683107      92.93     9600 SH  P    SHARED                      9600
HUDSON CITY BANCORP          COM              443683107      341.7    35300 SH       SHARED                               35300
HUDSON CITY BANCORP          COM              443683107    2908.67   300482 SH       SHARED                    300482
HUDSON CITY BANCORP          COM              443683107    4575.29   472654 SH       SHARED    01              472654
HUDSON HIGHLAND GROUP INC    COM              443792106      19.83     3050 SH       SHARED    01                3050
HUDSON HIGHLAND GROUP INC    COM              443792106      50.67     7795 SH       SHARED                      7795
HUDSON PAC PPTYS INC         COM              444097109      96.43     6560 SH       SOLE              6560
HUGHES COMMUNICATIONS INC    COM              444398101       69.1     1158 SH       SOLE              1158
HUGOTON RTY TR TEX           UNIT BEN INT     444717102      30.91     1300 SH  P    SHARED                      1300
HUGOTON RTY TR TEX           UNIT BEN INT     444717102     168.84     7100 SH  C    SHARED                      7100
HUGOTON RTY TR TEX           UNIT BEN INT     444717102    4157.89   174848 SH       SHARED    01              174848
HUMAN GENOME SCIENCES INC    COM              444903108      66.87     2436 SH       SHARED                      2436
HUMAN GENOME SCIENCES INC    COM              444903108     307.85    11215 SH       SHARED                               11215
HUMAN GENOME SCIENCES INC    COM              444903108    1123.75    40938 SH       SHARED    01               40938
HUMAN GENOME SCIENCES INC    COM              444903108    4691.21   170900 SH  C    SHARED                    170900
HUMAN GENOME SCIENCES INC    COM              444903108    5632.74   205200 SH  P    SHARED                    205200
HUMAN GENOME SCIENCES INC    NOTE 2.250%10/1  444903AK4   15738.03  8879000 PRN      SOLE           8879000
HUMAN GENOME SCIENCES INC    NOTE 2.250% 8/1  444903AM0       1.62     1000 PRN      SHARED    01                1000
HUMAN GENOME SCIENCES INC    NOTE 2.250% 8/1  444903AM0       3240  2000000 PRN      SHARED                   2000000
HUMANA INC                   COM              444859102      22.45      321 SH       SHARED    21                 321
HUMANA INC                   COM              444859102     125.89     1800 SH  P    SHARED                      1800
HUMANA INC                   COM              444859102     769.34    11000 SH       SHARED                               11000
HUMANA INC                   COM              444859102    1195.97    17100 SH  C    SHARED                     17100
HUMANA INC                   COM              444859102       8031   114827 SH       SHARED    01              114827
HUMANA INC                   COM              444859102   49470.45   707327 SH       SHARED                    707327
HUNT J B TRANS SVCS INC      COM              445658107      19.21      423 SH       SHARED    21                 423
HUNT J B TRANS SVCS INC      COM              445658107     204.39     4500 SH  P    SHARED                      4500
HUNT J B TRANS SVCS INC      COM              445658107     291.82     6425 SH       SHARED    20                          6425
HUNT J B TRANS SVCS INC      COM              445658107     299.23     6588 SH       SHARED                                6588
HUNT J B TRANS SVCS INC      COM              445658107     390.61     8600 SH  C    SHARED                      8600
HUNT J B TRANS SVCS INC      COM              445658107    7855.57   172954 SH       SHARED    01              172954
HUNTINGTON BANCSHARES INC    COM              446150104     534.47    80492 SH       SHARED                     80492
HUNTINGTON BANCSHARES INC    COM              446150104     835.98   125900 SH  P    SHARED                    125900
HUNTINGTON BANCSHARES INC    COM              446150104     892.52   134416 SH       SHARED    01              134416
HUNTINGTON BANCSHARES INC    COM              446150104    1373.15   206800 SH  C    SHARED                    206800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
HUNTINGTON BANCSHARES INC    PFD CONV SER A   446150401       5.76        5 SH       SHARED    01                   5
HUNTINGTON BANCSHARES INC    PFD CONV SER A   446150401     290.05      252 SH       SHARED                       252
HUNTSMAN CORP                COM              447011107      20.42     1175 SH       SHARED    21                1175
HUNTSMAN CORP                COM              447011107     168.59     9700 SH  P    SHARED                      9700
HUNTSMAN CORP                COM              447011107    2127.23   122395 SH       SHARED                    122395
HUNTSMAN CORP                COM              447011107    2492.48   143411 SH       SHARED    01              143411
HUNTSMAN CORP                COM              447011107    4876.83   280600 SH  C    SHARED                    280600
HURCO COMPANIES INC          COM              447324104     161.44     5293 SH       SOLE              5293
HURON CONSULTING GROUP INC   COM              447462102       1.38       50 SH       SHARED    01                  50
HURON CONSULTING GROUP INC   COM              447462102      27.69     1000 SH  P    SHARED                      1000
HURON CONSULTING GROUP INC   COM              447462102      83.07     3000 SH  C    SHARED                      3000
HURON CONSULTING GROUP INC   COM              447462102     228.08     8237 SH       SHARED                      8237
HUTCHINSON TECHNOLOGY INC    COM              448407106       2.41      850 SH       SHARED    01                 850
HUTCHINSON TECHNOLOGY INC    COM              448407106       8.49     3000 SH  P    SHARED                      3000
HYATT HOTELS CORP            COM CL A         448579102        6.2      144 SH       SHARED    21                 144
HYATT HOTELS CORP            COM CL A         448579102      34.43      800 SH  P    SHARED                       800
HYATT HOTELS CORP            COM CL A         448579102      94.69     2200 SH  C    SHARED                      2200
HYATT HOTELS CORP            COM CL A         448579102     293.62     6822 SH       SHARED                      6822
HYATT HOTELS CORP            COM CL A         448579102     806.48    18738 SH       SHARED    01               18738
HYDROGENICS CORP NEW         COM NEW          448883207      15.62     2235 SH       SOLE              2235
HYPERCOM CORP                COM              44913M105      56.95     4734 SH       SOLE              4734
HYPERDYNAMICS CORP           COM              448954107       9.24     2000 SH  C    SHARED                      2000
HYPERDYNAMICS CORP           COM              448954107      53.82    11650 SH       SHARED    01               11650
HYPERDYNAMICS CORP           COM              448954107      81.77    17700 SH  P    SHARED                     17700
HYPERDYNAMICS CORP           COM              448954107     102.57    22202 SH       SHARED                     22202
I D SYSTEMS INC              COM              449489103       1.39      302 SH       SOLE               302
IAC INTERACTIVECORP          COM PAR $.001    44919P508      30.91     1000 SH  C    SHARED                      1000
IAC INTERACTIVECORP          COM PAR $.001    44919P508     236.69     7658 SH       SHARED    01                7658
IAC INTERACTIVECORP          COM PAR $.001    44919P508    5872.89   190012 SH       SHARED                    190012
IAMGOLD CORP                 COM              450913108       7.82      355 SH       SHARED    20                           355
IAMGOLD CORP                 COM              450913108     462.42    21000 SH       SHARED                               21000
IAMGOLD CORP                 COM              450913108    2631.96   119526 SH       SHARED    01              119526
IAMGOLD CORP                 COM              450913108    7321.65   332500 SH  P    SHARED                    332500
IAMGOLD CORP                 COM              450913108   11932.64   541900 SH  C    SHARED                    541900
IAMGOLD CORP                 COM              450913108    12513.5   568279 SH       SHARED                    568279
IBERIABANK CORP              COM              450828108      16.24      270 SH       SHARED    01                 270
IBERIABANK CORP              COM              450828108     300.65     5000 SH  C    SHARED                      5000
IBERIABANK CORP              COM              450828108     397.64     6613 SH       SHARED                      6613
IBERO-AMERICA FD INC         COM              45082X103      19.18     2740 SH       SHARED    01                2740
IBERO-AMERICA FD INC         COM              45082X103      27.39     3913 SH       SHARED                      3913
IBIO INC                     COM              451033104       5.94     1936 SH       SOLE              1936
ICAD INC                     COM              44934S107       3.78     2800 SH       SHARED    01                2800
ICAD INC                     COM              44934S107       6.63     4908 SH       SHARED                      4908
ICAGEN INC                   COM NEW          45104P500       3.17     1250 SH       SHARED    01                1250
ICAHN ENTERPRISES LP         DEPOSITRY UNIT   451100101      20.02      501 SH       SHARED                       501
ICAHN ENTERPRISES LP         DEPOSITRY UNIT   451100101     131.59     3293 SH       SHARED    01                3293
ICF INTL INC                 COM              44925C103      18.59      905 SH       SHARED    20                           905
ICF INTL INC                 COM              44925C103     219.74    10698 SH       SHARED    01               10698
ICF INTL INC                 COM              44925C103     481.23    23429 SH       SHARED                     23429
ICICI BK LTD                 ADR              45104G104     124.58     2500 SH       SHARED                                2500
ICICI BK LTD                 ADR              45104G104     595.47    11950 SH       SHARED    20                         11950
ICICI BK LTD                 ADR              45104G104     712.57    14300 SH       SHARED    17                         14300
ICICI BK LTD                 ADR              45104G104    6910.57   138683 SH       SHARED    01              138683
ICICI BK LTD                 ADR              45104G104   24323.32   488126 SH       SHARED                    488126
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ICON PUB LTD CO              SPONSORED ADR    45103T107      93.55     4333 SH       SHARED    01                4333
ICONIX BRAND GROUP INC       COM              451055107     120.89     5628 SH       SHARED    01                5628
ICU MED INC                  COM              44930G107      17.07      390 SH       SHARED    21                 390
ICU MED INC                  COM              44930G107     266.88     6096 SH       SHARED                      6096
ICU MED INC                  COM              44930G107     809.71    18495 SH       SHARED    01               18495
IDACORP INC                  COM              451107106     150.53     3951 SH       SHARED    01                3951
IDACORP INC                  COM              451107106    1583.89    41572 SH       SHARED                     41572
IDENIX PHARMACEUTICALS INC   COM              45166R204      49.04    14771 SH       SOLE             14771
IDENTIVE GROUP INC           COM              45170X106       7.73     2962 SH       SOLE              2962
IDERA PHARMACEUTICALS INC    COM NEW          45168K306       4.55     1725 SH       SOLE              1725
IDEX CORP                    COM              45167R104      19.47      446 SH       SHARED    21                 446
IDEX CORP                    COM              45167R104     429.08     9830 SH       SHARED    20                          9830
IDEX CORP                    COM              45167R104    2118.07    48524 SH       SHARED    01               48524
IDEX CORP                    COM              45167R104    6862.57   157218 SH       SHARED                    157218
IDEXX LABS INC               COM              45168D104     131.27     1700 SH  C    SHARED                      1700
IDEXX LABS INC               COM              45168D104    3460.77    44817 SH       SHARED                     44817
IDEXX LABS INC               COM              45168D104    4711.11    61009 SH       SHARED    01               61009
IDT CORP                     CL B NEW         448947507       8.09      300 SH  P    SHARED                       300
IDT CORP                     CL B NEW         448947507      32.64     1211 SH       SHARED    01                1211
IDT CORP                     CL B NEW         448947507     148.23     5500 SH  C    SHARED                      5500
IDT CORP                     CL B NEW         448947507     220.34     8176 SH       SHARED                      8176
IDT CORP                     COM NEW          448947408      36.84     1361 SH       SOLE              1361
IEC ELECTRS CORP NEW         COM              44949L105       9.05     1076 SH       SOLE              1076
IESI BFC LTD                 COM              44951D108     158.89     6263 SH       SHARED    01                6263
IESI BFC LTD                 COM              44951D108     355.66    14019 SH       SHARED                     14019
IFM INVTS LTD                ADS              45172L100       2.11      593 SH       SOLE               593
IGATE CORP                   COM              45169U105      18.77     1000 SH  P    SHARED                      1000
IGATE CORP                   COM              45169U105      39.42     2100 SH  C    SHARED                      2100
IGATE CORP                   COM              45169U105     276.76    14745 SH       SHARED    01               14745
IGATE CORP                   COM              45169U105     623.26    33205 SH       SHARED                     33205
IGI LABS INC                 COM              449575109       1.06      696 SH       SHARED    01                 696
IGO INC                      COM              449593102       14.1     5000 SH       SHARED    01                5000
IHS INC                      CL A             451734107       8.34       94 SH       SHARED    21                  94
IHS INC                      CL A             451734107     186.38     2100 SH       SHARED                                2100
IHS INC                      CL A             451734107      191.7     2160 SH       SHARED    20                          2160
IHS INC                      CL A             451734107     396.09     4463 SH       SHARED                      4463
IHS INC                      CL A             451734107    1114.61    12559 SH       SHARED    01               12559
II VI INC                    COM              902104108      24.88      500 SH  P    SHARED                       500
II VI INC                    COM              902104108      44.78      900 SH  C    SHARED                       900
II VI INC                    COM              902104108     982.16    19742 SH       SHARED                     19742
II VI INC                    COM              902104108    2058.95    41386 SH       SHARED    01               41386
IKANOS COMMUNICATIONS        COM              45173E105       3.01     2640 SH       SOLE              2640
IKONICS CORP                 COM              45172K102       2.55      300 SH       SHARED    01                 300
IKONICS CORP                 COM              45172K102     253.54    29793 SH       SHARED                     29793
ILLINOIS TOOL WKS INC        COM              452308109     115.87     2157 SH       SHARED    21                2157
ILLINOIS TOOL WKS INC        COM              452308109     988.45    18400 SH  P    SHARED                     18400
ILLINOIS TOOL WKS INC        COM              452308109    1563.25    29100 SH       SHARED                               29100
ILLINOIS TOOL WKS INC        COM              452308109    1868.76    34787 SH       SHARED    20                         34787
ILLINOIS TOOL WKS INC        COM              452308109    2567.44    47793 SH       SHARED                     47793
ILLINOIS TOOL WKS INC        COM              452308109    4356.69    81100 SH  C    SHARED                     81100
ILLINOIS TOOL WKS INC        COM              452308109  113935.93  2120922 SH       SHARED    01             2120922
ILLUMINA INC                 COM              452327109     518.52     7400 SH  P    SHARED                      7400
ILLUMINA INC                 COM              452327109     602.53     8599 SH       SHARED                                8599
ILLUMINA INC                 COM              452327109      602.6     8600 SH  C    SHARED                      8600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ILLUMINA INC                 COM              452327109   22412.24   319855 SH       SHARED    01              319855
IMAGE SENSING SYS INC        COM              45244C104       2.76      201 SH       SHARED                       201
IMAGE SENSING SYS INC        COM              45244C104      13.73     1000 SH       SHARED    01                1000
IMATION CORP                 COM              45245A107       3.24      291 SH       SHARED    01                 291
IMATION CORP                 COM              45245A107      144.7    12989 SH       SHARED                     12989
IMAX CORP                    COM              45245E109     188.68     5900 SH  C    SHARED                      5900
IMAX CORP                    COM              45245E109     530.87    16600 SH  P    SHARED                     16600
IMAX CORP                    COM              45245E109    4594.89   143680 SH       SHARED    01              143680
IMMERSION CORP               COM              452521107      19.05     2500 SH  C    SOLE              2500
IMMUCELL CORP                COM PAR $0.10    452525306       3.43     1000 SH       SHARED    01                1000
IMMUCOR INC                  COM              452526106       17.8      900 SH  C    SHARED                       900
IMMUCOR INC                  COM              452526106     157.21     7948 SH       SHARED    01                7948
IMMUCOR INC                  COM              452526106     775.99    39231 SH       SHARED                     39231
IMMUNOGEN INC                COM              45253H101      44.44     4900 SH  P    SHARED                      4900
IMMUNOGEN INC                COM              45253H101      95.24    10500 SH  C    SHARED                     10500
IMMUNOGEN INC                COM              45253H101     249.76    27537 SH       SHARED                     27537
IMMUNOGEN INC                COM              45253H101        262    28886 SH       SHARED    01               28886
IMMUNOMEDICS INC             COM              452907108       1.53      400 SH  P    SHARED                       400
IMMUNOMEDICS INC             COM              452907108      27.89     7300 SH  C    SHARED                      7300
IMMUNOMEDICS INC             COM              452907108      74.04    19382 SH       SHARED    01               19382
IMMUNOMEDICS INC             COM              452907108     332.53    87049 SH       SHARED                     87049
IMPAC MTG HLDGS INC          COM NEW          45254P508       6.06     2218 SH       SHARED                      2218
IMPAC MTG HLDGS INC          COM NEW          45254P508       13.3     4873 SH       SHARED    01                4873
IMPAX LABORATORIES INC       COM              45256B101       2.55      100 SH  P    SHARED                       100
IMPAX LABORATORIES INC       COM              45256B101      33.09     1300 SH  C    SHARED                      1300
IMPAX LABORATORIES INC       COM              45256B101     519.23    20402 SH       SHARED                     20402
IMPAX LABORATORIES INC       COM              45256B101    1558.25    61228 SH       SHARED    01               61228
IMPERIAL HLDGS INC           COM              452834104     933.33    91954 SH       SOLE             91954
IMPERIAL OIL LTD             COM NEW          453038408     137.89     2700 SH       SHARED    21                2700
IMPERIAL OIL LTD             COM NEW          453038408     173.64     3400 SH  P    SHARED                      3400
IMPERIAL OIL LTD             COM NEW          453038408     285.99     5600 SH  C    SHARED                      5600
IMPERIAL OIL LTD             COM NEW          453038408     919.26    18000 SH       SHARED                               18000
IMPERIAL OIL LTD             COM NEW          453038408    1616.62    31655 SH       SHARED                     31655
IMPERIAL OIL LTD             COM NEW          453038408    3229.97    63246 SH       SHARED    01               63246
IMPERIAL SUGAR CO NEW        COM NEW          453096208      12.01      900 SH  C    SOLE               900
IMPERIAL SUGAR CO NEW        COM NEW          453096208     777.23    58263 SH       SOLE             58263
INCOME OPPORTUNITY RLTY INVS COM              452926108       5.71     1729 SH       SOLE              1729
INCONTACT INC                COM              45336E109        1.1      335 SH       SOLE               335
INCREDIMAIL LTD              SHS              M5364E104      14.48     2000 SH       SHARED    01                2000
INCYTE CORP                  COM              45337C102       2.33      147 SH       SHARED    21                 147
INCYTE CORP                  COM              45337C102       4.76      300 SH  P    SHARED                       300
INCYTE CORP                  COM              45337C102     282.13    17800 SH  C    SHARED                     17800
INCYTE CORP                  COM              45337C102     974.43    61478 SH       SHARED                     61478
INCYTE CORP                  COM              45337C102    1166.26    73581 SH       SHARED    01               73581
INDEPENDENT BANK CORP MASS   COM              453836108      19.02      704 SH       SHARED    21                 704
INDEPENDENT BANK CORP MASS   COM              453836108     279.45    10346 SH       SHARED                     10346
INDEPENDENT BANK CORP MASS   COM              453836108     929.28    34405 SH       SHARED    01               34405
INDEPENDENT BANK CORP MICH   COM NEW          453838609      16.32     5100 SH       SHARED    01                5100
INDEXIQ ETF TR               AUST SM CP ETF   45409B826     157.09     5205 SH       SHARED    01                5205
INDEXIQ ETF TR               AUST SM CP ETF   45409B826     249.68     8273 SH       SHARED                      8273
INDEXIQ ETF TR               CAN SML CP ETF   45409B867       7.39      210 SH       SHARED                       210
INDEXIQ ETF TR               CAN SML CP ETF   45409B867     935.24    26592 SH       SHARED    01               26592
INDEXIQ ETF TR               HDG MACTRK ETF   45409B206      17.92      649 SH       SOLE               649
INDEXIQ ETF TR               HEDGE MLTI ETF   45409B107    8991.31   329111 SH       SHARED    01              329111
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INDEXIQ ETF TR               IQ MRGR ARB ETF  45409B800      37.97     1486 SH       SOLE              1486
INDEXIQ ETF TR               IQ REAL RTN ETF  45409B602      26.43     1038 SH       SOLE              1038
INDEXIQ ETF TR               TAIWAN SML CAP   45409B750      28.59      987 SH       SOLE               987
INDIA FD INC                 COM              454089103      46.95     1425 SH       SHARED                      1425
INDIA FD INC                 COM              454089103      56.02     1700 SH  P    SHARED                      1700
INDIA FD INC                 COM              454089103       65.9     2000 SH  C    SHARED                      2000
INDIA FD INC                 COM              454089103      98.85     3000 SH       SHARED                                3000
INDIA FD INC                 COM              454089103    4462.85   135443 SH       SHARED    01              135443
INDIA GLOBALIZATION CAP INC  COM              45408X100      14.58    27006 SH       SOLE             27006
INDIA GLOBALIZATION CAP INC  *W EXP 03/08/201 45408X118       0.04     2167 SH       SOLE              2167
INDIANA COMMUNITY BANCORP    COM              454674102      10.95      704 SH       SOLE               704
INDUSTRIAL SVCS AMER INC FLA COM              456314103      65.97     5823 SH       SOLE              5823
INDUSTRIAS BACHOCO S A B DE  SPON ADR B       456463108       1.93       69 SH       SOLE                69
INERGY L P                   UNIT LTD PTNR    456615103       80.2     2000 SH  C    SHARED                      2000
INERGY L P                   UNIT LTD PTNR    456615103     228.57     5700 SH  P    SHARED                      5700
INERGY L P                   UNIT LTD PTNR    456615103     484.21    12075 SH       SHARED                     12075
INERGY L P                   UNIT LTD PTNR    456615103   43053.65  1073657 SH       SHARED    01             1073657
INFINERA CORPORATION         COM              45667G103      16.78     2000 SH       SHARED    01                2000
INFINERA CORPORATION         COM              45667G103      63.24     7537 SH       SHARED                      7537
INFINERA CORPORATION         COM              45667G103     166.12    19800 SH  P    SHARED                     19800
INFINERA CORPORATION         COM              45667G103    1101.61   131300 SH  C    SHARED                    131300
INFINITY PPTY & CAS CORP     COM              45665Q103     380.02     6388 SH       SHARED                      6388
INFINITY PPTY & CAS CORP     COM              45665Q103     835.66    14047 SH       SHARED    01               14047
INFORMATICA CORP             COM              45666Q102     172.23     3300 SH  C    SHARED                      3300
INFORMATICA CORP             COM              45666Q102     4561.2    87396 SH       SHARED                     87396
INFORMATICA CORP             COM              45666Q102    6609.24   126638 SH       SHARED    01              126638
INFOSPACE INC                COM PAR $.0001   45678T300      12.19     1408 SH       SHARED    01                1408
INFOSPACE INC                COM PAR $.0001   45678T300   12586.51  1453408 SH       SHARED                   1453408
INFOSYS TECHNOLOGIES LTD     SPONSORED ADR    456788108     402.95     5620 SH       SHARED    20                          5620
INFOSYS TECHNOLOGIES LTD     SPONSORED ADR    456788108    7125.04    99373 SH       SHARED    01               99373
INFOSYS TECHNOLOGIES LTD     SPONSORED ADR    456788108   14743.81   205632 SH       SHARED                    205632
ING ASIA PAC HGH DIVID EQ IN COM              44983J107      19.18     1027 SH       SHARED                      1027
ING ASIA PAC HGH DIVID EQ IN COM              44983J107     583.79    31252 SH       SHARED    01               31252
ING CLARION GLB RE EST INCM  COM              44982G104      60.47     7365 SH       SHARED                      7365
ING CLARION GLB RE EST INCM  COM              44982G104    6815.33   830125 SH       SHARED    01              830125
ING GLBL ADV & PREM OPP FUND COM              44982N109      41.71     3005 SH       SHARED                      3005
ING GLBL ADV & PREM OPP FUND COM              44982N109    1185.56    85415 SH       SHARED    01               85415
ING GLOBAL EQTY DIV & PREM O COM              45684E107      30.91     2782 SH       SHARED                      2782
ING GLOBAL EQTY DIV & PREM O COM              45684E107    1589.77   143094 SH       SHARED    01              143094
ING GROEP N V                SPONSORED ADR    456837103       1.79      141 SH       SHARED    21                 141
ING GROEP N V                SPONSORED ADR    456837103    1586.07   124789 SH       SHARED                    124789
ING GROEP N V                SPONSORED ADR    456837103    11772.5   926239 SH       SHARED    01              926239
ING INFRASTRUCTURE INDLS & M COM              45685U100         20      913 SH       SHARED                       913
ING INFRASTRUCTURE INDLS & M COM              45685U100   24907.42  1136806 SH       SHARED    01             1136806
ING INTL HIGH DIVD EQTY INC  COM              45684Q100      13.87     1179 SH       SHARED    01                1179
ING INTL HIGH DIVD EQTY INC  COM              45684Q100      48.39     4115 SH       SHARED                      4115
ING PRIME RATE TR            SH BEN INT       44977W106      11.78     1956 SH       SHARED                      1956
ING PRIME RATE TR            SH BEN INT       44977W106    2103.97   349497 SH       SHARED    01              349497
ING RISK MANAGED NAT RES FD  COM              449810100       0.88       54 SH       SHARED                        54
ING RISK MANAGED NAT RES FD  COM              449810100     598.35    36799 SH       SHARED    01               36799
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1  45687AAD4      10.86     4000 PRN      SHARED    01                4000
INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1  45687AAD4      904.1   333000 PRN      SHARED                    333000
INGERSOLL-RAND PLC           SHS              G47791101        5.8      120 SH       SHARED    20                           120
INGERSOLL-RAND PLC           SHS              G47791101      99.04     2050 SH       SHARED    21                2050
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INGERSOLL-RAND PLC           SHS              G47791101    1092.05    22605 SH       SHARED                               22605
INGERSOLL-RAND PLC           SHS              G47791101    3048.36    63100 SH  P    SHARED                     63100
INGERSOLL-RAND PLC           SHS              G47791101    3719.87    77000 SH  C    SHARED                     77000
INGERSOLL-RAND PLC           SHS              G47791101    8322.22   172267 SH       SHARED    01              172267
INGLES MKTS INC              CL A             457030104     106.06     5354 SH       SOLE              5354
INGRAM MICRO INC             CL A             457153104       7.15      340 SH       SHARED    20                           340
INGRAM MICRO INC             CL A             457153104      10.52      500 SH  P    SHARED                       500
INGRAM MICRO INC             CL A             457153104     134.59     6400 SH  C    SHARED                      6400
INGRAM MICRO INC             CL A             457153104     781.69    37170 SH       SHARED    01               37170
INGRAM MICRO INC             CL A             457153104    7914.85   376360 SH       SHARED                    376360
INLAND REAL ESTATE CORP      COM NEW          457461200      30.48     3195 SH       SHARED    01                3195
INLAND REAL ESTATE CORP      COM NEW          457461200      499.9    52400 SH       SHARED                               52400
INLAND REAL ESTATE CORP      COM NEW          457461200     630.64    66105 SH       SHARED                     66105
INNERWORKINGS INC            COM              45773Y105       88.8    12032 SH       SOLE             12032
INNOPHOS HOLDINGS INC        COM              45774N108      50.72     1100 SH  C    SHARED                      1100
INNOPHOS HOLDINGS INC        COM              45774N108     959.64    20812 SH       SHARED                     20812
INNOPHOS HOLDINGS INC        COM              45774N108    1140.48    24734 SH       SHARED    01               24734
INNOSPEC INC                 COM              45768S105     726.28    22739 SH       SHARED                     22739
INNOSPEC INC                 COM              45768S105     973.37    30475 SH       SHARED    01               30475
INNOVARO INC                 COM              45777T102      18.37     6609 SH       SOLE              6609
INNOVATIVE SOLUTIONS & SUPPO COM              45769N105      13.62     2328 SH       SOLE              2328
INSIGHT ENTERPRISES INC      COM              45765U103      10.22      600 SH  P    SHARED                       600
INSIGHT ENTERPRISES INC      COM              45765U103      34.06     2000 SH       SHARED    01                2000
INSIGHT ENTERPRISES INC      COM              45765U103     668.22    39238 SH       SHARED                     39238
INSITUFORM TECHNOLOGIES INC  CL A             457667103      16.05      600 SH  C    SHARED                       600
INSITUFORM TECHNOLOGIES INC  CL A             457667103     259.66     9707 SH       SHARED    01                9707
INSITUFORM TECHNOLOGIES INC  CL A             457667103    5243.72   196027 SH       SHARED                    196027
INSPERITY INC                COM              45778Q107     813.42    26775 SH       SOLE             26775
INSPIRE PHARMACEUTICALS INC  COM              457733103       3.96     1000 SH  C    SHARED                      1000
INSPIRE PHARMACEUTICALS INC  COM              457733103       7.92     2000 SH       SHARED    01                2000
INSPIRE PHARMACEUTICALS INC  COM              457733103     101.24    25566 SH       SHARED                     25566
INSTEEL INDUSTRIES INC       COM              45774W108      93.73     6629 SH       SOLE              6629
INSULET CORP                 COM              45784P101       2.06      100 SH       SHARED    01                 100
INSULET CORP                 COM              45784P101      206.2    10000 SH  P    SHARED                     10000
INSULET CORP                 COM              45784P101     724.83    35152 SH       SHARED                     35152
INSWEB CORP                  COM NEW          45809K202        0.7       93 SH       SHARED    01                  93
INSWEB CORP                  COM NEW          45809K202       2.34      313 SH       SHARED                       313
INTEGRA BK CORP              COM              45814P105       1.78     6355 SH       SHARED    01                6355
INTEGRA BK CORP              COM              45814P105       1.81     6451 SH       SHARED                      6451
INTEGRA LIFESCIENCES HLDGS C COM NEW          457985208      50.98     1075 SH       SHARED    01                1075
INTEGRA LIFESCIENCES HLDGS C COM NEW          457985208     537.74    11340 SH       SHARED                     11340
INTEGRAL SYS INC MD          COM              45810H107      40.16     3300 SH       SHARED    01                3300
INTEGRAL SYS INC MD          COM              45810H107     105.03     8630 SH       SHARED                      8630
INTEGRAMED AMER INC          COM NEW          45810N302      22.21     2152 SH       SOLE              2152
INTEGRATED DEVICE TECHNOLOGY COM              458118106       9.17     1243 SH       SHARED    01                1243
INTEGRATED DEVICE TECHNOLOGY COM              458118106      55.31     7500 SH  C    SHARED                      7500
INTEGRATED DEVICE TECHNOLOGY COM              458118106    1161.32   157467 SH       SHARED                    157467
INTEGRATED ELECTRICAL SVC    COM              45811E301       6.81     2000 SH       SHARED    01                2000
INTEGRATED SILICON SOLUTION  COM              45812P107       5.83      629 SH       SHARED    01                 629
INTEGRATED SILICON SOLUTION  COM              45812P107      22.25     2400 SH  P    SHARED                      2400
INTEGRATED SILICON SOLUTION  COM              45812P107     221.55    23900 SH  C    SHARED                     23900
INTEGRYS ENERGY GROUP INC    COM              45822P105      14.65      290 SH       SHARED    20                           290
INTEGRYS ENERGY GROUP INC    COM              45822P105      30.31      600 SH  P    SHARED                       600
INTEGRYS ENERGY GROUP INC    COM              45822P105      33.08      655 SH       SHARED                       655
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INTEGRYS ENERGY GROUP INC    COM              45822P105     212.14     4200 SH  C    SHARED                      4200
INTEGRYS ENERGY GROUP INC    COM              45822P105     298.01     5900 SH       SHARED                                5900
INTEGRYS ENERGY GROUP INC    COM              45822P105     1366.9    27062 SH       SHARED    01               27062
INTEL CORP                   COM              458140100      90.91     4505 SH       SHARED    20                          4505
INTEL CORP                   COM              458140100      100.9     5000 SH  P    SHARED    01                5000
INTEL CORP                   COM              458140100     277.15    13734 SH       SHARED    21               13734
INTEL CORP                   COM              458140100    9864.33   488817 SH       SHARED                              488817
INTEL CORP                   COM              458140100   65942.19  3267700 SH  P    SHARED                   3267700
INTEL CORP                   COM              458140100  113494.98  5624132 SH       SHARED                   5624132
INTEL CORP                   COM              458140100  191966.73  9512722 SH  C    SHARED                   9512722
INTEL CORP                   COM              458140100  205369.38 10176877 SH       SHARED    01            10176877
INTEL CORP                   SDCV 2.950%12/1  458140AD2     251.02   244000 PRN      SHARED    01              244000
INTELLICHECK MOBILISA INC    COM              45817G102      23.17    24132 SH       SOLE             24132
INTELLIGENT SYS CORP NEW     COM              45816D100        1.9     1081 SH       SOLE              1081
INTER PARFUMS INC            COM              458334109     216.55    11699 SH       SHARED                     11699
INTER PARFUMS INC            COM              458334109     808.98    43705 SH       SHARED    01               43705
INTERACTIVE BROKERS GROUP IN COM              45841N107     243.86    15347 SH       SOLE             15347
INTERACTIVE BROKERS GROUP IN COM              45841N107     286.02    18000 SH  C    SOLE             18000
INTERACTIVE INTELLIGENCE INC COM              45839M103      17.42      450 SH       SHARED    01                 450
INTERACTIVE INTELLIGENCE INC COM              45839M103     247.32     6389 SH       SHARED                      6389
INTERCLICK INC               COM NEW          458483203       0.71      100 SH  C    SHARED                       100
INTERCLICK INC               COM NEW          458483203      17.82     2528 SH       SHARED    01                2528
INTERCLICK INC               COM NEW          458483203      155.9    22113 SH       SHARED                     22113
INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW    45857P301      12.96      625 SH       SHARED    21                 625
INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW    45857P301       83.5     4028 SH       SHARED                      4028
INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW    45857P301     250.44    12081 SH       SHARED    01               12081
INTERCONTINENTALEXCHANGE INC COM              45865V100       10.5       85 SH       SHARED    21                  85
INTERCONTINENTALEXCHANGE INC COM              45865V100      39.16      317 SH       SHARED    20                           317
INTERCONTINENTALEXCHANGE INC COM              45865V100    2656.11    21500 SH  P    SHARED                     21500
INTERCONTINENTALEXCHANGE INC COM              45865V100    3051.44    24700 SH       SHARED                               24700
INTERCONTINENTALEXCHANGE INC COM              45865V100    3224.39    26100 SH  C    SHARED                     26100
INTERCONTINENTALEXCHANGE INC COM              45865V100   19843.24   160622 SH       SHARED                    160622
INTERCONTINENTALEXCHANGE INC COM              45865V100   39157.86   316965 SH       SHARED    01              316965
INTERDIGITAL INC             COM              45867G101      27.62      579 SH       SHARED    21                 579
INTERDIGITAL INC             COM              45867G101    1705.92    35756 SH       SHARED                     35756
INTERDIGITAL INC             COM              45867G101    2841.13    59550 SH       SHARED    01               59550
INTERDIGITAL INC             COM              45867G101     3373.1    70700 SH  P    SHARED                     70700
INTERDIGITAL INC             COM              45867G101     6975.2   146200 SH  C    SHARED                    146200
INTERFACE INC                CL A             458665106      98.85     5346 SH       SHARED    01                5346
INTERFACE INC                CL A             458665106     453.91    24549 SH       SHARED                     24549
INTERGROUP CORP              COM              458685104       4.25      200 SH       SHARED    01                 200
INTERLINE BRANDS INC         COM              458743101     391.52    19192 SH       SOLE             19192
INTERMEC INC                 COM              458786100       0.02        2 SH       SHARED    01                   2
INTERMEC INC                 COM              458786100       6.47      600 SH  C    SHARED                       600
INTERMEC INC                 COM              458786100     241.32    22365 SH       SHARED                     22365
INTERMUNE INC                COM              45884X103      48.65     1031 SH       SHARED    01                1031
INTERMUNE INC                COM              45884X103    3581.72    75900 SH       SHARED                     75900
INTERMUNE INC                COM              45884X103   14836.54   314400 SH  P    SHARED                    314400
INTERMUNE INC                COM              45884X103    15199.9   322100 SH  C    SHARED                    322100
INTERNAP NETWORK SVCS CORP   COM PAR $.001    45885A300      85.54    13020 SH       SHARED    01               13020
INTERNAP NETWORK SVCS CORP   COM PAR $.001    45885A300     231.51    35237 SH       SHARED                     35237
INTERNATIONAL BANCSHARES COR COM              459044103       2.31      126 SH       SHARED    01                 126
INTERNATIONAL BANCSHARES COR COM              459044103     732.35    39932 SH       SHARED                     39932
INTERNATIONAL BUSINESS MACHS COM              459200101     550.36     3375 SH       SHARED    21                3375
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INTERNATIONAL BUSINESS MACHS COM              459200101    1000.43     6135 SH       SHARED    17                          6135
INTERNATIONAL BUSINESS MACHS COM              459200101    1039.25     6373 SH       SHARED    20                          6373
INTERNATIONAL BUSINESS MACHS COM              459200101   20133.44   123465 SH       SHARED                              123465
INTERNATIONAL BUSINESS MACHS COM              459200101   62113.36   380900 SH  C    SHARED                    380900
INTERNATIONAL BUSINESS MACHS COM              459200101  101723.07   623800 SH  P    SHARED                    623800
INTERNATIONAL BUSINESS MACHS COM              459200101  157955.96   968639 SH       SHARED                    968639
INTERNATIONAL BUSINESS MACHS COM              459200101  239367.35  1467881 SH       SHARED    01             1467881
INTERNATIONAL COAL GRP INC N COM              45928H106       90.4     8000 SH       SHARED    21                8000
INTERNATIONAL COAL GRP INC N COM              45928H106      316.4    28000 SH  C    SHARED                     28000
INTERNATIONAL COAL GRP INC N COM              45928H106     733.37    64900 SH  P    SHARED                     64900
INTERNATIONAL COAL GRP INC N COM              45928H106    5217.32   461710 SH       SHARED                    461710
INTERNATIONAL COAL GRP INC N COM              45928H106    8314.14   735765 SH       SHARED    01              735765
INTERNATIONAL FLAVORS&FRAGRA COM              459506101       6.29      101 SH       SHARED    21                 101
INTERNATIONAL FLAVORS&FRAGRA COM              459506101      24.92      400 SH  P    SHARED                       400
INTERNATIONAL FLAVORS&FRAGRA COM              459506101      373.8     6000 SH       SHARED                                6000
INTERNATIONAL FLAVORS&FRAGRA COM              459506101    1663.47    26701 SH       SHARED                     26701
INTERNATIONAL FLAVORS&FRAGRA COM              459506101    6299.15   101110 SH       SHARED    01              101110
INTERNATIONAL GAME TECHNOLOG COM              459902102     194.76    12000 SH  P    SHARED                     12000
INTERNATIONAL GAME TECHNOLOG COM              459902102     334.34    20600 SH       SHARED                               20600
INTERNATIONAL GAME TECHNOLOG COM              459902102    1181.54    72800 SH  C    SHARED                     72800
INTERNATIONAL GAME TECHNOLOG COM              459902102    1252.44    77168 SH       SHARED    01               77168
INTERNATIONAL GAME TECHNOLOG COM              459902102    3369.51   207610 SH       SHARED    20                        207610
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0  459902AQ5       5.74     5000 PRN      SHARED    01                5000
INTERNATIONAL RECTIFIER CORP COM              460254105       6.61      200 SH  P    SHARED                       200
INTERNATIONAL RECTIFIER CORP COM              460254105      95.87     2900 SH  C    SHARED                      2900
INTERNATIONAL RECTIFIER CORP COM              460254105     108.93     3295 SH       SHARED    20                          3295
INTERNATIONAL RECTIFIER CORP COM              460254105     1560.7    47208 SH       SHARED    01               47208
INTERNATIONAL RECTIFIER CORP COM              460254105    2232.51    67529 SH       SHARED                     67529
INTERNATIONAL SHIPHOLDING CO COM NEW          460321201      48.03     1929 SH       SHARED                      1929
INTERNATIONAL SHIPHOLDING CO COM NEW          460321201      67.68     2718 SH       SHARED    01                2718
INTERNATIONAL SPEEDWAY CORP  CL A             460335201     960.19    32221 SH       SHARED                     32221
INTERNATIONAL SPEEDWAY CORP  CL A             460335201    2543.37    85348 SH       SHARED    01               85348
INTERNATIONAL TOWER HILL MIN COM              46050R102       5.02      500 SH  P    SOLE               500
INTERNATIONAL TOWER HILL MIN COM              46050R102       7.02      700 SH  C    SOLE               700
INTERNATIONAL TOWER HILL MIN COM              46050R102     193.58    19300 SH       SOLE             19300
INTERNET ARCHITECTURE HOLDR  DEPOSTRY RCPT    46060A107    2106.23    36300 SH       SHARED    01               36300
INTERNET CAP GROUP INC       COM NEW          46059C205      25.36     1786 SH       SHARED    01                1786
INTERNET CAP GROUP INC       COM NEW          46059C205     375.18    26421 SH       SHARED                     26421
INTERNET HOLDRS TR           DEPOSIT RCPT     46059W102     105.26     1450 SH       SHARED    01                1450
INTERNET INFRASTRUCTR HOLDS  DEPOSTRY RCPT    46059V104       1.87      500 SH       SHARED    01                 500
INTERNET INITIATIVE JAPAN IN SPONSORED ADR    46059T109       8.31     1126 SH       SOLE              1126
INTEROIL CORP                COM              460951106      27.62      370 SH       SHARED    01                 370
INTEROIL CORP                COM              460951106    2097.38    28100 SH  P    SHARED                     28100
INTEROIL CORP                COM              460951106    3202.06    42900 SH  C    SHARED                     42900
INTERPUBLIC GROUP COS INC    COM              460690100      20.11     1600 SH  P    SHARED                      1600
INTERPUBLIC GROUP COS INC    COM              460690100     436.18    34700 SH       SHARED                               34700
INTERPUBLIC GROUP COS INC    COM              460690100     671.24    53400 SH  C    SHARED                     53400
INTERPUBLIC GROUP COS INC    COM              460690100   17413.91  1385355 SH       SHARED    01             1385355
INTERPUBLIC GROUP COS INC    COM              460690100   57715.76  4591548 SH       SHARED                   4591548
INTERPUBLIC GROUP COS INC    NOTE 4.250% 3/1  460690BA7      17.14    15000 PRN      SHARED    01               15000
INTERPUBLIC GROUP COS INC    NOTE 4.250% 3/1  460690BA7   13465.51 11786000 PRN      SHARED                  11786000
INTERPUBLIC GROUP COS INC    NOTE 4.750% 3/1  460690BE9     1295.3  1027000 PRN      SOLE           1027000
INTERSECTIONS INC            COM              460981301      17.36     1400 SH       SOLE              1400
INTERSIL CORP                CL A             46069S109      35.02     2813 SH       SHARED    01                2813
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INTERSIL CORP                CL A             46069S109      81.98     6585 SH       SHARED    20                          6585
INTERSIL CORP                CL A             46069S109      92.13     7400 SH  P    SHARED                      7400
INTERSIL CORP                CL A             46069S109     110.81     8900 SH  C    SHARED                      8900
INTERSIL CORP                CL A             46069S109    1338.15   107482 SH       SHARED                    107482
INTERVAL LEISURE GROUP INC   COM              46113M108       4.91      300 SH  C    SHARED                       300
INTERVAL LEISURE GROUP INC   COM              46113M108       4.91      300 SH       SHARED                       300
INTERVAL LEISURE GROUP INC   COM              46113M108      10.82      662 SH       SHARED    01                 662
INTERVEST BANCSHARES CORP    CL A             460927106       3.32     1303 SH       SOLE              1303
INTERXION HOLDING N.V        SHS              N47279109      27.56     2120 SH       SHARED                      2120
INTERXION HOLDING N.V        SHS              N47279109    1118.48    86037 SH       SHARED    01               86037
INTEST CORP                  COM              461147100       5.63     1530 SH       SOLE              1530
INTEVAC INC                  COM              461148108       3.72      300 SH       SHARED    01                 300
INTEVAC INC                  COM              461148108     137.39    11071 SH       SHARED                     11071
INTL FCSTONE INC             COM              46116V105     258.95    10187 SH       SHARED                     10187
INTL FCSTONE INC             COM              46116V105     819.54    32240 SH       SHARED    01               32240
INTL PAPER CO                COM              460146103      15.45      512 SH       SHARED    21                 512
INTL PAPER CO                COM              460146103    1011.03    33500 SH       SHARED                               33500
INTL PAPER CO                COM              460146103    4130.62   136866 SH       SHARED                    136866
INTL PAPER CO                COM              460146103   18083.86   599200 SH  P    SHARED                    599200
INTL PAPER CO                COM              460146103   32425.39  1074400 SH  C    SHARED                   1074400
INTL PAPER CO                COM              460146103   33227.18  1100967 SH       SHARED    01             1100967
INTRALINKS HLDGS INC         COM              46118H104      174.8     6537 SH       SHARED    01                6537
INTRALINKS HLDGS INC         COM              46118H104     323.29    12090 SH       SHARED                     12090
INTREPID POTASH INC          COM              46121Y102     591.94    17000 SH  P    SHARED                     17000
INTREPID POTASH INC          COM              46121Y102    1314.25    37744 SH       SHARED                     37744
INTREPID POTASH INC          COM              46121Y102    1846.43    53028 SH       SHARED    01               53028
INTREPID POTASH INC          COM              46121Y102    2994.52    86000 SH  C    SHARED                     86000
INTRICON CORP                COM              46121H109        1.3      324 SH       SHARED                       324
INTRICON CORP                COM              46121H109        4.6     1150 SH       SHARED    01                1150
INTUIT                       COM              461202103      14.34      270 SH       SHARED    21                 270
INTUIT                       COM              461202103      166.5     3135 SH       SHARED    20                          3135
INTUIT                       COM              461202103    1035.65    19500 SH       SHARED                               19500
INTUIT                       COM              461202103    1598.61    30100 SH  C    SHARED                     30100
INTUIT                       COM              461202103    2830.76    53300 SH  P    SHARED                     53300
INTUIT                       COM              461202103    3153.88    59384 SH       SHARED                     59384
INTUIT                       COM              461202103    8398.12   158127 SH       SHARED    01              158127
INTUITIVE SURGICAL INC       COM NEW          46120E602      17.34       52 SH       SHARED                        52
INTUITIVE SURGICAL INC       COM NEW          46120E602     857.33     2571 SH       SHARED                                2571
INTUITIVE SURGICAL INC       COM NEW          46120E602   12771.52    38300 SH  P    SHARED                     38300
INTUITIVE SURGICAL INC       COM NEW          46120E602   15047.72    45126 SH       SHARED    01               45126
INTUITIVE SURGICAL INC       COM NEW          46120E602   26510.07    79500 SH  C    SHARED                     79500
INUVO INC                    COM NEW          46122W204       2.96     1031 SH       SHARED                      1031
INUVO INC                    COM NEW          46122W204       9.36     3263 SH       SHARED    01                3263
INVACARE CORP                COM              461203101     961.61    30900 SH       SHARED    01               30900
INVACARE CORP                COM              461203101    5494.95   176573 SH       SHARED                    176573
INVESCO CALI INSRD MUNI INCO COM              46130L109       9.11      732 SH       SHARED                       732
INVESCO CALI INSRD MUNI INCO COM              46130L109     222.61    17895 SH       SHARED    01               17895
INVESCO CALI QLTY MUNI SEC   COM              46130M107        0.5       44 SH       SHARED    01                  44
INVESCO CALI QLTY MUNI SEC   COM              46130M107      19.24     1694 SH       SHARED                      1694
INVESCO HIGH YIELD INVST FD  COM              46133K108       4.11      679 SH       SHARED                       679
INVESCO HIGH YIELD INVST FD  COM              46133K108      42.42     7012 SH       SHARED    01                7012
INVESCO INSRD MUNI BND TRUST COM              46130Y101      20.64     1500 SH       SHARED    01                1500
INVESCO INSRD MUNI BND TRUST COM              46130Y101      47.36     3442 SH       SHARED                      3442
INVESCO INSRD MUNI INCM TRST COM              46132P108      33.85     2439 SH       SHARED                      2439
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INVESCO INSRD MUNI INCM TRST COM              46132P108      95.08     6850 SH       SHARED    01                6850
INVESCO INSURED CALI MUNI SE COM              46130W105      24.77     2025 SH       SHARED                      2025
INVESCO INSURED CALI MUNI SE COM              46130W105     113.62     9290 SH       SHARED    01                9290
INVESCO INSURED MUNI SEC     COM              46132T100     165.79    12550 SH       SHARED    01               12550
INVESCO INSURED MUNI TRST    COM              46132W103       84.9     6375 SH       SHARED    01                6375
INVESCO INSURED MUNI TRST    COM              46132W103      97.29     7305 SH       SHARED                      7305
INVESCO LTD                  SHS              G491BT108        6.9      270 SH       SHARED    20                           270
INVESCO LTD                  SHS              G491BT108      20.45      800 SH  P    SHARED                       800
INVESCO LTD                  SHS              G491BT108      23.41      916 SH       SHARED    21                 916
INVESCO LTD                  SHS              G491BT108     134.19     5250 SH       SHARED                      5250
INVESCO LTD                  SHS              G491BT108     145.69     5700 SH  C    SHARED                      5700
INVESCO LTD                  SHS              G491BT108     867.69    33947 SH       SHARED                               33947
INVESCO LTD                  SHS              G491BT108     9841.9   385051 SH       SHARED    01              385051
INVESCO MORTGAGE CAPITAL INC COM              46131B100       6.38      292 SH       SHARED    21                 292
INVESCO MORTGAGE CAPITAL INC COM              46131B100      37.15     1700 SH  C    SHARED                      1700
INVESCO MORTGAGE CAPITAL INC COM              46131B100     100.51     4600 SH  P    SHARED                      4600
INVESCO MORTGAGE CAPITAL INC COM              46131B100    2016.56    92291 SH       SHARED    01               92291
INVESCO MORTGAGE CAPITAL INC COM              46131B100    2147.81    98298 SH       SHARED                     98298
INVESCO MUNI INC OPP TRS III COM              46133C106     131.33    18190 SH       SHARED    01               18190
INVESCO MUNI INCOME OPP TRST COM              46132X101      70.34    11626 SH       SHARED    01               11626
INVESCO MUNI PREM INC TRST   COM              46133E102      21.68     2938 SH       SHARED                      2938
INVESCO MUNI PREM INC TRST   COM              46133E102      47.97     6500 SH       SHARED    01                6500
INVESCO NY QUALITY MUNI SEC  COM              46133F109      15.82     1197 SH       SHARED                      1197
INVESCO NY QUALITY MUNI SEC  COM              46133F109     101.46     7675 SH       SHARED    01                7675
INVESCO QUALITY MUN INVT TR  COM              46133H105      30.15     2500 SH       SHARED    01                2500
INVESCO QUALITY MUN INVT TR  COM              46133H105      40.24     3337 SH       SHARED                      3337
INVESCO QUALITY MUN SECS     COM              46133J101      17.46     1350 SH       SHARED    01                1350
INVESCO QUALITY MUNI INC TRS COM              46133G107     138.46    11596 SH       SHARED    01               11596
INVESCO VAN KAMP BOND FND    COM              46132L107      27.24     1500 SH       SHARED    01                1500
INVESCO VAN KAMP BOND FND    COM              46132L107      45.84     2524 SH       SHARED                      2524
INVESCO VAN KAMP DYN CRDT OP COM              46132R104      71.53     5427 SH       SHARED                      5427
INVESCO VAN KAMP DYN CRDT OP COM              46132R104    4347.59   329863 SH       SHARED    01              329863
INVESCO VAN KAMPEN ADVANTAGE SH BEN INT       46132E103      45.26     4002 SH       SHARED                      4002
INVESCO VAN KAMPEN ADVANTAGE SH BEN INT       46132E103     123.23    10896 SH       SHARED    01               10896
INVESCO VAN KAMPEN CALIF VAL COM              46132H106      77.71     7015 SH       SHARED    01                7015
INVESCO VAN KAMPEN CALIF VAL COM              46132H106      88.15     7957 SH       SHARED                      7957
INVESCO VAN KAMPEN HIGH INCO COM              46131F101      20.38     1223 SH       SOLE              1223
INVESCO VAN KAMPEN MASS VALU COM              46132J102      13.32     1100 SH       SHARED    01                1100
INVESCO VAN KAMPEN MUNI OPP  COM              46132C107      12.35      933 SH       SHARED                       933
INVESCO VAN KAMPEN MUNI OPP  COM              46132C107     539.29    40732 SH       SHARED    01               40732
INVESCO VAN KAMPEN MUNI TRST COM              46131J103       6.21      480 SH       SHARED                       480
INVESCO VAN KAMPEN MUNI TRST COM              46131J103     223.27    17254 SH       SHARED    01               17254
INVESCO VAN KAMPEN OHIO QUAL COM              46131K100       15.3     1106 SH       SHARED                      1106
INVESCO VAN KAMPEN OHIO QUAL COM              46131K100      60.85     4400 SH       SHARED    01                4400
INVESCO VAN KAMPEN PA VALUE  COM              46132K109      86.49     6694 SH       SOLE              6694
INVESCO VAN KAMPEN SELECT MU SH BEN INT       46132G108      45.15     3978 SH       SHARED    01                3978
INVESCO VAN KAMPEN SELECT MU SH BEN INT       46132G108      57.18     5038 SH       SHARED                      5038
INVESCO VAN KAMPEN SR INC TR COM              46131H107      96.12    18736 SH       SHARED                     18736
INVESCO VAN KAMPEN SR INC TR COM              46131H107    3785.92   737996 SH       SHARED    01              737996
INVESCO VAN KAMPEN TR INSD M COM              46131L108      48.96     4090 SH       SOLE              4090
INVESCO VAN KAMPEN TR INVT G COM              46131M106      32.23     2398 SH       SHARED                      2398
INVESCO VAN KAMPEN TR INVT G COM              46131M106     1258.8    93661 SH       SHARED    01               93661
INVESCO VAN KAMPEN TR INVT G COM              46131R105      44.34     3073 SH       SOLE              3073
INVESCO VAN KAMPEN TR INVT G COM              46131T101      88.47     6500 SH       SHARED    01                6500
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
INVESTMENT TECHNOLOGY GRP NE COM              46145F105       6.37      350 SH       SHARED    20                           350
INVESTMENT TECHNOLOGY GRP NE COM              46145F105      20.41     1122 SH       SHARED    21                1122
INVESTMENT TECHNOLOGY GRP NE COM              46145F105     960.92    52827 SH       SHARED    01               52827
INVESTORS BANCORP INC        COM              46146P102     322.21    21610 SH       SOLE             21610
INVESTORS CAP HLDGS LTD      COM              46147M108       5.82      952 SH       SOLE               952
INVESTORS REAL ESTATE TR     SH BEN INT       461730103     335.08    35272 SH       SHARED                     35272
INVESTORS REAL ESTATE TR     SH BEN INT       461730103     376.54    39636 SH       SHARED    01               39636
INVESTORS REAL ESTATE TR     SH BEN INT       461730103     452.12    47592 SH       SHARED                               47592
INVESTORS TITLE CO           COM              461804106      19.68      619 SH       SOLE               619
INVITROGEN CORP              NOTE 1.500% 2/1  46185RAH3     352.64   304000 PRN      SOLE            304000
INVITROGEN CORP              NOTE 1.500% 2/1  46185RAK6       8.12     7000 PRN      SHARED    01                7000
INVITROGEN CORP              NOTE 3.250% 6/1  46185RAM2       1.11     1000 PRN      SHARED    01                1000
ION GEOPHYSICAL CORP         COM              462044108      68.53     5400 SH  P    SHARED                      5400
ION GEOPHYSICAL CORP         COM              462044108     388.31    30600 SH  C    SHARED                     30600
ION GEOPHYSICAL CORP         COM              462044108      699.3    55106 SH       SHARED                     55106
ION GEOPHYSICAL CORP         COM              462044108    2276.18   179368 SH       SHARED    01              179368
IPARTY CORP                  COM              46261R107      21.86    84079 SH       SOLE             84079
IPC THE HOSPITALIST CO INC   COM              44984A105      16.53      364 SH       SHARED    01                 364
IPC THE HOSPITALIST CO INC   COM              44984A105     361.42     7959 SH       SHARED                      7959
IPG PHOTONICS CORP           COM              44980X109      69.22     1200 SH  P    SHARED                      1200
IPG PHOTONICS CORP           COM              44980X109     138.43     2400 SH  C    SHARED                      2400
IPG PHOTONICS CORP           COM              44980X109     553.04     9588 SH       SHARED                      9588
IPG PHOTONICS CORP           COM              44980X109    1278.19    22160 SH       SHARED    01               22160
IRELAND BK                   SPONSORED ADR    46267Q103     250.19   142965 SH       SHARED    01              142965
IRELAND BK                   SPONSORED ADR    46267Q103      406.5   232287 SH       SHARED                    232287
IRIDIUM COMMUNICATIONS INC   COM              46269C102      10.37     1300 SH  P    SHARED                      1300
IRIDIUM COMMUNICATIONS INC   COM              46269C102      71.02     8900 SH  C    SHARED                      8900
IRIDIUM COMMUNICATIONS INC   COM              46269C102      81.71    10239 SH       SHARED    01               10239
IRIDIUM COMMUNICATIONS INC   COM              46269C102     132.91    16655 SH       SHARED                     16655
IRIDIUM COMMUNICATIONS INC   UNIT 02/14/2013  46269C201       4.27      407 SH       SOLE               407
IRIS INTL INC                COM              46270W105       9.02     1000 SH       SHARED    01                1000
IRIS INTL INC                COM              46270W105       70.3     7794 SH       SHARED                      7794
IROBOT CORP                  COM              462726100      16.45      500 SH  C    SHARED                       500
IROBOT CORP                  COM              462726100      26.31      800 SH       SHARED    01                 800
IROBOT CORP                  COM              462726100      52.62     1600 SH  P    SHARED                      1600
IROBOT CORP                  COM              462726100     294.37     8950 SH       SHARED                      8950
IRON MTN INC                 COM              462846106     252.96     8100 SH  C    SHARED                      8100
IRON MTN INC                 COM              462846106     443.47    14200 SH       SHARED                               14200
IRON MTN INC                 COM              462846106    2701.93    86517 SH       SHARED    01               86517
IRON MTN INC                 COM              462846106   13066.63   418400 SH  P    SHARED                    418400
IRONWOOD PHARMACEUTICALS INC COM CL A         46333X108       0.77       55 SH       SHARED    01                  55
IRONWOOD PHARMACEUTICALS INC COM CL A         46333X108        1.4      100 SH  P    SHARED                       100
IRONWOOD PHARMACEUTICALS INC COM CL A         46333X108        2.8      200 SH  C    SHARED                       200
IRONWOOD PHARMACEUTICALS INC COM CL A         46333X108     356.39    25493 SH       SHARED                     25493
IRSA INVERSIONES Y REP S A   GLOBL DEP RCPT   450047204       10.4      750 SH       SHARED    01                 750
ISHARES DIVERSIFIED ALTR TR  SH BEN INT       464294107      13.52      266 SH       SHARED                       266
ISHARES DIVERSIFIED ALTR TR  SH BEN INT       464294107    1840.86    36216 SH       SHARED    01               36216
ISHARES GOLD TRUST           ISHARES          464285105      18.23     1300 SH  P    SHARED                      1300
ISHARES GOLD TRUST           ISHARES          464285105      207.5    14800 SH  C    SHARED                     14800
ISHARES GOLD TRUST           ISHARES          464285105     3925.6   280000 SH       SHARED                    280000
ISHARES GOLD TRUST           ISHARES          464285105   33336.15  2377757 SH       SHARED    01             2377757
ISHARES INC                  JAPAN SML CAP    464286582      33.21      727 SH       SHARED                       727
ISHARES INC                  JAPAN SML CAP    464286582     870.43    19055 SH       SHARED    01               19055
ISHARES INC                  MSCI AUSTRALIA   464286103      19.97      750 SH       SHARED    21                 750
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES INC                  MSCI AUSTRALIA   464286103     243.04     9130 SH       SHARED                      9130
ISHARES INC                  MSCI AUSTRALIA   464286103   14236.83   534817 SH       SHARED    17                        534817
ISHARES INC                  MSCI AUSTRALIA   464286103   37388.75  1404536 SH       SHARED    01             1404536
ISHARES INC                  MSCI AUSTRIA INV 464286202    1815.68    77593 SH       SHARED    01               77593
ISHARES INC                  MSCI BELG INVEST 464286301     515.49    36534 SH       SHARED    01               36534
ISHARES INC                  MSCI BRAZIL      464286400      38.76      500 SH       SHARED                       500
ISHARES INC                  MSCI BRAZIL      464286400      95.96     1238 SH       SHARED    21                1238
ISHARES INC                  MSCI BRAZIL      464286400     435.61     5620 SH       SHARED                                5620
ISHARES INC                  MSCI BRAZIL      464286400    60450.9   779911 SH       SHARED    01              779911
ISHARES INC                  MSCI BRAZIL      464286400  132185.55  1705400 SH  P    SHARED                   1705400
ISHARES INC                  MSCI BRAZIL      464286400   714277.9  9215300 SH  C    SHARED                   9215300
ISHARES INC                  MSCI BRIC INDX   464286657      61.98     1232 SH       SHARED                      1232
ISHARES INC                  MSCI BRIC INDX   464286657      72.95     1450 SH       SHARED    17                          1450
ISHARES INC                  MSCI BRIC INDX   464286657     849.99    16895 SH       SHARED                               16895
ISHARES INC                  MSCI BRIC INDX   464286657   14116.43   280589 SH       SHARED    01              280589
ISHARES INC                  MSCI CDA INDEX   464286509      25.21      750 SH       SHARED    21                 750
ISHARES INC                  MSCI CDA INDEX   464286509     309.88     9220 SH       SHARED    17                          9220
ISHARES INC                  MSCI CDA INDEX   464286509    1683.86    50100 SH       SHARED                               50100
ISHARES INC                  MSCI CDA INDEX   464286509   42504.72  1264645 SH       SHARED    01             1264645
ISHARES INC                  MSCI CHILE INVES 464286640      86.21     1200 SH  C    SHARED                      1200
ISHARES INC                  MSCI CHILE INVES 464286640     216.09     3008 SH       SHARED                      3008
ISHARES INC                  MSCI CHILE INVES 464286640      267.6     3725 SH       SHARED    17                          3725
ISHARES INC                  MSCI CHILE INVES 464286640    7946.15   110609 SH       SHARED    01              110609
ISHARES INC                  MSCI EMKT EUR    464286566      60.02     1675 SH       SHARED    01                1675
ISHARES INC                  MSCI EMU INDEX   464286608    1631.54    42115 SH       SHARED                               42115
ISHARES INC                  MSCI EMU INDEX   464286608    9314.84   240445 SH       SHARED    01              240445
ISHARES INC                  MSCI EMU INDEX   464286608   48533.98  1252813 SH       SHARED    17                       1252813
ISHARES INC                  MSCI FRANCE      464286707    2357.91    87557 SH       SHARED    01               87557
ISHARES INC                  MSCI GERMAN      464286806   17528.29   675464 SH       SHARED    01              675464
ISHARES INC                  MSCI HONG KONG   464286871    1944.62   102727 SH       SHARED                              102727
ISHARES INC                  MSCI HONG KONG   464286871    8081.22   426900 SH  P    SHARED                    426900
ISHARES INC                  MSCI HONG KONG   464286871    8351.92   441200 SH  C    SHARED                    441200
ISHARES INC                  MSCI HONG KONG   464286871    8989.14   474862 SH       SHARED    17                        474862
ISHARES INC                  MSCI HONG KONG   464286871    12303.7   649958 SH       SHARED    01              649958
ISHARES INC                  MSCI HONG KONG   464286871   43663.05  2306553 SH       SHARED                   2306553
ISHARES INC                  MSCI ISRAEL FD   464286632     169.77     2874 SH       SHARED                      2874
ISHARES INC                  MSCI ISRAEL FD   464286632     926.28    15681 SH       SHARED    01               15681
ISHARES INC                  MSCI ITALY       464286855    1177.36    63367 SH       SHARED    01               63367
ISHARES INC                  MSCI JAPAN       464286848      58.61     5682 SH       SHARED    21                5682
ISHARES INC                  MSCI JAPAN       464286848     915.66    88770 SH       SHARED                               88770
ISHARES INC                  MSCI JAPAN       464286848    1954.64   189495 SH       SHARED                    189495
ISHARES INC                  MSCI JAPAN       464286848   15023.48  1456469 SH       SHARED    17                       1456469
ISHARES INC                  MSCI JAPAN       464286848   18674.28  1810400 SH  C    SHARED                   1810400
ISHARES INC                  MSCI JAPAN       464286848   20449.49  1982500 SH  P    SHARED                   1982500
ISHARES INC                  MSCI JAPAN       464286848   52898.77  5128334 SH       SHARED    01             5128334
ISHARES INC                  MSCI MALAYSIA    464286830     207.06    14000 SH  C    SHARED                     14000
ISHARES INC                  MSCI MALAYSIA    464286830    1237.92    83700 SH       SHARED    17                         83700
ISHARES INC                  MSCI MALAYSIA    464286830     4242.6   286856 SH       SHARED    01              286856
ISHARES INC                  MSCI MEX INVEST  464286822      271.2     4315 SH       SHARED    17                          4315
ISHARES INC                  MSCI MEX INVEST  464286822    2520.29    40100 SH  C    SHARED                     40100
ISHARES INC                  MSCI MEX INVEST  464286822     6787.8   108000 SH  P    SHARED                    108000
ISHARES INC                  MSCI MEX INVEST  464286822    13153.5   209284 SH       SHARED    01              209284
ISHARES INC                  MSCI MEX INVEST  464286822   51889.27   825605 SH       SHARED                    825605
ISHARES INC                  MSCI NETHR INVES 464286814    1842.78    79947 SH       SHARED    01               79947
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES INC                  MSCI PAC J IDX   464286665      24.16      500 SH  P    SHARED                       500
ISHARES INC                  MSCI PAC J IDX   464286665      43.87      908 SH       SHARED    21                 908
ISHARES INC                  MSCI PAC J IDX   464286665     207.73     4300 SH  C    SHARED                      4300
ISHARES INC                  MSCI PAC J IDX   464286665     993.69    20569 SH       SHARED    17                         20569
ISHARES INC                  MSCI PAC J IDX   464286665    2074.19    42935 SH       SHARED                     42935
ISHARES INC                  MSCI PAC J IDX   464286665    4253.07    88037 SH       SHARED                               88037
ISHARES INC                  MSCI PAC J IDX   464286665   42812.32   886200 SH       SHARED    01              886200
ISHARES INC                  MSCI SINGAPORE   464286673      24.61     1800 SH  P    SHARED                      1800
ISHARES INC                  MSCI SINGAPORE   464286673      31.44     2300 SH  C    SHARED                      2300
ISHARES INC                  MSCI SINGAPORE   464286673      73.41     5370 SH       SHARED                                5370
ISHARES INC                  MSCI SINGAPORE   464286673     1813.6   132670 SH       SHARED                    132670
ISHARES INC                  MSCI SINGAPORE   464286673    7172.51   524690 SH       SHARED    17                        524690
ISHARES INC                  MSCI SINGAPORE   464286673   10072.15   736807 SH       SHARED    01              736807
ISHARES INC                  MSCI S KOREA     464286772     907.34    14100 SH  P    SHARED                     14100
ISHARES INC                  MSCI S KOREA     464286772     2316.6    36000 SH  C    SHARED                     36000
ISHARES INC                  MSCI S KOREA     464286772    2996.78    46570 SH       SHARED                               46570
ISHARES INC                  MSCI S KOREA     464286772    4176.64    64905 SH       SHARED    17                         64905
ISHARES INC                  MSCI S KOREA     464286772   13176.76   204767 SH       SHARED    01              204767
ISHARES INC                  MSCI S KOREA     464286772   36195.07   562472 SH       SHARED                    562472
ISHARES INC                  MSCI SPAIN       464286764     106.05     2500 SH       SHARED    21                2500
ISHARES INC                  MSCI SPAIN       464286764     620.65    14631 SH       SHARED    01               14631
ISHARES INC                  MSCI STH AFRCA   464286780    8859.03   121473 SH       SHARED    01              121473
ISHARES INC                  MSCI SWEDEN      464286756   10999.64   335457 SH       SHARED    01              335457
ISHARES INC                  MSCI SWITZERLD   464286749      235.2     9300 SH       SHARED    21                9300
ISHARES INC                  MSCI SWITZERLD   464286749     425.38    16820 SH       SHARED                               16820
ISHARES INC                  MSCI SWITZERLD   464286749    2490.86    98492 SH       SHARED                     98492
ISHARES INC                  MSCI SWITZERLD   464286749    6127.79   242301 SH       SHARED    01              242301
ISHARES INC                  MSCI SWITZERLD   464286749   25479.07  1007476 SH       SHARED    17                       1007476
ISHARES INC                  MSCI TAIWAN      464286731    2984.79   200820 SH       SHARED    17                        200820
ISHARES INC                  MSCI TAIWAN      464286731    3315.94   223100 SH  P    SHARED    01              223100
ISHARES INC                  MSCI TAIWAN      464286731    5794.67   389872 SH       SHARED                              389872
ISHARES INC                  MSCI TAIWAN      464286731   12204.01   821100 SH  P    SHARED                    821100
ISHARES INC                  MSCI TAIWAN      464286731   14036.62   944400 SH       SHARED    01              944400
ISHARES INC                  MSCI TAIWAN      464286731   42918.13  2887582 SH       SHARED                   2887582
ISHARES INC                  MSCI TAIWAN      464286731   43530.75  2928800 SH  C    SHARED                   2928800
ISHARES INC                  MSCI THAILAND    464286624     133.62     2000 SH       SHARED                                2000
ISHARES INC                  MSCI THAILAND    464286624   12092.68   181001 SH       SHARED    01              181001
ISHARES INC                  MSCI TURKEY FD   464286715     353.93     5544 SH       SHARED                      5544
ISHARES INC                  MSCI TURKEY FD   464286715     5913.5    92630 SH       SHARED    01               92630
ISHARES INC                  MSCI UTD KINGD   464286699      71.64     4000 SH       SHARED    21                4000
ISHARES INC                  MSCI UTD KINGD   464286699     517.78    28910 SH       SHARED                               28910
ISHARES INC                  MSCI UTD KINGD   464286699    21521.3  1201636 SH       SHARED    01             1201636
ISHARES INC                  MSCI UTD KINGD   464286699   27601.69  1541133 SH       SHARED    17                       1541133
ISHARES INC                  MSCI HONG KONG   464286871    2536.62   134000 SH  P    SHARED    01              134000
ISHARES INC                  MSCI BRAZIL      464286400     631.71 8,150.00 SH       SHARED    17                      8,150.00
ISHARES S&P GSCI COMMODITY I UNIT BEN INT     46428R107     231.57     6200 SH  C    SHARED                      6200
ISHARES S&P GSCI COMMODITY I UNIT BEN INT     46428R107   14986.69   401250 SH       SHARED    01              401250
ISHARES SILVER TRUST         ISHARES          46428Q109     217.72     5921 SH       SHARED                      5921
ISHARES SILVER TRUST         ISHARES          46428Q109   95128.59  2587125 SH       SHARED    01             2587125
ISHARES SILVER TRUST         ISHARES          46428Q109   97212.53  2643800 SH  P    SHARED                   2643800
ISHARES SILVER TRUST         ISHARES          46428Q109   151172.5  4111300 SH  C    SHARED                   4111300
ISHARES TR                   10+ YR CR BD     464289511     230.18     4392 SH       SHARED    01                4392
ISHARES TR                   2012 S&P AMTFR   464289412      371.9     7328 SH       SHARED    01                7328
ISHARES TR                   2013 S&P AMTFR   464289388      44.25      874 SH       SHARED    01                 874
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES TR                   2014 S&P AMTFR   464289362     208.05     4110 SH       SHARED    01                4110
ISHARES TR                   2015 S&P AMTFR   464289339      48.65      942 SH       SHARED                       942
ISHARES TR                   2015 S&P AMTFR   464289339     542.27    10499 SH       SHARED    01               10499
ISHARES TR                   2016 S&P AMTFR   464289313     394.74     7795 SH       SHARED    01                7795
ISHARES TR                   2017 S&P AMTFR   464289271     788.52    15323 SH       SHARED    01               15323
ISHARES TR                   AGENCY BD FD     464288166      45.05      412 SH       SHARED                       412
ISHARES TR                   AGENCY BD FD     464288166   14470.72   132334 SH       SHARED    01              132334
ISHARES TR                   BARCLYS 10-20YR  464288653      49.19      440 SH       SHARED                       440
ISHARES TR                   BARCLYS 10-20YR  464288653    3009.88    26922 SH       SHARED    01               26922
ISHARES TR                   BARCLYS 1-3 YR   464287457      41.88      500 SH  P    SHARED                       500
ISHARES TR                   BARCLYS 1-3 YR   464287457     351.75     4200 SH       SHARED    21                4200
ISHARES TR                   BARCLYS 1-3 YR   464287457     833.65     9954 SH       SHARED                      9954
ISHARES TR                   BARCLYS 1-3 YR   464287457  121708.01  1453230 SH       SHARED    01             1453230
ISHARES TR                   BARCLYS 1-3YR CR 464288646     480.42     4600 SH       SHARED    21                4600
ISHARES TR                   BARCLYS 1-3YR CR 464288646  127951.85  1225123 SH       SHARED    01             1225123
ISHARES TR                   BARCLYS 20+ YR   464287432   24773.76   268900 SH       SHARED    01              268900
ISHARES TR                   BARCLYS 20+ YR   464287432   32807.49   356100 SH  P    SHARED                    356100
ISHARES TR                   BARCLYS 20+ YR   464287432   34981.76   379700 SH  C    SHARED                    379700
ISHARES TR                   BARCLYS 20+ YR   464287432      39047   423825 SH       SHARED                    423825
ISHARES TR                   BARCLYS 3-7 YR   464288661     412.42     3612 SH       SHARED                      3612
ISHARES TR                   BARCLYS 3-7 YR   464288661   20389.01   178569 SH       SHARED    01              178569
ISHARES TR                   BARCLYS 7-10 YR  464287440     1841.8    19800 SH  P    SHARED    01               19800
ISHARES TR                   BARCLYS 7-10 YR  464287440     613.87     6600 SH  C    SHARED                      6600
ISHARES TR                   BARCLYS 7-10 YR  464287440     688.27     7400 SH  P    SHARED                      7400
ISHARES TR                   BARCLYS 7-10 YR  464287440     699.81     7524 SH       SHARED                      7524
ISHARES TR                   BARCLYS 7-10 YR  464287440   47261.92   508138 SH       SHARED    01              508138
ISHARES TR                   BARCLYS CR BD    464288620       3.65       35 SH       SHARED                        35
ISHARES TR                   BARCLYS CR BD    464288620    4088.33    39179 SH       SHARED    01               39179
ISHARES TR                   BARCLYS GOVT CR  464288596     100.13      935 SH       SHARED                       935
ISHARES TR                   BARCLYS GOVT CR  464288596    2319.68    21661 SH       SHARED    01               21661
ISHARES TR                   BARCLYS INTER CR 464288638      38.85      369 SH       SHARED    21                 369
ISHARES TR                   BARCLYS INTER CR 464288638  141797.62  1346734 SH       SHARED    01             1346734
ISHARES TR                   BARCLYS INTER GV 464288612      65.26      606 SH       SHARED                       606
ISHARES TR                   BARCLYS INTER GV 464288612    5368.07    49846 SH       SHARED    01               49846
ISHARES TR                   BARCLYS MBS BD   464288588   44421.98   421741 SH       SHARED    01              421741
ISHARES TR                   BARCLYS SH TREA  464288679      54.23      492 SH       SHARED                       492
ISHARES TR                   BARCLYS SH TREA  464288679   25802.64   234080 SH       SHARED    01              234080
ISHARES TR                   BARCLYS TIPS BD  464287176     491.22     4500 SH  C    SHARED                      4500
ISHARES TR                   BARCLYS TIPS BD  464287176     502.14     4600 SH  P    SHARED                      4600
ISHARES TR                   BARCLYS TIPS BD  464287176     523.97     4800 SH       SHARED    21                4800
ISHARES TR                   BARCLYS TIPS BD  464287176   43631.25   399700 SH       SHARED                    399700
ISHARES TR                   BARCLYS TIPS BD  464287176  170287.74  1559983 SH       SHARED    01             1559983
ISHARES TR                   BARCLY USAGG B   464287226     107.23     1020 SH       SHARED                      1020
ISHARES TR                   BARCLY USAGG B   464287226      125.1     1190 SH       SHARED    21                1190
ISHARES TR                   BARCLY USAGG B   464287226  107130.94  1019033 SH       SHARED    01             1019033
ISHARES TR                   COHEN&ST RLTY    464287564     123.08     1755 SH       SHARED    21                1755
ISHARES TR                   COHEN&ST RLTY    464287564    16620.6   236997 SH       SHARED    01              236997
ISHARES TR                   CONS GOODS IDX   464287812   15328.01   231436 SH       SHARED    01              231436
ISHARES TR                   CONS SRVC IDX    464287580   13022.46   184428 SH       SHARED    01              184428
ISHARES TR                   DEV SM CP EX-N   464288497      68.79     1738 SH       SHARED                      1738
ISHARES TR                   DEV SM CP EX-N   464288497     681.21    17211 SH       SHARED    01               17211
ISHARES TR                   DJ AEROSPACE     464288760      842.5    13117 SH       SHARED    01               13117
ISHARES TR                   DJ BROKER-DEAL   464288794    4046.66   135612 SH       SHARED    01              135612
ISHARES TR                   DJ HEALTH CARE   464288828    1721.41    27805 SH       SHARED    01               27805
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES TR                   DJ HOME CONSTN   464288752      18.55     1400 SH  P    SHARED                      1400
ISHARES TR                   DJ HOME CONSTN   464288752      29.15     2200 SH  C    SHARED                      2200
ISHARES TR                   DJ HOME CONSTN   464288752    2755.39   207954 SH       SHARED    01              207954
ISHARES TR                   DJ INS INDX FD   464288786    1003.89    30946 SH       SHARED    01               30946
ISHARES TR                   DJ INTL SEL DIVD 464288448     3563.1    99528 SH       SHARED    01               99528
ISHARES TR                   DJ MED DEVICES   464288810    7924.34   123336 SH       SHARED    01              123336
ISHARES TR                   DJ OIL EQUIP     464288844     101.73     1500 SH  P    SHARED                      1500
ISHARES TR                   DJ OIL EQUIP     464288844     278.06     4100 SH  C    SHARED                      4100
ISHARES TR                   DJ OIL EQUIP     464288844   13401.84   197609 SH       SHARED    01              197609
ISHARES TR                   DJ OIL&GAS EXP   464288851      37.25      500 SH  P    SHARED                       500
ISHARES TR                   DJ OIL&GAS EXP   464288851      96.84     1300 SH  C    SHARED                      1300
ISHARES TR                   DJ OIL&GAS EXP   464288851    2767.86    37155 SH       SHARED    01               37155
ISHARES TR                   DJ PHARMA INDX   464288836     846.68    12757 SH       SHARED    01               12757
ISHARES TR                   DJ REGIONAL BK   464288778       2.44      100 SH  C    SHARED                       100
ISHARES TR                   DJ REGIONAL BK   464288778      69.02     2824 SH       SHARED                      2824
ISHARES TR                   DJ REGIONAL BK   464288778     114.11     4669 SH       SHARED    01                4669
ISHARES TR                   DJ SEL DIV INX   464287168       5.21      100 SH  C    SHARED                       100
ISHARES TR                   DJ SEL DIV INX   464287168      36.49      700 SH  P    SHARED                       700
ISHARES TR                   DJ SEL DIV INX   464287168    3404.09    65300 SH  P    SHARED    01               65300
ISHARES TR                   DJ SEL DIV INX   464287168    17666.6   338895 SH       SHARED                    338895
ISHARES TR                   DJ SEL DIV INX   464287168   46712.81   896083 SH       SHARED    01              896083
ISHARES TR                   DJ US BAS MATL   464287838    17564.5   214830 SH       SHARED    01              214830
ISHARES TR                   DJ US ENERGY     464287796   16496.36   363036 SH       SHARED    01              363036
ISHARES TR                   DJ US FINL SEC   464287788     433.25     7327 SH       SHARED                      7327
ISHARES TR                   DJ US FINL SEC   464287788   12505.11   211485 SH       SHARED    01              211485
ISHARES TR                   DJ US FINL SVC   464287770    1238.29    21124 SH       SHARED    01               21124
ISHARES TR                   DJ US HEALTHCR   464287762    11458.3   165726 SH       SHARED    01              165726
ISHARES TR                   DJ US INDEX FD   464287846    1588.53    23667 SH       SHARED    01               23667
ISHARES TR                   DJ US INDUSTRL   464287754     184.76     2600 SH       SHARED    21                2600
ISHARES TR                   DJ US INDUSTRL   464287754    5587.31    78628 SH       SHARED    01               78628
ISHARES TR                   DJ US REAL EST   464287739   10115.82   170300 SH  P    SHARED    01              170300
ISHARES TR                   DJ US REAL EST   464287739   24823.26   417900 SH  P    SHARED                    417900
ISHARES TR                   DJ US REAL EST   464287739    67288.5  1132803 SH       SHARED    01             1132803
ISHARES TR                   DJ US REAL EST   464287739  104131.65  1753058 SH       SHARED                   1753058
ISHARES TR                   DJ US REAL EST   464287739  201882.78  3398700 SH  C    SHARED                   3398700
ISHARES TR                   DJ US TECH SEC   464287721      29.94      450 SH       SHARED                                 450
ISHARES TR                   DJ US TECH SEC   464287721   36797.02   553006 SH       SHARED    01              553006
ISHARES TR                   DJ US TELECOMM   464287713      11.62      488 SH       SHARED    21                 488
ISHARES TR                   DJ US TELECOMM   464287713    5347.64   224502 SH       SHARED    01              224502
ISHARES TR                   DJ US UTILS      464287697    4410.67    55578 SH       SHARED    01               55578
ISHARES TR                   EPRA/NAR DEV ASI 464288463     399.27    13023 SH       SHARED    01               13023
ISHARES TR                   EPRA/NAR DEV EUR 464288471     106.34     3253 SH       SHARED    01                3253
ISHARES TR                   EPRA/NAR DEV R/E 464288489    4023.43   128298 SH       SHARED    01              128298
ISHARES TR                   FTSE CHINA25 IDX 464287184      26.95      600 SH       SHARED    21                 600
ISHARES TR                   FTSE CHINA25 IDX 464287184    1782.25    39685 SH       SHARED                               39685
ISHARES TR                   FTSE CHINA25 IDX 464287184    5335.98   118815 SH       SHARED    17                        118815
ISHARES TR                   FTSE CHINA25 IDX 464287184    8375.72   186500 SH  P    SHARED    01              186500
ISHARES TR                   FTSE CHINA25 IDX 464287184   41887.56   932700 SH  C    SHARED                    932700
ISHARES TR                   FTSE CHINA25 IDX 464287184   52049.39  1158971 SH       SHARED    01             1158971
ISHARES TR                   FTSE CHINA25 IDX 464287184   78938.31  1757700 SH  P    SHARED                   1757700
ISHARES TR                   FTSE CHINA25 IDX 464287184  192426.73  4284719 SH       SHARED                   4284719
ISHARES TR                   FTSE CHINA ETF   464288190     422.97     7976 SH       SHARED    01                7976
ISHARES TR                   HIGH YLD CORP    464288513     708.09     7700 SH       SHARED                      7700
ISHARES TR                   HIGH YLD CORP    464288513  100739.79  1095474 SH       SHARED    01             1095474
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES TR                   IBOXX INV CPBD   464287242      10.82      100 SH  P    SHARED                       100
ISHARES TR                   IBOXX INV CPBD   464287242      64.92      600 SH  C    SHARED                       600
ISHARES TR                   IBOXX INV CPBD   464287242      295.6     2732 SH       SHARED    21                2732
ISHARES TR                   IBOXX INV CPBD   464287242   16359.19   151194 SH       SHARED                    151194
ISHARES TR                   IBOXX INV CPBD   464287242  161271.88  1490498 SH       SHARED    01             1490498
ISHARES TR                   INDL OFF CAP IDX 464288554      60.92     2149 SH       SHARED                      2149
ISHARES TR                   INDL OFF CAP IDX 464288554     1178.4    41566 SH       SHARED    01               41566
ISHARES TR                   INDO INVS MRKT   46429B309    1408.62    47190 SH       SHARED    01               47190
ISHARES TR                   IRLND CPD INVT   46429B507       37.1     1750 SH       SHARED                      1750
ISHARES TR                   IRLND CPD INVT   46429B507     251.01    11840 SH       SHARED    17                         11840
ISHARES TR                   JPMORGAN USD     464288281   49562.26   464806 SH       SHARED    01              464806
ISHARES TR                   LARGE VAL INDX   464288109      23.35      366 SH       SHARED    21                 366
ISHARES TR                   LARGE VAL INDX   464288109    5725.05    89754 SH       SHARED    01               89754
ISHARES TR                   LRGE CORE INDX   464287127    2309.35    31256 SH       SHARED    01               31256
ISHARES TR                   LRGE GRW INDX    464287119      60.45      887 SH       SHARED    21                 887
ISHARES TR                   LRGE GRW INDX    464287119    6110.26    89659 SH       SHARED    01               89659
ISHARES TR                   MID CORE INDEX   464288208    3796.68    41240 SH       SHARED    01               41240
ISHARES TR                   MID GRWTH INDX   464288307    4078.02    38721 SH       SHARED    01               38721
ISHARES TR                   MID VAL INDEX    464288406    1383.25    17089 SH       SHARED    01               17089
ISHARES TR                   MRTG PLS CAP IDX 464288539    3128.86   206117 SH       SHARED    01              206117
ISHARES TR                   MSCI ACJPN IDX   464288182     535.33     8500 SH       SHARED                                8500
ISHARES TR                   MSCI ACJPN IDX   464288182    4134.26    65644 SH       SHARED    01               65644
ISHARES TR                   MSCI ACWI EX     464288240    5674.52   124852 SH       SHARED    01              124852
ISHARES TR                   MSCI ACWI EX     464289164       5.56      217 SH       SOLE               217
ISHARES TR                   MSCI ACWI INDX   464288257       53.2     1100 SH       SHARED    21                1100
ISHARES TR                   MSCI ACWI INDX   464288257      76.26     1577 SH       SHARED                      1577
ISHARES TR                   MSCI ACWI INDX   464288257    4957.77   102518 SH       SHARED    01              102518
ISHARES TR                   MSCI BRAZ SMCP   464289131      205.5     6978 SH       SHARED    01                6978
ISHARES TR                   MSCI EAFE INDEX  464287465      39.71      661 SH       SHARED    21                 661
ISHARES TR                   MSCI EAFE INDEX  464287465    3400.53    56600 SH  P    SHARED    01               56600
ISHARES TR                   MSCI EAFE INDEX  464287465   79291.12  1319759 SH       SHARED                   1319759
ISHARES TR                   MSCI EAFE INDEX  464287465  134855.57  2244600 SH  C    SHARED                   2244600
ISHARES TR                   MSCI EAFE INDEX  464287465  224657.14  3739300 SH  P    SHARED                   3739300
ISHARES TR                   MSCI EAFE INDEX  464287465  287930.04  4792444 SH       SHARED    01             4792444
ISHARES TR                   MSCI EMERG MKT   464287234      41.37      850 SH       SHARED    21                 850
ISHARES TR                   MSCI EMERG MKT   464287234    3497.33    71858 SH       SHARED                               71858
ISHARES TR                   MSCI EMERG MKT   464287234     3849.8    79100 SH  P    SHARED    01               79100
ISHARES TR                   MSCI EMERG MKT   464287234   33395.55   686163 SH       SHARED    17                        686163
ISHARES TR                   MSCI EMERG MKT   464287234   81818.55  1681088 SH       SHARED                   1681088
ISHARES TR                   MSCI EMERG MKT   464287234  215682.61  4431531 SH       SHARED    01             4431531
ISHARES TR                   MSCI EMERG MKT   464287234   247243.6  5080000 SH  P    SHARED                   5080000
ISHARES TR                   MSCI EMERG MKT   464287234  310193.38  6373400 SH  C    SHARED                   6373400
ISHARES TR                   MSCI EMG MATS    464289198      10.43      371 SH       SHARED    01                 371
ISHARES TR                   MSCI ESG SEL SOC 464288802    1346.58    23438 SH       SHARED    01               23438
ISHARES TR                   MSCI EURO FINL   464289180      27.97     1206 SH       SHARED                      1206
ISHARES TR                   MSCI EURO FINL   464289180      32.47     1400 SH       SHARED    01                1400
ISHARES TR                   MSCI GRW IDX     464288885    15373.4   247002 SH       SHARED    01              247002
ISHARES TR                   MSCI KLD400 SOC  464288570     237.89     4905 SH       SHARED                                4905
ISHARES TR                   MSCI KLD400 SOC  464288570     645.39    13307 SH       SHARED    01               13307
ISHARES TR                   MSCI PERU CAP    464289842     276.18     6050 SH       SHARED    17                          6050
ISHARES TR                   MSCI PERU CAP    464289842    7487.92   164029 SH       SHARED    01              164029
ISHARES TR                   MSCI RUSS INDX   46429B705     113.89     3705 SH       SHARED    01                3705
ISHARES TR                   MSCI SMALL CAP   464288273      25.92      598 SH       SHARED                       598
ISHARES TR                   MSCI SMALL CAP   464288273    7391.33   170543 SH       SHARED    01              170543
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES TR                   MSCI VAL IDX     464288877      34.99      660 SH       SHARED                       660
ISHARES TR                   MSCI VAL IDX     464288877   12362.78   233216 SH       SHARED    01              233216
ISHARES TR                   NASDQ BIO INDX   464287556      25.04      250 SH       SHARED    21                 250
ISHARES TR                   NASDQ BIO INDX   464287556     200.32     2000 SH  P    SHARED                      2000
ISHARES TR                   NASDQ BIO INDX   464287556      248.5     2481 SH       SHARED                      2481
ISHARES TR                   NASDQ BIO INDX   464287556    2013.22    20100 SH  C    SHARED                     20100
ISHARES TR                   NASDQ BIO INDX   464287556   16909.71   168827 SH       SHARED    01              168827
ISHARES TR                   NYSE 100INX FD   464287135     194.49     3058 SH       SHARED    01                3058
ISHARES TR                   PHLX SOX SEMICND 464287523    4659.42    78853 SH       SHARED    01               78853
ISHARES TR                   POLND INVT MKT   46429B606     1570.8    43877 SH       SHARED    01               43877
ISHARES TR                   REAL EST 50 IN   464288521     851.52    23739 SH       SHARED    01               23739
ISHARES TR                   RESIDENT PLS CAP 464288562       1659    39632 SH       SHARED    01               39632
ISHARES TR                   RETAIL CAP IDX   464288547     264.54     9279 SH       SHARED    01                9279
ISHARES TR                   RSSL MCRCP IDX   464288869    3629.18    68269 SH       SHARED    01               68269
ISHARES TR                   RUS200 GRW IDX   464289438  187087.91  5954421 SH       SHARED    01             5954421
ISHARES TR                   RUS200 IDX ETF   464289446      38.93     1283 SH       SHARED    01                1283
ISHARES TR                   RUS200 VAL IDX   464289420  179548.55  6076093 SH       SHARED    01             6076093
ISHARES TR                   RUSL 2000 GROW   464287648   33068.77   346851 SH       SHARED    01              346851
ISHARES TR                   RUSL 2000 VALU   464287630   68875.61   913712 SH       SHARED    01              913712
ISHARES TR                   RUSL 3000 GROW   464287671    1920.15    38620 SH       SHARED    01               38620
ISHARES TR                   RUSL 3000 VALU   464287663    1880.76    20821 SH       SHARED    01               20821
ISHARES TR                   RUSSELL 1000     464287622   17861.77   241800 SH       SHARED    01              241800
ISHARES TR                   RUSSELL1000GRW   464287614     1966.3    32517 SH       SHARED                     32517
ISHARES TR                   RUSSELL1000GRW   464287614  269953.62  4464257 SH       SHARED    01             4464257
ISHARES TR                   RUSSELL1000VAL   464287598     8848.4   128854 SH       SHARED                              128854
ISHARES TR                   RUSSELL1000VAL   464287598   14308.49   208366 SH       SHARED                    208366
ISHARES TR                   RUSSELL1000VAL   464287598   120587.2  1756039 SH       SHARED    01             1756039
ISHARES TR                   RUSSELL 2000     464287655    1246.16    14800 SH  P    SHARED    01               14800
ISHARES TR                   RUSSELL 2000     464287655     202.01     2400 SH       SHARED    21                2400
ISHARES TR                   RUSSELL 2000     464287655     202.01     2400 SH       SHARED                                2400
ISHARES TR                   RUSSELL 2000     464287655  127088.96  1509908 SH       SHARED    01             1509908
ISHARES TR                   RUSSELL 2000     464287655  197866.84  2350800 SH  C    SHARED                   2350800
ISHARES TR                   RUSSELL 2000     464287655   418375.4  4970600 SH  P    SHARED                   4970600
ISHARES TR                   RUSSELL 2000     464287655  772027.86  9172245 SH       SHARED                   9172245
ISHARES TR                   RUSSELL 3000     464287689      396.3     5000 SH       SHARED    21                5000
ISHARES TR                   RUSSELL 3000     464287689   12713.07   160397 SH       SHARED    01              160397
ISHARES TR                   RUSSELL MCP GR   464287481      36.36      597 SH       SHARED    21                 597
ISHARES TR                   RUSSELL MCP GR   464287481   59998.73   985039 SH       SHARED    01              985039
ISHARES TR                   RUSSELL MCP VL   464287473      36.26      753 SH       SHARED    21                 753
ISHARES TR                   RUSSELL MCP VL   464287473   44625.44   926608 SH       SHARED    01              926608
ISHARES TR                   RUSSELL MIDCAP   464287499   88828.81   815018 SH       SHARED    01              815018
ISHARES TR                   SMLL CORE INDX   464288505      54.77      562 SH       SHARED    21                 562
ISHARES TR                   SMLL CORE INDX   464288505    4533.56    46521 SH       SHARED    01               46521
ISHARES TR                   SMLL GRWTH IDX   464288604     208.33     2256 SH       SHARED    01                2256
ISHARES TR                   SMLL VAL INDX    464288703     5445.7    62038 SH       SHARED    01               62038
ISHARES TR                   S&P 100 IDX FD   464287101     3068.4    51700 SH       SHARED                               51700
ISHARES TR                   S&P 100 IDX FD   464287101   15970.73   269094 SH       SHARED    01              269094
ISHARES TR                   S&P 1500 INDEX   464287150     842.95    13910 SH       SHARED    17                         13910
ISHARES TR                   S&P 1500 INDEX   464287150     1413.8    23330 SH       SHARED    01               23330
ISHARES TR                   S&P500 GRW       464287309    1009.01    14685 SH       SHARED    17                         14685
ISHARES TR                   S&P500 GRW       464287309  111519.56  1623047 SH       SHARED    01             1623047
ISHARES TR                   S&P 500 INDEX    464287200      91.24      686 SH       SHARED                       686
ISHARES TR                   S&P 500 INDEX    464287200     359.13     2700 SH       SHARED    17                          2700
ISHARES TR                   S&P 500 INDEX    464287200     2755.3    20715 SH       SHARED                               20715
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES TR                   S&P 500 INDEX    464287200   43309.92   325614 SH       SHARED    01              325614
ISHARES TR                   S&P 500 VALUE    464287408      51.79      818 SH       SHARED    21                 818
ISHARES TR                   S&P 500 VALUE    464287408   96907.29  1530679 SH       SHARED    01             1530679
ISHARES TR                   S&P AGGR ALL     464289859      63.94     1775 SH       SHARED    01                1775
ISHARES TR                   S&P AMTFREE MUNI 464288323     820.01     8015 SH       SHARED    01                8015
ISHARES TR                   S&P ASIA 50 IN   464288430      119.6     2500 SH       SHARED    17                          2500
ISHARES TR                   S&P ASIA 50 IN   464288430    1927.19    40284 SH       SHARED    01               40284
ISHARES TR                   S&P CAL AMTFR MN 464288356    4953.34    49009 SH       SHARED    01               49009
ISHARES TR                   S&PCITI1-3YRTB   464288125     3262.5    30423 SH       SHARED    01               30423
ISHARES TR                   S&P CITINT TBD   464288117    3124.45    29899 SH       SHARED    01               29899
ISHARES TR                   S&P CONSR ALL    464289883      65.58     2245 SH       SHARED    01                2245
ISHARES TR                   S&P DEV EX-US    464288422    1438.89    42111 SH       SHARED    01               42111
ISHARES TR                   S&P EMRG INFRS   464288216    2509.89    69758 SH       SHARED    01               69758
ISHARES TR                   S&P EURO PLUS    464287861     129.64     3100 SH  P    SHARED                      3100
ISHARES TR                   S&P EURO PLUS    464287861     150.55     3600 SH  C    SHARED                      3600
ISHARES TR                   S&P EURO PLUS    464287861     246.74     5900 SH       SHARED    21                5900
ISHARES TR                   S&P EURO PLUS    464287861    8076.19   193118 SH       SHARED    01              193118
ISHARES TR                   S&P GBL ENER     464287341   17886.96   402678 SH       SHARED    01              402678
ISHARES TR                   S&P GBL FIN      464287333      83.96     1740 SH       SHARED                                1740
ISHARES TR                   S&P GBL FIN      464287333    3951.96    81906 SH       SHARED    01               81906
ISHARES TR                   S&P GBL HLTHCR   464287325    3360.42    62115 SH       SHARED    01               62115
ISHARES TR                   S&P GBL INF      464287291      75.85     1212 SH       SHARED                      1212
ISHARES TR                   S&P GBL INF      464287291      506.9     8100 SH       SHARED                                8100
ISHARES TR                   S&P GBL INF      464287291   11183.73   178711 SH       SHARED    01              178711
ISHARES TR                   S&P GBL TELCM    464287275     4970.2    80489 SH       SHARED    01               80489
ISHARES TR                   S&P GLB100INDX   464287572   11507.87   176096 SH       SHARED    01              176096
ISHARES TR                   S&P GLBIDX ETF   464288224      78.89     4185 SH       SHARED    01                4185
ISHARES TR                   S&P GLB MTRLS    464288695       74.6     1000 SH       SHARED    21                1000
ISHARES TR                   S&P GLB MTRLS    464288695    8828.09   118339 SH       SHARED    01              118339
ISHARES TR                   S&P GL CONSUME   464288745    1338.43    24464 SH       SHARED    01               24464
ISHARES TR                   S&P GL C STAPL   464288737      46.84      738 SH       SHARED                       738
ISHARES TR                   S&P GL C STAPL   464288737    3726.45    58712 SH       SHARED    01               58712
ISHARES TR                   S&P GL INDUSTR   464288729    2526.52    43719 SH       SHARED    01               43719
ISHARES TR                   S&P GLO INFRAS   464288372      83.09     2250 SH       SHARED    17                          2250
ISHARES TR                   S&P GLO INFRAS   464288372    3086.28    83571 SH       SHARED                               83571
ISHARES TR                   S&P GLO INFRAS   464288372    5158.97   139696 SH       SHARED    01              139696
ISHARES TR                   S&P GL UTILITI   464288711      59.53     1301 SH       SHARED                      1301
ISHARES TR                   S&P GL UTILITI   464288711    1845.95    40345 SH       SHARED    01               40345
ISHARES TR                   S&P GTFIDX ETF   464288174     276.36     5438 SH       SHARED    01                5438
ISHARES TR                   S&P INDIA 50     464289529      21.02      701 SH       SHARED                       701
ISHARES TR                   S&P INDIA 50     464289529    1079.49    35995 SH       SHARED    01               35995
ISHARES TR                   S&P LTN AM 40    464287390      42.06      782 SH       SHARED                                 782
ISHARES TR                   S&P LTN AM 40    464287390     161.37     3000 SH       SHARED    21                3000
ISHARES TR                   S&P LTN AM 40    464287390     268.95     5000 SH  C    SHARED                      5000
ISHARES TR                   S&P LTN AM 40    464287390    1991.31    37020 SH       SHARED                     37020
ISHARES TR                   S&P LTN AM 40    464287390    8444.76   156995 SH       SHARED    17                        156995
ISHARES TR                   S&P LTN AM 40    464287390      29329   545250 SH       SHARED    01              545250
ISHARES TR                   S&P MC 400 GRW   464287606   67390.63   610699 SH       SHARED    01              610699
ISHARES TR                   S&P MIDCAP 400   464287507    1509.28    15290 SH       SHARED                               15290
ISHARES TR                   S&P MIDCAP 400   464287507   60753.24   615472 SH       SHARED    01              615472
ISHARES TR                   S&P MIDCP VALU   464287705   34144.08   396103 SH       SHARED    01              396103
ISHARES TR                   S&P MODERATE     464289875       1.98       65 SH       SHARED    01                  65
ISHARES TR                   S&P MODERATE     464289875      15.59      511 SH       SHARED                       511
ISHARES TR                   S&P NA MULTIMD   464287531    3662.32   102906 SH       SHARED    01              102906
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ISHARES TR                   S&P NA NAT RES   464287374   15253.42   325580 SH       SHARED    01              325580
ISHARES TR                   S&P NA SOFTWR    464287515       49.6      800 SH       SHARED    21                 800
ISHARES TR                   S&P NA SOFTWR    464287515    8222.69   132624 SH       SHARED    01              132624
ISHARES TR                   S&P NA TECH FD   464287549    7089.53   112568 SH       SHARED    01              112568
ISHARES TR                   S&P NTL AMTFREE  464288414   28470.35   286278 SH       SHARED    01              286278
ISHARES TR                   S&P NUCIDX ETF   464288232      70.43     1708 SH       SHARED                      1708
ISHARES TR                   S&P NUCIDX ETF   464288232     109.48     2655 SH       SHARED    01                2655
ISHARES TR                   S&P SH NTL AMTFR 464288158      88.72      846 SH       SHARED                       846
ISHARES TR                   S&P SH NTL AMTFR 464288158    5007.11    47745 SH       SHARED    01               47745
ISHARES TR                   S&P SMLCAP 600   464287804     154.84     2105 SH       SHARED                      2105
ISHARES TR                   S&P SMLCAP 600   464287804     257.46     3500 SH  C    SHARED                      3500
ISHARES TR                   S&P SMLCAP 600   464287804   28065.13   381527 SH       SHARED    01              381527
ISHARES TR                   S&P SMLCP GROW   464287887   18254.88   231016 SH       SHARED    01              231016
ISHARES TR                   S&P SMLCP VALU   464287879     198.17     2600 SH  P    SHARED                      2600
ISHARES TR                   S&P SMLCP VALU   464287879    1745.44    22900 SH  C    SHARED                     22900
ISHARES TR                   S&P SMLCP VALU   464287879   13960.99   183167 SH       SHARED    01              183167
ISHARES TR                   S&P TARGET 40    464289800      51.25     1445 SH       SOLE              1445
ISHARES TR                   S&P TARGET RET   464289107      60.27     1993 SH       SOLE              1993
ISHARES TR                   S&P/TOPIX 150    464287382       1.12       25 SH       SHARED    01                  25
ISHARES TR                   S&P/TOPIX 150    464287382     161.42     3600 SH       SHARED    21                3600
ISHARES TR                   S&P/TOPIX 150    464287382     506.99    11307 SH       SHARED    17                         11307
ISHARES TR                   TRANSP AVE IDX   464287192   18379.14   191669 SH       SHARED    01              191669
ISHARES TR                   US PFD STK IDX   464288687      32.71      825 SH       SHARED    21                 825
ISHARES TR                   US PFD STK IDX   464288687     166.53     4200 SH  C    SHARED                      4200
ISHARES TR                   US PFD STK IDX   464288687     440.12    11100 SH  P    SHARED                     11100
ISHARES TR                   US PFD STK IDX   464288687  157060.79  3961180 SH       SHARED    01             3961180
ISHARES TR                   ZEALAND INVST    464289123     597.48    20043 SH       SHARED    01               20043
ISIS PHARMACEUTICALS INC     COM              464330109      14.46     1600 SH  P    SHARED                      1600
ISIS PHARMACEUTICALS INC     COM              464330109     178.99    19800 SH  C    SHARED                     19800
ISIS PHARMACEUTICALS INC     COM              464330109     537.46    59454 SH       SHARED                     59454
ISIS PHARMACEUTICALS INC     COM              464330109    1184.03   130977 SH       SHARED    01              130977
ISOFTSTONE HLDGS LTD         SPONSORED ADS    46489B108      70.97     3834 SH       SOLE              3834
ISRAMCO INC                  COM NEW          465141406      37.31      574 SH       SOLE               574
ISTA PHARMACEUTICALS INC     COM NEW          45031X204     117.39    11600 SH       SHARED                     11600
ISTA PHARMACEUTICALS INC     COM NEW          45031X204     137.63    13600 SH       SHARED    01               13600
ISTAR FINL INC               COM              45031U101     119.34    13000 SH  C    SHARED                     13000
ISTAR FINL INC               COM              45031U101     125.35    13655 SH       SHARED    01               13655
ISTAR FINL INC               COM              45031U101     150.55    16400 SH  P    SHARED                     16400
ISTAR FINL INC               COM              45031U101   18475.62  2012595 SH       SHARED                   2012595
ITAU UNIBANCO HLDG SA        SPON ADR REP PFD 465562106      27.85     1158 SH       SHARED    21                1158
ITAU UNIBANCO HLDG SA        SPON ADR REP PFD 465562106    1323.59    55035 SH       SHARED    20                         55035
ITAU UNIBANCO HLDG SA        SPON ADR REP PFD 465562106    5159.18   214519 SH       SHARED    01              214519
ITAU UNIBANCO HLDG SA        SPON ADR REP PFD 465562106   10344.39   430120 SH       SHARED                              430120
ITAU UNIBANCO HLDG SA        SPON ADR REP PFD 465562106   45034.27  1872527 SH       SHARED                   1872527
ITC HLDGS CORP               COM              465685105       5.66       81 SH       SHARED    21                  81
ITC HLDGS CORP               COM              465685105     3155.5    45143 SH       SHARED                     45143
ITC HLDGS CORP               COM              465685105    5501.13    78700 SH       SHARED    01               78700
ITRON INC                    COM              465741106       6.94      123 SH       SHARED    21                 123
ITRON INC                    COM              465741106     208.83     3700 SH       SHARED                                3700
ITRON INC                    COM              465741106     707.59    12537 SH       SHARED    01               12537
ITRON INC                    COM              465741106    1343.27    23800 SH  C    SHARED                     23800
ITRON INC                    COM              465741106    1354.56    24000 SH  P    SHARED                     24000
ITRON INC                    COM              465741106    8973.68   158995 SH       SHARED                    158995
ITRON INC                    NOTE 2.500% 8/0  465741AJ5   10496.34 10203000 PRN      SOLE          10203000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ITT CORP NEW                 COM              450911102       9.97      166 SH       SHARED    21                 166
ITT CORP NEW                 COM              450911102     744.62    12400 SH       SHARED                               12400
ITT CORP NEW                 COM              450911102     882.74    14700 SH  C    SHARED                     14700
ITT CORP NEW                 COM              450911102   22412.46   373230 SH       SHARED    01              373230
ITT CORP NEW                 COM              450911102   78815.63  1312500 SH       SHARED                   1312500
ITT CORP NEW                 COM              450911102   81613.96  1359100 SH  P    SHARED                   1359100
ITT EDUCATIONAL SERVICES INC COM              45068B109    1109.74    15381 SH       SHARED    01               15381
ITT EDUCATIONAL SERVICES INC COM              45068B109    1197.69    16600 SH  P    SHARED                     16600
ITT EDUCATIONAL SERVICES INC COM              45068B109    1700.86    23574 SH       SHARED                     23574
ITT EDUCATIONAL SERVICES INC COM              45068B109    3189.03    44200 SH  C    SHARED                     44200
ITURAN LOCATION AND CONTROL  SHS              M6158M104      41.28     2752 SH       SHARED    01                2752
ITURAN LOCATION AND CONTROL  SHS              M6158M104      64.73     4315 SH       SHARED                      4315
IVANHOE ENERGY INC           COM              465790103        3.1     1100 SH  C    SHARED                      1100
IVANHOE ENERGY INC           COM              465790103       28.2    10000 SH  C    SHARED    01               10000
IVANHOE ENERGY INC           COM              465790103      55.84    19800 SH       SHARED    01               19800
IVANHOE ENERGY INC           COM              465790103     127.97    45379 SH       SHARED                     45379
IVANHOE MINES LTD            COM              46579N103       6.81      248 SH       SHARED    21                 248
IVANHOE MINES LTD            COM              46579N103     476.84    17365 SH       SHARED                               17365
IVANHOE MINES LTD            COM              46579N103     560.18    20400 SH  P    SHARED                     20400
IVANHOE MINES LTD            COM              46579N103    2273.69    82800 SH  C    SHARED                     82800
IVANHOE MINES LTD            COM              46579N103    5594.12   203719 SH       SHARED    01              203719
IVANHOE MINES LTD            COM              46579N103   21319.94   776400 SH       SHARED                    776400
IVAX DIAGNOSTICS INC         COM              45070W109       6.43    10206 SH       SOLE             10206
IXIA                         COM              45071R109      93.18     5868 SH       SHARED    01                5868
IXIA                         COM              45071R109     372.05    23429 SH       SHARED                     23429
IXYS CORP                    COM              46600W106       2.01      150 SH       SHARED    01                 150
IXYS CORP                    COM              46600W106     125.79     9366 SH       SHARED                      9366
J & J SNACK FOODS CORP       COM              466032109      50.84     1080 SH       SHARED    01                1080
J & J SNACK FOODS CORP       COM              466032109     345.35     7337 SH       SHARED                      7337
J F CHINA REGION FD INC      COM              46614T107      22.05     1432 SH       SHARED                      1432
J F CHINA REGION FD INC      COM              46614T107       25.5     1656 SH       SHARED    01                1656
J2 GLOBAL COMMUNICATIONS INC COM NEW          46626E205       35.2     1193 SH       SHARED    21                1193
J2 GLOBAL COMMUNICATIONS INC COM NEW          46626E205     893.53    30281 SH       SHARED                     30281
J2 GLOBAL COMMUNICATIONS INC COM NEW          46626E205    1754.52    59459 SH       SHARED    01               59459
JA SOLAR HOLDINGS CO LTD     NOTE 4.500% 5/1  466090AA5       9.59    10000 PRN      SHARED    01               10000
JA SOLAR HOLDINGS CO LTD     SPON ADR         466090107     267.78    38200 SH  C    SHARED                     38200
JA SOLAR HOLDINGS CO LTD     SPON ADR         466090107     321.06    45800 SH  P    SHARED                     45800
JA SOLAR HOLDINGS CO LTD     SPON ADR         466090107     495.31    70657 SH       SHARED    01               70657
JA SOLAR HOLDINGS CO LTD     SPON ADR         466090107    1216.71   173568 SH       SHARED                    173568
JABIL CIRCUIT INC            COM              466313103    1360.64    66600 SH  P    SHARED                     66600
JABIL CIRCUIT INC            COM              466313103    1581.28    77400 SH  C    SHARED                     77400
JABIL CIRCUIT INC            COM              466313103    4258.14   208426 SH       SHARED                    208426
JABIL CIRCUIT INC            COM              466313103    7332.43   358905 SH       SHARED    01              358905
JACADA LTD                   SHS NEW          M6184R119       6.05     1791 SH       SOLE              1791
JACK IN THE BOX INC          COM              466367109     105.35     4645 SH       SHARED    01                4645
JACK IN THE BOX INC          COM              466367109     188.24     8300 SH       SHARED                      8300
JACKSON HEWITT TAX SVCS INC  COM              468202106       0.24      400 SH       SHARED    01                 400
JACKSON HEWITT TAX SVCS INC  COM              468202106        1.8     3000 SH  P    SHARED                      3000
JACKSON HEWITT TAX SVCS INC  COM              468202106       7.68    12803 SH       SHARED                     12803
JACKSON HEWITT TAX SVCS INC  COM              468202106      20.22    33700 SH  C    SHARED                     33700
JACKSONVILLE BANCORP INC MD  COM              46924R106       4.15      327 SH       SOLE               327
JACOBS ENGR GROUP INC DEL    COM              469814107      54.72     1064 SH       SHARED    21                1064
JACOBS ENGR GROUP INC DEL    COM              469814107     414.78     8065 SH       SHARED    20                          8065
JACOBS ENGR GROUP INC DEL    COM              469814107     452.58     8800 SH       SHARED                                8800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
JACOBS ENGR GROUP INC DEL    COM              469814107     529.73    10300 SH  P    SHARED                     10300
JACOBS ENGR GROUP INC DEL    COM              469814107    2926.37    56900 SH  C    SHARED                     56900
JACOBS ENGR GROUP INC DEL    COM              469814107    8006.78   155683 SH       SHARED    01              155683
JAGUAR MNG INC               COM              47009M103       1.57      300 SH  C    SHARED                       300
JAGUAR MNG INC               COM              47009M103      12.53     2400 SH       SHARED                      2400
JAGUAR MNG INC               COM              47009M103     364.36    69800 SH       SHARED    01               69800
JAKKS PAC INC                COM              47012E106        4.7      243 SH       SHARED    01                 243
JAKKS PAC INC                COM              47012E106      77.23     3991 SH       SHARED                      3991
JAMBA INC                    COM              47023A101        8.8     4000 SH       SHARED    01                4000
JAMES HARDIE INDS SE         SPONSORED ADR    47030M106       2.96       95 SH       SHARED    01                  95
JAMES HARDIE INDS SE         SPONSORED ADR    47030M106       37.8     1215 SH       SHARED                      1215
JAMES RIVER COAL CO          COM NEW          470355207     536.57    22200 SH  C    SHARED                     22200
JAMES RIVER COAL CO          COM NEW          470355207    2823.06   116800 SH  P    SHARED                    116800
JAMES RIVER COAL CO          COM NEW          470355207    8106.59   335399 SH       SHARED    01              335399
JANUS CAP GROUP INC          COM              47102X105       9.43      756 SH       SHARED    21                 756
JANUS CAP GROUP INC          COM              47102X105       13.9     1115 SH       SHARED    20                          1115
JANUS CAP GROUP INC          COM              47102X105     465.19    37305 SH       SHARED    01               37305
JANUS CAP GROUP INC          COM              47102X105     638.75    51223 SH       SHARED                     51223
JANUS CAP GROUP INC          NOTE 3.250% 7/1  47102XAG0        1.2     1000 PRN      SHARED    01                1000
JAPAN EQUITY FD INC          COM              471057109       9.53     1545 SH       SHARED    01                1545
JAPAN SMALLER CAPTLZTN FD IN COM              47109U104      10.04     1102 SH       SHARED                      1102
JAPAN SMALLER CAPTLZTN FD IN COM              47109U104     662.73    72748 SH       SHARED    01               72748
JARDEN CORP                  COM              471109108       6.22      175 SH       SHARED    20                           175
JARDEN CORP                  COM              471109108     209.86     5900 SH  P    SHARED                      5900
JARDEN CORP                  COM              471109108     273.89     7700 SH  C    SHARED                      7700
JARDEN CORP                  COM              471109108     537.93    15123 SH       SHARED    01               15123
JARDEN CORP                  COM              471109108    2084.72    58609 SH       SHARED                     58609
JAVELIN EXCHANGE-TRADED TR   JETS CNTRA OPS   471892208     113.66     2650 SH       SOLE              2650
JAZZ PHARMACEUTICALS INC     COM              472147107     110.93     3483 SH       SHARED    01                3483
JAZZ PHARMACEUTICALS INC     COM              472147107     289.84     9100 SH  C    SHARED                      9100
JAZZ PHARMACEUTICALS INC     COM              472147107     366.28    11500 SH  P    SHARED                     11500
JAZZ PHARMACEUTICALS INC     COM              472147107     570.47    17911 SH       SHARED                     17911
JDA SOFTWARE GROUP INC       COM              46612K108      87.21     2882 SH       SHARED    01                2882
JDA SOFTWARE GROUP INC       COM              46612K108      609.8    20152 SH       SHARED                     20152
JDS UNIPHASE CORP            COM PAR $0.001   46612J507    2925.62   140385 SH       SHARED    01              140385
JDS UNIPHASE CORP            COM PAR $0.001   46612J507    7937.96   380900 SH  C    SHARED                    380900
JDS UNIPHASE CORP            COM PAR $0.001   46612J507   10232.77   491016 SH       SHARED                    491016
JDS UNIPHASE CORP            COM PAR $0.001   46612J507   17636.89   846300 SH  P    SHARED                    846300
JDS UNIPHASE CORP            COM PAR $0.001   46612J507      31.26     1500 SH  C    SHARED    01                1500
JEFFERIES GROUP INC NEW      COM              472319102      14.59      585 SH       SHARED    20                           585
JEFFERIES GROUP INC NEW      COM              472319102      14.96      600 SH  P    SHARED                       600
JEFFERIES GROUP INC NEW      COM              472319102     226.95     9100 SH       SHARED                                9100
JEFFERIES GROUP INC NEW      COM              472319102     446.43    17900 SH  C    SHARED                     17900
JEFFERIES GROUP INC NEW      COM              472319102     960.86    38527 SH       SHARED                     38527
JEFFERIES GROUP INC NEW      COM              472319102       1247    50000 SH  P    SHARED    01               50000
JEFFERIES GROUP INC NEW      COM              472319102    2811.31   112723 SH       SHARED    01              112723
JEFFERIES GROUP INC NEW      DBCV 3.875%11/0  472319AG7    1178.98  1135000 PRN      SHARED    01             1135000
JETBLUE AIRWAYS CORP         COM              477143101      10.68     1704 SH       SHARED    21                1704
JETBLUE AIRWAYS CORP         COM              477143101      41.38     6600 SH  P    SHARED                      6600
JETBLUE AIRWAYS CORP         COM              477143101     126.03    20100 SH  C    SHARED                     20100
JETBLUE AIRWAYS CORP         COM              477143101    1090.03   173849 SH       SHARED    01              173849
JEWETT CAMERON TRADING LTD   COM NEW          47733C207       4.25      419 SH       SOLE               419
JIANGBO PHARMACEUTICALS INC  COM              47737R101       4.83     1102 SH       SOLE              1102
JINKOSOLAR HLDG CO LTD       SPONSORED ADR    47759T100      91.75     3398 SH       SHARED                      3398
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
JINKOSOLAR HLDG CO LTD       SPONSORED ADR    47759T100        189     7000 SH  P    SHARED                      7000
JINKOSOLAR HLDG CO LTD       SPONSORED ADR    47759T100      194.4     7200 SH  C    SHARED                      7200
JINKOSOLAR HLDG CO LTD       SPONSORED ADR    47759T100     637.34    23605 SH       SHARED    01               23605
JINPAN INTL LTD              ORD              G5138L100       5.84      500 SH  P    SHARED                       500
JINPAN INTL LTD              ORD              G5138L100      18.69     1600 SH       SHARED    01                1600
JINPAN INTL LTD              ORD              G5138L100      23.79     2037 SH       SHARED                      2037
JMP GROUP INC                COM              46629U107       0.86      100 SH       SHARED    01                 100
JOHN BEAN TECHNOLOGIES CORP  COM              477839104      57.17     2973 SH       SHARED    01                2973
JOHN BEAN TECHNOLOGIES CORP  COM              477839104     266.72    13870 SH       SHARED                     13870
JOHN HANCOCK BK &THRIFT OPP  SH BEN INT NEW   409735206       4.54      262 SH       SHARED    01                 262
JOHN HANCOCK BK &THRIFT OPP  SH BEN INT NEW   409735206      61.82     3567 SH       SHARED                      3567
JOHNSON & JOHNSON            COM              478160104     177.75     3000 SH  P    SHARED    01                3000
JOHNSON & JOHNSON            COM              478160104     288.49     4869 SH       SHARED    21                4869
JOHNSON & JOHNSON            COM              478160104    1143.23    19295 SH       SHARED    20                         19295
JOHNSON & JOHNSON            COM              478160104    2196.99    37080 SH       SHARED    17                         37080
JOHNSON & JOHNSON            COM              478160104   26675.54   450220 SH       SHARED                              450220
JOHNSON & JOHNSON            COM              478160104   33547.35   566200 SH  P    SHARED                    566200
JOHNSON & JOHNSON            COM              478160104  101831.49  1718675 SH       SHARED                   1718675
JOHNSON & JOHNSON            COM              478160104  140069.96  2364050 SH  C    SHARED                   2364050
JOHNSON & JOHNSON            COM              478160104  290789.46  4907839 SH       SHARED    01             4907839
JOHNSON CTLS INC             COM              478366107      13.14      316 SH       SHARED    21                 316
JOHNSON CTLS INC             COM              478366107     739.95    17800 SH  P    SHARED                     17800
JOHNSON CTLS INC             COM              478366107    1010.15    24300 SH  C    SHARED                     24300
JOHNSON CTLS INC             COM              478366107    1722.54    41437 SH       SHARED    20                         41437
JOHNSON CTLS INC             COM              478366107    3312.63    79688 SH       SHARED                               79688
JOHNSON CTLS INC             COM              478366107   15692.13   377487 SH       SHARED                    377487
JOHNSON CTLS INC             COM              478366107   32389.31   779151 SH       SHARED    01              779151
JONES GROUP INC              COM              48020T101      24.75     1800 SH  C    SHARED                      1800
JONES GROUP INC              COM              48020T101       60.5     4400 SH  P    SHARED                      4400
JONES GROUP INC              COM              48020T101     422.21    30706 SH       SHARED    01               30706
JONES LANG LASALLE INC       COM              48020Q107        1.5       15 SH       SHARED    21                  15
JONES LANG LASALLE INC       COM              48020Q107      49.87      500 SH  P    SHARED                       500
JONES LANG LASALLE INC       COM              48020Q107     219.43     2200 SH  C    SHARED                      2200
JONES LANG LASALLE INC       COM              48020Q107    1488.52    14924 SH       SHARED    01               14924
JONES LANG LASALLE INC       COM              48020Q107   18547.65   185960 SH       SHARED                    185960
JONES SODA CO                COM              48023P106       2.01     1636 SH       SHARED                      1636
JONES SODA CO                COM              48023P106      16.32    13266 SH       SHARED    01               13266
JOS A BANK CLOTHIERS INC     COM              480838101       5.09      100 SH  C    SHARED                       100
JOS A BANK CLOTHIERS INC     COM              480838101      15.26      300 SH       SHARED    01                 300
JOS A BANK CLOTHIERS INC     COM              480838101     183.17     3600 SH  P    SHARED                      3600
JOURNAL COMMUNICATIONS INC   CL A             481130102       7.35     1225 SH       SHARED    01                1225
JOY GLOBAL INC               COM              481165108      49.41      500 SH       SHARED    20                           500
JOY GLOBAL INC               COM              481165108     148.22     1500 SH       SHARED    21                1500
JOY GLOBAL INC               COM              481165108     276.67     2800 SH  P    SHARED    01                2800
JOY GLOBAL INC               COM              481165108     741.08     7500 SH       SHARED                                7500
JOY GLOBAL INC               COM              481165108    7351.46    74400 SH  C    SHARED                     74400
JOY GLOBAL INC               COM              481165108     9806.3    99244 SH       SHARED                     99244
JOY GLOBAL INC               COM              481165108   17835.21   180500 SH  P    SHARED                    180500
JOY GLOBAL INC               COM              481165108    30747.5   311178 SH       SHARED    01              311178
JPMORGAN CHASE & CO          ALERIAN ML ETN   46625H365      75.94     2000 SH  C    SHARED                      2000
JPMORGAN CHASE & CO          ALERIAN ML ETN   46625H365   34071.24   897320 SH       SHARED    01              897320
JPMORGAN CHASE & CO          COM              46625H100      18.44      400 SH  P    SHARED    01                 400
JPMORGAN CHASE & CO          COM              46625H100     292.78     6351 SH       SHARED    21                6351
JPMORGAN CHASE & CO          COM              46625H100     858.61    18625 SH       SHARED    17                         18625
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
JPMORGAN CHASE & CO          COM              46625H100    3437.45    74565 SH       SHARED    20                         74565
JPMORGAN CHASE & CO          COM              46625H100    14889.1   322974 SH       SHARED                              322974
JPMORGAN CHASE & CO          COM              46625H100   34602.66   750600 SH  P    SHARED                    750600
JPMORGAN CHASE & CO          COM              46625H100   52964.29  1148900 SH  C    SHARED                   1148900
JPMORGAN CHASE & CO          COM              46625H100  239351.94  5192016 SH       SHARED                   5192016
JPMORGAN CHASE & CO          COM              46625H100  246678.43  5350942 SH       SHARED    01             5350942
JPMORGAN CHASE & CO          ETN 130/30 23    46625H761       4.57      125 SH       SOLE               125
JPMORGAN CHASE & CO          *W EXP 10/28/201 46634E114       1.68      100 SH       SHARED                       100
JPMORGAN CHASE & CO          *W EXP 10/28/201 46634E114     640.27    38157 SH       SHARED    01               38157
JUNIPER NETWORKS INC         COM              48203R104      32.74      778 SH       SHARED    21                 778
JUNIPER NETWORKS INC         COM              48203R104     176.32     4190 SH       SHARED                      4190
JUNIPER NETWORKS INC         COM              48203R104    1493.84    35500 SH       SHARED                               35500
JUNIPER NETWORKS INC         COM              48203R104     2207.1    52450 SH       SHARED    20                         52450
JUNIPER NETWORKS INC         COM              48203R104     7469.2   177500 SH  C    SHARED                    177500
JUNIPER NETWORKS INC         COM              48203R104    8239.26   195800 SH  P    SHARED                    195800
JUNIPER NETWORKS INC         COM              48203R104   19321.33   459157 SH       SHARED    01              459157
K SEA TRANSN PARTNERS LP     COM              48268Y101       3.27      400 SH  C    SHARED                       400
K SEA TRANSN PARTNERS LP     COM              48268Y101      13.91     1700 SH  P    SHARED                      1700
K SEA TRANSN PARTNERS LP     COM              48268Y101      41.04     5017 SH       SHARED    01                5017
K SEA TRANSN PARTNERS LP     COM              48268Y101    3502.41   428167 SH       SHARED                    428167
K V PHARMACEUTICAL CO        CL A             482740206     143.76    24000 SH  C    SOLE             24000
K V PHARMACEUTICAL CO        CL A             482740206    1346.17   224737 SH       SOLE            224737
K V PHARMACEUTICAL CO        NOTE 2.500% 5/1  482740AC1     748.75  1000000 PRN      SOLE           1000000
K12 INC                      COM              48273U102       3.37      100 SH  C    SHARED                       100
K12 INC                      COM              48273U102      16.72      496 SH       SHARED    21                 496
K12 INC                      COM              48273U102     147.37     4373 SH       SHARED                      4373
K12 INC                      COM              48273U102     948.89    28157 SH       SHARED    01               28157
KADANT INC                   COM              48282T104     129.46     4943 SH       SHARED                      4943
KADANT INC                   COM              48282T104     209.83     8012 SH       SHARED    01                8012
KAISER ALUMINUM CORP         COM PAR $0.01    483007704       9.85      200 SH  C    SHARED                       200
KAISER ALUMINUM CORP         COM PAR $0.01    483007704     503.38    10221 SH       SHARED                     10221
KAISER ALUMINUM CORP         COM PAR $0.01    483007704    2519.83    51164 SH       SHARED    01               51164
KAISER FED FINL GROUP INC    COM              483056107       0.41       33 SH       SOLE                33
KAMAN CORP                   COM              483548103       17.6      500 SH       SHARED    01                 500
KAMAN CORP                   COM              483548103     711.88    20224 SH       SHARED                     20224
KANDI TECHNOLOGIES CORP      COM              483709101       1.54      500 SH  C    SOLE               500
KANDI TECHNOLOGIES CORP      COM              483709101      68.28    22240 SH       SOLE             22240
KANSAS CITY LIFE INS CO      COM              484836101      63.03     1971 SH       SOLE              1971
KANSAS CITY SOUTHERN         COM NEW          485170302       5.45      100 SH  C    SHARED                       100
KANSAS CITY SOUTHERN         COM NEW          485170302       6.81      125 SH       SHARED    20                           125
KANSAS CITY SOUTHERN         COM NEW          485170302      18.19      334 SH       SHARED    21                 334
KANSAS CITY SOUTHERN         COM NEW          485170302     625.58    11489 SH       SHARED                     11489
KANSAS CITY SOUTHERN         COM NEW          485170302       1089    20000 SH  P    SHARED                     20000
KANSAS CITY SOUTHERN         COM NEW          485170302    2897.88    53221 SH       SHARED    01               53221
KAPSTONE PAPER & PACKAGING C COM              48562P103     281.98    16423 SH       SOLE             16423
KAR AUCTION SVCS INC         COM              48238T109      301.6    19661 SH       SHARED                     19661
KAR AUCTION SVCS INC         COM              48238T109     435.49    28389 SH       SHARED    01               28389
KAYDON CORP                  COM              486587108       3.72       95 SH       SHARED    20                            95
KAYDON CORP                  COM              486587108      31.94      815 SH       SHARED    01                 815
KAYDON CORP                  COM              486587108      47.03     1200 SH  C    SHARED                      1200
KAYDON CORP                  COM              486587108     156.76     4000 SH       SHARED    21                4000
KAYDON CORP                  COM              486587108     646.48    16496 SH       SHARED                     16496
KAYNE ANDERSON ENERGY DEV CO COM              48660Q102      46.71     2388 SH       SHARED                      2388
KAYNE ANDERSON ENERGY DEV CO COM              48660Q102    2163.18   110592 SH       SHARED    01              110592
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
KAYNE ANDERSON ENRGY TTL RT  COM              48660P104    6613.14   209012 SH       SHARED    01              209012
KAYNE ANDERSON MDSTM ENERGY  COM              48661E108    2683.93   107100 SH       SHARED    01              107100
KAYNE ANDERSON MLP INVSMNT C COM              486606106    19541.2   598139 SH       SHARED    01              598139
KB FINANCIAL GROUP INC       SPONSORED ADR    48241A105     300.92     5768 SH       SHARED    20                          5768
KB FINANCIAL GROUP INC       SPONSORED ADR    48241A105     593.17    11370 SH       SHARED                     11370
KB FINANCIAL GROUP INC       SPONSORED ADR    48241A105     612.21    11735 SH       SHARED    01               11735
KB HOME                      COM              48666K109      34.46     2770 SH       SHARED    01                2770
KB HOME                      COM              48666K109    1377.18   110706 SH       SHARED                    110706
KB HOME                      COM              48666K109    2269.06   182400 SH  C    SHARED                    182400
KB HOME                      COM              48666K109    2958.23   237800 SH  P    SHARED                    237800
KBR INC                      COM              48242W106      15.75      417 SH       SHARED    21                 417
KBR INC                      COM              48242W106      37.77     1000 SH  C    SHARED                      1000
KBR INC                      COM              48242W106     363.61     9627 SH       SHARED                                9627
KBR INC                      COM              48242W106    1173.44    31068 SH       SHARED                     31068
KBR INC                      COM              48242W106    6286.33   166437 SH       SHARED    01              166437
KBW INC                      COM              482423100        4.3      164 SH       SHARED    21                 164
KBW INC                      COM              482423100     495.88    18934 SH       SHARED                     18934
KBW INC                      COM              482423100    1217.36    46482 SH       SHARED    01               46482
KEARNY FINL CORP             COM              487169104      74.22     7400 SH       SOLE              7400
KEEGAN RES INC               COM              487275109       0.87      100 SH  P    SOLE               100
KEEGAN RES INC               COM              487275109       4.34      500 SH  C    SOLE               500
KEEGAN RES INC               COM              487275109       8.52      981 SH       SOLE               981
KELLOGG CO                   COM              487836108     107.96     2000 SH  P    SHARED    01                2000
KELLOGG CO                   COM              487836108      514.7     9535 SH       SHARED    17                          9535
KELLOGG CO                   COM              487836108      545.2    10100 SH  P    SHARED                     10100
KELLOGG CO                   COM              487836108    1025.62    19000 SH       SHARED                               19000
KELLOGG CO                   COM              487836108    2515.47    46600 SH  C    SHARED                     46600
KELLOGG CO                   COM              487836108    4755.48    88097 SH       SHARED                     88097
KELLOGG CO                   COM              487836108    5268.18    97595 SH       SHARED    20                         97595
KELLOGG CO                   COM              487836108   17007.91   315078 SH       SHARED    01              315078
KELLY SVCS INC               CL A             488152208      199.8     9203 SH       SHARED    01                9203
KELLY SVCS INC               CL A             488152208     421.54    19417 SH       SHARED                     19417
KELLY SVCS INC               CL B             488152307      48.47     2383 SH       SOLE              2383
KEMET CORP                   COM NEW          488360207       7.42      500 SH  P    SHARED                       500
KEMET CORP                   COM NEW          488360207      74.15     5000 SH  C    SHARED                      5000
KEMET CORP                   COM NEW          488360207     114.67     7732 SH       SHARED    01                7732
KEMET CORP                   COM NEW          488360207     399.82    26960 SH       SHARED                     26960
KENDLE INTERNATIONAL INC     COM              48880L107       1.07      100 SH  P    SOLE               100
KENEXA CORP                  COM              488879107      61.47     2228 SH       SHARED    01                2228
KENEXA CORP                  COM              488879107     197.27     7150 SH       SHARED                      7150
KENNAMETAL INC               COM              489170100     462.03    11847 SH       SHARED    01               11847
KENNAMETAL INC               COM              489170100    1618.66    41504 SH       SHARED                     41504
KENNEDY-WILSON HLDGS INC     COM              489398107      12.71     1170 SH       SOLE              1170
KENSEY NASH CORP             COM              490057106      96.97     3893 SH       SOLE              3893
KENT FINL SVCS INC           COM NEW          490560208       0.08       60 SH       SOLE                60
KENTUCKY FIRST FED BANCORP   COM              491292108       6.17      725 SH       SOLE               725
KERYX BIOPHARMACEUTICALS INC COM              492515101        9.5     1900 SH       SHARED    01                1900
KERYX BIOPHARMACEUTICALS INC COM              492515101       99.5    19900 SH  P    SHARED                     19900
KERYX BIOPHARMACEUTICALS INC COM              492515101        126    25200 SH  C    SHARED                     25200
KERYX BIOPHARMACEUTICALS INC COM              492515101     884.91   176982 SH       SHARED                    176982
KEY ENERGY SVCS INC          COM              492914106       7.78      500 SH  C    SHARED                       500
KEY ENERGY SVCS INC          COM              492914106    1289.65    82936 SH       SHARED    01               82936
KEY ENERGY SVCS INC          COM              492914106    1847.84   118832 SH       SHARED                    118832
KEY TECHNOLOGY INC           COM              493143101      40.74     2016 SH       SHARED                      2016
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
KEY TECHNOLOGY INC           COM              493143101       48.5     2400 SH       SHARED    01                2400
KEY TRONICS CORP             COM              493144109       7.11     1420 SH       SOLE              1420
KEYCORP NEW                  COM              493267108       8.66      975 SH       SHARED    20                           975
KEYCORP NEW                  COM              493267108      36.91     4157 SH       SHARED    21                4157
KEYCORP NEW                  COM              493267108     299.26    33700 SH  P    SHARED                     33700
KEYCORP NEW                  COM              493267108     527.47    59400 SH       SHARED                               59400
KEYCORP NEW                  COM              493267108     634.92    71500 SH  C    SHARED                     71500
KEYCORP NEW                  COM              493267108    4893.77   551100 SH       SHARED    01              551100
KEYCORP NEW                  PFD 7.75% SR A   493267405      20.34      181 SH       SOLE               181
KEYNOTE SYS INC              COM              493308100     119.78     6457 SH       SOLE              6457
KEYUAN PETROCHEMICALS INC    COM              493722102       7.38     1512 SH       SOLE              1512
KEYW HLDG CORP               COM              493723100    3603.89   293476 SH       SOLE            293476
KFORCE INC                   COM              493732101     262.81    14361 SH       SOLE             14361
KID BRANDS INC               COM              49375T100    2097.98   285440 SH       SHARED    01              285440
KILROY RLTY CORP             COM              49427F108        5.9      152 SH       SHARED    21                 152
KILROY RLTY CORP             COM              49427F108    1224.43    31533 SH       SHARED                               31533
KILROY RLTY CORP             COM              49427F108     2161.2    55658 SH       SHARED                     55658
KILROY RLTY CORP             COM              49427F108    2730.64    70323 SH       SHARED    01               70323
KILROY RLTY CORP             COM              49427F108   11458.73   295100 SH  P    SHARED                    295100
KIMBALL INTL INC             CL B             494274103       1.46      208 SH       SHARED    01                 208
KIMBALL INTL INC             CL B             494274103      65.37     9339 SH       SHARED                      9339
KIMBER RES INC               COM              49435N101       6.72     4000 SH       SHARED    01                4000
KIMBERLY CLARK CORP          COM              494368103       11.1      170 SH       SHARED    21                 170
KIMBERLY CLARK CORP          COM              494368103     737.55    11300 SH  P    SHARED                     11300
KIMBERLY CLARK CORP          COM              494368103    1405.92    21540 SH       SHARED    20                         21540
KIMBERLY CLARK CORP          COM              494368103    1856.74    28447 SH       SHARED                               28447
KIMBERLY CLARK CORP          COM              494368103    4063.51    62257 SH       SHARED                     62257
KIMBERLY CLARK CORP          COM              494368103    4901.78    75100 SH  C    SHARED                     75100
KIMBERLY CLARK CORP          COM              494368103   74311.27  1138521 SH       SHARED    01             1138521
KIMCO RLTY CORP              COM              49446R109       3.67      200 SH  P    SHARED                       200
KIMCO RLTY CORP              COM              49446R109      14.53      792 SH       SHARED    21                 792
KIMCO RLTY CORP              COM              49446R109    1359.84    74146 SH       SHARED    01               74146
KIMCO RLTY CORP              COM              49446R109    3459.53   188633 SH       SHARED                    188633
KIMCO RLTY CORP              COM              49446R109    4974.84   271256 SH       SHARED                              271256
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER   494550106    2156.02    29100 SH  C    SHARED                     29100
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER   494550106    6675.51    90100 SH  P    SHARED                     90100
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER   494550106   27062.04   365259 SH       SHARED                    365259
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER   494550106   51288.06   692240 SH       SHARED    01              692240
KINDER MORGAN INC DEL        COM              49456B101      14.82      500 SH  P    SHARED                       500
KINDER MORGAN INC DEL        COM              49456B101      47.42     1600 SH  C    SHARED                      1600
KINDER MORGAN INC DEL        COM              49456B101     610.08    20583 SH       SHARED                     20583
KINDER MORGAN INC DEL        COM              49456B101    2047.29    69072 SH       SHARED    01               69072
KINDER MORGAN MANAGEMENT LLC SHS              49455U100      26.24      400 SH  C    SHARED                       400
KINDER MORGAN MANAGEMENT LLC SHS              49455U100      78.71     1200 SH  P    SHARED                      1200
KINDER MORGAN MANAGEMENT LLC SHS              49455U100     311.81     4754 SH       SHARED                                4754
KINDER MORGAN MANAGEMENT LLC SHS              49455U100    1339.48    20422 SH       SHARED                     20422
KINDER MORGAN MANAGEMENT LLC SHS              49455U100   16919.47   257958 SH       SHARED    01              257958
KINDRED HEALTHCARE INC       COM              494580103      119.4     5000 SH  P    SHARED                      5000
KINDRED HEALTHCARE INC       COM              494580103    1124.08    47072 SH       SHARED    01               47072
KINETIC CONCEPTS INC         COM NEW          49460W208      22.48      413 SH       SHARED    21                 413
KINETIC CONCEPTS INC         COM NEW          49460W208      92.51     1700 SH  P    SHARED                      1700
KINETIC CONCEPTS INC         COM NEW          49460W208     114.28     2100 SH  C    SHARED                      2100
KINETIC CONCEPTS INC         COM NEW          49460W208     679.27    12482 SH       SHARED    01               12482
KINETIC CONCEPTS INC         COM NEW          49460W208    1363.17    25049 SH       SHARED                     25049
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
KINGOLD JEWELRY INC          COM NEW          49579A204       0.44      179 SH       SOLE               179
KINGSTONE COS INC            COM              496719105       6.31     2162 SH       SOLE              2162
KINROSS GOLD CORP            COM NO PAR       496902404       0.02        1 SH       SHARED    20                             1
KINROSS GOLD CORP            COM NO PAR       496902404         41     2603 SH       SHARED    21                2603
KINROSS GOLD CORP            COM NO PAR       496902404    1283.12    81468 SH       SHARED                               81468
KINROSS GOLD CORP            COM NO PAR       496902404    4606.88   292500 SH  P    SHARED                    292500
KINROSS GOLD CORP            COM NO PAR       496902404   10320.58   655275 SH       SHARED                    655275
KINROSS GOLD CORP            COM NO PAR       496902404   12166.48   772475 SH       SHARED    01              772475
KINROSS GOLD CORP            COM NO PAR       496902404    24336.9  1545200 SH  C    SHARED                   1545200
KINROSS GOLD CORP            NOTE 1.750% 3/1  496902AD9       7088  7088000 PRN      SOLE           7088000
KIRBY CORP                   COM              497266106      19.31      337 SH       SHARED    21                 337
KIRBY CORP                   COM              497266106     497.85     8690 SH       SHARED    20                          8690
KIRBY CORP                   COM              497266106    1790.43    31252 SH       SHARED    01               31252
KIRBY CORP                   COM              497266106    2904.49    50698 SH       SHARED                     50698
KIRKLANDS INC                COM              497498105       1.54      100 SH  P    SHARED                       100
KIRKLANDS INC                COM              497498105       7.72      500 SH  C    SHARED                       500
KIRKLANDS INC                COM              497498105       9.56      619 SH       SHARED    01                 619
KIRKLANDS INC                COM              497498105     107.86     6986 SH       SHARED                      6986
KIT DIGITAL INC              COM NEW          482470200     122.45    10170 SH       SOLE             10170
KITE RLTY GROUP TR           COM              49803T102     184.94    34829 SH       SHARED                     34829
KITE RLTY GROUP TR           COM              49803T102     215.92    40663 SH       SHARED                               40663
KITE RLTY GROUP TR           COM              49803T102     330.06    62158 SH       SHARED    01               62158
KKR & CO L P DEL             COM UNITS        48248M102       72.2     4400 SH  P    SHARED                      4400
KKR & CO L P DEL             COM UNITS        48248M102     306.87    18700 SH  C    SHARED                     18700
KKR & CO L P DEL             COM UNITS        48248M102    1717.96   104690 SH       SHARED    01              104690
KKR & CO L P DEL             COM UNITS        48248M102    74175.2  4520122 SH       SHARED                   4520122
KKR FINANCIAL HLDGS LLC      COM              48248A306     122.38    12500 SH  C    SHARED                     12500
KKR FINANCIAL HLDGS LLC      COM              48248A306     459.15    46900 SH  P    SHARED                     46900
KKR FINANCIAL HLDGS LLC      COM              48248A306     927.86    94776 SH       SHARED    01               94776
KKR FINANCIAL HLDGS LLC      COM              48248A306    21286.9  2174351 SH       SHARED                   2174351
KLA-TENCOR CORP              COM              482480100     501.59    10600 SH       SHARED                               10600
KLA-TENCOR CORP              COM              482480100    1225.07    25889 SH       SHARED                     25889
KLA-TENCOR CORP              COM              482480100    3002.12    63443 SH       SHARED    01               63443
KLA-TENCOR CORP              COM              482480100    3094.73    65400 SH  C    SHARED                     65400
KLA-TENCOR CORP              COM              482480100    4121.57    87100 SH  P    SHARED                     87100
KNIGHT CAP GROUP INC         CL A COM         499005106      14.74     1100 SH  C    SHARED                      1100
KNIGHT CAP GROUP INC         CL A COM         499005106     313.56    23400 SH  P    SHARED                     23400
KNIGHT CAP GROUP INC         CL A COM         499005106     694.09    51798 SH       SHARED                     51798
KNIGHT CAP GROUP INC         CL A COM         499005106    1502.48   112125 SH       SHARED    01              112125
KNIGHT TRANSN INC            COM              499064103       3.85      200 SH  P    SHARED                       200
KNIGHT TRANSN INC            COM              499064103      11.55      600 SH  C    SHARED                       600
KNIGHT TRANSN INC            COM              499064103     396.36    20590 SH       SHARED                     20590
KNIGHT TRANSN INC            COM              499064103    1741.76    90481 SH       SHARED    01               90481
KNOLL INC                    COM NEW          498904200        3.4      162 SH       SHARED    01                 162
KNOLL INC                    COM NEW          498904200     400.34    19100 SH       SHARED                     19100
KNOLOGY INC                  COM              499183804      35.23     2729 SH       SOLE              2729
KNOT INC                     COM              499184109       2.41      200 SH  C    SHARED                       200
KNOT INC                     COM              499184109       3.62      300 SH       SHARED    01                 300
KODIAK OIL & GAS CORP        COM              50015Q100      31.49     4700 SH  C    SHARED                      4700
KODIAK OIL & GAS CORP        COM              50015Q100      44.89     6700 SH       SHARED                                6700
KODIAK OIL & GAS CORP        COM              50015Q100      60.97     9100 SH  P    SHARED                      9100
KODIAK OIL & GAS CORP        COM              50015Q100     536.49    80073 SH       SHARED    01               80073
KODIAK OIL & GAS CORP        COM              50015Q100     807.46   120517 SH       SHARED                    120517
KOHLS CORP                   COM              500255104      14.75      278 SH       SHARED    21                 278
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
KOHLS CORP                   COM              500255104     523.72     9874 SH       SHARED                      9874
KOHLS CORP                   COM              500255104    1176.37    22179 SH       SHARED                               22179
KOHLS CORP                   COM              500255104    1829.88    34500 SH  P    SHARED                     34500
KOHLS CORP                   COM              500255104    3230.14    60900 SH  C    SHARED                     60900
KOHLS CORP                   COM              500255104    3716.83    70076 SH       SHARED    01               70076
KONA GRILL INC               COM              50047H201       7.53     1435 SH       SOLE              1435
KONAMI CORP                  SPONSORED ADR    50046R101       5.56      301 SH       SHARED                       301
KONAMI CORP                  SPONSORED ADR    50046R101      45.12     2444 SH       SHARED    01                2444
KONGZHONG CORP               SPONSORED ADR    50047P104       5.04      500 SH  C    SHARED                       500
KONGZHONG CORP               SPONSORED ADR    50047P104     109.09    10833 SH       SHARED                     10833
KONGZHONG CORP               SPONSORED ADR    50047P104     533.71    53000 SH       SHARED    01               53000
KONINKLIJKE PHILIPS ELECTRS  NY REG SH NEW    500472303      40.21     1250 SH       SHARED    17                          1250
KONINKLIJKE PHILIPS ELECTRS  NY REG SH NEW    500472303     573.46    17826 SH       SHARED                     17826
KONINKLIJKE PHILIPS ELECTRS  NY REG SH NEW    500472303    7897.83   245503 SH       SHARED    01              245503
KOPIN CORP                   COM              500600101      92.45    20185 SH       SHARED    01               20185
KOPIN CORP                   COM              500600101      143.2    31267 SH       SHARED                     31267
KOPPERS HOLDINGS INC         COM              50060P106       8.54      200 SH  C    SHARED                       200
KOPPERS HOLDINGS INC         COM              50060P106     358.17     8388 SH       SHARED                      8388
KOPPERS HOLDINGS INC         COM              50060P106      447.5    10480 SH       SHARED    01               10480
KOREA ELECTRIC PWR           SPONSORED ADR    500631106      25.28     2065 SH       SHARED    21                2065
KOREA ELECTRIC PWR           SPONSORED ADR    500631106      28.15     2300 SH       SHARED                                2300
KOREA ELECTRIC PWR           SPONSORED ADR    500631106    2827.16   230977 SH       SHARED    01              230977
KOREA ELECTRIC PWR           SPONSORED ADR    500631106   10280.67   839924 SH       SHARED                    839924
KOREA EQUITY FD INC          COM              50063B104       3.78      278 SH       SHARED    01                 278
KOREA FD                     COM NEW          500634209      73.17     1515 SH       SHARED    01                1515
KOREA FD                     COM NEW          500634209     112.78     2335 SH       SHARED                                2335
KORN FERRY INTL              COM NEW          500643200     193.17     8674 SH       SHARED    01                8674
KORN FERRY INTL              COM NEW          500643200     521.88    23434 SH       SHARED                     23434
KOSS CORP                    COM              500692108       6.57      887 SH       SOLE               887
KRAFT FOODS INC              CL A             50075N104      57.58     1836 SH       SHARED    21                1836
KRAFT FOODS INC              CL A             50075N104    4083.07   130200 SH  P    SHARED                    130200
KRAFT FOODS INC              CL A             50075N104    4147.52   132255 SH       SHARED                              132255
KRAFT FOODS INC              CL A             50075N104    4529.61   144439 SH       SHARED    20                        144439
KRAFT FOODS INC              CL A             50075N104    11132.8   355000 SH  C    SHARED                    355000
KRAFT FOODS INC              CL A             50075N104    67360.4  2147972 SH       SHARED    01             2147972
KRAFT FOODS INC              CL A             50075N104   74287.48  2368861 SH       SHARED                   2368861
KRATON PERFORMANCE POLYMERS  COM              50077C106       5.36      140 SH       SHARED    20                           140
KRATON PERFORMANCE POLYMERS  COM              50077C106     434.56    11361 SH       SHARED                     11361
KRATON PERFORMANCE POLYMERS  COM              50077C106    2026.45    52979 SH       SHARED    01               52979
KRATOS DEFENSE & SEC SOLUTIO COM NEW          50077B207     110.19     7749 SH       SOLE              7749
KRISPY KREME DOUGHNUTS INC   COM              501014104     177.32    25188 SH       SHARED    01               25188
KRISPY KREME DOUGHNUTS INC   COM              501014104     214.72    30500 SH  C    SHARED                     30500
KROGER CO                    COM              501044101       7.57      316 SH       SHARED    21                 316
KROGER CO                    COM              501044101    1239.25    51700 SH  P    SHARED                     51700
KROGER CO                    COM              501044101    1610.78    67200 SH  C    SHARED                     67200
KROGER CO                    COM              501044101    1687.13    70385 SH       SHARED    20                         70385
KROGER CO                    COM              501044101    7024.74   293064 SH       SHARED    01              293064
KROGER CO                    COM              501044101    9908.93   413389 SH       SHARED                              413389
KROGER CO                    COM              501044101   45763.98  1909219 SH       SHARED                   1909219
KRONOS WORLDWIDE INC         COM              50105F105       1.17       20 SH       SHARED    21                  20
KRONOS WORLDWIDE INC         COM              50105F105     146.24     2502 SH       SHARED                      2502
KSW INC                      COM              48268R106       0.99      281 SH       SOLE               281
K-SWISS INC                  CL A             482686102       4.51      400 SH  C    SOLE               400
K-SWISS INC                  CL A             482686102       5.34      474 SH       SOLE               474
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
KT CORP                      SPONSORED ADR    48268K101       2.34      120 SH       SHARED    21                 120
KT CORP                      SPONSORED ADR    48268K101      19.43      995 SH       SHARED                                 995
KT CORP                      SPONSORED ADR    48268K101     236.02    12085 SH       SHARED    20                         12085
KT CORP                      SPONSORED ADR    48268K101    2045.87   104755 SH       SHARED    01              104755
KT CORP                      SPONSORED ADR    48268K101   22461.82  1150119 SH       SHARED                   1150119
KU6 MEDIA CO LTD             SPONSORED ADR    48274B103       9.39     2396 SH       SOLE              2396
KUBOTA CORP                  ADR              501173207    2095.88    44489 SH       SHARED    01               44489
KULICKE & SOFFA INDS INC     COM              501242101     103.18    11035 SH       SHARED    01               11035
KULICKE & SOFFA INDS INC     COM              501242101     300.73    32164 SH       SHARED                     32164
KULICKE & SOFFA INDS INC     COM              501242101     393.64    42100 SH  C    SHARED                     42100
KVH INDS INC                 COM              482738101       1.89      125 SH       SHARED    01                 125
KYOCERA CORP                 ADR              501556203      143.5     1422 SH       SHARED                      1422
KYOCERA CORP                 ADR              501556203     260.76     2584 SH       SHARED    01                2584
L & L ENERGY INC             COM              50162D100     138.86    20000 SH  C    SOLE             20000
L & L ENERGY INC             COM              50162D100     214.32    30869 SH       SOLE             30869
L & L ENERGY INC             COM              50162D100     274.25    39500 SH  P    SOLE             39500
L-1 IDENTITY SOLUTIONS INC   COM              50212A106      24.22     2056 SH       SHARED    01                2056
L-1 IDENTITY SOLUTIONS INC   COM              50212A106     236.78    20100 SH  C    SHARED                     20100
L-1 IDENTITY SOLUTIONS INC   COM              50212A106    2382.82   202277 SH       SHARED                    202277
L-1 IDENTITY SOLUTIONS INC   COM              50212A106    5608.46   476100 SH  P    SHARED                    476100
L-1 IDENTITY SOLUTIONS INC   NOTE 3.750% 5/1  50212AAB2      10.99    11000 PRN      SHARED    01               11000
L-3 COMMUNICATIONS CORP      DEBT 3.000% 8/0  502413AW7      17.15    17000 PRN      SHARED    01               17000
L-3 COMMUNICATIONS HLDGS INC COM              502424104     548.17     7000 SH       SHARED                                7000
L-3 COMMUNICATIONS HLDGS INC COM              502424104    2352.43    30040 SH       SHARED                     30040
L-3 COMMUNICATIONS HLDGS INC COM              502424104    2458.93    31400 SH  C    SHARED                     31400
L-3 COMMUNICATIONS HLDGS INC COM              502424104     3869.3    49410 SH       SHARED    01               49410
L-3 COMMUNICATIONS HLDGS INC COM              502424104    8206.89   104800 SH  P    SHARED                    104800
LA BARGE INC                 COM              502470107        3.2      181 SH       SHARED    01                 181
LA Z BOY INC                 COM              505336107      18.15     1900 SH  C    SHARED                      1900
LA Z BOY INC                 COM              505336107       42.7     4471 SH       SHARED    01                4471
LA Z BOY INC                 COM              505336107     215.41    22556 SH       SHARED                     22556
LABOPHARM INC                COM              504905100      10.27    19379 SH       SOLE             19379
LABORATORY CORP AMER HLDGS   COM NEW          50540R409      65.32      709 SH       SHARED                       709
LABORATORY CORP AMER HLDGS   COM NEW          50540R409      138.2     1500 SH  C    SHARED                      1500
LABORATORY CORP AMER HLDGS   COM NEW          50540R409     546.42     5931 SH       SHARED    20                          5931
LABORATORY CORP AMER HLDGS   COM NEW          50540R409     561.99     6100 SH       SHARED                                6100
LABORATORY CORP AMER HLDGS   COM NEW          50540R409   10379.18   112658 SH       SHARED    01              112658
LABRANCHE & CO INC           COM              505447102      10.61     2700 SH  P    SOLE              2700
LABRANCHE & CO INC           COM              505447102      23.58     6000 SH  C    SOLE              6000
LABRANCHE & CO INC           COM              505447102      80.73    20541 SH       SOLE             20541
LACLEDE GROUP INC            COM              505597104     375.13     9846 SH       SHARED    01                9846
LACLEDE GROUP INC            COM              505597104     396.85    10416 SH       SHARED                     10416
LACROSSE FOOTWEAR INC        COM              505688101       9.17      500 SH       SHARED    01                 500
LADENBURG THALMAN FIN SVCS I COM              50575Q102       11.5    10000 SH       SHARED    01               10000
LADISH INC                   COM NEW          505754200      13.88      254 SH       SHARED    01                 254
LADISH INC                   COM NEW          505754200     602.46    11024 SH       SHARED                     11024
LAKE SHORE BANCORP INC       COM              510700107       3.04      298 SH       SOLE               298
LAKELAND BANCORP INC         COM              511637100      99.75     9610 SH       SOLE              9610
LAKELAND FINL CORP           COM              511656100       50.8     2240 SH       SHARED    01                2240
LAKELAND FINL CORP           COM              511656100     138.23     6095 SH       SHARED                      6095
LAKELAND INDS INC            COM              511795106      11.62     1306 SH       SOLE              1306
LAKES ENTMNT INC             COM              51206P109       0.48      176 SH       SHARED    01                 176
LAM RESEARCH CORP            COM              512807108     436.28     7700 SH       SHARED                                7700
LAM RESEARCH CORP            COM              512807108     940.56    16600 SH  P    SHARED                     16600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LAM RESEARCH CORP            COM              512807108    1892.44    33400 SH  C    SHARED                     33400
LAM RESEARCH CORP            COM              512807108    3252.23    57399 SH       SHARED    01               57399
LAM RESEARCH CORP            COM              512807108    6223.31   109836 SH       SHARED                    109836
LAMAR ADVERTISING CO         CL A             512815101       9.09      246 SH       SHARED    01                 246
LAMAR ADVERTISING CO         CL A             512815101     147.76     4000 SH  P    SHARED                      4000
LAMAR ADVERTISING CO         CL A             512815101     251.19     6800 SH  C    SHARED                      6800
LAMAR ADVERTISING CO         CL A             512815101    1692.74    45824 SH       SHARED                     45824
LAN AIRLINES S A             SPONSORED ADR    501723100       7.27      284 SH       SHARED    01                 284
LAN AIRLINES S A             SPONSORED ADR    501723100     799.35    31237 SH       SHARED                     31237
LANCASTER COLONY CORP        COM              513847103       6.06      100 SH  P    SHARED                       100
LANCASTER COLONY CORP        COM              513847103     427.78     7059 SH       SHARED    01                7059
LANCASTER COLONY CORP        COM              513847103     663.02    10941 SH       SHARED                     10941
LANDAUER INC                 COM              51476K103      28.79      468 SH       SHARED    21                 468
LANDAUER INC                 COM              51476K103     283.24     4604 SH       SHARED                      4604
LANDAUER INC                 COM              51476K103     3627.4    58963 SH       SHARED    01               58963
LANDEC CORP                  COM              514766104      70.34    10821 SH       SOLE             10821
LANDMARK BANCORP INC         COM              51504L107      35.83     2205 SH       SHARED    01                2205
LANDSTAR SYS INC             COM              515098101       4.66      102 SH       SHARED    21                 102
LANDSTAR SYS INC             COM              515098101       5.71      125 SH       SHARED    20                           125
LANDSTAR SYS INC             COM              515098101    1235.05    27037 SH       SHARED                     27037
LANDSTAR SYS INC             COM              515098101    1371.95    30034 SH       SHARED    01               30034
LANNET INC                   COM              516012101       4.24      760 SH       SHARED    01                 760
LANTRONIX INC                COM NEW          516548203       5.45     1438 SH       SOLE              1438
LAPORTE BANCORP INC          COM              516650108       6.82      725 SH       SOLE               725
LAS VEGAS SANDS CORP         COM              517834107    1009.06    23900 SH       SHARED                               23900
LAS VEGAS SANDS CORP         COM              517834107    3853.84    91280 SH       SHARED    20                         91280
LAS VEGAS SANDS CORP         COM              517834107    8502.39   201383 SH       SHARED    01              201383
LAS VEGAS SANDS CORP         COM              517834107   17595.14   416749 SH       SHARED                    416749
LAS VEGAS SANDS CORP         COM              517834107   19400.09   459500 SH  P    SHARED                    459500
LAS VEGAS SANDS CORP         COM              517834107   23657.55   560340 SH  C    SHARED                    560340
LASALLE HOTEL PPTYS          COM SH BEN INT   517942108      13.69      507 SH       SHARED    21                 507
LASALLE HOTEL PPTYS          COM SH BEN INT   517942108     156.57     5799 SH       SHARED    01                5799
LASALLE HOTEL PPTYS          COM SH BEN INT   517942108    1199.45    44424 SH       SHARED                               44424
LASALLE HOTEL PPTYS          COM SH BEN INT   517942108    3108.48   115129 SH       SHARED                    115129
LATTICE SEMICONDUCTOR CORP   COM              518415104      10.03     1700 SH  C    SHARED                      1700
LATTICE SEMICONDUCTOR CORP   COM              518415104      28.91     4900 SH  P    SHARED                      4900
LATTICE SEMICONDUCTOR CORP   COM              518415104      68.46    11604 SH       SHARED    01               11604
LATTICE SEMICONDUCTOR CORP   COM              518415104      734.5   124492 SH       SHARED                    124492
LAUDER ESTEE COS INC         CL A             518439104      83.54      867 SH       SHARED    21                 867
LAUDER ESTEE COS INC         CL A             518439104     286.77     2976 SH       SHARED                      2976
LAUDER ESTEE COS INC         CL A             518439104     693.79     7200 SH       SHARED                                7200
LAUDER ESTEE COS INC         CL A             518439104    1859.75    19300 SH  C    SHARED                     19300
LAUDER ESTEE COS INC         CL A             518439104    2563.18    26600 SH  P    SHARED                     26600
LAUDER ESTEE COS INC         CL A             518439104    6077.04    63066 SH       SHARED    01               63066
LAWSON PRODS INC             COM              520776105      92.16     4000 SH       SHARED    01                4000
LAWSON SOFTWARE INC NEW      COM              52078P102      15.23     1259 SH       SHARED    01                1259
LAWSON SOFTWARE INC NEW      COM              52078P102     1633.5   135000 SH  C    SHARED                    135000
LAWSON SOFTWARE INC NEW      COM              52078P102    4000.27   330601 SH       SHARED                    330601
LAYNE CHRISTENSEN CO         COM              521050104       8.56      248 SH       SHARED    21                 248
LAYNE CHRISTENSEN CO         COM              521050104     436.87    12663 SH       SHARED    01               12663
LAYNE CHRISTENSEN CO         COM              521050104    3004.05    87074 SH       SHARED                     87074
LAZARD GLB TTL RET&INCM FD I COM              52106W103      28.68     1865 SH       SHARED                      1865
LAZARD GLB TTL RET&INCM FD I COM              52106W103    2051.26   133372 SH       SHARED    01              133372
LAZARD LTD                   SHS A            G54050102      12.02      289 SH       SHARED    21                 289
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LAZARD LTD                   SHS A            G54050102     1155.3    27785 SH       SHARED                     27785
LAZARD LTD                   SHS A            G54050102    1409.02    33887 SH       SHARED    01               33887
LAZARD WORLD DIVID & INCOME  COM              521076109       0.05        4 SH       SHARED    21                   4
LAZARD WORLD DIVID & INCOME  COM              521076109       5.52      413 SH       SHARED                       413
LAZARD WORLD DIVID & INCOME  COM              521076109    1150.42    86045 SH       SHARED    01               86045
LCA-VISION INC               COM PAR $.001    501803308       2.66      394 SH       SHARED    01                 394
LCA-VISION INC               COM PAR $.001    501803308       9.42     1396 SH       SHARED                      1396
LDK SOLAR CO LTD             SPONSORED ADR    50183L107     206.99    16911 SH       SHARED                     16911
LDK SOLAR CO LTD             SPONSORED ADR    50183L107    2838.42   231897 SH       SHARED    01              231897
LDK SOLAR CO LTD             SPONSORED ADR    50183L107    3552.05   290200 SH  C    SHARED                    290200
LDK SOLAR CO LTD             SPONSORED ADR    50183L107    9301.18   759900 SH  P    SHARED                    759900
LE GAGA HLDGS LTD            SPONSORED ADR    521168104       0.91      100 SH       SHARED    01                 100
LE GAGA HLDGS LTD            SPONSORED ADR    521168104      21.52     2354 SH       SHARED                      2354
LEAP WIRELESS INTL INC       COM NEW          521863308      19.79     1279 SH       SHARED    01                1279
LEAP WIRELESS INTL INC       COM NEW          521863308      256.8    16600 SH  C    SHARED                     16600
LEAP WIRELESS INTL INC       COM NEW          521863308     500.33    32342 SH       SHARED                     32342
LEAP WIRELESS INTL INC       COM NEW          521863308    1899.72   122800 SH  P    SHARED                    122800
LEAPFROG ENTERPRISES INC     CL A             52186N106       3.46      800 SH  P    SHARED                       800
LEAPFROG ENTERPRISES INC     CL A             52186N106       4.32     1000 SH  C    SHARED                      1000
LEAPFROG ENTERPRISES INC     CL A             52186N106     341.71    79100 SH       SHARED    01               79100
LEAR CORP                    COM NEW          521865204      19.55      400 SH  P    SHARED                       400
LEAR CORP                    COM NEW          521865204      25.22      516 SH       SHARED    21                 516
LEAR CORP                    COM NEW          521865204    9727.38   199046 SH       SHARED                    199046
LEAR CORP                    COM NEW          521865204   18537.03   379313 SH       SHARED    01              379313
LECG CORP                    COM              523234102       6.31    31247 SH       SOLE             31247
LECROY CORP                  COM              52324W109     345.56    25846 SH       SOLE             25846
LEE ENTERPRISES INC          COM              523768109         27    10000 SH       SHARED    01               10000
LEGACY BANCORP INC           CL A             52463G105      19.94     1576 SH       SHARED                      1576
LEGACY BANCORP INC           CL A             52463G105    3019.34   238683 SH       SHARED    01              238683
LEGACY RESERVES LP           UNIT LP INT      524707304       3.13      100 SH  C    SHARED                       100
LEGACY RESERVES LP           UNIT LP INT      524707304     183.62     5859 SH       SHARED                      5859
LEGACY RESERVES LP           UNIT LP INT      524707304    2612.35    83355 SH       SHARED    01               83355
LEGG MASON INC               COM              524901105      19.56      542 SH       SHARED    21                 542
LEGG MASON INC               COM              524901105     353.68     9800 SH       SHARED                                9800
LEGG MASON INC               COM              524901105     808.42    22400 SH  P    SHARED                     22400
LEGG MASON INC               COM              524901105    3418.88    94732 SH       SHARED    01               94732
LEGG MASON INC               COM              524901105   15774.94   437100 SH  C    SHARED                    437100
LEGG MASON INC               COM              524901105   42909.49  1188958 SH       SHARED                   1188958
LEGG MASON INC               UNIT 99/99/9999  524901303       2.09       64 SH       SHARED    01                  64
LEGGETT & PLATT INC          COM              524660107       19.6      800 SH  P    SHARED                       800
LEGGETT & PLATT INC          COM              524660107      36.75     1500 SH  C    SHARED                      1500
LEGGETT & PLATT INC          COM              524660107      289.1    11800 SH       SHARED                               11800
LEGGETT & PLATT INC          COM              524660107    1915.34    78177 SH       SHARED    01               78177
LENDER PROCESSING SVCS INC   COM              52602E102       16.1      500 SH  C    SHARED                       500
LENDER PROCESSING SVCS INC   COM              52602E102      95.83     2977 SH       SHARED    01                2977
LENDER PROCESSING SVCS INC   COM              52602E102      202.8     6300 SH       SHARED                                6300
LENDER PROCESSING SVCS INC   COM              52602E102    1067.32    33157 SH       SHARED                     33157
LENDER PROCESSING SVCS INC   COM              52602E102    1889.55    58700 SH  P    SHARED                     58700
LENNAR CORP                  CL A             526057104      54.36     3000 SH       SHARED                                3000
LENNAR CORP                  CL A             526057104    1809.77    99877 SH       SHARED    01               99877
LENNAR CORP                  CL A             526057104    3575.08   197300 SH  C    SHARED                    197300
LENNAR CORP                  CL A             526057104    5073.27   279982 SH       SHARED                    279982
LENNAR CORP                  CL A             526057104    5796.59   319900 SH  P    SHARED                    319900
LENNAR CORP                  CL B             526057302     102.19     6966 SH       SOLE              6966
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LENNOX INTL INC              COM              526107107       8.78      167 SH       SHARED    21                 167
LENNOX INTL INC              COM              526107107     151.33     2878 SH       SHARED    01                2878
LENNOX INTL INC              COM              526107107    1911.55    36355 SH       SHARED                     36355
LEUCADIA NATL CORP           COM              527288104     157.67     4200 SH  P    SHARED                      4200
LEUCADIA NATL CORP           COM              527288104     232.75     6200 SH  C    SHARED                      6200
LEUCADIA NATL CORP           COM              527288104     379.75    10116 SH       SHARED                     10116
LEUCADIA NATL CORP           COM              527288104     472.25    12580 SH       SHARED                               12580
LEUCADIA NATL CORP           COM              527288104    9289.46   247455 SH       SHARED    01              247455
LEVEL 3 COMMUNICATIONS INC   COM              52729N100     121.86    82896 SH       SHARED                     82896
LEVEL 3 COMMUNICATIONS INC   COM              52729N100     349.42   237700 SH  P    SHARED                    237700
LEVEL 3 COMMUNICATIONS INC   COM              52729N100    2171.45  1477175 SH       SHARED    01             1477175
LEVEL 3 COMMUNICATIONS INC   COM              52729N100     3638.4  2475100 SH  C    SHARED                   2475100
LEXICON PHARMACEUTICALS INC  COM              528872104      37.72    22450 SH       SHARED    01               22450
LEXICON PHARMACEUTICALS INC  COM              528872104     103.83    61803 SH       SHARED                     61803
LEXINGTON REALTY TRUST       COM              529043101     205.65    21995 SH       SHARED    01               21995
LEXINGTON REALTY TRUST       COM              529043101     773.49    82726 SH       SHARED                               82726
LEXINGTON REALTY TRUST       COM              529043101    1102.05   117866 SH       SHARED                    117866
LEXINGTON REALTY TRUST       PFD CONV SER C   529043309      65.02     1523 SH       SOLE              1523
LEXMARK INTL NEW             CL A             529771107     770.43    20800 SH  P    SHARED                     20800
LEXMARK INTL NEW             CL A             529771107    1500.12    40500 SH  C    SHARED                     40500
LEXMARK INTL NEW             CL A             529771107    4444.73   119998 SH       SHARED    01              119998
LEXMARK INTL NEW             CL A             529771107   12384.73   334361 SH       SHARED                    334361
LG DISPLAY CO LTD            SPONS ADR REP    50186V102     521.13    33130 SH       SHARED    01               33130
LG DISPLAY CO LTD            SPONS ADR REP    50186V102   27231.27  1731168 SH       SHARED                   1731168
LGL GROUP INC                COM              50186A108         12      864 SH       SOLE               864
LHC GROUP INC                COM              50187A107       5.07      169 SH       SHARED    01                 169
LHC GROUP INC                COM              50187A107     292.83     9761 SH       SHARED                      9761
LIBBEY INC                   COM              529898108        3.3      200 SH       SHARED    01                 200
LIBERTY ALL STAR EQUITY FD   SH BEN INT       530158104      56.35    10712 SH       SHARED                     10712
LIBERTY ALL STAR EQUITY FD   SH BEN INT       530158104     407.42    77457 SH       SHARED    01               77457
LIBERTY ALL-STAR GROWTH FD I COM              529900102      13.83     3000 SH       SHARED                      3000
LIBERTY ALL-STAR GROWTH FD I COM              529900102     360.44    78186 SH       SHARED    01               78186
LIBERTY GLOBAL INC           COM SER A        530555101      11.72      283 SH       SHARED    21                 283
LIBERTY GLOBAL INC           COM SER A        530555101     257.36     6215 SH       SHARED    01                6215
LIBERTY GLOBAL INC           COM SER A        530555101    2076.34    50141 SH       SHARED                     50141
LIBERTY GLOBAL INC           COM SER A        530555101    2900.27    70038 SH       SHARED                               70038
LIBERTY GLOBAL INC           COM SER B        530555200      38.05      917 SH       SOLE               917
LIBERTY GLOBAL INC           COM SER C        530555309     100.25     2507 SH       SHARED                      2507
LIBERTY GLOBAL INC           COM SER C        530555309     297.73     7445 SH       SHARED                                7445
LIBERTY GLOBAL INC           COM SER C        530555309     392.78     9822 SH       SHARED    01                9822
LIBERTY MEDIA CORP           DEB 3.250% 3/1   530715AR2      35.26    43000 PRN      SHARED    01               43000
LIBERTY MEDIA CORP           DEB 3.500% 1/1   530715AN1       16.8    30000 PRN      SHARED    01               30000
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302       7.37      100 SH  C    SHARED                       100
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302       7.37      100 SH  P    SHARED                       100
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302    3689.32    50079 SH       SHARED    01               50079
LIBERTY MEDIA CORP NEW       CAP COM SER A    53071M302    4015.09    54501 SH       SHARED                     54501
LIBERTY MEDIA CORP NEW       CAP COM SER B    53071M401      74.83     1018 SH       SOLE              1018
LIBERTY MEDIA CORP NEW       DEB 3.125% 3/3   530718AF2       7.13     6000 PRN      SHARED    01                6000
LIBERTY MEDIA CORP NEW       DEB 3.125% 3/3   530718AF2   14688.19 12369000 PRN      SHARED                  12369000
LIBERTY MEDIA CORP NEW       INT COM SER A    53071M104       4.81      300 SH  C    SHARED                       300
LIBERTY MEDIA CORP NEW       INT COM SER A    53071M104      20.43     1274 SH       SHARED    21                1274
LIBERTY MEDIA CORP NEW       INT COM SER A    53071M104     530.92    33100 SH       SHARED                               33100
LIBERTY MEDIA CORP NEW       INT COM SER A    53071M104     696.89    43447 SH       SHARED    01               43447
LIBERTY MEDIA CORP NEW       INT COM SER A    53071M104    1284.85    80103 SH       SHARED                     80103
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LIBERTY MEDIA CORP NEW       INT COM SER B    53071M203       33.4     2106 SH       SOLE              2106
LIBERTY MEDIA CORP NEW       LIB STAR COM A   53071M708       7.76      100 SH  C    SHARED                       100
LIBERTY MEDIA CORP NEW       LIB STAR COM A   53071M708       77.6     1000 SH  P    SHARED                      1000
LIBERTY MEDIA CORP NEW       LIB STAR COM A   53071M708    1418.37    18278 SH       SHARED    01               18278
LIBERTY MEDIA CORP NEW       LIB STAR COM A   53071M708    6291.81    81080 SH       SHARED                     81080
LIBERTY MEDIA CORP NEW       LIB STAR COM B   53071M807      10.11      134 SH       SOLE               134
LIBERTY PPTY TR              SH BEN INT       531172104      13.16      400 SH  C    SHARED                       400
LIBERTY PPTY TR              SH BEN INT       531172104    1158.15    35202 SH       SHARED    01               35202
LIBERTY PPTY TR              SH BEN INT       531172104    2490.04    75685 SH       SHARED                               75685
LIBERTY PPTY TR              SH BEN INT       531172104    4074.73   123852 SH       SHARED                    123852
LIFE PARTNERS HOLDINGS INC   COM              53215T106       3.22      400 SH  C    SHARED                       400
LIFE PARTNERS HOLDINGS INC   COM              53215T106       6.14      764 SH       SHARED    01                 764
LIFE PARTNERS HOLDINGS INC   COM              53215T106       20.9     2600 SH  P    SHARED                      2600
LIFE PARTNERS HOLDINGS INC   COM              53215T106      36.31     4516 SH       SHARED                      4516
LIFE TECHNOLOGIES CORP       COM              53217V109     304.04     5800 SH  P    SHARED                      5800
LIFE TECHNOLOGIES CORP       COM              53217V109     403.63     7700 SH  C    SHARED                      7700
LIFE TECHNOLOGIES CORP       COM              53217V109     783.36    14944 SH       SHARED                               14944
LIFE TECHNOLOGIES CORP       COM              53217V109    2110.01    40252 SH       SHARED                     40252
LIFE TECHNOLOGIES CORP       COM              53217V109    3894.54    74295 SH       SHARED    01               74295
LIFE TIME FITNESS INC        COM              53217R207      68.24     1829 SH       SHARED                      1829
LIFE TIME FITNESS INC        COM              53217R207     205.21     5500 SH  P    SHARED                      5500
LIFE TIME FITNESS INC        COM              53217R207     376.83    10100 SH  C    SHARED                     10100
LIFE TIME FITNESS INC        COM              53217R207     538.83    14442 SH       SHARED    01               14442
LIFEPOINT HOSPITALS INC      COM              53219L109       9.65      240 SH       SHARED    21                 240
LIFEPOINT HOSPITALS INC      COM              53219L109    1776.83    44202 SH       SHARED                     44202
LIFEPOINT HOSPITALS INC      COM              53219L109    1787.12    44458 SH       SHARED    01               44458
LIFEPOINT HOSPITALS INC      SDCV 3.250% 8/1  53219LAG4     186.08   180000 PRN      SOLE            180000
LIFEWAY FOODS INC            COM              531914109       5.21      500 SH       SHARED    21                 500
LIFEWAY FOODS INC            COM              531914109     242.21    23245 SH       SHARED    01               23245
LIGAND PHARMACEUTICALS INC   COM NEW          53220K504       1.88      188 SH       SHARED    01                 188
LIGAND PHARMACEUTICALS INC   COM NEW          53220K504    9647.41   964741 SH       SHARED                    964741
LIGHTBRIDGE CORP             COM              53224K104       2.89      500 SH       SHARED    01                 500
LIGHTBRIDGE CORP             COM              53224K104       5.77     1000 SH  P    SHARED                      1000
LIGHTBRIDGE CORP             COM              53224K104      23.66     4100 SH  C    SHARED                      4100
LIGHTPATH TECHNOLOGIES INC   CL A NEW         532257805          1      474 SH       SHARED    01                 474
LIGHTPATH TECHNOLOGIES INC   CL A NEW         532257805       2.62     1248 SH       SHARED                      1248
LIHUA INTL INC               COM              532352101        7.9      900 SH  C    SHARED                       900
LIHUA INTL INC               COM              532352101       8.78     1000 SH  P    SHARED                      1000
LIHUA INTL INC               COM              532352101      30.73     3500 SH       SHARED    01                3500
LIHUA INTL INC               COM              532352101      93.03    10596 SH       SHARED                     10596
LILLY ELI & CO               COM              532457108      12.84      365 SH       SHARED    21                 365
LILLY ELI & CO               COM              532457108    1046.84    29765 SH       SHARED    20                         29765
LILLY ELI & CO               COM              532457108    2912.64    82816 SH       SHARED                               82816
LILLY ELI & CO               COM              532457108    2989.45    85000 SH  P    SHARED                     85000
LILLY ELI & CO               COM              532457108    5310.67   151000 SH  C    SHARED                    151000
LILLY ELI & CO               COM              532457108   30140.37   856991 SH       SHARED    01              856991
LIME ENERGY CO               COM NEW          53261U205       2.43      501 SH       SHARED    01                 501
LIME ENERGY CO               COM NEW          53261U205    4307.34   888111 SH       SHARED                    888111
LIMELIGHT NETWORKS INC       COM              53261M104      42.96     6000 SH       SHARED    01                6000
LIMELIGHT NETWORKS INC       COM              53261M104     119.57    16700 SH  C    SHARED                     16700
LIMELIGHT NETWORKS INC       COM              53261M104     191.89    26800 SH  P    SHARED                     26800
LIMELIGHT NETWORKS INC       COM              53261M104     285.85    39923 SH       SHARED                     39923
LIMITED BRANDS INC           COM              532716107      21.04      640 SH       SHARED    20                           640
LIMITED BRANDS INC           COM              532716107     223.58     6800 SH  P    SHARED                      6800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LIMITED BRANDS INC           COM              532716107     756.24    23000 SH  C    SHARED                     23000
LIMITED BRANDS INC           COM              532716107    1052.16    32000 SH       SHARED                               32000
LIMITED BRANDS INC           COM              532716107     2693.5    81919 SH       SHARED                     81919
LIMITED BRANDS INC           COM              532716107    6718.73   204341 SH       SHARED    01              204341
LIN TV CORP                  CL A             532774106       5.99     1010 SH       SHARED    01                1010
LIN TV CORP                  CL A             532774106      11.23     1894 SH       SHARED                      1894
LINCARE HLDGS INC            COM              532791100      18.54      625 SH       SHARED    01                 625
LINCARE HLDGS INC            COM              532791100      157.2     5300 SH  C    SHARED                      5300
LINCARE HLDGS INC            COM              532791100    2579.86    86981 SH       SHARED                     86981
LINCOLN EDL SVCS CORP        COM              533535100       7.95      500 SH  C    SHARED                       500
LINCOLN EDL SVCS CORP        COM              533535100      54.03     3400 SH       SHARED    01                3400
LINCOLN EDL SVCS CORP        COM              533535100       77.1     4852 SH       SHARED                      4852
LINCOLN ELEC HLDGS INC       COM              533900106      12.68      167 SH       SHARED    21                 167
LINCOLN ELEC HLDGS INC       COM              533900106    1106.23    14571 SH       SHARED    01               14571
LINCOLN ELEC HLDGS INC       COM              533900106    3661.93    48234 SH       SHARED                     48234
LINCOLN NATL CORP IND        COM              534187109      11.11      370 SH       SHARED    20                           370
LINCOLN NATL CORP IND        COM              534187109     526.87    17539 SH       SHARED    21               17539
LINCOLN NATL CORP IND        COM              534187109     679.53    22621 SH       SHARED                               22621
LINCOLN NATL CORP IND        COM              534187109     717.96    23900 SH  P    SHARED                     23900
LINCOLN NATL CORP IND        COM              534187109    1790.38    59600 SH  C    SHARED                     59600
LINCOLN NATL CORP IND        COM              534187109   34474.26  1147612 SH       SHARED    01             1147612
LINCOLN NATL CORP IND        PFD A CONV $3    534187208     136.89      314 SH       SOLE               314
LINDSAY CORP                 COM              535555106      26.87      340 SH       SHARED    21                 340
LINDSAY CORP                 COM              535555106     142.24     1800 SH  P    SHARED                      1800
LINDSAY CORP                 COM              535555106     173.84     2200 SH  C    SHARED                      2200
LINDSAY CORP                 COM              535555106    2088.26    26427 SH       SHARED                     26427
LINDSAY CORP                 COM              535555106    6800.62    86062 SH       SHARED    01               86062
LINEAR TECHNOLOGY CORP       COM              535678106       2.82       84 SH       SHARED    21                  84
LINEAR TECHNOLOGY CORP       COM              535678106     625.52    18600 SH       SHARED                               18600
LINEAR TECHNOLOGY CORP       COM              535678106     696.14    20700 SH  P    SHARED                     20700
LINEAR TECHNOLOGY CORP       COM              535678106    2347.37    69800 SH  C    SHARED                     69800
LINEAR TECHNOLOGY CORP       COM              535678106    4638.32   137922 SH       SHARED    01              137922
LINEAR TECHNOLOGY CORP       NOTE 3.000% 5/0  535678AC0     442.39   412000 PRN      SOLE            412000
LINKTONE LTD                 ADR              535925101       4.34     3168 SH       SOLE              3168
LINN ENERGY LLC              UNIT LTD LIAB    536020100    1623.38    41700 SH  C    SHARED                     41700
LINN ENERGY LLC              UNIT LTD LIAB    536020100    5438.52   139700 SH  P    SHARED                    139700
LINN ENERGY LLC              UNIT LTD LIAB    536020100   19157.57   492103 SH       SHARED                    492103
LINN ENERGY LLC              UNIT LTD LIAB    536020100   27072.35   695411 SH       SHARED    01              695411
LINN ENERGY LLC              UNIT LTD LIAB    536020100     116.79     3000 SH  P    SHARED    01                3000
LIONBRIDGE TECHNOLOGIES INC  COM              536252109     924.78   269616 SH       SOLE            269616
LIONS GATE ENTMNT CORP       COM NEW          535919203      19.38     3100 SH  P    SHARED                      3100
LIONS GATE ENTMNT CORP       COM NEW          535919203     182.43    29188 SH       SHARED    01               29188
LIONS GATE ENTMNT CORP       COM NEW          535919203     378.41    60546 SH       SHARED                     60546
LIONS GATE ENTMNT CORP       NOTE 2.938%10/1  535919AF1          2     2000 PRN      SHARED    01                2000
LIONS GATE ENTMT INC         NOTE 3.625% 3/1  53626YAA6       1.99     2000 PRN      SHARED    01                2000
LIQUIDITY SERVICES INC       COM              53635B107      20.24     1133 SH       SHARED    21                1133
LIQUIDITY SERVICES INC       COM              53635B107     135.13     7566 SH       SHARED                      7566
LIQUIDITY SERVICES INC       COM              53635B107     909.31    50913 SH       SHARED    01               50913
LITHIA MTRS INC              CL A             536797103       4.37      300 SH  P    SHARED                       300
LITHIA MTRS INC              CL A             536797103       7.29      500 SH  C    SHARED                       500
LITHIA MTRS INC              CL A             536797103      46.63     3198 SH       SHARED                      3198
LITHIA MTRS INC              CL A             536797103     113.34     7774 SH       SHARED    01                7774
LITTELFUSE INC               COM              537008104      62.64     1097 SH       SHARED    01                1097
LITTELFUSE INC               COM              537008104     633.12    11088 SH       SHARED                     11088
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LIVE NATION ENTERTAINMENT IN COM              538034109     399.65    39965 SH       SHARED                     39965
LIVE NATION ENTERTAINMENT IN COM              538034109        509    50900 SH  P    SHARED                     50900
LIVE NATION ENTERTAINMENT IN COM              538034109        530    53000 SH  C    SHARED                     53000
LIVE NATION ENTERTAINMENT IN COM              538034109    2153.59   215359 SH       SHARED    01              215359
LIVEDEAL INC                 COM NEW          538144304       2.15      587 SH       SOLE               587
LIVEPERSON INC               COM              538146101      75.35     5961 SH       SHARED    01                5961
LIVEPERSON INC               COM              538146101     236.32    18696 SH       SHARED                     18696
LIZ CLAIBORNE INC            COM              539320101       2.13      395 SH       SHARED    01                 395
LIZ CLAIBORNE INC            COM              539320101      32.34     6000 SH  C    SHARED                      6000
LIZ CLAIBORNE INC            COM              539320101    1218.27   226025 SH       SHARED                    226025
LIZHAN ENVIRONMENTAL CORP    SHS              G55329109       3.37     1273 SH       SOLE              1273
LJ INTL INC                  ORD              G55312105       1.97      500 SH       SHARED    01                 500
LJ INTL INC                  ORD              G55312105       19.7     5000 SH  C    SHARED                      5000
LKQ CORP                     COM              501889208       2.41      100 SH  C    SHARED                       100
LKQ CORP                     COM              501889208      49.74     2064 SH       SHARED    21                2064
LKQ CORP                     COM              501889208     444.77    18455 SH       SHARED    20                         18455
LKQ CORP                     COM              501889208     2935.6   121809 SH       SHARED                    121809
LKQ CORP                     COM              501889208    3164.06   131289 SH       SHARED    01              131289
LLOYDS BANKING GROUP PLC     SPONSORED ADR    539439109       18.6     5026 SH       SHARED    21                5026
LLOYDS BANKING GROUP PLC     SPONSORED ADR    539439109    4445.27  1201424 SH       SHARED                   1201424
LLOYDS BANKING GROUP PLC     SPONSORED ADR    539439109    4930.15  1332474 SH       SHARED    01             1332474
LML PMT SYS INC              COM              50208P109     100.89    34791 SH       SOLE             34791
LMP CAP & INCOME FD INC      COM              50208A102      66.82     5024 SH       SHARED                      5024
LMP CAP & INCOME FD INC      COM              50208A102     982.52    73874 SH       SHARED    01               73874
LMP CORPORATE LN FD INC      COM              50208B100      13.67     1098 SH       SHARED                      1098
LMP CORPORATE LN FD INC      COM              50208B100     437.44    35136 SH       SHARED    01               35136
LMP REAL ESTATE INCOME FD IN COM              50208C108      50.11     4832 SH       SHARED                      4832
LMP REAL ESTATE INCOME FD IN COM              50208C108     229.43    22124 SH       SHARED    01               22124
LOCAL COM CORP               COM              53954R105       1.17      300 SH  C    SHARED                       300
LOCAL COM CORP               COM              53954R105       5.06     1300 SH       SHARED    01                1300
LOCAL COM CORP               COM              53954R105      40.74    10472 SH       SHARED                     10472
LOCKHEED MARTIN CORP         COM              539830109    1586.85    19737 SH       SHARED                               19737
LOCKHEED MARTIN CORP         COM              539830109    2270.09    28235 SH       SHARED                     28235
LOCKHEED MARTIN CORP         COM              539830109    2725.56    33900 SH  P    SHARED                     33900
LOCKHEED MARTIN CORP         COM              539830109    3449.16    42900 SH  C    SHARED                     42900
LOCKHEED MARTIN CORP         COM              539830109   24787.08   308297 SH       SHARED    01              308297
LODGENET INTERACTIVE CORP    COM              540211109    1207.34   331686 SH       SOLE            331686
LOEWS CORP                   COM              540424108      56.02     1300 SH  C    SHARED                      1300
LOEWS CORP                   COM              540424108       94.8     2200 SH  P    SHARED                      2200
LOEWS CORP                   COM              540424108     921.74    21391 SH       SHARED                               21391
LOEWS CORP                   COM              540424108    2520.64    58497 SH       SHARED                     58497
LOEWS CORP                   COM              540424108    7143.63   165784 SH       SHARED    01              165784
LOGITECH INTL S A            SHS              H50430232      17.42      961 SH       SHARED    21                 961
LOGITECH INTL S A            SHS              H50430232     247.38    13645 SH       SHARED    20                         13645
LOGITECH INTL S A            SHS              H50430232    1046.75    57736 SH       SHARED    01               57736
LOGITECH INTL S A            SHS              H50430232    1451.36    80053 SH       SHARED                               80053
LOGITECH INTL S A            SHS              H50430232    4224.29   233000 SH  C    SHARED                    233000
LOGITECH INTL S A            SHS              H50430232   15981.32   881485 SH       SHARED                    881485
LOGITECH INTL S A            SHS              H50430232   17535.46   967207 SH  P    SHARED                    967207
LOGMEIN INC                  COM              54142L109      12.65      300 SH  C    SHARED                       300
LOGMEIN INC                  COM              54142L109     265.52     6298 SH       SHARED                      6298
LOGMEIN INC                  COM              54142L109    1800.57    42708 SH       SHARED    01               42708
LO-JACK CORP                 COM              539451104       0.23       50 SH       SHARED    01                  50
LO-JACK CORP                 COM              539451104       6.99     1490 SH       SHARED                      1490
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LONGTOP FINL TECHNOLOGIES LT ADR              54318P108       9.43      300 SH  C    SHARED                       300
LONGTOP FINL TECHNOLOGIES LT ADR              54318P108     110.38     3513 SH       SHARED    01                3513
LONGTOP FINL TECHNOLOGIES LT ADR              54318P108     1070.1    34058 SH       SHARED                     34058
LONGTOP FINL TECHNOLOGIES LT ADR              54318P108       4713   150000 SH  P    SHARED                    150000
LONGWEI PETROLEUM INV HLDG L COM              543354104     116.98    63922 SH       SOLE             63922
LOOPNET INC                  COM              543524300     165.34    11685 SH       SOLE             11685
LORAL SPACE & COMMUNICATNS I COM              543881106       2.64       34 SH       SHARED    01                  34
LORAL SPACE & COMMUNICATNS I COM              543881106    4230.97    54558 SH       SHARED                     54558
LORILLARD INC                COM              544147101     371.49     3910 SH       SHARED    20                          3910
LORILLARD INC                COM              544147101    1186.67    12490 SH       SHARED                               12490
LORILLARD INC                COM              544147101    4342.72    45708 SH       SHARED                     45708
LORILLARD INC                COM              544147101    17257.9   181643 SH       SHARED    01              181643
LORILLARD INC                COM              544147101   36987.39   389300 SH  P    SHARED                    389300
LORILLARD INC                COM              544147101   37338.93   393000 SH  C    SHARED                    393000
LOUISANA BANCORP INC NEW     COM              54619P104      35.21     2347 SH       SOLE              2347
LOUISIANA PAC CORP           COM              546347105        6.6      629 SH       SHARED    21                 629
LOUISIANA PAC CORP           COM              546347105      70.35     6700 SH  P    SHARED                      6700
LOUISIANA PAC CORP           COM              546347105      241.5    23000 SH  C    SHARED                     23000
LOUISIANA PAC CORP           COM              546347105     332.52    31669 SH       SHARED                     31669
LOUISIANA PAC CORP           COM              546347105    1578.65   150348 SH       SHARED    01              150348
LOWES COS INC                COM              548661107       6.66      252 SH       SHARED    21                 252
LOWES COS INC                COM              548661107    1183.51    44779 SH       SHARED                     44779
LOWES COS INC                COM              548661107    2474.03    93607 SH       SHARED                               93607
LOWES COS INC                COM              548661107    8675.25   328235 SH       SHARED    20                        328235
LOWES COS INC                COM              548661107   18705.99   707756 SH       SHARED    01              707756
LOWES COS INC                COM              548661107   30381.29  1149500 SH  P    SHARED                   1149500
LOWES COS INC                COM              548661107   50068.99  1894400 SH  C    SHARED                   1894400
LPL INVT HLDGS INC           COM              50213H100      29.97      837 SH       SOLE               837
LRAD CORP                    COM              50213V109       0.84      300 SH       SHARED    01                 300
LSB FINL CORP                COM              501925101      16.31     1066 SH       SOLE              1066
LSB INDS INC                 COM              502160104      45.31     1143 SH       SHARED    01                1143
LSB INDS INC                 COM              502160104     314.94     7945 SH       SHARED                      7945
LSI CORPORATION              COM              502161102     155.72    22900 SH       SHARED                               22900
LSI CORPORATION              COM              502161102     245.48    36100 SH  P    SHARED                     36100
LSI CORPORATION              COM              502161102     279.25    41066 SH       SHARED                     41066
LSI CORPORATION              COM              502161102     818.94   120433 SH       SHARED    01              120433
LSI CORPORATION              COM              502161102    1428.68   210100 SH  C    SHARED                    210100
LSI INDS INC                 COM              50216C108      32.78     4528 SH       SOLE              4528
LTC PPTYS INC                COM              502175102      97.43     3438 SH       SHARED    01                3438
LTC PPTYS INC                COM              502175102     416.71    14704 SH       SHARED                               14704
LTC PPTYS INC                COM              502175102     909.12    32079 SH       SHARED                     32079
LTX-CREDENCE CORP            COM NEW          502403207     272.68    29866 SH       SOLE             29866
LUBRIZOL CORP                COM              549271104     589.42     4400 SH       SHARED                                4400
LUBRIZOL CORP                COM              549271104     4275.6    31917 SH       SHARED    01               31917
LUBRIZOL CORP                COM              549271104    4527.85    33800 SH  P    SHARED                     33800
LUBRIZOL CORP                COM              549271104    8559.91    63899 SH       SHARED                     63899
LUBRIZOL CORP                COM              549271104       8694    64900 SH  C    SHARED                     64900
LUCENT TECHNOLOGIES INC      DBCV 2.875% 6/1  549463AH0       3.87     4000 PRN      SHARED    01                4000
LUFKIN INDS INC              COM              549764108       9.35      100 SH  P    SHARED                       100
LUFKIN INDS INC              COM              549764108      29.35      314 SH       SHARED    21                 314
LUFKIN INDS INC              COM              549764108     140.21     1500 SH  C    SHARED                      1500
LUFKIN INDS INC              COM              549764108    1847.15    19762 SH       SHARED                     19762
LUFKIN INDS INC              COM              549764108    3654.77    39101 SH       SHARED    01               39101
LULULEMON ATHLETICA INC      COM              550021109    2252.97    25300 SH  P    SHARED                     25300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
LULULEMON ATHLETICA INC      COM              550021109    3446.24    38700 SH  C    SHARED                     38700
LULULEMON ATHLETICA INC      COM              550021109    3820.25    42900 SH       SHARED                     42900
LULULEMON ATHLETICA INC      COM              550021109   10449.93   117349 SH       SHARED    01              117349
LUMBER LIQUIDATORS HLDGS INC COM              55003T107      92.69     3709 SH       SOLE              3709
LUMINEX CORP DEL             COM              55027E102     293.74    15658 SH       SHARED                     15658
LUMINEX CORP DEL             COM              55027E102     313.31    16701 SH       SHARED    01               16701
LUXOTTICA GROUP S P A        SPONSORED ADR    55068R202     405.82    12380 SH       SHARED    01               12380
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100      13.01      329 SH       SHARED    21                 329
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100      67.24     1700 SH  P    SHARED                      1700
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100     766.91    19391 SH       SHARED                               19391
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100    3806.37    96242 SH       SHARED    01               96242
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100    5362.82   135596 SH       SHARED    20                        135596
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100    6086.75   153900 SH  C    SHARED                    153900
LYONDELLBASELL INDUSTRIES N  SHS - A -        N53745100    8010.69   202546 SH       SHARED                    202546
M & F WORLDWIDE CORP         COM              552541104      20.85      830 SH       SHARED    01                 830
M & F WORLDWIDE CORP         COM              552541104     173.43     6904 SH       SHARED                      6904
M & T BK CORP                COM              55261F104      25.04      283 SH       SHARED    21                 283
M & T BK CORP                COM              55261F104      97.32     1100 SH  C    SHARED                      1100
M & T BK CORP                COM              55261F104     194.63     2200 SH  P    SHARED                      2200
M & T BK CORP                COM              55261F104     521.97     5900 SH       SHARED                                5900
M & T BK CORP                COM              55261F104     4091.3    46245 SH       SHARED    01               46245
M & T BK CORP                COM              55261F104    4719.96    53351 SH       SHARED                     53351
M D C HLDGS INC              COM              552676108     202.52     7989 SH       SHARED    01                7989
M D C HLDGS INC              COM              552676108     572.58    22587 SH       SHARED                     22587
M D C HLDGS INC              COM              552676108    1059.63    41800 SH  P    SHARED                     41800
M D C HLDGS INC              COM              552676108     1318.2    52000 SH  C    SHARED                     52000
MACERICH CO                  COM              554382101       1.29       26 SH       SHARED    21                  26
MACERICH CO                  COM              554382101     198.12     4000 SH  C    SHARED                      4000
MACERICH CO                  COM              554382101    4297.32    86762 SH       SHARED                               86762
MACERICH CO                  COM              554382101    5013.77   101227 SH       SHARED    01              101227
MACERICH CO                  COM              554382101    5543.69   111926 SH       SHARED                    111926
MACK CALI RLTY CORP          COM              554489104      71.19     2100 SH  C    SHARED                      2100
MACK CALI RLTY CORP          COM              554489104     235.81     6956 SH       SHARED    01                6956
MACK CALI RLTY CORP          COM              554489104    1621.91    47844 SH       SHARED                               47844
MACK CALI RLTY CORP          COM              554489104    3472.61   102437 SH       SHARED                    102437
MACQUARIE FT TR GB INF UT DI COM              55607W100      121.9     7686 SH       SHARED    01                7686
MACQUARIE GLBL INFRA TOTL RE COM              55608D101    2574.67   141310 SH       SHARED    01              141310
MACQUARIE INFRASTR CO LLC    MEMBERSHIP INT   55608B105      31.02     1300 SH  C    SHARED                      1300
MACQUARIE INFRASTR CO LLC    MEMBERSHIP INT   55608B105     962.99    40360 SH       SHARED    01               40360
MACQUARIE INFRASTR CO LLC    MEMBERSHIP INT   55608B105    1021.83    42826 SH       SHARED                     42826
MACYS INC                    COM              55616P104       9.46      390 SH       SHARED    21                 390
MACYS INC                    COM              55616P104      740.1    30507 SH       SHARED                               30507
MACYS INC                    COM              55616P104    3379.42   139300 SH  C    SHARED                    139300
MACYS INC                    COM              55616P104    4075.61   167997 SH       SHARED    01              167997
MACYS INC                    COM              55616P104    5080.04   209400 SH  P    SHARED                    209400
MACYS INC                    COM              55616P104   12307.32   507309 SH       SHARED                    507309
MADDEN STEVEN LTD            COM              556269108       4.69      100 SH  C    SHARED                       100
MADDEN STEVEN LTD            COM              556269108      34.45      734 SH       SHARED                       734
MADDEN STEVEN LTD            COM              556269108    1141.85    24331 SH       SHARED    01               24331
MADISON CLAYMORE CALL &EQTY  COM              556582104     246.91    27994 SH       SHARED    01               27994
MADISON SQUARE GARDEN INC    CL A             55826P100      18.89      700 SH  C    SHARED                       700
MADISON SQUARE GARDEN INC    CL A             55826P100    2877.03   106596 SH       SHARED    01              106596
MADISON SQUARE GARDEN INC    CL A             55826P100    3048.36   112944 SH       SHARED                    112944
MADISON STRTG SECTOR PREM FD COM              558268108     143.58    11341 SH       SHARED    01               11341
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MAG SILVER CORP              COM              55903Q104       5.97      500 SH  P    SOLE               500
MAG SILVER CORP              COM              55903Q104       7.16      600 SH  C    SOLE               600
MAG SILVER CORP              COM              55903Q104      23.61     1979 SH       SOLE              1979
MAGELLAN HEALTH SVCS INC     COM NEW          559079207     956.47    19488 SH       SHARED                     19488
MAGELLAN HEALTH SVCS INC     COM NEW          559079207    1953.53    39803 SH       SHARED    01               39803
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP   559080106      47.89      800 SH  P    SHARED                       800
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP   559080106     131.69     2200 SH  C    SHARED                      2200
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP   559080106   23170.49   387078 SH       SHARED                    387078
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP   559080106  122015.09  2038341 SH       SHARED    01             2038341
MAGELLAN PETE CORP           COM              559091301          5     2067 SH       SHARED                      2067
MAGELLAN PETE CORP           COM              559091301      20.58     8500 SH       SHARED    01                8500
MAGIC SOFTWARE ENTERPRISES L ORD              559166103       9.83     1302 SH       SHARED    01                1302
MAGIC SOFTWARE ENTERPRISES L ORD              559166103      13.59     1800 SH  P    SHARED                      1800
MAGIC SOFTWARE ENTERPRISES L ORD              559166103      17.37     2300 SH  C    SHARED                      2300
MAGIC SOFTWARE ENTERPRISES L ORD              559166103     222.06    29412 SH       SHARED                     29412
MAGIC SOFTWARE ENTERPRISES L ORD              559166103     566.25    75000 SH       SHARED                               75000
MAGMA DESIGN AUTOMATION      COM              559181102      39.94     5856 SH       SHARED    01                5856
MAGMA DESIGN AUTOMATION      COM              559181102      98.89    14500 SH  C    SHARED                     14500
MAGNA INTL INC               COM              559222401       9.58      200 SH  P    SHARED                       200
MAGNA INTL INC               COM              559222401     244.34     5100 SH  C    SHARED                      5100
MAGNA INTL INC               COM              559222401    1062.79    22183 SH       SHARED                               22183
MAGNA INTL INC               COM              559222401    1779.38    37140 SH       SHARED                     37140
MAGNA INTL INC               COM              559222401    7837.45   163587 SH       SHARED    01              163587
MAGNACHIP SEMICONDUCTOR CORP DEPOSITARY SHS   55933J203       4.81      350 SH       SHARED    01                 350
MAGNACHIP SEMICONDUCTOR CORP DEPOSITARY SHS   55933J203      73.87     5372 SH       SHARED                      5372
MAGNUM HUNTER RES CORP DEL   COM              55973B102       5.14      600 SH  P    SHARED                       600
MAGNUM HUNTER RES CORP DEL   COM              55973B102      37.29     4351 SH       SHARED    01                4351
MAGNUM HUNTER RES CORP DEL   COM              55973B102     407.08    47500 SH  C    SHARED                     47500
MAGYAR BANCORP INC           COM              55977T109       0.15       34 SH       SOLE                34
MAHANAGAR TEL NIGAM LTD      SPONS ADR 2001   559778402      93.69    45700 SH       SOLE             45700
MAIDEN HOLDINGS LTD          SHS              G5753U112       7.49     1000 SH       SHARED    01                1000
MAIDEN HOLDINGS LTD          SHS              G5753U112     173.64    23183 SH       SHARED                     23183
MAIDENFORM BRANDS INC        COM              560305104        2.4       84 SH       SHARED    01                  84
MAIDENFORM BRANDS INC        COM              560305104       63.4     2219 SH       SHARED                      2219
MAIN STREET CAPITAL CORP     COM              56035L104     265.27    14378 SH       SOLE             14378
MAINSOURCE FINANCIAL GP INC  COM              56062Y102      41.76     4172 SH       SHARED    01                4172
MAINSOURCE FINANCIAL GP INC  COM              56062Y102       76.5     7642 SH       SHARED                      7642
MAJESCO ENTERTAINMENT CO     COM NEW          560690208       1.58      500 SH       SHARED    01                 500
MAJESTIC CAPITAL LTD         SHS              G5760D111       0.03       61 SH       SOLE                61
MAKEMUSIC INC                COM NEW          56086P202       7.19     1467 SH       SHARED                      1467
MAKEMUSIC INC                COM NEW          56086P202      10.25     2091 SH       SHARED    01                2091
MAKEMYTRIP LIMITED MAURITIUS SHS              V5633W109     100.45     3427 SH       SHARED                      3427
MAKEMYTRIP LIMITED MAURITIUS SHS              V5633W109     217.04     7405 SH       SHARED    01                7405
MAKITA CORP                  ADR NEW          560877300         24      512 SH       SHARED    21                 512
MAKITA CORP                  ADR NEW          560877300      85.37     1821 SH       SHARED                      1821
MAKITA CORP                  ADR NEW          560877300     653.04    13930 SH       SHARED    20                         13930
MAKITA CORP                  ADR NEW          560877300     2096.8    44727 SH       SHARED    01               44727
MAKO SURGICAL CORP           COM              560879108     223.18     9253 SH       SHARED                      9253
MAKO SURGICAL CORP           COM              560879108    1198.76    49700 SH  C    SHARED                     49700
MAKO SURGICAL CORP           COM              560879108    3073.03   127406 SH       SHARED    01              127406
MALAYSIA FD INC              COM              560905101       1.15      100 SH       SHARED    01                 100
MALAYSIA FD INC              COM              560905101       7.71      671 SH       SHARED                       671
MANAGED DURATION INVT GRD FU COM              56165R103       0.85       65 SH       SHARED                        65
MANAGED DURATION INVT GRD FU COM              56165R103     199.24    15151 SH       SHARED    01               15151
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MANAGED HIGH YIELD PLUS FD I COM              561911108       63.7    28187 SH       SHARED                     28187
MANAGED HIGH YIELD PLUS FD I COM              561911108     110.32    48816 SH       SHARED    01               48816
MANHATTAN ASSOCS INC         COM              562750109       2.95       90 SH       SHARED    21                  90
MANHATTAN ASSOCS INC         COM              562750109      38.53     1177 SH       SHARED    01                1177
MANHATTAN ASSOCS INC         COM              562750109     344.88    10534 SH       SHARED                     10534
MANITEX INTL INC             COM              563420108       3.26      592 SH       SHARED                       592
MANITEX INTL INC             COM              563420108       16.5     3000 SH       SHARED    01                3000
MANITOWOC INC                COM              563571108        8.1      370 SH       SHARED    20                           370
MANITOWOC INC                COM              563571108    1380.63    63100 SH  C    SHARED                     63100
MANITOWOC INC                COM              563571108    1817.24    83055 SH       SHARED                     83055
MANITOWOC INC                COM              563571108    2152.99    98400 SH  P    SHARED                     98400
MANITOWOC INC                COM              563571108     7902.9   361193 SH       SHARED    01              361193
MANNATECH INC                COM              563771104       2.49     1540 SH       SHARED                      1540
MANNATECH INC                COM              563771104      21.87    13500 SH       SHARED    01               13500
MANNKIND CORP                COM              56400P201      13.83     3800 SH       SHARED    01                3800
MANNKIND CORP                COM              56400P201     457.18   125600 SH  C    SHARED                    125600
MANNKIND CORP                COM              56400P201     469.92   129100 SH  P    SHARED                    129100
MANNKIND CORP                COM              56400P201      488.5   134202 SH       SHARED                    134202
MANPOWER INC                 COM              56418H100       6.29      100 SH  C    SHARED                       100
MANPOWER INC                 COM              56418H100      31.44      500 SH       SHARED    21                 500
MANPOWER INC                 COM              56418H100     352.13     5600 SH       SHARED                                5600
MANPOWER INC                 COM              56418H100     1543.2    24542 SH       SHARED                     24542
MANPOWER INC                 COM              56418H100    2807.65    44651 SH       SHARED    01               44651
MANTECH INTL CORP            CL A             564563104      50.88     1200 SH  C    SHARED                      1200
MANTECH INTL CORP            CL A             564563104       93.7     2210 SH       SHARED    01                2210
MANULIFE FINL CORP           COM              56501R106       61.7     3488 SH       SHARED    21                3488
MANULIFE FINL CORP           COM              56501R106     196.36    11100 SH  C    SHARED                     11100
MANULIFE FINL CORP           COM              56501R106     318.42    18000 SH       SHARED    20                         18000
MANULIFE FINL CORP           COM              56501R106     845.58    47800 SH  P    SHARED                     47800
MANULIFE FINL CORP           COM              56501R106    1772.54   100200 SH       SHARED                              100200
MANULIFE FINL CORP           COM              56501R106    3615.84   204400 SH       SHARED    01              204400
MANULIFE FINL CORP           COM              56501R106    9644.96   545221 SH       SHARED                    545221
MAP PHARMACEUTICALS INC      COM              56509R108      41.37     3000 SH       SHARED    01                3000
MAP PHARMACEUTICALS INC      COM              56509R108     388.04    28139 SH       SHARED                     28139
MARATHON OIL CORP            COM              565849106      40.84      766 SH       SHARED    21                 766
MARATHON OIL CORP            COM              565849106     848.96    15925 SH       SHARED    20                         15925
MARATHON OIL CORP            COM              565849106    2852.99    53517 SH       SHARED                               53517
MARATHON OIL CORP            COM              565849106   16600.73   311400 SH  P    SHARED                    311400
MARATHON OIL CORP            COM              565849106   16872.62   316500 SH  C    SHARED                    316500
MARATHON OIL CORP            COM              565849106   39353.76   738206 SH       SHARED    01              738206
MARATHON OIL CORP            COM              565849106    53992.1  1012795 SH       SHARED                   1012795
MARINA BIOTECH INC           COM              56804Q102       0.09      125 SH       SHARED    01                 125
MARINE PETE TR               UNIT BEN INT     568423107       9.04      393 SH       SOLE               393
MARINE PRODS CORP            COM              568427108      21.41     2700 SH       SHARED    01                2700
MARINEMAX INC                COM              567908108      100.8    10223 SH       SOLE             10223
MARKEL CORP                  COM              570535104      36.06       87 SH       SHARED    21                  87
MARKEL CORP                  COM              570535104     840.09     2027 SH       SHARED    20                          2027
MARKEL CORP                  COM              570535104    3098.84     7477 SH       SHARED                      7477
MARKEL CORP                  COM              570535104    3746.63     9040 SH       SHARED    01                9040
MARKET 2000+ HOLDRS TR       DEPOSITARY RCT   57059Y204       5.21      100 SH       SHARED    01                 100
MARKET VECTORS ETF TR        AFRICA ETF       57060U787     124.59     3728 SH       SHARED    01                3728
MARKET VECTORS ETF TR        AFRICA ETF       57060U787     214.59     6421 SH       SHARED                      6421
MARKET VECTORS ETF TR        AGRIBUS ETF      57060U605        283     5050 SH       SHARED    17                          5050
MARKET VECTORS ETF TR        AGRIBUS ETF      57060U605     5189.3    92600 SH  P    SHARED                     92600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MARKET VECTORS ETF TR        AGRIBUS ETF      57060U605    5396.09    96290 SH       SHARED                     96290
MARKET VECTORS ETF TR        AGRIBUS ETF      57060U605    7436.51   132700 SH  C    SHARED                    132700
MARKET VECTORS ETF TR        AGRIBUS ETF      57060U605   37742.66   673495 SH       SHARED    01              673495
MARKET VECTORS ETF TR        BRAZL SMCP ETF   57060U613      51.04      900 SH  P    SHARED                       900
MARKET VECTORS ETF TR        BRAZL SMCP ETF   57060U613     765.59    13500 SH  C    SHARED                     13500
MARKET VECTORS ETF TR        BRAZL SMCP ETF   57060U613    1794.76    31648 SH       SHARED    01               31648
MARKET VECTORS ETF TR        COAL ETF         57060U837     263.74     5200 SH  P    SHARED                      5200
MARKET VECTORS ETF TR        COAL ETF         57060U837     557.92    11000 SH  C    SHARED                     11000
MARKET VECTORS ETF TR        COAL ETF         57060U837    5064.09    99844 SH       SHARED                     99844
MARKET VECTORS ETF TR        COAL ETF         57060U837   12460.64   245675 SH       SHARED    01              245675
MARKET VECTORS ETF TR        EGYPT INDX ETF   57060U548        3.2      198 SH       SHARED    01                 198
MARKET VECTORS ETF TR        EGYPT INDX ETF   57060U548       26.2     1621 SH       SHARED                      1621
MARKET VECTORS ETF TR        EGYPT INDX ETF   57060U548     267.93    16580 SH       SHARED    17                         16580
MARKET VECTORS ETF TR        EM LC CURR DBT   57060U522      24.96      928 SH       SHARED                       928
MARKET VECTORS ETF TR        EM LC CURR DBT   57060U522    1869.39    69507 SH       SHARED    01               69507
MARKET VECTORS ETF TR        GAMING ETF       57060U829      28.18      875 SH       SHARED                       875
MARKET VECTORS ETF TR        GAMING ETF       57060U829     116.02     3602 SH       SHARED    01                3602
MARKET VECTORS ETF TR        GBL ALTER ENRG   57060U407        6.8      300 SH  C    SHARED                       300
MARKET VECTORS ETF TR        GBL ALTER ENRG   57060U407      11.34      500 SH  P    SHARED                       500
MARKET VECTORS ETF TR        GBL ALTER ENRG   57060U407    2357.16   103931 SH       SHARED    01              103931
MARKET VECTORS ETF TR        GOLD MINER ETF   57060U100   21915.65   364653 SH       SHARED                    364653
MARKET VECTORS ETF TR        GOLD MINER ETF   57060U100   25951.18   431800 SH  C    SHARED                    431800
MARKET VECTORS ETF TR        GOLD MINER ETF   57060U100   42274.34   703400 SH  P    SHARED                    703400
MARKET VECTORS ETF TR        GOLD MINER ETF   57060U100   68386.05  1137871 SH       SHARED    01             1137871
MARKET VECTORS ETF TR        GULF STS ETF     57060U779       4.62      210 SH       SOLE               210
MARKET VECTORS ETF TR        HG YLD MUN ETF   57060U878    3748.87   131956 SH       SHARED    01              131956
MARKET VECTORS ETF TR        INDIA SMALL CP   57060U563     686.69    40850 SH       SHARED    01               40850
MARKET VECTORS ETF TR        INDONESIA ETF    57060U753    1716.13    57319 SH       SHARED    01               57319
MARKET VECTORS ETF TR        JR GOLD MINERS E 57060U589     2461.8    62769 SH       SHARED                     62769
MARKET VECTORS ETF TR        JR GOLD MINERS E 57060U589    2843.45    72500 SH  P    SHARED                     72500
MARKET VECTORS ETF TR        JR GOLD MINERS E 57060U589    4059.27   103500 SH  C    SHARED                    103500
MARKET VECTORS ETF TR        JR GOLD MINERS E 57060U589      19286   491739 SH       SHARED    01              491739
MARKET VECTORS ETF TR        MINOR METALS     57060U472      63.12     2400 SH  P    SHARED                      2400
MARKET VECTORS ETF TR        MINOR METALS     57060U472     431.32    16400 SH  C    SHARED                     16400
MARKET VECTORS ETF TR        MINOR METALS     57060U472     547.04    20800 SH       SHARED                     20800
MARKET VECTORS ETF TR        MINOR METALS     57060U472    9628.11   366088 SH       SHARED    01              366088
MARKET VECTORS ETF TR        MKTVEC INTMUETF  57060U845    7205.36   342623 SH       SHARED    01              342623
MARKET VECTORS ETF TR        MKTVEC LMUNETF   57060U886     1827.9   108160 SH       SHARED    01              108160
MARKET VECTORS ETF TR        MKTVEC SMUNETF   57060U803      34.82     2034 SH       SHARED                      2034
MARKET VECTORS ETF TR        MKTVEC SMUNETF   57060U803    1423.65    83157 SH       SHARED    01               83157
MARKET VECTORS ETF TR        MV ENVIR SVCS    57060U209      37.79      703 SH       SHARED    01                 703
MARKET VECTORS ETF TR        MV STEEL INDEX   57060U308    5031.61    67702 SH       SHARED    01               67702
MARKET VECTORS ETF TR        PRE-RF MUN ETF   57060U738     266.52    10799 SH       SHARED    01               10799
MARKET VECTORS ETF TR        RUSSIA ETF       57060U506     228.97     5500 SH       SHARED    17                          5500
MARKET VECTORS ETF TR        RUSSIA ETF       57060U506     7268.6   174600 SH  P    SHARED                    174600
MARKET VECTORS ETF TR        RUSSIA ETF       57060U506    10823.8   260000 SH  C    SHARED                    260000
MARKET VECTORS ETF TR        RUSSIA ETF       57060U506   14314.06   343840 SH       SHARED    01              343840
MARKET VECTORS ETF TR        RVE HARD ETF     57060U795     394.23     9287 SH       SHARED    01                9287
MARKET VECTORS ETF TR        SOLAR ENRG ETF   57060U811    1620.79   119792 SH       SHARED    01              119792
MARKET VECTORS ETF TR        URAN NUCLR ENRGY 57060U704      66.94     2909 SH       SHARED                      2909
MARKET VECTORS ETF TR        URAN NUCLR ENRGY 57060U704    3900.86   169529 SH       SHARED    01              169529
MARKET VECTORS ETF TR        VECTRS POL ETF   57060U571     228.92     7999 SH       SHARED    01                7999
MARKET VECTORS ETF TR        VIETNAM ETF      57060U761     2256.7    95099 SH       SHARED    01               95099
MARKETAXESS HLDGS INC        COM              57060D108       7.62      315 SH       SHARED    20                           315
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MARKETAXESS HLDGS INC        COM              57060D108       38.1     1575 SH       SHARED    01                1575
MARKETAXESS HLDGS INC        COM              57060D108      251.5    10397 SH       SHARED                     10397
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN   570759100      29.08      600 SH  P    SHARED                       600
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN   570759100     101.79     2100 SH  C    SHARED                      2100
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN   570759100   15040.97   310315 SH       SHARED                    310315
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN   570759100   20095.18   414590 SH       SHARED    01              414590
MARLIN BUSINESS SVCS CORP    COM              571157106       0.52       42 SH       SOLE                42
MARRIOTT INTL INC NEW        CL A             571903202      31.38      882 SH       SHARED    21                 882
MARRIOTT INTL INC NEW        CL A             571903202     597.74    16800 SH  P    SHARED                     16800
MARRIOTT INTL INC NEW        CL A             571903202     735.44    20670 SH       SHARED                               20670
MARRIOTT INTL INC NEW        CL A             571903202    1792.45    50378 SH       SHARED    17                         50378
MARRIOTT INTL INC NEW        CL A             571903202     2450.5    68873 SH       SHARED                     68873
MARRIOTT INTL INC NEW        CL A             571903202    3323.17    93400 SH  C    SHARED                     93400
MARRIOTT INTL INC NEW        CL A             571903202   10133.97   284822 SH       SHARED    01              284822
MARSH & MCLENNAN COS INC     COM              571748102       4.53      152 SH       SHARED    21                 152
MARSH & MCLENNAN COS INC     COM              571748102     157.99     5300 SH  C    SHARED                      5300
MARSH & MCLENNAN COS INC     COM              571748102     274.25     9200 SH  P    SHARED                      9200
MARSH & MCLENNAN COS INC     COM              571748102    1061.24    35600 SH       SHARED                               35600
MARSH & MCLENNAN COS INC     COM              571748102    4112.98   137973 SH       SHARED                    137973
MARSH & MCLENNAN COS INC     COM              571748102   11811.14   396214 SH       SHARED    01              396214
MARSHALL & ILSLEY CORP NEW   COM              571837103      47.94     6000 SH  P    SHARED                      6000
MARSHALL & ILSLEY CORP NEW   COM              571837103       82.3    10300 SH  C    SHARED                     10300
MARSHALL & ILSLEY CORP NEW   COM              571837103     289.04    36175 SH       SHARED                               36175
MARSHALL & ILSLEY CORP NEW   COM              571837103     510.94    63948 SH       SHARED    01               63948
MARSHALL & ILSLEY CORP NEW   COM              571837103    5884.98   736543 SH       SHARED                    736543
MARSHALL EDWARDS INC         COM NEW          572322402       3.43     2172 SH       SOLE              2172
MARTEN TRANS LTD             COM              573075108     131.46     5895 SH       SHARED                      5895
MARTEN TRANS LTD             COM              573075108    1204.56    54016 SH       SHARED    01               54016
MARTHA STEWART LIVING OMNIME CL A             573083102       1.48      400 SH  C    SHARED                       400
MARTHA STEWART LIVING OMNIME CL A             573083102       7.72     2082 SH       SHARED                      2082
MARTHA STEWART LIVING OMNIME CL A             573083102       17.8     4799 SH       SHARED    01                4799
MARTIN MARIETTA MATLS INC    COM              573284106     197.27     2200 SH       SHARED                                2200
MARTIN MARIETTA MATLS INC    COM              573284106     215.21     2400 SH  P    SHARED                      2400
MARTIN MARIETTA MATLS INC    COM              573284106    1936.87    21600 SH  C    SHARED                     21600
MARTIN MARIETTA MATLS INC    COM              573284106    2733.41    30483 SH       SHARED    01               30483
MARTIN MIDSTREAM PRTNRS L P  UNIT L P INT     573331105     726.65    18148 SH       SHARED                     18148
MARTIN MIDSTREAM PRTNRS L P  UNIT L P INT     573331105    1046.65    26140 SH       SHARED    01               26140
MARVELL TECHNOLOGY GROUP LTD ORD              G5876H105       6.76      435 SH       SHARED    20                           435
MARVELL TECHNOLOGY GROUP LTD ORD              G5876H105     522.48    33600 SH       SHARED                               33600
MARVELL TECHNOLOGY GROUP LTD ORD              G5876H105    4301.13   276600 SH  C    SHARED                    276600
MARVELL TECHNOLOGY GROUP LTD ORD              G5876H105    7614.71   489692 SH       SHARED                    489692
MARVELL TECHNOLOGY GROUP LTD ORD              G5876H105     8125.5   522540 SH       SHARED    01              522540
MARVELL TECHNOLOGY GROUP LTD ORD              G5876H105    8362.79   537800 SH  P    SHARED                    537800
MASCO CORP                   COM              574599106       6.68      480 SH       SHARED    20                           480
MASCO CORP                   COM              574599106      11.89      854 SH       SHARED    21                 854
MASCO CORP                   COM              574599106      55.68     4000 SH  P    SHARED                      4000
MASCO CORP                   COM              574599106      192.1    13800 SH  C    SHARED                     13800
MASCO CORP                   COM              574599106     339.65    24400 SH       SHARED                               24400
MASCO CORP                   COM              574599106    1048.61    75331 SH       SHARED    01               75331
MASCO CORP                   NOTE 7/2         574599BB1          3     5000 PRN      SHARED    01                5000
MASIMO CORP                  COM              574795100       5.86      177 SH       SHARED    21                 177
MASIMO CORP                  COM              574795100    1024.35    30947 SH       SHARED                     30947
MASIMO CORP                  COM              574795100    1470.24    44418 SH       SHARED    01               44418
MASSACHUSETTS HEALTH & ED TX SH BEN INT       575672100      11.04      866 SH       SHARED                       866
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MASSACHUSETTS HEALTH & ED TX SH BEN INT       575672100      12.75     1000 SH       SHARED    01                1000
MASSEY ENERGY CO             NOTE 3.250% 8/0  576203AJ2     214.94   190000 PRN      SHARED    01              190000
MASSEY ENERGY CO             NOTE 3.250% 8/0  576203AJ2    1753.44  1550000 PRN      SHARED                   1550000
MASSEY ENERGY COMPANY        COM              576206106     375.98     5500 SH       SHARED                                5500
MASSEY ENERGY COMPANY        COM              576206106    4387.89    64188 SH       SHARED                     64188
MASSEY ENERGY COMPANY        COM              576206106     9259.7   135455 SH       SHARED    01              135455
MASSEY ENERGY COMPANY        COM              576206106   14382.94   210400 SH  P    SHARED                    210400
MASSEY ENERGY COMPANY        COM              576206106   20788.28   304100 SH  C    SHARED                    304100
MASSMUTUAL CORPORATE INVS IN COM              576292106      17.04     1051 SH       SHARED                      1051
MASSMUTUAL CORPORATE INVS IN COM              576292106    1504.58    92818 SH       SHARED    01               92818
MASSMUTUAL PARTN INVS        SH BEN INT       576299101      14.15      956 SH       SHARED                       956
MASSMUTUAL PARTN INVS        SH BEN INT       576299101     161.69    10925 SH       SHARED    01               10925
MASTEC INC                   COM              576323109       3.29      158 SH       SHARED    21                 158
MASTEC INC                   COM              576323109       72.8     3500 SH  C    SHARED                      3500
MASTEC INC                   COM              576323109      270.4    13000 SH  P    SHARED                     13000
MASTEC INC                   COM              576323109     350.73    16862 SH       SHARED                     16862
MASTEC INC                   COM              576323109    1003.72    48256 SH       SHARED    01               48256
MASTERCARD INC               CL A             57636Q104      39.27      156 SH       SHARED    21                 156
MASTERCARD INC               CL A             57636Q104       1793     7123 SH       SHARED                                7123
MASTERCARD INC               CL A             57636Q104    2054.04     8160 SH       SHARED    20                          8160
MASTERCARD INC               CL A             57636Q104    3141.21    12479 SH       SHARED                     12479
MASTERCARD INC               CL A             57636Q104   25407.11   100934 SH       SHARED    01              100934
MASTERCARD INC               CL A             57636Q104   46719.23   185600 SH  P    SHARED                    185600
MASTERCARD INC               CL A             57636Q104   55856.67   221900 SH  C    SHARED                    221900
MATERIAL SCIENCES CORP       COM              576674105       0.13       18 SH       SHARED    01                  18
MATERIAL SCIENCES CORP       COM              576674105      30.48     4227 SH       SHARED                      4227
MATERION CORP                COM              576690101       8.16      200 SH  P    SHARED                       200
MATERION CORP                COM              576690101      44.88     1100 SH  C    SHARED                      1100
MATERION CORP                COM              576690101    1299.24    31844 SH       SHARED    01               31844
MATRIX SVC CO                COM              576853105     209.25    15054 SH       SOLE             15054
MATTEL INC                   COM              577081102       6.73      270 SH       SHARED    21                 270
MATTEL INC                   COM              577081102       1067    42800 SH  C    SHARED                     42800
MATTEL INC                   COM              577081102    1478.35    59300 SH  P    SHARED                     59300
MATTEL INC                   COM              577081102    11263.3   451797 SH       SHARED                              451797
MATTEL INC                   COM              577081102    14484.4   581003 SH       SHARED    01              581003
MATTEL INC                   COM              577081102  153637.66  6162762 SH       SHARED                   6162762
MATTHEWS INTL CORP           CL A             577128101       7.13      185 SH       SHARED    20                           185
MATTHEWS INTL CORP           CL A             577128101      90.71     2353 SH       SHARED    01                2353
MATTHEWS INTL CORP           CL A             577128101     311.91     8091 SH       SHARED                      8091
MATTSON TECHNOLOGY INC       COM              577223100       8.05     3300 SH       SHARED    01                3300
MATTSON TECHNOLOGY INC       COM              577223100      49.03    20093 SH       SHARED                     20093
MAUI LD & PINEAPPLE INC      COM              577345101      18.06     3168 SH       SHARED                      3168
MAUI LD & PINEAPPLE INC      COM              577345101     367.58    64487 SH       SHARED    01               64487
MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF   57773A508       0.34      100 SH       SHARED    01                 100
MAXIM INTEGRATED PRODS INC   COM              57772K101     112.64     4400 SH  P    SHARED                      4400
MAXIM INTEGRATED PRODS INC   COM              57772K101     163.84     6400 SH  C    SHARED                      6400
MAXIM INTEGRATED PRODS INC   COM              57772K101     545.28    21300 SH       SHARED                               21300
MAXIM INTEGRATED PRODS INC   COM              57772K101     848.38    33140 SH       SHARED    01               33140
MAXIM INTEGRATED PRODS INC   COM              57772K101    7716.53   301427 SH       SHARED                    301427
MAXIMUS INC                  COM              577933104       0.16        2 SH       SHARED    01                   2
MAXIMUS INC                  COM              577933104       5.03       62 SH       SHARED    21                  62
MAXIMUS INC                  COM              577933104     677.77     8350 SH       SHARED                      8350
MAXLINEAR INC                CL A             57776J100       0.41       50 SH       SHARED    01                  50
MAXWELL TECHNOLOGIES INC     COM              577767106     135.29     7825 SH       SHARED                      7825
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MAXWELL TECHNOLOGIES INC     COM              577767106     224.32    12974 SH       SHARED    01               12974
MAYFLOWER BANCORP INC        COM              578321101       4.27      527 SH       SOLE               527
MB FINANCIAL INC NEW         COM              55264U108        0.1        5 SH       SHARED    01                   5
MB FINANCIAL INC NEW         COM              55264U108       2.68      128 SH       SHARED    21                 128
MB FINANCIAL INC NEW         COM              55264U108        279    13311 SH       SHARED                     13311
MBIA INC                     COM              55262C100      63.25     6300 SH       SHARED                                6300
MBIA INC                     COM              55262C100     133.89    13336 SH       SHARED    01               13336
MBIA INC                     COM              55262C100     390.56    38900 SH  P    SHARED                     38900
MBIA INC                     COM              55262C100     713.84    71100 SH  C    SHARED                     71100
MBIA INC                     COM              55262C100    1536.16   153004 SH       SHARED                    153004
MBT FINL CORP                COM              578877102        0.4      265 SH       SOLE               265
MCCLATCHY CO                 CL A             579489105       9.18     2700 SH  P    SHARED                      2700
MCCLATCHY CO                 CL A             579489105       15.3     4500 SH  C    SHARED                      4500
MCCLATCHY CO                 CL A             579489105     228.19    67115 SH       SHARED    01               67115
MCCLATCHY CO                 CL A             579489105   10945.22  3219183 SH       SHARED                   3219183
MCCORMICK & CO INC           COM NON VTG      579780206      42.81      895 SH       SHARED    20                           895
MCCORMICK & CO INC           COM NON VTG      579780206     377.86     7900 SH       SHARED                                7900
MCCORMICK & CO INC           COM NON VTG      579780206    1831.51    38292 SH       SHARED                     38292
MCCORMICK & CO INC           COM NON VTG      579780206    3955.49    82699 SH       SHARED    01               82699
MCCORMICK & CO INC           COM VTG          579780107       1.14       24 SH       SHARED    01                  24
MCCORMICK & CO INC           COM VTG          579780107      49.92     1051 SH       SHARED                      1051
MCDERMOTT INTL INC           COM              580037109         16      630 SH       SHARED    21                 630
MCDERMOTT INTL INC           COM              580037109     106.64     4200 SH  P    SHARED                      4200
MCDERMOTT INTL INC           COM              580037109     822.64    32400 SH  C    SHARED                     32400
MCDERMOTT INTL INC           COM              580037109     6108.4   240583 SH       SHARED    01              240583
MCDERMOTT INTL INC           COM              580037109    6856.09   270031 SH       SHARED                    270031
MCDONALDS CORP               COM              580135101     192.89     2535 SH       SHARED    21                2535
MCDONALDS CORP               COM              580135101    2642.99    34735 SH       SHARED    17                         34735
MCDONALDS CORP               COM              580135101    7367.41    96825 SH       SHARED    20                         96825
MCDONALDS CORP               COM              580135101   10471.28   137617 SH       SHARED                              137617
MCDONALDS CORP               COM              580135101   18200.73   239200 SH  P    SHARED                    239200
MCDONALDS CORP               COM              580135101   50942.26   669500 SH  C    SHARED                    669500
MCDONALDS CORP               COM              580135101   52052.03   684085 SH       SHARED                    684085
MCDONALDS CORP               COM              580135101  237678.83  3123654 SH       SHARED    01             3123654
MCG CAPITAL CORP             COM              58047P107      86.85    13325 SH       SHARED    01               13325
MCG CAPITAL CORP             COM              58047P107     338.58    51946 SH       SHARED                     51946
MCGRATH RENTCORP             COM              580589109       6.41      235 SH       SHARED    21                 235
MCGRATH RENTCORP             COM              580589109     113.01     4144 SH       SHARED    01                4144
MCGRATH RENTCORP             COM              580589109     247.07     9060 SH       SHARED                      9060
MCGRAW HILL COS INC          COM              580645109       8.27      210 SH       SHARED    21                 210
MCGRAW HILL COS INC          COM              580645109      177.3     4500 SH  P    SHARED                      4500
MCGRAW HILL COS INC          COM              580645109      571.3    14500 SH  C    SHARED                     14500
MCGRAW HILL COS INC          COM              580645109        788    20000 SH       SHARED                               20000
MCGRAW HILL COS INC          COM              580645109    7190.74   182506 SH       SHARED    01              182506
MCGRAW HILL COS INC          COM              580645109   55510.07  1408885 SH       SHARED                   1408885
MCKESSON CORP                COM              58155Q103       13.2      167 SH       SHARED    21                 167
MCKESSON CORP                COM              58155Q103    1394.92    17646 SH       SHARED                               17646
MCKESSON CORP                COM              58155Q103    1821.71    23045 SH       SHARED    17                         23045
MCKESSON CORP                COM              58155Q103   12663.81   160200 SH  P    SHARED                    160200
MCKESSON CORP                COM              58155Q103   27681.41   350176 SH       SHARED    01              350176
MCKESSON CORP                COM              58155Q103    31303.8   396000 SH  C    SHARED                    396000
MCMORAN EXPLORATION CO       COM              582411104     503.58    28435 SH       SHARED                     28435
MCMORAN EXPLORATION CO       COM              582411104     1471.7    83100 SH  P    SHARED                     83100
MCMORAN EXPLORATION CO       COM              582411104    1625.58    91789 SH       SHARED    01               91789
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MCMORAN EXPLORATION CO       COM              582411104    5877.95   331900 SH  C    SHARED                    331900
MDC PARTNERS INC             CL A SUB VTG     552697104     873.21    52070 SH       SHARED    01               52070
MDU RES GROUP INC            COM              552690109     356.04    15500 SH       SHARED                               15500
MDU RES GROUP INC            COM              552690109     767.01    33392 SH       SHARED                     33392
MDU RES GROUP INC            COM              552690109     789.59    34375 SH  C    SHARED                     34375
MDU RES GROUP INC            COM              552690109    1028.34    44769 SH       SHARED    01               44769
MDU RES GROUP INC            COM              552690109    5841.02   254289 SH       SHARED    20                        254289
MEAD JOHNSON NUTRITION CO    COM              582839106      10.31      178 SH       SHARED    21                 178
MEAD JOHNSON NUTRITION CO    COM              582839106     788.95    13619 SH       SHARED                               13619
MEAD JOHNSON NUTRITION CO    COM              582839106     863.16    14900 SH  C    SHARED                     14900
MEAD JOHNSON NUTRITION CO    COM              582839106    2705.33    46700 SH  P    SHARED                     46700
MEAD JOHNSON NUTRITION CO    COM              582839106    5486.84    94715 SH       SHARED                     94715
MEAD JOHNSON NUTRITION CO    COM              582839106    9070.91   156584 SH       SHARED    01              156584
MEADE INSTRUMENTS CORP       COM NEW          583062203          4     1110 SH       SOLE              1110
MEADOWBROOK INS GROUP INC    COM              58319P108     211.83    20467 SH       SHARED    01               20467
MEADOWBROOK INS GROUP INC    COM              58319P108     303.83    29356 SH       SHARED                     29356
MEADWESTVACO CORP            COM              583334107      36.85     1215 SH       SHARED    20                          1215
MEADWESTVACO CORP            COM              583334107      55.56     1832 SH       SHARED                      1832
MEADWESTVACO CORP            COM              583334107     351.83    11600 SH       SHARED                               11600
MEADWESTVACO CORP            COM              583334107    6772.08   223280 SH       SHARED    01              223280
MEASUREMENT SPECIALTIES INC  COM              583421102      25.52      750 SH       SHARED    01                 750
MEASUREMENT SPECIALTIES INC  COM              583421102     188.13     5530 SH       SHARED                      5530
MECHEL OAO                   SPON ADR PFD     583840509      18.83     1726 SH       SOLE              1726
MECHEL OAO                   SPONSORED ADR    583840103      40.33     1310 SH       SHARED    20                          1310
MECHEL OAO                   SPONSORED ADR    583840103    1250.91    40627 SH       SHARED    01               40627
MECHEL OAO                   SPONSORED ADR    583840103    2202.96    71548 SH       SHARED                     71548
MECOX LANE LIMITED           SPONSORED ADR    58403M102       14.7     2500 SH  P    SHARED                      2500
MECOX LANE LIMITED           SPONSORED ADR    58403M102      33.46     5690 SH       SHARED                      5690
MECOX LANE LIMITED           SPONSORED ADR    58403M102     222.03    37761 SH       SHARED    01               37761
MEDASSETS INC                COM              584045108      10.67      700 SH  C    SHARED                       700
MEDASSETS INC                COM              584045108     388.62    25500 SH       SHARED                               25500
MEDASSETS INC                COM              584045108     429.02    28151 SH       SHARED                     28151
MEDASSETS INC                COM              584045108    1462.86    95988 SH       SHARED    01               95988
MEDCATH CORP                 COM              58404W109     103.73     7436 SH       SOLE              7436
MEDCO HEALTH SOLUTIONS INC   COM              58405U102      90.42     1610 SH       SHARED    21                1610
MEDCO HEALTH SOLUTIONS INC   COM              58405U102    4296.24    76500 SH  P    SHARED                     76500
MEDCO HEALTH SOLUTIONS INC   COM              58405U102    6539.61   116446 SH       SHARED                    116446
MEDCO HEALTH SOLUTIONS INC   COM              58405U102    7638.88   136020 SH       SHARED                              136020
MEDCO HEALTH SOLUTIONS INC   COM              58405U102   16724.45   297800 SH  C    SHARED                    297800
MEDCO HEALTH SOLUTIONS INC   COM              58405U102   21195.85   377419 SH       SHARED    01              377419
MEDIA GEN INC                CL A             584404107       0.69      100 SH       SHARED    01                 100
MEDIA GEN INC                CL A             584404107      43.38     6305 SH       SHARED                      6305
MEDICAL ACTION INDS INC      COM              58449L100      11.13     1325 SH       SHARED    01                1325
MEDICAL PPTYS TRUST INC      COM              58463J304       2.31      200 SH  C    SHARED                       200
MEDICAL PPTYS TRUST INC      COM              58463J304      46.28     4000 SH  P    SHARED                      4000
MEDICAL PPTYS TRUST INC      COM              58463J304     667.84    57722 SH       SHARED                     57722
MEDICAL PPTYS TRUST INC      COM              58463J304     786.42    67971 SH       SHARED                               67971
MEDICAL PPTYS TRUST INC      COM              58463J304    6067.01   524374 SH       SHARED    01              524374
MEDICINES CO                 COM              584688105       1.51       93 SH       SHARED    01                  93
MEDICINES CO                 COM              584688105       1.63      100 SH  C    SHARED                       100
MEDICINES CO                 COM              584688105     632.52    38829 SH       SHARED                     38829
MEDICINOVA INC               COM NEW          58468P206       8.96     3471 SH       SOLE              3471
MEDICIS PHARMACEUTICAL CORP  CL A NEW         584690309     186.83     5831 SH       SHARED    01                5831
MEDICIS PHARMACEUTICAL CORP  CL A NEW         584690309     246.71     7700 SH  C    SHARED                      7700
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MEDICIS PHARMACEUTICAL CORP  CL A NEW         584690309     259.52     8100 SH  P    SHARED                      8100
MEDICIS PHARMACEUTICAL CORP  CL A NEW         584690309    1126.78    35168 SH       SHARED                     35168
MEDIDATA SOLUTIONS INC       COM              58471A105     174.95     6842 SH       SHARED                      6842
MEDIDATA SOLUTIONS INC       COM              58471A105     216.76     8477 SH       SHARED    01                8477
MEDIFAST INC                 COM              58470H101       1.62       82 SH       SHARED    01                  82
MEDIFAST INC                 COM              58470H101      27.65     1400 SH  P    SHARED                      1400
MEDIFAST INC                 COM              58470H101     788.03    39900 SH  C    SHARED                     39900
MEDIFAST INC                 COM              58470H101    1062.95    53820 SH       SHARED                     53820
MEDIVATION INC               COM              58501N101      41.01     2200 SH       SHARED    01                2200
MEDIVATION INC               COM              58501N101      61.51     3300 SH  P    SHARED                      3300
MEDIVATION INC               COM              58501N101     149.12     8000 SH  C    SHARED                      8000
MEDIVATION INC               COM              58501N101     220.75    11843 SH       SHARED                     11843
MEDIWARE INFORMATION SYS INC COM              584946107       3.73      300 SH       SHARED    01                 300
MEDIWARE INFORMATION SYS INC COM              584946107      15.48     1246 SH       SHARED                      1246
MEDLEY CAP CORP              COM              58503F106    1010.16    82936 SH       SHARED    01               82936
MEDNAX INC                   COM              58502B106       5.66       85 SH       SHARED    20                            85
MEDNAX INC                   COM              58502B106      153.2     2300 SH  C    SHARED                      2300
MEDNAX INC                   COM              58502B106     482.72     7247 SH       SHARED    01                7247
MEDNAX INC                   COM              58502B106    2696.17    40477 SH       SHARED                     40477
MEDQUIST HLDGS INC           COM              58506K102      31.26     3000 SH       SOLE              3000
MEDQUIST INC                 COM              584949101       9.68      942 SH       SOLE               942
MEDTOX SCIENTIFIC INC        COM NEW          584977201      45.05     2747 SH       SOLE              2747
MEDTRONIC INC                COM              585055106      72.64     1846 SH       SHARED    21                1846
MEDTRONIC INC                COM              585055106    2009.25    51061 SH       SHARED    20                         51061
MEDTRONIC INC                COM              585055106    20304.6   516000 SH  P    SHARED                    516000
MEDTRONIC INC                COM              585055106   20836.69   529522 SH       SHARED                              529522
MEDTRONIC INC                COM              585055106   28288.72   718900 SH  C    SHARED                    718900
MEDTRONIC INC                COM              585055106   30007.21   762572 SH       SHARED                    762572
MEDTRONIC INC                COM              585055106    64614.2  1642038 SH       SHARED    01             1642038
MEDTRONIC INC                NOTE 1.500% 4/1  585055AL0         10    10000 PRN      SHARED    01               10000
MEDTRONIC INC                NOTE 1.500% 4/1  585055AL0      79105 79105000 PRN      SHARED                  79105000
MEDTRONIC INC                NOTE 1.625% 4/1  585055AM8     275.01   267000 PRN      SHARED    01              267000
MEDTRONIC INC                NOTE 1.625% 4/1  585055AM8    82554.5 80150000 PRN      SHARED                  80150000
MELA SCIENCES INC            COM              55277R100      72.86    20700 SH  C    SHARED                     20700
MELA SCIENCES INC            COM              55277R100     103.28    29341 SH       SHARED                     29341
MELA SCIENCES INC            COM              55277R100     115.68    32865 SH       SHARED    01               32865
MELA SCIENCES INC            COM              55277R100     154.53    43900 SH  P    SHARED                     43900
MELCO CROWN ENTMT LTD        ADR              585464100     172.74    22729 SH       SHARED                     22729
MELCO CROWN ENTMT LTD        ADR              585464100     584.92    76963 SH       SHARED    01               76963
MELLANOX TECHNOLOGIES LTD    SHS              M51363113       14.2      563 SH       SHARED    01                 563
MELLANOX TECHNOLOGIES LTD    SHS              M51363113     290.67    11521 SH       SHARED                     11521
MEMC ELECTR MATLS INC        COM              552715104      23.82     1838 SH       SHARED                      1838
MEMC ELECTR MATLS INC        COM              552715104     231.98    17900 SH       SHARED                               17900
MEMC ELECTR MATLS INC        COM              552715104     1102.9    85100 SH  P    SHARED                     85100
MEMC ELECTR MATLS INC        COM              552715104    1371.17   105800 SH  C    SHARED                    105800
MEMC ELECTR MATLS INC        COM              552715104     6935.3   535131 SH       SHARED    01              535131
MEMSIC INC                   COM              586264103       0.73      200 SH       SHARED    01                 200
MEMSIC INC                   COM              586264103       0.81      223 SH       SHARED                       223
MENS WEARHOUSE INC           COM              587118100       2.71      100 SH  C    SHARED                       100
MENS WEARHOUSE INC           COM              587118100      11.23      415 SH       SHARED    21                 415
MENS WEARHOUSE INC           COM              587118100      51.41     1900 SH  P    SHARED                      1900
MENS WEARHOUSE INC           COM              587118100    1172.24    43320 SH       SHARED    01               43320
MENTOR GRAPHICS CORP         COM              587200106      17.56     1200 SH  C    SHARED                      1200
MENTOR GRAPHICS CORP         COM              587200106      29.26     2000 SH       SHARED    01                2000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MENTOR GRAPHICS CORP         COM              587200106       39.5     2700 SH  P    SHARED                      2700
MENTOR GRAPHICS CORP         COM              587200106    1524.62   104212 SH       SHARED                    104212
MENTOR GRAPHICS CORP         SDCV 6.250% 3/0  587200AF3      10.31    10000 PRN      SHARED    01               10000
MER TELEMANAGEMENT SOLUTIONS SHS              M69676126       3.89     2160 SH       SOLE              2160
MERCADOLIBRE INC             COM              58733R102      971.4    11900 SH  P    SHARED                     11900
MERCADOLIBRE INC             COM              58733R102    1366.89    16745 SH       SHARED                     16745
MERCADOLIBRE INC             COM              58733R102    1960.34    24015 SH       SHARED    20                         24015
MERCADOLIBRE INC             COM              58733R102    3828.45    46900 SH  C    SHARED                     46900
MERCADOLIBRE INC             COM              58733R102    7610.45    93231 SH       SHARED    01               93231
MERCANTILE BANCORP INC ILL   COM              58734P105       0.44      436 SH       SOLE               436
MERCANTILE BANK CORP         COM              587376104       6.82      700 SH       SHARED    01                 700
MERCANTILE BANK CORP         COM              587376104       7.58      778 SH       SHARED                       778
MERCER INTL INC              COM              588056101       2.71      200 SH  P    SHARED                       200
MERCER INTL INC              COM              588056101     161.88    11947 SH       SHARED    01               11947
MERCHANTS BANCSHARES         COM              588448100      44.25     1671 SH       SHARED    01                1671
MERCK & CO INC NEW           COM              58933Y105      80.74     2446 SH       SHARED    21                2446
MERCK & CO INC NEW           COM              58933Y105      99.03     3000 SH  P    SHARED    01                3000
MERCK & CO INC NEW           COM              58933Y105    1724.77    52250 SH       SHARED    20                         52250
MERCK & CO INC NEW           COM              58933Y105   30857.48   934792 SH       SHARED                              934792
MERCK & CO INC NEW           COM              58933Y105   38806.56  1175600 SH  P    SHARED                   1175600
MERCK & CO INC NEW           COM              58933Y105   40575.89  1229200 SH  C    SHARED                   1229200
MERCK & CO INC NEW           COM              58933Y105   92362.18  2798006 SH       SHARED                   2798006
MERCK & CO INC NEW           COM              58933Y105  151380.63  4585902 SH       SHARED    01             4585902
MERCURY COMPUTER SYS         COM              589378108     291.67    13784 SH       SOLE             13784
MERCURY GENL CORP NEW        COM              589400100     535.06    13674 SH       SHARED    01               13674
MERCURY GENL CORP NEW        COM              589400100    1225.86    31328 SH       SHARED                     31328
MEREDITH CORP                COM              589433101     887.92    26177 SH       SHARED    01               26177
MEREDITH CORP                COM              589433101    2872.89    84696 SH       SHARED                     84696
MERGE HEALTHCARE INC         COM              589499102     108.86    22353 SH       SOLE             22353
MERIDIAN BIOSCIENCE INC      COM              589584101        9.6      400 SH  P    SHARED                       400
MERIDIAN BIOSCIENCE INC      COM              589584101      16.79      700 SH  C    SHARED                       700
MERIDIAN BIOSCIENCE INC      COM              589584101      32.53     1356 SH       SHARED    21                1356
MERIDIAN BIOSCIENCE INC      COM              589584101     477.83    19918 SH       SHARED                     19918
MERIDIAN BIOSCIENCE INC      COM              589584101    1644.73    68559 SH       SHARED    01               68559
MERIDIAN INTERSTAT BANCORP I COM              58964Q104      61.78     4397 SH       SOLE              4397
MERIT MED SYS INC            COM              589889104      11.38      580 SH       SHARED    20                           580
MERIT MED SYS INC            COM              589889104      62.88     3205 SH       SHARED    01                3205
MERIT MED SYS INC            COM              589889104     254.96    12995 SH       SHARED                     12995
MERITAGE HOMES CORP          COM              59001A102       0.07        3 SH       SHARED    01                   3
MERITAGE HOMES CORP          COM              59001A102       1.71       71 SH       SHARED    21                  71
MERITAGE HOMES CORP          COM              59001A102       4.83      200 SH  C    SHARED                       200
MERRIMAN HLDGS INC           COM              590419107      68.14    21428 SH       SOLE             21428
MERU NETWORKS INC            COM              59047Q103     142.17     7000 SH       SHARED    21                7000
MERU NETWORKS INC            COM              59047Q103     582.69    28690 SH       SHARED    01               28690
MESA LABS INC                COM              59064R109      10.93      380 SH       SHARED                       380
MESA LABS INC                COM              59064R109      14.38      500 SH       SHARED    01                 500
MESA RTY TR                  UNIT BEN INT     590660106       49.6     1000 SH       SHARED    01                1000
MESA RTY TR                  UNIT BEN INT     590660106      52.63     1061 SH       SHARED                      1061
MESABI TR                    CTF BEN INT      590672101     197.47     4800 SH  P    SHARED                      4800
MESABI TR                    CTF BEN INT      590672101     469.57    11414 SH       SHARED    01               11414
MESABI TR                    CTF BEN INT      590672101    1127.24    27400 SH  C    SHARED                     27400
MET PRO CORP                 COM              590876306       5.14      432 SH       SHARED    21                 432
MET PRO CORP                 COM              590876306     256.28    21536 SH       SHARED    01               21536
META FINL GROUP INC          COM              59100U108      20.81     1262 SH       SHARED                      1262
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
META FINL GROUP INC          COM              59100U108         34     2062 SH       SHARED    01                2062
METABOLIX INC                COM              591018809      91.49     8705 SH       SHARED    01                8705
METABOLIX INC                COM              591018809     105.44    10032 SH       SHARED                     10032
METALICO INC                 COM              591176102       0.31       50 SH       SHARED    01                  50
METALICO INC                 COM              591176102       0.62      100 SH  C    SHARED                       100
METALICO INC                 COM              591176102     100.04    16084 SH       SHARED                     16084
METALINK LTD                 SHS              M69897110       0.01       10 SH       SHARED    01                  10
METALS USA HLDGS CORP        COM              59132A104      91.85     5611 SH       SOLE              5611
METHANEX CORP                COM              59151K108      21.86      700 SH  C    SHARED                       700
METHANEX CORP                COM              59151K108     351.84    11266 SH       SHARED                     11266
METHANEX CORP                COM              59151K108    6362.99   203746 SH       SHARED    01              203746
METHODE ELECTRS INC          COM              591520200     216.72    17940 SH       SOLE             17940
METLIFE INC                  COM              59156R108     104.89     2345 SH       SHARED    21                2345
METLIFE INC                  COM              59156R108    3196.09    71453 SH       SHARED                               71453
METLIFE INC                  COM              59156R108    6361.28   142215 SH       SHARED    20                        142215
METLIFE INC                  COM              59156R108   15176.89   339300 SH  P    SHARED                    339300
METLIFE INC                  COM              59156R108   46983.09  1050371 SH       SHARED                   1050371
METLIFE INC                  COM              59156R108   98952.15  2212210 SH       SHARED    01             2212210
METLIFE INC                  COM              59156R108  584441.02 13065974 SH  C    SHARED                  13065974
METLIFE INC                  UNIT 99/99/9999  59156R116      63.72      751 SH       SHARED    01                 751
METLIFE INC                  UNIT 99/99/9999  59156R116   23011.32   271200 SH       SHARED                    271200
METRO BANCORP INC PA         COM              59161R101       0.43       35 SH       SHARED    01                  35
METROCORP BANCSHARES INC     COM              591650106       8.99     1352 SH       SOLE              1352
METROPCS COMMUNICATIONS INC  COM              591708102      35.73     2200 SH  P    SHARED                      2200
METROPCS COMMUNICATIONS INC  COM              591708102     120.18     7400 SH  C    SHARED                      7400
METROPCS COMMUNICATIONS INC  COM              591708102     188.38    11600 SH       SHARED                               11600
METROPCS COMMUNICATIONS INC  COM              591708102     4918.3   302851 SH       SHARED    01              302851
METTLER TOLEDO INTERNATIONAL COM              592688105      16.51       96 SH       SHARED    21                  96
METTLER TOLEDO INTERNATIONAL COM              592688105      154.8      900 SH       SHARED                                 900
METTLER TOLEDO INTERNATIONAL COM              592688105     325.94     1895 SH       SHARED    20                          1895
METTLER TOLEDO INTERNATIONAL COM              592688105    1825.78    10615 SH       SHARED    01               10615
METTLER TOLEDO INTERNATIONAL COM              592688105    5071.42    29485 SH       SHARED                     29485
MEXICO EQUITY & INCOME FD    COM              592834105      11.58     1000 SH       SHARED    01                1000
MEXICO EQUITY & INCOME FD    COM              592834105      22.34     1929 SH       SHARED                      1929
MEXICO FD INC                COM              592835102      63.45     2188 SH       SHARED    01                2188
MF GLOBAL HLDGS LTD          COM              55277J108       4.14      500 SH  P    SHARED                       500
MF GLOBAL HLDGS LTD          COM              55277J108     246.74    29800 SH  C    SHARED                     29800
MF GLOBAL HLDGS LTD          COM              55277J108     809.81    97803 SH       SHARED                     97803
MF GLOBAL HLDGS LTD          COM              55277J108    1540.41   186040 SH       SHARED    01              186040
MF GLOBAL HLDGS LTD          NOTE 1.875% 2/0  55277JAA6       1.03     1000 PRN      SHARED    01                1000
MFA FINANCIAL INC            COM              55272X102      15.42     1881 SH       SHARED    21                1881
MFA FINANCIAL INC            COM              55272X102       73.8     9000 SH  P    SHARED                      9000
MFA FINANCIAL INC            COM              55272X102     152.52    18600 SH  C    SHARED                     18600
MFA FINANCIAL INC            COM              55272X102    2429.87   296326 SH       SHARED                    296326
MFA FINANCIAL INC            COM              55272X102    13919.2  1697464 SH       SHARED    01             1697464
MFRI INC                     COM              552721102      10.61      951 SH       SOLE               951
MFS CALIF MUN FD             COM              59318C106       56.6     5500 SH       SHARED    01                5500
MFS CHARTER INCOME TR        SH BEN INT       552727109     675.46    73902 SH       SHARED    01               73902
MFS GOVT MKTS INCOME TR      SH BEN INT       552939100      73.03    11411 SH       SHARED    01               11411
MFS HIGH INCOME MUN TR       SH BEN INT       59318D104       2.61      554 SH       SHARED                       554
MFS HIGH INCOME MUN TR       SH BEN INT       59318D104      11.19     2375 SH       SHARED    01                2375
MFS HIGH YIELD MUN TR        SH BEN INT       59318E102      10.26     2431 SH       SHARED                      2431
MFS HIGH YIELD MUN TR        SH BEN INT       59318E102      13.82     3275 SH       SHARED    01                3275
MFS INTER INCOME TR          SH BEN INT       55273C107      67.33    11001 SH       SHARED                     11001
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MFS INTER INCOME TR          SH BEN INT       55273C107     844.39   137972 SH       SHARED    01              137972
MFS INTERMARKET INCOME TRUST SH BEN INT       59318R103     858.15   104780 SH       SHARED    01              104780
MFS INTERMEDIATE HIGH INC FD SH BEN INT       59318T109     413.09   135439 SH       SHARED    01              135439
MFS INVT GRADE MUN TR        SH BEN INT       59318B108      21.25     2428 SH       SOLE              2428
MFS MULTIMARKET INCOME TR    SH BEN INT       552737108    4182.65   623346 SH       SHARED    01              623346
MFS MUN INCOME TR            SH BEN INT       552738106       7.76     1215 SH       SHARED                      1215
MFS MUN INCOME TR            SH BEN INT       552738106      13.37     2093 SH       SHARED    01                2093
MGE ENERGY INC               COM              55277P104     221.12     5461 SH       SHARED                      5461
MGE ENERGY INC               COM              55277P104     248.77     6144 SH       SHARED    01                6144
MGIC INVT CORP WIS           COM              552848103     369.82    41600 SH  P    SHARED                     41600
MGIC INVT CORP WIS           COM              552848103     640.83    72084 SH       SHARED    01               72084
MGIC INVT CORP WIS           COM              552848103     894.84   100657 SH       SHARED                    100657
MGIC INVT CORP WIS           COM              552848103    1683.77   189400 SH  C    SHARED                    189400
MGM RESORTS INTERNATIONAL    COM              552953101     280.29    21315 SH       SHARED                               21315
MGM RESORTS INTERNATIONAL    COM              552953101     3718.6   282783 SH       SHARED    01              282783
MGM RESORTS INTERNATIONAL    COM              552953101    6026.65   458300 SH  P    SHARED                    458300
MGM RESORTS INTERNATIONAL    COM              552953101    6141.92   467066 SH  C    SHARED                    467066
MGM RESORTS INTERNATIONAL    COM              552953101   42842.11  3257955 SH       SHARED                   3257955
MGT CAPITAL INVTS INC        COM              55302P103       2.48     8413 SH       SOLE              8413
MHI HOSPITALITY CORP         COM              55302L102       3.68     1450 SH       SOLE              1450
MI DEVS INC                  CL A SUB VTG     55304X104    3584.83   123700 SH       SHARED    01              123700
MICREL INC                   COM              594793101     266.86    19797 SH       SHARED                     19797
MICREL INC                   COM              594793101     817.35    60634 SH       SHARED    01               60634
MICROCHIP TECHNOLOGY INC     COM              595017104     528.34    13900 SH       SHARED                               13900
MICROCHIP TECHNOLOGY INC     COM              595017104    1417.77    37300 SH  P    SHARED                     37300
MICROCHIP TECHNOLOGY INC     COM              595017104    1721.85    45300 SH  C    SHARED                     45300
MICROCHIP TECHNOLOGY INC     COM              595017104   12035.64   316644 SH       SHARED    01              316644
MICROCHIP TECHNOLOGY INC     SDCV 2.125%12/1  595017AB0       6.82     5000 PRN      SHARED    01                5000
MICROFINANCIAL INC           COM              595072109      13.98     3156 SH       SOLE              3156
MICROMET INC                 COM              59509C105        2.8      500 SH  P    SHARED                       500
MICROMET INC                 COM              59509C105      56.05    10000 SH       SHARED                               10000
MICROMET INC                 COM              59509C105      68.38    12200 SH  C    SHARED                     12200
MICROMET INC                 COM              59509C105     363.92    64927 SH       SHARED                     64927
MICRON TECHNOLOGY INC        COM              595112103     594.03    51790 SH       SHARED    20                         51790
MICRON TECHNOLOGY INC        COM              595112103     684.07    59640 SH       SHARED                               59640
MICRON TECHNOLOGY INC        COM              595112103    3054.69   266320 SH       SHARED                    266320
MICRON TECHNOLOGY INC        COM              595112103    6515.04   568007 SH       SHARED    01              568007
MICRON TECHNOLOGY INC        COM              595112103   16515.65  1439900 SH  C    SHARED                   1439900
MICRON TECHNOLOGY INC        COM              595112103   20312.22  1770900 SH  P    SHARED                   1770900
MICRONETICS INC DEL          COM              595125105       2.35      574 SH       SOLE               574
MICROS SYS INC               COM              594901100     574.97    11632 SH       SHARED    01               11632
MICROS SYS INC               COM              594901100    4572.18    92498 SH       SHARED                     92498
MICROSEMI CORP               COM              595137100       86.3     4167 SH       SHARED    01                4167
MICROSEMI CORP               COM              595137100     973.72    47017 SH       SHARED                     47017
MICROSOFT CORP               COM              594918104     101.56     4000 SH  P    SHARED    01                4000
MICROSOFT CORP               COM              594918104     288.28    11354 SH       SHARED    21               11354
MICROSOFT CORP               COM              594918104     457.02    18000 SH  C    SHARED    01               18000
MICROSOFT CORP               COM              594918104     762.21    30020 SH       SHARED    17                         30020
MICROSOFT CORP               COM              594918104   12840.74   505740 SH       SHARED    20                        505740
MICROSOFT CORP               COM              594918104   47129.35  1856217 SH       SHARED                             1856217
MICROSOFT CORP               COM              594918104  118705.87  4675300 SH  P    SHARED                   4675300
MICROSOFT CORP               COM              594918104  255842.61 10076511 SH       SHARED                  10076511
MICROSOFT CORP               COM              594918104  261397.03 10295275 SH  C    SHARED                  10295275
MICROSOFT CORP               COM              594918104  270563.56 10656304 SH       SHARED    01            10656304
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MICROSTRATEGY INC            CL A NEW         594972408     713.15     5303 SH       SHARED                      5303
MICROSTRATEGY INC            CL A NEW         594972408    1210.32     9000 SH  P    SHARED                      9000
MICROSTRATEGY INC            CL A NEW         594972408    1586.86    11800 SH  C    SHARED                     11800
MICROSTRATEGY INC            CL A NEW         594972408    2206.82    16410 SH       SHARED    01               16410
MICROVISION INC DEL          COM              594960106       3.62     2740 SH       SHARED    01                2740
MICROVISION INC DEL          COM              594960106       7.79     5900 SH  C    SHARED                      5900
MICROVISION INC DEL          COM              594960106      44.33    33584 SH       SHARED                     33584
MID-AMER APT CMNTYS INC      COM              59522J103       5.46       85 SH       SHARED    21                  85
MID-AMER APT CMNTYS INC      COM              59522J103      92.26     1437 SH       SHARED    01                1437
MID-AMER APT CMNTYS INC      COM              59522J103    1336.45    20817 SH       SHARED                               20817
MID-AMER APT CMNTYS INC      COM              59522J103    3298.34    51376 SH       SHARED                     51376
MIDAS GROUP INC              COM              595626102       9.33     1216 SH       SHARED    01                1216
MIDDLEBY CORP                COM              596278101      28.77      309 SH       SHARED    21                 309
MIDDLEBY CORP                COM              596278101     931.39    10002 SH       SHARED                     10002
MIDDLEBY CORP                COM              596278101    1712.29    18388 SH       SHARED    01               18388
MIDDLESEX WATER CO           COM              596680108    1508.01    82903 SH       SHARED    01               82903
MIDWAY GOLD CORP             COM              598153104       1.44      800 SH       SHARED    01                 800
MILLENNIUM INDIA ACQS COM IN COM              60039Q101        1.4      783 SH       SOLE               783
MILLER HERMAN INC            COM              600544100       9.98      363 SH       SHARED    21                 363
MILLER HERMAN INC            COM              600544100       37.8     1375 SH       SHARED    20                          1375
MILLER HERMAN INC            COM              600544100     774.81    28185 SH       SHARED                     28185
MILLER HERMAN INC            COM              600544100    1222.98    44488 SH       SHARED    01               44488
MILLER PETE INC              COM              600577100     164.59    32917 SH       SOLE             32917
MILLICOM INTL CELLULAR S A   SHS NEW          L6388F110      30.68      319 SH       SHARED    21                 319
MILLICOM INTL CELLULAR S A   SHS NEW          L6388F110     125.02     1300 SH  C    SHARED                      1300
MILLICOM INTL CELLULAR S A   SHS NEW          L6388F110     356.79     3710 SH       SHARED    20                          3710
MILLICOM INTL CELLULAR S A   SHS NEW          L6388F110     375.06     3900 SH  P    SHARED                      3900
MILLICOM INTL CELLULAR S A   SHS NEW          L6388F110     691.75     7193 SH       SHARED                      7193
MILLICOM INTL CELLULAR S A   SHS NEW          L6388F110    1725.29    17940 SH       SHARED    01               17940
MINCO GOLD CORPORATION       COM              60254D108      21.85     9543 SH       SOLE              9543
MINDRAY MEDICAL INTL LTD     SPON ADR         602675100      10.91      433 SH       SHARED    21                 433
MINDRAY MEDICAL INTL LTD     SPON ADR         602675100      20.16      800 SH  C    SHARED                       800
MINDRAY MEDICAL INTL LTD     SPON ADR         602675100     173.75     6895 SH       SHARED    20                          6895
MINDRAY MEDICAL INTL LTD     SPON ADR         602675100    1269.65    50383 SH       SHARED                     50383
MINDRAY MEDICAL INTL LTD     SPON ADR         602675100    2818.92   111862 SH       SHARED    01              111862
MINDSPEED TECHNOLOGIES INC   COM NEW          602682205       2.54      300 SH  C    SHARED                       300
MINDSPEED TECHNOLOGIES INC   COM NEW          602682205         11     1300 SH  P    SHARED                      1300
MINDSPEED TECHNOLOGIES INC   COM NEW          602682205      24.69     2918 SH       SHARED    01                2918
MINDSPEED TECHNOLOGIES INC   COM NEW          602682205     109.47    12940 SH       SHARED                     12940
MINE SAFETY APPLIANCES CO    COM              602720104      706.7    19272 SH       SHARED                     19272
MINE SAFETY APPLIANCES CO    COM              602720104    1612.49    43973 SH       SHARED    01               43973
MINEFINDERS LTD              COM              602900102      65.24     4954 SH       SOLE              4954
MINEFINDERS LTD              COM              602900102     555.77    42200 SH  C    SOLE             42200
MINEFINDERS LTD              COM              602900102     730.94    55500 SH  P    SOLE             55500
MINERALS TECHNOLOGIES INC    COM              603158106      39.95      583 SH       SHARED    21                 583
MINERALS TECHNOLOGIES INC    COM              603158106    1022.04    14916 SH       SHARED                     14916
MINERALS TECHNOLOGIES INC    COM              603158106    1524.02    22242 SH       SHARED    01               22242
MINES MGMT INC               COM              603432105      28.01     9727 SH       SOLE              9727
MINNESOTA MUN INCOME PTFL IN COM              604062109      32.51     2233 SH       SHARED                      2233
MINNESOTA MUN INCOME PTFL IN COM              604062109      75.36     5176 SH       SHARED    01                5176
MIPS TECHNOLOGIES INC        COM              604567107     200.36    19100 SH  P    SHARED                     19100
MIPS TECHNOLOGIES INC        COM              604567107     204.56    19500 SH  C    SHARED                     19500
MIPS TECHNOLOGIES INC        COM              604567107     654.56    62398 SH       SHARED                     62398
MIPS TECHNOLOGIES INC        COM              604567107    1391.29   132630 SH       SHARED    01              132630
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MISSION WEST PPTYS INC       COM              605203108       5.93      907 SH       SHARED                       907
MISSION WEST PPTYS INC       COM              605203108     153.92    23535 SH       SHARED    01               23535
MISTRAS GROUP INC            COM              60649T107       1.72      100 SH       SHARED    01                 100
MISTRAS GROUP INC            COM              60649T107     345.35    20067 SH       SHARED                     20067
MITCHAM INDS INC             COM              606501104      25.53     1870 SH       SOLE              1870
MITEL NETWORKS CORP          COM              60671Q104      42.17     8953 SH       SOLE              8953
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR    606822104       2.71      590 SH       SHARED    21                 590
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR    606822104     881.62   191656 SH       SHARED                    191656
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR    606822104    3608.56   784470 SH       SHARED    01              784470
MITSUI & CO LTD              ADR              606827202      28.73       80 SH       SHARED    21                  80
MITSUI & CO LTD              ADR              606827202     156.57      436 SH       SHARED                       436
MITSUI & CO LTD              ADR              606827202    2480.66     6908 SH       SHARED    01                6908
MIZUHO FINL GROUP INC        SPONSORED ADR    60687Y109    4002.84  1205676 SH       SHARED    01             1205676
MKS INSTRUMENT INC           COM              55306N104      17.08      513 SH       SHARED    01                 513
MKS INSTRUMENT INC           COM              55306N104     744.35    22353 SH       SHARED                     22353
MLP & STRATEGIC EQUITY FD IN COM              55312N106      11.64      619 SH       SHARED                       619
MLP & STRATEGIC EQUITY FD IN COM              55312N106    3786.49   201409 SH       SHARED    01              201409
MOBILE MINI INC              COM              60740F105      28.82     1200 SH       SHARED    01                1200
MOBILE MINI INC              COM              60740F105     431.11    17948 SH       SHARED                     17948
MOBILE TELESYSTEMS OJSC      SPONSORED ADR    607409109     191.07     9000 SH       SHARED                                9000
MOBILE TELESYSTEMS OJSC      SPONSORED ADR    607409109      558.5    26307 SH       SHARED    20                         26307
MOBILE TELESYSTEMS OJSC      SPONSORED ADR    607409109     592.81    27923 SH       SHARED                     27923
MOBILE TELESYSTEMS OJSC      SPONSORED ADR    607409109    6964.86   328067 SH       SHARED    01              328067
MOD PAC CORP                 COM              607495108       0.31       50 SH       SHARED    01                  50
MODINE MFG CO                COM              607828100       8.76      543 SH       SHARED    01                 543
MODINE MFG CO                COM              607828100     264.86    16410 SH       SHARED                     16410
MODUSLINK GLOBAL SOLUTIONS I COM              60786L107        0.6      110 SH       SHARED                                 110
MODUSLINK GLOBAL SOLUTIONS I COM              60786L107       6.31     1154 SH       SHARED    01                1154
MODUSLINK GLOBAL SOLUTIONS I COM              60786L107     138.02    25242 SH       SHARED                     25242
MOHAWK INDS INC              COM              608190104     177.34     2900 SH       SHARED                                2900
MOHAWK INDS INC              COM              608190104     299.64     4900 SH  P    SHARED                      4900
MOHAWK INDS INC              COM              608190104     557.93     9124 SH       SHARED                      9124
MOHAWK INDS INC              COM              608190104     666.54    10900 SH  C    SHARED                     10900
MOHAWK INDS INC              COM              608190104     924.22    15114 SH       SHARED    01               15114
MOLEX INC                    CL A             608554200     302.57    14624 SH       SHARED    01               14624
MOLEX INC                    CL A             608554200    1205.77    58278 SH       SHARED                     58278
MOLEX INC                    COM              608554101      10.05      400 SH  C    SHARED                       400
MOLEX INC                    COM              608554101      17.58      700 SH  P    SHARED                       700
MOLEX INC                    COM              608554101        942    37500 SH       SHARED    01               37500
MOLEX INC                    COM              608554101    1731.92    68946 SH       SHARED                     68946
MOLINA HEALTHCARE INC        COM              60855R100     516.32    12908 SH       SHARED                     12908
MOLINA HEALTHCARE INC        COM              60855R100    1218.56    30464 SH       SHARED    01               30464
MOLSON COORS BREWING CO      CL B             60871R209     178.18     3800 SH  C    SHARED                      3800
MOLSON COORS BREWING CO      CL B             60871R209     529.86    11300 SH       SHARED                               11300
MOLSON COORS BREWING CO      CL B             60871R209    5803.25   123763 SH       SHARED                    123763
MOLSON COORS BREWING CO      CL B             60871R209    9016.38   192288 SH       SHARED    01              192288
MOLSON COORS BREWING CO      NOTE 2.500% 7/3  60871RAA8      11.61    10000 PRN      SHARED    01               10000
MOLYCORP INC DEL             COM              608753109    3205.07    53400 SH  P    SHARED                     53400
MOLYCORP INC DEL             COM              608753109    5431.81    90500 SH  C    SHARED                     90500
MOLYCORP INC DEL             COM              608753109    6552.92   109179 SH       SHARED                    109179
MOLYCORP INC DEL             COM              608753109    6694.45   111537 SH       SHARED    01              111537
MOMENTA PHARMACEUTICALS INC  COM              60877T100      72.91     4600 SH  P    SHARED                      4600
MOMENTA PHARMACEUTICALS INC  COM              60877T100     103.03     6500 SH  C    SHARED                      6500
MOMENTA PHARMACEUTICALS INC  COM              60877T100     261.38    16491 SH       SHARED                     16491
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MOMENTA PHARMACEUTICALS INC  COM              60877T100     292.05    18426 SH       SHARED    01               18426
MONARCH CASINO & RESORT INC  COM              609027107       9.77      939 SH       SOLE               939
MONARCH FINANCIAL HOLDINGS I COM              60907Q100       8.61     1026 SH       SOLE              1026
MONARCH FINANCIAL HOLDINGS I PERP CONV SER B  60907Q209       2.66      100 SH       SOLE               100
MONEYGRAM INTL INC           COM              60935Y109     538.67   157046 SH       SHARED    01              157046
MONMOUTH REAL ESTATE INVT CO CL A             609720107      93.93    11441 SH       SOLE             11441
MONOLITHIC PWR SYS INC       COM              609839105      53.48     3769 SH       SHARED    01                3769
MONOLITHIC PWR SYS INC       COM              609839105     242.55    17093 SH       SHARED                     17093
MONOTYPE IMAGING HOLDINGS IN COM              61022P100     135.94     9375 SH       SOLE              9375
MONRO MUFFLER BRAKE INC      COM              610236101      55.31     1677 SH       SHARED                      1677
MONRO MUFFLER BRAKE INC      COM              610236101     205.89     6243 SH       SHARED    01                6243
MONSANTO CO NEW              COM              61166W101     127.25     1761 SH       SHARED    21                1761
MONSANTO CO NEW              COM              61166W101   13459.58   186266 SH       SHARED                              186266
MONSANTO CO NEW              COM              61166W101   17754.28   245700 SH  P    SHARED                    245700
MONSANTO CO NEW              COM              61166W101   23080.64   319411 SH       SHARED                    319411
MONSANTO CO NEW              COM              61166W101   64252.65   889187 SH       SHARED    01              889187
MONSANTO CO NEW              COM              61166W101  422843.91  5851701 SH  C    SHARED                   5851701
MONSTER WORLDWIDE INC        COM              611742107       8.03      505 SH       SHARED    20                           505
MONSTER WORLDWIDE INC        COM              611742107     240.09    15100 SH  P    SHARED                     15100
MONSTER WORLDWIDE INC        COM              611742107     421.35    26500 SH  C    SHARED                     26500
MONSTER WORLDWIDE INC        COM              611742107    1806.91   113642 SH       SHARED                    113642
MONSTER WORLDWIDE INC        COM              611742107    3654.73   229857 SH       SHARED    01              229857
MONTGOMERY STR INCOME SECS I COM              614115103    1057.71    67672 SH       SHARED    01               67672
MONTPELIER RE HOLDINGS LTD   SHS              G62185106       0.07        4 SH       SHARED    01                   4
MONTPELIER RE HOLDINGS LTD   SHS              G62185106     688.56    38968 SH       SHARED                     38968
MOODYS CORP                  COM              615369105     267.89     7900 SH  P    SHARED                      7900
MOODYS CORP                  COM              615369105     515.43    15200 SH       SHARED                               15200
MOODYS CORP                  COM              615369105      821.2    24217 SH       SHARED    01               24217
MOODYS CORP                  COM              615369105    1041.04    30700 SH  C    SHARED                     30700
MOODYS CORP                  COM              615369105    6374.23   187975 SH       SHARED                    187975
MOOG INC                     CL A             615394202     130.84     2850 SH       SHARED    01                2850
MOOG INC                     CL A             615394202     853.93    18600 SH       SHARED                     18600
MOOG INC                     CL B             615394301      57.15     1256 SH       SOLE              1256
MORGAN STANLEY               COM NEW          617446448      14.02      513 SH       SHARED    21                 513
MORGAN STANLEY               COM NEW          617446448    1103.18    40380 SH       SHARED    17                         40380
MORGAN STANLEY               COM NEW          617446448    1518.31    55575 SH       SHARED    20                         55575
MORGAN STANLEY               COM NEW          617446448   10305.68   377221 SH       SHARED    01              377221
MORGAN STANLEY               COM NEW          617446448   12532.12   458716 SH  C    SHARED                    458716
MORGAN STANLEY               COM NEW          617446448   19954.53   730400 SH  P    SHARED                    730400
MORGAN STANLEY               COM NEW          617446448   23131.71   846695 SH       SHARED                              846695
MORGAN STANLEY               COM NEW          617446448   41675.27  1525449 SH       SHARED                   1525449
MORGAN STANLEY               INCOME SEC INC   61745P874       0.55       34 SH       SHARED                        34
MORGAN STANLEY               INCOME SEC INC   61745P874      23.77     1459 SH       SHARED                                1459
MORGAN STANLEY               INCOME SEC INC   61745P874     834.39    51221 SH       SHARED    01               51221
MORGAN STANLEY               LNG EURO ETN20   617480272       1.38       43 SH       SOLE                43
MORGAN STANLEY               NOTE 1.500% 6/3  617446MK2        2.4     3000 PRN      SHARED    01                3000
MORGAN STANLEY               RENMIN/USD ETN   61747W257      34.18      850 SH       SHARED    01                 850
MORGAN STANLEY               RUPEE/USD ETN    61747W265      67.21     1615 SH       SOLE              1615
MORGAN STANLEY ASIA PAC FD I COM              61744U106        7.8      458 SH       SHARED                       458
MORGAN STANLEY ASIA PAC FD I COM              61744U106     668.62    39238 SH       SHARED    01               39238
MORGAN STANLEY CHINA A SH FD COM              617468103    3212.67   111784 SH       SHARED    01              111784
MORGAN STANLEY CHINA A SH FD COM              617468103   12023.35   418349 SH       SHARED                    418349
MORGAN STANLEY EASTN EUR FD  COM              616988101      35.72     1831 SH       SOLE              1831
MORGAN STANLEY EM MKTS DM DE COM              617477104   17748.12  1095563 SH       SHARED    01             1095563
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MORGAN STANLEY EMER MKTS DEB COM              61744H105      15.77     1551 SH       SHARED                      1551
MORGAN STANLEY EMER MKTS DEB COM              61744H105     565.21    55576 SH       SHARED    01               55576
MORGAN STANLEY EMER MKTS FD  COM              61744G107       43.1     2702 SH       SHARED                      2702
MORGAN STANLEY EMER MKTS FD  COM              61744G107     219.65    13770 SH       SHARED    01               13770
MORGAN STANLEY FRNT EMERG FD COM              61757P101     337.21    24138 SH       SHARED    01               24138
MORGAN STANLEY INDIA INVS FD COM              61745C105      57.33     2381 SH       SHARED                      2381
MORGAN STANLEY INDIA INVS FD COM              61745C105     837.79    34792 SH       SHARED    01               34792
MORGANS HOTEL GROUP CO       COM              61748W108       3.21      328 SH       SHARED    01                 328
MORNINGSTAR INC              COM              617700109       5.84      100 SH  C    SHARED                       100
MORNINGSTAR INC              COM              617700109      26.97      462 SH       SHARED    21                 462
MORNINGSTAR INC              COM              617700109     632.55    10835 SH       SHARED    20                         10835
MORNINGSTAR INC              COM              617700109     819.13    14031 SH       SHARED                     14031
MORNINGSTAR INC              COM              617700109    4707.94    80643 SH       SHARED    01               80643
MORTONS RESTAURANT GRP INC N COM              619430101       9.22     1279 SH       SHARED                      1279
MORTONS RESTAURANT GRP INC N COM              619430101      21.13     2930 SH       SHARED    01                2930
MORTONS RESTAURANT GRP INC N PFD CV SER A     619430200       3.03      611 SH       SOLE               611
MOSAIC CO                    COM              61945A107      34.73      441 SH       SHARED    21                 441
MOSAIC CO                    COM              61945A107       1051    13346 SH       SHARED                               13346
MOSAIC CO                    COM              61945A107       8757   111200 SH  C    SHARED                    111200
MOSAIC CO                    COM              61945A107   10213.88   129700 SH  P    SHARED                    129700
MOSAIC CO                    COM              61945A107    12588.9   159859 SH       SHARED                    159859
MOSAIC CO                    COM              61945A107   17246.09   218998 SH       SHARED    01              218998
MOSYS INC                    COM              619718109      24.76     4120 SH       SHARED    01                4120
MOTORCAR PTS AMER INC        COM              620071100      10.35      740 SH       SHARED    01                 740
MOTORCAR PTS AMER INC        COM              620071100      50.33     3600 SH       SHARED                      3600
MOTOROLA MOBILITY HLDGS INC  COM              620097105      20.54      842 SH       SHARED    21                 842
MOTOROLA MOBILITY HLDGS INC  COM              620097105     491.73    20153 SH       SHARED                               20153
MOTOROLA MOBILITY HLDGS INC  COM              620097105     710.04    29100 SH  P    SHARED                     29100
MOTOROLA MOBILITY HLDGS INC  COM              620097105      780.8    32000 SH  C    SHARED                     32000
MOTOROLA MOBILITY HLDGS INC  COM              620097105    3850.76   157818 SH       SHARED    01              157818
MOTOROLA MOBILITY HLDGS INC  COM              620097105   13678.71   560603 SH       SHARED                    560603
MOTOROLA SOLUTIONS INC       COM NEW          620076307     540.75    12100 SH  C    SHARED                     12100
MOTOROLA SOLUTIONS INC       COM NEW          620076307    1042.62    23330 SH       SHARED                               23330
MOTOROLA SOLUTIONS INC       COM NEW          620076307    5380.68   120400 SH  P    SHARED                    120400
MOTOROLA SOLUTIONS INC       COM NEW          620076307   11458.02   256389 SH       SHARED    01              256389
MOTOROLA SOLUTIONS INC       COM NEW          620076307   17381.24   388929 SH       SHARED                    388929
MOTRICITY INC                COM              620107102       3.01      200 SH       SHARED    01                 200
MOTRICITY INC                COM              620107102     156.31    10400 SH  P    SHARED                     10400
MOTRICITY INC                COM              620107102     175.85    11700 SH  C    SHARED                     11700
MOTRICITY INC                COM              620107102     859.07    57157 SH       SHARED                     57157
MOUNTAIN PROV DIAMONDS INC   COM NEW          62426E402      12.49     2034 SH       SOLE              2034
MOVADO GROUP INC             COM              624580106       0.85       58 SH       SHARED    01                  58
MOVADO GROUP INC             COM              624580106      23.69     1614 SH       SHARED                      1614
MPG OFFICE TR INC            COM              553274101      10.39     2800 SH       SHARED    01                2800
MPG OFFICE TR INC            COM              553274101       37.1    10000 SH  C    SHARED                     10000
MSB FINANCIAL CORPORATION    COM              55352P102      17.47     3176 SH       SOLE              3176
MSC INDL DIRECT INC          CL A             553530106    1917.84    28010 SH       SHARED    01               28010
MSC INDL DIRECT INC          CL A             553530106    2356.26    34413 SH       SHARED                     34413
MSCI INC                     CL A             55354G100       7.22      196 SH       SHARED    21                 196
MSCI INC                     CL A             55354G100    5011.13   136098 SH       SHARED    01              136098
MSCI INC                     CL A             55354G100    6443.54   175001 SH       SHARED                    175001
MTR GAMING GROUP INC         COM              553769100       1.31      500 SH       SHARED    01                 500
MTS SYS CORP                 COM              553777103      588.6    12922 SH       SHARED                     12922
MTS SYS CORP                 COM              553777103     989.53    21724 SH       SHARED    01               21724
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
MUELLER INDS INC             COM              624756102     130.22     3556 SH       SHARED    01                3556
MUELLER INDS INC             COM              624756102     773.38    21119 SH       SHARED                     21119
MUELLER WTR PRODS INC        COM SER A        624758108       1.24      277 SH       SHARED    21                 277
MUELLER WTR PRODS INC        COM SER A        624758108      10.75     2400 SH  P    SHARED                      2400
MUELLER WTR PRODS INC        COM SER A        624758108      46.59    10400 SH  C    SHARED                     10400
MUELLER WTR PRODS INC        COM SER A        624758108     281.59    62854 SH       SHARED                     62854
MUELLER WTR PRODS INC        COM SER A        624758108     306.62    68442 SH       SHARED    01               68442
MULTI COLOR CORP             COM              625383104       1.35       67 SH       SHARED    01                  67
MULTI FINELINE ELECTRONIX IN COM              62541B101       2.14       76 SH       SHARED    01                  76
MULTI FINELINE ELECTRONIX IN COM              62541B101     107.91     3824 SH       SHARED                      3824
MURPHY OIL CORP              COM              626717102     903.07    12300 SH       SHARED                               12300
MURPHY OIL CORP              COM              626717102    1943.72    26474 SH       SHARED                     26474
MURPHY OIL CORP              COM              626717102    2635.78    35900 SH  C    SHARED                     35900
MURPHY OIL CORP              COM              626717102    4637.06    63158 SH       SHARED    01               63158
MURPHY OIL CORP              COM              626717102    7459.47   101600 SH  P    SHARED                    101600
MV OIL TR                    TR UNITS         553859109      81.86     2100 SH       SHARED    01                2100
MVC CAPITAL INC              COM              553829102     263.81    19228 SH       SOLE             19228
MWI VETERINARY SUPPLY INC    COM              55402X105     190.08     2356 SH       SHARED                      2356
MWI VETERINARY SUPPLY INC    COM              55402X105      405.5     5026 SH       SHARED    01                5026
MYERS INDS INC               COM              628464109     169.63    17083 SH       SOLE             17083
MYLAN INC                    COM              628530107       2.72      120 SH       SHARED    20                           120
MYLAN INC                    COM              628530107      25.49     1125 SH       SHARED    21                1125
MYLAN INC                    COM              628530107     299.11    13200 SH  P    SHARED                     13200
MYLAN INC                    COM              628530107    1001.57    44200 SH       SHARED                               44200
MYLAN INC                    COM              628530107    1817.33    80200 SH  C    SHARED                     80200
MYLAN INC                    COM              628530107    2715.62   119842 SH       SHARED                    119842
MYLAN INC                    COM              628530107   11550.89   509748 SH       SHARED    01              509748
MYLAN INC                    NOTE 3.750% 9/1  628530AJ6       1.84     1000 PRN      SHARED    01                1000
MYR GROUP INC DEL            COM              55405W104        6.1      255 SH       SHARED    21                 255
MYR GROUP INC DEL            COM              55405W104     103.57     4330 SH       SHARED    01                4330
MYR GROUP INC DEL            COM              55405W104    6071.18   253812 SH       SHARED                    253812
MYREXIS INC                  COM              62856H107       9.98     2593 SH       SHARED    01                2593
MYREXIS INC                  COM              62856H107      29.03     7539 SH       SHARED                      7539
MYRIAD GENETICS INC          COM              62855J104      48.36     2400 SH  C    SHARED                      2400
MYRIAD GENETICS INC          COM              62855J104      96.72     4800 SH  P    SHARED                      4800
MYRIAD GENETICS INC          COM              62855J104      462.7    22963 SH       SHARED    01               22963
MYRIAD GENETICS INC          COM              62855J104    1495.23    74205 SH       SHARED                     74205
NABI BIOPHARMACEUTICALS      COM              629519109       2.94      506 SH       SHARED    21                 506
NABI BIOPHARMACEUTICALS      COM              629519109      94.37    16243 SH       SHARED                     16243
NABI BIOPHARMACEUTICALS      COM              629519109    1319.17   227052 SH       SHARED    01              227052
NABORS INDS INC              NOTE 0.940% 5/1  629568AP1    1264.65  1271000 PRN      SHARED    01             1271000
NABORS INDUSTRIES LTD        SHS              G6359F103       9.42      310 SH       SHARED    20                           310
NABORS INDUSTRIES LTD        SHS              G6359F103     197.47     6500 SH       SHARED    21                6500
NABORS INDUSTRIES LTD        SHS              G6359F103      583.3    19200 SH       SHARED                               19200
NABORS INDUSTRIES LTD        SHS              G6359F103    1458.24    48000 SH  P    SHARED                     48000
NABORS INDUSTRIES LTD        SHS              G6359F103    4195.48   138100 SH  C    SHARED                    138100
NABORS INDUSTRIES LTD        SHS              G6359F103    9928.76   326819 SH       SHARED    01              326819
NABORS INDUSTRIES LTD        SHS              G6359F103   12525.28   412287 SH       SHARED                    412287
NACCO INDS INC               CL A             629579103        112     1012 SH       SHARED                      1012
NACCO INDS INC               CL A             629579103     127.27     1150 SH       SHARED    01                1150
NALCO HOLDING COMPANY        COM              62985Q101      54.62     2000 SH  C    SHARED                      2000
NALCO HOLDING COMPANY        COM              62985Q101     136.55     5000 SH  P    SHARED                      5000
NALCO HOLDING COMPANY        COM              62985Q101    4358.98   159611 SH       SHARED    01              159611
NALCO HOLDING COMPANY        COM              62985Q101     8078.6   295811 SH       SHARED                    295811
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NANOMETRICS INC              COM              630077105      34.37     1900 SH  P    SHARED                      1900
NANOMETRICS INC              COM              630077105      36.18     2000 SH  C    SHARED                      2000
NANOMETRICS INC              COM              630077105     105.39     5826 SH       SHARED    01                5826
NANOMETRICS INC              COM              630077105     126.74     7006 SH       SHARED                      7006
NANOPHASE TCHNOLOGIES CORP   COM              630079101       4.33     3050 SH       SHARED    01                3050
NANOPHASE TCHNOLOGIES CORP   COM              630079101       5.17     3644 SH       SHARED                      3644
NANOSPHERE INC               COM              63009F105       1.22      375 SH       SHARED    01                 375
NARA BANCORP INC             COM              63080P105      173.7    18056 SH       SOLE             18056
NASDAQ OMX GROUP INC         COM              631103108       5.56      215 SH       SHARED    20                           215
NASDAQ OMX GROUP INC         COM              631103108      10.78      417 SH       SHARED    21                 417
NASDAQ OMX GROUP INC         COM              631103108     263.57    10200 SH       SHARED                               10200
NASDAQ OMX GROUP INC         COM              631103108     503.88    19500 SH  P    SHARED                     19500
NASDAQ OMX GROUP INC         COM              631103108     959.98    37151 SH       SHARED    01               37151
NASDAQ OMX GROUP INC         COM              631103108    1059.44    41000 SH  C    SHARED                     41000
NASDAQ OMX GROUP INC         COM              631103108    7011.71   271351 SH       SHARED                    271351
NASDAQ PREM INCM & GRW FD IN COM              63110R105    1155.12    78848 SH       SHARED    01               78848
NASH FINCH CO                COM              631158102     223.13     5881 SH       SOLE              5881
NATHANS FAMOUS INC NEW       COM              632347100       16.2      946 SH       SOLE               946
NATIONAL BANKSHARES INC VA   COM              634865109       8.82      305 SH       SHARED    01                 305
NATIONAL BEVERAGE CORP       COM              635017106      11.53      840 SH       SHARED    01                 840
NATIONAL BEVERAGE CORP       COM              635017106     124.49     9067 SH       SHARED                      9067
NATIONAL BK GREECE S A       ADR PRF SER A    633643507     1229.5    64003 SH       SHARED    01               64003
NATIONAL BK GREECE S A       SPONSORED ADR    633643408      55.86    31559 SH       SHARED    01               31559
NATIONAL BK GREECE S A       SPONSORED ADR    633643408     101.65    57432 SH       SHARED                     57432
NATIONAL CINEMEDIA INC       COM              635309107      10.16      544 SH       SHARED    01                 544
NATIONAL CINEMEDIA INC       COM              635309107      30.75     1647 SH       SHARED                      1647
NATIONAL FINL PARTNERS CORP  COM              63607P208       8.85      600 SH       SHARED    01                 600
NATIONAL FINL PARTNERS CORP  COM              63607P208      75.23     5100 SH  C    SHARED                      5100
NATIONAL FINL PARTNERS CORP  COM              63607P208     319.71    21675 SH       SHARED                     21675
NATIONAL FUEL GAS CO N J     COM              636180101      155.4     2100 SH  P    SHARED                      2100
NATIONAL FUEL GAS CO N J     COM              636180101    3103.41    41938 SH       SHARED                     41938
NATIONAL FUEL GAS CO N J     COM              636180101     3729.6    50400 SH  C    SHARED                     50400
NATIONAL FUEL GAS CO N J     COM              636180101    8410.32   113653 SH       SHARED    01              113653
NATIONAL GRID PLC            SPON ADR NEW     636274300      16.53      344 SH       SHARED    21                 344
NATIONAL GRID PLC            SPON ADR NEW     636274300     344.35     7168 SH       SHARED                      7168
NATIONAL GRID PLC            SPON ADR NEW     636274300     512.59    10670 SH       SHARED    20                         10670
NATIONAL GRID PLC            SPON ADR NEW     636274300   64313.79  1338755 SH       SHARED    01             1338755
NATIONAL HEALTH INVS INC     COM              63633D104     475.89     9931 SH       SHARED    01                9931
NATIONAL HEALTH INVS INC     COM              63633D104      532.3    11108 SH       SHARED                     11108
NATIONAL HEALTH INVS INC     COM              63633D104     819.43    17100 SH       SHARED                               17100
NATIONAL HEALTHCARE CORP     COM              635906100     140.17     3015 SH       SHARED                      3015
NATIONAL HEALTHCARE CORP     COM              635906100     242.58     5218 SH       SHARED                                5218
NATIONAL INSTRS CORP         COM              636518102      34.77     1061 SH       SHARED    21                1061
NATIONAL INSTRS CORP         COM              636518102      51.68     1577 SH       SHARED    20                          1577
NATIONAL INSTRS CORP         COM              636518102    2687.27    82004 SH       SHARED    01               82004
NATIONAL INSTRS CORP         COM              636518102    3157.59    96356 SH       SHARED                     96356
NATIONAL INTERSTATE CORP     COM              63654U100      59.19     2839 SH       SOLE              2839
NATIONAL OILWELL VARCO INC   COM              637071101      91.95     1160 SH       SHARED    21                1160
NATIONAL OILWELL VARCO INC   COM              637071101    6546.99    82591 SH       SHARED                               82591
NATIONAL OILWELL VARCO INC   COM              637071101   11850.87   149500 SH  P    SHARED                    149500
NATIONAL OILWELL VARCO INC   COM              637071101   15933.27   201000 SH  C    SHARED                    201000
NATIONAL OILWELL VARCO INC   COM              637071101   17179.32   216719 SH       SHARED                    216719
NATIONAL OILWELL VARCO INC   COM              637071101   23435.38   295640 SH       SHARED    01              295640
NATIONAL PENN BANCSHARES INC COM              637138108        8.2     1060 SH       SHARED    01                1060
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NATIONAL PENN BANCSHARES INC COM              637138108     436.81    56436 SH       SHARED                     56436
NATIONAL PRESTO INDS INC     COM              637215104     108.06      959 SH       SHARED                       959
NATIONAL PRESTO INDS INC     COM              637215104     5939.7    52713 SH       SHARED    01               52713
NATIONAL RETAIL PROPERTIES I COM              637417106      47.03     1800 SH  C    SHARED                      1800
NATIONAL RETAIL PROPERTIES I COM              637417106    1195.08    45736 SH       SHARED    01               45736
NATIONAL RETAIL PROPERTIES I COM              637417106    1319.38    50493 SH       SHARED                               50493
NATIONAL RETAIL PROPERTIES I COM              637417106    2529.07    96788 SH       SHARED                     96788
NATIONAL SEC GROUP INC       COM              637546102       9.92      759 SH       SOLE               759
NATIONAL SEMICONDUCTOR CORP  COM              637640103     242.35    16900 SH  P    SHARED                     16900
NATIONAL SEMICONDUCTOR CORP  COM              637640103     304.01    21200 SH       SHARED                               21200
NATIONAL SEMICONDUCTOR CORP  COM              637640103     489.58    34141 SH       SHARED    01               34141
NATIONAL SEMICONDUCTOR CORP  COM              637640103     616.62    43000 SH  C    SHARED                     43000
NATIONAL SEMICONDUCTOR CORP  COM              637640103     982.58    68520 SH       SHARED    20                         68520
NATIONAL SEMICONDUCTOR CORP  COM              637640103    2323.52   162031 SH       SHARED                    162031
NATIONAL TECHNICAL SYS INC   COM              638104109       9.98     1396 SH       SOLE              1396
NATIONAL WESTMINSTER BK PLC  SPON ADR C       638539882      24.81     1032 SH       SHARED                      1032
NATIONAL WESTMINSTER BK PLC  SPON ADR C       638539882      38.46     1600 SH       SHARED    01                1600
NATIONAL WESTN LIFE INS CO   CL A             638522102     168.42     1038 SH       SOLE              1038
NATIONWIDE HEALTH PPTYS INC  COM              638620104       16.2      381 SH       SHARED    20                           381
NATIONWIDE HEALTH PPTYS INC  COM              638620104      25.52      600 SH  C    SHARED                       600
NATIONWIDE HEALTH PPTYS INC  COM              638620104     114.83     2700 SH  P    SHARED                      2700
NATIONWIDE HEALTH PPTYS INC  COM              638620104     320.85     7544 SH       SHARED                                7544
NATIONWIDE HEALTH PPTYS INC  COM              638620104    2112.68    49675 SH       SHARED    01               49675
NATIONWIDE HEALTH PPTYS INC  COM              638620104   20709.39   486936 SH       SHARED                    486936
NATURAL GAS SERVICES GROUP   COM              63886Q109       8.88      500 SH  C    SHARED                       500
NATURAL GAS SERVICES GROUP   COM              63886Q109       10.6      597 SH       SHARED    21                 597
NATURAL GAS SERVICES GROUP   COM              63886Q109      81.66     4598 SH       SHARED                      4598
NATURAL GAS SERVICES GROUP   COM              63886Q109     486.18    27375 SH       SHARED    01               27375
NATURAL RESOURCE PARTNERS L  COM UNIT L P     63900P103       3.51      100 SH  P    SHARED                       100
NATURAL RESOURCE PARTNERS L  COM UNIT L P     63900P103       49.1     1400 SH  C    SHARED                      1400
NATURAL RESOURCE PARTNERS L  COM UNIT L P     63900P103    6620.37   188776 SH       SHARED    01              188776
NATURES SUNSHINE PRODUCTS IN COM              639027101       3.58      400 SH       SHARED    01                 400
NATUS MEDICAL INC DEL        COM              639050103      184.8    11000 SH       SHARED    01               11000
NATUS MEDICAL INC DEL        COM              639050103     238.85    14217 SH       SHARED                     14217
NATUZZI S P A                ADR              63905A101      18.12     3923 SH       SOLE              3923
NAUTILUS INC                 COM              63910B102      10.35     3583 SH       SHARED    01                3583
NAVIGANT CONSULTING INC      COM              63935N107          2      200 SH  P    SHARED                       200
NAVIGANT CONSULTING INC      COM              63935N107          4      400 SH  C    SHARED                       400
NAVIGANT CONSULTING INC      COM              63935N107       9.99     1000 SH       SHARED    01                1000
NAVIGANT CONSULTING INC      COM              63935N107     192.02    19221 SH       SHARED                     19221
NAVIGATORS GROUP INC         COM              638904102     391.92     7610 SH       SOLE              7610
NAVIOS MARITIME ACQUIS CORP  SHS              Y62159101      17.35     4354 SH       SOLE              4354
NAVIOS MARITIME ACQUIS CORP  UNIT 99/99/9999  Y62159127       30.3     6645 SH       SOLE              6645
NAVIOS MARITIME ACQUIS CORP  *W EXP 06/25/201 Y62159119       0.24      416 SH       SOLE               416
NAVIOS MARITIME HOLDINGS INC COM              Y62196103       2.28      400 SH  C    SHARED                       400
NAVIOS MARITIME HOLDINGS INC COM              Y62196103       34.2     6000 SH  P    SHARED                      6000
NAVIOS MARITIME HOLDINGS INC COM              Y62196103      52.75     9255 SH       SHARED                      9255
NAVIOS MARITIME HOLDINGS INC COM              Y62196103      69.54    12200 SH       SHARED    01               12200
NAVIOS MARITIME PARTNERS L P UNIT LPI         Y62267102      40.66     2000 SH  C    SHARED                      2000
NAVIOS MARITIME PARTNERS L P UNIT LPI         Y62267102      79.06     3889 SH       SHARED                      3889
NAVIOS MARITIME PARTNERS L P UNIT LPI         Y62267102    4563.41   224467 SH       SHARED    01              224467
NAVISITE INC                 COM NEW          63935M208       0.22       40 SH       SHARED    01                  40
NAVISITE INC                 COM NEW          63935M208     308.57    56205 SH       SHARED                     56205
NAVISTAR INTL CORP           PFD SR D CONV    638901306       3.47      161 SH       SOLE               161
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NAVISTAR INTL CORP NEW       COM              63934E108      69.33     1000 SH  P    SHARED                      1000
NAVISTAR INTL CORP NEW       COM              63934E108     221.86     3200 SH       SHARED                                3200
NAVISTAR INTL CORP NEW       COM              63934E108     263.45     3800 SH  C    SHARED                      3800
NAVISTAR INTL CORP NEW       COM              63934E108    1908.31    27525 SH       SHARED    01               27525
NAVISTAR INTL CORP NEW       COM              63934E108    5268.66    75994 SH       SHARED                     75994
NAVISTAR INTL CORP NEW       NOTE 3.000%10/1  63934EAL2       9.06     6000 PRN      SHARED    01                6000
NAVISTAR INTL CORP NEW       NOTE 3.000%10/1  63934EAL2     2521.7  1670000 PRN      SHARED                   1670000
NBT BANCORP INC              COM              628778102      62.29     2733 SH       SHARED    01                2733
NBT BANCORP INC              COM              628778102     543.18    23834 SH       SHARED                     23834
NCI BUILDING SYS INC         COM NEW          628852204       1.09       86 SH       SHARED    21                  86
NCI BUILDING SYS INC         COM NEW          628852204        3.8      300 SH  P    SHARED                       300
NCI BUILDING SYS INC         COM NEW          628852204      109.3     8627 SH       SHARED    01                8627
NCI BUILDING SYS INC         COM NEW          628852204      115.8     9140 SH       SHARED                      9140
NCI BUILDING SYS INC         COM NEW          628852204     129.23    10200 SH  C    SHARED                     10200
NCI INC                      CL A             62886K104     143.08     5871 SH       SOLE              5871
NCR CORP NEW                 COM              62886E108       1.77       94 SH       SHARED    21                  94
NCR CORP NEW                 COM              62886E108       6.59      350 SH       SHARED    20                           350
NCR CORP NEW                 COM              62886E108      20.72     1100 SH  P    SHARED                      1100
NCR CORP NEW                 COM              62886E108     184.63     9800 SH  C    SHARED                      9800
NCR CORP NEW                 COM              62886E108    1494.67    79335 SH       SHARED    01               79335
NCR CORP NEW                 COM              62886E108    2391.61   126943 SH       SHARED                    126943
NEENAH PAPER INC             COM              640079109      36.76     1673 SH       SHARED    01                1673
NEENAH PAPER INC             COM              640079109     229.28    10436 SH       SHARED                     10436
NEKTAR THERAPEUTICS          COM              640268108       0.95      100 SH  P    SHARED                       100
NEKTAR THERAPEUTICS          COM              640268108       3.79      400 SH  C    SHARED                       400
NEKTAR THERAPEUTICS          COM              640268108       5.68      600 SH       SHARED    01                 600
NEKTAR THERAPEUTICS          COM              640268108      707.5    74710 SH       SHARED                     74710
NELNET INC                   CL A             64031N108       6.55      300 SH  C    SHARED                       300
NELNET INC                   CL A             64031N108      57.41     2630 SH       SHARED    01                2630
NELNET INC                   CL A             64031N108     308.13    14115 SH       SHARED                     14115
NEOGEN CORP                  COM              640491106      36.62      885 SH       SHARED    21                 885
NEOGEN CORP                  COM              640491106     431.88    10437 SH       SHARED                     10437
NEOGEN CORP                  COM              640491106    6818.27   164772 SH       SHARED    01              164772
NEOPHOTONICS CORP            COM              64051T100       6.79      600 SH  P    SOLE               600
NEOPROBE CORP                COM              640518106       3.95     1000 SH       SHARED    01                1000
NEOPROBE CORP                COM              640518106      25.68     6500 SH  C    SHARED                      6500
NEOPROBE CORP                COM              640518106       55.3    14000 SH  P    SHARED                     14000
NEOPROBE CORP                COM              640518106     122.45    31000 SH       SHARED                     31000
NEOSTEM INC                  *W EXP 07/16/201 640650115       0.08      521 SH       SOLE               521
NEPTUNE TECHNOLOGIES BIORESO COM              64077P108       5.11     2283 SH       SOLE              2283
NESS TECHNOLOGIES INC        COM              64104X108     476.98    74528 SH       SOLE             74528
NET 1 UEPS TECHNOLOGIES INC  COM NEW          64107N206       5.16      600 SH  C    SHARED                       600
NET 1 UEPS TECHNOLOGIES INC  COM NEW          64107N206       5.33      620 SH       SHARED    20                           620
NET 1 UEPS TECHNOLOGIES INC  COM NEW          64107N206       9.98     1161 SH       SHARED    21                1161
NET 1 UEPS TECHNOLOGIES INC  COM NEW          64107N206     499.44    58074 SH       SHARED    01               58074
NET 1 UEPS TECHNOLOGIES INC  COM NEW          64107N206     653.41    75978 SH       SHARED                     75978
NET SERVICOS DE COMUNICACAO  SPONSD ADR NEW   64109T201      24.83     2901 SH       SOLE              2901
NETAPP INC                   COM              64110D104      25.57      531 SH       SHARED    21                 531
NETAPP INC                   COM              64110D104    1208.51    25100 SH       SHARED                               25100
NETAPP INC                   COM              64110D104    5145.96   106878 SH       SHARED                    106878
NETAPP INC                   COM              64110D104    7559.24   157000 SH  P    SHARED                    157000
NETAPP INC                   COM              64110D104   15277.02   317293 SH       SHARED    01              317293
NETAPP INC                   COM              64110D104   15503.66   322000 SH  C    SHARED                    322000
NETAPP INC                   NOTE 1.750% 6/0  64110DAB0       1.59     1000 PRN      SHARED    01                1000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NETEASE COM INC              SPONSORED ADR    64110W102     279.48     5645 SH       SHARED    20                          5645
NETEASE COM INC              SPONSORED ADR    64110W102    1713.34    34606 SH       SHARED                     34606
NETEASE COM INC              SPONSORED ADR    64110W102    4462.04    90124 SH       SHARED    01               90124
NETFLIX INC                  COM              64110L106      50.17      211 SH       SHARED    21                 211
NETFLIX INC                  COM              64110L106     954.45     4014 SH       SHARED                                4014
NETFLIX INC                  COM              64110L106    1725.81     7258 SH       SHARED                      7258
NETFLIX INC                  COM              64110L106    6712.05    28228 SH       SHARED    01               28228
NETFLIX INC                  COM              64110L106   65413.28   275100 SH  C    SHARED                    275100
NETFLIX INC                  COM              64110L106   68694.64   288900 SH  P    SHARED                    288900
NETGEAR INC                  COM              64111Q104       3.24      100 SH  C    SHARED                       100
NETGEAR INC                  COM              64111Q104       6.49      200 SH  P    SHARED                       200
NETGEAR INC                  COM              64111Q104     439.69    13554 SH       SHARED    01               13554
NETGEAR INC                  COM              64111Q104     748.16    23063 SH       SHARED                     23063
NETLIST INC                  COM              64118P109          5     2000 SH       SHARED    01                2000
NETLIST INC                  COM              64118P109       67.6    27041 SH       SHARED                     27041
NETLOGIC MICROSYSTEMS INC    COM              64118B100     863.93    20560 SH       SHARED                     20560
NETLOGIC MICROSYSTEMS INC    COM              64118B100    1575.75    37500 SH  C    SHARED                     37500
NETLOGIC MICROSYSTEMS INC    COM              64118B100    2185.04    52000 SH  P    SHARED                     52000
NETLOGIC MICROSYSTEMS INC    COM              64118B100    4595.14   109356 SH       SHARED    01              109356
NETSCOUT SYS INC             COM              64115T104     562.16    20577 SH       SHARED                     20577
NETSCOUT SYS INC             COM              64115T104    1621.99    59370 SH       SHARED    01               59370
NETSOL TECHNOLOGIES INC      COM NEW          64115A204      20.48    10895 SH       SOLE             10895
NETSPEND HLDGS INC           COM              64118V106      20.32     1932 SH       SOLE              1932
NETSUITE INC                 COM              64118Q107       8.72      300 SH  C    SHARED                       300
NETSUITE INC                 COM              64118Q107      58.16     2000 SH  P    SHARED                      2000
NETSUITE INC                 COM              64118Q107     495.64    17044 SH       SHARED                     17044
NETSUITE INC                 COM              64118Q107    1035.98    35625 SH       SHARED    01               35625
NETWORK ENGINES INC          COM              64121A107       8.12     4000 SH       SHARED    01                4000
NETWORK EQUIP TECHNOLOGIES   COM              641208103      10.95     2905 SH       SHARED    01                2905
NEUBERGER BERMAN CA INT MUN  COM              64123C101       9.99      713 SH       SHARED                       713
NEUBERGER BERMAN CA INT MUN  COM              64123C101    1048.34    74828 SH       SHARED    01               74828
NEUBERGER BERMAN HGH YLD FD  COM              64128C106       5.93      411 SH       SHARED                       411
NEUBERGER BERMAN HGH YLD FD  COM              64128C106     938.99    65108 SH       SHARED    01               65108
NEUBERGER BERMAN INTER MUNI  COM              64124P101      65.82     4715 SH       SHARED                      4715
NEUBERGER BERMAN INTER MUNI  COM              64124P101    2193.62   157136 SH       SHARED    01              157136
NEUBERGER BERMAN NY INT MUN  COM              64124K102      36.76     2758 SH       SHARED                      2758
NEUBERGER BERMAN NY INT MUN  COM              64124K102     689.77    51746 SH       SHARED    01               51746
NEUBERGER BERMAN RE ES SEC F COM              64190A103      79.67    19290 SH       SHARED    01               19290
NEURALSTEM INC               COM              64127R302        1.8     1000 SH       SHARED    01                1000
NEUROCRINE BIOSCIENCES INC   COM              64125C109       0.08       11 SH       SHARED    01                  11
NEUROCRINE BIOSCIENCES INC   COM              64125C109       2.97      391 SH       SHARED    21                 391
NEUROCRINE BIOSCIENCES INC   COM              64125C109     102.47    13500 SH  C    SHARED                     13500
NEUROCRINE BIOSCIENCES INC   COM              64125C109        178    23452 SH       SHARED                     23452
NEUROGESX INC                COM              641252101       2.03      500 SH       SHARED    01                 500
NEUSTAR INC                  CL A             64126X201       2.56      100 SH  C    SHARED                       100
NEUSTAR INC                  CL A             64126X201       4.86      190 SH       SHARED    20                           190
NEUSTAR INC                  CL A             64126X201      63.34     2476 SH       SHARED    01                2476
NEUSTAR INC                  CL A             64126X201   36345.34  1420850 SH       SHARED                   1420850
NEUTRAL TANDEM INC           COM              64128B108       2.73      185 SH       SHARED    20                           185
NEUTRAL TANDEM INC           COM              64128B108     118.78     8053 SH       SHARED    01                8053
NEUTRAL TANDEM INC           COM              64128B108     159.89    10840 SH       SHARED                     10840
NEUTRAL TANDEM INC           COM              64128B108      743.4    50400 SH  C    SHARED                     50400
NEVADA GOLD & CASINOS INC    COM NEW          64126Q206       4.41     4085 SH       SOLE              4085
NEVSUN RES LTD               COM              64156L101         18     3185 SH       SOLE              3185
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NEVSUN RES LTD               COM              64156L101       67.8    12000 SH  P    SOLE             12000
NEW AMER HIGH INCOME FD INC  COM NEW          641876800     109.29    10704 SH       SHARED    01               10704
NEW CENTRY BANCORP INC DUNN  COM              64353M100       3.56      790 SH       SHARED    01                 790
NEW CENTRY BANCORP INC DUNN  COM              64353M100       8.01     1781 SH       SHARED                      1781
NEW CONCEPT ENERGY INC       COM              643611106       2.51      679 SH       SOLE               679
NEW DRAGON ASIA CORP         CL A             64378H102       4.99   124754 SH       SOLE            124754
NEW ENERGY SYS GROUP         COM              643847106      57.34    11583 SH       SOLE             11583
NEW ENGLAND BANCSHARES INC C COM NEW          643863202      19.28     1992 SH       SHARED                      1992
NEW ENGLAND BANCSHARES INC C COM NEW          643863202     111.48    11520 SH       SHARED    01               11520
NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT   644206104       4.69       70 SH       SHARED                        70
NEW ENGLAND RLTY ASSOC LTD P DEPOSITRY RCPT   644206104       8.04      120 SH       SHARED    01                 120
NEW FRONTIER MEDIA INC       COM              644398109       3.38     1909 SH       SOLE              1909
NEW GERMANY FD INC           COM              644465106         19     1096 SH       SOLE              1096
NEW GOLD INC CDA             COM              644535106     576.13    49200 SH  C    SHARED                     49200
NEW GOLD INC CDA             COM              644535106     795.03    67893 SH       SHARED    01               67893
NEW GOLD INC CDA             COM              644535106    1237.29   105661 SH       SHARED                    105661
NEW GOLD INC CDA             COM              644535106    3850.25   328800 SH  P    SHARED                    328800
NEW IRELAND FUND INC         COM              645673104       1.51      197 SH       SHARED    01                 197
NEW JERSEY RES               COM              646025106      35.22      820 SH       SHARED    21                 820
NEW JERSEY RES               COM              646025106     622.78    14500 SH  C    SHARED                     14500
NEW JERSEY RES               COM              646025106     633.25    14744 SH       SHARED                     14744
NEW JERSEY RES               COM              646025106    1868.07    43494 SH       SHARED    01               43494
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107      20.31      203 SH       SHARED    21                 203
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107     153.11     1530 SH       SHARED                                1530
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107     268.69     2685 SH       SHARED    20                          2685
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107     436.31     4360 SH       SHARED    01                4360
NEW ORIENTAL ED & TECH GRP I SPON ADR         647581107    1155.31    11545 SH       SHARED                     11545
NEW ORIENTAL ENERGY & CHEM C COM              64758A107       1.76     3900 SH       SOLE              3900
NEW YORK & CO INC            COM              649295102      33.23     4740 SH       SOLE              4740
NEW YORK CMNTY BANCORP INC   COM              649445103       7.16      415 SH       SHARED    21                 415
NEW YORK CMNTY BANCORP INC   COM              649445103     474.65    27500 SH       SHARED                               27500
NEW YORK CMNTY BANCORP INC   COM              649445103     514.87    29830 SH       SHARED    20                         29830
NEW YORK CMNTY BANCORP INC   COM              649445103     686.95    39800 SH  P    SHARED                     39800
NEW YORK CMNTY BANCORP INC   COM              649445103     802.59    46500 SH  C    SHARED                     46500
NEW YORK CMNTY BANCORP INC   COM              649445103     903.16    52327 SH       SHARED                     52327
NEW YORK CMNTY BANCORP INC   COM              649445103   23715.36  1374007 SH       SHARED    01             1374007
NEW YORK CMNTY CAP TR V      UNIT 99/99/9999  64944P307      36.31      719 SH       SHARED    01                 719
NEW YORK CMNTY CAP TR V      UNIT 99/99/9999  64944P307      38.63      765 SH       SHARED                       765
NEW YORK MTG TR INC          COM PAR $.02     649604501       4.91      694 SH       SOLE               694
NEW YORK TIMES CO            CL A             650111107      17.99     1900 SH  C    SHARED                      1900
NEW YORK TIMES CO            CL A             650111107      75.76     8000 SH       SHARED                                8000
NEW YORK TIMES CO            CL A             650111107     381.38    40272 SH       SHARED    01               40272
NEW YORK TIMES CO            CL A             650111107    1999.12   211100 SH  P    SHARED                    211100
NEWALLIANCE BANCSHARES INC   COM              650203102       1.48      100 SH  C    SHARED                       100
NEWALLIANCE BANCSHARES INC   COM              650203102       2.97      200 SH  P    SHARED                       200
NEWALLIANCE BANCSHARES INC   COM              650203102       51.6     3477 SH       SHARED    01                3477
NEWALLIANCE BANCSHARES INC   COM              650203102    1038.67    69991 SH       SHARED                     69991
NEWBRIDGE BANCORP            COM              65080T102       4.96     1000 SH       SHARED    01                1000
NEWCASTLE INVT CORP          COM              65105M108      47.72     7900 SH  C    SHARED                      7900
NEWCASTLE INVT CORP          COM              65105M108     117.18    19400 SH  P    SHARED                     19400
NEWCASTLE INVT CORP          COM              65105M108     297.66    49282 SH       SHARED    01               49282
NEWCASTLE INVT CORP          COM              65105M108    1085.47   179713 SH       SHARED                    179713
NEWELL RUBBERMAID INC        COM              651229106       21.9     1145 SH       SHARED    21                1145
NEWELL RUBBERMAID INC        COM              651229106      93.74     4900 SH  P    SHARED                      4900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NEWELL RUBBERMAID INC        COM              651229106     424.69    22200 SH       SHARED                               22200
NEWELL RUBBERMAID INC        COM              651229106     443.82    23200 SH  C    SHARED                     23200
NEWELL RUBBERMAID INC        COM              651229106    6866.68   358948 SH       SHARED    01              358948
NEWELL RUBBERMAID INC        COM              651229106   49404.77  2582581 SH       SHARED                   2582581
NEWFIELD EXPL CO             COM              651290108      47.35      623 SH       SHARED    21                 623
NEWFIELD EXPL CO             COM              651290108     243.23     3200 SH       SHARED                      3200
NEWFIELD EXPL CO             COM              651290108     250.83     3300 SH       SHARED    20                          3300
NEWFIELD EXPL CO             COM              651290108     395.25     5200 SH  C    SHARED                      5200
NEWFIELD EXPL CO             COM              651290108     691.69     9100 SH       SHARED                                9100
NEWFIELD EXPL CO             COM              651290108    1307.37    17200 SH  P    SHARED                     17200
NEWFIELD EXPL CO             COM              651290108    8683.84   114246 SH       SHARED    01              114246
NEWLEAD HOLDINGS LTD         SHS              G64626115       0.47      211 SH       SOLE               211
NEWMARKET CORP               COM              651587107      79.11      500 SH  C    SHARED                       500
NEWMARKET CORP               COM              651587107      79.11      500 SH  P    SHARED                       500
NEWMARKET CORP               COM              651587107    1070.36     6765 SH       SHARED    01                6765
NEWMARKET CORP               COM              651587107    1569.23     9918 SH       SHARED                      9918
NEWMONT MINING CORP          COM              651639106     125.53     2300 SH       SHARED    21                2300
NEWMONT MINING CORP          COM              651639106    4327.38    79285 SH       SHARED                               79285
NEWMONT MINING CORP          COM              651639106   26067.41   477600 SH  C    SHARED                    477600
NEWMONT MINING CORP          COM              651639106   30410.12   557166 SH       SHARED    01              557166
NEWMONT MINING CORP          COM              651639106      91487  1676200 SH  P    SHARED                   1676200
NEWMONT MINING CORP          COM              651639106   95184.74  1743949 SH       SHARED                   1743949
NEWMONT MINING CORP          NOTE 1.250% 7/1  651639AH9       7.91     6000 PRN      SHARED    01                6000
NEWMONT MINING CORP          NOTE 1.250% 7/1  651639AH9    5168.18  3919000 PRN      SHARED                   3919000
NEWMONT MINING CORP          NOTE 1.625% 7/1  651639AJ5      10.82     8000 PRN      SHARED    01                8000
NEWMONT MINING CORP          NOTE 1.625% 7/1  651639AJ5    2264.09  1674000 PRN      SHARED                   1674000
NEWMONT MINING CORP          NOTE 3.000% 2/1  651639AK2       1.23     1000 PRN      SHARED    01                1000
NEWMONT MINING CORP          NOTE 3.000% 2/1  651639AK2      17003 13880000 PRN      SHARED                  13880000
NEWPARK RES INC              COM PAR $.01NEW  651718504      96.68    12300 SH       SHARED    01               12300
NEWPARK RES INC              COM PAR $.01NEW  651718504     291.04    37028 SH       SHARED                     37028
NEWPARK RES INC              NOTE 4.000%10/0  651718AC2       3.11     3000 PRN      SHARED    01                3000
NEWPORT CORP                 COM              651824104     113.05     6337 SH       SHARED    01                6337
NEWPORT CORP                 COM              651824104     296.14    16600 SH  C    SHARED                     16600
NEWPORT CORP                 COM              651824104     385.34    21600 SH  P    SHARED                     21600
NEWPORT CORP                 COM              651824104     511.26    28658 SH       SHARED                     28658
NEWS CORP                    CL A             65248E104       1.76      100 SH  P    SHARED                       100
NEWS CORP                    CL A             65248E104       20.5     1166 SH       SHARED    21                1166
NEWS CORP                    CL A             65248E104    2109.71   120006 SH       SHARED                              120006
NEWS CORP                    CL A             65248E104    3245.27   184600 SH  C    SHARED                    184600
NEWS CORP                    CL A             65248E104    5714.04   325031 SH       SHARED    01              325031
NEWS CORP                    CL A             65248E104     7275.4   413845 SH       SHARED                    413845
NEWS CORP                    CL B             65248E203     131.72     7074 SH       SHARED                      7074
NEWS CORP                    CL B             65248E203     210.41    11300 SH  P    SHARED                     11300
NEWS CORP                    CL B             65248E203     223.44    12000 SH  C    SHARED                     12000
NEWS CORP                    CL B             65248E203     621.91    33400 SH       SHARED                               33400
NEWS CORP                    CL B             65248E203    2655.45   142613 SH       SHARED    01              142613
NEWSTAR FINANCIAL INC        COM              65251F105     142.32    13033 SH       SOLE             13033
NEWTEK BUSINESS SVCS INC     COM              652526104      10.24     6244 SH       SOLE              6244
NEXEN INC                    COM              65334H102      52.41     2103 SH       SHARED    21                2103
NEXEN INC                    COM              65334H102     446.07    17900 SH  C    SHARED                     17900
NEXEN INC                    COM              65334H102     830.71    33335 SH       SHARED                               33335
NEXEN INC                    COM              65334H102    2202.93    88400 SH  P    SHARED                     88400
NEXEN INC                    COM              65334H102     3147.7   126312 SH       SHARED                    126312
NEXEN INC                    COM              65334H102    5704.99   228932 SH       SHARED    01              228932
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NEXSTAR BROADCASTING GROUP I CL A             65336K103    2152.43   248262 SH       SOLE            248262
NEXTERA ENERGY INC           COM              65339F101        4.3       78 SH       SHARED    21                  78
NEXTERA ENERGY INC           COM              65339F101    1025.23    18600 SH  P    SHARED                     18600
NEXTERA ENERGY INC           COM              65339F101    1096.61    19895 SH       SHARED    20                         19895
NEXTERA ENERGY INC           COM              65339F101    1460.46    26496 SH       SHARED                               26496
NEXTERA ENERGY INC           COM              65339F101    1692.18    30700 SH  C    SHARED                     30700
NEXTERA ENERGY INC           COM              65339F101    7507.67   136206 SH       SHARED                    136206
NEXTERA ENERGY INC           COM              65339F101   55021.56   998214 SH       SHARED    01              998214
NFJ DIVID INT & PREM STRTGY  COM SHS          65337H109      153.6     8449 SH       SHARED                      8449
NFJ DIVID INT & PREM STRTGY  COM SHS          65337H109   17575.17   966731 SH       SHARED    01              966731
NGAS RESOURCES INC           COM              62912T103       3.11     4500 SH       SHARED    01                4500
NGAS RESOURCES INC           COM              62912T103       5.72     8291 SH       SHARED                      8291
NGP CAP RES CO               COM              62912R107     181.67    18845 SH       SHARED                     18845
NGP CAP RES CO               COM              62912R107     722.94    74994 SH       SHARED    01               74994
NIC INC                      COM              62914B100      14.13     1134 SH       SHARED    21                1134
NIC INC                      COM              62914B100     430.85    34579 SH       SHARED                     34579
NIC INC                      COM              62914B100     820.25    65831 SH       SHARED    01               65831
NICE SYS LTD                 SPONSORED ADR    653656108    1905.07    51572 SH       SHARED                     51572
NICE SYS LTD                 SPONSORED ADR    653656108    2774.19    75100 SH       SHARED    01               75100
NICOR INC                    COM              654086107      80.55     1500 SH  P    SHARED                      1500
NICOR INC                    COM              654086107    1233.22    22965 SH       SHARED                     22965
NICOR INC                    COM              654086107     1490.5    27756 SH       SHARED    01               27756
NIDEC CORP                   SPONSORED ADR    654090109     156.51     7236 SH       SHARED                      7236
NIDEC CORP                   SPONSORED ADR    654090109    1038.48    48011 SH       SHARED    01               48011
NIELSEN HOLDINGS N V         COM              N63218106       6.96      255 SH       SHARED    21                 255
NIELSEN HOLDINGS N V         COM              N63218106      42.85     1569 SH       SHARED                      1569
NIELSEN HOLDINGS N V         COM              N63218106    4365.94   159866 SH       SHARED    01              159866
NII HLDGS INC                CL B NEW         62913F201      12.08      290 SH       SHARED    20                           290
NII HLDGS INC                CL B NEW         62913F201      16.67      400 SH  P    SHARED                       400
NII HLDGS INC                CL B NEW         62913F201     122.63     2943 SH       SHARED                      2943
NII HLDGS INC                CL B NEW         62913F201     479.21    11500 SH       SHARED                               11500
NII HLDGS INC                CL B NEW         62913F201    2329.35    55900 SH       SHARED    01               55900
NII HLDGS INC                CL B NEW         62913F201     2916.9    70000 SH  C    SHARED                     70000
NII HLDGS INC                NOTE 3.125% 6/1  62913FAJ1      49.25    49000 PRN      SHARED    01               49000
NIKE INC                     CL B             654106103        105     1387 SH       SHARED    21                1387
NIKE INC                     CL B             654106103    1793.03    23686 SH       SHARED                               23686
NIKE INC                     CL B             654106103    3073.04    40595 SH       SHARED    20                         40595
NIKE INC                     CL B             654106103   14943.18   197400 SH  C    SHARED                    197400
NIKE INC                     CL B             654106103   15677.47   207100 SH  P    SHARED                    207100
NIKE INC                     CL B             654106103   16812.89   222099 SH       SHARED                    222099
NIKE INC                     CL B             654106103    39250.3   518498 SH       SHARED    01              518498
NIPPON TELEG & TEL CORP      SPONSORED ADR    654624105      62.48     2778 SH       SHARED    21                2778
NIPPON TELEG & TEL CORP      SPONSORED ADR    654624105    1699.19    75553 SH       SHARED                     75553
NIPPON TELEG & TEL CORP      SPONSORED ADR    654624105   10456.55   464942 SH       SHARED    01              464942
NISKA GAS STORAGE PARTNERS L UNIT LTD LIABI   654678101      37.62     1720 SH       SHARED                      1720
NISKA GAS STORAGE PARTNERS L UNIT LTD LIABI   654678101    7593.31   347202 SH       SHARED    01              347202
NISOURCE INC                 COM              65473P105       5.75      300 SH  C    SHARED                       300
NISOURCE INC                 COM              65473P105       5.77      301 SH       SHARED    21                 301
NISOURCE INC                 COM              65473P105      13.43      700 SH  P    SHARED                       700
NISOURCE INC                 COM              65473P105     323.26    16854 SH       SHARED                               16854
NISOURCE INC                 COM              65473P105    4978.21   259552 SH       SHARED    01              259552
NISOURCE INC                 COM              65473P105     8889.7   463488 SH       SHARED                    463488
NIVS INTELLIMEDIA TECH GP IN COM              62914U108       1.53    15260 SH       SOLE             15260
NL INDS INC                  COM NEW          629156407       0.59       40 SH       SHARED    21                  40
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NN INC                       COM              629337106      14.61      800 SH       SHARED    01                 800
NN INC                       COM              629337106     187.62    10275 SH       SHARED                     10275
NOAH ED HLDGS LTD            ADR              65487R303      12.22     5632 SH       SOLE              5632
NOAH HLDGS LTD               SPONSORED ADS    65487X102       0.82       56 SH       SOLE                56
NOBILITY HOMES INC           COM              654892108       9.23      990 SH       SOLE               990
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103     196.17     4300 SH       SHARED    21                4300
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103    2080.96    45615 SH       SHARED    20                         45615
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103    3542.85    77660 SH       SHARED                     77660
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103    3845.77    84300 SH       SHARED                               84300
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103    9849.36   215900 SH  C    SHARED                    215900
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103   11806.46   258800 SH  P    SHARED                    258800
NOBLE CORPORATION BAAR       NAMEN -AKT       H5833N103   19583.94   429284 SH       SHARED    01              429284
NOBLE ENERGY INC             COM              655044105      33.34      345 SH       SHARED    20                           345
NOBLE ENERGY INC             COM              655044105    1208.13    12500 SH       SHARED                               12500
NOBLE ENERGY INC             COM              655044105    7546.34    78079 SH       SHARED    01               78079
NOBLE ENERGY INC             COM              655044105   10065.32   104142 SH       SHARED                    104142
NOBLE ENERGY INC             COM              655044105   14468.51   149700 SH  P    SHARED                    149700
NOBLE ENERGY INC             COM              655044105   21214.68   219500 SH  C    SHARED                    219500
NOKIA CORP                   SPONSORED ADR    654902204      41.42     4867 SH       SHARED    21                4867
NOKIA CORP                   SPONSORED ADR    654902204    6152.75   723002 SH       SHARED                    723002
NOKIA CORP                   SPONSORED ADR    654902204    11120.8  1306792 SH       SHARED    01             1306792
NOMURA HLDGS INC             SPONSORED ADR    65535H208      23.06     4435 SH       SHARED    21                4435
NOMURA HLDGS INC             SPONSORED ADR    65535H208    2067.32   397561 SH       SHARED    01              397561
NORANDA ALUM HLDG CORP       COM              65542W107       1.72      107 SH       SHARED    01                 107
NORANDA ALUM HLDG CORP       COM              65542W107       2.55      159 SH       SHARED    21                 159
NORANDA ALUM HLDG CORP       COM              65542W107      527.5    32866 SH       SHARED                     32866
NORDIC AMERICAN TANKER SHIPP COM              G65773106     315.47    12700 SH  P    SHARED                     12700
NORDIC AMERICAN TANKER SHIPP COM              G65773106     852.01    34300 SH  C    SHARED                     34300
NORDIC AMERICAN TANKER SHIPP COM              G65773106    1190.83    47940 SH       SHARED    01               47940
NORDION INC                  COM              65563C105       3.46      293 SH       SHARED    01                 293
NORDION INC                  COM              65563C105     213.69    18079 SH       SHARED                     18079
NORDSON CORP                 COM              655663102       3.34       29 SH       SHARED    21                  29
NORDSON CORP                 COM              655663102     252.44     2194 SH       SHARED    01                2194
NORDSON CORP                 COM              655663102    1887.33    16403 SH       SHARED                     16403
NORDSTROM INC                COM              655664100     556.51    12400 SH       SHARED                               12400
NORDSTROM INC                COM              655664100    4111.01    91600 SH  C    SHARED                     91600
NORDSTROM INC                COM              655664100    4320.55    96269 SH       SHARED                     96269
NORDSTROM INC                COM              655664100     8402.7   187226 SH       SHARED    01              187226
NORDSTROM INC                COM              655664100   14415.46   321200 SH  P    SHARED                    321200
NORFOLK SOUTHERN CORP        COM              655844108      38.58      557 SH       SHARED    21                 557
NORFOLK SOUTHERN CORP        COM              655844108    1634.77    23600 SH       SHARED                               23600
NORFOLK SOUTHERN CORP        COM              655844108    1917.39    27680 SH       SHARED    20                         27680
NORFOLK SOUTHERN CORP        COM              655844108    2715.38    39200 SH  P    SHARED                     39200
NORFOLK SOUTHERN CORP        COM              655844108    3110.22    44900 SH  C    SHARED                     44900
NORFOLK SOUTHERN CORP        COM              655844108   23919.42   345307 SH       SHARED                    345307
NORFOLK SOUTHERN CORP        COM              655844108    30756.3   444006 SH       SHARED    01              444006
NORTH AMERN ENERGY PARTNERS  COM              656844107       1.45      118 SH       SHARED    01                 118
NORTH AMERN ENERGY PARTNERS  COM              656844107       2.47      200 SH  P    SHARED                       200
NORTH AMERN PALLADIUM LTD    COM              656912102     220.66    34000 SH  C    SHARED                     34000
NORTH AMERN PALLADIUM LTD    COM              656912102      615.8    94885 SH       SHARED                     94885
NORTH AMERN PALLADIUM LTD    COM              656912102      744.4   114700 SH  P    SHARED                    114700
NORTH AMERN PALLADIUM LTD    COM              656912102     811.08   124974 SH       SHARED    01              124974
NORTH CENT BANCSHARES INC    COM              658418108       8.16      493 SH       SOLE               493
NORTH EUROPEAN OIL RTY TR    SH BEN INT       659310106      22.72      749 SH       SHARED                       749
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NORTH EUROPEAN OIL RTY TR    SH BEN INT       659310106       62.5     2060 SH       SHARED    01                2060
NORTH VALLEY BANCORP         COM NEW          66304M204       1.09      100 SH       SHARED    01                 100
NORTH VALLEY BANCORP         COM NEW          66304M204       24.2     2230 SH       SHARED                      2230
NORTHEAST BANCORP            COM NEW          663904209       7.66      528 SH       SOLE               528
NORTHEAST CMNTY BANCORP INC  COM              664112109       4.73      815 SH       SOLE               815
NORTHEAST UTILS              COM              664397106      16.23      469 SH       SHARED    21                 469
NORTHEAST UTILS              COM              664397106      30.62      885 SH       SHARED    20                           885
NORTHEAST UTILS              COM              664397106     321.78     9300 SH       SHARED                                9300
NORTHEAST UTILS              COM              664397106   31010.94   896270 SH       SHARED    01              896270
NORTHERN DYNASTY MINERALS LT COM NEW          66510M204      165.7    11017 SH       SHARED    01               11017
NORTHERN DYNASTY MINERALS LT COM NEW          66510M204    3561.47   236800 SH  C    SHARED                    236800
NORTHERN DYNASTY MINERALS LT COM NEW          66510M204    3936.01   261703 SH       SHARED                    261703
NORTHERN DYNASTY MINERALS LT COM NEW          66510M204    6059.62   402900 SH  P    SHARED                    402900
NORTHERN OIL & GAS INC NEV   COM              665531109      34.71     1300 SH  P    SHARED                      1300
NORTHERN OIL & GAS INC NEV   COM              665531109     117.99     4419 SH       SHARED    01                4419
NORTHERN OIL & GAS INC NEV   COM              665531109     819.77    30703 SH       SHARED                     30703
NORTHERN OIL & GAS INC NEV   COM              665531109    1054.65    39500 SH  C    SHARED                     39500
NORTHERN STS FINL CORP       COM              665751103       1.87     1263 SH       SOLE              1263
NORTHERN TECH INTL CORP      COM              665809109         23     1520 SH       SOLE              1520
NORTHERN TR CORP             COM              665859104     350.18     6900 SH  P    SHARED                      6900
NORTHERN TR CORP             COM              665859104      710.5    14000 SH  C    SHARED                     14000
NORTHERN TR CORP             COM              665859104      771.4    15200 SH       SHARED                               15200
NORTHERN TR CORP             COM              665859104    1701.09    33519 SH       SHARED                     33519
NORTHERN TR CORP             COM              665859104    4546.24    89581 SH       SHARED    01               89581
NORTHFIELD BANCORP INC NEW   COM              66611L105       27.6     2000 SH       SHARED    01                2000
NORTHFIELD BANCORP INC NEW   COM              66611L105     116.24     8423 SH       SHARED                      8423
NORTHGATE MINERALS CORP      COM              666416102       8.64     3200 SH       SHARED                      3200
NORTHGATE MINERALS CORP      COM              666416102       8.91     3300 SH  C    SHARED                      3300
NORTHGATE MINERALS CORP      COM              666416102       18.9     7000 SH       SHARED    01                7000
NORTHGATE MINERALS CORP      NOTE 3.500%10/0  666416AB8    6162.88  6233000 PRN      SOLE           6233000
NORTHRIM BANCORP INC         COM              666762109      24.55     1295 SH       SOLE              1295
NORTHROP GRUMMAN CORP        COM              666807102      33.55      535 SH       SHARED    20                           535
NORTHROP GRUMMAN CORP        COM              666807102      34.62      552 SH       SHARED    21                 552
NORTHROP GRUMMAN CORP        COM              666807102    1244.29    19842 SH       SHARED                               19842
NORTHROP GRUMMAN CORP        COM              666807102    4903.48    78193 SH       SHARED                     78193
NORTHROP GRUMMAN CORP        COM              666807102    16269.8   259445 SH       SHARED    01              259445
NORTHSTAR RLTY FIN CORP      COM              66704R100      26.22     4900 SH  C    SHARED                      4900
NORTHSTAR RLTY FIN CORP      COM              66704R100      28.89     5400 SH  P    SHARED                      5400
NORTHSTAR RLTY FIN CORP      COM              66704R100      56.27    10517 SH       SHARED    01               10517
NORTHSTAR RLTY FIN CORP      COM              66704R100     169.57    31695 SH       SHARED                     31695
NORTHWEST BANCSHARES INC MD  COM              667340103       3.27      261 SH       SHARED    01                 261
NORTHWEST BANCSHARES INC MD  COM              667340103     570.09    45462 SH       SHARED                     45462
NORTHWEST NAT GAS CO         COM              667655104     628.71    13629 SH       SHARED    01               13629
NORTHWEST NAT GAS CO         COM              667655104     791.13    17150 SH       SHARED                     17150
NORTHWEST PIPE CO            COM              667746101      88.12     3843 SH       SHARED                      3843
NORTHWEST PIPE CO            COM              667746101      97.36     4246 SH       SHARED    01                4246
NORTHWESTERN CORP            COM NEW          668074305       11.3      373 SH       SHARED    21                 373
NORTHWESTERN CORP            COM NEW          668074305     237.86     7850 SH       SHARED    01                7850
NORTHWESTERN CORP            COM NEW          668074305     825.04    27229 SH       SHARED                     27229
NORWOOD FINANCIAL CORP       COM              669549107       53.9     1978 SH       SHARED    01                1978
NOVA MEASURING INSTRUMENTS L COM              M7516K103      74.35     7600 SH  C    SHARED                      7600
NOVA MEASURING INSTRUMENTS L COM              M7516K103      75.04     7670 SH       SHARED    01                7670
NOVA MEASURING INSTRUMENTS L COM              M7516K103      78.72     8047 SH       SHARED                      8047
NOVAGOLD RES INC             COM NEW          66987E206       41.6     3200 SH       SHARED                      3200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NOVAGOLD RES INC             COM NEW          66987E206      869.7    66900 SH  C    SHARED                     66900
NOVAGOLD RES INC             COM NEW          66987E206    2807.04   215926 SH       SHARED    01              215926
NOVAGOLD RES INC             COM NEW          66987E206    51906.4  3992800 SH  P    SHARED                   3992800
NOVAMED INC DEL              COM NEW          66986W207     131.52     9964 SH       SOLE              9964
NOVARTIS A G                 SPONSORED ADR    66987V109      48.15      886 SH       SHARED                       886
NOVARTIS A G                 SPONSORED ADR    66987V109      108.7     2000 SH       SHARED                                2000
NOVARTIS A G                 SPONSORED ADR    66987V109     259.74     4779 SH       SHARED    21                4779
NOVARTIS A G                 SPONSORED ADR    66987V109  108394.66  1994382 SH       SHARED    01             1994382
NOVATEL WIRELESS INC         COM NEW          66987M604      60.61    11100 SH  C    SHARED                     11100
NOVATEL WIRELESS INC         COM NEW          66987M604      98.25    17995 SH       SHARED                     17995
NOVATEL WIRELESS INC         COM NEW          66987M604     112.48    20600 SH  P    SHARED                     20600
NOVAVAX INC                  COM              670002104      33.15    12800 SH  C    SHARED                     12800
NOVAVAX INC                  COM              670002104      46.62    18000 SH       SHARED    01               18000
NOVAVAX INC                  COM              670002104     421.49   162738 SH       SHARED                    162738
NOVELL INC                   COM              670006105     179.09    30200 SH  C    SHARED                     30200
NOVELL INC                   COM              670006105      271.4    45767 SH       SHARED    01               45767
NOVELL INC                   COM              670006105     386.04    65100 SH  P    SHARED                     65100
NOVELL INC                   COM              670006105    1407.22   237306 SH       SHARED                    237306
NOVELLUS SYS INC             COM              670008101     594.08    16000 SH  P    SHARED                     16000
NOVELLUS SYS INC             COM              670008101     924.54    24900 SH  C    SHARED                     24900
NOVELLUS SYS INC             COM              670008101     965.12    25993 SH       SHARED    01               25993
NOVELLUS SYS INC             COM              670008101   15946.07   429466 SH       SHARED                    429466
NOVOGEN LIMITED              SPONSORED ADR    67010F103       1.15      752 SH       SHARED                       752
NOVOGEN LIMITED              SPONSORED ADR    67010F103       10.4     6800 SH       SHARED    01                6800
NOVO-NORDISK A S             ADR              670100205      16.66      133 SH       SHARED    21                 133
NOVO-NORDISK A S             ADR              670100205      35.31      282 SH       SHARED    20                           282
NOVO-NORDISK A S             ADR              670100205     810.74     6474 SH       SHARED                      6474
NOVO-NORDISK A S             ADR              670100205    8224.86    65678 SH       SHARED    01               65678
NPS PHARMACEUTICALS INC      COM              62936P103      76.64     8000 SH  P    SOLE              8000
NPS PHARMACEUTICALS INC      COM              62936P103      88.14     9200 SH  C    SOLE              9200
NPS PHARMACEUTICALS INC      COM              62936P103     255.58    26678 SH       SOLE             26678
NRG ENERGY INC               COM NEW          629377508     208.94     9700 SH  P    SHARED                      9700
NRG ENERGY INC               COM NEW          629377508     385.57    17900 SH       SHARED                               17900
NRG ENERGY INC               COM NEW          629377508     469.57    21800 SH  C    SHARED                     21800
NRG ENERGY INC               COM NEW          629377508     975.87    45305 SH       SHARED    01               45305
NRG ENERGY INC               COM NEW          629377508  179548.93  8335605 SH       SHARED                   8335605
NSTAR                        COM              67019E107      18.51      400 SH  P    SHARED                       400
NSTAR                        COM              67019E107     259.11     5600 SH       SHARED                                5600
NSTAR                        COM              67019E107     852.39    18422 SH       SHARED                     18422
NSTAR                        COM              67019E107    1820.35    39342 SH       SHARED    01               39342
NTELOS HLDGS CORP            COM              67020Q107     309.89    16842 SH       SHARED                     16842
NTELOS HLDGS CORP            COM              67020Q107     894.85    48633 SH       SHARED    01               48633
NTN BUZZTIME INC             COM NEW          629410309       5.06    10000 SH       SHARED    01               10000
NTT DOCOMO INC               SPONS ADR        62942M201     140.28     7975 SH       SHARED                      7975
NTT DOCOMO INC               SPONS ADR        62942M201   21560.78  1225741 SH       SHARED    01             1225741
NU SKIN ENTERPRISES INC      CL A             67018T105       5.03      175 SH       SHARED    20                           175
NU SKIN ENTERPRISES INC      CL A             67018T105       34.5     1200 SH  C    SHARED                      1200
NU SKIN ENTERPRISES INC      CL A             67018T105      63.25     2200 SH  P    SHARED                      2200
NU SKIN ENTERPRISES INC      CL A             67018T105      408.8    14219 SH       SHARED    01               14219
NU SKIN ENTERPRISES INC      CL A             67018T105    2116.09    73603 SH       SHARED                     73603
NUANCE COMMUNICATIONS INC    COM              67020Y100     313.93    16058 SH       SHARED                               16058
NUANCE COMMUNICATIONS INC    COM              67020Y100    1226.94    62759 SH       SHARED                     62759
NUANCE COMMUNICATIONS INC    COM              67020Y100    4369.43   223500 SH  P    SHARED                    223500
NUANCE COMMUNICATIONS INC    COM              67020Y100   11656.14   596222 SH       SHARED    01              596222
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NUANCE COMMUNICATIONS INC    COM              67020Y100   17061.29   872700 SH  C    SHARED                    872700
NUANCE COMMUNICATIONS INC    DBCV 2.750% 8/1  67020YAB6       3.76     3000 PRN      SHARED    01                3000
NUCOR CORP                   COM              670346105      920.4    20000 SH       SHARED                               20000
NUCOR CORP                   COM              670346105    1523.86    33113 SH       SHARED                     33113
NUCOR CORP                   COM              670346105    11665.2   253481 SH       SHARED    01              253481
NUCOR CORP                   COM              670346105      27612   600000 SH  P    SHARED                    600000
NUCOR CORP                   COM              670346105  134828.98  2929791 SH  C    SHARED                   2929791
NUPATHE INC                  COM              67059M100      16.43     2104 SH       SOLE              2104
NUSTAR ENERGY LP             UNIT COM         67058H102     108.62     1600 SH  C    SHARED                      1600
NUSTAR ENERGY LP             UNIT COM         67058H102     169.73     2500 SH  P    SHARED                      2500
NUSTAR ENERGY LP             UNIT COM         67058H102   14475.23   213216 SH       SHARED                    213216
NUSTAR ENERGY LP             UNIT COM         67058H102    42333.9   623566 SH       SHARED    01              623566
NUSTAR GP HOLDINGS LLC       UNIT RESTG LLC   67059L102     123.93     3400 SH  C    SHARED                      3400
NUSTAR GP HOLDINGS LLC       UNIT RESTG LLC   67059L102      145.8     4000 SH  P    SHARED                      4000
NUSTAR GP HOLDINGS LLC       UNIT RESTG LLC   67059L102    7915.77   217168 SH       SHARED    01              217168
NUTRACEUTICAL INTL CORP      COM              67060Y101       4.84      323 SH       SHARED    21                 323
NUTRACEUTICAL INTL CORP      COM              67060Y101      23.17     1547 SH       SHARED                      1547
NUTRACEUTICAL INTL CORP      COM              67060Y101     233.76    15605 SH       SHARED    01               15605
NUTRI SYS INC NEW            COM              67069D108       7.33      506 SH       SHARED    21                 506
NUTRI SYS INC NEW            COM              67069D108     204.06    14083 SH       SHARED                     14083
NUTRI SYS INC NEW            COM              67069D108     435.28    30040 SH       SHARED    01               30040
NUTRI SYS INC NEW            COM              67069D108     481.07    33200 SH  P    SHARED                     33200
NUTRI SYS INC NEW            COM              67069D108     525.99    36300 SH  C    SHARED                     36300
NUVASIVE INC                 COM              670704105      17.72      700 SH  C    SHARED                       700
NUVASIVE INC                 COM              670704105     673.92    26616 SH       SHARED                     26616
NUVASIVE INC                 COM              670704105      879.9    34751 SH       SHARED    01               34751
NUVASIVE INC                 NOTE 2.250% 3/1  670704AB1      11.78    12000 PRN      SHARED    01               12000
NUVEEN ARIZ DIVID ADVANTAG M COM SH BEN INT   67069L100     300.48    24000 SH       SHARED    01               24000
NUVEEN ARIZ DIVID ADVANTAGE  COM              67071P107      12.91     1026 SH       SHARED                      1026
NUVEEN ARIZ DIVID ADVANTAGE  COM              67071P107     283.05    22500 SH       SHARED    01               22500
NUVEEN ARIZ PREM INCOME MUN  COM              67061W104       2.49      203 SH       SHARED                       203
NUVEEN ARIZ PREM INCOME MUN  COM              67061W104     322.52    26285 SH       SHARED    01               26285
NUVEEN AZ DIV ADV MUN FD 3   COM              67072E101     351.58    28700 SH       SHARED    01               28700
NUVEEN BUILD AMER BD FD      COM              67074C103      65.63     3634 SH       SHARED                      3634
NUVEEN BUILD AMER BD FD      COM              67074C103    1641.18    90874 SH       SHARED    01               90874
NUVEEN BUILD AMER BD OPPTNY  COM              67074Q102      11.23      603 SH       SOLE               603
NUVEEN CA DIV ADV MUNI FD 3  COM SH BEN INT   67070Y109     115.33     9866 SH       SHARED    01                9866
NUVEEN CA DIV ADVANTG MUN FD COM              67069X104       9.89      773 SH       SHARED                       773
NUVEEN CA DIV ADVANTG MUN FD COM              67069X104       72.9     5700 SH       SHARED    01                5700
NUVEEN CA DIVIDEND ADV MUN F COM SHS          67066Y105       37.6     3118 SH       SHARED                      3118
NUVEEN CA DIVIDEND ADV MUN F COM SHS          67066Y105    1225.42   101610 SH       SHARED    01              101610
NUVEEN CA INVT QUALITY MUN F COM              67062A101       4.92      400 SH       SHARED    01                 400
NUVEEN CA INVT QUALITY MUN F COM              67062A101      42.82     3484 SH       SHARED                      3484
NUVEEN CA MUN MKT OPPORTUNT  COM              67062U107      38.23     3100 SH       SHARED    01                3100
NUVEEN CA SELECT QUALITY MUN COM              670975101      66.64     5154 SH       SHARED                      5154
NUVEEN CA SELECT QUALITY MUN COM              670975101      86.42     6684 SH       SHARED    01                6684
NUVEEN CA SELECT TAX FREE PR SH BEN INT       67063R103       55.7     4424 SH       SHARED    01                4424
NUVEEN CALIF MUN VALUE FD    COM              67062C107       2.74      324 SH       SHARED                       324
NUVEEN CALIF MUN VALUE FD    COM              67062C107     998.82   117924 SH       SHARED    01              117924
NUVEEN CALIF PERFORM PLUS MU COM              67062Q106       34.9     2854 SH       SHARED                      2854
NUVEEN CALIF PERFORM PLUS MU COM              67062Q106      100.4     8209 SH       SHARED    01                8209
NUVEEN CALIF PREM INCOME MUN COM              6706L0102       48.2     4000 SH       SHARED    01                4000
NUVEEN CALIF PREM INCOME MUN COM              6706L0102      48.34     4012 SH       SHARED                      4012
NUVEEN CALIF QUALITY INCM MU COM              670985100        6.6      511 SH       SHARED                       511
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NUVEEN CALIF QUALITY INCM MU COM              670985100     806.78    62493 SH       SHARED    01               62493
NUVEEN CONN DIVID ADVANTAGE  COM              67071R103       18.6     1347 SH       SHARED                      1347
NUVEEN CONN DIVID ADVANTAGE  COM              67071R103        112     8110 SH       SHARED    01                8110
NUVEEN CONN PREM INCOME MUN  SH BEN INT       67060D107       4.62      357 SH       SHARED                       357
NUVEEN CONN PREM INCOME MUN  SH BEN INT       67060D107      71.17     5500 SH       SHARED    01                5500
NUVEEN CORE EQUITY ALPHA FUN COM              67090X107      54.61     3862 SH       SHARED                      3862
NUVEEN CORE EQUITY ALPHA FUN COM              67090X107     476.97    33732 SH       SHARED    01               33732
NUVEEN CT DIV ADV MUN FD 3   COM              67071Y108      87.29     6868 SH       SHARED    01                6868
NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT   67069T103       4.08      309 SH       SHARED                       309
NUVEEN CT DIVID ADVANTAGE MU COM SH BEN INT   67069T103       8.98      680 SH       SHARED    01                 680
NUVEEN DIV ADV MUNI FD 3     COM SH BEN INT   67070X101    1100.26    83353 SH       SHARED    01               83353
NUVEEN DIV ADVANTAGE MUN FD  COM              67070F100       9.24      708 SH       SHARED                       708
NUVEEN DIV ADVANTAGE MUN FD  COM              67070F100      26.11     2000 SH       SHARED    01                2000
NUVEEN DIVERSIFIED COMMODTY  COM UT BEN INT   67074P104       2.29       84 SH       SHARED                        84
NUVEEN DIVERSIFIED COMMODTY  COM UT BEN INT   67074P104      548.8    20132 SH       SHARED    01               20132
NUVEEN DIVERSIFIED DIV INCM  COM              6706EP105      86.41     7633 SH       SHARED    01                7633
NUVEEN DIVID ADVANTAGE MUN F COM              67066V101       29.4     2322 SH       SHARED                      2322
NUVEEN DIVID ADVANTAGE MUN F COM              67066V101     159.14    12570 SH       SHARED    01               12570
NUVEEN ENHANCED MUN VALUE FD COM              67074M101        6.5      514 SH       SHARED                       514
NUVEEN ENHANCED MUN VALUE FD COM              67074M101      126.5    10000 SH       SHARED    01               10000
NUVEEN EQTY PRM OPPORTUNITYF COM              6706EM102      14.67     1153 SH       SHARED                      1153
NUVEEN EQTY PRM OPPORTUNITYF COM              6706EM102     695.85    54705 SH       SHARED    01               54705
NUVEEN EQUITY PREM & GROWTH  COM              6706EW100      46.31     3398 SH       SHARED                      3398
NUVEEN EQUITY PREM & GROWTH  COM              6706EW100     572.28    41987 SH       SHARED    01               41987
NUVEEN EQUITY PREM ADV FD    COM              6706ET107     461.14    35914 SH       SHARED    01               35914
NUVEEN EQUITY PREM INCOME FD COM              6706ER101      31.25     2474 SH       SHARED                      2474
NUVEEN EQUITY PREM INCOME FD COM              6706ER101    1450.66   114858 SH       SHARED    01              114858
NUVEEN FLOATING RATE INCOME  COM              67072T108    1860.88   150923 SH       SHARED    01              150923
NUVEEN FLTNG RTE INCM OPP FD COM SHS          6706EN100       0.32       26 SH       SHARED                        26
NUVEEN FLTNG RTE INCM OPP FD COM SHS          6706EN100     203.04    16575 SH       SHARED    01               16575
NUVEEN GA DIV ADV MUN FD 2   COM              67072B107      69.01     5400 SH       SHARED    01                5400
NUVEEN GBL VL OPPORTUNITIES  COM              6706EH103      54.49     2745 SH       SHARED                      2745
NUVEEN GBL VL OPPORTUNITIES  COM              6706EH103    3219.29   162181 SH       SHARED    01              162181
NUVEEN GLB GOVT ENHANCED IN  COM              67073C104      47.15     3214 SH       SHARED    01                3214
NUVEEN GLB GOVT ENHANCED IN  COM              67073C104      64.17     4374 SH       SHARED                      4374
NUVEEN INS CA TX FR ADV MUN  COM              670651108      29.14     2510 SH       SHARED                      2510
NUVEEN INS CA TX FR ADV MUN  COM              670651108      81.27     7000 SH       SHARED    01                7000
NUVEEN INS MA TX FR ADV MUNF COM              67072F108      54.96     4189 SH       SHARED    01                4189
NUVEEN INS MA TX FR ADV MUNF COM              67072F108      55.92     4262 SH       SHARED                      4262
NUVEEN INS NY TX FR ADV MUN  COM              670656107      17.76     1354 SH       SHARED                      1354
NUVEEN INS NY TX FR ADV MUN  COM              670656107      19.68     1500 SH       SHARED    01                1500
NUVEEN INSD CA PREM INCOME 2 COM              67061U108      62.69     5072 SH       SHARED                      5072
NUVEEN INSD CA PREM INCOME 2 COM              67061U108     630.36    51000 SH       SHARED    01               51000
NUVEEN INSD CALIF DIVID      COM              67071M104     693.41    52611 SH       SHARED    01               52611
NUVEEN INSD CALIF PREM INCOM COM              67061X102     707.66    53408 SH       SHARED    01               53408
NUVEEN INSD DIVID ADVANTAGE  COM              67071L106       8.31      621 SH       SHARED                       621
NUVEEN INSD DIVID ADVANTAGE  COM              67071L106     447.01    33409 SH       SHARED    01               33409
NUVEEN INSD MUN OPPORTUNITY  COM              670984103    3582.17   267326 SH       SHARED    01              267326
NUVEEN INSD NEW YORK DIVID   COM              67071N102      45.36     3350 SH       SHARED                      3350
NUVEEN INSD NEW YORK DIVID   COM              67071N102     143.93    10630 SH       SHARED    01               10630
NUVEEN INSD NY PREM INCOME F COM              67101R107      26.45     1907 SH       SHARED                      1907
NUVEEN INSD NY PREM INCOME F COM              67101R107     839.62    60535 SH       SHARED    01               60535
NUVEEN INSD PREM INCOME MUN  COM              6706D8104      28.95     2466 SH       SHARED                      2466
NUVEEN INSD PREM INCOME MUN  COM              6706D8104    3948.68   336344 SH       SHARED    01              336344
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NUVEEN INSD QUALITY MUN FD I COM              67062N103      156.2    12446 SH       SHARED    01               12446
NUVEEN INVT QUALITY MUN FD I COM              67062E103      40.23     3007 SH       SHARED                      3007
NUVEEN INVT QUALITY MUN FD I COM              67062E103      819.1    61218 SH       SHARED    01               61218
NUVEEN MASS DIVID ADVANTAG M COM SH BEN INT   67069P101      16.47     1300 SH       SHARED    01                1300
NUVEEN MASS PREM INCOME MUN  COM              67061E104       35.5     2724 SH       SOLE              2724
NUVEEN MD DIV ADV MUNI FD 2  COM SH BEN INT   67070V105      27.45     2094 SH       SOLE              2094
NUVEEN MD DIVID ADVANTAGE MU COM SH BEN INT   67069R107       9.67      747 SH       SHARED                       747
NUVEEN MD DIVID ADVANTAGE MU COM SH BEN INT   67069R107       25.9     2000 SH       SHARED    01                2000
NUVEEN MD PREM INCOME MUN FD COM              67061Q107       7.66      554 SH       SOLE               554
NUVEEN MI DIV ADV MUNI FD    COM SH BEN INT   67070W103        0.1        8 SH       SHARED                         8
NUVEEN MI DIV ADV MUNI FD    COM SH BEN INT   67070W103       7.39      600 SH       SHARED    01                 600
NUVEEN MICH PREM INCOME MUN  COM              67101Q109       8.27      651 SH       SOLE               651
NUVEEN MICH QUALITY INCOME M COM              670979103       2.16      167 SH       SHARED    01                 167
NUVEEN MICH QUALITY INCOME M COM              670979103      14.79     1141 SH       SHARED                      1141
NUVEEN MO PREM INCOME MUN FD SH BEN INT       67060Q108      52.77     3511 SH       SOLE              3511
NUVEEN MTG OPPORTUNITY TERM  COM              670735109       4.95      199 SH       SHARED                       199
NUVEEN MTG OPPORTUNITY TERM  COM              670735109    1727.52    69462 SH       SHARED    01               69462
NUVEEN MTG OPPTY TERM FD 2   COM              67074R100      36.92     1513 SH       SHARED                      1513
NUVEEN MTG OPPTY TERM FD 2   COM              67074R100     523.84    21469 SH       SHARED    01               21469
NUVEEN MULT CURR ST GV INCM  COM              67090N109    9499.74   680985 SH       SHARED    01              680985
NUVEEN MULTI STRAT INC & GR  COM              67073B106       30.9     3639 SH       SHARED                      3639
NUVEEN MULTI STRAT INC & GR  COM              67073B106    2228.96   262539 SH       SHARED    01              262539
NUVEEN MULTI STRAT INC GR FD COM SHS          67073D102       9.96     1113 SH       SHARED                      1113
NUVEEN MULTI STRAT INC GR FD COM SHS          67073D102   11200.76  1251482 SH       SHARED    01             1251482
NUVEEN MUN ADVANTAGE FD INC  COM              67062H106     206.85    15730 SH       SHARED    01               15730
NUVEEN MUN HIGH INC OPPTY FD COM              670683101       0.21       19 SH       SHARED    01                  19
NUVEEN MUN HIGH INCOME OPP F COM              670682103      31.79     2710 SH       SHARED    01                2710
NUVEEN MUN INCOME FD INC     COM              67062J102      16.01     1609 SH       SHARED    01                1609
NUVEEN MUN MKT OPPORTUNITY F COM              67062W103     170.98    13700 SH       SHARED    01               13700
NUVEEN MUN VALUE FD 2        COM              670695105     385.92    25507 SH       SHARED    01               25507
NUVEEN MUN VALUE FD INC      COM              670928100      52.04     5757 SH       SHARED                      5757
NUVEEN MUN VALUE FD INC      COM              670928100    2729.57   301944 SH       SHARED    01              301944
NUVEEN N C DIV ADV FD 2      COM              67071D104       8.56      595 SH       SHARED                       595
NUVEEN N C DIV ADV FD 2      COM              67071D104      43.14     3000 SH       SHARED    01                3000
NUVEEN N C PREM INCOME MUN F SH BEN INT       67060P100      31.18     2253 SH       SHARED                      2253
NUVEEN N C PREM INCOME MUN F SH BEN INT       67060P100      34.61     2501 SH       SHARED    01                2501
NUVEEN N Y INVT QUALITY MUN  COM              67062X101     450.78    34176 SH       SHARED    01               34176
NUVEEN NC DIV ADV MUN FD 3   COM              67072D103      47.44     3438 SH       SHARED                      3438
NUVEEN NC DIV ADV MUN FD 3   COM              67072D103     116.18     8419 SH       SHARED    01                8419
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT   67069N106       11.4      760 SH       SHARED                       760
NUVEEN NC DIVID ADVANTAGE MU COM SH BEN INT   67069N106         15     1000 SH       SHARED    01                1000
NUVEEN NEW JERSEY DIVID      COM              67071T109      93.17     7400 SH       SHARED    01                7400
NUVEEN NEW JERSEY MUN VALUE  COM              670702109      74.19     5470 SH       SHARED    01                5470
NUVEEN NEW YORK MUN VALUE FD COM              670706100       4.27      308 SH       SHARED                       308
NUVEEN NEW YORK MUN VALUE FD COM              670706100     501.04    36124 SH       SHARED    01               36124
NUVEEN NJ DIV ADVANTAGE MUN  COM              67069Y102       9.88      795 SH       SHARED                       795
NUVEEN NJ DIV ADVANTAGE MUN  COM              67069Y102      95.71     7700 SH       SHARED    01                7700
NUVEEN NJ INVT QUALITY MUN F COM              670971100      28.12     2241 SH       SHARED                      2241
NUVEEN NJ INVT QUALITY MUN F COM              670971100     402.45    32068 SH       SHARED    01               32068
NUVEEN NJ PREM INCOME MUN FD COM              67101N106     293.38    21700 SH       SHARED    01               21700
NUVEEN NY DIV ADVANTG MUN FD COM              67070A101        7.3      571 SH       SHARED                       571
NUVEEN NY DIV ADVANTG MUN FD COM              67070A101      44.04     3443 SH       SHARED    01                3443
NUVEEN NY DIVID ADVNTG MUN F COM              67066X107     452.46    35266 SH       SHARED    01               35266
NUVEEN NY MUN VALUE FD       COM              67062M105       5.43      598 SH       SHARED                       598
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NUVEEN NY MUN VALUE FD       COM              67062M105      478.4    52687 SH       SHARED    01               52687
NUVEEN NY PERFORM PLUS MUN F COM              67062R104     398.72    28020 SH       SHARED    01               28020
NUVEEN NY QUALITY INCM MUN F COM              670986108      22.95     1710 SH       SHARED    01                1710
NUVEEN NY SELECT QUALITY MUN COM              670976109     733.94    54205 SH       SHARED    01               54205
NUVEEN NY SELECT TAX FREE PR SH BEN INT       67063V104      26.05     1995 SH       SHARED    01                1995
NUVEEN OH DIV ADV MUNI FD 2  COM SH BEN INT   67070R104       9.44      725 SH       SHARED    01                 725
NUVEEN OH DIV ADV MUNI FD 2  COM SH BEN INT   67070R104      55.02     4226 SH       SHARED                      4226
NUVEEN OH DIV ADVANTAGE MUN  COM              67070C107      20.81     1579 SH       SHARED                      1579
NUVEEN OH DIV ADVANTAGE MUN  COM              67070C107      37.73     2863 SH       SHARED    01                2863
NUVEEN OHIO DIVID ADVANTAGE  COM              67071V104      25.29     1861 SH       SHARED                      1861
NUVEEN OHIO DIVID ADVANTAGE  COM              67071V104      67.96     5000 SH       SHARED    01                5000
NUVEEN OHIO QUALITY INCOME M COM              670980101      63.74     4342 SH       SHARED                      4342
NUVEEN OHIO QUALITY INCOME M COM              670980101     147.89    10074 SH       SHARED    01               10074
NUVEEN PA DIV ADVANTAGE MUN  COM              67070E103       0.88       69 SH       SOLE                69
NUVEEN PA DIVID ADVANTAGE MU COM              67071W102      55.86     4347 SH       SOLE              4347
NUVEEN PA INVT QUALITY MUN F COM              670972108      12.44      951 SH       SHARED                       951
NUVEEN PA INVT QUALITY MUN F COM              670972108      75.03     5736 SH       SHARED    01                5736
NUVEEN PA PREM INCOME MUN FD COM              67061F101      68.21     5600 SH       SHARED    01                5600
NUVEEN PERFORMANCE PLUS MUN  COM              67062P108      16.51     1232 SH       SHARED                      1232
NUVEEN PERFORMANCE PLUS MUN  COM              67062P108     679.78    50730 SH       SHARED    01               50730
NUVEEN PREM INCOME MUN FD    COM              67062T100      21.38     1672 SH       SHARED                      1672
NUVEEN PREM INCOME MUN FD    COM              67062T100    1094.56    85579 SH       SHARED    01               85579
NUVEEN PREM INCOME MUN FD 2  COM              67063W102    3740.59   287075 SH       SHARED    01              287075
NUVEEN PREM INCOME MUN FD 4  COM              6706K4105     870.86    75399 SH       SHARED    01               75399
NUVEEN PREMIER INSD MUN INCO COM              670987106       7.42      519 SH       SHARED                       519
NUVEEN PREMIER INSD MUN INCO COM              670987106      42.87     3000 SH       SHARED    01                3000
NUVEEN PREMIER MUN INCOME FD COM              670988104        5.9      465 SH       SHARED                       465
NUVEEN PREMIER MUN INCOME FD COM              670988104     151.27    11930 SH       SHARED    01               11930
NUVEEN QUALITY INCOME MUN FD COM              670977107     403.71    30747 SH       SHARED    01               30747
NUVEEN QUALITY PFD INC FD 3  COM              67072W101    1091.09   136046 SH       SHARED    01              136046
NUVEEN QUALITY PFD INCOME FD COM              67071S101      47.12     6103 SH       SHARED                      6103
NUVEEN QUALITY PFD INCOME FD COM              67071S101    1223.81   158525 SH       SHARED    01              158525
NUVEEN QUALITY PFD INCOME FD COM              67072C105      52.26     6312 SH       SHARED                      6312
NUVEEN QUALITY PFD INCOME FD COM              67072C105    5248.35   633859 SH       SHARED    01              633859
NUVEEN REAL ESTATE INCOME FD COM              67071B108      21.43     1981 SH       SHARED                      1981
NUVEEN REAL ESTATE INCOME FD COM              67071B108     400.72    37035 SH       SHARED    01               37035
NUVEEN SELECT MAT MUN FD     SH BEN INT       67061T101     849.07    86551 SH       SHARED    01               86551
NUVEEN SELECT QUALITY MUN FD COM              670973106      51.41     3854 SH       SHARED                      3854
NUVEEN SELECT QUALITY MUN FD COM              670973106     193.15    14479 SH       SHARED    01               14479
NUVEEN SELECT TAX FREE INCM  SH BEN INT       67062F100       5.82      439 SH       SHARED                       439
NUVEEN SELECT TAX FREE INCM  SH BEN INT       67062F100      98.29     7418 SH       SHARED    01                7418
NUVEEN SELECT TAX FREE INCM  SH BEN INT       67063C106     762.22    61469 SH       SHARED    01               61469
NUVEEN SELECT TAX FREE INCM  SH BEN INT       67063X100     957.47    73482 SH       SHARED    01               73482
NUVEEN SR INCOME FD          COM              67067Y104     346.77    45568 SH       SHARED    01               45568
NUVEEN TAX ADV FLTG RATE FUN COM              6706EV102      18.87     7996 SH       SHARED    01                7996
NUVEEN TAX ADV FLTG RATE FUN COM              6706EV102      19.62     8313 SH       SHARED                      8313
NUVEEN TAX ADVANTAGED DIV GR COM              67073G105      28.75     2160 SH       SHARED                      2160
NUVEEN TAX ADVANTAGED DIV GR COM              67073G105    7625.21   572893 SH       SHARED    01              572893
NUVEEN TAX FREE ADV MUN FD   COM              670657105      33.28     2527 SH       SHARED                      2527
NUVEEN TAX FREE ADV MUN FD   COM              670657105      86.25     6549 SH       SHARED    01                6549
NUVEEN TX ADV TOTAL RET STRG COM              67090H102       9.54      831 SH       SHARED                       831
NUVEEN TX ADV TOTAL RET STRG COM              67090H102    1842.57   160503 SH       SHARED    01              160503
NUVEEN VA DIV ADV MUNI FD 2  COM              67071C106       9.93      725 SH       SHARED                       725
NUVEEN VA DIV ADV MUNI FD 2  COM              67071C106     136.36     9953 SH       SHARED    01                9953
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT   67069M108       0.01        1 SH       SHARED                         1
NUVEEN VA DIVID ADVANTAGE MU COM SH BEN INT   67069M108     142.31    10700 SH       SHARED    01               10700
NUVEEN VA PREM INCOME MUN FD COM              67064R102     276.37    19449 SH       SHARED    01               19449
NV ENERGY INC                COM              67073Y106      15.31     1028 SH       SHARED    21                1028
NV ENERGY INC                COM              67073Y106         64     4298 SH       SHARED    01                4298
NV ENERGY INC                COM              67073Y106    2985.65   200514 SH       SHARED                    200514
NVE CORP                     COM NEW          629445206     107.33     1905 SH       SHARED                      1905
NVE CORP                     COM NEW          629445206     247.05     4385 SH       SHARED    01                4385
NVIDIA CORP                  COM              67066G104     679.33    36800 SH       SHARED                               36800
NVIDIA CORP                  COM              67066G104    7558.63   409460 SH       SHARED    01              409460
NVIDIA CORP                  COM              67066G104   13023.53   705500 SH  C    SHARED                    705500
NVIDIA CORP                  COM              67066G104   16514.22   894595 SH       SHARED                    894595
NVIDIA CORP                  COM              67066G104   19992.18  1083000 SH  P    SHARED                   1083000
NVR INC                      COM              62944T105      15.12       20 SH       SHARED    21                  20
NVR INC                      COM              62944T105     100.55      133 SH       SHARED    01                 133
NVR INC                      COM              62944T105    1441.69     1907 SH       SHARED                      1907
NXP SEMICONDUCTORS N V       COM              N6596X109      74.91     2500 SH  P    SHARED                      2500
NXP SEMICONDUCTORS N V       COM              N6596X109     422.51    14100 SH  C    SHARED                     14100
NXP SEMICONDUCTORS N V       COM              N6596X109    2962.19    98855 SH       SHARED    01               98855
NXSTAGE MEDICAL INC          COM              67072V103     441.97    20108 SH       SHARED    21               20108
NXSTAGE MEDICAL INC          COM              67072V103     745.34    33910 SH       SHARED                     33910
NXSTAGE MEDICAL INC          COM              67072V103      841.5    38285 SH       SHARED    01               38285
NYMOX PHARMACEUTICAL CORP    COM              67076P102       7.89     1000 SH       SHARED    01                1000
NYSE EURONEXT                COM              629491101     657.54    18696 SH       SHARED                               18696
NYSE EURONEXT                COM              629491101   10797.19   307000 SH  P    SHARED                    307000
NYSE EURONEXT                COM              629491101   20327.38   577975 SH       SHARED                    577975
NYSE EURONEXT                COM              629491101   21800.79   619869 SH       SHARED    01              619869
NYSE EURONEXT                COM              629491101   58086.77  1651600 SH  C    SHARED                   1651600
O CHARLEYS INC               COM              670823103      14.13     2367 SH       SOLE              2367
O REILLY AUTOMOTIVE INC NEW  COM              67103H107      22.35      389 SH       SHARED    21                 389
O REILLY AUTOMOTIVE INC NEW  COM              67103H107     247.08     4300 SH  P    SHARED                      4300
O REILLY AUTOMOTIVE INC NEW  COM              67103H107     339.01     5900 SH  C    SHARED                      5900
O REILLY AUTOMOTIVE INC NEW  COM              67103H107     441.47     7683 SH       SHARED                                7683
O REILLY AUTOMOTIVE INC NEW  COM              67103H107     581.21    10115 SH       SHARED    20                         10115
O REILLY AUTOMOTIVE INC NEW  COM              67103H107    6224.07   108320 SH       SHARED    01              108320
O2MICRO INTERNATIONAL LTD    SPONS ADR        67107W100      14.44     1900 SH       SHARED    01                1900
O2MICRO INTERNATIONAL LTD    SPONS ADR        67107W100     164.27    21615 SH       SHARED                     21615
OAK RIDGE FINL SVCS INC      COM              671768109      79.55    17294 SH       SOLE             17294
OAK VALLEY BANCORP OAKDALE C COM              671807105       7.95     1336 SH       SOLE              1336
OASIS PETE INC NEW           COM              674215108       3.16      100 SH  P    SHARED                       100
OASIS PETE INC NEW           COM              674215108       7.72      244 SH       SHARED    21                 244
OASIS PETE INC NEW           COM              674215108     891.68    28200 SH  C    SHARED                     28200
OASIS PETE INC NEW           COM              674215108    2833.94    89625 SH       SHARED                     89625
OASIS PETE INC NEW           COM              674215108    2876.66    90976 SH       SHARED    01               90976
OBA FINL SVCS INC            COM              67424G101       5.01      345 SH       SOLE               345
OBAGI MEDICAL PRODUCTS INC   COM              67423R108      50.56     4000 SH       SHARED    01                4000
OBAGI MEDICAL PRODUCTS INC   COM              67423R108     348.03    27534 SH       SHARED                     27534
OCCIDENTAL PETE CORP DEL     COM              674599105     129.99     1244 SH       SHARED    20                          1244
OCCIDENTAL PETE CORP DEL     COM              674599105     145.14     1389 SH       SHARED    21                1389
OCCIDENTAL PETE CORP DEL     COM              674599105    5907.45    56536 SH       SHARED                               56536
OCCIDENTAL PETE CORP DEL     COM              674599105   25600.05   245000 SH  P    SHARED                    245000
OCCIDENTAL PETE CORP DEL     COM              674599105   79398.08   759863 SH       SHARED                    759863
OCCIDENTAL PETE CORP DEL     COM              674599105  112664.15  1078229 SH       SHARED    01             1078229
OCCIDENTAL PETE CORP DEL     COM              674599105  223853.94  2142348 SH  C    SHARED                   2142348
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
OCEAN BIO CHEM INC           COM              674631106       2.47      986 SH       SOLE               986
OCEAN PWR TECHNOLOGIES INC   COM NEW          674870308      15.74     2856 SH       SHARED                      2856
OCEAN PWR TECHNOLOGIES INC   COM NEW          674870308      36.19     6568 SH       SHARED    01                6568
OCEANEERING INTL INC         COM              675232102      13.33      149 SH       SHARED    21                 149
OCEANEERING INTL INC         COM              675232102     134.18     1500 SH  C    SHARED                      1500
OCEANEERING INTL INC         COM              675232102     316.21     3535 SH       SHARED    20                          3535
OCEANEERING INTL INC         COM              675232102      357.8     4000 SH  P    SHARED                      4000
OCEANEERING INTL INC         COM              675232102    3350.89    37461 SH       SHARED    01               37461
OCEANEERING INTL INC         COM              675232102    5206.17    58202 SH       SHARED                     58202
OCEANFIRST FINL CORP         COM              675234108      37.72     2704 SH       SHARED    01                2704
OCEANFREIGHT INC             SHS -A -         Y64202115       0.61      865 SH       SHARED    01                 865
OCEANFREIGHT INC             SHS -A -         Y64202115       9.63    13763 SH       SHARED                     13763
OCH ZIFF CAP MGMT GROUP      CL A             67551U105      37.54     2300 SH  C    SHARED                      2300
OCH ZIFF CAP MGMT GROUP      CL A             67551U105     109.34     6700 SH  P    SHARED                      6700
OCH ZIFF CAP MGMT GROUP      CL A             67551U105     334.35    20487 SH       SHARED    01               20487
OCH ZIFF CAP MGMT GROUP      CL A             67551U105   10982.94   672974 SH       SHARED                    672974
OCLARO INC                   COM NEW          67555N206     210.01    18262 SH       SHARED    01               18262
OCLARO INC                   COM NEW          67555N206     256.45    22300 SH  P    SHARED                     22300
OCLARO INC                   COM NEW          67555N206     435.85    37900 SH  C    SHARED                     37900
OCLARO INC                   COM NEW          67555N206     501.38    43598 SH       SHARED                     43598
OCULUS INNOVATIVE SCIENCES I COM              67575P108        3.2     1590 SH       SHARED    01                1590
OCULUS INNOVATIVE SCIENCES I COM              67575P108       8.26     4111 SH       SHARED                      4111
OCWEN FINL CORP              COM NEW          675746309      15.36     1394 SH       SHARED    21                1394
OCWEN FINL CORP              COM NEW          675746309     343.05    31130 SH       SHARED                     31130
OCWEN FINL CORP              COM NEW          675746309     700.92    63604 SH       SHARED    01               63604
OCZ TECHNOLOGY GROUP INC     COM              67086E303     785.05    96920 SH       SOLE             96920
ODYSSEY MARINE EXPLORATION I COM              676118102       0.31      100 SH       SHARED    01                 100
ODYSSEY MARINE EXPLORATION I COM              676118102       57.9    18800 SH       SHARED                     18800
OFFICE DEPOT INC             COM              676220106      19.25     4158 SH       SHARED    01                4158
OFFICE DEPOT INC             COM              676220106     168.53    36400 SH  C    SHARED                     36400
OFFICE DEPOT INC             COM              676220106        194    41900 SH  P    SHARED                     41900
OFFICE DEPOT INC             COM              676220106     860.89   185937 SH       SHARED                    185937
OFFICEMAX INC DEL            COM              67622P101      86.12     6655 SH       SHARED                      6655
OFFICEMAX INC DEL            COM              67622P101     143.63    11100 SH  P    SHARED                     11100
OFFICEMAX INC DEL            COM              67622P101     508.54    39300 SH  C    SHARED                     39300
OFFICEMAX INC DEL            COM              67622P101    1364.51   105449 SH       SHARED    01              105449
OGE ENERGY CORP              COM              670837103    1624.34    32127 SH       SHARED    01               32127
OGE ENERGY CORP              COM              670837103    4153.86    82157 SH       SHARED                     82157
OHIO VY BANC CORP            COM              677719106      32.71     1562 SH       SOLE              1562
OIL STS INTL INC             COM              678026105      35.86      471 SH       SHARED    21                 471
OIL STS INTL INC             COM              678026105     595.19     7817 SH       SHARED    01                7817
OIL STS INTL INC             COM              678026105    1492.34    19600 SH  C    SHARED                     19600
OIL STS INTL INC             COM              678026105    2055.78    27000 SH  P    SHARED                     27000
OIL STS INTL INC             COM              678026105    5245.36    68891 SH       SHARED                     68891
OIL SVC HOLDRS TR            DEPOSTRY RCPT    678002106    5681.43    34567 SH       SHARED    01               34567
OIL SVC HOLDRS TR            DEPOSTRY RCPT    678002106   16682.54   101500 SH  C    SHARED                    101500
OIL SVC HOLDRS TR            DEPOSTRY RCPT    678002106   16961.95   103200 SH  P    SHARED                    103200
OIL SVC HOLDRS TR            DEPOSTRY RCPT    678002106  109090.01   663726 SH       SHARED                    663726
OILSANDS QUEST INC           COM              678046103      83.85   174689 SH       SHARED    01              174689
OILSANDS QUEST INC           COM              678046103        131   272910 SH       SHARED                    272910
OLD DOMINION FGHT LINES INC  COM              679580100      21.05      600 SH  P    SHARED                       600
OLD DOMINION FGHT LINES INC  COM              679580100      86.32     2460 SH       SHARED    01                2460
OLD NATL BANCORP IND         COM              680033107       5.84      545 SH       SHARED    01                 545
OLD NATL BANCORP IND         COM              680033107     369.74    34491 SH       SHARED                     34491
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
OLD POINT FINL CORP          COM              680194107       15.6     1354 SH       SOLE              1354
OLD REP INTL CORP            COM              680223104       2.99      236 SH       SHARED    21                 236
OLD REP INTL CORP            COM              680223104       6.35      500 SH  P    SHARED                       500
OLD REP INTL CORP            COM              680223104      15.23     1200 SH  C    SHARED                      1200
OLD REP INTL CORP            COM              680223104     249.04    19625 SH       SHARED                               19625
OLD REP INTL CORP            COM              680223104    1020.68    80432 SH       SHARED                     80432
OLD REP INTL CORP            COM              680223104    1722.22   135715 SH       SHARED    01              135715
OLD REP INTL CORP            NOTE 3.750% 3/1  680223AH7     602.25   600000 PRN      SOLE            600000
OLD REP INTL CORP            NOTE 8.000% 5/1  680223AF1        1.2     1000 PRN      SHARED    01                1000
OLIN CORP                    COM PAR $1       680665205      89.39     3900 SH  P    SHARED                      3900
OLIN CORP                    COM PAR $1       680665205     742.61    32400 SH  C    SHARED                     32400
OLIN CORP                    COM PAR $1       680665205    1429.75    62380 SH       SHARED                     62380
OLIN CORP                    COM PAR $1       680665205     5665.5   247186 SH       SHARED    01              247186
OLYMPIC STEEL INC            COM              68162K106       6.56      200 SH  C    SHARED                       200
OLYMPIC STEEL INC            COM              68162K106     158.01     4816 SH       SHARED                      4816
OLYMPIC STEEL INC            COM              68162K106     190.07     5793 SH       SHARED    01                5793
OM GROUP INC                 COM              670872100      32.89      900 SH  C    SHARED                       900
OM GROUP INC                 COM              670872100     239.08     6543 SH       SHARED    01                6543
OMEGA FLEX INC               COM              682095104       6.73      500 SH       SHARED    01                 500
OMEGA HEALTHCARE INVS INC    COM              681936100      20.11      900 SH  C    SHARED                       900
OMEGA HEALTHCARE INVS INC    COM              681936100    1322.48    59198 SH       SHARED                               59198
OMEGA HEALTHCARE INVS INC    COM              681936100    2067.95    92567 SH       SHARED    01               92567
OMEGA HEALTHCARE INVS INC    COM              681936100    2356.67   105491 SH       SHARED                    105491
OMEGA NAVIGATION ENTERPRISES CLASS A          Y6476R105        4.8     4812 SH       SOLE              4812
OMEGA PROTEIN CORP           COM              68210P107     132.23     9802 SH       SHARED                      9802
OMEGA PROTEIN CORP           COM              68210P107     276.28    20480 SH       SHARED    01               20480
OMEROS CORP                  COM              682143102       28.8     3600 SH  C    SHARED                      3600
OMEROS CORP                  COM              682143102         40     5000 SH  P    SHARED                      5000
OMEROS CORP                  COM              682143102     929.12   116140 SH       SHARED    01              116140
OMNIAMERICAN BANCORP INC     COM              68216R107      95.04     6000 SH       SHARED    01                6000
OMNICARE CAP TR I            PIERS            68214L201         15      339 SH       SOLE               339
OMNICARE CAP TR II           PFD B TR 4.00%   68214Q200      29.79      662 SH       SOLE               662
OMNICARE INC                 COM              681904108     176.94     5900 SH       SHARED                                5900
OMNICARE INC                 COM              681904108    4180.28   139389 SH       SHARED    01              139389
OMNICARE INC                 COM              681904108    5485.17   182900 SH  C    SHARED                    182900
OMNICARE INC                 DBCV 3.250%12/1  681904AL2      38.96    42000 PRN      SHARED    01               42000
OMNICARE INC                 DBCV 3.250%12/1  681904AL2     649.25   700000 PRN      SHARED                    700000
OMNICELL INC                 COM              68213N109     279.01    18308 SH       SOLE             18308
OMNICOM GROUP INC            COM              681919106      49.06     1000 SH  P    SHARED    01                1000
OMNICOM GROUP INC            COM              681919106      69.22     1411 SH       SHARED    21                1411
OMNICOM GROUP INC            COM              681919106     726.09    14800 SH  P    SHARED                     14800
OMNICOM GROUP INC            COM              681919106     750.62    15300 SH  C    SHARED                     15300
OMNICOM GROUP INC            COM              681919106    1044.98    21300 SH       SHARED                               21300
OMNICOM GROUP INC            COM              681919106    1556.92    31735 SH       SHARED                     31735
OMNICOM GROUP INC            COM              681919106   32855.87   669708 SH       SHARED    01              669708
OMNICOM GROUP INC            NOTE 7/0         681919AT3       2.21     2000 PRN      SHARED    01                2000
OMNICOM GROUP INC            NOTE 7/0         682134AA9     112.38   100000 PRN      SHARED                    100000
OMNICOM GROUP INC            NOTE 7/3         681919AV8        430   419000 PRN      SOLE            419000
OMNIVISION TECHNOLOGIES INC  COM              682128103     625.75    17612 SH       SHARED    01               17612
OMNIVISION TECHNOLOGIES INC  COM              682128103     914.33    25734 SH       SHARED                     25734
OMNIVISION TECHNOLOGIES INC  COM              682128103     1534.9    43200 SH  P    SHARED                     43200
OMNIVISION TECHNOLOGIES INC  COM              682128103    4132.14   116300 SH  C    SHARED                    116300
OMNOVA SOLUTIONS INC         COM              682129101       2.13      271 SH       SHARED    01                 271
OMNOVA SOLUTIONS INC         COM              682129101     142.71    18134 SH       SHARED                     18134
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ON ASSIGNMENT INC            COM              682159108       5.87      620 SH       SHARED    20                           620
ON ASSIGNMENT INC            COM              682159108      94.17     9955 SH       SHARED    01                9955
ON ASSIGNMENT INC            COM              682159108      170.5    18023 SH       SHARED                     18023
ON SEMICONDUCTOR CORP        COM              682189105      33.95     3443 SH       SHARED    21                3443
ON SEMICONDUCTOR CORP        COM              682189105     256.36    26000 SH  C    SHARED                     26000
ON SEMICONDUCTOR CORP        COM              682189105     621.18    63000 SH  P    SHARED                     63000
ON SEMICONDUCTOR CORP        COM              682189105    1035.51   105021 SH       SHARED    01              105021
ON SEMICONDUCTOR CORP        COM              682189105    4680.79   474725 SH       SHARED                    474725
ON SEMICONDUCTOR CORP        NOTE 2.625%12/1  682189AG0       9.42     8000 PRN      SHARED    01                8000
ON SEMICONDUCTOR CORP        NOTE 4/1         682189AE5       3.35     3000 PRN      SHARED    01                3000
ON TRACK INNOVATION LTD      SHS              M8791A109       21.4    10000 SH       SHARED    01               10000
ON TRACK INNOVATION LTD      SHS              M8791A109       73.1    34160 SH       SHARED                     34160
ONCOGENEX PHARMACEUTICALS IN COM              68230A106      26.01     1700 SH       SHARED    01                1700
ONCOGENEX PHARMACEUTICALS IN COM              68230A106      61.61     4027 SH       SHARED                      4027
ONCOLYTICS BIOTECH INC       COM              682310107     474.85    81450 SH       SOLE             81450
ONCOLYTICS BIOTECH INC       COM              682310107     958.45   164400 SH  C    SOLE            164400
ONCOTHYREON INC              COM              682324108       0.39      100 SH  P    SOLE               100
ONCOTHYREON INC              COM              682324108      43.73    11300 SH  C    SOLE             11300
ONCOTHYREON INC              COM              682324108      15.48     4000 SH  C    SHARED    01                4000
ONE LIBERTY PPTYS INC        COM              682406103      41.41     2746 SH       SHARED    01                2746
ONEBEACON INSURANCE GROUP LT CL A             G67742109      16.91     1250 SH       SHARED    01                1250
ONEBEACON INSURANCE GROUP LT CL A             G67742109     194.47    14373 SH       SHARED                     14373
ONEOK INC NEW                COM              682680103      19.73      295 SH       SHARED    20                           295
ONEOK INC NEW                COM              682680103     207.33     3100 SH  C    SHARED                      3100
ONEOK INC NEW                COM              682680103     488.22     7300 SH       SHARED                                7300
ONEOK INC NEW                COM              682680103    2892.96    43256 SH       SHARED    01               43256
ONEOK PARTNERS LP            UNIT LTD PARTN   68268N103     337.64     4100 SH  C    SHARED                      4100
ONEOK PARTNERS LP            UNIT LTD PARTN   68268N103   16129.65   195867 SH       SHARED                    195867
ONEOK PARTNERS LP            UNIT LTD PARTN   68268N103   70023.77   850319 SH       SHARED    01              850319
ONSTREAM MEDIA CORP          COM NEW          682875208       3.04     1845 SH       SOLE              1845
ONVIA INC                    COM NEW          68338T403       10.4     2477 SH       SOLE              2477
ONYX PHARMACEUTICALS INC     COM              683399109     284.96     8100 SH  P    SHARED                      8100
ONYX PHARMACEUTICALS INC     COM              683399109     383.46    10900 SH  C    SHARED                     10900
ONYX PHARMACEUTICALS INC     COM              683399109     949.82    26999 SH       SHARED    01               26999
ONYX PHARMACEUTICALS INC     COM              683399109     971.14    27605 SH       SHARED                     27605
OPEN TEXT CORP               COM              683715106     231.83     3720 SH       SHARED                                3720
OPEN TEXT CORP               COM              683715106     747.84    12000 SH  P    SHARED                     12000
OPEN TEXT CORP               COM              683715106    1196.42    19198 SH       SHARED    01               19198
OPEN TEXT CORP               COM              683715106    1249.02    20042 SH       SHARED                     20042
OPEN TEXT CORP               COM              683715106    1277.56    20500 SH  C    SHARED                     20500
OPENTABLE INC                COM              68372A104    1990.55    18717 SH       SHARED                     18717
OPENTABLE INC                COM              68372A104    4519.88    42500 SH  C    SHARED                     42500
OPENTABLE INC                COM              68372A104    7287.53    68524 SH       SHARED    01               68524
OPENTABLE INC                COM              68372A104   19664.12   184900 SH  P    SHARED                    184900
OPENWAVE SYS INC             COM NEW          683718308       0.25      116 SH       SHARED    01                 116
OPENWAVE SYS INC             COM NEW          683718308      14.93     6975 SH       SHARED                      6975
OPEXA THERAPEUTICS INC       COM              68372T103       0.74      442 SH       SHARED                       442
OPEXA THERAPEUTICS INC       COM              68372T103       4.18     2500 SH       SHARED    01                2500
OPEXA THERAPEUTICS INC       *W EXP 02/19/201 68372T111       0.92     1501 SH       SOLE              1501
OPKO HEALTH INC              COM              68375N103      36.93     9900 SH       SHARED    01                9900
OPKO HEALTH INC              COM              68375N103     268.82    72069 SH       SHARED                     72069
OPLINK COMMUNICATIONS INC    COM NEW          68375Q403       1.44       74 SH       SHARED    01                  74
OPLINK COMMUNICATIONS INC    COM NEW          68375Q403       5.85      300 SH  P    SHARED                       300
OPLINK COMMUNICATIONS INC    COM NEW          68375Q403      17.54      900 SH  C    SHARED                       900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
OPLINK COMMUNICATIONS INC    COM NEW          68375Q403     181.32     9303 SH       SHARED                      9303
OPNET TECHNOLOGIES INC       COM              683757108     228.52     5861 SH       SHARED                      5861
OPNET TECHNOLOGIES INC       COM              683757108    1116.44    28634 SH       SHARED    01               28634
OPNEXT INC                   COM              68375V105       1.34      550 SH       SHARED    01                 550
OPNEXT INC                   COM              68375V105       7.78     3200 SH  C    SHARED                      3200
OPNEXT INC                   COM              68375V105      48.88    20114 SH       SHARED                     20114
OPPENHEIMER HLDGS INC        CL A NON VTG     683797104      33.51     1000 SH       SHARED    01                1000
OPPENHEIMER HLDGS INC        CL A NON VTG     683797104     136.35     4069 SH       SHARED                      4069
OPTICAL CABLE CORP           COM NEW          683827208       5.51     1125 SH       SHARED    01                1125
OPTIMER PHARMACEUTICALS INC  COM              68401H104     329.56    27858 SH       SHARED    01               27858
OPTIMER PHARMACEUTICALS INC  COM              68401H104    1282.37   108400 SH  P    SHARED                    108400
OPTIMER PHARMACEUTICALS INC  COM              68401H104    1647.56   139270 SH  C    SHARED                    139270
OPTIONSXPRESS HLDGS INC      COM              684010101       1.92      105 SH       SHARED    20                           105
OPTIONSXPRESS HLDGS INC      COM              684010101      72.98     3994 SH       SHARED    01                3994
OPTIONSXPRESS HLDGS INC      COM              684010101      85.88     4700 SH  C    SHARED                      4700
OPTIONSXPRESS HLDGS INC      COM              684010101     135.18     7398 SH       SHARED                      7398
OPTIONSXPRESS HLDGS INC      COM              684010101     166.28     9100 SH  P    SHARED                      9100
ORACLE CORP                  COM              68389X105      16.72      500 SH  P    SHARED    01                 500
ORACLE CORP                  COM              68389X105     217.48     6505 SH       SHARED    21                6505
ORACLE CORP                  COM              68389X105    5782.37   172954 SH       SHARED    20                        172954
ORACLE CORP                  COM              68389X105    9196.75   275080 SH       SHARED                              275080
ORACLE CORP                  COM              68389X105   32386.55   968700 SH  P    SHARED                    968700
ORACLE CORP                  COM              68389X105   54385.46  1626700 SH  C    SHARED                   1626700
ORACLE CORP                  COM              68389X105   58569.87  1751858 SH       SHARED                   1751858
ORACLE CORP                  COM              68389X105  144749.04  4329526 SH       SHARED    01             4329526
ORASURE TECHNOLOGIES INC     COM              68554V108       6.29      800 SH  C    SHARED                       800
ORASURE TECHNOLOGIES INC     COM              68554V108      23.58     3000 SH       SHARED    01                3000
ORASURE TECHNOLOGIES INC     COM              68554V108     134.55    17118 SH       SHARED                     17118
ORBCOMM INC                  COM              68555P100        1.4      425 SH       SHARED                       425
ORBCOMM INC                  COM              68555P100     146.91    44517 SH       SHARED    01               44517
ORBIT INTL CORP              COM NEW          685559304       0.32       92 SH       SOLE                92
ORBITAL SCIENCES CORP        COM              685564106          7      370 SH       SHARED    20                           370
ORBITAL SCIENCES CORP        COM              685564106     546.09    28863 SH       SHARED                     28863
ORBITAL SCIENCES CORP        COM              685564106     667.27    35268 SH       SHARED    01               35268
ORBITZ WORLDWIDE INC         COM              68557K109       36.2    10141 SH       SOLE             10141
ORBOTECH LTD                 ORD              M75253100      42.83     3338 SH       SHARED    01                3338
ORBOTECH LTD                 ORD              M75253100     179.94    14025 SH       SHARED                     14025
ORCHID CELLMARK INC          COM              68573C107       2.17     1080 SH       SOLE              1080
ORCHIDS PAPER PRODS CO DEL   COM              68572N104       0.61       50 SH       SHARED    01                  50
ORCKIT COMMUNICATIONS LTD    SHS NEW          M7531S206       0.46      150 SH       SHARED    01                 150
ORCKIT COMMUNICATIONS LTD    SHS NEW          M7531S206      31.31    10300 SH  P    SHARED                     10300
ORCKIT COMMUNICATIONS LTD    SHS NEW          M7531S206      36.18    11900 SH  C    SHARED                     11900
OREXIGEN THERAPEUTICS INC    COM              686164104       0.85      300 SH       SHARED    01                 300
OREXIGEN THERAPEUTICS INC    COM              686164104       56.8    20000 SH  C    SHARED    01               20000
OREXIGEN THERAPEUTICS INC    COM              686164104      74.69    26300 SH  P    SHARED                     26300
OREXIGEN THERAPEUTICS INC    COM              686164104     144.27    50800 SH  C    SHARED                     50800
OREXIGEN THERAPEUTICS INC    COM              686164104     298.85   105230 SH       SHARED                    105230
ORIENT PAPER INC             COM NEW          68619F205      15.25     3300 SH  C    SOLE              3300
ORIENT PAPER INC             COM NEW          68619F205      71.15    15400 SH  P    SOLE             15400
ORIENT PAPER INC             COM NEW          68619F205      96.22    20827 SH       SOLE             20827
ORIENTAL FINL GROUP INC      COM              68618W100       5.52      440 SH       SHARED    20                           440
ORIENTAL FINL GROUP INC      COM              68618W100     236.22    18822 SH       SHARED                     18822
ORIENTAL FINL GROUP INC      COM              68618W100     439.53    35022 SH       SHARED    01               35022
ORIENT-EXPRESS HOTELS LTD    CL A             G67743107       2.47      200 SH  P    SHARED                       200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ORIENT-EXPRESS HOTELS LTD    CL A             G67743107       3.39      274 SH       SHARED    21                 274
ORIENT-EXPRESS HOTELS LTD    CL A             G67743107      19.37     1566 SH       SHARED                      1566
ORIENT-EXPRESS HOTELS LTD    CL A             G67743107     125.48    10144 SH       SHARED                               10144
ORIENT-EXPRESS HOTELS LTD    CL A             G67743107     205.38    16603 SH       SHARED    01               16603
ORIGIN AGRITECH LIMITED      SHS              G67828106      50.05     6500 SH  P    SHARED                      6500
ORIGIN AGRITECH LIMITED      SHS              G67828106      90.09    11700 SH  C    SHARED                     11700
ORIGIN AGRITECH LIMITED      SHS              G67828106     108.34    14070 SH       SHARED    01               14070
ORION ENERGY SYSTEMS INC     COM              686275108      14.16     3509 SH       SOLE              3509
ORION MARINE GROUP INC       COM              68628V308     141.15    13142 SH       SOLE             13142
ORITANI FINL CORP DEL        COM              68633D103      253.6    20000 SH       SHARED    01               20000
ORITANI FINL CORP DEL        COM              68633D103     293.72    23164 SH       SHARED                     23164
ORIX CORP                    SPONSORED ADR    686330101      30.92      664 SH       SHARED    21                 664
ORIX CORP                    SPONSORED ADR    686330101     409.86     8801 SH       SHARED    01                8801
ORIX CORP                    SPONSORED ADR    686330101    5347.03   114817 SH       SHARED    20                        114817
ORMAT TECHNOLOGIES INC       COM              686688102       4.46      176 SH       SHARED    21                 176
ORMAT TECHNOLOGIES INC       COM              686688102      50.66     2000 SH       SHARED    17                          2000
ORMAT TECHNOLOGIES INC       COM              686688102     275.62    10881 SH       SHARED    01               10881
ORMAT TECHNOLOGIES INC       COM              686688102     440.16    17377 SH       SHARED                     17377
ORMAT TECHNOLOGIES INC       COM              686688102     681.38    26900 SH       SHARED                               26900
ORRSTOWN FINL SVCS INC       COM              687380105      10.02      358 SH       SHARED    21                 358
ORRSTOWN FINL SVCS INC       COM              687380105      461.5    16482 SH       SHARED    01               16482
ORSUS XELENT TECHNOLOGIES IN COM              68749U106        7.3    48661 SH       SOLE             48661
ORTHOFIX INTL N V            COM              N6748L102      77.97     2402 SH       SHARED    01                2402
ORTHOFIX INTL N V            COM              N6748L102     331.25    10205 SH       SHARED                     10205
ORTHOVITA INC                COM              68750U102      40.17    18857 SH       SHARED    01               18857
ORTHOVITA INC                COM              68750U102      60.49    28400 SH       SHARED                     28400
OSHKOSH CORP                 COM              688239201     799.59    22600 SH  C    SHARED                     22600
OSHKOSH CORP                 COM              688239201    1004.79    28400 SH  P    SHARED                     28400
OSHKOSH CORP                 COM              688239201     1758.6    49706 SH       SHARED    01               49706
OSHKOSH CORP                 COM              688239201      11729   331515 SH       SHARED                    331515
OSI SYSTEMS INC              COM              671044105       7.51      200 SH  C    SHARED                       200
OSI SYSTEMS INC              COM              671044105      52.54     1400 SH  P    SHARED                      1400
OSI SYSTEMS INC              COM              671044105     379.92    10123 SH       SHARED                     10123
OSI SYSTEMS INC              COM              671044105     630.84    16809 SH       SHARED    01               16809
OSIRIS THERAPEUTICS INC NEW  COM              68827R108       7.93     1092 SH       SHARED    01                1092
OSIRIS THERAPEUTICS INC NEW  COM              68827R108      29.04     4000 SH  C    SHARED                      4000
OSIRIS THERAPEUTICS INC NEW  COM              68827R108      47.97     6608 SH       SHARED                      6608
OSSEN INNOVATION CO LTD      SPONSORED ADR    688410109       4.66     1299 SH       SOLE              1299
OTELCO INC                   UNIT 99/99/9999  688823202      11.36      586 SH       SHARED    01                 586
OTTER TAIL CORP              COM              689648103      334.4    14712 SH       SHARED                     14712
OTTER TAIL CORP              COM              689648103     412.32    18140 SH       SHARED    01               18140
OVERHILL FARMS INC           COM              690212105       21.1     3471 SH       SOLE              3471
OVERSEAS SHIPHOLDING GROUP I COM              690368105      34.94     1087 SH       SHARED    01                1087
OVERSEAS SHIPHOLDING GROUP I COM              690368105      57.05     1775 SH       SHARED                      1775
OVERSEAS SHIPHOLDING GROUP I COM              690368105     128.56     4000 SH  P    SHARED                      4000
OVERSEAS SHIPHOLDING GROUP I COM              690368105     212.12     6600 SH  C    SHARED                      6600
OVERSTOCK COM INC DEL        COM              690370101     144.62     9200 SH  P    SOLE              9200
OVERSTOCK COM INC DEL        COM              690370101     199.64    12700 SH  C    SOLE             12700
OWENS & MINOR INC NEW        COM              690732102       9.58      295 SH       SHARED    21                 295
OWENS & MINOR INC NEW        COM              690732102    1156.19    35597 SH       SHARED                     35597
OWENS & MINOR INC NEW        COM              690732102    1922.49    59190 SH       SHARED    01               59190
OWENS CORNING NEW            COM              690742101     550.65    15300 SH  P    SHARED                     15300
OWENS CORNING NEW            COM              690742101     778.39    21628 SH       SHARED    01               21628
OWENS CORNING NEW            COM              690742101     965.11    26816 SH       SHARED                     26816
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
OWENS CORNING NEW            COM              690742101    6183.08   171800 SH  C    SHARED                    171800
OWENS CORNING NEW            COM              690742101    9018.16   250574 SH       SHARED    20                        250574
OWENS CORNING NEW            *W EXP 10/31/201 690742127       1.19      340 SH       SHARED    01                 340
OWENS CORNING NEW            *W EXP 10/31/201 690742127       4.97     1419 SH       SHARED                                1419
OWENS CORNING NEW            *W EXP 10/31/201 690742127     626.93   179124 SH       SHARED                    179124
OWENS ILL INC                COM NEW          690768403      12.89      427 SH       SHARED    21                 427
OWENS ILL INC                COM NEW          690768403      13.28      440 SH       SHARED    20                           440
OWENS ILL INC                COM NEW          690768403     157.26     5209 SH       SHARED                      5209
OWENS ILL INC                COM NEW          690768403     283.79     9400 SH  P    SHARED                      9400
OWENS ILL INC                COM NEW          690768403     323.03    10700 SH       SHARED                               10700
OWENS ILL INC                COM NEW          690768403     763.81    25300 SH  C    SHARED                     25300
OWENS ILL INC                COM NEW          690768403    2322.79    76939 SH       SHARED    01               76939
OXFORD INDS INC              COM              691497309       6.84      200 SH  P    SOLE               200
OXFORD INDS INC              COM              691497309      13.68      400 SH  C    SOLE               400
OXFORD INDS INC              COM              691497309     132.76     3883 SH       SOLE              3883
OXFORD LANE CAP CORP         COM              691543102      26.25     1400 SH       SOLE              1400
OXFORD RESOURCE PARTNERS LP  COM UNIT RP LP   691807101      32.31     1175 SH       SHARED                      1175
OXFORD RESOURCE PARTNERS LP  COM UNIT RP LP   691807101        594    21600 SH       SHARED    01               21600
OXIGENE INC                  COM NEW          691828305       0.18      100 SH       SHARED    01                 100
OXIGENE INC                  COM NEW          691828305       2.87     1630 SH       SHARED                      1630
OXYGEN BIOTHERAPEUTICS INC   COM NEW          69207P209      12.63     6866 SH       SHARED    01                6866
OYO GEOSPACE CORP            COM              671074102      11.14      113 SH       SHARED    21                 113
OYO GEOSPACE CORP            COM              671074102     688.19     6981 SH       SHARED                      6981
OYO GEOSPACE CORP            COM              671074102     941.34     9549 SH       SHARED    01                9549
P A M TRANSN SVCS INC        COM              693149106       0.74       61 SH       SOLE                61
P F CHANGS CHINA BISTRO INC  COM              69333Y108     133.95     2900 SH  P    SHARED                      2900
P F CHANGS CHINA BISTRO INC  COM              69333Y108    1278.91    27688 SH       SHARED    01               27688
P F CHANGS CHINA BISTRO INC  COM              69333Y108    1367.22    29600 SH  C    SHARED                     29600
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR    715684106      16.32      486 SH       SHARED    21                 486
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR    715684106     131.87     3927 SH       SHARED                      3927
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR    715684106     510.42    15200 SH       SHARED    20                         15200
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR    715684106    3933.06   117125 SH       SHARED    01              117125
PAA NAT GAS STORAGE L P      COM UNIT LTD     693139107      23.54     1000 SH  P    SHARED                      1000
PAA NAT GAS STORAGE L P      COM UNIT LTD     693139107     274.97    11681 SH       SHARED                     11681
PAA NAT GAS STORAGE L P      COM UNIT LTD     693139107     355.92    15120 SH       SHARED    01               15120
PAB BANKSHARES INC           COM              69313P101       0.89     2473 SH       SOLE              2473
PACCAR INC                   COM              693718108      94.61     1807 SH       SHARED    20                          1807
PACCAR INC                   COM              693718108    1009.92    19288 SH       SHARED                     19288
PACCAR INC                   COM              693718108    1193.81    22800 SH       SHARED                               22800
PACCAR INC                   COM              693718108    6109.57   116684 SH       SHARED    01              116684
PACCAR INC                   COM              693718108    8728.41   166700 SH  C    SHARED                    166700
PACCAR INC                   COM              693718108   14430.42   275600 SH  P    SHARED                    275600
PACER INTL INC TENN          COM              69373H106       7.88     1500 SH       SHARED    01                1500
PACER INTL INC TENN          COM              69373H106      12.08     2300 SH  C    SHARED                      2300
PACER INTL INC TENN          COM              69373H106     234.28    44625 SH       SHARED                     44625
PACHOLDER HIGH YIELD FD INC  COM              693742108     128.89    14900 SH       SHARED    01               14900
PACIFIC BIOSCIENCES CALIF IN COM              69404D108       1.41      100 SH       SHARED    01                 100
PACIFIC BOOKER MINERALS INC  COM              69403R108      12.32     1484 SH       SOLE              1484
PACIFIC CAP BANCORP NEW      COM NEW          69404P200       1.66       56 SH       SHARED    01                  56
PACIFIC CAP BANCORP NEW      COM NEW          69404P200      59.28     2000 SH       SHARED                      2000
PACIFIC CONTINENTAL CORP     COM              69412V108      78.97     7750 SH       SHARED    01                7750
PACIFIC ETHANOL INC          COM              69423U107       0.13      200 SH       SHARED    01                 200
PACIFIC OFFICE PPTYS TR INC  COM              694714106       1.09      503 SH       SOLE               503
PACKAGING CORP AMER          COM              695156109      16.12      558 SH       SHARED    21                 558
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PACKAGING CORP AMER          COM              695156109      28.89     1000 SH  P    SHARED                      1000
PACKAGING CORP AMER          COM              695156109      72.23     2500 SH  C    SHARED                      2500
PACKAGING CORP AMER          COM              695156109    2342.63    81088 SH       SHARED                     81088
PACKAGING CORP AMER          COM              695156109    2872.33    99423 SH       SHARED    01               99423
PACWEST BANCORP DEL          COM              695263103      12.03      553 SH       SHARED    01                 553
PACWEST BANCORP DEL          COM              695263103     165.87     7626 SH       SHARED                      7626
PAETEC HOLDING CORP          COM              695459107       2.63      786 SH       SHARED    01                 786
PAETEC HOLDING CORP          COM              695459107     234.23    70129 SH       SHARED                     70129
PAETEC HOLDING CORP          COM              695459107       5678  1700000 SH       SHARED    21             1700000
PAIN THERAPEUTICS INC        COM              69562K100      28.68     3000 SH  C    SOLE              3000
PAIN THERAPEUTICS INC        COM              69562K100     484.53    50683 SH       SOLE             50683
PALL CORP                    COM              696429307       7.78      135 SH       SHARED    21                 135
PALL CORP                    COM              696429307      80.37     1395 SH       SHARED    20                          1395
PALL CORP                    COM              696429307     109.46     1900 SH  C    SHARED                      1900
PALL CORP                    COM              696429307     512.73     8900 SH       SHARED                                8900
PALL CORP                    COM              696429307    6947.02   120587 SH       SHARED                    120587
PALL CORP                    COM              696429307    9029.27   156731 SH       SHARED    01              156731
PALOMAR MED TECHNOLOGIES INC COM NEW          697529303      59.07     3978 SH       SHARED    01                3978
PALOMAR MED TECHNOLOGIES INC COM NEW          697529303     127.21     8566 SH       SHARED                      8566
PAN AMERICAN SILVER CORP     COM              697900108    1983.82    53429 SH       SHARED    01               53429
PAN AMERICAN SILVER CORP     COM              697900108    3100.36    83500 SH       SHARED                               83500
PAN AMERICAN SILVER CORP     COM              697900108     5911.1   159200 SH  P    SHARED                    159200
PAN AMERICAN SILVER CORP     COM              697900108    6437.12   173367 SH       SHARED                    173367
PAN AMERICAN SILVER CORP     COM              697900108   14124.25   380400 SH  C    SHARED                    380400
PANASONIC CORP               ADR              69832A205      24.45     1942 SH       SHARED    21                1942
PANASONIC CORP               ADR              69832A205      37.69     2994 SH       SHARED                      2994
PANASONIC CORP               ADR              69832A205    1473.47   117035 SH       SHARED    01              117035
PANERA BREAD CO              CL A             69840W108      26.04      205 SH       SHARED    21                 205
PANERA BREAD CO              CL A             69840W108      927.1     7300 SH  C    SHARED                      7300
PANERA BREAD CO              CL A             69840W108    1348.74    10620 SH       SHARED    01               10620
PANERA BREAD CO              CL A             69840W108     1981.2    15600 SH  P    SHARED                     15600
PANERA BREAD CO              CL A             69840W108    2800.22    22049 SH       SHARED                     22049
PANHANDLE OIL AND GAS INC    CL A             698477106      53.81     1700 SH       SHARED    01                1700
PANSOFT COMPANY LIMITED      SHS              G6891W101       8.42     2058 SH       SOLE              2058
PANTRY INC                   COM              698657103     137.95     9302 SH       SOLE              9302
PAPA JOHNS INTL INC          COM              698813102      12.67      400 SH  C    SOLE               400
PAPA JOHNS INTL INC          COM              698813102      63.34     2000 SH  P    SOLE              2000
PAPA JOHNS INTL INC          COM              698813102     640.94    20238 SH       SOLE             20238
PAR PHARMACEUTICAL COS INC   COM              69888P106      87.02     2800 SH  C    SHARED                      2800
PAR PHARMACEUTICAL COS INC   COM              69888P106     136.91     4405 SH       SHARED    01                4405
PAR PHARMACEUTICAL COS INC   COM              69888P106      192.7     6200 SH  P    SHARED                      6200
PAR PHARMACEUTICAL COS INC   COM              69888P106      551.7    17751 SH       SHARED                     17751
PARAGON SHIPPING INC         CL A             69913R309      11.97     4200 SH  C    SHARED                      4200
PARAGON SHIPPING INC         CL A             69913R309     127.18    44625 SH       SHARED                     44625
PARAGON SHIPPING INC         CL A             69913R309      758.3   266069 SH       SHARED    01              266069
PARAMETRIC TECHNOLOGY CORP   COM NEW          699173209      13.02      579 SH       SHARED    21                 579
PARAMETRIC TECHNOLOGY CORP   COM NEW          699173209      77.43     3443 SH       SHARED    01                3443
PARAMETRIC TECHNOLOGY CORP   COM NEW          699173209    1519.42    67560 SH       SHARED                     67560
PARAMOUNT GOLD & SILVER CORP COM              69924P102       3.49      900 SH  P    SHARED                       900
PARAMOUNT GOLD & SILVER CORP COM              69924P102       7.76     2000 SH       SHARED    01                2000
PARAMOUNT GOLD & SILVER CORP COM              69924P102      50.07    12904 SH       SHARED                     12904
PARAMOUNT GOLD & SILVER CORP COM              69924P102      60.14    15500 SH  C    SHARED                     15500
PAREXEL INTL CORP            COM              699462107       5.35      215 SH       SHARED    20                           215
PAREXEL INTL CORP            COM              699462107      44.82     1800 SH  C    SHARED                      1800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PAREXEL INTL CORP            COM              699462107     117.53     4720 SH       SHARED    01                4720
PAREXEL INTL CORP            COM              699462107     710.52    28535 SH       SHARED                     28535
PARK BANCORP INC             COM              700164106      18.85     5000 SH       SHARED    01                5000
PARK BANCORP INC             COM              700164106     138.95    36858 SH       SHARED                     36858
PARK ELECTROCHEMICAL CORP    COM              700416209      305.7     9479 SH       SOLE              9479
PARK NATL CORP               COM              700658107     180.01     2694 SH       SHARED    01                2694
PARK NATL CORP               COM              700658107     445.36     6665 SH       SHARED                      6665
PARK OHIO HLDGS CORP         COM              700666100     698.85    33826 SH       SHARED    01               33826
PARK STERLING CORP           COM              70086Y105      14.31     2950 SH       SHARED    01                2950
PARKER DRILLING CO           COM              701081101          7     1013 SH       SHARED    21                1013
PARKER DRILLING CO           COM              701081101      15.28     2211 SH       SHARED    01                2211
PARKER DRILLING CO           COM              701081101      16.58     2400 SH  C    SHARED                      2400
PARKER DRILLING CO           COM              701081101     415.78    60171 SH       SHARED                     60171
PARKER HANNIFIN CORP         COM              701094104      48.76      515 SH       SHARED    21                 515
PARKER HANNIFIN CORP         COM              701094104    1065.15    11250 SH       SHARED                               11250
PARKER HANNIFIN CORP         COM              701094104     1448.6    15300 SH  P    SHARED                     15300
PARKER HANNIFIN CORP         COM              701094104    1562.22    16500 SH  C    SHARED                     16500
PARKER HANNIFIN CORP         COM              701094104    2323.92    24545 SH       SHARED    20                         24545
PARKER HANNIFIN CORP         COM              701094104    3111.18    32860 SH       SHARED                     32860
PARKER HANNIFIN CORP         COM              701094104   11707.56   123654 SH       SHARED    01              123654
PARKERVISION INC             COM              701354102      39.87    58639 SH       SOLE             58639
PARKVALE FINL CORP           COM              701492100         14     1436 SH       SOLE              1436
PARKWAY PPTYS INC            COM              70159Q104      11.08      652 SH       SHARED    21                 652
PARKWAY PPTYS INC            COM              70159Q104     194.65    11450 SH       SHARED                     11450
PARKWAY PPTYS INC            COM              70159Q104     221.03    13002 SH       SHARED                               13002
PARKWAY PPTYS INC            COM              70159Q104     517.79    30458 SH       SHARED    01               30458
PARLUX FRAGRANCES INC        COM              701645103        9.6     3058 SH       SOLE              3058
PARTNER COMMUNICATIONS CO LT ADR              70211M109     728.41    38317 SH       SHARED                     38317
PARTNER COMMUNICATIONS CO LT ADR              70211M109    1145.79    60273 SH       SHARED    01               60273
PARTNERRE LTD                COM              G6852T105       7.92      100 SH  C    SHARED                       100
PARTNERRE LTD                COM              G6852T105       53.8      679 SH       SHARED    21                 679
PARTNERRE LTD                COM              G6852T105     404.12     5100 SH       SHARED                                5100
PARTNERRE LTD                COM              G6852T105    2820.15    35590 SH       SHARED    01               35590
PARTNERRE LTD                COM              G6852T105    8501.98   107294 SH       SHARED                    107294
PATNI COMPUTER SYS           SPONS ADR        703248203      12.93      620 SH       SHARED    01                 620
PATNI COMPUTER SYS           SPONS ADR        703248203    1375.06    65950 SH       SHARED                     65950
PATRICK INDS INC             COM              703343103       8.79     3222 SH       SOLE              3222
PATRIOT COAL CORP            COM              70336T104    2200.59    85195 SH       SHARED                     85195
PATRIOT COAL CORP            COM              70336T104    2549.42    98700 SH  C    SHARED                     98700
PATRIOT COAL CORP            COM              70336T104     4132.8   160000 SH  P    SHARED                    160000
PATRIOT COAL CORP            COM              70336T104   18265.79   707154 SH       SHARED    01              707154
PATRIOT NATL BANCORP INC     COM              70336F104      15.62     7100 SH       SHARED    01                7100
PATTERSON COMPANIES INC      COM              703395103       11.3      351 SH       SHARED    21                 351
PATTERSON COMPANIES INC      COM              703395103      80.48     2500 SH  P    SHARED                      2500
PATTERSON COMPANIES INC      COM              703395103     164.17     5100 SH  C    SHARED                      5100
PATTERSON COMPANIES INC      COM              703395103     170.61     5300 SH       SHARED                                5300
PATTERSON COMPANIES INC      COM              703395103    1111.17    34519 SH       SHARED                     34519
PATTERSON COMPANIES INC      COM              703395103    1841.56    57209 SH       SHARED    01               57209
PATTERSON UTI ENERGY INC     COM              703481101      13.99      476 SH       SHARED    21                 476
PATTERSON UTI ENERGY INC     COM              703481101     211.61     7200 SH  P    SHARED                      7200
PATTERSON UTI ENERGY INC     COM              703481101    1011.02    34400 SH  C    SHARED                     34400
PATTERSON UTI ENERGY INC     COM              703481101    1288.37    43837 SH       SHARED    01               43837
PATTERSON UTI ENERGY INC     COM              703481101   13531.01   460395 SH       SHARED                    460395
PAULSON CAP CORP             COM              703797100       3.49     3035 SH       SOLE              3035
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PAX WORLD FDS TR II          MSCI NOAM ESG    70422P107      25.68      878 SH       SOLE               878
PAYCHEX INC                  COM              704326107     125.54     4000 SH  P    SHARED                      4000
PAYCHEX INC                  COM              704326107     674.78    21500 SH       SHARED                               21500
PAYCHEX INC                  COM              704326107    2002.36    63800 SH  C    SHARED                     63800
PAYCHEX INC                  COM              704326107    6872.47   218973 SH       SHARED    01              218973
PAYCHEX INC                  COM              704326107    7630.98   243141 SH       SHARED                    243141
PC MALL INC                  COM              69323K100       5.19      500 SH       SHARED    01                 500
PCM FUND INC                 COM              69323T101       9.14      833 SH       SHARED    01                 833
PCM FUND INC                 COM              69323T101      14.86     1355 SH       SHARED                      1355
PDL BIOPHARMA INC            COM              69329Y104       2.04      352 SH       SHARED    21                 352
PDL BIOPHARMA INC            COM              69329Y104       7.54     1300 SH  P    SHARED                      1300
PDL BIOPHARMA INC            COM              69329Y104      24.94     4300 SH  C    SHARED                      4300
PDL BIOPHARMA INC            COM              69329Y104     140.73    24264 SH       SHARED    01               24264
PDL BIOPHARMA INC            COM              69329Y104     370.45    63871 SH       SHARED                     63871
PEABODY ENERGY CORP          COM              704549104      44.62      620 SH       SHARED    20                           620
PEABODY ENERGY CORP          COM              704549104      72.97     1014 SH       SHARED    21                1014
PEABODY ENERGY CORP          COM              704549104    1295.28    18000 SH       SHARED                               18000
PEABODY ENERGY CORP          COM              704549104     5576.9    77500 SH  P    SHARED                     77500
PEABODY ENERGY CORP          COM              704549104    9178.93   127556 SH       SHARED                    127556
PEABODY ENERGY CORP          COM              704549104    10966.7   152400 SH  C    SHARED                    152400
PEABODY ENERGY CORP          COM              704549104   72792.72  1011572 SH       SHARED    01             1011572
PEABODY ENERGY CORP          SDCV 4.750%12/1  704549AG9       79.5    60000 PRN      SHARED    01               60000
PEABODY ENERGY CORP          SDCV 4.750%12/1  704549AG9     124.55    94000 PRN      SHARED                     94000
PEAPACK-GLADSTONE FINL CORP  COM              704699107      50.19     3785 SH       SHARED    01                3785
PEARSON PLC                  SPONSORED ADR    705015105     346.07    19442 SH       SHARED                     19442
PEARSON PLC                  SPONSORED ADR    705015105   23010.43  1292721 SH       SHARED    01             1292721
PEBBLEBROOK HOTEL TR         COM              70509V100     348.04    15713 SH       SHARED                     15713
PEBBLEBROOK HOTEL TR         COM              70509V100      482.4    21779 SH       SHARED    01               21779
PEERLESS SYS CORP            COM              705536100       7.58     2398 SH       SOLE              2398
PEETS COFFEE & TEA INC       COM              705560100      28.85      600 SH  P    SHARED                       600
PEETS COFFEE & TEA INC       COM              705560100      33.66      700 SH  C    SHARED                       700
PEETS COFFEE & TEA INC       COM              705560100     128.74     2677 SH       SHARED    01                2677
PEETS COFFEE & TEA INC       COM              705560100     304.17     6325 SH       SHARED                      6325
PEGASYSTEMS INC              COM              705573103     138.32     3643 SH       SHARED    01                3643
PEGASYSTEMS INC              COM              705573103     170.87     4500 SH  C    SHARED                      4500
PEGASYSTEMS INC              COM              705573103     288.95     7610 SH       SHARED                      7610
PENFORD CORP                 COM              707051108       0.03        5 SH       SHARED    01                   5
PENGROWTH ENERGY CORP        COM              70706P104      31.81     2300 SH  P    SHARED                      2300
PENGROWTH ENERGY CORP        COM              70706P104     149.36    10800 SH  C    SHARED                     10800
PENGROWTH ENERGY CORP        COM              70706P104     207.45    15000 SH       SHARED    21               15000
PENGROWTH ENERGY CORP        COM              70706P104     226.81    16400 SH       SHARED                               16400
PENGROWTH ENERGY CORP        COM              70706P104    2286.61   165337 SH       SHARED                    165337
PENGROWTH ENERGY CORP        COM              70706P104    5190.62   375316 SH       SHARED    01              375316
PENN MILLERS HLDG CORP       COM              707561106       7.64      539 SH       SOLE               539
PENN NATL GAMING INC         COM              707569109       3.71      100 SH  C    SHARED                       100
PENN NATL GAMING INC         COM              707569109       7.41      200 SH  P    SHARED                       200
PENN NATL GAMING INC         COM              707569109       8.71      235 SH       SHARED    20                           235
PENN NATL GAMING INC         COM              707569109     183.74     4958 SH       SHARED    01                4958
PENN NATL GAMING INC         COM              707569109    1561.45    42133 SH       SHARED                     42133
PENN VA CORP                 COM              707882106       3.39      200 SH  C    SHARED                       200
PENN VA CORP                 COM              707882106     271.36    16000 SH       SHARED    01               16000
PENN VA CORP                 COM              707882106     483.17    28489 SH       SHARED                     28489
PENN VA RESOURCES PARTNERS L COM              707884102      11.08      400 SH  P    SHARED                       400
PENN VA RESOURCES PARTNERS L COM              707884102    1800.83    65012 SH       SHARED                     65012
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PENN VA RESOURCES PARTNERS L COM              707884102   15542.75   561110 SH       SHARED    01              561110
PENN WEST PETE LTD NEW       COM              707887105     246.53     8900 SH  P    SHARED                      8900
PENN WEST PETE LTD NEW       COM              707887105     696.66    25150 SH       SHARED                               25150
PENN WEST PETE LTD NEW       COM              707887105     833.77    30100 SH  C    SHARED                     30100
PENN WEST PETE LTD NEW       COM              707887105    3361.89   121368 SH       SHARED                    121368
PENN WEST PETE LTD NEW       COM              707887105    9837.35   355139 SH       SHARED    01              355139
PENNANTPARK INVT CORP        COM              708062104       2.38      200 SH  P    SHARED                       200
PENNANTPARK INVT CORP        COM              708062104       15.5     1300 SH  C    SHARED                      1300
PENNANTPARK INVT CORP        COM              708062104     993.37    83336 SH       SHARED    01               83336
PENNANTPARK INVT CORP        COM              708062104    2494.26   209250 SH       SHARED                    209250
PENNEY J C INC               COM              708160106     506.33    14100 SH       SHARED                               14100
PENNEY J C INC               COM              708160106    5346.03   148873 SH       SHARED    01              148873
PENNEY J C INC               COM              708160106   17638.99   491200 SH  C    SHARED                    491200
PENNEY J C INC               COM              708160106   20874.48   581300 SH  P    SHARED                    581300
PENNEY J C INC               COM              708160106   33741.22   939605 SH       SHARED                    939605
PENNICHUCK CORP              COM NEW          708254206      46.32     1626 SH       SOLE              1626
PENNSYLVANIA RL ESTATE INVT  SH BEN INT       709102107       7.14      500 SH  P    SHARED                       500
PENNSYLVANIA RL ESTATE INVT  SH BEN INT       709102107      19.98     1400 SH  C    SHARED                      1400
PENNSYLVANIA RL ESTATE INVT  SH BEN INT       709102107      99.93     7003 SH       SHARED    01                7003
PENNSYLVANIA RL ESTATE INVT  SH BEN INT       709102107     381.04    26702 SH       SHARED                     26702
PENNSYLVANIA RL ESTATE INVT  SH BEN INT       709102107     471.32    33029 SH       SHARED                               33029
PENNYMAC MTG INVT TR         COM              70931T103     292.49    15905 SH       SHARED    01               15905
PENNYMAC MTG INVT TR         COM              70931T103     596.22    32421 SH       SHARED                     32421
PENSKE AUTOMOTIVE GRP INC    COM              70959W103      26.03     1300 SH  C    SHARED                      1300
PENSKE AUTOMOTIVE GRP INC    COM              70959W103        182     9091 SH       SHARED    01                9091
PENSKE AUTOMOTIVE GRP INC    COM              70959W103     205.85    10282 SH       SHARED                     10282
PENSON WORLDWIDE INC         COM              709600100       2.01      300 SH       SHARED    01                 300
PENSON WORLDWIDE INC         COM              709600100         54     8047 SH       SHARED                      8047
PENTAIR INC                  COM              709631105      18.44      488 SH       SHARED    21                 488
PENTAIR INC                  COM              709631105     264.53     7000 SH  P    SHARED                      7000
PENTAIR INC                  COM              709631105     309.88     8200 SH  C    SHARED                      8200
PENTAIR INC                  COM              709631105    1046.78    27700 SH       SHARED                               27700
PENTAIR INC                  COM              709631105    1118.62    29601 SH       SHARED    01               29601
PENTAIR INC                  COM              709631105    7601.87   201161 SH       SHARED                    201161
PEOPLES BANCORP INC          COM              709789101      47.64     3963 SH       SOLE              3963
PEOPLES BANCORP N C INC      COM              710577107       3.65      547 SH       SHARED                       547
PEOPLES BANCORP N C INC      COM              710577107       6.68     1000 SH       SHARED    01                1000
PEOPLES EDL HLDGS INC        COM              711026104       5.44     4000 SH       SHARED    01                4000
PEOPLES FINL CORP MISS       COM              71103B102         17     1066 SH       SOLE              1066
PEOPLES UNITED FINANCIAL INC COM              712704105       3.65      290 SH       SHARED    20                           290
PEOPLES UNITED FINANCIAL INC COM              712704105      69.19     5500 SH  P    SHARED                      5500
PEOPLES UNITED FINANCIAL INC COM              712704105      90.58     7200 SH  C    SHARED                      7200
PEOPLES UNITED FINANCIAL INC COM              712704105     276.65    21991 SH       SHARED                               21991
PEOPLES UNITED FINANCIAL INC COM              712704105     794.43    63150 SH       SHARED                     63150
PEOPLES UNITED FINANCIAL INC COM              712704105     5799.8   461033 SH       SHARED    01              461033
PEP BOYS MANNY MOE & JACK    COM              713278109      12.71     1000 SH  C    SOLE              1000
PEPCO HOLDINGS INC           COM              713291102      31.71     1700 SH  P    SHARED                      1700
PEPCO HOLDINGS INC           COM              713291102      98.85     5300 SH  C    SHARED                      5300
PEPCO HOLDINGS INC           COM              713291102     300.27    16100 SH       SHARED                               16100
PEPCO HOLDINGS INC           COM              713291102     708.61    37995 SH       SHARED                     37995
PEPCO HOLDINGS INC           COM              713291102    3851.24   206501 SH       SHARED    01              206501
PEPSICO INC                  COM              713448108      77.29     1200 SH  P    SHARED    01                1200
PEPSICO INC                  COM              713448108     120.58     1872 SH       SHARED    21                1872
PEPSICO INC                  COM              713448108    2005.41    31135 SH       SHARED    20                         31135
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PEPSICO INC                  COM              713448108    7368.18   114395 SH       SHARED                              114395
PEPSICO INC                  COM              713448108   14730.57   228700 SH  P    SHARED                    228700
PEPSICO INC                  COM              713448108   43237.34   671283 SH       SHARED                    671283
PEPSICO INC                  COM              713448108   95796.99  1487300 SH  C    SHARED                   1487300
PEPSICO INC                  COM              713448108  211660.08  3286137 SH       SHARED    01             3286137
PERCEPTRON INC               COM              71361F100      42.93     6760 SH       SOLE              6760
PEREGRINE PHARMACEUTICALS IN COM NEW          713661304       0.47      200 SH  C    SOLE               200
PEREGRINE PHARMACEUTICALS IN COM NEW          713661304      13.69     5800 SH  P    SOLE              5800
PERFECT WORLD CO LTD         SPON ADR REP B   71372U104     203.55     9600 SH  C    SHARED                      9600
PERFECT WORLD CO LTD         SPON ADR REP B   71372U104     718.57    33890 SH       SHARED    01               33890
PERFECT WORLD CO LTD         SPON ADR REP B   71372U104     2596.8   122473 SH       SHARED                    122473
PERFECT WORLD CO LTD         SPON ADR REP B   71372U104    3065.95   144600 SH  P    SHARED                    144600
PERFICIENT INC               COM              71375U101     255.32    21259 SH       SOLE             21259
PERICOM SEMICONDUCTOR CORP   COM              713831105     126.18    12168 SH       SHARED                     12168
PERICOM SEMICONDUCTOR CORP   COM              713831105     133.77    12900 SH       SHARED    01               12900
PERKINELMER INC              COM              714046109      34.15     1300 SH  C    SHARED                      1300
PERKINELMER INC              COM              714046109      44.66     1700 SH  P    SHARED                      1700
PERKINELMER INC              COM              714046109    3458.94   131669 SH       SHARED                    131669
PERKINELMER INC              COM              714046109    3497.61   133141 SH       SHARED    01              133141
PERMA-FIX ENVIRONMENTAL SVCS COM              714157104       6.08     4029 SH       SOLE              4029
PERMIAN BASIN RTY TR         UNIT BEN INT     714236106      64.96     2977 SH       SHARED                      2977
PERMIAN BASIN RTY TR         UNIT BEN INT     714236106     100.37     4600 SH  C    SHARED                      4600
PERMIAN BASIN RTY TR         UNIT BEN INT     714236106     113.46     5200 SH  P    SHARED                      5200
PERMIAN BASIN RTY TR         UNIT BEN INT     714236106    3994.26   183055 SH       SHARED    01              183055
PERNIX THERAPEUTICS HLDGS IN COM              71426V108      28.02     2411 SH       SOLE              2411
PERRIGO CO                   COM              714290103       7.95      100 SH  C    SHARED                       100
PERRIGO CO                   COM              714290103      39.76      500 SH  P    SHARED                       500
PERRIGO CO                   COM              714290103      44.69      562 SH       SHARED    21                 562
PERRIGO CO                   COM              714290103     469.17     5900 SH       SHARED                                5900
PERRIGO CO                   COM              714290103     2375.5    29873 SH       SHARED                     29873
PERRIGO CO                   COM              714290103    8798.49   110645 SH       SHARED    01              110645
PERVASIVE SOFTWARE INC       COM              715710109       4.68      700 SH       SHARED    01                 700
PETMED EXPRESS INC           COM              716382106       7.85      495 SH       SHARED                       495
PETMED EXPRESS INC           COM              716382106      16.65     1050 SH       SHARED    01                1050
PETMED EXPRESS INC           COM              716382106     122.12     7700 SH  C    SHARED                      7700
PETROBRAS ARGENTINA S A      SPONS ADR        71646J109       0.02        1 SH       SHARED                         1
PETROBRAS ARGENTINA S A      SPONS ADR        71646J109       31.9     1444 SH       SHARED    01                1444
PETROCHINA CO LTD            SPONSORED ADR    71646E100       20.1      132 SH       SHARED    21                 132
PETROCHINA CO LTD            SPONSORED ADR    71646E100     200.21     1315 SH       SHARED                                1315
PETROCHINA CO LTD            SPONSORED ADR    71646E100     338.76     2225 SH       SHARED    20                          2225
PETROCHINA CO LTD            SPONSORED ADR    71646E100    3880.09    25485 SH       SHARED                     25485
PETROCHINA CO LTD            SPONSORED ADR    71646E100   14833.26    97427 SH       SHARED    01               97427
PETROHAWK ENERGY CORP        COM              716495106       7.36      300 SH       SHARED    20                           300
PETROHAWK ENERGY CORP        COM              716495106      49.08     2000 SH  C    SHARED    01                2000
PETROHAWK ENERGY CORP        COM              716495106      522.7    21300 SH       SHARED                               21300
PETROHAWK ENERGY CORP        COM              716495106    3717.81   151500 SH  P    SHARED                    151500
PETROHAWK ENERGY CORP        COM              716495106    6750.95   275100 SH  C    SHARED                    275100
PETROHAWK ENERGY CORP        COM              716495106   17899.08   729384 SH       SHARED    01              729384
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101      33.09      931 SH       SHARED    21                 931
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101    2384.98    67107 SH       SHARED                     67107
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101    4196.56   118080 SH       SHARED                              118080
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG   71654V101   18100.84   509309 SH       SHARED    01              509309
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR    71654V408      41.48     1026 SH       SHARED    21                1026
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR    71654V408     781.51    19330 SH       SHARED    20                         19330
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR    71654V408    8586.12   212370 SH       SHARED                              212370
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR    71654V408   31347.79   775360 SH       SHARED                    775360
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR    71654V408   55136.29  1363747 SH       SHARED    01             1363747
PETROLEUM & RES CORP         COM              716549100    6476.95   211596 SH       SHARED    01              211596
PETROLEUM DEV CORP           COM              716578109     561.57    11697 SH       SOLE             11697
PETROQUEST ENERGY INC        COM              716748108       3.22      344 SH       SHARED    21                 344
PETROQUEST ENERGY INC        COM              716748108      24.34     2600 SH  C    SHARED                      2600
PETROQUEST ENERGY INC        COM              716748108     278.38    29741 SH       SHARED                     29741
PETROQUEST ENERGY INC        COM              716748108     304.63    32546 SH       SHARED    01               32546
PETSMART INC                 COM              716768106     135.14     3300 SH  C    SHARED                      3300
PETSMART INC                 COM              716768106     282.56     6900 SH       SHARED                                6900
PETSMART INC                 COM              716768106     458.64    11200 SH  P    SHARED                     11200
PETSMART INC                 COM              716768106     758.97    18534 SH       SHARED                     18534
PETSMART INC                 COM              716768106     956.43    23356 SH       SHARED    01               23356
PFIZER INC                   COM              717081103       45.9     2260 SH       SHARED    20                          2260
PFIZER INC                   COM              717081103     101.55     5000 SH  P    SHARED    01                5000
PFIZER INC                   COM              717081103     125.68     6188 SH       SHARED    21                6188
PFIZER INC                   COM              717081103     243.72    12000 SH  C    SHARED    01               12000
PFIZER INC                   COM              717081103    18069.3   889675 SH       SHARED                              889675
PFIZER INC                   COM              717081103   23088.41  1136800 SH  P    SHARED                   1136800
PFIZER INC                   COM              717081103      38589  1900000 SH  C    SHARED                   1900000
PFIZER INC                   COM              717081103  133668.84  6581430 SH       SHARED                   6581430
PFIZER INC                   COM              717081103  182868.54  9003867 SH       SHARED    01             9003867
PFSWEB INC                   COM NEW          717098206      22.09     4427 SH       SHARED                      4427
PFSWEB INC                   COM NEW          717098206       70.3    14089 SH       SHARED    01               14089
PG&E CORP                    COM              69331C108      17.67      400 SH  C    SHARED                       400
PG&E CORP                    COM              69331C108       37.6      851 SH       SHARED    21                 851
PG&E CORP                    COM              69331C108      70.69     1600 SH  P    SHARED                      1600
PG&E CORP                    COM              69331C108     322.25     7294 SH       SHARED                      7294
PG&E CORP                    COM              69331C108    1095.66    24800 SH       SHARED                               24800
PG&E CORP                    COM              69331C108    9067.02   205229 SH       SHARED    01              205229
PHARMACEUTICAL HLDRS TR      DEPOSITRY RCPT   71712A206        4.1       62 SH       SHARED                        62
PHARMACEUTICAL HLDRS TR      DEPOSITRY RCPT   71712A206      19.83      300 SH  C    SHARED                       300
PHARMACEUTICAL HLDRS TR      DEPOSITRY RCPT   71712A206      21.16      320 SH       SHARED    21                 320
PHARMACEUTICAL HLDRS TR      DEPOSITRY RCPT   71712A206    2323.77    35150 SH       SHARED    01               35150
PHARMACEUTICAL PROD DEV INC  COM              717124101      64.13     2315 SH       SHARED    20                          2315
PHARMACEUTICAL PROD DEV INC  COM              717124101      77.56     2800 SH  C    SHARED                      2800
PHARMACEUTICAL PROD DEV INC  COM              717124101      77.56     2800 SH  P    SHARED                      2800
PHARMACEUTICAL PROD DEV INC  COM              717124101      166.2     6000 SH       SHARED                                6000
PHARMACEUTICAL PROD DEV INC  COM              717124101    1719.15    62063 SH       SHARED    01               62063
PHARMACEUTICAL PROD DEV INC  COM              717124101    2090.66    75475 SH       SHARED                     75475
PHARMACYCLICS INC            COM              716933106      25.92     4400 SH  P    SOLE              4400
PHARMACYCLICS INC            COM              716933106     119.64    20312 SH       SOLE             20312
PHARMASSET INC               COM              71715N106      35.81      455 SH       SHARED    20                           455
PHARMASSET INC               COM              71715N106      78.71     1000 SH  P    SHARED                      1000
PHARMASSET INC               COM              71715N106    1426.78    18127 SH       SHARED                     18127
PHARMASSET INC               COM              71715N106    1744.53    22164 SH       SHARED    01               22164
PHARMATHENE INC              COM              71714G102        1.6      500 SH  P    SOLE               500
PHARMATHENE INC              COM              71714G102      48.49    15200 SH  C    SOLE             15200
PHARMERICA CORP              COM              71714F104     161.01    14074 SH       SHARED                     14074
PHARMERICA CORP              COM              71714F104     312.66    27330 SH       SHARED    01               27330
PHAZAR CORP                  COM              71722R108       2.11      568 SH       SOLE               568
PHC INC MASS                 CL A             693315103      11.85     4487 SH       SOLE              4487
PHH CORP                     COM NEW          693320202       5.73      263 SH       SHARED    01                 263
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PHH CORP                     COM NEW          693320202      10.89      500 SH  C    SHARED                       500
PHH CORP                     COM NEW          693320202     502.54    23084 SH       SHARED                     23084
PHI INC                      COM NON VTG      69336T205     109.12     4933 SH       SHARED                      4933
PHI INC                      COM NON VTG      69336T205       1856    83906 SH       SHARED    01               83906
PHILIP MORRIS INTL INC       COM              718172109      246.7     3759 SH       SHARED    21                3759
PHILIP MORRIS INTL INC       COM              718172109     1247.3    19005 SH       SHARED    20                         19005
PHILIP MORRIS INTL INC       COM              718172109    9042.63   137782 SH       SHARED                              137782
PHILIP MORRIS INTL INC       COM              718172109   10658.31   162400 SH  C    SHARED                    162400
PHILIP MORRIS INTL INC       COM              718172109   16223.74   247200 SH  P    SHARED                    247200
PHILIP MORRIS INTL INC       COM              718172109   96824.99  1475316 SH       SHARED                   1475316
PHILIP MORRIS INTL INC       COM              718172109  104002.88  1584685 SH       SHARED    01             1584685
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR    718252604     535.54    10010 SH       SHARED    20                         10010
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR    718252604     786.82    14707 SH       SHARED                     14707
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR    718252604    3693.64    69040 SH       SHARED    01               69040
PHILLIPS VAN HEUSEN CORP     COM              718592108       7.48      115 SH       SHARED    20                           115
PHILLIPS VAN HEUSEN CORP     COM              718592108      19.38      298 SH       SHARED    21                 298
PHILLIPS VAN HEUSEN CORP     COM              718592108     156.07     2400 SH  C    SHARED                      2400
PHILLIPS VAN HEUSEN CORP     COM              718592108     552.76     8500 SH  P    SHARED                      8500
PHILLIPS VAN HEUSEN CORP     COM              718592108    1341.24    20625 SH       SHARED    01               20625
PHOENIX COS INC NEW          COM              71902E109       2.72     1000 SH  P    SHARED                      1000
PHOENIX COS INC NEW          COM              71902E109       9.25     3400 SH  C    SHARED                      3400
PHOENIX COS INC NEW          COM              71902E109    1982.16   728737 SH       SHARED    01              728737
PHOENIX COS INC NEW          COM              71902E109    2457.38   903448 SH       SHARED                    903448
PHOTOMEDEX INC               COM PAR $0.01    719358301       0.01        2 SH       SHARED    01                   2
PHOTOMEDEX INC               COM PAR $0.01    719358301       7.42     1007 SH       SHARED                      1007
PHOTRONICS INC               COM              719405102       1.79      200 SH  P    SHARED                       200
PHOTRONICS INC               COM              719405102      43.95     4900 SH  C    SHARED                      4900
PHOTRONICS INC               COM              719405102      67.41     7515 SH       SHARED    01                7515
PHOTRONICS INC               COM              719405102     140.35    15647 SH       SHARED                     15647
PHYSICIANS FORMULA HLDGS INC COM              719427106      12.69     2717 SH       SOLE              2717
PICO HLDGS INC               COM NEW          693366205     258.16     8588 SH       SHARED                      8588
PICO HLDGS INC               COM NEW          693366205    1027.36    34177 SH       SHARED    01               34177
PIEDMONT NAT GAS INC         COM              720186105    1212.97    39966 SH       SHARED    01               39966
PIEDMONT NAT GAS INC         COM              720186105    1350.73    44505 SH       SHARED                     44505
PIEDMONT OFFICE REALTY TR IN COM CL A         720190206     926.61    47739 SH       SHARED    01               47739
PIEDMONT OFFICE REALTY TR IN COM CL A         720190206    1948.76   100400 SH       SHARED                              100400
PIEDMONT OFFICE REALTY TR IN COM CL A         720190206    3702.92   190774 SH       SHARED                    190774
PIER 1 IMPORTS INC           COM              720279108      15.23     1500 SH  C    SHARED                      1500
PIER 1 IMPORTS INC           COM              720279108      43.77     4312 SH       SHARED    01                4312
PIER 1 IMPORTS INC           COM              720279108     509.77    50224 SH       SHARED                     50224
PIKE ELEC CORP               COM              721283109      18.09     1900 SH       SHARED    01                1900
PIKE ELEC CORP               COM              721283109      76.57     8043 SH       SHARED                      8043
PILGRIMS PRIDE CORP NEW      COM              72147K108       0.77      100 SH  P    SOLE               100
PILGRIMS PRIDE CORP NEW      COM              72147K108      78.64    10200 SH  C    SOLE             10200
PILGRIMS PRIDE CORP NEW      COM              72147K108     177.44    23014 SH       SOLE             23014
PIMCO CA MUNICIPAL INCOME FD COM              72200N106      27.94     2346 SH       SHARED    01                2346
PIMCO CALIF MUN INCOME FD II COM              72200M108      19.15     2156 SH       SHARED                      2156
PIMCO CALIF MUN INCOME FD II COM              72200M108      23.13     2605 SH       SHARED    01                2605
PIMCO CALIF MUN INCOME FD II COM              72201C109     392.26    43440 SH       SHARED    01               43440
PIMCO CORPORATE INCOME FD    COM              72200U100      61.96     3735 SH       SHARED                      3735
PIMCO CORPORATE INCOME FD    COM              72200U100    1383.06    83367 SH       SHARED    01               83367
PIMCO CORPORATE OPP FD       COM              72201B101      15.68      755 SH       SHARED                       755
PIMCO CORPORATE OPP FD       COM              72201B101    3647.11   175595 SH       SHARED    01              175595
PIMCO ETF TR                 1-3YR USTREIDX   72201R106    1481.81    29234 SH       SHARED    01               29234
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PIMCO ETF TR                 1-5 US TIP IDX   72201R205    8758.58   163957 SH       SHARED    01              163957
PIMCO ETF TR                 15+ YR US TIPS   72201R304      71.94     1322 SH       SHARED    01                1322
PIMCO ETF TR                 25YR+ ZERO U S   72201R882     483.56     7080 SH       SHARED    01                7080
PIMCO ETF TR                 7-15 YR US TRS   72201R700      67.23      883 SH       SHARED    01                 883
PIMCO ETF TR                 BROAD US TIPS    72201R403      59.31     1103 SH       SHARED    01                1103
PIMCO ETF TR                 ENHAN SHRT MAT   72201R833   13039.55   129194 SH       SHARED    01              129194
PIMCO ETF TR                 INTER MUN BD ST  72201R866      32.37      644 SH       SOLE               644
PIMCO ETF TR                 INV GRD CRP BD   72201R817      61.41      625 SH       SHARED    01                 625
PIMCO ETF TR                 INV GRD CRP BD   72201R817      63.37      645 SH       SHARED                       645
PIMCO ETF TR                 SHTRM MUN BOND   72201R874      50.04     1000 SH       SHARED    01                1000
PIMCO GLOBAL STOCKSPLS INCM  COM              722011103       0.22        9 SH       SHARED                         9
PIMCO GLOBAL STOCKSPLS INCM  COM              722011103     383.04    15647 SH       SHARED    01               15647
PIMCO HIGH INCOME FD         COM SHS          722014107      37.78     2697 SH       SHARED                      2697
PIMCO HIGH INCOME FD         COM SHS          722014107    9005.81   642813 SH       SHARED    01              642813
PIMCO INCOME OPPORTUNITY FD  COM              72202B100      20.55      750 SH       SHARED                       750
PIMCO INCOME OPPORTUNITY FD  COM              72202B100     163.22     5957 SH       SHARED    01                5957
PIMCO INCOME STRATEGY FUND   COM              72201H108      88.28     7381 SH       SHARED                      7381
PIMCO INCOME STRATEGY FUND   COM              72201H108    1791.94   149828 SH       SHARED    01              149828
PIMCO INCOME STRATEGY FUND I COM              72201J104      23.95     2296 SH       SHARED                      2296
PIMCO INCOME STRATEGY FUND I COM              72201J104     1621.8   155494 SH       SHARED    01              155494
PIMCO MUN INCOME FD II       COM              72200W106       3.91      387 SH       SHARED                       387
PIMCO MUN INCOME FD II       COM              72200W106     222.38    22018 SH       SHARED    01               22018
PIMCO MUN INCOME FD III      COM              72201A103      28.76     2718 SH       SHARED                      2718
PIMCO MUN INCOME FD III      COM              72201A103     218.76    20677 SH       SHARED    01               20677
PIMCO MUNICIPAL INCOME FD    COM              72200R107      38.22     2876 SH       SHARED                      2876
PIMCO MUNICIPAL INCOME FD    COM              72200R107      81.29     6117 SH       SHARED    01                6117
PIMCO NEW YORK MUN FD II     COM              72200Y102      13.86     1335 SH       SHARED                      1335
PIMCO NEW YORK MUN FD II     COM              72200Y102      62.68     6039 SH       SHARED    01                6039
PIMCO NEW YORK MUN INCM FD 1 COM              72201E105     478.63    55525 SH       SHARED    01               55525
PIMCO NY MUNICIPAL INCOME FD COM              72200T103      22.49     2283 SH       SHARED                      2283
PIMCO NY MUNICIPAL INCOME FD COM              72200T103     516.27    52413 SH       SHARED    01               52413
PIMCO STRATEGIC GBL GOV FD I COM              72200X104     337.67    30503 SH       SHARED    01               30503
PINNACLE ENTMT INC           COM              723456109    1617.51   118760 SH       SHARED    01              118760
PINNACLE FINL PARTNERS INC   COM              72346Q104      21.98     1329 SH       SHARED    01                1329
PINNACLE WEST CAP CORP       COM              723484101      11.47      268 SH       SHARED    21                 268
PINNACLE WEST CAP CORP       COM              723484101     453.57    10600 SH       SHARED                               10600
PINNACLE WEST CAP CORP       COM              723484101    3129.15    73128 SH       SHARED    01               73128
PINNACLE WEST CAP CORP       COM              723484101    4304.67   100600 SH       SHARED                    100600
PIONEER DIV HIGH INCOME TRUS COM BENE INTER   723653101      16.03      757 SH       SHARED                       757
PIONEER DIV HIGH INCOME TRUS COM BENE INTER   723653101     308.76    14585 SH       SHARED    01               14585
PIONEER DRILLING CO          COM              723655106      84.18     6100 SH  C    SHARED                      6100
PIONEER DRILLING CO          COM              723655106     359.37    26041 SH       SHARED                     26041
PIONEER DRILLING CO          COM              723655106    2217.56   160693 SH       SHARED    01              160693
PIONEER FLOATING RATE TR     COM              72369J102      27.84     2087 SH       SHARED                      2087
PIONEER FLOATING RATE TR     COM              72369J102     1277.8    95787 SH       SHARED    01               95787
PIONEER HIGH INCOME TR       COM              72369H106     629.07    38010 SH       SHARED    01               38010
PIONEER MUN HIGH INCOME ADV  COM              723762100    1116.01    88222 SH       SHARED    01               88222
PIONEER MUN HIGH INCOME TR   COM SHS          723763108      92.52     7117 SH       SHARED    01                7117
PIONEER NAT RES CO           COM              723787107      68.18      669 SH       SHARED    21                 669
PIONEER NAT RES CO           COM              723787107     784.78     7700 SH       SHARED                                7700
PIONEER NAT RES CO           COM              723787107    1793.79    17600 SH  P    SHARED                     17600
PIONEER NAT RES CO           COM              723787107     3689.5    36200 SH  C    SHARED                     36200
PIONEER NAT RES CO           COM              723787107    8321.05    81643 SH       SHARED    01               81643
PIONEER NAT RES CO           COM              723787107   20590.39   202025 SH       SHARED                    202025
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PIONEER NAT RES CO           NOTE 2.875% 1/1  723787AH0      21.29    12000 PRN      SHARED    01               12000
PIONEER SOUTHWST ENRG PRTNR  UNIT LP INT      72388B106      60.78     1767 SH       SHARED                      1767
PIONEER SOUTHWST ENRG PRTNR  UNIT LP INT      72388B106     424.84    12350 SH       SHARED    01               12350
PIPER JAFFRAY COS            COM              724078100      77.76     1877 SH       SHARED    01                1877
PIPER JAFFRAY COS            COM              724078100     597.34    14418 SH       SHARED                     14418
PITNEY BOWES INC             COM              724479100      95.05     3700 SH  P    SHARED                      3700
PITNEY BOWES INC             COM              724479100     377.64    14700 SH       SHARED                               14700
PITNEY BOWES INC             COM              724479100     936.35    36448 SH       SHARED                     36448
PITNEY BOWES INC             COM              724479100    6735.92   262200 SH  C    SHARED                    262200
PITNEY BOWES INC             COM              724479100    9766.72   380176 SH       SHARED    01              380176
PITNEY BOWES INC             PREF CV $2.12    724479308     252.62      657 SH       SOLE               657
PITTSBURGH & W VA RR         SH BEN INT       724819107      420.5    40628 SH       SHARED    01               40628
PIXELWORKS INC               COM NEW          72581M305       7.19     1997 SH       SHARED                      1997
PIXELWORKS INC               COM NEW          72581M305      57.62    16006 SH       SHARED    01               16006
PLAINS ALL AMERN PIPELINE L  UNIT LTD PARTN   726503105       95.6     1500 SH  P    SHARED                      1500
PLAINS ALL AMERN PIPELINE L  UNIT LTD PARTN   726503105     223.06     3500 SH       SHARED    21                3500
PLAINS ALL AMERN PIPELINE L  UNIT LTD PARTN   726503105    4365.51    68500 SH  C    SHARED                     68500
PLAINS ALL AMERN PIPELINE L  UNIT LTD PARTN   726503105      22325   350306 SH       SHARED                    350306
PLAINS ALL AMERN PIPELINE L  UNIT LTD PARTN   726503105   98380.13  1543702 SH       SHARED    01             1543702
PLAINS EXPL& PRODTN CO       COM              726505100      36.23     1000 SH       SHARED    21                1000
PLAINS EXPL& PRODTN CO       COM              726505100     431.14    11900 SH       SHARED                               11900
PLAINS EXPL& PRODTN CO       COM              726505100    1760.78    48600 SH       SHARED                     48600
PLAINS EXPL& PRODTN CO       COM              726505100     2804.2    77400 SH  C    SHARED                     77400
PLAINS EXPL& PRODTN CO       COM              726505100    4118.34   113672 SH       SHARED    01              113672
PLAINS EXPL& PRODTN CO       COM              726505100    5459.86   150700 SH  P    SHARED                    150700
PLANAR SYS INC               COM              726900103       8.45     3084 SH       SHARED    01                3084
PLANTRONICS INC NEW          COM              727493108      14.65      400 SH  C    SHARED                       400
PLANTRONICS INC NEW          COM              727493108      56.36     1539 SH       SHARED    21                1539
PLANTRONICS INC NEW          COM              727493108    1185.17    32364 SH       SHARED                     32364
PLANTRONICS INC NEW          COM              727493108       5340   145822 SH       SHARED    01              145822
PLATINUM GROUP METALS LTD    COM NEW          72765Q205     160.95    81700 SH       SHARED    01               81700
PLATINUM UNDERWRITER HLDGS L COM              G7127P100       2.86       75 SH       SHARED    20                            75
PLATINUM UNDERWRITER HLDGS L COM              G7127P100       7.62      200 SH  C    SHARED                       200
PLATINUM UNDERWRITER HLDGS L COM              G7127P100      21.83      573 SH       SHARED    01                 573
PLATINUM UNDERWRITER HLDGS L COM              G7127P100    4429.75   116297 SH       SHARED                    116297
PLEXUS CORP                  COM              729132100      11.64      332 SH       SHARED    01                 332
PLEXUS CORP                  COM              729132100      70.12     2000 SH  P    SHARED                      2000
PLEXUS CORP                  COM              729132100      73.63     2100 SH  C    SHARED                      2100
PLEXUS CORP                  COM              729132100     683.25    19488 SH       SHARED                     19488
PLUG POWER INC               COM              72919P103       2.43     3198 SH       SHARED                      3198
PLUG POWER INC               COM              72919P103       3.25     4271 SH       SHARED    01                4271
PLUM CREEK TIMBER CO INC     COM              729251108     449.18    10300 SH       SHARED                               10300
PLUM CREEK TIMBER CO INC     COM              729251108     754.45    17300 SH  P    SHARED                     17300
PLUM CREEK TIMBER CO INC     COM              729251108     1408.6    32300 SH  C    SHARED                     32300
PLUM CREEK TIMBER CO INC     COM              729251108    2183.29    50064 SH       SHARED                     50064
PLUM CREEK TIMBER CO INC     COM              729251108   11555.52   264974 SH       SHARED    01              264974
PLUMAS BANCORP               COM              729273102       2.52     1171 SH       SHARED                      1171
PLUMAS BANCORP               COM              729273102       13.7     6371 SH       SHARED    01                6371
PLURISTEM THERAPEUTICS INC   COM              72940R102       72.4    28006 SH       SOLE             28006
PLX TECHNOLOGY INC           COM              693417107     123.86    33934 SH       SHARED                     33934
PMC COML TR                  SH BEN INT       693434102        1.3      150 SH       SHARED    01                 150
PMC-SIERRA INC               COM              69344F106       8.26     1100 SH  P    SHARED                      1100
PMC-SIERRA INC               COM              69344F106      30.04     4000 SH       SHARED                                4000
PMC-SIERRA INC               COM              69344F106     417.56    55600 SH  C    SHARED                     55600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PMC-SIERRA INC               COM              69344F106     830.29   110558 SH       SHARED    01              110558
PMC-SIERRA INC               COM              69344F106    1684.89   224353 SH       SHARED                    224353
PMFG INC                     COM              69345P103      20.44      958 SH       SHARED    01                 958
PMFG INC                     COM              69345P103      77.06     3611 SH       SHARED                      3611
PMI GROUP INC                COM              69344M101       7.56     2800 SH  P    SHARED                      2800
PMI GROUP INC                COM              69344M101       13.5     5000 SH       SHARED    01                5000
PMI GROUP INC                COM              69344M101      71.55    26500 SH  C    SHARED                     26500
PMI GROUP INC                COM              69344M101     378.93   140346 SH       SHARED                    140346
PNC FINL SVCS GROUP INC      COM              693475105     136.63     2169 SH       SHARED    21                2169
PNC FINL SVCS GROUP INC      COM              693475105    1317.31    20913 SH       SHARED                     20913
PNC FINL SVCS GROUP INC      COM              693475105    2284.77    36272 SH       SHARED                               36272
PNC FINL SVCS GROUP INC      COM              693475105   12238.96   194300 SH  P    SHARED                    194300
PNC FINL SVCS GROUP INC      COM              693475105   15312.87   243100 SH  C    SHARED                    243100
PNC FINL SVCS GROUP INC      COM              693475105   24794.75   393630 SH       SHARED    01              393630
PNC FINL SVCS GROUP INC      *W EXP 12/31/201 693475121      70.21     4693 SH       SHARED                      4693
PNC FINL SVCS GROUP INC      *W EXP 12/31/201 693475121     127.16     8500 SH       SHARED    01                8500
PNM RES INC                  COM              69349H107     141.73     9499 SH       SHARED    01                9499
PNM RES INC                  COM              69349H107     733.77    49180 SH       SHARED                     49180
POINT 360                    COM              730507100       0.22      346 SH       SOLE               346
POINTER TELOCATION LTD       SHS              M7946T104       8.89     1656 SH       SOLE              1656
POLARIS INDS INC             COM              731068102       5.48       63 SH       SHARED    21                  63
POLARIS INDS INC             COM              731068102      87.02     1000 SH  P    SHARED                      1000
POLARIS INDS INC             COM              731068102     165.34     1900 SH  C    SHARED                      1900
POLARIS INDS INC             COM              731068102    1956.82    22487 SH       SHARED                     22487
POLARIS INDS INC             COM              731068102    2398.62    27564 SH       SHARED    01               27564
POLO RALPH LAUREN CORP       CL A             731572103      28.07      227 SH       SHARED    21                 227
POLO RALPH LAUREN CORP       CL A             731572103      494.6     4000 SH       SHARED                                4000
POLO RALPH LAUREN CORP       CL A             731572103     813.74     6581 SH       SHARED                      6581
POLO RALPH LAUREN CORP       CL A             731572103    1508.53    12200 SH  C    SHARED                     12200
POLO RALPH LAUREN CORP       CL A             731572103    4106.79    33213 SH       SHARED    01               33213
POLO RALPH LAUREN CORP       CL A             731572103    5836.28    47200 SH  P    SHARED                     47200
POLYCOM INC                  COM              73172K104       15.4      297 SH       SHARED    21                 297
POLYCOM INC                  COM              73172K104    1503.65    29000 SH  C    SHARED                     29000
POLYCOM INC                  COM              73172K104    2356.84    45455 SH       SHARED    01               45455
POLYCOM INC                  COM              73172K104    2659.91    51300 SH  P    SHARED                     51300
POLYCOM INC                  COM              73172K104    3543.12    68334 SH       SHARED                     68334
POLYMET MINING CORP          COM              731916102     102.71    51875 SH       SHARED    01               51875
POLYONE CORP                 COM              73179P106       1.35       95 SH       SHARED    01                  95
POLYONE CORP                 COM              73179P106      22.74     1600 SH  C    SHARED                      1600
POLYONE CORP                 COM              73179P106    1030.31    72506 SH       SHARED                     72506
POLYPORE INTL INC            COM              73179V103     270.63     4700 SH  C    SHARED                      4700
POLYPORE INTL INC            COM              73179V103    1067.99    18548 SH       SHARED                     18548
POLYPORE INTL INC            COM              73179V103    2567.84    44596 SH       SHARED    01               44596
PONIARD PHARMACEUTICALS INC  COM NEW          732449301        0.8     1908 SH       SHARED    01                1908
PONIARD PHARMACEUTICALS INC  COM NEW          732449301       2.72     6500 SH  C    SHARED                      6500
PONIARD PHARMACEUTICALS INC  COM NEW          732449301       14.4    34370 SH       SHARED                     34370
POOL CORPORATION             COM              73278L105       8.97      372 SH       SHARED    21                 372
POOL CORPORATION             COM              73278L105      33.75     1400 SH  C    SHARED                      1400
POOL CORPORATION             COM              73278L105     275.19    11414 SH       SHARED                     11414
POOL CORPORATION             COM              73278L105     896.19    37171 SH       SHARED    01               37171
POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT   732857107      14.26      305 SH       SHARED                       305
POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT   732857107     1751.3    37461 SH       SHARED    01               37461
POPULAR INC                  COM              733174106      33.29    11400 SH  P    SHARED                     11400
POPULAR INC                  COM              733174106      40.88    14000 SH  C    SHARED                     14000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
POPULAR INC                  COM              733174106    2797.34   957994 SH       SHARED    01              957994
POPULAR INC                  COM              733174106     2963.8  1015001 SH       SHARED                   1015001
PORTFOLIO RECOVERY ASSOCS IN COM              73640Q105     112.03     1316 SH       SHARED    01                1316
PORTFOLIO RECOVERY ASSOCS IN COM              73640Q105     544.83     6400 SH  P    SHARED                      6400
PORTFOLIO RECOVERY ASSOCS IN COM              73640Q105     710.41     8345 SH       SHARED                      8345
PORTFOLIO RECOVERY ASSOCS IN COM              73640Q105    1728.14    20300 SH  C    SHARED                     20300
PORTLAND GEN ELEC CO         COM NEW          736508847       3.47      146 SH       SHARED    21                 146
PORTLAND GEN ELEC CO         COM NEW          736508847     448.66    18875 SH       SHARED    01               18875
PORTLAND GEN ELEC CO         COM NEW          736508847     517.52    21772 SH       SHARED                     21772
PORTUGAL TELECOM SGPS S A    SPONSORED ADR    737273102       4.59      395 SH       SHARED    21                 395
PORTUGAL TELECOM SGPS S A    SPONSORED ADR    737273102    2395.55   205980 SH       SHARED    01              205980
POSCO                        SPONSORED ADR    693483109      28.57      250 SH       SHARED                                 250
POSCO                        SPONSORED ADR    693483109     447.45     3915 SH       SHARED    20                          3915
POSCO                        SPONSORED ADR    693483109       6196    54213 SH       SHARED    01               54213
POSCO                        SPONSORED ADR    693483109   45318.96   396526 SH       SHARED                    396526
POST PPTYS INC               COM              737464107    1157.05    29479 SH       SHARED                               29479
POST PPTYS INC               COM              737464107    1719.31    43804 SH       SHARED                     43804
POSTROCK ENERGY CORP         COM              737525105      10.52     1646 SH       SOLE              1646
POTASH CORP SASK INC         COM              73755L107      248.8     4222 SH       SHARED    21                4222
POTASH CORP SASK INC         COM              73755L107    2438.52    41380 SH       SHARED    20                         41380
POTASH CORP SASK INC         COM              73755L107     3453.3    58600 SH       SHARED                               58600
POTASH CORP SASK INC         COM              73755L107   33236.52   564000 SH  P    SHARED                    564000
POTASH CORP SASK INC         COM              73755L107   41858.27   710305 SH       SHARED                    710305
POTASH CORP SASK INC         COM              73755L107   46525.12   789498 SH       SHARED    01              789498
POTASH CORP SASK INC         COM              73755L107   83792.57  1421900 SH  C    SHARED                   1421900
POTLATCH CORP NEW            COM              737630103     108.54     2700 SH  P    SHARED                      2700
POTLATCH CORP NEW            COM              737630103      261.3     6500 SH  C    SHARED                      6500
POTLATCH CORP NEW            COM              737630103     406.66    10116 SH       SHARED    01               10116
POTLATCH CORP NEW            COM              737630103    2007.79    49945 SH       SHARED                     49945
POVIDENT CMNTY BANCSHARES IN COM              74386S107       1.89     2548 SH       SOLE              2548
POWELL INDS INC              COM              739128106      33.68      854 SH       SHARED    01                 854
POWELL INDS INC              COM              739128106     154.09     3907 SH       SHARED                      3907
POWER INTEGRATIONS INC       COM              739276103      38.29      999 SH       SHARED    21                 999
POWER INTEGRATIONS INC       COM              739276103     536.28    13991 SH       SHARED                     13991
POWER INTEGRATIONS INC       COM              739276103    1709.94    44611 SH       SHARED    01               44611
POWER ONE INC NEW            COM              73930R102       2.82      322 SH       SHARED    21                 322
POWER ONE INC NEW            COM              73930R102      33.25     3800 SH  P    SHARED                      3800
POWER ONE INC NEW            COM              73930R102     102.74    11742 SH       SHARED    01               11742
POWER ONE INC NEW            COM              73930R102     415.63    47500 SH  C    SHARED                     47500
POWER ONE INC NEW            COM              73930R102     700.33    80038 SH       SHARED                     80038
POWERSECURE INTL INC         COM              73936N105       12.9     1500 SH  C    SHARED                      1500
POWERSECURE INTL INC         COM              73936N105      46.44     5400 SH       SHARED    01                5400
POWERSECURE INTL INC         COM              73936N105     193.73    22527 SH       SHARED                     22527
POWERSHARES ACTIVE MNG ETF T LOW DURAT PORT   73935B409      52.81     2093 SH       SOLE              2093
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT     73935S105     140.35     4600 SH  P    SHARED                      4600
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT     73935S105     704.78    23100 SH  C    SHARED                     23100
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT     73935S105    1739.07    57000 SH  P    SHARED    01               57000
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT     73935S105   65767.48  2155604 SH       SHARED    01             2155604
POWERSHARES DB G10 CURCY HAR COM UT BEN INT   73935Y102    3323.63   136438 SH       SHARED    01              136438
POWERSHARES ETF TR II        BUILD AMER ETF   73937B407   12023.29   477304 SH       SHARED    01              477304
POWERSHARES ETF TR II        EMRG MKTS INFR   73937B209      11.32      210 SH       SHARED    17                           210
POWERSHARES ETF TR II        EMRG MKTS INFR   73937B209    3585.86    66528 SH       SHARED    01               66528
POWERSHARES ETF TR II        GLBL WIND ENRG   73937B308       2.33      201 SH       SHARED                       201
POWERSHARES ETF TR II        GLBL WIND ENRG   73937B308      19.53     1684 SH       SHARED    01                1684
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
POWERSHARES ETF TR II        GLB NUCLR ENRG   73937B100       31.4     1589 SH       SHARED                      1589
POWERSHARES ETF TR II        GLB NUCLR ENRG   73937B100      38.79     1963 SH       SHARED    01                1963
POWERSHARES ETF TR II        S&P SMCP C DIS   73937B506      158.5     5585 SH       SHARED    01                5585
POWERSHARES ETF TR II        S&P SMCP C DIS   73937B506     325.77    11479 SH       SHARED                     11479
POWERSHARES ETF TR II        S&P SMCP CONSU   73937B605     172.19     5526 SH       SHARED    01                5526
POWERSHARES ETF TR II        S&P SMCP ENE P   73937B704    3524.97    84048 SH       SHARED    01               84048
POWERSHARES ETF TR II        S&P SMCP FIN P   73937B803     259.67     9231 SH       SHARED    01                9231
POWERSHARES ETF TR II        S&P SMCP HC PO   73937B886     102.39     3236 SH       SHARED    01                3236
POWERSHARES ETF TR II        S&P SMCP IND P   73937B878     219.98     7103 SH       SHARED    01                7103
POWERSHARES ETF TR II        S&P SMCP IT PO   73937B860     422.85    13195 SH       SHARED    01               13195
POWERSHARES ETF TR II        S&P SMCP MAT P   73937B852       6.01      198 SH       SHARED                       198
POWERSHARES ETF TR II        S&P SMCP MAT P   73937B852      34.65     1142 SH       SHARED    01                1142
POWERSHARES ETF TR II        S&P SMCP UTI P   73937B837      24.11      842 SH       SHARED    01                 842
POWERSHARES ETF TRUST        AERSPC DEF PTF   73935X690       4.38      215 SH       SHARED                       215
POWERSHARES ETF TRUST        AERSPC DEF PTF   73935X690    1091.84    53653 SH       SHARED    01               53653
POWERSHARES ETF TRUST        BASIC MAT SECT   73935X427     473.96    12131 SH       SHARED    01               12131
POWERSHARES ETF TRUST        BNKING SEC POR   73935X336      41.29     3176 SH       SHARED                      3176
POWERSHARES ETF TRUST        BNKING SEC POR   73935X336     118.94     9149 SH       SHARED    01                9149
POWERSHARES ETF TRUST        CLEANTECH PORT   73935X278    1960.82    66527 SH       SHARED    01               66527
POWERSHARES ETF TRUST        CON DISCRE SEC   73935X419     399.26    15233 SH       SHARED    01               15233
POWERSHARES ETF TRUST        CON STAPLE SEC   73935X393      59.76     1998 SH       SHARED                      1998
POWERSHARES ETF TRUST        CON STAPLE SEC   73935X393     634.39    21210 SH       SHARED    01               21210
POWERSHARES ETF TRUST        DIV ACHV PRTF    73935X732    2773.44   188030 SH       SHARED    01              188030
POWERSHARES ETF TRUST        DWA TECH LDRS    73935X153   13411.85   523083 SH       SHARED    01              523083
POWERSHARES ETF TRUST        DYMN MC VAL      73935X880      27.12     1623 SH       SHARED                      1623
POWERSHARES ETF TRUST        DYMN MC VAL      73935X880     189.61    11347 SH       SHARED    01               11347
POWERSHARES ETF TRUST        DYNA BUYBK ACH   73935X286       7.44      285 SH       SHARED    01                 285
POWERSHARES ETF TRUST        DYNAMIC MKT PT   73935X104     348.79     7429 SH       SHARED    01                7429
POWERSHARES ETF TRUST        DYNAMIC OTC PT   73935X203       2.44       47 SH       SHARED    01                  47
POWERSHARES ETF TRUST        DYNAM LRGCP PT   73935X450     121.61     4786 SH       SHARED                      4786
POWERSHARES ETF TRUST        DYNAM LRGCP PT   73935X450     188.52     7419 SH       SHARED    01                7419
POWERSHARES ETF TRUST        DYNAM MIDCP PT   73935X443      86.66     3295 SH       SHARED    01                3295
POWERSHARES ETF TRUST        DYNAM MIDCP PT   73935X443     109.04     4146 SH       SHARED                      4146
POWERSHARES ETF TRUST        DYNAM SML CAP    73935X435     172.76     7092 SH       SHARED    01                7092
POWERSHARES ETF TRUST        DYN BIOT & GEN   73935X856    3317.53   152320 SH       SHARED    01              152320
POWERSHARES ETF TRUST        DYN BLDG CNSTR   73935X666       9.34      650 SH       SHARED                       650
POWERSHARES ETF TRUST        DYN BLDG CNSTR   73935X666     182.97    12733 SH       SHARED    01               12733
POWERSHARES ETF TRUST        DYN EN EX PROD   73935X658     1221.6    44165 SH       SHARED    01               44165
POWERSHARES ETF TRUST        DYN FD & BEV     73935X849    6435.71   335543 SH       SHARED    01              335543
POWERSHARES ETF TRUST        DYN INS PTF      73935X641       19.5     1158 SH       SHARED    01                1158
POWERSHARES ETF TRUST        DYN LSR & ENT    73935X757    2673.72   139693 SH       SHARED    01              139693
POWERSHARES ETF TRUST        DYN MEDIA PORT   73935X823      93.45     6156 SH       SHARED                      6156
POWERSHARES ETF TRUST        DYN MEDIA PORT   73935X823     3126.2   205942 SH       SHARED    01              205942
POWERSHARES ETF TRUST        DYNM LRG CP GR   73935X609      67.11     3936 SH       SHARED                      3936
POWERSHARES ETF TRUST        DYNM LRG CP GR   73935X609    7708.12   452089 SH       SHARED    01              452089
POWERSHARES ETF TRUST        DYNM LRG CP VL   73935X708    5376.42   273609 SH       SHARED    01              273609
POWERSHARES ETF TRUST        DYNM MC GRWTH    73935X807     921.98    39878 SH       SHARED    01               39878
POWERSHARES ETF TRUST        DYNM SM CP GRW   73935X872     173.97     9465 SH       SHARED    01                9465
POWERSHARES ETF TRUST        DYNM SM CP VAL   73935X864     454.36    27688 SH       SHARED    01               27688
POWERSHARES ETF TRUST        DYN NETWKG PRT   73935X815     978.32    34848 SH       SHARED                     34848
POWERSHARES ETF TRUST        DYN NETWKG PRT   73935X815     7604.6   270877 SH       SHARED    01              270877
POWERSHARES ETF TRUST        DYN OIL SVCS     73935X625    4545.33   172302 SH       SHARED    01              172302
POWERSHARES ETF TRUST        DYN PHRMA PORT   73935X799      29.68     1219 SH       SHARED                      1219
POWERSHARES ETF TRUST        DYN PHRMA PORT   73935X799    1196.02    49118 SH       SHARED    01               49118
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
POWERSHARES ETF TRUST        DYN RETAIL PTF   73935X617       7.52      368 SH       SHARED                       368
POWERSHARES ETF TRUST        DYN RETAIL PTF   73935X617      97.11     4751 SH       SHARED    01                4751
POWERSHARES ETF TRUST        DYN SEMCT PORT   73935X781     942.01    53645 SH       SHARED    01               53645
POWERSHARES ETF TRUST        DYN SFTWR PORT   73935X773     541.17    19852 SH       SHARED    01               19852
POWERSHARES ETF TRUST        DYN UTIL PORTF   73935X591     148.52     9056 SH       SHARED    01                9056
POWERSHARES ETF TRUST        ENERGY SEC POR   73935X385    1566.11    35634 SH       SHARED    01               35634
POWERSHARES ETF TRUST        FINL PFD PTFL    73935X229       7.26      400 SH  C    SHARED                       400
POWERSHARES ETF TRUST        FINL PFD PTFL    73935X229   19942.79  1099382 SH       SHARED    01             1099382
POWERSHARES ETF TRUST        FINL SECT PORT   73935X377       7.35      366 SH       SHARED                       366
POWERSHARES ETF TRUST        FINL SECT PORT   73935X377      68.24     3400 SH       SHARED    01                3400
POWERSHARES ETF TRUST        FTSE RAFI 1000   73935X583    1501.46    25384 SH       SHARED                     25384
POWERSHARES ETF TRUST        FTSE RAFI 1000   73935X583    8742.72   147806 SH       SHARED    01              147806
POWERSHARES ETF TRUST        FTSE US1500 SM   73935X567    2627.72    37975 SH       SHARED    01               37975
POWERSHARES ETF TRUST        GBL LSTD PVT EQT 73935X195    7422.85   640453 SH       SHARED    01              640453
POWERSHARES ETF TRUST        GOLDEN DRG USX   73935X401       8.35      300 SH  C    SHARED                       300
POWERSHARES ETF TRUST        GOLDEN DRG USX   73935X401      24.24      871 SH       SHARED                       871
POWERSHARES ETF TRUST        GOLDEN DRG USX   73935X401    3719.87   133664 SH       SHARED    01              133664
POWERSHARES ETF TRUST        HI YLD EQ DVDN   73935X302    1402.74   157788 SH       SHARED    01              157788
POWERSHARES ETF TRUST        HLTHCR SEC POR   73935X351     261.84     8834 SH       SHARED    01                8834
POWERSHARES ETF TRUST        INDL SECT PORT   73935X369     618.33    19173 SH       SHARED    01               19173
POWERSHARES ETF TRUST        INTL DIV ACHV    73935X716     754.66    46613 SH       SHARED                     46613
POWERSHARES ETF TRUST        INTL DIV ACHV    73935X716    4795.74   296216 SH       SHARED    01              296216
POWERSHARES ETF TRUST        LX NANOTCH PTF   73935X633       13.6     1416 SH       SHARED    01                1416
POWERSHARES ETF TRUST        MAGNIQUANT POR   73935X468       7.31      279 SH       SHARED    01                 279
POWERSHARES ETF TRUST        MAGNIQUANT POR   73935X468      57.69     2202 SH       SHARED                      2202
POWERSHARES ETF TRUST        NASD INTNT ETF   73935X146     219.96     5605 SH       SHARED    01                5605
POWERSHARES ETF TRUST        S&P 500 HGH QLTY 73935X682     207.49    14717 SH       SHARED    01               14717
POWERSHARES ETF TRUST        STOCKINVST CORE  73935X179      43.89     2068 SH       SOLE              2068
POWERSHARES ETF TRUST        TECH SECT PORT   73935X344    1556.54    56684 SH       SHARED    01               56684
POWERSHARES ETF TRUST        WATER RESOURCE   73935X575      24.41     1200 SH  P    SHARED                      1200
POWERSHARES ETF TRUST        WATER RESOURCE   73935X575      96.07     4723 SH       SHARED                      4723
POWERSHARES ETF TRUST        WATER RESOURCE   73935X575    6470.97   318140 SH       SHARED    01              318140
POWERSHARES ETF TRUST        WILDERHILL PRO   73935X161     408.18    13401 SH       SHARED    01               13401
POWERSHARES ETF TRUST        WNDRHLL CLN EN   73935X500    5508.62   511478 SH       SHARED    01              511478
POWERSHARES ETF TRUST        ZACKS MC PRTFL   73935X740     660.17    52881 SH       SHARED    01               52881
POWERSHARES ETF TRUST II     CEF INC COMPST   73936Q843     658.59    25606 SH       SHARED    01               25606
POWERSHARES ETF TRUST II     COMPLTN PORTFLIO 73936Q306      24.58     2042 SH       SOLE              2042
POWERSHARES ETF TRUST II     DWA DEVEL MKTS   73936Q108      18.57      831 SH       SHARED                       831
POWERSHARES ETF TRUST II     DWA DEVEL MKTS   73936Q108    10247.7   458510 SH       SHARED    01              458510
POWERSHARES ETF TRUST II     DWA EMRG MKTS    73936Q207    3577.97   194033 SH       SHARED                    194033
POWERSHARES ETF TRUST II     DWA EMRG MKTS    73936Q207   11238.96   609488 SH       SHARED    01              609488
POWERSHARES ETF TRUST II     GLOBAL STL ETF   73936Q868      38.48     1600 SH       SHARED    01                1600
POWERSHARES ETF TRUST II     GLOB GLD&P ETF   73936Q876      13.69      279 SH       SHARED                       279
POWERSHARES ETF TRUST II     GLOB GLD&P ETF   73936Q876     368.64     7514 SH       SHARED    01                7514
POWERSHARES ETF TRUST II     GLOBL AGRI ETF   73936Q702    2258.72    68446 SH       SHARED    01               68446
POWERSHARES ETF TRUST II     GLOBL COAL ETF   73936Q884     398.83    10644 SH       SHARED    01               10644
POWERSHARES ETF TRUST II     INTL CORP BOND   73936Q835      84.46     3037 SH       SHARED    01                3037
POWERSHARES ETF TRUST II     KBW HG YLD FIN   73936Q793      13.96      573 SH       SOLE               573
POWERSHARES ETF TRUST II     MENA FRNTR ETF   73936Q603     520.05    41274 SH       SHARED    01               41274
POWERSHARES ETF TRUST II     SENIOR LN PORT   73936Q769      24.27      966 SH       SHARED    01                 966
POWERSHARES GLOBAL ETF FD    S&P 500 BUYWRT   73936G308      97.71     4624 SH       SHARED                      4624
POWERSHARES GLOBAL ETF FD    S&P 500 BUYWRT   73936G308    2315.78   109597 SH       SHARED    01              109597
POWERSHARES GLOBAL ETF TRUST AGG PFD PORT     73936T565   17020.98  1186131 SH       SHARED    01             1186131
POWERSHARES GLOBAL ETF TRUST ASIA PAC EX-JP   73936T854     441.79     7600 SH       SHARED    01                7600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
POWERSHARES GLOBAL ETF TRUST CALI MUNI ETF    73936T441      12.17      551 SH       SHARED                       551
POWERSHARES GLOBAL ETF TRUST CALI MUNI ETF    73936T441     134.48     6088 SH       SHARED    01                6088
POWERSHARES GLOBAL ETF TRUST DEV INTL OPP     73936T805      27.58     1491 SH       SHARED                      1491
POWERSHARES GLOBAL ETF TRUST DEV INTL OPP     73936T805     284.12    15358 SH       SHARED    01               15358
POWERSHARES GLOBAL ETF TRUST DEV MKTS EX-US   73936T789    6744.46   163780 SH       SHARED    01              163780
POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT   73936T763    9372.75   356514 SH       SHARED    01              356514
POWERSHARES GLOBAL ETF TRUST EX US SML PORT   73936T771     881.91    35192 SH       SHARED    01               35192
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI  73936T557      14.11      762 SH       SHARED                       762
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI  73936T557    6590.86   355878 SH       SHARED    01              355878
POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER   73936T615       6.76      430 SH       SHARED                       430
POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER   73936T615     180.78    11500 SH       SHARED    17                         11500
POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER   73936T615     449.04    28565 SH       SHARED    01               28565
POWERSHARES GLOBAL ETF TRUST GBL WTR PORT     73936T623      15.22      745 SH       SHARED                       745
POWERSHARES GLOBAL ETF TRUST GBL WTR PORT     73936T623    3864.13   189140 SH       SHARED    01              189140
POWERSHARES GLOBAL ETF TRUST I-30 LAD TREAS   73936T524       9.69      353 SH       SHARED                       353
POWERSHARES GLOBAL ETF TRUST I-30 LAD TREAS   73936T524    6033.46   219798 SH       SHARED    01              219798
POWERSHARES GLOBAL ETF TRUST INSUR NATL MUN   73936T474      34.75     1563 SH       SHARED                      1563
POWERSHARES GLOBAL ETF TRUST INSUR NATL MUN   73936T474    2917.91   131260 SH       SHARED    01              131260
POWERSHARES GLOBAL ETF TRUST NY MUNI BD ETF   73936T458     784.63    35730 SH       SHARED    01               35730
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT   73936T573      21.82      826 SH       SHARED    21                 826
POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT   73936T573   36823.22  1393763 SH       SHARED    01             1393763
POWERSHARES GLOBAL ETF TRUST WK VRDO TX FR    73936T433      30.16     1207 SH       SHARED                      1207
POWERSHARES GLOBAL ETF TRUST WK VRDO TX FR    73936T433    6364.55   254684 SH       SHARED    01              254684
POWERSHARES INDIA ETF TR     INDIA PORT       73935L100      40.77     1700 SH  C    SHARED                      1700
POWERSHARES INDIA ETF TR     INDIA PORT       73935L100    9393.76   391733 SH       SHARED    01              391733
POWERSHARES QQQ TRUST        UNIT SER 1       73935A104     114.86     2000 SH       SHARED    21                2000
POWERSHARES QQQ TRUST        UNIT SER 1       73935A104    2636.04    45900 SH  C    SHARED    01               45900
POWERSHARES QQQ TRUST        UNIT SER 1       73935A104    5853.84   101930 SH       SHARED                              101930
POWERSHARES QQQ TRUST        UNIT SER 1       73935A104   80135.64  1395362 SH       SHARED    01             1395362
POWERSHARES QQQ TRUST        UNIT SER 1       73935A104  137068.18  2386700 SH  C    SHARED                   2386700
POWERSHARES QQQ TRUST        UNIT SER 1       73935A104  173725.75  3025000 SH  P    SHARED                   3025000
POWERSHS DB MULTI SECT COMM  DB AGRICULT FD   73936B408    1252.82    36600 SH  P    SHARED                     36600
POWERSHS DB MULTI SECT COMM  DB AGRICULT FD   73936B408       1886    55098 SH       SHARED                     55098
POWERSHS DB MULTI SECT COMM  DB AGRICULT FD   73936B408    3114.93    91000 SH  C    SHARED                     91000
POWERSHS DB MULTI SECT COMM  DB AGRICULT FD   73936B408   55787.95  1629797 SH       SHARED    01             1629797
POWERSHS DB MULTI SECT COMM  DB BASE METALS   73936B705      43.96     1800 SH  C    SHARED                      1800
POWERSHS DB MULTI SECT COMM  DB BASE METALS   73936B705    9513.15   389564 SH       SHARED    01              389564
POWERSHS DB MULTI SECT COMM  DB ENERGY FUND   73936B101    3549.76   112870 SH       SHARED    01              112870
POWERSHS DB MULTI SECT COMM  DB GOLD FUND     73936B606       5.05      100 SH  C    SHARED                       100
POWERSHS DB MULTI SECT COMM  DB GOLD FUND     73936B606        327     6479 SH       SHARED                      6479
POWERSHS DB MULTI SECT COMM  DB GOLD FUND     73936B606    2255.55    44691 SH       SHARED    01               44691
POWERSHS DB MULTI SECT COMM  DB OIL FUND      73936B507      22.58      700 SH  P    SHARED                       700
POWERSHS DB MULTI SECT COMM  DB OIL FUND      73936B507      93.55     2900 SH  C    SHARED                      2900
POWERSHS DB MULTI SECT COMM  DB OIL FUND      73936B507    3269.78   101357 SH       SHARED    01              101357
POWERSHS DB MULTI SECT COMM  DB OIL FUND      73936B507    6054.52   187679 SH       SHARED                    187679
POWERSHS DB MULTI SECT COMM  DB PREC MTLS     73936B200      10.87      200 SH  C    SHARED                       200
POWERSHS DB MULTI SECT COMM  DB PREC MTLS     73936B200      66.36     1221 SH       SHARED                      1221
POWERSHS DB MULTI SECT COMM  DB PREC MTLS     73936B200    4157.07    76487 SH       SHARED    01               76487
POWERSHS DB MULTI SECT COMM  DB SILVER FUND   73936B309       6.62      100 SH  P    SHARED                       100
POWERSHS DB MULTI SECT COMM  DB SILVER FUND   73936B309      52.92      800 SH  C    SHARED                       800
POWERSHS DB MULTI SECT COMM  DB SILVER FUND   73936B309   16383.77   247676 SH       SHARED    01              247676
POWERSHS DB US DOLLAR INDEX  DOLL INDX BEAR   73936D206      16.88      600 SH  C    SHARED                       600
POWERSHS DB US DOLLAR INDEX  DOLL INDX BEAR   73936D206    3129.17   111200 SH       SHARED    01              111200
POWERSHS DB US DOLLAR INDEX  DOLL INDX BULL   73936D107    4299.17   197300 SH  C    SHARED                    197300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
POWERSHS DB US DOLLAR INDEX  DOLL INDX BULL   73936D107    4696.99   215557 SH       SHARED                    215557
POWERSHS DB US DOLLAR INDEX  DOLL INDX BULL   73936D107    6412.08   294267 SH       SHARED    01              294267
POWERSHS DB US DOLLAR INDEX  DOLL INDX BULL   73936D107     7107.9   326200 SH  P    SHARED                    326200
POWERWAVE TECHNOLOGIES INC   COM              739363109        2.8      620 SH       SHARED    01                 620
POWERWAVE TECHNOLOGIES INC   COM              739363109       5.86     1300 SH  P    SHARED                      1300
POWERWAVE TECHNOLOGIES INC   COM              739363109      202.3    44856 SH       SHARED                     44856
POWERWAVE TECHNOLOGIES INC   COM              739363109      203.4    45100 SH  C    SHARED                     45100
POZEN INC                    COM              73941U102       8.59     1600 SH  C    SHARED                      1600
POZEN INC                    COM              73941U102      42.53     7920 SH       SHARED    01                7920
POZEN INC                    COM              73941U102     149.52    27844 SH       SHARED                     27844
PPG INDS INC                 COM              693506107      61.89      650 SH       SHARED    21                 650
PPG INDS INC                 COM              693506107    1075.87    11300 SH       SHARED                               11300
PPG INDS INC                 COM              693506107    1209.17    12700 SH  P    SHARED                     12700
PPG INDS INC                 COM              693506107    5684.04    59700 SH  C    SHARED                     59700
PPG INDS INC                 COM              693506107   20133.96   211469 SH       SHARED    01              211469
PPL CORP                     COM              69351T106      17.86      706 SH       SHARED    21                 706
PPL CORP                     COM              69351T106      278.3    11000 SH  P    SHARED                     11000
PPL CORP                     COM              69351T106     465.75    18409 SH       SHARED                     18409
PPL CORP                     COM              69351T106     729.58    28837 SH       SHARED                               28837
PPL CORP                     COM              69351T106    2851.31   112700 SH  C    SHARED                    112700
PPL CORP                     COM              69351T106     8987.5   355237 SH       SHARED    01              355237
PPL CORP                     UNIT 99/99/9999  69351T601    1021.68    19190 SH       SHARED                     19190
PPL CORP                     UNIT 99/99/9999  69351T601    4677.45    87856 SH       SHARED    01               87856
PRANA BIOTECHNOLOGY LTD      SPONSORED ADR    739727105       3.96     1411 SH       SOLE              1411
PRAXAIR INC                  COM              74005P104     139.29     1371 SH       SHARED    21                1371
PRAXAIR INC                  COM              74005P104     629.92     6200 SH  P    SHARED                      6200
PRAXAIR INC                  COM              74005P104    1868.42    18390 SH       SHARED    20                         18390
PRAXAIR INC                  COM              74005P104    2220.47    21855 SH       SHARED                               21855
PRAXAIR INC                  COM              74005P104     8585.2    84500 SH  C    SHARED                     84500
PRAXAIR INC                  COM              74005P104    92614.8   911563 SH       SHARED    01              911563
PRE PAID LEGAL SVCS INC      COM              740065107       13.2      200 SH       SHARED    01                 200
PRE PAID LEGAL SVCS INC      COM              740065107     153.19     2321 SH       SHARED                      2321
PRE PAID LEGAL SVCS INC      COM              740065107        330     5000 SH  P    SHARED                      5000
PRECISION CASTPARTS CORP     COM              740189105       62.7      426 SH       SHARED    21                 426
PRECISION CASTPARTS CORP     COM              740189105    1044.98     7100 SH  P    SHARED                      7100
PRECISION CASTPARTS CORP     COM              740189105    1398.21     9500 SH       SHARED                                9500
PRECISION CASTPARTS CORP     COM              740189105    2502.06    17000 SH  C    SHARED                     17000
PRECISION CASTPARTS CORP     COM              740189105    3655.22    24835 SH       SHARED    20                         24835
PRECISION CASTPARTS CORP     COM              740189105   18447.69   125341 SH       SHARED    01              125341
PRECISION DRILLING CORP      COM 2010         74022D308      17.13     1265 SH       SHARED    21                1265
PRECISION DRILLING CORP      COM 2010         74022D308      28.43     2100 SH  P    SHARED                      2100
PRECISION DRILLING CORP      COM 2010         74022D308       35.3     2607 SH       SHARED                                2607
PRECISION DRILLING CORP      COM 2010         74022D308     125.92     9300 SH  C    SHARED                      9300
PRECISION DRILLING CORP      COM 2010         74022D308     470.64    34759 SH       SHARED                     34759
PRECISION DRILLING CORP      COM 2010         74022D308    2878.24   212573 SH       SHARED    01              212573
PREMIER FINL BANCORP INC     COM              74050M105      21.56     3036 SH       SOLE              3036
PREMIERE GLOBAL SVCS INC     COM              740585104       5.33      700 SH       SHARED    01                 700
PREMIERE GLOBAL SVCS INC     COM              740585104     342.79    44985 SH       SHARED                     44985
PREMIERWEST BANCORP          COM NEW          740921200       2.35     1073 SH       SHARED    01                1073
PRESIDENTIAL LIFE CORP       COM              740884101     141.62    14860 SH       SHARED                     14860
PRESIDENTIAL LIFE CORP       COM              740884101     436.01    45751 SH       SHARED    01               45751
PRESIDENTIAL RLTY CORP NEW   CL B             741004204       2.97     1831 SH       SOLE              1831
PRESTIGE BRANDS HLDGS INC    COM              74112D101       2.45      213 SH       SHARED    01                 213
PRESTIGE BRANDS HLDGS INC    COM              74112D101       4.14      360 SH       SHARED    21                 360
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PRESTIGE BRANDS HLDGS INC    COM              74112D101     283.46    24649 SH       SHARED                     24649
PRGX GLOBAL INC              COM NEW          69357C503      55.56     9154 SH       SOLE              9154
PRICE T ROWE GROUP INC       COM              74144T108      17.67      266 SH       SHARED                       266
PRICE T ROWE GROUP INC       COM              74144T108         55      828 SH       SHARED    21                 828
PRICE T ROWE GROUP INC       COM              74144T108      73.06     1100 SH  P    SHARED                      1100
PRICE T ROWE GROUP INC       COM              74144T108    1178.29    17740 SH       SHARED                               17740
PRICE T ROWE GROUP INC       COM              74144T108    3839.08    57800 SH  C    SHARED                     57800
PRICE T ROWE GROUP INC       COM              74144T108   19526.09   293979 SH       SHARED    01              293979
PRICELINE COM INC            COM NEW          741503403     168.64      333 SH       SHARED    21                 333
PRICELINE COM INC            COM NEW          741503403    1468.68     2900 SH       SHARED                                2900
PRICELINE COM INC            COM NEW          741503403    5099.85    10070 SH       SHARED    20                         10070
PRICELINE COM INC            COM NEW          741503403   11035.33    21790 SH       SHARED                     21790
PRICELINE COM INC            COM NEW          741503403    27209.5    53727 SH       SHARED    01               53727
PRICELINE COM INC            COM NEW          741503403   49428.54    97600 SH  C    SHARED                     97600
PRICELINE COM INC            COM NEW          741503403   68571.98   135400 SH  P    SHARED                    135400
PRICESMART INC               COM              741511109        8.1      221 SH       SHARED    01                 221
PRIDE INTL INC DEL           COM              74153Q102      42.65      993 SH       SHARED    01                 993
PRIDE INTL INC DEL           COM              74153Q102     420.91     9800 SH  P    SHARED                      9800
PRIDE INTL INC DEL           COM              74153Q102     554.06    12900 SH       SHARED                               12900
PRIDE INTL INC DEL           COM              74153Q102     768.81    17900 SH  C    SHARED                     17900
PRIDE INTL INC DEL           COM              74153Q102    2943.23    68527 SH       SHARED                     68527
PRIMEENERGY CORP             COM              74158E104        0.6       23 SH       SOLE                23
PRIMERICA INC                COM              74164M108       2.55      100 SH  P    SHARED                       100
PRIMERICA INC                COM              74164M108        3.7      145 SH       SHARED    21                 145
PRIMERICA INC                COM              74164M108     178.09     6981 SH       SHARED    01                6981
PRIMERICA INC                COM              74164M108    2782.96   109093 SH       SHARED                    109093
PRIMO WTR CORP               COM              74165N105    1284.84   104289 SH       SOLE            104289
PRIMORIS SVCS CORP           COM              74164F103     103.72    10229 SH       SOLE             10229
PRINCETON NATL BANCORP INC   COM              742282106       8.87     1646 SH       SOLE              1646
PRINCIPAL FINL GROUP INC     COM              74251V102      12.84      400 SH  P    SHARED                       400
PRINCIPAL FINL GROUP INC     COM              74251V102         35     1090 SH       SHARED    21                1090
PRINCIPAL FINL GROUP INC     COM              74251V102      44.15     1375 SH       SHARED                      1375
PRINCIPAL FINL GROUP INC     COM              74251V102      77.06     2400 SH  C    SHARED                      2400
PRINCIPAL FINL GROUP INC     COM              74251V102     658.26    20500 SH       SHARED                               20500
PRINCIPAL FINL GROUP INC     COM              74251V102    1788.08    55686 SH       SHARED    01               55686
PRIVATE MEDIA GROUP INC      COM NEW          74266R302       0.95     1286 SH       SOLE              1286
PRIVATEBANCORP INC           COM              742962103       8.18      535 SH       SHARED    20                           535
PRIVATEBANCORP INC           COM              742962103       84.1     5500 SH  C    SHARED                      5500
PRIVATEBANCORP INC           COM              742962103     138.42     9053 SH       SHARED    01                9053
PRIVATEBANCORP INC           COM              742962103      429.6    28097 SH       SHARED                     28097
PROASSURANCE CORP            COM              74267C106     622.55     9824 SH       SHARED    01                9824
PROASSURANCE CORP            COM              74267C106    1373.42    21673 SH       SHARED                     21673
PROCERA NETWORKS INC         COM NEW          74269U203      13.26     1308 SH       SHARED                      1308
PROCERA NETWORKS INC         COM NEW          74269U203     547.05    53950 SH       SHARED    01               53950
PROCTER & GAMBLE CO          COM              742718109      123.2     2000 SH  P    SHARED    01                2000
PROCTER & GAMBLE CO          COM              742718109     361.47     5868 SH       SHARED    21                5868
PROCTER & GAMBLE CO          COM              742718109    2172.02    35260 SH       SHARED    17                         35260
PROCTER & GAMBLE CO          COM              742718109    3219.96    52272 SH       SHARED    20                         52272
PROCTER & GAMBLE CO          COM              742718109    13461.2   218526 SH       SHARED                              218526
PROCTER & GAMBLE CO          COM              742718109    15492.4   251500 SH  P    SHARED                    251500
PROCTER & GAMBLE CO          COM              742718109    24406.6   396211 SH  C    SHARED                    396211
PROCTER & GAMBLE CO          COM              742718109  134105.11  2177031 SH       SHARED                   2177031
PROCTER & GAMBLE CO          COM              742718109  300060.19  4871107 SH       SHARED    01             4871107
PRO-DEX INC COLO             COM NEW          74265M205       2.92     1268 SH       SOLE              1268
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PROGENICS PHARMACEUTICALS IN COM              743187106        6.2     1004 SH       SHARED    01                1004
PROGENICS PHARMACEUTICALS IN COM              743187106        134    21683 SH       SHARED                     21683
PROGRESS ENERGY INC          COM              743263105      13.38      290 SH       SHARED    21                 290
PROGRESS ENERGY INC          COM              743263105      627.5    13600 SH  P    SHARED                     13600
PROGRESS ENERGY INC          COM              743263105     770.54    16700 SH       SHARED    20                         16700
PROGRESS ENERGY INC          COM              743263105     839.75    18200 SH       SHARED                               18200
PROGRESS ENERGY INC          COM              743263105    1111.97    24100 SH  C    SHARED                     24100
PROGRESS ENERGY INC          COM              743263105   13778.79   298630 SH       SHARED    01              298630
PROGRESS SOFTWARE CORP       COM              743312100       0.81       28 SH       SHARED    01                  28
PROGRESS SOFTWARE CORP       COM              743312100    1420.87    48844 SH       SHARED                     48844
PROGRESSIVE CORP OHIO        COM              743315103      10.57      500 SH  P    SHARED                       500
PROGRESSIVE CORP OHIO        COM              743315103      33.81     1600 SH  C    SHARED                      1600
PROGRESSIVE CORP OHIO        COM              743315103     125.62     5945 SH       SHARED    20                          5945
PROGRESSIVE CORP OHIO        COM              743315103     843.09    39900 SH       SHARED                               39900
PROGRESSIVE CORP OHIO        COM              743315103    2373.26   112317 SH       SHARED                    112317
PROGRESSIVE CORP OHIO        COM              743315103    6364.99   301230 SH       SHARED    01              301230
PROLOGIS                     NOTE 1.875%11/1  743410AR3       3.97     4000 PRN      SHARED    01                4000
PROLOGIS                     NOTE 2.250% 4/0  743410AQ5   14805.89 14843000 PRN      SOLE          14843000
PROLOGIS                     NOTE 2.625% 5/1  743410AS1       4.97     5000 PRN      SHARED    01                5000
PROLOGIS                     NOTE 2.625% 5/1  743410AS1     9937.5 10000000 PRN      SHARED                  10000000
PROLOGIS                     SH BEN INT       743410102       5.51      345 SH       SHARED    20                           345
PROLOGIS                     SH BEN INT       743410102      11.79      738 SH       SHARED    21                 738
PROLOGIS                     SH BEN INT       743410102      27.17     1700 SH  P    SHARED                      1700
PROLOGIS                     SH BEN INT       743410102    1315.15    82300 SH  C    SHARED                     82300
PROLOGIS                     SH BEN INT       743410102    3672.09   229793 SH       SHARED    01              229793
PROLOGIS                     SH BEN INT       743410102    4452.01   278599 SH       SHARED                              278599
PROLOGIS                     SH BEN INT       743410102    6066.26   379616 SH       SHARED                    379616
PROLOR BIOTECH INC           COM              74344F106      39.48     6636 SH       SHARED    01                6636
PROLOR BIOTECH INC           COM              74344F106     151.75    25505 SH       SHARED                     25505
PROMOTORA DE INFORMACIONES S ADR CL A SHS     74343G204      47.12     4000 SH       SHARED    01                4000
PROMOTORA DE INFORMACIONES S ADR CL A SHS     74343G204   42534.87  3610770 SH       SHARED                   3610770
PROMOTORA DE INFORMACIONES S ADR CL B CONV    74343G303  168992.57 14165345 SH       SOLE          14165345
PROPHASE LABS INC            COM              74345W108       0.24      198 SH       SHARED                       198
PROPHASE LABS INC            COM              74345W108       0.24      200 SH       SHARED    01                 200
PROS HOLDINGS INC            COM              74346Y103       5.57      382 SH       SHARED    01                 382
PROS HOLDINGS INC            COM              74346Y103     114.71     7873 SH       SHARED                      7873
PROSHARES TR                 BASIC MAT NEW    74347X617      16.61     1000 SH       SHARED    01                1000
PROSHARES TR                 BASIC MAT NEW    74347X617      85.69     5159 SH       SHARED                      5159
PROSHARES TR                 BASIC MAT NEW    74347X617     307.29    18500 SH  P    SHARED                     18500
PROSHARES TR                 BASIC MAT NEW    74347X617     418.57    25200 SH  C    SHARED                     25200
PROSHARES TR                 FTSE CHINA 25    74347X658      29.79      735 SH       SOLE               735
PROSHARES TR                 PSHS CONSMRGOODS 74347R768         46      626 SH       SOLE               626
PROSHARES TR                 PSHS CONSMR SVCS 74347R636      23.23     1191 SH       SOLE              1191
PROSHARES TR                 PSHS CONSMR SVCS 74347R750      71.65     1349 SH       SOLE              1349
PROSHARES TR                 PSHS CS 130/30   74347R248    4884.88    79592 SH       SHARED    01               79592
PROSHARES TR                 PSHS SH MDCAP400 74347R800      47.75     1586 SH       SOLE              1586
PROSHARES TR                 PSHS SH MSCI EAF 74347R370     269.23     5616 SH       SHARED                      5616
PROSHARES TR                 PSHS SH MSCI EAF 74347R370     4407.6    91940 SH       SHARED    01               91940
PROSHARES TR                 PSHS SH MSCI EMR 74347R396     438.85    14811 SH       SHARED                     14811
PROSHARES TR                 PSHS SH MSCI EMR 74347R396     722.47    24383 SH       SHARED    01               24383
PROSHARES TR                 PSHS SHORT DOW30 74347R701      32.95      800 SH  P    SHARED                       800
PROSHARES TR                 PSHS SHORT DOW30 74347R701      45.31     1100 SH  C    SHARED                      1100
PROSHARES TR                 PSHS SHORT DOW30 74347R701     318.56     7734 SH       SHARED                      7734
PROSHARES TR                 PSHS SHORT DOW30 74347R701     432.04    10489 SH       SHARED    01               10489
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PROSHARES TR                 PSHS SHORT QQQ   74347R602       3.25      100 SH  P    SHARED                       100
PROSHARES TR                 PSHS SHORT QQQ   74347R602      29.29      900 SH  C    SHARED                       900
PROSHARES TR                 PSHS SHORT QQQ   74347R602      749.2    23024 SH       SHARED                     23024
PROSHARES TR                 PSHS SHORT QQQ   74347R602    3336.91   102548 SH       SHARED    01              102548
PROSHARES TR                 PSHS SHRT S&P500 74347R503      74.11     1800 SH  P    SHARED                      1800
PROSHARES TR                 PSHS SHRT S&P500 74347R503     119.27     2897 SH       SHARED                      2897
PROSHARES TR                 PSHS SHRT S&P500 74347R503    1025.13    24900 SH  C    SHARED                     24900
PROSHARES TR                 PSHS SHRT S&P500 74347R503   24384.66   592292 SH       SHARED    01              592292
PROSHARES TR                 PSHS SHT OIL&GAS 74347R222      37.95     1112 SH       SOLE              1112
PROSHARES TR                 PSHS SHTRUSS2000 74347R826     100.25     3404 SH       SHARED                      3404
PROSHARES TR                 PSHS SHTRUSS2000 74347R826    2017.88    68519 SH       SHARED    01               68519
PROSHARES TR                 PSHS ULSH1000 GR 74347R461      39.39     1945 SH       SOLE              1945
PROSHARES TR                 PSHS ULSH1000 VA 74347R453     104.73     3512 SH       SOLE              3512
PROSHARES TR                 PSHS ULSH2000 VA 74348A509      34.29      728 SH       SOLE               728
PROSHARES TR                 PSHS ULSH NA B   74347R198       9.07      209 SH       SOLE               209
PROSHARES TR                 PSHS ULSHRT UTIL 74347R560      13.78      920 SH       SOLE               920
PROSHARES TR                 PSHS ULSHRUS2000 74348A202       1.71       41 SH       SHARED    01                  41
PROSHARES TR                 PSHS ULSHRUS2000 74348A202     2088.5    50000 SH       SHARED                     50000
PROSHARES TR                 PSHS ULSH SC 600 74348A400      66.64     1457 SH       SOLE              1457
PROSHARES TR                 PSHS ULSHT 7-10Y 74347R313     187.86     4439 SH       SOLE              4439
PROSHARES TR                 PSHS ULSHT MC GR 74347X187      19.56      408 SH       SOLE               408
PROSHARES TR                 PSHS ULSHT MD400 74347X211     105.83     2710 SH       SOLE              2710
PROSHARES TR                 PSHS ULSHT SP500 74347R883     408.59    19531 SH       SHARED    01               19531
PROSHARES TR                 PSHS ULSHT SP500 74347R883       1754    83843 SH       SHARED                     83843
PROSHARES TR                 PSHS ULSHT SP500 74347R883    1918.36    91700 SH  P    SHARED                     91700
PROSHARES TR                 PSHS ULSHT SP500 74347R883    3414.14   163200 SH  C    SHARED                    163200
PROSHARES TR                 PSHS ULT1000 GRW 74347R537       3.27       58 SH       SOLE                58
PROSHARES TR                 PSHS ULT1000 VAL 74347R529      35.18     1078 SH       SOLE              1078
PROSHARES TR                 PSHS ULT2000 VAL 74347R479      39.73     1120 SH       SOLE              1120
PROSHARES TR                 PSHS ULTASH DW30 74347R867      73.19     4100 SH  P    SOLE              4100
PROSHARES TR                 PSHS ULTASH DW30 74347R867     172.47     9662 SH       SOLE              9662
PROSHARES TR                 PSHS ULTASH DW30 74347R867     276.68    15500 SH  C    SOLE             15500
PROSHARES TR                 PSHS ULT BASMATL 74347R776     693.16    12400 SH  P    SOLE             12400
PROSHARES TR                 PSHS ULT BASMATL 74347R776    1542.84    27600 SH  C    SOLE             27600
PROSHARES TR                 PSHS ULT HLTHCRE 74347R735      59.55     1020 SH       SOLE              1020
PROSHARES TR                 PSHS ULT MCAP400 74347R404       9.01      120 SH       SOLE               120
PROSHARES TR                 PSHS ULT NASB    74347R214       6.66       98 SH       SOLE                98
PROSHARES TR                 PSHS ULTRA DOW30 74347R305     142.87     2307 SH       SOLE              2307
PROSHARES TR                 PSHS ULTRA DOW30 74347R305      532.6     8600 SH  C    SOLE              8600
PROSHARES TR                 PSHS ULTRA DOW30 74347R305     736.97    11900 SH  P    SOLE             11900
PROSHARES TR                 PSHS ULTRA INDL  74347R727       5.44      100 SH  C    SOLE               100
PROSHARES TR                 PSHS ULTRA O&G   74347R719    1083.69    17510 SH       SOLE             17510
PROSHARES TR                 PSHS ULTRA O&G   74347R719    1503.93    24300 SH  C    SOLE             24300
PROSHARES TR                 PSHS ULTRA O&G   74347R719    3174.96    51300 SH  P    SOLE             51300
PROSHARES TR                 PSHS ULTRA QQQ   74347R206     623.04     6925 SH       SOLE              6925
PROSHARES TR                 PSHS ULTRA QQQ   74347R206   10355.55   115100 SH  P    SOLE            115100
PROSHARES TR                 PSHS ULTRA QQQ   74347R206   12721.76   141400 SH  C    SOLE            141400
PROSHARES TR                 PSHS ULTRA TECH  74347R693      93.95     1400 SH  C    SOLE              1400
PROSHARES TR                 PSHS ULTRA TECH  74347R693     167.78     2500 SH  P    SOLE              2500
PROSHARES TR                 PSHS ULTRA UTIL  74347R685      10.15      226 SH       SOLE               226
PROSHARES TR                 PSHS ULTRUSS2000 74347R842      599.3    12171 SH       SOLE             12171
PROSHARES TR                 PSHS ULTRUSS2000 74347R842     935.56    19000 SH  C    SOLE             19000
PROSHARES TR                 PSHS ULTRUSS2000 74347R842    2324.13    47200 SH  P    SOLE             47200
PROSHARES TR                 PSHS ULT SCAP600 74347R818      10.22      193 SH       SOLE               193
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PROSHARES TR                 PSHS ULT SEMICDT 74347R669       4.22      100 SH  C    SOLE               100
PROSHARES TR                 PSHS ULT SEMICDT 74347R669      92.96     2204 SH       SOLE              2204
PROSHARES TR                 PSHS ULTSH 20YRS 74347R297     216.96     5795 SH       SHARED    01                5795
PROSHARES TR                 PSHS ULTSH 20YRS 74347R297    4783.63   127768 SH       SHARED                    127768
PROSHARES TR                 PSHS ULTSH 20YRS 74347R297   17244.86   460600 SH  P    SHARED                    460600
PROSHARES TR                 PSHS ULTSH 20YRS 74347R297   32516.64   868500 SH  C    SHARED                    868500
PROSHARES TR                 PSHS ULT SH MSCI 74347R339      88.32     3639 SH       SOLE              3639
PROSHARES TR                 PSHS ULTSHRT JAP 74347R347      94.54     2613 SH       SOLE              2613
PROSHARES TR                 PSHS ULTSHRT QQQ 74347X237      15.14      297 SH       SHARED    01                 297
PROSHARES TR                 PSHS ULTSHRT QQQ 74347X237      66.25     1300 SH  P    SHARED                      1300
PROSHARES TR                 PSHS ULTSHRT QQQ 74347X237     738.92    14500 SH  C    SHARED                     14500
PROSHARES TR                 PSHS ULTSHT FINL 74347X146     160.89     2800 SH  P    SOLE              2800
PROSHARES TR                 PSHS ULTSHT FINL 74347X146     225.19     3919 SH       SOLE              3919
PROSHARES TR                 PSHS ULTSHT FINL 74347X146     379.24     6600 SH  C    SOLE              6600
PROSHARES TR                 PSHS ULTSHT INDL 74348A103       4.09       95 SH       SOLE                95
PROSHARES TR                 PSHS ULT S&P 500 74347R107    2013.61    37800 SH  P    SOLE             37800
PROSHARES TR                 PSHS ULT S&P 500 74347R107    4075.16    76500 SH  C    SOLE             76500
PROSHARES TR                 REAL EST NEW     74347X583     305.54    19763 SH       SOLE             19763
PROSHARES TR                 REAL EST NEW     74347X583      483.9    31300 SH  P    SOLE             31300
PROSHARES TR                 REAL EST NEW     74347X583     701.88    45400 SH  C    SOLE             45400
PROSHARES TR                 SHRT 20+YR TRE   74347X849      22.16      500 SH  C    SHARED                       500
PROSHARES TR                 SHRT 20+YR TRE   74347X849     425.47     9600 SH       SHARED                      9600
PROSHARES TR                 SHRT 20+YR TRE   74347X849   48377.81  1091557 SH       SHARED    01             1091557
PROSHARES TR                 SHRT RL EST FD   74347X641      37.71     1020 SH       SOLE              1020
PROSHARES TR                 SHRT RUSSL2000   74347X690      84.28     4880 SH       SOLE              4880
PROSHARES TR                 SHT KBW REGBNK   74347X476      92.02     1623 SH       SOLE              1623
PROSHARES TR                 SHT MSCI NEW     74347X575       2.94      100 SH  C    SOLE               100
PROSHARES TR                 SHT MSCI NEW     74347X575      34.82     1185 SH       SOLE              1185
PROSHARES TR                 UL MSCI JP ETF   74347X708     132.23     1934 SH       SOLE              1934
PROSHARES TR                 UL RUS3000 ETF   74347X104      24.51      285 SH       SOLE               285
PROSHARES TR                 ULSH MSCI BRZL   74347X401       38.7     2682 SH       SOLE              2682
PROSHARES TR                 ULSH MSCI EURP   74348A301      17.38      358 SH       SOLE               358
PROSHARES TR                 ULT KBW REGBNK   74347X484      65.06     1297 SH       SOLE              1297
PROSHARES TR                 ULT MSCI EURO    74347X526      47.93     1245 SH       SOLE              1245
PROSHARES TR                 ULTPR SHRT QQQ   74347X666      66.04     2600 SH  P    SOLE              2600
PROSHARES TR                 ULTPR SHRT QQQ   74347X666     259.08    10200 SH  C    SOLE             10200
PROSHARES TR                 ULTR 7-10 TREA   74347R180       20.1      250 SH       SOLE               250
PROSHARES TR                 ULTRA 20YR TRE   74347R172      15.27      200 SH  P    SOLE               200
PROSHARES TR                 ULTRA FNCLS NEW  74347X633      55.94      800 SH       SHARED    01                 800
PROSHARES TR                 ULTRA FNCLS NEW  74347X633    1286.71    18400 SH  C    SHARED                     18400
PROSHARES TR                 ULTRA FNCLS NEW  74347X633    1873.21    26787 SH       SHARED                     26787
PROSHARES TR                 ULTRA FNCLS NEW  74347X633    2846.15    40700 SH  P    SHARED                     40700
PROSHARES TR                 ULTRAPRO QQQ     74347X831       76.6      900 SH  C    SOLE               900
PROSHARES TR                 ULTRAPRO QQQ     74347X831     190.31     2236 SH       SOLE              2236
PROSHARES TR                 ULTRAPRO QQQ     74347X831     663.86     7800 SH  P    SOLE              7800
PROSHARES TR                 ULTRA SH DOW30   74347X674      103.1     3075 SH       SOLE              3075
PROSHARES TR                 ULTRASHRT TIPS   74347X336      15.66      423 SH       SOLE               423
PROSHARES TR                 ULT R/EST NEW    74347X625       5.73      100 SH       SHARED    01                 100
PROSHARES TR                 ULT R/EST NEW    74347X625     126.13     2200 SH  C    SHARED                      2200
PROSHARES TR                 ULT R/EST NEW    74347X625     229.32     4000 SH  P    SHARED                      4000
PROSHARES TR                 ULT R/EST NEW    74347X625     584.36    10193 SH       SHARED                     10193
PROSHARES TR                 ULTR MSCI ETF    74347X500       3.76       42 SH       SOLE                42
PROSHARES TR                 ULTRPRO S&P500   74347X864     183.57     2303 SH       SOLE              2303
PROSHARES TR                 ULTRPRO S&P500   74347X864     271.01     3400 SH  C    SOLE              3400
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PROSHARES TR                 ULTRPRO S&P500   74347X864     964.49    12100 SH  P    SOLE             12100
PROSHARES TR                 ULTRSH MSCI PAC  74347X229      55.11     1107 SH       SOLE              1107
PROSHARES TR                 ULT SHR S&P500   74347X856      86.08     5400 SH  P    SOLE              5400
PROSHARES TR                 ULT SHR S&P500   74347X856     278.95    17500 SH  C    SOLE             17500
PROSHARES TR                 ULT SHR S&P500   74347X856     560.66    35173 SH       SOLE             35173
PROSHARES TR                 ULTSHT CHINA 25  74347X567       2.65      100 SH  P    SOLE               100
PROSHARES TR                 ULTSHT CHINA 25  74347X567      95.44     3600 SH  C    SOLE              3600
PROSHARES TR                 ULTSHT CHINA 25  74347X567     177.59     6699 SH       SOLE              6699
PROSHARES TR                 ULTSHT OIL NEW   74347X591     100.83     3812 SH       SOLE              3812
PROSHARES TR                 ULTSHT OIL NEW   74347X591     386.17    14600 SH  P    SOLE             14600
PROSHARES TR                 ULTSHT OIL NEW   74347X591    1303.99    49300 SH  C    SOLE             49300
PROSHARES TR II              PSHS ULTRA YEN   74347W866      71.48     2250 SH       SOLE              2250
PROSHARES TR II              SHRT SILV NEW    74347W643      32.66     1400 SH  C    SOLE              1400
PROSHARES TR II              SHRT SILV NEW    74347W643     129.81     5564 SH       SOLE              5564
PROSHARES TR II              ULSHT DJ UBS CMD 74347W676        7.7      179 SH       SOLE               179
PROSHARES TR II              ULT DJ UBS CRUDE 74347W650        5.7      100 SH       SHARED    01                 100
PROSHARES TR II              ULT DJ UBS CRUDE 74347W650     193.77     3400 SH  C    SHARED                      3400
PROSHARES TR II              ULT DJ UBS CRUDE 74347W650     324.84     5700 SH  P    SHARED                      5700
PROSHARES TR II              ULT DJ UBS CRUDE 74347W650     890.98    15634 SH       SHARED                     15634
PROSHARES TR II              ULTRA GOLD       74347W601     229.39     3225 SH       SOLE              3225
PROSHARES TR II              ULTRA GOLD       74347W601      384.1     5400 SH  C    SOLE              5400
PROSHARES TR II              ULTRA GOLD       74347W601     540.59     7600 SH  P    SOLE              7600
PROSHARES TR II              ULTRASHORT YEN   74347W858     141.76     8713 SH       SOLE              8713
PROSHARES TR II              ULTRASHORT YEN   74347W858     304.25    18700 SH  C    SOLE             18700
PROSHARES TR II              ULTRASHRT EURO   74347W882      87.47     4900 SH  P    SOLE              4900
PROSHARES TR II              ULTRASHRT EURO   74347W882     264.64    14826 SH       SOLE             14826
PROSHARES TR II              ULTRASHRT EURO   74347W882     899.64    50400 SH  C    SOLE             50400
PROSHARES TR II              ULTRASHRT NEW    74347W718      26.85     1000 SH  P    SOLE              1000
PROSHARES TR II              ULTRASHRT NEW    74347W718     144.69     5389 SH       SOLE              5389
PROSHARES TR II              ULTRASHRT NEW    74347W718     263.13     9800 SH  C    SOLE              9800
PROSHARES TR II              ULTRA SILVER     74347W841     953.26     4235 SH       SOLE              4235
PROSHARES TR II              ULTRA SILVER     74347W841    1868.25     8300 SH  C    SOLE              8300
PROSHARES TR II              ULTRA SILVER     74347W841    2543.52    11300 SH  P    SOLE             11300
PROSHARES TR II              ULTSH DJ UBS CRU 74347W668       8.26      200 SH  C    SOLE               200
PROSHARES TR II              ULTSH DJ UBS CRU 74347W668       41.3     1000 SH  P    SOLE              1000
PROSPECT CAPITAL CORPORATION COM              74348T102      41.51     3400 SH  C    SHARED                      3400
PROSPECT CAPITAL CORPORATION COM              74348T102     136.75    11200 SH  P    SHARED                     11200
PROSPECT CAPITAL CORPORATION COM              74348T102    1158.29    94864 SH       SHARED                     94864
PROSPECT CAPITAL CORPORATION COM              74348T102    2726.19   223275 SH       SHARED    01              223275
PROSPERITY BANCSHARES INC    COM              743606105      13.56      317 SH       SHARED    21                 317
PROSPERITY BANCSHARES INC    COM              743606105    1105.31    25843 SH       SHARED                     25843
PROSPERITY BANCSHARES INC    COM              743606105     1800.1    42088 SH       SHARED    01               42088
PROTALIX BIOTHERAPEUTICS INC COM              74365A101      35.87     5900 SH  P    SOLE              5900
PROTALIX BIOTHERAPEUTICS INC COM              74365A101      55.94     9200 SH  C    SOLE              9200
PROTALIX BIOTHERAPEUTICS INC COM              74365A101     370.08    60868 SH       SOLE             60868
PROTECTIVE LIFE CORP         COM              743674103      21.24      800 SH  C    SHARED                       800
PROTECTIVE LIFE CORP         COM              743674103      42.48     1600 SH  P    SHARED                      1600
PROTECTIVE LIFE CORP         COM              743674103     363.63    13696 SH       SHARED    01               13696
PROTECTIVE LIFE CORP         COM              743674103    2389.34    89994 SH       SHARED                     89994
PROTEIN DESIGN LABS INC      NOTE 2.000% 2/1  74369LAF0     3517.5  3500000 PRN      SOLE           3500000
PROVIDENCE & WORCESTER RR CO COM              743737108      14.67      879 SH       SOLE               879
PROVIDENCE SVC CORP          COM              743815102       2.01      134 SH       SHARED    01                 134
PROVIDENT ENERGY LTD NEW     COM              74386V100      25.96     2800 SH  P    SHARED                      2800
PROVIDENT ENERGY LTD NEW     COM              74386V100     101.97    11000 SH  C    SHARED                     11000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PROVIDENT ENERGY LTD NEW     COM              74386V100     1723.5   185922 SH       SHARED                    185922
PROVIDENT ENERGY LTD NEW     COM              74386V100    7477.99   806687 SH       SHARED    01              806687
PROVIDENT FINL HLDGS INC     COM              743868101       18.2     2195 SH       SOLE              2195
PROVIDENT FINL SVCS INC      COM              74386T105     117.22     7920 SH       SHARED    01                7920
PROVIDENT FINL SVCS INC      COM              74386T105     191.41    12933 SH       SHARED                     12933
PROVIDENT NEW YORK BANCORP   COM              744028101       20.9     2025 SH       SHARED    01                2025
PROVIDENT NEW YORK BANCORP   COM              744028101     135.16    13097 SH       SHARED                     13097
PRUDENTIAL BANCORP INC PA    COM              744319104       3.77      539 SH       SOLE               539
PRUDENTIAL FINL INC          COM              744320102      26.48      430 SH       SHARED    20                           430
PRUDENTIAL FINL INC          COM              744320102      98.65     1602 SH       SHARED    21                1602
PRUDENTIAL FINL INC          COM              744320102    9298.58   151000 SH  C    SHARED                    151000
PRUDENTIAL FINL INC          COM              744320102   10117.59   164300 SH  P    SHARED                    164300
PRUDENTIAL FINL INC          COM              744320102   22201.01   360523 SH       SHARED                              360523
PRUDENTIAL FINL INC          COM              744320102   29551.44   479887 SH       SHARED    01              479887
PRUDENTIAL FINL INC          COM              744320102   38293.65   621852 SH       SHARED                    621852
PRUDENTIAL PLC               ADR              74435K204      43.76     1926 SH       SHARED    21                1926
PRUDENTIAL PLC               ADR              74435K204     161.79     7121 SH       SHARED                      7121
PRUDENTIAL PLC               ADR              74435K204     906.76    39910 SH       SHARED    01               39910
PS BUSINESS PKS INC CALIF    COM              69360J107       5.62       97 SH       SHARED    21                  97
PS BUSINESS PKS INC CALIF    COM              69360J107     601.24    10377 SH       SHARED                     10377
PS BUSINESS PKS INC CALIF    COM              69360J107     650.72    11231 SH       SHARED                               11231
PS BUSINESS PKS INC CALIF    COM              69360J107     870.78    15029 SH       SHARED    01               15029
PSIVIDA CORP                 COM              74440J101      12.15     3100 SH  C    SOLE              3100
PSS WORLD MED INC            COM              69366A100      39.75     1466 SH       SHARED    01                1466
PSS WORLD MED INC            COM              69366A100      81.34     3000 SH  C    SHARED                      3000
PSS WORLD MED INC            COM              69366A100     805.39    29705 SH       SHARED                     29705
PSYCHEMEDICS CORP            COM NEW          744375205       2.21      200 SH       SHARED    01                 200
PT INDOSAT TBK               SPONSORED ADR    744383100      19.97      660 SH       SHARED                       660
PT INDOSAT TBK               SPONSORED ADR    744383100     120.31     3976 SH       SHARED    01                3976
PUBLIC STORAGE               COM              74460D109      11.65      105 SH       SHARED    21                 105
PUBLIC STORAGE               COM              74460D109      55.46      500 SH  C    SHARED                       500
PUBLIC STORAGE               COM              74460D109     166.37     1500 SH  P    SHARED                      1500
PUBLIC STORAGE               COM              74460D109    3945.51    35574 SH       SHARED    01               35574
PUBLIC STORAGE               COM              74460D109    9581.07    86386 SH       SHARED                               86386
PUBLIC STORAGE               COM              74460D109     9831.4    88643 SH       SHARED                     88643
PUBLIC SVC ENTERPRISE GROUP  COM              744573106       8.67      275 SH       SHARED    21                 275
PUBLIC SVC ENTERPRISE GROUP  COM              744573106      27.89      885 SH       SHARED    20                           885
PUBLIC SVC ENTERPRISE GROUP  COM              744573106      302.5     9600 SH  C    SHARED                      9600
PUBLIC SVC ENTERPRISE GROUP  COM              744573106     368.67    11700 SH  P    SHARED                     11700
PUBLIC SVC ENTERPRISE GROUP  COM              744573106     1099.7    34900 SH       SHARED                               34900
PUBLIC SVC ENTERPRISE GROUP  COM              744573106    2113.69    67080 SH       SHARED                     67080
PUBLIC SVC ENTERPRISE GROUP  COM              744573106   22826.47   724420 SH       SHARED    01              724420
PUDA COAL INC                COM PAR $.001    744674300      45.94     3750 SH       SHARED    01                3750
PUDA COAL INC                COM PAR $.001    744674300      95.55     7800 SH  P    SHARED                      7800
PUDA COAL INC                COM PAR $.001    744674300     346.68    28300 SH  C    SHARED                     28300
PUDA COAL INC                COM PAR $.001    744674300     426.63    34827 SH       SHARED                     34827
PULASKI FINL CORP            COM              745548107       7.77     1036 SH       SOLE              1036
PULSE ELECTRONICS CORP       COM              74586W106     113.52    18764 SH       SOLE             18764
PULTE GROUP INC              COM              745867101       5.62      760 SH       SHARED    20                           760
PULTE GROUP INC              COM              745867101     165.02    22300 SH       SHARED                               22300
PULTE GROUP INC              COM              745867101     676.81    91461 SH       SHARED    01               91461
PULTE GROUP INC              COM              745867101    4164.72   562800 SH  C    SHARED                    562800
PULTE GROUP INC              COM              745867101   12651.04  1709600 SH  P    SHARED                   1709600
PUTMAN HIGH INCOME SEC FUND  SHS BEN INT      746779107      96.62    11421 SH       SHARED    01               11421
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
PUTNAM MANAGED MUN INCOM TR  COM              746823103       26.1     3782 SH       SHARED                      3782
PUTNAM MANAGED MUN INCOM TR  COM              746823103    1247.13   180743 SH       SHARED    01              180743
PUTNAM MASTER INTER INCOME T SH BEN INT       746909100      11.08     1874 SH       SHARED                      1874
PUTNAM MASTER INTER INCOME T SH BEN INT       746909100    2167.71   366786 SH       SHARED    01              366786
PUTNAM MUN OPPORTUNITIES TR  SH BEN INT       746922103       59.6     5498 SH       SHARED                      5498
PUTNAM MUN OPPORTUNITIES TR  SH BEN INT       746922103     148.53    13702 SH       SHARED    01               13702
PUTNAM PREMIER INCOME TR     SH BEN INT       746853100       8.88     1371 SH       SHARED                      1371
PUTNAM PREMIER INCOME TR     SH BEN INT       746853100    8270.16  1276260 SH       SHARED    01             1276260
PVF CAPITAL CORP             COM              693654105      95.07    44427 SH       SHARED    01               44427
PYRAMID OIL CO               COM              747215101       2.13      301 SH       SOLE               301
QAD INC                      CL A             74727D306       8.95      831 SH       SHARED    01                 831
QAD INC                      CL B             74727D207        2.1      206 SH       SHARED    01                 206
QCR HOLDINGS INC             COM              74727A104       7.29      868 SH       SHARED                       868
QCR HOLDINGS INC             COM              74727A104        8.4     1000 SH       SHARED    01                1000
QEP RES INC                  COM              74733V100      15.69      387 SH       SHARED    21                 387
QEP RES INC                  COM              74733V100      24.32      600 SH  C    SHARED                       600
QEP RES INC                  COM              74733V100     454.05    11200 SH       SHARED                               11200
QEP RES INC                  COM              74733V100    9354.48   230747 SH       SHARED    01              230747
QIAGEN N V                   ORD              N72482107      440.3    21960 SH       SHARED                               21960
QIAGEN N V                   ORD              N72482107      561.4    28000 SH  P    SHARED                     28000
QIAGEN N V                   ORD              N72482107     796.61    39731 SH       SHARED    01               39731
QIAGEN N V                   ORD              N72482107    6610.59   329705 SH       SHARED                    329705
QIAO XING MOBILE COMM CO LTD SHS              G73031109     292.23    71450 SH       SHARED    01               71450
QIAO XING UNVL RESOURCES INC SHS              G7303A109      10.82     5200 SH  C    SOLE              5200
QIAO XING UNVL RESOURCES INC SHS              G7303A109     167.09    80332 SH       SOLE             80332
QKL STORES INC               COM              74732Y105       9.95     3770 SH       SOLE              3770
QLIK TECHNOLOGIES INC        COM              74733T105       93.6     3600 SH  P    SHARED                      3600
QLIK TECHNOLOGIES INC        COM              74733T105      109.2     4200 SH  C    SHARED                      4200
QLIK TECHNOLOGIES INC        COM              74733T105     953.78    36684 SH       SHARED                     36684
QLIK TECHNOLOGIES INC        COM              74733T105    2218.06    85310 SH       SHARED    01               85310
QLOGIC CORP                  COM              747277101      10.78      581 SH       SHARED    21                 581
QLOGIC CORP                  COM              747277101     339.47    18300 SH  C    SHARED                     18300
QLOGIC CORP                  COM              747277101     812.49    43800 SH  P    SHARED                     43800
QLOGIC CORP                  COM              747277101    1125.34    60665 SH       SHARED    01               60665
QLOGIC CORP                  COM              747277101    1641.49    88490 SH       SHARED                     88490
QLT INC                      COM              746927102       6.95     1000 SH       SHARED    01                1000
QLT INC                      COM              746927102     196.88    28328 SH       SHARED                     28328
QR ENERGY LP                 UNIT LTD PRTNS   74734R108     226.75    10100 SH       SHARED    01               10100
QUAD / GRAPHICS INC          COM CL A         747301109     315.73     7422 SH       SOLE              7422
QUAKER CHEM CORP             COM              747316107      22.17      552 SH       SHARED    21                 552
QUAKER CHEM CORP             COM              747316107     262.11     6525 SH       SHARED                      6525
QUAKER CHEM CORP             COM              747316107    1390.89    34625 SH       SHARED    01               34625
QUALCOMM INC                 COM              747525103      88.33     1611 SH       SHARED    21                1611
QUALCOMM INC                 COM              747525103    7367.34   134367 SH       SHARED    20                        134367
QUALCOMM INC                 COM              747525103   24628.21   449174 SH       SHARED                              449174
QUALCOMM INC                 COM              747525103   38271.34   698000 SH  P    SHARED                    698000
QUALCOMM INC                 COM              747525103    94100.4  1716221 SH       SHARED    01             1716221
QUALCOMM INC                 COM              747525103   98741.15  1800860 SH       SHARED                   1800860
QUALCOMM INC                 COM              747525103  108793.69  1984200 SH  C    SHARED                   1984200
QUALITY SYS INC              COM              747582104       8.33      100 SH  C    SHARED                       100
QUALITY SYS INC              COM              747582104      41.84      502 SH       SHARED    21                 502
QUALITY SYS INC              COM              747582104      66.67      800 SH  P    SHARED                       800
QUALITY SYS INC              COM              747582104      871.9    10462 SH       SHARED                     10462
QUALITY SYS INC              COM              747582104    3987.15    47842 SH       SHARED    01               47842
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
QUANEX BUILDING PRODUCTS COR COM              747619104       0.39       20 SH       SHARED    01                  20
QUANEX BUILDING PRODUCTS COR COM              747619104     365.31    18610 SH       SHARED                     18610
QUANTA SVCS INC              COM              74762E102      192.9     8600 SH  C    SHARED                      8600
QUANTA SVCS INC              COM              74762E102     242.63    10817 SH       SHARED                     10817
QUANTA SVCS INC              COM              74762E102     273.65    12200 SH       SHARED                               12200
QUANTA SVCS INC              COM              74762E102     381.31    17000 SH  P    SHARED                     17000
QUANTA SVCS INC              COM              74762E102    6105.33   272195 SH       SHARED    01              272195
QUANTUM CORP                 COM DSSG         747906204       4.54     1800 SH  C    SHARED                      1800
QUANTUM CORP                 COM DSSG         747906204     202.52    80367 SH       SHARED                     80367
QUANTUM CORP                 COM DSSG         747906204    1473.47   584709 SH       SHARED    01              584709
QUANTUM FUEL SYS TECH WORLDW COM NEW          74765E208       0.23       53 SH       SHARED    01                  53
QUANTUM FUEL SYS TECH WORLDW COM NEW          74765E208       38.3     8805 SH       SHARED                      8805
QUATERRA RES INC             COM              747952109     274.26   164230 SH       SHARED    01              164230
QUEPASA CORP                 COM NEW          74833W206       0.59      100 SH  C    SHARED                       100
QUEPASA CORP                 COM NEW          74833W206      16.63     2800 SH       SHARED    01                2800
QUEST DIAGNOSTICS INC        COM              74834L100       4.85       84 SH       SHARED    21                  84
QUEST DIAGNOSTICS INC        COM              74834L100        329     5700 SH  P    SHARED                      5700
QUEST DIAGNOSTICS INC        COM              74834L100     444.44     7700 SH  C    SHARED                      7700
QUEST DIAGNOSTICS INC        COM              74834L100    1229.44    21300 SH       SHARED                               21300
QUEST DIAGNOSTICS INC        COM              74834L100     1381.3    23931 SH       SHARED                     23931
QUEST DIAGNOSTICS INC        COM              74834L100    3813.91    66076 SH       SHARED    01               66076
QUEST SOFTWARE INC           COM              74834T103       1.73       68 SH       SHARED    01                  68
QUEST SOFTWARE INC           COM              74834T103       5.08      200 SH  C    SHARED                       200
QUEST SOFTWARE INC           COM              74834T103    2687.27   105798 SH       SHARED                    105798
QUESTAR CORP                 COM              748356102       8.73      500 SH  C    SHARED                       500
QUESTAR CORP                 COM              748356102    1502.11    86081 SH       SHARED                     86081
QUESTAR CORP                 COM              748356102    5657.97   324239 SH       SHARED    01              324239
QUESTCOR PHARMACEUTICALS INC COM              74835Y101       2.88      200 SH  C    SHARED                       200
QUESTCOR PHARMACEUTICALS INC COM              74835Y101      55.49     3851 SH       SHARED    01                3851
QUESTCOR PHARMACEUTICALS INC COM              74835Y101     424.56    29463 SH       SHARED                     29463
QUICKLOGIC CORP              COM              74837P108       2.45      500 SH  C    SHARED                       500
QUICKLOGIC CORP              COM              74837P108      17.64     3600 SH  P    SHARED                      3600
QUICKLOGIC CORP              COM              74837P108      73.52    15005 SH       SHARED    01               15005
QUICKLOGIC CORP              COM              74837P108     118.52    24188 SH       SHARED                     24188
QUICKSILVER RESOURCES INC    COM              74837R104      44.36     3100 SH  P    SHARED                      3100
QUICKSILVER RESOURCES INC    COM              74837R104     620.97    43394 SH       SHARED                     43394
QUICKSILVER RESOURCES INC    COM              74837R104    1398.09    97700 SH  C    SHARED                     97700
QUICKSILVER RESOURCES INC    COM              74837R104    1714.15   119787 SH       SHARED    01              119787
QUIDEL CORP                  COM              74838J101     154.95    12956 SH       SHARED                     12956
QUIDEL CORP                  COM              74838J101      246.3    20594 SH       SHARED    01               20594
QUIKSILVER INC               COM              74838C106       5.75     1300 SH  C    SHARED                      1300
QUIKSILVER INC               COM              74838C106      23.07     5219 SH       SHARED    01                5219
QUIKSILVER INC               COM              74838C106      64.78    14656 SH       SHARED                     14656
QUINSTREET INC               COM              74874Q100     308.42    13569 SH       SHARED                     13569
QUINSTREET INC               COM              74874Q100    1905.89    83849 SH       SHARED    01               83849
QWEST COMMUNICATIONS INTL IN COM              749121109      38.86     5690 SH       SHARED    20                          5690
QWEST COMMUNICATIONS INTL IN COM              749121109     417.31    61100 SH  P    SHARED                     61100
QWEST COMMUNICATIONS INTL IN COM              749121109     686.42   100500 SH       SHARED                              100500
QWEST COMMUNICATIONS INTL IN COM              749121109    1294.29   189500 SH  C    SHARED                    189500
QWEST COMMUNICATIONS INTL IN COM              749121109    8780.04  1285511 SH       SHARED    01             1285511
QWEST COMMUNICATIONS INTL IN COM              749121109   43655.24  6391690 SH       SHARED                   6391690
RACKSPACE HOSTING INC        COM              750086100        7.5      175 SH       SHARED    21                 175
RACKSPACE HOSTING INC        COM              750086100     891.28    20800 SH  P    SHARED                     20800
RACKSPACE HOSTING INC        COM              750086100    2356.75    55000 SH  C    SHARED                     55000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
RACKSPACE HOSTING INC        COM              750086100   16227.42   378703 SH       SHARED    01              378703
RADA ELECTR INDS LTD         SHS NEW          M81863116       3.67     1059 SH       SOLE              1059
RADCOM LTD                   SHS NEW          M81865111      64.68     6520 SH       SHARED    01                6520
RADIAN GROUP INC             COM              750236101      85.13    12500 SH  P    SHARED                     12500
RADIAN GROUP INC             COM              750236101      95.34    14000 SH  C    SHARED                     14000
RADIAN GROUP INC             COM              750236101     578.76    84987 SH       SHARED    01               84987
RADIAN GROUP INC             COM              750236101    3571.35   524428 SH       SHARED                    524428
RADIANT SYSTEMS INC          COM              75025N102      10.61      600 SH  P    SHARED                       600
RADIANT SYSTEMS INC          COM              75025N102     139.53     7892 SH       SHARED    01                7892
RADIANT SYSTEMS INC          COM              75025N102     402.87    22787 SH       SHARED                     22787
RADIENT PHARMACEUTICALS CORP COM              750341109      31.82    58501 SH       SHARED    01               58501
RADIO ONE INC                CL A             75040P108       0.52      250 SH       SHARED    01                 250
RADIO ONE INC                CL D NON VTG     75040P405       0.98      500 SH       SHARED    01                 500
RADIO ONE INC                CL D NON VTG     75040P405     418.75   214743 SH       SHARED                    214743
RADIOSHACK CORP              COM              750438103     436.46    29078 SH       SHARED                     29078
RADIOSHACK CORP              COM              750438103      905.1    60300 SH  P    SHARED                     60300
RADIOSHACK CORP              COM              750438103    2126.27   141657 SH       SHARED    01              141657
RADIOSHACK CORP              COM              750438103    3925.12   261500 SH  C    SHARED                    261500
RADISYS CORP                 COM              750459109       15.8     1825 SH       SHARED    01                1825
RADISYS CORP                 COM              750459109     103.72    11977 SH       SHARED                     11977
RADNET INC                   COM              750491102       26.6     7600 SH       SHARED    01                7600
RADNET INC                   COM              750491102      85.81    24517 SH       SHARED                     24517
RADVISION LTD                ORD              M81869105       5.69      500 SH  P    SHARED                       500
RADVISION LTD                ORD              M81869105      11.64     1023 SH       SHARED    01                1023
RADVISION LTD                ORD              M81869105      75.38     6624 SH       SHARED                      6624
RADWARE LTD                  ORD              M81873107      42.53     1200 SH  C    SHARED                      1200
RADWARE LTD                  ORD              M81873107      289.9     8180 SH       SHARED                      8180
RADWARE LTD                  ORD              M81873107    2196.04    61965 SH       SHARED    01               61965
RAE SYS INC                  COM              75061P102      43.49    24712 SH       SOLE             24712
RAILAMERICA INC              COM              750753402        340    19953 SH       SOLE             19953
RAINMAKER SYSTEMS            COM NEW          750875304        1.9     1473 SH       SOLE              1473
RAIT FINANCIAL TRUST         COM              749227104     164.33    66800 SH  P    SHARED                     66800
RAIT FINANCIAL TRUST         COM              749227104      227.8    92600 SH       SHARED                     92600
RAIT FINANCIAL TRUST         COM              749227104      387.7   157600 SH  C    SHARED                    157600
RAIT FINANCIAL TRUST         COM              749227104     441.78   179584 SH       SHARED    01              179584
RALCORP HLDGS INC NEW        COM              751028101      13.14      192 SH       SHARED    21                 192
RALCORP HLDGS INC NEW        COM              751028101     212.13     3100 SH       SHARED                                3100
RALCORP HLDGS INC NEW        COM              751028101    1573.75    22998 SH       SHARED    01               22998
RALCORP HLDGS INC NEW        COM              751028101    3798.96    55516 SH       SHARED                     55516
RAM ENERGY RESOURCES INC     COM              75130P109       10.4     5000 SH       SHARED    01                5000
RAMBUS INC DEL               COM              750917106     187.88     9513 SH       SHARED    01                9513
RAMBUS INC DEL               COM              750917106    1301.53    65900 SH  C    SHARED                     65900
RAMBUS INC DEL               COM              750917106    1481.25    75000 SH  P    SHARED                     75000
RAMBUS INC DEL               COM              750917106    3357.32   169991 SH       SHARED                    169991
RAMCO-GERSHENSON PPTYS TR    COM SH BEN INT   751452202       3.32      265 SH       SHARED    21                 265
RAMCO-GERSHENSON PPTYS TR    COM SH BEN INT   751452202     192.41    15356 SH       SHARED                     15356
RAMCO-GERSHENSON PPTYS TR    COM SH BEN INT   751452202     288.47    23022 SH       SHARED                               23022
RAMCO-GERSHENSON PPTYS TR    COM SH BEN INT   751452202     289.94    23140 SH       SHARED    01               23140
RAMTRON INTL CORP            COM NEW          751907304       7.28     3369 SH       SOLE              3369
RAND CAP CORP                COM              752185108       0.79      286 SH       SOLE               286
RANDGOLD RES LTD             ADR              752344309     738.67     9059 SH       SHARED    01                9059
RANDGOLD RES LTD             ADR              752344309    4776.12    58574 SH       SHARED                     58574
RANGE RES CORP               COM              75281A109       4.68       80 SH       SHARED    20                            80
RANGE RES CORP               COM              75281A109      41.68      713 SH       SHARED    21                 713
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
RANGE RES CORP               COM              75281A109     701.52    12000 SH       SHARED                               12000
RANGE RES CORP               COM              75281A109    1560.88    26700 SH  P    SHARED                     26700
RANGE RES CORP               COM              75281A109    3747.29    64100 SH  C    SHARED                     64100
RANGE RES CORP               COM              75281A109    7187.54   122948 SH       SHARED    01              122948
RAPTOR PHARMACEUTICAL CORP   COM              75382F106      16.34     4736 SH       SOLE              4736
RARE ELEMENT RES LTD         COM              75381M102      13.17     1000 SH  C    SHARED    01                1000
RARE ELEMENT RES LTD         COM              75381M102     421.44    32000 SH  P    SHARED                     32000
RARE ELEMENT RES LTD         COM              75381M102     663.77    50400 SH  C    SHARED                     50400
RARE ELEMENT RES LTD         COM              75381M102     923.76    70141 SH       SHARED    01               70141
RARE ELEMENT RES LTD         COM              75381M102    2824.64   214475 SH       SHARED                    214475
RAVEN INDS INC               COM              754212108     753.13    12262 SH       SHARED    01               12262
RAYMOND JAMES FINANCIAL INC  COM              754730109     131.35     3435 SH       SHARED    20                          3435
RAYMOND JAMES FINANCIAL INC  COM              754730109    2341.55    61233 SH       SHARED    01               61233
RAYMOND JAMES FINANCIAL INC  COM              754730109    4632.39   121140 SH       SHARED                    121140
RAYONIER INC                 COM              754907103      43.62      700 SH  C    SHARED                       700
RAYONIER INC                 COM              754907103     249.24     4000 SH  P    SHARED                      4000
RAYONIER INC                 COM              754907103     367.63     5900 SH       SHARED                                5900
RAYONIER INC                 COM              754907103    5766.23    92541 SH       SHARED    01               92541
RAYONIER INC                 COM              754907103    8629.44   138492 SH       SHARED                    138492
RAYTHEON CO                  COM NEW          755111507        5.9      116 SH       SHARED    21                 116
RAYTHEON CO                  COM NEW          755111507      59.52     1170 SH       SHARED    20                          1170
RAYTHEON CO                  COM NEW          755111507     356.09     7000 SH  P    SHARED    01                7000
RAYTHEON CO                  COM NEW          755111507    1297.19    25500 SH       SHARED                               25500
RAYTHEON CO                  COM NEW          755111507    3927.16    77200 SH  P    SHARED                     77200
RAYTHEON CO                  COM NEW          755111507   16385.23   322100 SH  C    SHARED                    322100
RAYTHEON CO                  COM NEW          755111507    41415.4   814142 SH       SHARED    01              814142
RAYTHEON CO                  *W EXP 06/16/201 755111119       0.58       45 SH       SHARED    01                  45
RAYTHEON CO                  *W EXP 06/16/201 755111119       2.07      160 SH       SHARED                       160
RBC BEARINGS INC             COM              75524B104       3.71       97 SH       SHARED    21                  97
RBC BEARINGS INC             COM              75524B104     344.26     9005 SH       SHARED                      9005
RBC BEARINGS INC             COM              75524B104     410.51    10738 SH       SHARED    01               10738
RC2 CORP                     COM              749388104      13.94      496 SH       SHARED                       496
RC2 CORP                     COM              749388104    1887.42    67168 SH       SHARED    01               67168
RDA MICROELECTRONICS INC     SPONSORED ADR    749394102       10.7      747 SH       SOLE               747
REACHLOCAL INC               COM              75525F104      48.96     2448 SH       SOLE              2448
READING INTERNATIONAL INC    CL A             755408101       0.59      116 SH       SHARED    01                 116
READING INTERNATIONAL INC    CL B             755408200       0.08       12 SH       SOLE                12
REALD INC                    COM              75604L105      13.68      500 SH  C    SHARED                       500
REALD INC                    COM              75604L105      59.34     2169 SH       SHARED    01                2169
REALD INC                    COM              75604L105     585.75    21409 SH       SHARED                     21409
REALNETWORKS INC             COM              75605L104      11.79     3170 SH       SHARED    01                3170
REALNETWORKS INC             COM              75605L104     250.84    67431 SH       SHARED                     67431
REALPAGE INC                 COM              75606N109     377.13    13600 SH       SOLE             13600
REALTY INCOME CORP           COM              756109104      13.98      400 SH  P    SHARED                       400
REALTY INCOME CORP           COM              756109104      27.96      800 SH  C    SHARED                       800
REALTY INCOME CORP           COM              756109104    2005.47    57381 SH       SHARED    01               57381
REALTY INCOME CORP           COM              756109104     2466.6    70575 SH       SHARED                               70575
REALTY INCOME CORP           COM              756109104    5117.45   146422 SH       SHARED                    146422
REAVES UTIL INCOME FD        COM SH BEN INT   756158101      85.57     3727 SH       SHARED    01                3727
REAVES UTIL INCOME FD        COM SH BEN INT   756158101     488.41    21272 SH       SHARED                     21272
RECON TECHNOLOGY LTD         SHS              G7415M108          1      262 SH       SOLE               262
RED HAT INC                  COM              756577102      78.93     1739 SH       SHARED    21                1739
RED HAT INC                  COM              756577102     571.91    12600 SH       SHARED                               12600
RED HAT INC                  COM              756577102    1786.78    39365 SH       SHARED    20                         39365
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
RED HAT INC                  COM              756577102    1851.91    40800 SH  C    SHARED                     40800
RED HAT INC                  COM              756577102    2047.09    45100 SH  P    SHARED                     45100
RED HAT INC                  COM              756577102    2704.93    59593 SH       SHARED                     59593
RED HAT INC                  COM              756577102   14172.53   312239 SH       SHARED    01              312239
RED ROBIN GOURMET BURGERS IN COM              75689M101      201.7     7500 SH  C    SHARED                      7500
RED ROBIN GOURMET BURGERS IN COM              75689M101     379.19    14100 SH  P    SHARED                     14100
RED ROBIN GOURMET BURGERS IN COM              75689M101     908.63    33787 SH       SHARED    01               33787
REDDY ICE HLDGS INC          COM              75734R105       3.05     1017 SH       SHARED                      1017
REDDY ICE HLDGS INC          COM              75734R105      27.78     9260 SH       SHARED    01                9260
REDIFF COM INDIA LTD         SPONSORED ADR    757479100      65.11     8681 SH       SHARED                      8681
REDIFF COM INDIA LTD         SPONSORED ADR    757479100     479.62    63949 SH       SHARED    01               63949
REDWOOD TR INC               COM              758075402     236.36    15200 SH  P    SHARED                     15200
REDWOOD TR INC               COM              758075402     947.65    60942 SH       SHARED                     60942
REDWOOD TR INC               COM              758075402    1043.34    67096 SH       SHARED    01               67096
REED ELSEVIER N V            SPONS ADR NEW    758204200       1.52       59 SH       SHARED    21                  59
REED ELSEVIER N V            SPONS ADR NEW    758204200     359.53    13919 SH       SHARED                     13919
REED ELSEVIER N V            SPONS ADR NEW    758204200    3480.08   134730 SH       SHARED    01              134730
REED ELSEVIER P L C          SPONS ADR NEW    758205207       43.3     1250 SH       SHARED                      1250
REED ELSEVIER P L C          SPONS ADR NEW    758205207     746.18    21541 SH       SHARED    01               21541
REEDS INC                    COM              758338107       3.61     1712 SH       SOLE              1712
REGAL BELOIT CORP            COM              758750103     260.69     3531 SH       SHARED    01                3531
REGAL BELOIT CORP            COM              758750103    2772.54    37553 SH       SHARED                     37553
REGAL ENTMT GROUP            CL A             758766109       7.76      575 SH       SHARED    20                           575
REGAL ENTMT GROUP            CL A             758766109      17.55     1300 SH  P    SHARED                      1300
REGAL ENTMT GROUP            CL A             758766109     125.55     9300 SH  C    SHARED                      9300
REGAL ENTMT GROUP            CL A             758766109     726.08    53784 SH       SHARED                     53784
REGAL ENTMT GROUP            CL A             758766109     2105.6   155970 SH       SHARED    01              155970
REGENCY CTRS CORP            COM              758849103    1558.32    35840 SH       SHARED    01               35840
REGENCY CTRS CORP            COM              758849103    2440.36    56126 SH       SHARED                               56126
REGENCY CTRS CORP            COM              758849103    3624.45    83359 SH       SHARED                     83359
REGENCY ENERGY PARTNERS L P  COM UNITS L P    75885Y107     111.97     4100 SH  C    SHARED                      4100
REGENCY ENERGY PARTNERS L P  COM UNITS L P    75885Y107     136.55     5000 SH  P    SHARED                      5000
REGENCY ENERGY PARTNERS L P  COM UNITS L P    75885Y107   13402.25   490745 SH       SHARED                    490745
REGENCY ENERGY PARTNERS L P  COM UNITS L P    75885Y107   31467.97  1152251 SH       SHARED    01             1152251
REGENERON PHARMACEUTICALS    COM              75886F107      13.48      300 SH  C    SHARED                       300
REGENERON PHARMACEUTICALS    COM              75886F107      89.88     2000 SH  P    SHARED                      2000
REGENERON PHARMACEUTICALS    COM              75886F107     253.64     5644 SH       SHARED    01                5644
REGENERON PHARMACEUTICALS    COM              75886F107    2220.58    49412 SH       SHARED                     49412
REGIONAL BK HOLDRS TR        DEPOSITRY RCPT   75902E100     520.68     6000 SH       SHARED    01                6000
REGIONS FINANCIAL CORP NEW   COM              7591EP100       5.05      695 SH       SHARED    20                           695
REGIONS FINANCIAL CORP NEW   COM              7591EP100       6.14      846 SH       SHARED    21                 846
REGIONS FINANCIAL CORP NEW   COM              7591EP100     575.28    79239 SH       SHARED                               79239
REGIONS FINANCIAL CORP NEW   COM              7591EP100     598.95    82500 SH  C    SHARED                     82500
REGIONS FINANCIAL CORP NEW   COM              7591EP100     654.13    90100 SH  P    SHARED                     90100
REGIONS FINANCIAL CORP NEW   COM              7591EP100    2584.06   355931 SH       SHARED    01              355931
REGIS CORP MINN              COM              758932107        7.1      400 SH  C    SHARED                       400
REGIS CORP MINN              COM              758932107    1498.39    84464 SH       SHARED                     84464
REGIS CORP MINN              COM              758932107    2207.16   124417 SH       SHARED    01              124417
REHABCARE GROUP INC          COM              759148109     143.87     3902 SH       SHARED    01                3902
REHABCARE GROUP INC          COM              759148109    3210.53    87077 SH       SHARED                     87077
REINSURANCE GROUP AMER INC   COM NEW          759351604      12.56      200 SH  P    SHARED                       200
REINSURANCE GROUP AMER INC   COM NEW          759351604      21.97      350 SH       SHARED    20                           350
REINSURANCE GROUP AMER INC   COM NEW          759351604      81.61     1300 SH  C    SHARED                      1300
REINSURANCE GROUP AMER INC   COM NEW          759351604     998.89    15911 SH       SHARED    01               15911
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
REINSURANCE GROUP AMER INC   COM NEW          759351604    4420.84    70418 SH       SHARED                     70418
REIS INC                     COM              75936P105      21.56     2733 SH       SOLE              2733
RELIANCE STEEL & ALUMINUM CO COM              759509102     375.57     6500 SH  P    SHARED                      6500
RELIANCE STEEL & ALUMINUM CO COM              759509102     606.69    10500 SH  C    SHARED                     10500
RELIANCE STEEL & ALUMINUM CO COM              759509102    3267.63    56553 SH       SHARED    01               56553
RELIANCE STEEL & ALUMINUM CO COM              759509102   10018.19   173385 SH       SHARED                    173385
RELIV INTL INC               COM              75952R100       6.72     3200 SH       SHARED    01                3200
RELM WIRELESS CORP           COM              759525108       0.12       76 SH       SHARED    01                  76
RELM WIRELESS CORP           COM              759525108       3.56     2240 SH       SHARED                      2240
RENAISSANCE LEARNING INC     COM              75968L105       7.32      623 SH       SHARED    21                 623
RENAISSANCE LEARNING INC     COM              75968L105      41.61     3541 SH       SHARED                      3541
RENAISSANCE LEARNING INC     COM              75968L105     337.19    28697 SH       SHARED    01               28697
RENAISSANCERE HOLDINGS LTD   COM              G7496G103     241.47     3500 SH       SHARED                                3500
RENAISSANCERE HOLDINGS LTD   COM              G7496G103     869.62    12605 SH       SHARED                     12605
RENAISSANCERE HOLDINGS LTD   COM              G7496G103    2553.32    37010 SH       SHARED    01               37010
RENASANT CORP                COM              75970E107     160.97     9480 SH       SOLE              9480
RENESOLA LTD                 SPONS ADS        75971T103       8.51      807 SH       SHARED    01                 807
RENESOLA LTD                 SPONS ADS        75971T103     562.45    53313 SH       SHARED                     53313
RENN GLOBAL ENTREPENRS       COM              759720105       2.84     1335 SH       SHARED    01                1335
RENN GLOBAL ENTREPENRS       COM              759720105       5.87     2756 SH       SHARED                      2756
RENT A CTR INC NEW           COM              76009N100      17.07      489 SH       SHARED    01                 489
RENT A CTR INC NEW           COM              76009N100      46.29     1326 SH       SHARED                      1326
RENTECH INC                  COM              760112102      31.69    25350 SH       SHARED    01               25350
RENTECH INC                  COM              760112102     112.85    90280 SH       SHARED                     90280
RENTRAK CORP                 COM              760174102       67.3     2500 SH       SHARED    01                2500
REPLIGEN CORP                COM              759916109        2.3      616 SH       SHARED                       616
REPLIGEN CORP                COM              759916109       5.42     1450 SH       SHARED    01                1450
REPROS THERAPEUTICS INC      COM NEW          76028H209        8.3     1500 SH  C    SOLE              1500
REPROS THERAPEUTICS INC      COM NEW          76028H209      68.87    12453 SH       SOLE             12453
REPUBLIC AWYS HLDGS INC      COM              760276105       6.43     1000 SH  C    SOLE              1000
REPUBLIC BANCORP KY          CL A             760281204      84.17     4321 SH       SHARED                      4321
REPUBLIC BANCORP KY          CL A             760281204     102.11     5242 SH       SHARED    01                5242
REPUBLIC FIRST BANCORP INC   COM              760416107       2.79     1000 SH       SHARED    01                1000
REPUBLIC FIRST BANCORP INC   COM              760416107       4.36     1565 SH       SHARED                      1565
REPUBLIC SVCS INC            COM              760759100      18.02      600 SH  P    SHARED                       600
REPUBLIC SVCS INC            COM              760759100      47.07     1567 SH       SHARED    21                1567
REPUBLIC SVCS INC            COM              760759100     363.48    12100 SH  C    SHARED                     12100
REPUBLIC SVCS INC            COM              760759100        824    27430 SH       SHARED                               27430
REPUBLIC SVCS INC            COM              760759100    1590.53    52947 SH       SHARED                     52947
REPUBLIC SVCS INC            COM              760759100    7127.26   237259 SH       SHARED    01              237259
REPUBLIC SVCS INC            COM              760759100     7436.4   247550 SH       SHARED    20                        247550
RESEARCH FRONTIERS INC       COM              760911107      81.89    12007 SH       SOLE             12007
RESEARCH IN MOTION LTD       COM              760975102      33.81      598 SH       SHARED    21                 598
RESEARCH IN MOTION LTD       COM              760975102    1583.69    28010 SH       SHARED                               28010
RESEARCH IN MOTION LTD       COM              760975102    3506.89    62025 SH       SHARED                     62025
RESEARCH IN MOTION LTD       COM              760975102    6876.23   121617 SH       SHARED    20                        121617
RESEARCH IN MOTION LTD       COM              760975102   18789.49   332322 SH       SHARED    01              332322
RESEARCH IN MOTION LTD       COM              760975102   61922.61  1095200 SH  P    SHARED                   1095200
RESEARCH IN MOTION LTD       COM              760975102  107279.45  1897408 SH  C    SHARED                   1897408
RESMED INC                   COM              761152107     365.46    12182 SH       SHARED    01               12182
RESMED INC                   COM              761152107    1809.66    60322 SH       SHARED                     60322
RESOLUTE ENERGY CORP         COM              76116A108       7.71      425 SH       SHARED    21                 425
RESOLUTE ENERGY CORP         COM              76116A108     901.92    49720 SH       SHARED    01               49720
RESOLUTE ENERGY CORP         COM              76116A108    1161.59    64035 SH       SHARED                     64035
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
RESOLUTE ENERGY CORP         *W EXP 09/25/201 76116A116      10.94     2112 SH       SOLE              2112
RESOURCE CAP CORP            COM              76120W302       1.98      300 SH  P    SHARED                       300
RESOURCE CAP CORP            COM              76120W302      12.52     1900 SH  C    SHARED                      1900
RESOURCE CAP CORP            COM              76120W302     343.62    52143 SH       SHARED    01               52143
RESOURCE CAP CORP            COM              76120W302     400.38    60756 SH       SHARED                     60756
RESOURCES CONNECTION INC     COM              76122Q105       5.82      300 SH  C    SHARED                       300
RESOURCES CONNECTION INC     COM              76122Q105       8.59      443 SH       SHARED    01                 443
RESOURCES CONNECTION INC     COM              76122Q105    1814.54    93581 SH       SHARED                     93581
RETAIL HOLDRS TR             DEP RCPT         76127U101     148.36     1400 SH       SHARED    01                1400
RETAIL HOLDRS TR             DEP RCPT         76127U101    3062.53    28900 SH  P    SHARED                     28900
RETAIL HOLDRS TR             DEP RCPT         76127U101    3210.89    30300 SH  C    SHARED                     30300
RETAIL HOLDRS TR             DEP RCPT         76127U101    7694.27    72608 SH       SHARED                     72608
RETAIL OPPORTUNITY INVTS COR COM              76131N101      87.52     8000 SH       SHARED                                8000
RETAIL OPPORTUNITY INVTS COR COM              76131N101     187.49    17138 SH       SHARED                     17138
RETAIL OPPORTUNITY INVTS COR COM              76131N101     368.83    33714 SH       SHARED    01               33714
RETAIL OPPORTUNITY INVTS COR UNIT 10/23/2014  76131N200       4.45      386 SH       SOLE               386
RETAIL VENTURES INC          COM              76128Y102     470.55    27278 SH       SOLE             27278
RETRACTABLE TECHNOLOGIES INC COM              76129W105       1.52      922 SH       SOLE               922
REVENUESHARES ETF TR         ADR FD           761396605      71.25     1761 SH       SHARED                      1761
REVENUESHARES ETF TR         ADR FD           761396605    2198.19    54330 SH       SHARED    01               54330
REVENUESHARES ETF TR         LARGECAP FD      761396100    1975.93    78597 SH       SHARED                     78597
REVENUESHARES ETF TR         LARGECAP FD      761396100    3156.08   125540 SH       SHARED    01              125540
REVENUESHARES ETF TR         MID CAP FD       761396209    3655.54   112930 SH       SHARED    01              112930
REVENUESHARES ETF TR         NAVELLR A-100    761396704      11.25      279 SH       SHARED    01                 279
REVENUESHARES ETF TR         SMALL CAP FD     761396308    3136.58    90054 SH       SHARED    01               90054
REVENUESHARES ETF TR         S&P500 FINL FD   761396506      34.51     1072 SH       SHARED                      1072
REVENUESHARES ETF TR         S&P500 FINL FD   761396506     187.51     5825 SH       SHARED    01                5825
REVLON INC                   CL A NEW         761525609       0.79       50 SH       SHARED    01                  50
REVLON INC                   CL A NEW         761525609      10.28      648 SH       SHARED                       648
REVLON INC                   CL A NEW         761525609      34.91     2200 SH  C    SHARED                      2200
REX AMERICAN RESOURCES CORP  COM              761624105       8.16      511 SH       SOLE               511
REX ENERGY CORPORATION       COM              761565100       4.66      400 SH       SHARED    01                 400
REX ENERGY CORPORATION       COM              761565100      39.58     3400 SH  P    SHARED                      3400
REX ENERGY CORPORATION       COM              761565100     118.73    10200 SH  C    SHARED                     10200
REX ENERGY CORPORATION       COM              761565100     669.59    57525 SH       SHARED                     57525
REXAHN PHARMACEUTICALS INC   COM              761640101        5.9     5000 SH       SHARED    01                5000
REYNOLDS AMERICAN INC        COM              761713106      29.06      818 SH       SHARED    21                 818
REYNOLDS AMERICAN INC        COM              761713106     812.57    22870 SH       SHARED                               22870
REYNOLDS AMERICAN INC        COM              761713106     943.32    26550 SH       SHARED    20                         26550
REYNOLDS AMERICAN INC        COM              761713106    1975.47    55600 SH  C    SHARED                     55600
REYNOLDS AMERICAN INC        COM              761713106    7027.83   197800 SH  P    SHARED                    197800
REYNOLDS AMERICAN INC        COM              761713106    9721.75   273621 SH       SHARED                    273621
REYNOLDS AMERICAN INC        COM              761713106    11007.9   309820 SH       SHARED    01              309820
RF INDS LTD                  COM PAR $0.01    749552105       8.33     2093 SH       SHARED                      2093
RF INDS LTD                  COM PAR $0.01    749552105      39.81    10000 SH       SHARED    01               10000
RF MICRODEVICES INC          COM              749941100     168.58    26300 SH  C    SHARED                     26300
RF MICRODEVICES INC          COM              749941100     212.17    33100 SH  P    SHARED                     33100
RF MICRODEVICES INC          COM              749941100     304.43    47493 SH       SHARED    01               47493
RF MICRODEVICES INC          COM              749941100    1414.07   220603 SH       SHARED                    220603
RF MONOLITHICS INC           COM              74955F106          2     1596 SH       SHARED                      1596
RF MONOLITHICS INC           COM              74955F106          5     4000 SH       SHARED    01                4000
RGC RES INC                  COM              74955L103      20.08      588 SH       SHARED                       588
RGC RES INC                  COM              74955L103      90.57     2652 SH       SHARED    01                2652
RHINO RESOURCE PARTNERS LP   COM UNIT REPST   76218Y103      11.17      445 SH       SOLE               445
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
RICHMONT MINES INC           COM              76547T106       4.59      690 SH       SOLE               690
RICKS CABARET INTL INC       COM NEW          765641303       5.45      500 SH  P    SOLE               500
RICKS CABARET INTL INC       COM NEW          765641303      13.08     1200 SH  C    SOLE              1200
RICKS CABARET INTL INC       COM NEW          765641303     126.63    11617 SH       SOLE             11617
RIGEL PHARMACEUTICALS INC    COM NEW          766559603     209.62    29482 SH       SOLE             29482
RIGHTNOW TECHNOLOGIES INC    COM              76657R106       3.13      100 SH  P    SHARED                       100
RIGHTNOW TECHNOLOGIES INC    COM              76657R106     382.48    12214 SH       SHARED                     12214
RIGHTNOW TECHNOLOGIES INC    COM              76657R106     931.65    29751 SH       SHARED    01               29751
RIGNET INC                   COM              766582100      48.96     2693 SH       SHARED                      2693
RIGNET INC                   COM              766582100      67.99     3740 SH       SHARED    01                3740
RIO TINTO PLC                SPONSORED ADR    767204100      49.43      695 SH       SHARED    20                           695
RIO TINTO PLC                SPONSORED ADR    767204100     178.51     2510 SH       SHARED                                2510
RIO TINTO PLC                SPONSORED ADR    767204100     260.01     3656 SH       SHARED    21                3656
RIO TINTO PLC                SPONSORED ADR    767204100   23524.01   330765 SH       SHARED                    330765
RIO TINTO PLC                SPONSORED ADR    767204100   40539.82   570020 SH       SHARED    01              570020
RITCHIE BROS AUCTIONEERS     COM              767744105      225.2     8000 SH       SHARED                                8000
RITCHIE BROS AUCTIONEERS     COM              767744105     242.37     8610 SH       SHARED    01                8610
RITE AID CORP                COM              767754104       2.12     2000 SH  P    SHARED                      2000
RITE AID CORP                COM              767754104       6.78     6400 SH  C    SHARED                      6400
RITE AID CORP                COM              767754104     353.66   333640 SH       SHARED    01              333640
RITE AID CORP                COM              767754104    6249.74  5895981 SH       SHARED                   5895981
RIVER VY BANCORP             COM              768475105      66.91     4679 SH       SOLE              4679
RIVERBED TECHNOLOGY INC      COM              768573107    2707.04    71900 SH  C    SHARED                     71900
RIVERBED TECHNOLOGY INC      COM              768573107    2928.61    77785 SH       SHARED    20                         77785
RIVERBED TECHNOLOGY INC      COM              768573107    3723.59    98900 SH  P    SHARED                     98900
RIVERBED TECHNOLOGY INC      COM              768573107     4188.6   111251 SH       SHARED                    111251
RIVERBED TECHNOLOGY INC      COM              768573107    7644.49   203041 SH       SHARED    01              203041
RIVERSOURCE LASALLE INTL R/E COM              76932W102     589.06    59688 SH       SHARED    01               59688
RIVERVIEW BANCORP INC        COM              769397100      34.15    11234 SH       SHARED    01               11234
RIVUS BOND FUND              COM              769667106     629.99    34922 SH       SHARED    01               34922
RLI CORP                     COM              749607107       2.82       49 SH       SHARED    21                  49
RLI CORP                     COM              749607107     946.61    16420 SH       SHARED                     16420
RLI CORP                     COM              749607107    1405.97    24388 SH       SHARED    01               24388
RMR ASIA PAC REAL EST FD NEW COM              76970B101       29.4     1681 SH       SHARED    01                1681
RMR REAL ESTATE INCOME FD    COM SHS          74964K609      23.98      766 SH       SHARED                       766
RMR REAL ESTATE INCOME FD    COM SHS          74964K609    3861.73   123378 SH       SHARED    01              123378
ROADRUNNER TRNSN SVCS HLDG I COM              76973Q105     113.63     7575 SH       SOLE              7575
ROBBINS & MYERS INC          COM              770196103      87.38     1900 SH  C    SHARED                      1900
ROBBINS & MYERS INC          COM              770196103     962.85    20936 SH       SHARED                     20936
ROBBINS & MYERS INC          COM              770196103    2107.58    45827 SH       SHARED    01               45827
ROBERT HALF INTL INC         COM              770323103       5.94      194 SH       SHARED    21                 194
ROBERT HALF INTL INC         COM              770323103     284.58     9300 SH       SHARED                                9300
ROBERT HALF INTL INC         COM              770323103     662.89    21663 SH       SHARED    01               21663
ROBERT HALF INTL INC         COM              770323103    2860.52    93481 SH       SHARED                     93481
ROBERTS REALTY INVS          COM              769900101       6.65     3463 SH       SOLE              3463
ROCK-TENN CO                 CL A             772739207     714.31    10300 SH  C    SHARED                     10300
ROCK-TENN CO                 CL A             772739207    1367.86    19724 SH       SHARED                     19724
ROCK-TENN CO                 CL A             772739207    1930.08    27831 SH       SHARED    01               27831
ROCKVILLE FINL NEW INC       COM              774188106     173.98    16681 SH       SHARED    01               16681
ROCKVILLE FINL NEW INC       COM              774188106     206.97    19844 SH       SHARED                     19844
ROCKWELL AUTOMATION INC      COM              773903109      56.22      594 SH       SHARED    21                 594
ROCKWELL AUTOMATION INC      COM              773903109     690.95     7300 SH  C    SHARED                      7300
ROCKWELL AUTOMATION INC      COM              773903109     861.32     9100 SH       SHARED                                9100
ROCKWELL AUTOMATION INC      COM              773903109    8126.37    85857 SH       SHARED                     85857
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ROCKWELL AUTOMATION INC      COM              773903109    11216.5   118505 SH       SHARED    01              118505
ROCKWELL COLLINS INC         COM              774341101       4.86       75 SH       SHARED    21                  75
ROCKWELL COLLINS INC         COM              774341101      51.86      800 SH  P    SHARED                       800
ROCKWELL COLLINS INC         COM              774341101     317.67     4900 SH  C    SHARED                      4900
ROCKWELL COLLINS INC         COM              774341101     700.16    10800 SH       SHARED                               10800
ROCKWELL COLLINS INC         COM              774341101   10391.15   160283 SH       SHARED                    160283
ROCKWELL COLLINS INC         COM              774341101   10495.85   161898 SH       SHARED    01              161898
ROCKWELL MEDICAL TECH        COM              774374102      10.78     1200 SH       SOLE              1200
ROCKWOOD HLDGS INC           COM              774415103     241.18     4900 SH  C    SHARED                      4900
ROCKWOOD HLDGS INC           COM              774415103     881.04    17900 SH  P    SHARED                     17900
ROCKWOOD HLDGS INC           COM              774415103    5025.85   102110 SH       SHARED                    102110
ROCKWOOD HLDGS INC           COM              774415103    5209.25   105836 SH       SHARED    01              105836
ROCKY BRANDS INC             COM              774515100      63.93     4184 SH       SHARED                      4184
ROCKY BRANDS INC             COM              774515100     322.33    21095 SH       SHARED    01               21095
ROCKY MTN CHOCOLATE FACTORY  COM PAR $0.03    774678403      10.83     1042 SH       SHARED    01                1042
ROFIN SINAR TECHNOLOGIES INC COM              775043102       7.43      188 SH       SHARED    21                 188
ROFIN SINAR TECHNOLOGIES INC COM              775043102      19.75      500 SH  C    SHARED                       500
ROFIN SINAR TECHNOLOGIES INC COM              775043102      205.2     5195 SH       SHARED    20                          5195
ROFIN SINAR TECHNOLOGIES INC COM              775043102     694.57    17584 SH       SHARED                     17584
ROFIN SINAR TECHNOLOGIES INC COM              775043102     1155.3    29248 SH       SHARED    01               29248
ROGERS COMMUNICATIONS INC    CL B             775109200       7.28      200 SH  C    SHARED                       200
ROGERS COMMUNICATIONS INC    CL B             775109200       7.28      200 SH  P    SHARED                       200
ROGERS COMMUNICATIONS INC    CL B             775109200     966.93    26564 SH       SHARED    01               26564
ROGERS COMMUNICATIONS INC    CL B             775109200    1059.24    29100 SH       SHARED                               29100
ROGERS COMMUNICATIONS INC    CL B             775109200   98249.93  2699174 SH       SHARED                   2699174
ROGERS CORP                  COM              775133101      242.6     5384 SH       SHARED    01                5384
ROGERS CORP                  COM              775133101      351.2     7794 SH       SHARED                      7794
ROLLINS INC                  COM              775711104       3.29      162 SH       SHARED    21                 162
ROLLINS INC                  COM              775711104    1319.87    65018 SH       SHARED                     65018
ROLLINS INC                  COM              775711104    1677.92    82656 SH       SHARED    01               82656
ROMA FINANCIAL CORP          COM              77581P109      33.25     3004 SH       SOLE              3004
ROME BANCORP INC NEW         COM              77587P103      21.44     1897 SH       SOLE              1897
ROPER INDS INC NEW           COM              776696106     579.28     6700 SH       SHARED                                6700
ROPER INDS INC NEW           COM              776696106    2436.88    28185 SH       SHARED    20                         28185
ROPER INDS INC NEW           COM              776696106     4882.4    56470 SH       SHARED                     56470
ROPER INDS INC NEW           COM              776696106    5971.36    69065 SH       SHARED    01               69065
ROSETTA RESOURCES INC        COM              777779307       9.76      205 SH       SHARED    20                           205
ROSETTA RESOURCES INC        COM              777779307      85.67     1800 SH  P    SHARED                      1800
ROSETTA RESOURCES INC        COM              777779307     157.06     3300 SH  C    SHARED                      3300
ROSETTA RESOURCES INC        COM              777779307    1181.55    24825 SH       SHARED                     24825
ROSETTA RESOURCES INC        COM              777779307    1862.92    39141 SH       SHARED    01               39141
ROSETTA STONE INC            COM              777780107       8.72      660 SH       SHARED    01                 660
ROSETTA STONE INC            COM              777780107      48.88     3700 SH  P    SHARED                      3700
ROSETTA STONE INC            COM              777780107     219.29    16600 SH  C    SHARED                     16600
ROSETTA STONE INC            COM              777780107     283.26    21443 SH       SHARED                     21443
ROSS STORES INC              COM              778296103      14.22      200 SH  P    SHARED                       200
ROSS STORES INC              COM              778296103      15.15      213 SH       SHARED    21                 213
ROSS STORES INC              COM              778296103     184.91     2600 SH  C    SHARED                      2600
ROSS STORES INC              COM              778296103     497.84     7000 SH       SHARED                                7000
ROSS STORES INC              COM              778296103    2839.18    39921 SH       SHARED                     39921
ROSS STORES INC              COM              778296103    6471.49    90994 SH       SHARED    01               90994
ROVI CORP                    COM              779376102       3.06       57 SH       SHARED    20                            57
ROVI CORP                    COM              779376102       4.83       90 SH       SHARED    21                  90
ROVI CORP                    COM              779376102     209.24     3900 SH  C    SHARED                      3900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ROVI CORP                    COM              779376102    1621.79    30229 SH       SHARED                     30229
ROVI CORP                    COM              779376102    4255.14    79313 SH       SHARED    01               79313
ROWAN COS INC                COM              779382100     428.55     9700 SH       SHARED                                9700
ROWAN COS INC                COM              779382100     453.77    10271 SH       SHARED                     10271
ROWAN COS INC                COM              779382100    1259.13    28500 SH  P    SHARED                     28500
ROWAN COS INC                COM              779382100    1844.87    41758 SH       SHARED    01               41758
ROWAN COS INC                COM              779382100    2544.77    57600 SH  C    SHARED                     57600
ROYAL BANCSHARES PA INC      CL A             780081105       3.39     1886 SH       SHARED                      1886
ROYAL BANCSHARES PA INC      CL A             780081105       4.71     2614 SH       SHARED    01                2614
ROYAL BK CDA MONTREAL QUE    COM              780087102      23.86      385 SH       SHARED    20                           385
ROYAL BK CDA MONTREAL QUE    COM              780087102      61.97     1000 SH  P    SHARED    01                1000
ROYAL BK CDA MONTREAL QUE    COM              780087102      68.17     1100 SH  C    SHARED                      1100
ROYAL BK CDA MONTREAL QUE    COM              780087102    5329.42    86000 SH       SHARED                               86000
ROYAL BK CDA MONTREAL QUE    COM              780087102    6870.12   110862 SH       SHARED    01              110862
ROYAL BK CDA MONTREAL QUE    COM              780087102   25386.57   409659 SH       SHARED                    409659
ROYAL BK SCOTLAND GROUP PLC  ADR PFD SER P    780097762      75.42     4500 SH       SHARED    01                4500
ROYAL BK SCOTLAND GROUP PLC  ADR PFD SER P    780097762     123.17     7349 SH       SHARED                      7349
ROYAL BK SCOTLAND GROUP PLC  ADR PREF SER N   780097770      29.44     1731 SH       SHARED                      1731
ROYAL BK SCOTLAND GROUP PLC  ADR PREF SER N   780097770     162.87     9575 SH       SHARED    01                9575
ROYAL BK SCOTLAND GROUP PLC  ADR PREF SHS Q   780097754      10.75      599 SH       SHARED                       599
ROYAL BK SCOTLAND GROUP PLC  ADR PREF SHS Q   780097754     729.44    40660 SH       SHARED    01               40660
ROYAL BK SCOTLAND GROUP PLC  ADR PREF SHS R   780097747      108.9     6600 SH       SHARED    01                6600
ROYAL BK SCOTLAND GROUP PLC  ADR PREF SHS R   780097747   17705.11  1073037 SH       SHARED                   1073037
ROYAL BK SCOTLAND GROUP PLC  SP ADR L RP PF   780097788    1552.26    81698 SH       SHARED    01               81698
ROYAL BK SCOTLAND GROUP PLC  SP ADR PREF M    780097796      30.22     1756 SH       SHARED                      1756
ROYAL BK SCOTLAND GROUP PLC  SP ADR PREF M    780097796     179.38    10423 SH       SHARED    01               10423
ROYAL BK SCOTLAND GROUP PLC  SP ADR PREF S    780097739      34.55     1973 SH       SHARED                      1973
ROYAL BK SCOTLAND GROUP PLC  SP ADR PREF S    780097739     150.59     8600 SH       SHARED    01                8600
ROYAL BK SCOTLAND GROUP PLC  SP ADR PREF T    780097713      36.67     1871 SH       SHARED                      1871
ROYAL BK SCOTLAND GROUP PLC  SP ADR PREF T    780097713     767.83    39175 SH       SHARED    01               39175
ROYAL BK SCOTLAND GROUP PLC  SPON ADR F       780097804     268.78    11447 SH       SHARED    01               11447
ROYAL BK SCOTLAND GROUP PLC  SPON ADR SER H   780097879     262.58    11670 SH       SHARED                     11670
ROYAL BK SCOTLAND GROUP PLC  SPON ADR SER H   780097879     904.07    40181 SH       SHARED    01               40181
ROYAL BK SCOTLAND GROUP PLC  SPONS ADR 20 ORD 780097689    2847.54   216050 SH       SHARED    01              216050
ROYAL BK SCOTLAND GROUP PLC  SPONS ADR 20 ORD 780097689    3554.54   269692 SH       SHARED                    269692
ROYAL BK SCOTLAND N V        TRENDPILOT ETN   78009L308       15.9      584 SH       SHARED                       584
ROYAL BK SCOTLAND N V        TRENDPILOT ETN   78009L308      27.22     1000 SH       SHARED    01                1000
ROYAL CARIBBEAN CRUISES LTD  COM              V7780T103      11.02      267 SH       SHARED    21                 267
ROYAL CARIBBEAN CRUISES LTD  COM              V7780T103     221.32     5364 SH       SHARED    01                5364
ROYAL CARIBBEAN CRUISES LTD  COM              V7780T103     379.59     9200 SH       SHARED                                9200
ROYAL CARIBBEAN CRUISES LTD  COM              V7780T103    8322.14   201700 SH  P    SHARED                    201700
ROYAL CARIBBEAN CRUISES LTD  COM              V7780T103    8672.85   210200 SH  C    SHARED                    210200
ROYAL CARIBBEAN CRUISES LTD  COM              V7780T103   10085.39   244435 SH       SHARED                    244435
ROYAL DUTCH SHELL PLC        SPON ADR B       780259107       45.7      624 SH       SHARED    21                 624
ROYAL DUTCH SHELL PLC        SPON ADR B       780259107     992.26    13548 SH       SHARED                     13548
ROYAL DUTCH SHELL PLC        SPON ADR B       780259107    1463.34    19980 SH       SHARED    20                         19980
ROYAL DUTCH SHELL PLC        SPON ADR B       780259107    8211.96   112124 SH       SHARED    01              112124
ROYAL DUTCH SHELL PLC        SPONS ADR A      780259206     229.51     3150 SH       SHARED                                3150
ROYAL DUTCH SHELL PLC        SPONS ADR A      780259206     348.56     4784 SH       SHARED    21                4784
ROYAL DUTCH SHELL PLC        SPONS ADR A      780259206    1756.07    24102 SH       SHARED                     24102
ROYAL DUTCH SHELL PLC        SPONS ADR A      780259206    55895.2   767159 SH       SHARED    01              767159
ROYAL GOLD INC               COM              780287108    2245.76    42858 SH       SHARED    01               42858
ROYAL GOLD INC               COM              780287108    4632.16    88400 SH  P    SHARED                     88400
ROYAL GOLD INC               COM              780287108   11889.56   226900 SH  C    SHARED                    226900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ROYALE ENERGY INC            COM NEW          78074G200       2.62      500 SH  C    SOLE               500
ROYALE ENERGY INC            COM NEW          78074G200      18.86     3600 SH  P    SOLE              3600
ROYALE ENERGY INC            COM NEW          78074G200     520.98    99424 SH       SOLE             99424
ROYCE FOCUS TR               COM              78080N108       2.12      254 SH       SHARED                       254
ROYCE FOCUS TR               COM              78080N108      42.08     5033 SH       SHARED    01                5033
ROYCE MICRO-CAP TR INC       COM              780915104    2952.12   288293 SH       SHARED    01              288293
ROYCE VALUE TR INC           COM              780910105    6447.35   418931 SH       SHARED    01              418931
RPC INC                      COM              749660106      73.43     2900 SH  P    SHARED                      2900
RPC INC                      COM              749660106     170.91     6750 SH  C    SHARED                      6750
RPC INC                      COM              749660106     459.94    18165 SH       SHARED                     18165
RPC INC                      COM              749660106    3305.27   130540 SH       SHARED    01              130540
RPM INTL INC                 COM              749685103       35.6     1500 SH  C    SHARED                      1500
RPM INTL INC                 COM              749685103    2042.46    86071 SH       SHARED    01               86071
RPM INTL INC                 COM              749685103    3560.26   150032 SH       SHARED                    150032
RRSAT GLOBAL COMM NTWRK LTD  SHS              M8183P102       7.77     1079 SH       SOLE              1079
RSC HOLDINGS INC             COM              74972L102     313.34    21790 SH       SHARED                     21790
RSC HOLDINGS INC             COM              74972L102    1715.49   119297 SH       SHARED    01              119297
RTI BIOLOGICS INC            COM              74975N105      51.91    18152 SH       SHARED    01               18152
RTI BIOLOGICS INC            COM              74975N105      63.98    22372 SH       SHARED                     22372
RTI INTL METALS INC          COM              74973W107       3.12      100 SH       SHARED    21                 100
RTI INTL METALS INC          COM              74973W107      99.68     3200 SH  C    SHARED                      3200
RTI INTL METALS INC          COM              74973W107     104.98     3370 SH       SHARED    01                3370
RTI INTL METALS INC          COM              74973W107     647.14    20775 SH       SHARED                     20775
RUBICON MINERALS CORP        COM              780911103      37.44     7200 SH  P    SHARED                      7200
RUBICON MINERALS CORP        COM              780911103      52.04    10008 SH       SHARED                     10008
RUBICON MINERALS CORP        COM              780911103     174.39    33536 SH       SHARED    01               33536
RUBICON MINERALS CORP        COM              780911103      410.8    79000 SH  C    SHARED                     79000
RUBICON TECHNOLOGY INC       COM              78112T107     503.78    18200 SH  C    SHARED                     18200
RUBICON TECHNOLOGY INC       COM              78112T107    1002.02    36200 SH  P    SHARED                     36200
RUBICON TECHNOLOGY INC       COM              78112T107       3145   113620 SH       SHARED    01              113620
RUBICON TECHNOLOGY INC       COM              78112T107    5312.87   191939 SH       SHARED                    191939
RUBY TUESDAY INC             COM              781182100      45.89     3500 SH  C    SHARED                      3500
RUBY TUESDAY INC             COM              781182100      60.67     4628 SH       SHARED                      4628
RUBY TUESDAY INC             COM              781182100      98.73     7531 SH       SHARED    01                7531
RUDDICK CORP                 COM              781258108     885.25    22940 SH       SHARED                     22940
RUDDICK CORP                 COM              781258108    1114.36    28877 SH       SHARED    01               28877
RUDOLPH TECHNOLOGIES INC     COM              781270103     154.99    14167 SH       SOLE             14167
RUE21 INC                    COM              781295100      44.07     1533 SH       SHARED    01                1533
RUE21 INC                    COM              781295100     164.36     5717 SH       SHARED                      5717
RURAL / METRO CORP           COM              781748108     141.53     8306 SH       SOLE              8306
RURBAN FINL CORP             COM              78176P108       4.18     1381 SH       SOLE              1381
RUSH ENTERPRISES INC         CL A             781846209      11.31      571 SH       SHARED                       571
RUSH ENTERPRISES INC         CL A             781846209      24.08     1216 SH       SHARED    01                1216
RUTHS HOSPITALITY GROUP INC  COM              783332109       2.58      500 SH  P    SOLE               500
RUTHS HOSPITALITY GROUP INC  COM              783332109      18.58     3600 SH  C    SOLE              3600
RXI PHARMACEUTICALS CORP     COM              74978T109          0        3 SH       SHARED    01                   3
RXI PHARMACEUTICALS CORP     COM              74978T109       1.79     1300 SH  C    SHARED                      1300
RXI PHARMACEUTICALS CORP     COM              74978T109      20.96    15191 SH       SHARED                     15191
RYANAIR HLDGS PLC            SPONSORED ADR    783513104      13.21      475 SH       SHARED    21                 475
RYANAIR HLDGS PLC            SPONSORED ADR    783513104     291.96    10502 SH       SHARED                     10502
RYANAIR HLDGS PLC            SPONSORED ADR    783513104     688.27    24758 SH       SHARED    01               24758
RYANAIR HLDGS PLC            SPONSORED ADR    783513104    1494.53    53760 SH       SHARED    20                         53760
RYDER SYS INC                COM              783549108      10.47      207 SH       SHARED    21                 207
RYDER SYS INC                COM              783549108      40.48      800 SH  P    SHARED                       800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
RYDER SYS INC                COM              783549108     485.05     9586 SH       SHARED                      9586
RYDER SYS INC                COM              783549108    1289.29    25480 SH       SHARED    20                         25480
RYDER SYS INC                COM              783549108    2026.58    40051 SH       SHARED    01               40051
RYDEX ETF TRUST              CONSUMR DISCRT   78355W882      31.92      663 SH       SHARED                       663
RYDEX ETF TRUST              CONSUMR DISCRT   78355W882    1697.99    35272 SH       SHARED    01               35272
RYDEX ETF TRUST              CONSUMR STAPLE   78355W874     983.65    16518 SH       SHARED    01               16518
RYDEX ETF TRUST              ENERGY ETF       78355W866     510.74     6781 SH       SHARED    01                6781
RYDEX ETF TRUST              ENERGY ETF       78355W866    2023.92    26871 SH       SHARED                     26871
RYDEX ETF TRUST              HEALTH CARE      78355W841      67.53      988 SH       SHARED                       988
RYDEX ETF TRUST              HEALTH CARE      78355W841     128.43     1879 SH       SHARED    01                1879
RYDEX ETF TRUST              INDLS ETF        78355W833    1391.44    23875 SH       SHARED    01               23875
RYDEX ETF TRUST              INV S&P500 2X    78355W767     116.58     3441 SH       SOLE              3441
RYDEX ETF TRUST              MATERIALS ETF    78355W825    4413.74    66362 SH       SHARED    01               66362
RYDEX ETF TRUST              RUSS MIDCAP EQ   78355W577      68.67     2027 SH       SOLE              2027
RYDEX ETF TRUST              S&P 500 2X ETF   78355W783     117.12     2564 SH       SOLE              2564
RYDEX ETF TRUST              S&P 500 EQ TRD   78355W106   89963.37  1782865 SH       SHARED    01             1782865
RYDEX ETF TRUST              S&P500 PUR GRW   78355W403    6248.66   134481 SH       SHARED    01              134481
RYDEX ETF TRUST              S&P500 PUR VAL   78355W304    1052.67    34022 SH       SHARED    01               34022
RYDEX ETF TRUST              S&PMC400 PURGR   78355W601    2850.87    33000 SH       SHARED    01               33000
RYDEX ETF TRUST              S&PMC400 PURVL   78355W502     136.64     3762 SH       SHARED    01                3762
RYDEX ETF TRUST              S&PSC600 PURGR   78355W809        1.3       25 SH       SHARED    01                  25
RYDEX ETF TRUST              S&PSC600 PURVL   78355W700      34.11      836 SH       SHARED                       836
RYDEX ETF TRUST              S&PSC600 PURVL   78355W700    2596.47    63639 SH       SHARED    01               63639
RYDEX ETF TRUST              TECHNOLOGY ETF   78355W817    6146.74   107142 SH       SHARED    01              107142
RYDEX ETF TRUST              TOP 50 ETF       78355W205        1.4       15 SH       SHARED                        15
RYDEX ETF TRUST              TOP 50 ETF       78355W205    3669.33    39232 SH       SHARED    01               39232
RYDEX ETF TRUST              UTILITIES ETF    78355W791      49.93      951 SH       SHARED                       951
RYDEX ETF TRUST              UTILITIES ETF    78355W791     249.27     4748 SH       SHARED    01                4748
RYLAND GROUP INC             COM              783764103      33.95     2135 SH       SHARED    01                2135
RYLAND GROUP INC             COM              783764103      74.73     4700 SH  P    SHARED                      4700
RYLAND GROUP INC             COM              783764103     130.38     8200 SH  C    SHARED                      8200
S & T BANCORP INC            COM              783859101      64.62     2996 SH       SOLE              2996
S L INDS INC                 COM              784413106       3.19      174 SH       SHARED    01                 174
S L INDS INC                 COM              784413106      16.99      928 SH       SHARED                       928
S Y BANCORP INC              COM              785060104     140.54     5586 SH       SHARED                      5586
S Y BANCORP INC              COM              785060104     255.73    10164 SH       SHARED    01               10164
S&W SEED CO                  COM              785135104        5.1     1386 SH       SOLE              1386
S&W SEED CO                  *W EXP 05/03/201 785135112       0.11      290 SH       SOLE               290
S&W SEED CO                  *W EXP 05/03/201 785135120       0.07      400 SH       SOLE               400
S1 CORPORATION               COM              78463B101       3.96      594 SH       SHARED    01                 594
S1 CORPORATION               COM              78463B101      147.5    22104 SH       SHARED                     22104
SABA SOFTWARE INC            COM NEW          784932600      79.06     8044 SH       SOLE              8044
SABINE ROYALTY TR            UNIT BEN INT     785688102      45.73      754 SH       SHARED                       754
SABINE ROYALTY TR            UNIT BEN INT     785688102     337.21     5560 SH       SHARED    01                5560
SABRA HEALTH CARE REIT INC   COM              78573L106     179.89    10215 SH       SHARED                     10215
SABRA HEALTH CARE REIT INC   COM              78573L106     284.81    16173 SH       SHARED    01               16173
SAFE BULKERS INC             COM              Y7388L103      51.19     5650 SH       SHARED    01                5650
SAFEGUARD SCIENTIFICS INC    COM NEW          786449207      47.96     2357 SH       SHARED    01                2357
SAFEGUARD SCIENTIFICS INC    COM NEW          786449207      83.44     4100 SH  C    SHARED                      4100
SAFEGUARD SCIENTIFICS INC    COM NEW          786449207     213.68    10500 SH  P    SHARED                     10500
SAFEGUARD SCIENTIFICS INC    COM NEW          786449207     357.28    17557 SH       SHARED                     17557
SAFETY INS GROUP INC         COM              78648T100     434.31     9419 SH       SOLE              9419
SAFEWAY INC                  COM NEW          786514208       5.93      252 SH       SHARED    21                 252
SAFEWAY INC                  COM NEW          786514208     110.64     4700 SH  C    SHARED                      4700
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SAFEWAY INC                  COM NEW          786514208      588.5    25000 SH       SHARED                               25000
SAFEWAY INC                  COM NEW          786514208    3165.09   134456 SH       SHARED    01              134456
SAFEWAY INC                  COM NEW          786514208    6949.01   295200 SH  P    SHARED                    295200
SAGA COMMUNICATIONS INC      CL A NEW         786598300      15.98      460 SH       SOLE               460
SAIA INC                     COM              78709Y105      82.47     5032 SH       SOLE              5032
SAIC INC                     COM              78390X101     113.36     6700 SH  C    SHARED                      6700
SAIC INC                     COM              78390X101      402.7    23800 SH       SHARED                               23800
SAIC INC                     COM              78390X101    2021.25   119459 SH       SHARED    01              119459
SAKS INC                     COM              79377W108     157.21    13900 SH  P    SHARED                     13900
SAKS INC                     COM              79377W108     1196.6   105800 SH  C    SHARED                    105800
SAKS INC                     COM              79377W108    1224.87   108300 SH       SHARED    01              108300
SAKS INC                     COM              79377W108    2180.91   192830 SH       SHARED                    192830
SALESFORCE COM INC           COM              79466L302      24.45      183 SH       SHARED                       183
SALESFORCE COM INC           COM              79466L302      61.71      462 SH       SHARED    21                 462
SALESFORCE COM INC           COM              79466L302    1055.28     7900 SH       SHARED                                7900
SALESFORCE COM INC           COM              79466L302    1409.27    10550 SH       SHARED    20                         10550
SALESFORCE COM INC           COM              79466L302   11982.13    89700 SH  C    SHARED                     89700
SALESFORCE COM INC           COM              79466L302    16174.8   121087 SH       SHARED    01              121087
SALESFORCE COM INC           COM              79466L302   19836.63   148500 SH  P    SHARED                    148500
SALISBURY BANCORP INC        COM              795226109       0.08        3 SH       SOLE                 3
SALIX PHARMACEUTICALS INC    COM              795435106     199.92     5707 SH       SHARED    01                5707
SALIX PHARMACEUTICALS INC    COM              795435106    1555.33    44400 SH  C    SHARED                     44400
SALIX PHARMACEUTICALS INC    COM              795435106    1797.04    51300 SH       SHARED                     51300
SALIX PHARMACEUTICALS INC    COM              795435106    2028.24    57900 SH  P    SHARED                     57900
SALIX PHARMACEUTICALS INC    NOTE 2.750% 5/1  795435AC0       1.08     1000 PRN      SHARED    01                1000
SALLY BEAUTY HLDGS INC       COM              79546E104        4.2      300 SH  C    SHARED                       300
SALLY BEAUTY HLDGS INC       COM              79546E104       7.01      500 SH  P    SHARED                       500
SALLY BEAUTY HLDGS INC       COM              79546E104      12.85      917 SH       SHARED    21                 917
SALLY BEAUTY HLDGS INC       COM              79546E104        272    19415 SH       SHARED    20                         19415
SALLY BEAUTY HLDGS INC       COM              79546E104    1019.97    72803 SH       SHARED    01               72803
SAMSON OIL & GAS LTD         SPON ADR         796043107       3.78     1000 SH       SHARED    01                1000
SAN JUAN BASIN RTY TR        UNIT BEN INT     798241105      99.18     3600 SH  C    SHARED                      3600
SAN JUAN BASIN RTY TR        UNIT BEN INT     798241105     137.75     5000 SH  P    SHARED                      5000
SAN JUAN BASIN RTY TR        UNIT BEN INT     798241105     612.96    22249 SH       SHARED                     22249
SAN JUAN BASIN RTY TR        UNIT BEN INT     798241105    6331.05   229802 SH       SHARED    01              229802
SANDERSON FARMS INC          COM              800013104     275.52     6000 SH       SHARED                      6000
SANDERSON FARMS INC          COM              800013104      918.4    20000 SH  C    SHARED                     20000
SANDERSON FARMS INC          COM              800013104      978.1    21300 SH  P    SHARED                     21300
SANDISK CORP                 COM              80004C101      33.05      717 SH       SHARED    20                           717
SANDISK CORP                 COM              80004C101     954.06    20700 SH       SHARED                               20700
SANDISK CORP                 COM              80004C101    5382.94   116792 SH       SHARED                    116792
SANDISK CORP                 COM              80004C101   15112.91   327900 SH  C    SHARED                    327900
SANDISK CORP                 COM              80004C101   25148.09   545630 SH       SHARED    01              545630
SANDISK CORP                 COM              80004C101    29138.1   632200 SH  P    SHARED                    632200
SANDISK CORP                 NOTE 1.000% 5/1  80004CAC5     177.61   181000 PRN      SHARED    01              181000
SANDISK CORP                 NOTE 1.000% 5/1  80004CAC5       4867  4960000 PRN      SHARED                   4960000
SANDISK CORP                 NOTE 1.500% 8/1  80004CAD3       4.53     4000 PRN      SHARED    01                4000
SANDISK CORP                 NOTE 1.500% 8/1  80004CAD3    3267.26  2885000 PRN      SHARED                   2885000
SANDRIDGE ENERGY INC         COM              80007P307       7.87      615 SH       SHARED    20                           615
SANDRIDGE ENERGY INC         COM              80007P307    4906.91   383352 SH       SHARED    01              383352
SANDRIDGE ENERGY INC         COM              80007P307    6036.48   471600 SH  P    SHARED                    471600
SANDRIDGE ENERGY INC         COM              80007P307    7563.52   590900 SH  C    SHARED                    590900
SANDRIDGE ENERGY INC         COM              80007P307   13688.38  1069405 SH       SHARED                   1069405
SANDY SPRING BANCORP INC     COM              800363103      18.53     1004 SH       SHARED    01                1004
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SANDY SPRING BANCORP INC     COM              800363103     181.76     9846 SH       SHARED                      9846
SANGAMO BIOSCIENCES INC      COM              800677106     101.63    12200 SH  P    SHARED                     12200
SANGAMO BIOSCIENCES INC      COM              800677106     126.92    15237 SH       SHARED                     15237
SANGAMO BIOSCIENCES INC      COM              800677106     170.47    20465 SH       SHARED    01               20465
SANGAMO BIOSCIENCES INC      COM              800677106     477.31    57300 SH  C    SHARED                     57300
SANMINA SCI CORP             COM NEW          800907206       8.97      800 SH  P    SHARED                       800
SANMINA SCI CORP             COM NEW          800907206      42.15     3760 SH       SHARED    01                3760
SANMINA SCI CORP             COM NEW          800907206      52.69     4700 SH  C    SHARED                      4700
SANMINA SCI CORP             COM NEW          800907206     345.73    30841 SH       SHARED                     30841
SANOFI AVENTIS               SPONSORED ADR    80105N105      60.51     1718 SH       SHARED    21                1718
SANOFI AVENTIS               SPONSORED ADR    80105N105     1373.4    38995 SH       SHARED                     38995
SANOFI AVENTIS               SPONSORED ADR    80105N105   41361.59  1174378 SH       SHARED    01             1174378
SANTARUS INC                 COM              802817304      86.32    25240 SH       SHARED    01               25240
SANTARUS INC                 COM              802817304     264.57    77361 SH       SHARED                     77361
SAP AG                       SPON ADR         803054204    7586.37   123637 SH       SHARED    01              123637
SAPIENT CORP                 COM              803062108      32.27     2818 SH       SHARED    21                2818
SAPIENT CORP                 COM              803062108      34.35     3000 SH  P    SHARED                      3000
SAPIENT CORP                 COM              803062108      44.66     3900 SH  C    SHARED                      3900
SAPIENT CORP                 COM              803062108    1183.79   103388 SH       SHARED                    103388
SAPIENT CORP                 COM              803062108    1612.62   140840 SH       SHARED    01              140840
SAPPI LTD                    SPON ADR NEW     803069202       0.53      100 SH       SHARED    01                 100
SARA LEE CORP                COM              803111103       7.07      400 SH       SHARED    20                           400
SARA LEE CORP                COM              803111103     713.87    40400 SH       SHARED                               40400
SARA LEE CORP                COM              803111103    1067.27    60400 SH  P    SHARED                     60400
SARA LEE CORP                COM              803111103    5030.65   284700 SH  C    SHARED                    284700
SARA LEE CORP                COM              803111103   12197.81   690312 SH       SHARED    01              690312
SARA LEE CORP                COM              803111103   21672.08  1226490 SH       SHARED                   1226490
SARATOGA INVT CORP           COM NEW          80349A208      29.75     1393 SH       SOLE              1393
SASOL LTD                    SPONSORED ADR    803866300    1111.25    19176 SH       SHARED                     19176
SASOL LTD                    SPONSORED ADR    803866300   14090.43   243148 SH       SHARED    01              243148
SATCON TECHNOLOGY CORP       COM              803893106       6.18     1600 SH  P    SHARED                      1600
SATCON TECHNOLOGY CORP       COM              803893106      15.44     4000 SH  C    SHARED                      4000
SATCON TECHNOLOGY CORP       COM              803893106      48.59    12587 SH       SHARED    01               12587
SATCON TECHNOLOGY CORP       COM              803893106     167.53    43402 SH       SHARED                     43402
SAUER-DANFOSS INC            COM              804137107       2.19       43 SH       SHARED    21                  43
SAUER-DANFOSS INC            COM              804137107      246.3     4836 SH       SHARED                      4836
SAUER-DANFOSS INC            COM              804137107     503.29     9882 SH       SHARED    01                9882
SAUL CTRS INC                COM              804395101      66.83     1500 SH       SHARED    01                1500
SAUL CTRS INC                COM              804395101     375.65     8432 SH       SHARED                                8432
SAUL CTRS INC                COM              804395101     635.59    14267 SH       SHARED                     14267
SAVANNAH BANCORP INC         COM              804748101       6.19      842 SH       SOLE               842
SAVIENT PHARMACEUTICALS INC  COM              80517Q100       74.2     7000 SH       SHARED    01                7000
SAVIENT PHARMACEUTICALS INC  COM              80517Q100      91.16     8600 SH  P    SHARED                      8600
SAVIENT PHARMACEUTICALS INC  COM              80517Q100     188.68    17800 SH  C    SHARED                     17800
SAVIENT PHARMACEUTICALS INC  COM              80517Q100    2254.37   212676 SH       SHARED                    212676
SAVVIS INC                   COM NEW          805423308       7.05      190 SH       SHARED    20                           190
SAVVIS INC                   COM NEW          805423308      37.09     1000 SH  C    SHARED    01                1000
SAVVIS INC                   COM NEW          805423308      66.76     1800 SH  C    SHARED                      1800
SAVVIS INC                   COM NEW          805423308     344.94     9300 SH  P    SHARED                      9300
SAVVIS INC                   COM NEW          805423308    1127.13    30389 SH       SHARED                     30389
SAVVIS INC                   COM NEW          805423308    6256.86   168694 SH       SHARED    01              168694
SAVVIS INC                   NOTE 3.000% 5/1  805423AA8       8.15     8000 PRN      SHARED    01                8000
SBA COMMUNICATIONS CORP      COM              78388J106      39.68     1000 SH  C    SHARED                      1000
SBA COMMUNICATIONS CORP      COM              78388J106     253.95     6400 SH       SHARED                                6400
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SBA COMMUNICATIONS CORP      COM              78388J106    2870.29    72336 SH       SHARED    01               72336
SBA COMMUNICATIONS CORP      NOTE 1.875% 5/0  78388JAN6       9.12     8000 PRN      SHARED    01                8000
SBA COMMUNICATIONS CORP      NOTE 1.875% 5/0  78388JAN6        114   100000 PRN      SHARED                    100000
SBA COMMUNICATIONS CORP      NOTE 4.000%10/0  78388JAM8       4380  3000000 PRN      SOLE           3000000
SCANA CORP NEW               COM              80589M102       3.94      100 SH  C    SHARED                       100
SCANA CORP NEW               COM              80589M102      24.02      610 SH       SHARED    21                 610
SCANA CORP NEW               COM              80589M102     323.42     8215 SH       SHARED    20                          8215
SCANA CORP NEW               COM              80589M102     385.83     9800 SH       SHARED                                9800
SCANA CORP NEW               COM              80589M102    8480.49   215405 SH       SHARED    01              215405
SCANSOURCE INC               COM              806037107     475.94    12528 SH       SHARED                     12528
SCANSOURCE INC               COM              806037107     797.03    20980 SH       SHARED    01               20980
SCBT FINANCIAL CORP          COM              78401V102      37.54     1128 SH       SHARED    01                1128
SCBT FINANCIAL CORP          COM              78401V102      165.5     4973 SH       SHARED                      4973
SCHAWK INC                   CL A             806373106      141.1     7258 SH       SOLE              7258
SCHEIN HENRY INC             COM              806407102       7.02      100 SH  C    SHARED                       100
SCHEIN HENRY INC             COM              806407102      21.05      300 SH  P    SHARED                       300
SCHEIN HENRY INC             COM              806407102      24.77      353 SH       SHARED                       353
SCHEIN HENRY INC             COM              806407102      75.71     1079 SH       SHARED    21                1079
SCHEIN HENRY INC             COM              806407102     449.09     6400 SH       SHARED                                6400
SCHEIN HENRY INC             COM              806407102    1131.49    16125 SH       SHARED    20                         16125
SCHEIN HENRY INC             COM              806407102    7957.98   113410 SH       SHARED    01              113410
SCHIFF NUTRITION INTL INC    COM              806693107      13.67     1500 SH       SHARED    01                1500
SCHLUMBERGER LTD             COM              806857108      513.3     5504 SH       SHARED    21                5504
SCHLUMBERGER LTD             COM              806857108     695.44     7457 SH       SHARED                                7457
SCHLUMBERGER LTD             COM              806857108    2102.08    22540 SH       SHARED    20                         22540
SCHLUMBERGER LTD             COM              806857108   24927.84   267294 SH  C    SHARED                    267294
SCHLUMBERGER LTD             COM              806857108   65552.45   702900 SH  P    SHARED                    702900
SCHLUMBERGER LTD             COM              806857108   83095.69   891011 SH       SHARED                    891011
SCHLUMBERGER LTD             COM              806857108  187533.27  2010865 SH       SHARED    01             2010865
SCHMITT INDS INC ORE         COM NEW          806870200     135.97    32381 SH       SOLE             32381
SCHNITZER STL INDS           CL A             806882106     487.58     7500 SH       SHARED                                7500
SCHNITZER STL INDS           CL A             806882106     936.14    14400 SH  P    SHARED                     14400
SCHNITZER STL INDS           CL A             806882106     2597.6    39957 SH       SHARED    01               39957
SCHNITZER STL INDS           CL A             806882106    4797.74    73800 SH  C    SHARED                     73800
SCHOLASTIC CORP              COM              807066105     115.35     4266 SH       SHARED                      4266
SCHOLASTIC CORP              COM              807066105     842.94    31174 SH       SHARED    01               31174
SCHOOL SPECIALTY INC         COM              807863105       2.36      165 SH       SHARED    20                           165
SCHOOL SPECIALTY INC         COM              807863105      15.26     1067 SH       SHARED    01                1067
SCHULMAN A INC               COM              808194104      14.83      600 SH  C    SHARED                       600
SCHULMAN A INC               COM              808194104      52.65     2130 SH       SHARED    01                2130
SCHULMAN A INC               COM              808194104     574.49    23240 SH       SHARED                     23240
SCHWAB CHARLES CORP NEW      COM              808513105      64.82     3595 SH       SHARED    20                          3595
SCHWAB CHARLES CORP NEW      COM              808513105    1150.31    63800 SH  C    SHARED                     63800
SCHWAB CHARLES CORP NEW      COM              808513105    1265.02    70162 SH       SHARED                               70162
SCHWAB CHARLES CORP NEW      COM              808513105    4640.92   257400 SH  P    SHARED                    257400
SCHWAB CHARLES CORP NEW      COM              808513105   10929.64   606192 SH       SHARED                    606192
SCHWAB CHARLES CORP NEW      COM              808513105   16007.43   887822 SH       SHARED    01              887822
SCHWAB STRATEGIC TR          EMRG MKTEQ ETF   808524706      58.91     2014 SH       SOLE              2014
SCHWAB STRATEGIC TR          EMRG MKTEQ ETF   808524706     181.35     6200 SH  C    SOLE              6200
SCHWAB STRATEGIC TR          EMRG MKTEQ ETF   808524706     415.35    14200 SH  P    SOLE             14200
SCHWAB STRATEGIC TR          INTL EQTY ETF    808524805     223.19     7747 SH       SOLE              7747
SCHWAB STRATEGIC TR          INTL EQTY ETF    808524805      288.1    10000 SH  C    SOLE             10000
SCHWAB STRATEGIC TR          INTL SCEQT ETF   808524888     172.93     5711 SH       SOLE              5711
SCHWAB STRATEGIC TR          INTL SCEQT ETF   808524888     187.74     6200 SH  P    SOLE              6200
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SCHWAB STRATEGIC TR          INTRM TRM TRES   808524854     245.54     5000 SH  P    SOLE              5000
SCHWAB STRATEGIC TR          INTRM TRM TRES   808524854     425.61     8667 SH       SOLE              8667
SCHWAB STRATEGIC TR          SHT TM US TRES   808524862     649.22    13000 SH  P    SOLE             13000
SCHWAB STRATEGIC TR          SHT TM US TRES   808524862     926.34    18549 SH       SOLE             18549
SCHWAB STRATEGIC TR          US BRD MKT ETF   808524102      96.54     3000 SH  C    SOLE              3000
SCHWAB STRATEGIC TR          US LCAP GR ETF   808524300       4.78      150 SH       SHARED    01                 150
SCHWAB STRATEGIC TR          US LCAP VA ETF   808524409     807.92    27055 SH       SOLE             27055
SCHWAB STRATEGIC TR          US SML CAP ETF   808524607      37.34     1005 SH       SHARED    01                1005
SCHWAB STRATEGIC TR          US SML CAP ETF   808524607      55.54     1495 SH       SHARED                      1495
SCHWAB STRATEGIC TR          US SML CAP ETF   808524607     293.49     7900 SH  C    SHARED                      7900
SCHWAB STRATEGIC TR          US TIPS ETF      808524870     958.38    18660 SH       SOLE             18660
SCHWAB STRATEGIC TR          US TIPS ETF      808524870    1694.88    33000 SH  P    SOLE             33000
SCHWEITZER-MAUDUIT INTL INC  COM              808541106       5.06      100 SH  C    SHARED                       100
SCHWEITZER-MAUDUIT INTL INC  COM              808541106       6.07      120 SH       SHARED    01                 120
SCHWEITZER-MAUDUIT INTL INC  COM              808541106    1156.49    22851 SH       SHARED                     22851
SCICLONE PHARMACEUTICALS INC COM              80862K104      99.03    24512 SH       SHARED    01               24512
SCIENTIFIC GAMES CORP        CL A             80874P109       4.64      531 SH       SHARED    21                 531
SCIENTIFIC GAMES CORP        CL A             80874P109       5.24      600 SH  P    SHARED                       600
SCIENTIFIC GAMES CORP        CL A             80874P109       6.42      735 SH       SHARED    01                 735
SCIENTIFIC GAMES CORP        CL A             80874P109       67.3     7700 SH  C    SHARED                      7700
SCIENTIFIC GAMES CORP        CL A             80874P109     344.17    39379 SH       SHARED                     39379
SCIENTIFIC LEARNING CORP     COM              808760102       4.35     1400 SH       SHARED    01                1400
SCIQUEST INC NEW             COM              80908T101      39.51     2721 SH       SOLE              2721
SCOTTS MIRACLE GRO CO        CL A             810186106      18.22      315 SH       SHARED    20                           315
SCOTTS MIRACLE GRO CO        CL A             810186106      19.67      340 SH       SHARED    21                 340
SCOTTS MIRACLE GRO CO        CL A             810186106      80.99     1400 SH  C    SHARED                      1400
SCOTTS MIRACLE GRO CO        CL A             810186106    2098.62    36277 SH       SHARED                     36277
SCOTTS MIRACLE GRO CO        CL A             810186106    5295.42    91537 SH       SHARED    01               91537
SCRIPPS E W CO OHIO          CL A NEW         811054402       22.5     2273 SH       SHARED                      2273
SCRIPPS E W CO OHIO          CL A NEW         811054402     205.77    20785 SH       SHARED    01               20785
SCRIPPS NETWORKS INTERACT IN CL A COM         811065101      11.52      230 SH       SHARED    21                 230
SCRIPPS NETWORKS INTERACT IN CL A COM         811065101      20.04      400 SH  C    SHARED                       400
SCRIPPS NETWORKS INTERACT IN CL A COM         811065101      43.83      875 SH       SHARED    20                           875
SCRIPPS NETWORKS INTERACT IN CL A COM         811065101     282.46     5639 SH       SHARED                      5639
SCRIPPS NETWORKS INTERACT IN CL A COM         811065101     365.66     7300 SH       SHARED                                7300
SCRIPPS NETWORKS INTERACT IN CL A COM         811065101    3700.95    73886 SH       SHARED    01               73886
SEABOARD CORP                COM              811543107       2.41        1 SH       SHARED    01                   1
SEABOARD CORP                COM              811543107     393.32      163 SH       SHARED                       163
SEABRIDGE GOLD INC           COM              811916105      85.91     2700 SH  C    SHARED                      2700
SEABRIDGE GOLD INC           COM              811916105     152.74     4800 SH  P    SHARED                      4800
SEABRIDGE GOLD INC           COM              811916105     365.87    11498 SH       SHARED                     11498
SEABRIDGE GOLD INC           COM              811916105     447.07    14050 SH       SHARED    01               14050
SEABRIGHT HOLDINGS INC       COM              811656107       1.29      126 SH       SHARED    01                 126
SEABRIGHT HOLDINGS INC       COM              811656107      92.36     9011 SH       SHARED                      9011
SEACHANGE INTL INC           COM              811699107      30.83     3245 SH       SHARED    01                3245
SEACHANGE INTL INC           COM              811699107     111.01    11685 SH       SHARED                     11685
SEACOAST BKG CORP FLA        COM              811707306       76.8    48608 SH       SOLE             48608
SEACOR HOLDINGS INC          COM              811904101    1191.35    12885 SH       SHARED    01               12885
SEACOR HOLDINGS INC          COM              811904101   11052.21   119535 SH       SHARED                    119535
SEADRILL LIMITED             SHS              G7945E105       5.41      150 SH       SHARED    21                 150
SEADRILL LIMITED             SHS              G7945E105     365.21    10125 SH       SHARED                     10125
SEADRILL LIMITED             SHS              G7945E105     775.76    21507 SH       SHARED                               21507
SEADRILL LIMITED             SHS              G7945E105     1031.6    28600 SH  C    SHARED                     28600
SEADRILL LIMITED             SHS              G7945E105    1334.59    37000 SH  P    SHARED                     37000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SEADRILL LIMITED             SHS              G7945E105   10572.69   293116 SH       SHARED    01              293116
SEAGATE TECHNOLOGY PLC       SHS              G7945M107     443.67    30800 SH       SHARED                               30800
SEAGATE TECHNOLOGY PLC       SHS              G7945M107     500.29    34730 SH       SHARED    20                         34730
SEAGATE TECHNOLOGY PLC       SHS              G7945M107    1199.39    83262 SH       SHARED    01               83262
SEAGATE TECHNOLOGY PLC       SHS              G7945M107    8330.41   578300 SH  P    SHARED                    578300
SEAGATE TECHNOLOGY PLC       SHS              G7945M107   12928.49   897500 SH  C    SHARED                    897500
SEAGATE TECHNOLOGY PLC       SHS              G7945M107   17478.72  1213379 SH       SHARED                   1213379
SEALED AIR CORP NEW          COM              81211K100          8      300 SH  C    SHARED                       300
SEALED AIR CORP NEW          COM              81211K100     289.21    10848 SH       SHARED                     10848
SEALED AIR CORP NEW          COM              81211K100     357.24    13400 SH       SHARED                               13400
SEALED AIR CORP NEW          COM              81211K100    5349.65   200662 SH       SHARED    01              200662
SEALY CORP                   COM              812139301       0.89      352 SH       SHARED                                 352
SEALY CORP                   COM              812139301      27.55    10848 SH       SHARED                     10848
SEALY CORP                   SR SECD 3RD 8%   812139400      26.33      351 SH       SOLE               351
SEARCHMEDIA HOLDINGS LTD     SHS              G8005Y106       6.24     3408 SH       SOLE              3408
SEARCHMEDIA HOLDINGS LTD     *W EXP 11/19/201 G8005Y114       0.36     2970 SH       SOLE              2970
SEARS HLDGS CORP             COM              812350106      67.28      814 SH       SHARED                       814
SEARS HLDGS CORP             COM              812350106     231.42     2800 SH       SHARED                                2800
SEARS HLDGS CORP             COM              812350106     305.81     3700 SH  C    SHARED                      3700
SEARS HLDGS CORP             COM              812350106     428.87     5189 SH       SHARED    01                5189
SEARS HLDGS CORP             COM              812350106    1793.51    21700 SH  P    SHARED                     21700
SEASPAN CORP                 SHS              Y75638109     159.49     8200 SH  P    SHARED                      8200
SEASPAN CORP                 SHS              Y75638109     198.39    10200 SH  C    SHARED                     10200
SEASPAN CORP                 SHS              Y75638109      532.6    27383 SH       SHARED    01               27383
SEATTLE GENETICS INC         COM              812578102      35.81     2300 SH  P    SHARED                      2300
SEATTLE GENETICS INC         COM              812578102      133.9     8600 SH  C    SHARED                      8600
SEATTLE GENETICS INC         COM              812578102     596.67    38322 SH       SHARED                     38322
SEATTLE GENETICS INC         COM              812578102     1523.1    97823 SH       SHARED    01               97823
SECURITY NATL FINL CORP      CL A NEW         814785309       4.07     2440 SH       SOLE              2440
SEI INVESTMENTS CO           COM              784117103      13.16      551 SH       SHARED    21                 551
SEI INVESTMENTS CO           COM              784117103     307.46    12875 SH       SHARED    20                         12875
SEI INVESTMENTS CO           COM              784117103      317.6    13300 SH       SHARED                               13300
SEI INVESTMENTS CO           COM              784117103    1128.97    47277 SH       SHARED                     47277
SEI INVESTMENTS CO           COM              784117103    2141.25    89667 SH       SHARED    01               89667
SELECT COMFORT CORP          COM              81616X103      11.61      963 SH       SHARED    21                 963
SELECT COMFORT CORP          COM              81616X103      14.47     1200 SH  C    SHARED                      1200
SELECT COMFORT CORP          COM              81616X103     272.46    22592 SH       SHARED                     22592
SELECT COMFORT CORP          COM              81616X103       2034   168657 SH       SHARED    01              168657
SELECT MED HLDGS CORP        COM              81619Q105       1.61      200 SH  P    SOLE               200
SELECT MED HLDGS CORP        COM              81619Q105       2.42      300 SH  C    SOLE               300
SELECT MED HLDGS CORP        COM              81619Q105     197.21    24468 SH       SOLE             24468
SELECT SECTOR SPDR TR        SBI CONS DISCR   81369Y407    8087.26   207100 SH  C    SHARED                    207100
SELECT SECTOR SPDR TR        SBI CONS DISCR   81369Y407   18337.88   469600 SH  P    SHARED                    469600
SELECT SECTOR SPDR TR        SBI CONS DISCR   81369Y407   18705.93   479025 SH       SHARED    01              479025
SELECT SECTOR SPDR TR        SBI CONS STPLS   81369Y308     742.02    24800 SH  C    SHARED                     24800
SELECT SECTOR SPDR TR        SBI CONS STPLS   81369Y308    1184.83    39600 SH  P    SHARED                     39600
SELECT SECTOR SPDR TR        SBI CONS STPLS   81369Y308    6217.94   207819 SH       SHARED                    207819
SELECT SECTOR SPDR TR        SBI CONS STPLS   81369Y308   48800.42  1631030 SH       SHARED    01             1631030
SELECT SECTOR SPDR TR        SBI HEALTHCARE   81369Y209   13498.95   407700 SH  C    SHARED                    407700
SELECT SECTOR SPDR TR        SBI HEALTHCARE   81369Y209   14250.21   430390 SH       SHARED    01              430390
SELECT SECTOR SPDR TR        SBI HEALTHCARE   81369Y209      18631   562700 SH  P    SHARED                    562700
SELECT SECTOR SPDR TR        SBI HEALTHCARE   81369Y209   21026.31   635044 SH       SHARED                    635044
SELECT SECTOR SPDR TR        SBI INT-ENERGY   81369Y506    65630.1   822948 SH       SHARED    01              822948
SELECT SECTOR SPDR TR        SBI INT-ENERGY   81369Y506   70802.05   887800 SH  C    SHARED                    887800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SELECT SECTOR SPDR TR        SBI INT-ENERGY   81369Y506   92278.49  1157097 SH       SHARED                   1157097
SELECT SECTOR SPDR TR        SBI INT-ENERGY   81369Y506  265296.35  3326600 SH  P    SHARED                   3326600
SELECT SECTOR SPDR TR        SBI INT-FINL     81369Y605      27.86     1700 SH       SHARED                                1700
SELECT SECTOR SPDR TR        SBI INT-FINL     81369Y605   12638.35   771101 SH       SHARED                    771101
SELECT SECTOR SPDR TR        SBI INT-FINL     81369Y605   52680.02  3214156 SH       SHARED    01             3214156
SELECT SECTOR SPDR TR        SBI INT-FINL     81369Y605   80219.22  4894400 SH  C    SHARED                   4894400
SELECT SECTOR SPDR TR        SBI INT-FINL     81369Y605  108336.26  6609900 SH  P    SHARED                   6609900
SELECT SECTOR SPDR TR        SBI INT-INDS     81369Y704      13.67      363 SH       SHARED    21                 363
SELECT SECTOR SPDR TR        SBI INT-INDS     81369Y704   73541.74  1952522 SH       SHARED    01             1952522
SELECT SECTOR SPDR TR        SBI INT-TECH     81369Y803      22.73      872 SH       SHARED    21                 872
SELECT SECTOR SPDR TR        SBI INT-TECH     81369Y803    5017.86   192528 SH       SHARED                    192528
SELECT SECTOR SPDR TR        SBI INT-TECH     81369Y803    8660.73   332300 SH  P    SHARED    01              332300
SELECT SECTOR SPDR TR        SBI INT-TECH     81369Y803   16633.41   638200 SH  C    SHARED                    638200
SELECT SECTOR SPDR TR        SBI INT-TECH     81369Y803   29805.65  1143600 SH  P    SHARED                   1143600
SELECT SECTOR SPDR TR        SBI INT-TECH     81369Y803   79241.53  3040384 SH       SHARED    01             3040384
SELECT SECTOR SPDR TR        SBI INT-UTILS    81369Y886    5016.34   157400 SH  P    SHARED                    157400
SELECT SECTOR SPDR TR        SBI INT-UTILS    81369Y886    8878.98   278600 SH  C    SHARED                    278600
SELECT SECTOR SPDR TR        SBI INT-UTILS    81369Y886   38399.24  1204871 SH       SHARED    01             1204871
SELECT SECTOR SPDR TR        SBI INT-UTILS    81369Y886   57889.08  1816413 SH       SHARED                   1816413
SELECT SECTOR SPDR TR        SBI MATERIALS    81369Y100    1435.84    35878 SH       SHARED                               35878
SELECT SECTOR SPDR TR        SBI MATERIALS    81369Y100   29179.74   729129 SH       SHARED    01              729129
SELECT SECTOR SPDR TR        SBI MATERIALS    81369Y100   39079.53   976500 SH  C    SHARED                    976500
SELECT SECTOR SPDR TR        SBI MATERIALS    81369Y100   49992.98  1249200 SH  P    SHARED                   1249200
SELECT SECTOR SPDR TR        SBI MATERIALS    81369Y100   50989.76  1274107 SH       SHARED                   1274107
SELECTICA INC                COM NEW          816288203       9.67     1667 SH       SOLE              1667
SELECTIVE INS GROUP INC      COM              816300107      10.24      592 SH       SHARED    01                 592
SELECTIVE INS GROUP INC      COM              816300107     601.07    34744 SH       SHARED                     34744
SEMGROUP CORP                CL A             81663A105      84.48     3000 SH       SOLE              3000
SEMICONDUCTOR HLDRS TR       DEP RCPT         816636203     477.86    13815 SH       SHARED    01               13815
SEMICONDUCTOR HLDRS TR       DEP RCPT         816636203    8139.03   235300 SH  C    SHARED                    235300
SEMICONDUCTOR HLDRS TR       DEP RCPT         816636203   15130.15   437414 SH       SHARED                    437414
SEMICONDUCTOR HLDRS TR       DEP RCPT         816636203   38861.87  1123500 SH  P    SHARED                   1123500
SEMICONDUCTOR MFG INTL CORP  SPONSORED ADR    81663N206     572.09   150549 SH       SOLE            150549
SEMPRA ENERGY                COM              816851109       21.4      400 SH  P    SHARED                       400
SEMPRA ENERGY                COM              816851109      24.34      455 SH       SHARED    20                           455
SEMPRA ENERGY                COM              816851109      47.67      891 SH       SHARED    21                 891
SEMPRA ENERGY                COM              816851109        749    14000 SH       SHARED                               14000
SEMPRA ENERGY                COM              816851109      791.8    14800 SH  C    SHARED                     14800
SEMPRA ENERGY                COM              816851109    3595.74    67210 SH       SHARED                     67210
SEMPRA ENERGY                COM              816851109   18859.34   352511 SH       SHARED    01              352511
SEMTECH CORP                 COM              816850101        2.5      100 SH  C    SHARED                       100
SEMTECH CORP                 COM              816850101      13.76      550 SH       SHARED    01                 550
SEMTECH CORP                 COM              816850101     922.59    36874 SH       SHARED                     36874
SENECA FOODS CORP NEW        CL A             817070501     111.06     3718 SH       SOLE              3718
SENECA FOODS CORP NEW        CL B             817070105      23.57      794 SH       SOLE               794
SENESCO TECHNOLOGIES INC     COM NEW          817208408       1.16     4000 SH       SHARED    01                4000
SENESCO TECHNOLOGIES INC     COM NEW          817208408      15.52    53530 SH       SHARED                     53530
SENIOR HSG PPTYS TR          SH BEN INT       81721M109      50.69     2200 SH  P    SHARED                      2200
SENIOR HSG PPTYS TR          SH BEN INT       81721M109     248.83    10800 SH  C    SHARED                     10800
SENIOR HSG PPTYS TR          SH BEN INT       81721M109     303.32    13165 SH       SHARED    20                         13165
SENIOR HSG PPTYS TR          SH BEN INT       81721M109     1769.7    76810 SH       SHARED                               76810
SENIOR HSG PPTYS TR          SH BEN INT       81721M109    4476.88   194309 SH       SHARED                    194309
SENIOR HSG PPTYS TR          SH BEN INT       81721M109    7737.15   335814 SH       SHARED    01              335814
SENOMYX INC                  COM              81724Q107     387.21    64108 SH       SHARED    01               64108
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SENSATA TECHNOLOGIES HLDG BV SHS              N7902X106      17.37      500 SH  C    SHARED                       500
SENSATA TECHNOLOGIES HLDG BV SHS              N7902X106    1926.79    55479 SH       SHARED                     55479
SENSATA TECHNOLOGIES HLDG BV SHS              N7902X106    2947.43    84867 SH       SHARED    01               84867
SENSIENT TECHNOLOGIES CORP   COM              81725T100      12.76      356 SH       SHARED    21                 356
SENSIENT TECHNOLOGIES CORP   COM              81725T100    1440.52    40193 SH       SHARED                     40193
SENSIENT TECHNOLOGIES CORP   COM              81725T100    1690.97    47181 SH       SHARED    01               47181
SEQUENOM INC                 COM NEW          817337405      30.43     4800 SH  P    SHARED                      4800
SEQUENOM INC                 COM NEW          817337405     109.98    17347 SH       SHARED    01               17347
SEQUENOM INC                 COM NEW          817337405     386.11    60900 SH  C    SHARED                     60900
SEQUENOM INC                 COM NEW          817337405     663.39   104636 SH       SHARED                    104636
SERACARE LIFE SCIENCES INC D COM              81747T104     235.49    61325 SH       SOLE             61325
SERVICE CORP INTL            COM              817565104     129.07    11670 SH       SHARED    01               11670
SERVICE CORP INTL            COM              817565104    2119.36   191624 SH       SHARED                    191624
SERVOTRONICS INC             COM              817732100       2.98      341 SH       SOLE               341
SESI L L C                   FRNT 1.500%12/1  78412FAH7      16.96    16000 PRN      SHARED    01               16000
SEVERN BANCORP ANNAPOLIS MD  COM              81811M100       3.32      747 SH       SHARED                       747
SEVERN BANCORP ANNAPOLIS MD  COM              81811M100       5.05     1134 SH       SHARED    01                1134
SFN GROUP INC                COM              784153108     496.38    35229 SH       SHARED                     35229
SFN GROUP INC                COM              784153108    1079.83    76638 SH       SHARED    01               76638
SGOCO TECHNOLOGY LTD         SHS              G80751103       2.11      650 SH       SOLE               650
SHANDA GAMES LTD             SP ADR REPTG A   81941U105       15.9     2500 SH  C    SHARED                      2500
SHANDA GAMES LTD             SP ADR REPTG A   81941U105     187.31    29452 SH       SHARED                     29452
SHANDA GAMES LTD             SP ADR REPTG A   81941U105     260.37    40938 SH       SHARED    01               40938
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR    81941Q203      35.15      837 SH       SHARED    01                 837
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR    81941Q203     260.46     6203 SH       SHARED                      6203
SHARPS COMPLIANCE CORP       COM              820017101       8.73     1850 SH       SHARED    01                1850
SHAW COMMUNICATIONS INC      CL B CONV        82028K200     228.27    10834 SH       SHARED    01               10834
SHAW COMMUNICATIONS INC      CL B CONV        82028K200     501.47    23800 SH       SHARED                               23800
SHAW COMMUNICATIONS INC      CL B CONV        82028K200     682.39    32387 SH       SHARED                     32387
SHAW GROUP INC               COM              820280105    1211.02    34200 SH  P    SHARED                     34200
SHAW GROUP INC               COM              820280105    2494.42    70444 SH       SHARED    01               70444
SHAW GROUP INC               COM              820280105    3278.97    92600 SH  C    SHARED                     92600
SHAW GROUP INC               COM              820280105    5240.93   148007 SH       SHARED                    148007
SHENANDOAH TELECOMMUNICATION COM              82312B106       0.45       25 SH       SHARED    01                  25
SHENANDOAH TELECOMMUNICATION COM              82312B106     182.08    10082 SH       SHARED                     10082
SHENGDA TECH INC             COM              823213103       2.13      600 SH       SHARED    01                 600
SHENGDA TECH INC             COM              823213103      67.46    18997 SH       SHARED                     18997
SHENGKAI INNOVATIONS INC     COM              82321P104       0.27       69 SH       SOLE                69
SHERWIN WILLIAMS CO          COM              824348106     579.53     6900 SH       SHARED                                6900
SHERWIN WILLIAMS CO          COM              824348106     604.73     7200 SH  P    SHARED                      7200
SHERWIN WILLIAMS CO          COM              824348106    3371.78    40145 SH       SHARED    20                         40145
SHERWIN WILLIAMS CO          COM              824348106    4610.21    54890 SH       SHARED    01               54890
SHERWIN WILLIAMS CO          COM              824348106   12044.17   143400 SH  C    SHARED                    143400
SHERWIN WILLIAMS CO          COM              824348106   23931.52   284933 SH       SHARED                    284933
SHILOH INDS INC              COM              824543102       3.01      258 SH       SOLE               258
SHINER INTL INC              COM              824568109       7.61     6855 SH       SOLE              6855
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD   824596100     461.45     5095 SH       SHARED    20                          5095
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD   824596100     547.68     6047 SH       SHARED    01                6047
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD   824596100     755.99     8347 SH       SHARED                      8347
SHIP FINANCE INTERNATIONAL L SHS              G81075106      16.58      800 SH  P    SHARED                       800
SHIP FINANCE INTERNATIONAL L SHS              G81075106     354.05    17079 SH       SHARED    01               17079
SHIP FINANCE INTERNATIONAL L SHS              G81075106    3399.72   164000 SH  C    SHARED                    164000
SHIRE PLC                    SPONSORED ADR    82481R106     473.18     5437 SH       SHARED                      5437
SHIRE PLC                    SPONSORED ADR    82481R106    2628.48    30202 SH       SHARED    01               30202
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SHOE CARNIVAL INC            COM              824889109       3.65      130 SH       SHARED    01                 130
SHORE BANCSHARES INC         COM              825107105       3.41      350 SH       SHARED    01                 350
SHORE BANCSHARES INC         COM              825107105       6.57      674 SH       SHARED                       674
SHORETEL INC                 COM              825211105       6.17      750 SH       SHARED    01                 750
SHORETEL INC                 COM              825211105     154.09    18723 SH       SHARED                     18723
SHUFFLE MASTER INC           COM              825549108      12.47     1168 SH       SHARED                      1168
SHUFFLE MASTER INC           COM              825549108      34.18     3200 SH  C    SHARED                      3200
SHUFFLE MASTER INC           COM              825549108     167.55    15688 SH       SHARED    01               15688
SHUTTERFLY INC               COM              82568P304     467.05     8920 SH       SHARED    01                8920
SI FINL GROUP INC MD         COM              78425V104      12.23     1238 SH       SOLE              1238
SIEBERT FINL CORP            COM              826176109       3.83     2018 SH       SOLE              2018
SIEMENS A G                  SPONSORED ADR    826197501      48.62      354 SH       SHARED    21                 354
SIEMENS A G                  SPONSORED ADR    826197501   21167.39   154124 SH       SHARED    01              154124
SIERRA BANCORP               COM              82620P102       2.08      186 SH       SOLE               186
SIERRA WIRELESS INC          COM              826516106       3.28      300 SH       SHARED                       300
SIERRA WIRELESS INC          COM              826516106      14.17     1296 SH       SHARED    01                1296
SIERRA WIRELESS INC          COM              826516106     264.51    24200 SH  P    SHARED                     24200
SIFCO INDS INC               COM              826546103      10.93      619 SH       SOLE               619
SIFY TECHNOLOGIES LIMITED    SPONSORED ADR    82655M107        0.9      250 SH       SHARED                                 250
SIFY TECHNOLOGIES LIMITED    SPONSORED ADR    82655M107       3.81     1062 SH       SHARED    01                1062
SIFY TECHNOLOGIES LIMITED    SPONSORED ADR    82655M107      25.32     7052 SH       SHARED                      7052
SIGA TECHNOLOGIES INC        COM              826917106       2.42      200 SH  P    SHARED                       200
SIGA TECHNOLOGIES INC        COM              826917106      79.86     6600 SH  C    SHARED                      6600
SIGA TECHNOLOGIES INC        COM              826917106     126.01    10414 SH       SHARED    01               10414
SIGA TECHNOLOGIES INC        COM              826917106     197.13    16292 SH       SHARED                     16292
SIGMA ALDRICH CORP           COM              826552101     280.02     4400 SH  P    SHARED                      4400
SIGMA ALDRICH CORP           COM              826552101     579.12     9100 SH       SHARED                                9100
SIGMA ALDRICH CORP           COM              826552101    1291.89    20300 SH  C    SHARED                     20300
SIGMA ALDRICH CORP           COM              826552101    3504.02    55060 SH       SHARED    01               55060
SIGMA ALDRICH CORP           COM              826552101    3871.22    60830 SH       SHARED                     60830
SIGMA DESIGNS INC            COM              826565103        5.3      409 SH       SHARED    01                 409
SIGMA DESIGNS INC            COM              826565103      15.54     1200 SH  C    SHARED                      1200
SIGMA DESIGNS INC            COM              826565103      37.56     2900 SH  P    SHARED                      2900
SIGMA DESIGNS INC            COM              826565103     154.31    11916 SH       SHARED                     11916
SIGMATRON INTL INC           COM              82661L101       2.71      500 SH       SHARED    01                 500
SIGMATRON INTL INC           COM              82661L101       6.06     1119 SH       SHARED                      1119
SIGNATURE BK NEW YORK N Y    COM              82669G104       2.82       50 SH       SHARED    20                            50
SIGNATURE BK NEW YORK N Y    COM              82669G104      11.28      200 SH  C    SHARED                       200
SIGNATURE BK NEW YORK N Y    COM              82669G104      37.84      671 SH       SHARED    21                 671
SIGNATURE BK NEW YORK N Y    COM              82669G104     1172.1    20782 SH       SHARED                     20782
SIGNATURE BK NEW YORK N Y    COM              82669G104    3342.55    59265 SH       SHARED    01               59265
SIGNATURE BK NEW YORK N Y    *W EXP 12/12/201 82669G112      13.28      400 SH       SOLE               400
SIGNET JEWELERS LIMITED      SHS              G81276100        4.1       89 SH       SHARED    01                  89
SIGNET JEWELERS LIMITED      SHS              G81276100   12426.18   270017 SH       SHARED                    270017
SILGAN HOLDINGS INC          COM              827048109       2.86       75 SH       SHARED    20                            75
SILGAN HOLDINGS INC          COM              827048109      18.08      474 SH       SHARED    21                 474
SILGAN HOLDINGS INC          COM              827048109    1086.65    28491 SH       SHARED                     28491
SILGAN HOLDINGS INC          COM              827048109     1390.2    36450 SH       SHARED    01               36450
SILICOM LTD                  ORD              M84116108          2      109 SH       SHARED                       109
SILICOM LTD                  ORD              M84116108       6.64      361 SH       SHARED    01                 361
SILICON GRAPHICS INTL CORP   COM              82706L108      62.06     2900 SH  P    SHARED                      2900
SILICON GRAPHICS INTL CORP   COM              82706L108     237.56    11101 SH       SHARED                     11101
SILICON GRAPHICS INTL CORP   COM              82706L108     451.54    21100 SH  C    SHARED                     21100
SILICON GRAPHICS INTL CORP   COM              82706L108     1485.2    69402 SH       SHARED    01               69402
SILICON IMAGE INC            COM              82705T102       3.58      400 SH  P    SHARED                       400
</TABLE>
<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SILICON IMAGE INC            COM              82705T102       4.27      477 SH       SHARED    21                 477
SILICON IMAGE INC            COM              82705T102      80.81     9019 SH       SHARED    01                9019
SILICON IMAGE INC            COM              82705T102     145.15    16200 SH  C    SHARED                     16200
SILICON IMAGE INC            COM              82705T102     380.33    42447 SH       SHARED                     42447
SILICON LABORATORIES INC     COM              826919102       50.3     1164 SH       SHARED    21                1164
SILICON LABORATORIES INC     COM              826919102     937.66    21700 SH  C    SHARED                     21700
SILICON LABORATORIES INC     COM              826919102    1045.68    24200 SH  P    SHARED                     24200
SILICON LABORATORIES INC     COM              826919102    1674.56    38754 SH       SHARED                     38754
SILICON LABORATORIES INC     COM              826919102    2806.45    64949 SH       SHARED    01               64949
SILICON MOTION TECHNOLOGY CO SPONSORED ADR    82706C108      96.96    12000 SH       SHARED    01               12000
SILICON MOTION TECHNOLOGY CO SPONSORED ADR    82706C108     253.87    31420 SH       SHARED                     31420
SILICONWARE PRECISION INDS L SPONSD ADR SPL   827084864      23.01     3809 SH       SHARED    01                3809
SILVER STD RES INC           COM              82823L106     1437.2    45800 SH  P    SHARED                     45800
SILVER STD RES INC           COM              82823L106    1484.27    47300 SH  C    SHARED                     47300
SILVER STD RES INC           COM              82823L106   29883.46   952309 SH       SHARED    01              952309
SILVER WHEATON CORP          COM              828336107    4888.36   112739 SH       SHARED                    112739
SILVER WHEATON CORP          COM              828336107    6166.66   142220 SH       SHARED                              142220
SILVER WHEATON CORP          COM              828336107    7895.86   182100 SH  P    SHARED                    182100
SILVER WHEATON CORP          COM              828336107   32170.39   741937 SH       SHARED    01              741937
SILVER WHEATON CORP          COM              828336107  361221.75  8330760 SH  C    SHARED                   8330760
SILVERCORP METALS INC        COM              82835P103      26.23     1800 SH       SHARED                      1800
SILVERCORP METALS INC        COM              82835P103         51     3500 SH       SHARED                                3500
SILVERCORP METALS INC        COM              82835P103     724.13    49700 SH  P    SHARED                     49700
SILVERCORP METALS INC        COM              82835P103     729.96    50100 SH  C    SHARED                     50100
SILVERCORP METALS INC        COM              82835P103   24633.22  1690681 SH       SHARED    01             1690681
SILVERLEAF RESORTS INC       COM              828395103       24.4    10084 SH       SOLE             10084
SIMCERE PHARMACEUTICAL GROUP SPON ADR         82859P104      98.36     7613 SH       SHARED                      7613
SIMCERE PHARMACEUTICAL GROUP SPON ADR         82859P104    1039.39    80448 SH       SHARED    01               80448
SIMMONS 1ST NATL CORP        CL A $1 PAR      828730200     185.35     6842 SH       SOLE              6842
SIMON PPTY GROUP INC NEW     COM              828806109       59.8      558 SH       SHARED    21                 558
SIMON PPTY GROUP INC NEW     COM              828806109    5047.24    47100 SH  C    SHARED                     47100
SIMON PPTY GROUP INC NEW     COM              828806109   12672.31   118256 SH       SHARED                    118256
SIMON PPTY GROUP INC NEW     COM              828806109   21131.74   197198 SH       SHARED                              197198
SIMON PPTY GROUP INC NEW     COM              828806109   28829.47   269032 SH       SHARED    01              269032
SIMON PPTY GROUP INC NEW     COM              828806109    57662.8   538100 SH  P    SHARED                    538100
SIMPSON MANUFACTURING CO INC COM              829073105      21.06      715 SH       SHARED    21                 715
SIMPSON MANUFACTURING CO INC COM              829073105     578.36    19632 SH       SHARED                     19632
SIMPSON MANUFACTURING CO INC COM              829073105    1034.78    35125 SH       SHARED    01               35125
SIMS METAL MANAGEMENT LTD    SPONS ADR        829160100       7.34      405 SH       SHARED    01                 405
SIMS METAL MANAGEMENT LTD    SPONS ADR        829160100     159.15     8778 SH       SHARED                      8778
SIMULATIONS PLUS INC         COM              829214105       0.05       17 SH       SHARED                        17
SIMULATIONS PLUS INC         COM              829214105      23.43     7416 SH       SHARED    01                7416
SINA CORP                    ORD              G81477104    1788.75    16711 SH       SHARED                     16711
SINA CORP                    ORD              G81477104    2692.59    25155 SH       SHARED    20                         25155
SINA CORP                    ORD              G81477104    4575.21    42743 SH       SHARED    01               42743
SINA CORP                    ORD              G81477104    8102.93    75700 SH  P    SHARED                     75700
SINA CORP                    ORD              G81477104   14910.67   139300 SH  C    SHARED                    139300
SINCLAIR BROADCAST GROUP INC CL A             829226109      24.23     1932 SH       SHARED    01                1932
SINCLAIR BROADCAST GROUP INC CL A             829226109      64.59     5151 SH       SHARED                      5151
SINCLAIR BROADCAST GROUP INC SDCV  6.000% 9/1 829226AV1      60.08    60000 PRN      SOLE             60000
SINGAPORE FD INC             COM              82929L109      14.27      978 SH       SHARED    01                 978
SINO GLOBAL SHIPPING AMER LT COM              82935V109       2.29     1017 SH       SOLE              1017
SINOCOKING COAL & COKE CH IN COM              829357102       4.11      500 SH  C    SOLE               500
SINOCOKING COAL & COKE CH IN COM              829357102      96.06    11700 SH  P    SOLE             11700
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SINOCOKING COAL & COKE CH IN COM              829357102     143.41    17468 SH       SOLE             17468
SINOHUB INC                  COM              82935L101       7.72     4083 SH       SOLE              4083
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H       82935M109      30.95      650 SH       SHARED    01                 650
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H       82935M109     100.95     2120 SH       SHARED                      2120
SINOTECH ENERGY LTD          SPONSORED ADS    829359108        1.6      200 SH  C    SHARED                       200
SINOTECH ENERGY LTD          SPONSORED ADS    829359108      11.97     1500 SH  P    SHARED                      1500
SINOTECH ENERGY LTD          SPONSORED ADS    829359108      478.1    59912 SH       SHARED                     59912
SINOTECH ENERGY LTD          SPONSORED ADS    829359108     854.74   107110 SH       SHARED    01              107110
SINOVAC BIOTECH LTD          SHS              P8696W104      91.51    20200 SH  C    SOLE             20200
SIRIUS SATELLITE RADIO INC   NOTE  3.250%10/1 82966UAD5      25.09    25000 PRN      SOLE             25000
SIRIUS XM RADIO INC          COM              82967N108     644.33   390500 SH  P    SHARED                    390500
SIRIUS XM RADIO INC          COM              82967N108     651.92   395100 SH  C    SHARED                    395100
SIRIUS XM RADIO INC          COM              82967N108    2280.87  1382344 SH       SHARED    01             1382344
SIRIUS XM RADIO INC          COM              82967N108    2315.35  1403243 SH       SHARED                   1403243
SIRONA DENTAL SYSTEMS INC    COM              82966C103       5.02      100 SH  C    SHARED                       100
SIRONA DENTAL SYSTEMS INC    COM              82966C103     275.88     5500 SH  P    SHARED                      5500
SIRONA DENTAL SYSTEMS INC    COM              82966C103     822.12    16390 SH       SHARED    20                         16390
SIRONA DENTAL SYSTEMS INC    COM              82966C103    1112.05    22170 SH       SHARED                     22170
SIRONA DENTAL SYSTEMS INC    COM              82966C103    2405.67    47960 SH       SHARED    01               47960
SIX FLAGS ENTMT CORP NEW     COM              83001A102    1173.82    16303 SH       SHARED                     16303
SJW CORP                     COM              784305104     137.05     5920 SH       SHARED                      5920
SJW CORP                     COM              784305104     445.82    19258 SH       SHARED    01               19258
SK TELECOM LTD               SPONSORED ADR    78440P108      55.62     2957 SH       SHARED    21                2957
SK TELECOM LTD               SPONSORED ADR    78440P108     108.35     5760 SH       SHARED                                5760
SK TELECOM LTD               SPONSORED ADR    78440P108    8913.91   473892 SH       SHARED    01              473892
SKECHERS U S A INC           CL A             830566105      14.87      724 SH       SHARED    01                 724
SKECHERS U S A INC           CL A             830566105        152     7400 SH  C    SHARED                      7400
SKECHERS U S A INC           CL A             830566105     240.32    11700 SH  P    SHARED                     11700
SKECHERS U S A INC           CL A             830566105    3136.75   152714 SH       SHARED                    152714
SKILLED HEALTHCARE GROUP INC CL A             83066R107     122.47     8511 SH       SHARED                      8511
SKILLED HEALTHCARE GROUP INC CL A             83066R107     520.52    36172 SH       SHARED    01               36172
SKYLINE CORP                 COM              830830105       2.83      141 SH       SOLE               141
SKY-MOBI LTD                 SPONSORED ADS    83084G109      23.37     1900 SH  C    SOLE              1900
SKYSTAR BIO-PHARMA CO        COM PAR $.001    830884300       5.75     1000 SH       SHARED    01                1000
SKYWEST INC                  COM              830879102       9.44      558 SH       SHARED                       558
SKYWEST INC                  COM              830879102     939.45    55523 SH       SHARED    01               55523
SKYWORKS SOLUTIONS INC       COM              83088M102    1931.04    59600 SH  P    SHARED                     59600
SKYWORKS SOLUTIONS INC       COM              83088M102     2575.8    79500 SH  C    SHARED                     79500
SKYWORKS SOLUTIONS INC       COM              83088M102    2648.02    81729 SH       SHARED                     81729
SKYWORKS SOLUTIONS INC       COM              83088M102    7211.69   222583 SH       SHARED    01              222583
SL GREEN RLTY CORP           COM              78440X101       7.52      100 SH       SHARED    21                 100
SL GREEN RLTY CORP           COM              78440X101      90.24     1200 SH  C    SHARED                      1200
SL GREEN RLTY CORP           COM              78440X101     483.08     6424 SH       SHARED    01                6424
SL GREEN RLTY CORP           COM              78440X101    3546.13    47156 SH       SHARED                               47156
SL GREEN RLTY CORP           COM              78440X101   27916.35   371228 SH       SHARED                    371228
SLM CORP                     COM              78442P106      20.09     1313 SH       SHARED    21                1313
SLM CORP                     COM              78442P106     490.52    32060 SH       SHARED                               32060
SLM CORP                     COM              78442P106    2079.27   135900 SH  C    SHARED                    135900
SLM CORP                     COM              78442P106    2309.34   150937 SH       SHARED    01              150937
SLM CORP                     COM              78442P106    4721.58   308600 SH  P    SHARED                    308600
SLM CORP                     COM              78442P106   15203.44   993689 SH       SHARED                    993689
SM ENERGY CO                 COM              78454L100       37.1      500 SH  C    SHARED                       500
SM ENERGY CO                 COM              78454L100     496.92     6698 SH       SHARED                      6698
SM ENERGY CO                 COM              78454L100    1006.02    13560 SH       SHARED    01               13560
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SMART BALANCE INC            COM              83169Y108       1.38      300 SH  C    SHARED                       300
SMART BALANCE INC            COM              83169Y108     111.46    24284 SH       SHARED                     24284
SMART BALANCE INC            COM              83169Y108     372.61    81178 SH       SHARED    01               81178
SMART MODULAR TECHNOLOGIES I ORD SHS          G82245104      20.95     2700 SH  P    SOLE              2700
SMART MODULAR TECHNOLOGIES I ORD SHS          G82245104      97.78    12600 SH  C    SOLE             12600
SMART MODULAR TECHNOLOGIES I ORD SHS          G82245104     137.45    17713 SH       SOLE             17713
SMART TECHNOLOGIES INC       CL A SUB VTG S   83172R108       5.11      500 SH       SHARED                       500
SMART TECHNOLOGIES INC       CL A SUB VTG S   83172R108       9.19      900 SH  P    SHARED                       900
SMART TECHNOLOGIES INC       CL A SUB VTG S   83172R108      71.47     7000 SH  C    SHARED                      7000
SMART TECHNOLOGIES INC       CL A SUB VTG S   83172R108     561.42    54987 SH       SHARED    01               54987
SMARTHEAT INC                COM              83172F104       1.42      500 SH       SHARED    01                 500
SMARTHEAT INC                COM              83172F104      25.84     9100 SH  C    SHARED                      9100
SMARTHEAT INC                COM              83172F104      61.34    21600 SH  P    SHARED                     21600
SMARTHEAT INC                COM              83172F104      747.2   263099 SH       SHARED                    263099
SMITH & NEPHEW PLC           SPDN ADR NEW     83175M205     348.44     6177 SH       SHARED    01                6177
SMITH & NEPHEW PLC           SPDN ADR NEW     83175M205     560.04     9928 SH       SHARED                      9928
SMITH & WESSON HLDG CORP     COM              831756101      13.14     3700 SH  P    SHARED                      3700
SMITH & WESSON HLDG CORP     COM              831756101      37.99    10700 SH  C    SHARED                     10700
SMITH & WESSON HLDG CORP     COM              831756101         61    17184 SH       SHARED    01               17184
SMITH & WESSON HLDG CORP     COM              831756101     167.51    47186 SH       SHARED                     47186
SMITH A O                    COM              831865209       7.85      177 SH       SHARED    21                 177
SMITH A O                    COM              831865209      19.95      450 SH  C    SHARED                       450
SMITH A O                    COM              831865209     219.48     4950 SH  P    SHARED                      4950
SMITH A O                    COM              831865209     234.43     5287 SH       SHARED    01                5287
SMITH A O                    COM              831865209     841.26    18973 SH       SHARED                     18973
SMITH MICRO SOFTWARE INC     COM              832154108       4.68      500 SH  C    SHARED                       500
SMITH MICRO SOFTWARE INC     COM              832154108       4.68      500 SH  P    SHARED                       500
SMITH MICRO SOFTWARE INC     COM              832154108     138.35    14781 SH       SHARED                     14781
SMITH MICRO SOFTWARE INC     COM              832154108     215.03    22973 SH       SHARED    01               22973
SMITHFIELD FOODS INC         COM              832248108     276.69    11500 SH  P    SHARED                     11500
SMITHFIELD FOODS INC         COM              832248108      481.2    20000 SH  C    SHARED                     20000
SMITHFIELD FOODS INC         COM              832248108    3113.39   129401 SH       SHARED    01              129401
SMITHFIELD FOODS INC         COM              832248108    3794.19   157697 SH       SHARED                    157697
SMITHFIELD FOODS INC         NOTE  4.000% 6/3 832248AR9     377.25   300000 PRN      SOLE            300000
SMTC CORP                    COM NEW          832682207      53.98    18487 SH       SHARED    01               18487
SMUCKER J M CO               COM NEW          832696405      31.27      438 SH       SHARED    21                 438
SMUCKER J M CO               COM NEW          832696405      37.12      520 SH       SHARED    20                           520
SMUCKER J M CO               COM NEW          832696405      49.97      700 SH  P    SHARED                       700
SMUCKER J M CO               COM NEW          832696405     149.92     2100 SH  C    SHARED                      2100
SMUCKER J M CO               COM NEW          832696405     640.37     8970 SH       SHARED                                8970
SMUCKER J M CO               COM NEW          832696405    1128.25    15804 SH       SHARED                     15804
SMUCKER J M CO               COM NEW          832696405   11388.28   159522 SH       SHARED    01              159522
SMURFIT-STONE CONTAINER CORP COM              83272A104       6.15      159 SH       SHARED    01                 159
SMURFIT-STONE CONTAINER CORP COM              83272A104      27.06      700 SH  C    SHARED                       700
SMURFIT-STONE CONTAINER CORP COM              83272A104    2391.93    61887 SH       SHARED                     61887
SNAP ON INC                  COM              833034101      12.01      200 SH  C    SHARED                       200
SNAP ON INC                  COM              833034101      14.71      245 SH       SHARED    20                           245
SNAP ON INC                  COM              833034101    1253.87    20877 SH       SHARED    01               20877
SNAP ON INC                  COM              833034101    1536.27    25579 SH       SHARED                     25579
SNYDERS-LANCE INC            COM              833551104     286.87    14452 SH       SOLE             14452
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B   833635105       23.1      418 SH       SHARED    21                 418
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B   833635105     244.53     4425 SH       SHARED    20                          4425
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B   833635105     295.64     5350 SH       SHARED                                5350
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B   833635105     3836.2    69421 SH       SHARED    01               69421
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B   833635105    3911.08    70776 SH       SHARED                     70776
SOCKET MOBILE INC            COM NEW          83368E200        0.9      440 SH       SHARED    01                 440
SOCKET MOBILE INC            COM NEW          83368E200       1.73      846 SH       SHARED                       846
SODASTREAM INTERNATIONAL LTD USD SHS          M9068E105      15.33      350 SH       SHARED    01                 350
SOFTWARE HOLDRS TR           DEPOSITRY RCPT   83404B103       3.02       60 SH       SHARED                                  60
SOFTWARE HOLDRS TR           DEPOSITRY RCPT   83404B103    1013.24    20150 SH       SHARED    01               20150
SOHU COM INC                 COM              83408W103    1750.47    19589 SH       SHARED    01               19589
SOHU COM INC                 COM              83408W103    2037.41    22800 SH  P    SHARED                     22800
SOHU COM INC                 COM              83408W103    2172.16    24308 SH       SHARED                     24308
SOHU COM INC                 COM              83408W103    3377.81    37800 SH  C    SHARED                     37800
SOLAR CAP LTD                COM              83413U100       2.63      110 SH       SHARED    20                           110
SOLAR CAP LTD                COM              83413U100       19.1      800 SH  C    SHARED                       800
SOLAR CAP LTD                COM              83413U100      308.7    12927 SH       SHARED    01               12927
SOLAR CAP LTD                COM              83413U100     564.36    23633 SH       SHARED                     23633
SOLAR SR CAP LTD             COM              83416M105      44.12     2368 SH       SOLE              2368
SOLARWINDS INC               COM              83416B109       2.35      100 SH       SHARED    01                 100
SOLARWINDS INC               COM              83416B109      18.77      800 SH  C    SHARED                       800
SOLARWINDS INC               COM              83416B109     264.09    11257 SH       SHARED                     11257
SOLERA HOLDINGS INC          COM              83421A104    2226.07    43563 SH       SHARED    01               43563
SOLERA HOLDINGS INC          COM              83421A104    3689.62    72204 SH       SHARED                     72204
SOLTA MED INC                COM              83438K103     117.53    35614 SH       SHARED    01               35614
SOLUTIA INC                  COM NEW          834376501       8.97      353 SH       SHARED    21                 353
SOLUTIA INC                  COM NEW          834376501       25.4     1000 SH  C    SHARED                      1000
SOLUTIA INC                  COM NEW          834376501      35.56     1400 SH  P    SHARED                      1400
SOLUTIA INC                  COM NEW          834376501     1865.2    73433 SH       SHARED    01               73433
SOLUTIA INC                  COM NEW          834376501    2504.21    98591 SH       SHARED                     98591
SOLUTIA INC                  *W EXP 02/27/201 834376147       4.63     1608 SH       SHARED    01                1608
SOMAXON PHARMACEUTICALS INC  COM              834453102       2.83     1000 SH  P    SOLE              1000
SOMAXON PHARMACEUTICALS INC  COM              834453102       6.51     2300 SH  C    SOLE              2300
SOMAXON PHARMACEUTICALS INC  COM              834453102        685   242051 SH       SOLE            242051
SOMERSET HILLS BANCORP       COM              834728107        0.6       68 SH       SHARED                        68
SOMERSET HILLS BANCORP       COM              834728107      16.32     1855 SH       SHARED    01                1855
SONDE RES CORP               COM              835426107       6.14     1700 SH       SHARED    01                1700
SONESTA INTL HOTELS CORP     CL A             835438409      16.11      848 SH       SOLE               848
SONIC AUTOMOTIVE INC         CL A             83545G102     3185.1   227345 SH       SHARED    01              227345
SONIC CORP                   COM              835451105     129.05    14260 SH       SHARED    01               14260
SONIC FDRY INC               COM NEW          83545R207      195.6    13040 SH       SHARED    01               13040
SONOCO PRODS CO              COM              835495102       3.62      100 SH  C    SHARED                       100
SONOCO PRODS CO              COM              835495102    1608.79    44405 SH       SHARED    01               44405
SONOCO PRODS CO              COM              835495102    3787.63   104544 SH       SHARED                    104544
SONOSITE INC                 COM              83568G104     298.75     8966 SH       SHARED                      8966
SONOSITE INC                 COM              83568G104    1632.01    48980 SH       SHARED    01               48980
SONUS NETWORKS INC           COM              835916107        1.5      400 SH  P    SHARED                       400
SONUS NETWORKS INC           COM              835916107      44.74    11900 SH  C    SHARED                     11900
SONUS NETWORKS INC           COM              835916107     581.77   154726 SH       SHARED                    154726
SONUS NETWORKS INC           COM              835916107      640.6   170372 SH       SHARED    01              170372
SONY CORP                    ADR NEW          835699307      53.22     1672 SH       SHARED    21                1672
SONY CORP                    ADR NEW          835699307     862.02    27082 SH       SHARED                     27082
SONY CORP                    ADR NEW          835699307    6292.06   197677 SH       SHARED    01              197677
SORL AUTO PTS INC            COM              78461U101       0.61      100 SH  P    SOLE               100
SORL AUTO PTS INC            COM              78461U101       1.82      300 SH  C    SOLE               300
SOTHEBYS                     COM              835898107       6.21      118 SH       SHARED    21                 118
SOTHEBYS                     COM              835898107       8.42      160 SH       SHARED                       160
SOTHEBYS                     COM              835898107     110.46     2100 SH  P    SHARED                      2100
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SOTHEBYS                     COM              835898107     226.18     4300 SH  C    SHARED                      4300
SOTHEBYS                     COM              835898107     708.79    13475 SH       SHARED    01               13475
SOUFUN HLDGS LTD             ADR              836034108     140.88     7550 SH       SHARED                      7550
SOUFUN HLDGS LTD             ADR              836034108     143.12     7670 SH       SHARED    01                7670
SOUNDBITE COMMUNICATIONS INC COM              836091108       8.93     3371 SH       SOLE              3371
SOURCE CAP INC               COM              836144105     367.71     6334 SH       SHARED    01                6334
SOURCEFIRE INC               COM              83616T108      71.53     2600 SH  P    SHARED                      2600
SOURCEFIRE INC               COM              83616T108     902.33    32800 SH  C    SHARED                     32800
SOURCEFIRE INC               COM              83616T108    2255.27    81980 SH       SHARED    01               81980
SOUTH JERSEY INDS INC        COM              838518108      31.79      568 SH       SHARED    21                 568
SOUTH JERSEY INDS INC        COM              838518108     833.73    14896 SH       SHARED                     14896
SOUTH JERSEY INDS INC        COM              838518108    2066.36    36919 SH       SHARED    01               36919
SOUTHERN CMNTY FINL CORP     COM              842632101       1.02      698 SH       SOLE               698
SOUTHERN CO                  COM              842587107       5.49      144 SH       SHARED    21                 144
SOUTHERN CO                  COM              842587107    1368.34    35905 SH       SHARED    20                         35905
SOUTHERN CO                  COM              842587107     2118.5    55589 SH       SHARED                               55589
SOUTHERN CO                  COM              842587107    2216.06    58149 SH       SHARED                     58149
SOUTHERN CO                  COM              842587107    8346.09   219000 SH  C    SHARED                    219000
SOUTHERN CO                  COM              842587107    9066.37   237900 SH  P    SHARED                    237900
SOUTHERN CO                  COM              842587107   43923.07  1152534 SH       SHARED    01             1152534
SOUTHERN CONN BANCORP INC    COM              84264A102      11.87     2661 SH       SOLE              2661
SOUTHERN COPPER CORP         COM              84265V105     499.35    12400 SH  P    SHARED                     12400
SOUTHERN COPPER CORP         COM              84265V105     938.29    23300 SH  C    SHARED                     23300
SOUTHERN COPPER CORP         COM              84265V105    4659.68   115711 SH       SHARED    01              115711
SOUTHERN COPPER CORP         COM              84265V105    4904.16   121782 SH       SHARED                    121782
SOUTHERN FIRST BANCSHARES IN COM              842873101       9.99     1250 SH       SOLE              1250
SOUTHERN MO BANCORP INC      COM              843380106       7.88      353 SH       SOLE               353
SOUTHERN NATL BANCORP OF VA  COM              843395104      14.32     2000 SH       SHARED    01                2000
SOUTHERN UN CO NEW           COM              844030106     343.44    12000 SH  P    SHARED                     12000
SOUTHERN UN CO NEW           COM              844030106      489.4    17100 SH  C    SHARED                     17100
SOUTHERN UN CO NEW           COM              844030106    3034.38   106023 SH       SHARED    01              106023
SOUTHERN UN CO NEW           COM              844030106    3379.54   118083 SH       SHARED                    118083
SOUTHSIDE BANCSHARES INC     COM              84470P109      13.55      633 SH       SHARED    21                 633
SOUTHSIDE BANCSHARES INC     COM              84470P109     175.99     8224 SH       SHARED                      8224
SOUTHSIDE BANCSHARES INC     COM              84470P109     612.13    28604 SH       SHARED    01               28604
SOUTHWEST AIRLS CO           COM              844741108      32.84     2600 SH  P    SHARED                      2600
SOUTHWEST AIRLS CO           COM              844741108     137.67    10900 SH       SHARED                               10900
SOUTHWEST AIRLS CO           COM              844741108     246.29    19500 SH  C    SHARED                     19500
SOUTHWEST AIRLS CO           COM              844741108     967.21    76580 SH       SHARED    20                         76580
SOUTHWEST AIRLS CO           COM              844741108    3858.34   305490 SH       SHARED    01              305490
SOUTHWEST BANCORP INC OKLA   COM              844767103     103.88     7321 SH       SOLE              7321
SOUTHWEST GA FINL CORP       COM              84502A104        196    14412 SH       SOLE             14412
SOUTHWEST GAS CORP           COM              844895102     887.35    22770 SH       SHARED                     22770
SOUTHWEST GAS CORP           COM              844895102    1365.98    35052 SH       SHARED    01               35052
SOUTHWESTERN ENERGY CO       COM              845467109       5.46      127 SH       SHARED    21                 127
SOUTHWESTERN ENERGY CO       COM              845467109    1100.03    25600 SH       SHARED                               25600
SOUTHWESTERN ENERGY CO       COM              845467109   14412.14   335400 SH  P    SHARED                    335400
SOUTHWESTERN ENERGY CO       COM              845467109   28938.96   673469 SH       SHARED    01              673469
SOUTHWESTERN ENERGY CO       COM              845467109   30053.22   699400 SH  C    SHARED                    699400
SOVRAN SELF STORAGE INC      COM              84610H108      39.55     1000 SH  C    SHARED                      1000
SOVRAN SELF STORAGE INC      COM              84610H108     669.98    16940 SH       SHARED                               16940
SOVRAN SELF STORAGE INC      COM              84610H108      694.5    17560 SH       SHARED                     17560
SOVRAN SELF STORAGE INC      COM              84610H108    2247.63    56830 SH       SHARED    01               56830
SP BANCORP INC               COM              78468K106      43.05     3810 SH       SHARED                      3810
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SP BANCORP INC               COM              78468K106     373.26    33032 SH       SHARED    01               33032
SPAN AMER MED SYS INC        COM              846396109       6.49      419 SH       SHARED                       419
SPAN AMER MED SYS INC        COM              846396109       7.75      500 SH       SHARED    01                 500
SPANISH BROADCASTING SYS INC CL A             846425882      11.53    12400 SH       SHARED    01               12400
SPANSION INC                 COM CL A NEW     84649R200    5284.41   283043 SH       SHARED                    283043
SPARK NETWORKS INC           COM              84651P100       0.74      234 SH       SOLE               234
SPARTAN MTRS INC             COM              846819100       29.5     4300 SH       SHARED    01                4300
SPARTAN MTRS INC             COM              846819100     101.57    14806 SH       SHARED                     14806
SPARTAN STORES INC           COM              846822104     165.25    11173 SH       SOLE             11173
SPARTECH CORP                COM NEW          847220209        1.6      220 SH       SHARED    01                 220
SPARTECH CORP                COM NEW          847220209      89.89    12398 SH       SHARED                     12398
SPDR DOW JONES INDL AVRG ETF UT SER 1         78467X109    1825.12    14836 SH       SHARED                               14836
SPDR DOW JONES INDL AVRG ETF UT SER 1         78467X109    35949.4   292224 SH       SHARED    01              292224
SPDR DOW JONES INDL AVRG ETF UT SER 1         78467X109   47153.57   383300 SH  P    SHARED                    383300
SPDR DOW JONES INDL AVRG ETF UT SER 1         78467X109    65188.3   529900 SH  C    SHARED                    529900
SPDR GOLD TRUST              GOLD SHS         78463V107      13.99      100 SH  P    SHARED    01                 100
SPDR GOLD TRUST              GOLD SHS         78463V107      13.99      100 SH       SHARED    21                 100
SPDR GOLD TRUST              GOLD SHS         78463V107     542.66     3880 SH       SHARED    20                          3880
SPDR GOLD TRUST              GOLD SHS         78463V107   17053.27   121931 SH       SHARED                    121931
SPDR GOLD TRUST              GOLD SHS         78463V107  235734.03  1685500 SH  C    SHARED                   1685500
SPDR GOLD TRUST              GOLD SHS         78463V107  367596.98  2628321 SH       SHARED    01             2628321
SPDR GOLD TRUST              GOLD SHS         78463V107 1545173.28 11048000 SH  P    SHARED                  11048000
SPDR INDEX SHS FDS           ASIA PACIF ETF   78463X301      87.22     1024 SH       SHARED    21                1024
SPDR INDEX SHS FDS           ASIA PACIF ETF   78463X301   28843.57   338619 SH       SHARED    01              338619
SPDR INDEX SHS FDS           CONSM SPLS ETF   78463X723     303.98     9787 SH       SHARED    01                9787
SPDR INDEX SHS FDS           DJ GLB RL ES ETF 78463X749    4417.31   115606 SH       SHARED    01              115606
SPDR INDEX SHS FDS           DJ INTL RL ETF   78463X863     103.35     2648 SH       SHARED                      2648
SPDR INDEX SHS FDS           DJ INTL RL ETF   78463X863    5146.89   131870 SH       SHARED    01              131870
SPDR INDEX SHS FDS           EMERG MKTS ETF   78463X509   11795.75   156650 SH       SHARED    01              156650
SPDR INDEX SHS FDS           EUROPE ETF       78463X608      30.95      563 SH       SHARED    21                 563
SPDR INDEX SHS FDS           EUROPE ETF       78463X608      54.98     1000 SH  P    SHARED                      1000
SPDR INDEX SHS FDS           EUROPE ETF       78463X608     278.58     5067 SH       SHARED                      5067
SPDR INDEX SHS FDS           EUROPE ETF       78463X608     311.74     5670 SH       SHARED    17                          5670
SPDR INDEX SHS FDS           EUROPE ETF       78463X608   11150.49   202810 SH       SHARED    01              202810
SPDR INDEX SHS FDS           EURO STOXX 50    78463X202      35.58      874 SH       SHARED                       874
SPDR INDEX SHS FDS           EURO STOXX 50    78463X202      93.63     2300 SH       SHARED    21                2300
SPDR INDEX SHS FDS           EURO STOXX 50    78463X202     153.07     3760 SH       SHARED                                3760
SPDR INDEX SHS FDS           EURO STOXX 50    78463X202     238.56     5860 SH       SHARED    01                5860
SPDR INDEX SHS FDS           GLB NAT RESRCE   78463X541     792.92    12618 SH       SHARED    01               12618
SPDR INDEX SHS FDS           INTL ENRGY ETF   78463X715       6.23      206 SH       SHARED                       206
SPDR INDEX SHS FDS           INTL ENRGY ETF   78463X715        6.5      215 SH       SHARED    01                 215
SPDR INDEX SHS FDS           INTL FINL ETF    78463X699     173.45     8300 SH       SHARED    01                8300
SPDR INDEX SHS FDS           INTL HLTH ETF    78463X681       5.86      188 SH       SOLE               188
SPDR INDEX SHS FDS           INTL INDS ETF    78463X673     536.15    18198 SH       SHARED    01               18198
SPDR INDEX SHS FDS           INTL MTRLS SEC   78463X665      207.4     6622 SH       SHARED    01                6622
SPDR INDEX SHS FDS           INTL MTRLS SEC   78463X665    2696.06    86081 SH       SHARED                     86081
SPDR INDEX SHS FDS           INTL UTILT ETF   78463X632      31.13     1479 SH       SOLE              1479
SPDR INDEX SHS FDS           LATIN AMER ETF   78463X707    3806.28    42936 SH       SHARED    01               42936
SPDR INDEX SHS FDS           MACQU GLBIN100   78463X855      25.73      600 SH       SHARED    17                           600
SPDR INDEX SHS FDS           MACQU GLBIN100   78463X855      49.87     1163 SH       SHARED                      1163
SPDR INDEX SHS FDS           MACQU GLBIN100   78463X855     168.99     3941 SH       SHARED    01                3941
SPDR INDEX SHS FDS           MIDEAST AFRICA   78463X806     417.51     5555 SH       SHARED    17                          5555
SPDR INDEX SHS FDS           MIDEAST AFRICA   78463X806    1395.35    18565 SH       SHARED    01               18565
SPDR INDEX SHS FDS           MIDEAST AFRICA   78463X806    1764.53    23477 SH       SHARED                     23477
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SPDR INDEX SHS FDS           MSCI ACWI EXUS   78463X848      17.41      496 SH       SHARED                       496
SPDR INDEX SHS FDS           MSCI ACWI EXUS   78463X848      59.69     1700 SH       SHARED                                1700
SPDR INDEX SHS FDS           MSCI ACWI EXUS   78463X848     197.81     5634 SH       SHARED    01                5634
SPDR INDEX SHS FDS           RUSS NOM SC JP   78463X822     2073.8    48601 SH       SHARED    01               48601
SPDR INDEX SHS FDS           RUSS NOMURA PR   78463X830        7.8      200 SH       SHARED    01                 200
SPDR INDEX SHS FDS           RUSS NOMURA PR   78463X830      52.26     1340 SH       SHARED                      1340
SPDR INDEX SHS FDS           S&P BRIC 40ETF   78463X798      50.15     1700 SH       SHARED    21                1700
SPDR INDEX SHS FDS           S&P BRIC 40ETF   78463X798     416.84    14130 SH       SHARED                               14130
SPDR INDEX SHS FDS           S&P BRIC 40ETF   78463X798    3218.24   109093 SH       SHARED    01              109093
SPDR INDEX SHS FDS           S&P BRIC 40ETF   78463X798   22939.44   777608 SH       SHARED    17                        777608
SPDR INDEX SHS FDS           S&P CHINA ETF    78463X400     249.09     3100 SH  P    SHARED                      3100
SPDR INDEX SHS FDS           S&P CHINA ETF    78463X400     437.91     5450 SH       SHARED                                5450
SPDR INDEX SHS FDS           S&P CHINA ETF    78463X400     996.34    12400 SH  C    SHARED                     12400
SPDR INDEX SHS FDS           S&P CHINA ETF    78463X400    6332.95    78817 SH       SHARED    01               78817
SPDR INDEX SHS FDS           S&P EMKTSC ETF   78463X756      86.18     1600 SH       SHARED    21                1600
SPDR INDEX SHS FDS           S&P EMKTSC ETF   78463X756   13099.67   243217 SH       SHARED    01              243217
SPDR INDEX SHS FDS           S&P INTL CONS    78463X731     349.38    12027 SH       SHARED    01               12027
SPDR INDEX SHS FDS           S&P INTL CONS    78463X731    2329.52    80190 SH       SHARED                     80190
SPDR INDEX SHS FDS           S&P INTL ETF     78463X772    8877.02   150407 SH       SHARED    01              150407
SPDR INDEX SHS FDS           S&PINTL MC ETF   78463X764      32.66     1015 SH       SHARED                      1015
SPDR INDEX SHS FDS           S&PINTL MC ETF   78463X764    2218.52    68941 SH       SHARED    01               68941
SPDR INDEX SHS FDS           S&P INTL SMLCP   78463X871    2267.12    71767 SH       SHARED    01               71767
SPDR INDEX SHS FDS           S&P RUSSIA ETF   78463X558     919.29    23156 SH       SHARED    01               23156
SPDR INDEX SHS FDS           S&P WRLD EX US   78463X889    3531.91   130860 SH       SHARED    01              130860
SPDR INDEX SHS FDS           STOXX EUR 50 ETF 78463X103     235.21     6559 SH       SHARED    01                6559
SPDR S&P 500 ETF TR          TR UNIT          78462F103      66.83      504 SH       SHARED    21                 504
SPDR S&P 500 ETF TR          TR UNIT          78462F103   10309.93    77758 SH       SHARED    17                         77758
SPDR S&P 500 ETF TR          TR UNIT          78462F103   29408.47   221800 SH  P    SHARED    01              221800
SPDR S&P 500 ETF TR          TR UNIT          78462F103   81937.44   617976 SH       SHARED                              617976
SPDR S&P 500 ETF TR          TR UNIT          78462F103  210566.05  1588099 SH       SHARED    01             1588099
SPDR S&P 500 ETF TR          TR UNIT          78462F103  832560.59  6279211 SH  C    SHARED                   6279211
SPDR S&P 500 ETF TR          TR UNIT          78462F103 1387660.42 10465800 SH  P    SHARED                  10465800
SPDR S&P 500 ETF TR          TR UNIT          78462F103 1416574.85 10683874 SH       SHARED                  10683874
SPDR S&P MIDCAP 400 ETF TR   UTSER1 S&PDCRP   78467Y107       4974    27700 SH  P    SHARED    01               27700
SPDR S&P MIDCAP 400 ETF TR   UTSER1 S&PDCRP   78467Y107    4669.74    26008 SH       SHARED                     26008
SPDR S&P MIDCAP 400 ETF TR   UTSER1 S&PDCRP   78467Y107   14453.78    80500 SH  C    SHARED                     80500
SPDR S&P MIDCAP 400 ETF TR   UTSER1 S&PDCRP   78467Y107   21635.78   120500 SH  P    SHARED                    120500
SPDR S&P MIDCAP 400 ETF TR   UTSER1 S&PDCRP   78467Y107   93150.18   518798 SH       SHARED    01              518798
SPDR SERIES TRUST            BARC CAPTL ETF   78464A474    1357.69    44764 SH       SHARED    01               44764
SPDR SERIES TRUST            BARCL CAP TIPS   78464A656    2530.54    46940 SH       SHARED    01               46940
SPDR SERIES TRUST            BRCLY CP US BD   78464A276      542.6    11255 SH       SHARED    01               11255
SPDR SERIES TRUST            BRCLY INTL CRP   78464A151     807.12    24050 SH       SHARED    01               24050
SPDR SERIES TRUST            BRCLYS 1-3MT ETF 78464A680   16379.36   357238 SH       SHARED    01              357238
SPDR SERIES TRUST            BRCLYS AGG ETF   78464A649    1542.62    27835 SH       SHARED    01               27835
SPDR SERIES TRUST            BRCLYS CAP CONV  78464A359   24174.42   573533 SH       SHARED    01              573533
SPDR SERIES TRUST            BRCLYS INTER ETF 78464A672      56.86      973 SH       SHARED                       973
SPDR SERIES TRUST            BRCLYS INTER ETF 78464A672    2523.21    43176 SH       SHARED    01               43176
SPDR SERIES TRUST            BRCLYS INTL ETF  78464A516   15073.63   251941 SH       SHARED    01              251941
SPDR SERIES TRUST            BRCLYS LG TRS ET 78464A664     141.59     2581 SH       SHARED                      2581
SPDR SERIES TRUST            BRCLYS LG TRS ET 78464A664    7760.44   141459 SH       SHARED    01              141459
SPDR SERIES TRUST            BRCLYS YLD ETF   78464A417      22.52      556 SH       SHARED    21                 556
SPDR SERIES TRUST            BRCLYS YLD ETF   78464A417     101.28     2500 SH  C    SHARED                      2500
SPDR SERIES TRUST            BRCLYS YLD ETF   78464A417     279.52     6900 SH  P    SHARED                      6900
SPDR SERIES TRUST            BRCLYS YLD ETF   78464A417    4858.28   119928 SH       SHARED                    119928
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SPDR SERIES TRUST            BRCLYS YLD ETF   78464A417   98508.77  2431715 SH       SHARED    01             2431715
SPDR SERIES TRUST            CAP MORTG ETF    78464A383     853.57    31676 SH       SHARED    01               31676
SPDR SERIES TRUST            CAP MORTG ETF    78464A383    1682.68    62444 SH       SHARED                     62444
SPDR SERIES TRUST            DB INT GVT ETF   78464A490   18455.69   305305 SH       SHARED    01              305305
SPDR SERIES TRUST            DJ GLB TITANS    78464A706     180.68     2960 SH       SHARED    01                2960
SPDR SERIES TRUST            DJ LRG CAP ETF   78464A854     235.09     3774 SH       SHARED    01                3774
SPDR SERIES TRUST            DJ MID CAP ETF   78464A847      20.65      320 SH       SHARED                       320
SPDR SERIES TRUST            DJ MID CAP ETF   78464A847    2172.93    33680 SH       SHARED    01               33680
SPDR SERIES TRUST            DJ REIT ETF      78464A607      73.13     1132 SH       SHARED                      1132
SPDR SERIES TRUST            DJ REIT ETF      78464A607    5146.17    79662 SH       SHARED    01               79662
SPDR SERIES TRUST            DJ TTL MKT ETF   78464A805      20.27      203 SH       SHARED    01                 203
SPDR SERIES TRUST            INTR TRM CORP BD 78464A375     7894.5   241422 SH       SHARED    01              241422
SPDR SERIES TRUST            KBW MTG FN ETF   78464A524       1.48       36 SH       SOLE                36
SPDR SERIES TRUST            KBW REGN BK ETF  78464A698    2884.61   108322 SH       SHARED    01              108322
SPDR SERIES TRUST            LNG TRM CORP BD  78464A367      69.87     1991 SH       SHARED    01                1991
SPDR SERIES TRUST            MORGAN TECH ETF  78464A102    1648.73    24357 SH       SHARED    01               24357
SPDR SERIES TRUST            NUVN BRCLY MUNI  78464A458   11978.08   544706 SH       SHARED    01              544706
SPDR SERIES TRUST            NUVN BR NY MUNI  78464A433      15.47      734 SH       SHARED                       734
SPDR SERIES TRUST            NUVN BR NY MUNI  78464A433     104.64     4964 SH       SHARED    01                4964
SPDR SERIES TRUST            NUVN BR SHT MUNI 78464A425      35.17     1476 SH       SHARED                      1476
SPDR SERIES TRUST            NUVN BR SHT MUNI 78464A425   17916.28   751837 SH       SHARED    01              751837
SPDR SERIES TRUST            NUVN CALI MUNI   78464A441        7.8      366 SH       SHARED                       366
SPDR SERIES TRUST            NUVN CALI MUNI   78464A441     572.38    26847 SH       SHARED    01               26847
SPDR SERIES TRUST            NUVN S&P VRDO MN 78464A318     131.89     4401 SH       SHARED    01                4401
SPDR SERIES TRUST            OILGAS EQUIP     78464A748      12958   294701 SH       SHARED    01              294701
SPDR SERIES TRUST            SHRT INTL ETF    78464A334      50.08     1300 SH       SHARED    21                1300
SPDR SERIES TRUST            SHRT INTL ETF    78464A334     607.92    15782 SH       SHARED    01               15782
SPDR SERIES TRUST            S&P 400 MDCP GRW 78464A821     443.05     5409 SH       SHARED    01                5409
SPDR SERIES TRUST            S&P 400 MDCP VAL 78464A839     131.81     2244 SH       SHARED    01                2244
SPDR SERIES TRUST            S&P 500 GROWTH   78464A409    1006.24    16903 SH       SHARED    01               16903
SPDR SERIES TRUST            S&P 500 VALUE    78464A508     461.84     6706 SH       SHARED    01                6706
SPDR SERIES TRUST            S&P 600 SMCP GRW 78464A201     182.13     1537 SH       SHARED                      1537
SPDR SERIES TRUST            S&P 600 SMCP GRW 78464A201     759.35     6408 SH       SHARED    01                6408
SPDR SERIES TRUST            S&P 600 SMCP VAL 78464A300    1439.81    19691 SH       SHARED    01               19691
SPDR SERIES TRUST            S&P 600 SML CAP  78464A813    2934.97    41469 SH       SHARED    01               41469
SPDR SERIES TRUST            S&P BIOTECH      78464A870      40.06      600 SH  C    SHARED                       600
SPDR SERIES TRUST            S&P BIOTECH      78464A870    5276.97    79032 SH       SHARED    01               79032
SPDR SERIES TRUST            S&P DIVID ETF    78464A763      64.98     1200 SH       SHARED                                1200
SPDR SERIES TRUST            S&P DIVID ETF    78464A763   89998.71  1662026 SH       SHARED    01             1662026
SPDR SERIES TRUST            SPDR KBW BK ETF  78464A797      13.45      521 SH       SHARED    21                 521
SPDR SERIES TRUST            SPDR KBW BK ETF  78464A797   19027.58   736932 SH       SHARED    01              736932
SPDR SERIES TRUST            SPDR KBW CAP ETF 78464A771    1160.55    29463 SH       SHARED    01               29463
SPDR SERIES TRUST            SPDR KBW INS ETF 78464A789    1445.74    32761 SH       SHARED    01               32761
SPDR SERIES TRUST            S&P HOMEBUILD    78464A888    1591.55    87400 SH  P    SHARED                     87400
SPDR SERIES TRUST            S&P HOMEBUILD    78464A888    1821.76   100042 SH       SHARED    01              100042
SPDR SERIES TRUST            S&P HOMEBUILD    78464A888    2582.18   141800 SH  C    SHARED                    141800
SPDR SERIES TRUST            S&P HOMEBUILD    78464A888   10899.96   598570 SH       SHARED                    598570
SPDR SERIES TRUST            S&P METALS MNG   78464A755    6452.09    86850 SH       SHARED    01               86850
SPDR SERIES TRUST            S&P METALS MNG   78464A755    36920.5   496978 SH       SHARED                    496978
SPDR SERIES TRUST            S&P METALS MNG   78464A755   51163.52   688700 SH  P    SHARED                    688700
SPDR SERIES TRUST            S&P METALS MNG   78464A755   92513.34  1245300 SH  C    SHARED                   1245300
SPDR SERIES TRUST            S&P OILGAS EXP   78464A730    5255.58    81583 SH       SHARED    01               81583
SPDR SERIES TRUST            S&P PHARMAC      78464A722     2586.9    55252 SH       SHARED    01               55252
SPDR SERIES TRUST            S&P RETAIL ETF   78464A714    3007.56    59204 SH       SHARED    01               59204
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SPDR SERIES TRUST            S&P RETAIL ETF   78464A714   12527.28   246600 SH  C    SHARED                    246600
SPDR SERIES TRUST            S&P RETAIL ETF   78464A714   41193.72   810900 SH  P    SHARED                    810900
SPDR SERIES TRUST            S&P RETAIL ETF   78464A714  288704.53  5683160 SH       SHARED                   5683160
SPDR SERIES TRUST            S&P SEMICNDCTR   78464A862    1238.05    21138 SH       SHARED    01               21138
SPDR SERIES TRUST            WELLS FG PFD ETF 78464A292      34.49      755 SH       SHARED    01                 755
SPDR SERIES TRUST            WELLS FG PFD ETF 78464A292      43.21      946 SH       SHARED                       946
SPECIAL OPPORTUNITIES FD INC COM              84741T104      14.07      919 SH       SHARED    01                 919
SPECIAL OPPORTUNITIES FD INC COM              84741T104      32.56     2127 SH       SHARED                      2127
SPECTRA ENERGY CORP          COM              847560109       3.53      130 SH       SHARED    21                 130
SPECTRA ENERGY CORP          COM              847560109      19.03      700 SH  P    SHARED                       700
SPECTRA ENERGY CORP          COM              847560109      56.53     2080 SH       SHARED    20                          2080
SPECTRA ENERGY CORP          COM              847560109      99.42     3658 SH       SHARED                      3658
SPECTRA ENERGY CORP          COM              847560109      135.9     5000 SH  C    SHARED                      5000
SPECTRA ENERGY CORP          COM              847560109    1131.07    41614 SH       SHARED                               41614
SPECTRA ENERGY CORP          COM              847560109   16840.02   619574 SH       SHARED    01              619574
SPECTRA ENERGY PARTNERS LP   COM              84756N109    1223.39    37219 SH       SHARED    01               37219
SPECTRA ENERGY PARTNERS LP   COM              84756N109    4484.59   136434 SH       SHARED                    136434
SPECTRANETICS CORP           COM              84760C107      41.27     8762 SH       SHARED    01                8762
SPECTRUM BRANDS HLDGS INC    COM              84763R101       8.33      300 SH       SHARED    01                 300
SPECTRUM PHARMACEUTICALS INC COM              84763A108      35.56     4000 SH  P    SHARED                      4000
SPECTRUM PHARMACEUTICALS INC COM              84763A108      39.12     4400 SH  C    SHARED                      4400
SPECTRUM PHARMACEUTICALS INC COM              84763A108      66.68     7500 SH       SHARED    01                7500
SPECTRUM PHARMACEUTICALS INC COM              84763A108     2127.9   239359 SH       SHARED                    239359
SPEEDWAY MOTORSPORTS INC     COM              847788106       4.01      251 SH       SHARED                       251
SPEEDWAY MOTORSPORTS INC     COM              847788106      13.66      855 SH       SHARED    01                 855
SPHERIX INC                  COM              84842R106        0.7     1593 SH       SOLE              1593
SPIRE CORP                   COM              848565107       4.73     1000 SH       SHARED    01                1000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A         848574109       8.09      315 SH       SHARED    20                           315
SPIRIT AEROSYSTEMS HLDGS INC COM CL A         848574109    2493.12    97122 SH       SHARED                     97122
SPIRIT AEROSYSTEMS HLDGS INC COM CL A         848574109     2606.4   101535 SH       SHARED    01              101535
SPORT CHALET INC             CL A             849163209       0.36      175 SH       SHARED    01                 175
SPORT CHALET INC             CL B             849163308       10.4     5025 SH       SHARED    01                5025
SPREADTRUM COMMUNICATIONS IN ADR              849415203      38.96     2100 SH  P    SHARED                      2100
SPREADTRUM COMMUNICATIONS IN ADR              849415203     328.24    17695 SH       SHARED    01               17695
SPREADTRUM COMMUNICATIONS IN ADR              849415203     367.29    19800 SH  C    SHARED                     19800
SPREADTRUM COMMUNICATIONS IN ADR              849415203     943.66    50871 SH       SHARED                     50871
SPRINT NEXTEL CORP           COM SER 1        852061100      43.67     9412 SH       SHARED    21                9412
SPRINT NEXTEL CORP           COM SER 1        852061100     153.12    33000 SH  P    SHARED    01               33000
SPRINT NEXTEL CORP           COM SER 1        852061100     924.05   199149 SH       SHARED                              199149
SPRINT NEXTEL CORP           COM SER 1        852061100    8038.34  1732400 SH  P    SHARED                   1732400
SPRINT NEXTEL CORP           COM SER 1        852061100    9582.99  2065300 SH  C    SHARED                   2065300
SPRINT NEXTEL CORP           COM SER 1        852061100    9769.59  2105516 SH       SHARED    01             2105516
SPRINT NEXTEL CORP           COM SER 1        852061100   28347.19  6109308 SH       SHARED                   6109308
SPROTT PHYSICAL GOLD TRUST   UNIT             85207H104     389.19    30790 SH       SHARED    01               30790
SPROTT PHYSICAL SILVER TR    TR UNIT          85207K107     212.31    12070 SH       SHARED    01               12070
SPS COMM INC                 COM              78463M107     320.08    20637 SH       SHARED    01               20637
SPX CORP                     COM              784635104     238.17     3000 SH  C    SHARED                      3000
SPX CORP                     COM              784635104     333.44     4200 SH       SHARED                                4200
SPX CORP                     COM              784635104     603.36     7600 SH  P    SHARED                      7600
SPX CORP                     COM              784635104    1623.68    20452 SH       SHARED    01               20452
SPX CORP                     COM              784635104    2711.41    34153 SH       SHARED                     34153
SRA INTL INC                 CL A             78464R105       8.25      291 SH       SHARED    21                 291
SRA INTL INC                 CL A             78464R105     142.65     5030 SH       SHARED    01                5030
SRA INTL INC                 CL A             78464R105     450.92    15900 SH  P    SHARED                     15900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SRA INTL INC                 CL A             78464R105     737.36    26000 SH  C    SHARED                     26000
SRA INTL INC                 CL A             78464R105    2046.23    72152 SH       SHARED                     72152
SS&C TECHNOLOGIES HLDGS INC  COM              78467J100     258.23    12646 SH       SHARED                     12646
SS&C TECHNOLOGIES HLDGS INC  COM              78467J100    1713.85    83930 SH       SHARED    01               83930
ST JOE CO                    COM              790148100     846.21    33754 SH       SHARED    01               33754
ST JOE CO                    COM              790148100    1267.36    50553 SH       SHARED                     50553
ST JOE CO                    COM              790148100    1381.36    55100 SH  C    SHARED                     55100
ST JOE CO                    COM              790148100    5580.58   222600 SH  P    SHARED                    222600
ST JUDE MED INC              COM              790849103      10.35      202 SH       SHARED    21                 202
ST JUDE MED INC              COM              790849103     102.11     1992 SH       SHARED                      1992
ST JUDE MED INC              COM              790849103    1173.85    22900 SH       SHARED                               22900
ST JUDE MED INC              COM              790849103    6699.68   130700 SH  P    SHARED                    130700
ST JUDE MED INC              COM              790849103    9882.57   192793 SH       SHARED    01              192793
ST JUDE MED INC              COM              790849103   20063.16   391400 SH  C    SHARED                    391400
ST MARY LD & EXPL CO         NOTE  3.500% 4/0 792228AD0       8.59     6000 PRN      SHARED    01                6000
ST MARY LD & EXPL CO         NOTE  3.500% 4/0 792228AD0     729.94   510000 PRN      SHARED                    510000
STAAR SURGICAL CO            COM PAR $0.01    852312305       11.2     2010 SH       SHARED    01                2010
STAAR SURGICAL CO            COM PAR $0.01    852312305      73.36    13171 SH       SHARED                     13171
STAGE STORES INC             COM NEW          85254C305       3.42      178 SH       SHARED                       178
STAGE STORES INC             COM NEW          85254C305       6.92      360 SH       SHARED    20                           360
STAGE STORES INC             COM NEW          85254C305       34.4     1790 SH       SHARED    01                1790
STAMPS COM INC               COM NEW          852857200      34.71     2600 SH  C    SOLE              2600
STAMPS COM INC               COM NEW          852857200     107.88     8081 SH       SOLE              8081
STANCORP FINL GROUP INC      COM              852891100    2006.45    43505 SH       SHARED                     43505
STANCORP FINL GROUP INC      COM              852891100    2957.54    64127 SH       SHARED    01               64127
STANDARD FINL CORP MD        COM              853393106        1.6      102 SH       SOLE               102
STANDARD MICROSYSTEMS CORP   COM              853626109      28.48     1155 SH       SHARED    01                1155
STANDARD MICROSYSTEMS CORP   COM              853626109      73.98     3000 SH  C    SHARED                      3000
STANDARD MICROSYSTEMS CORP   COM              853626109      76.45     3100 SH  P    SHARED                      3100
STANDARD MICROSYSTEMS CORP   COM              853626109     390.93    15853 SH       SHARED                     15853
STANDARD MTR PRODS INC       COM              853666105       9.68      700 SH  P    SHARED                       700
STANDARD MTR PRODS INC       COM              853666105       12.1      875 SH       SHARED                       875
STANDARD MTR PRODS INC       COM              853666105      26.28     1900 SH  C    SHARED                      1900
STANDARD MTR PRODS INC       COM              853666105      35.16     2542 SH       SHARED    01                2542
STANDARD PAC CORP NEW        COM              85375C101      55.95    15000 SH  P    SHARED                     15000
STANDARD PAC CORP NEW        COM              85375C101      57.07    15300 SH  C    SHARED                     15300
STANDARD PAC CORP NEW        COM              85375C101     828.07   222004 SH       SHARED    01              222004
STANDARD PAC CORP NEW        COM              85375C101    2686.75   720308 SH       SHARED                    720308
STANDARD PARKING CORP        COM              853790103      96.56     5437 SH       SOLE              5437
STANDARD REGISTER CO         COM              853887107       0.34      103 SH       SHARED    01                 103
STANDEX INTL CORP            COM              854231107      307.7     8121 SH       SOLE              8121
STANLEY BLACK & DECKER INC   COM              854502101      68.94      900 SH  P    SHARED                       900
STANLEY BLACK & DECKER INC   COM              854502101     779.71    10179 SH       SHARED                               10179
STANLEY BLACK & DECKER INC   COM              854502101     4940.7    64500 SH  C    SHARED                     64500
STANLEY BLACK & DECKER INC   COM              854502101    10672.3   139325 SH       SHARED    01              139325
STANLEY BLACK & DECKER INC   COM              854502101   31472.72   410871 SH       SHARED                    410871
STANLEY BLACK & DECKER INC   UNIT 99/99/9999  854502309       6.22       52 SH       SHARED    01                  52
STANLEY FURNITURE CO INC     COM NEW          854305208       1.53      277 SH       SOLE               277
STANLEY WKS                  FRNT         5/1 854616AM1       4.98     4000 PRN      SHARED    01                4000
STANTEC INC                  COM              85472N109      59.72     1990 SH       SHARED    01                1990
STANTEC INC                  COM              85472N109     690.23    23000 SH       SHARED                               23000
STANTEC INC                  COM              85472N109     2029.7    67634 SH       SHARED                     67634
STAPLES INC                  COM              855030102      12.33      635 SH       SHARED    21                 635
STAPLES INC                  COM              855030102     882.93    45465 SH       SHARED                     45465
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
STAPLES INC                  COM              855030102    1475.92    76000 SH  C    SHARED                     76000
STAPLES INC                  COM              855030102    1940.06    99900 SH  P    SHARED                     99900
STAPLES INC                  COM              855030102    9568.72   492725 SH       SHARED                              492725
STAPLES INC                  COM              855030102    32361.1  1666380 SH       SHARED    01             1666380
STAR BUFFET INC              COM              855086104       0.91      593 SH       SOLE               593
STAR BULK CARRIERS CORP      COM              Y8162K105       5.79     2411 SH       SHARED    01                2411
STAR BULK CARRIERS CORP      COM              Y8162K105      25.41    10586 SH       SHARED                     10586
STAR GAS PARTNERS L P        UNIT LTD PARTNR  85512C105        4.7      824 SH       SHARED    01                 824
STAR GAS PARTNERS L P        UNIT LTD PARTNR  85512C105      37.95     6658 SH       SHARED                      6658
STAR SCIENTIFIC INC          COM              85517P101      53.57    11800 SH  P    SHARED                     11800
STAR SCIENTIFIC INC          COM              85517P101     288.45    63536 SH       SHARED                     63536
STAR SCIENTIFIC INC          COM              85517P101      586.8   129250 SH       SHARED    01              129250
STAR SCIENTIFIC INC          COM              85517P101     697.34   153600 SH  C    SHARED                    153600
STARBUCKS CORP               COM              855244109      86.91     2352 SH       SHARED    21                2352
STARBUCKS CORP               COM              855244109     751.78    20346 SH       SHARED                     20346
STARBUCKS CORP               COM              855244109    1732.96    46900 SH       SHARED                               46900
STARBUCKS CORP               COM              855244109   10552.92   285600 SH  P    SHARED                    285600
STARBUCKS CORP               COM              855244109    22099.8   598100 SH  C    SHARED                    598100
STARBUCKS CORP               COM              855244109   34803.98   941921 SH       SHARED    01              941921
STARRETT L S CO              CL A             855668109       25.5     1816 SH       SOLE              1816
STARTEK INC                  COM              85569C107      13.35     2649 SH       SOLE              2649
STARWOOD HOTELS&RESORTS WRLD COM              85590A401      32.08      552 SH       SHARED    21                 552
STARWOOD HOTELS&RESORTS WRLD COM              85590A401     732.31    12600 SH       SHARED                               12600
STARWOOD HOTELS&RESORTS WRLD COM              85590A401     804.67    13845 SH       SHARED                     13845
STARWOOD HOTELS&RESORTS WRLD COM              85590A401   17212.01   296146 SH       SHARED    01              296146
STARWOOD HOTELS&RESORTS WRLD COM              85590A401   21283.54   366200 SH  P    SHARED                    366200
STARWOOD HOTELS&RESORTS WRLD COM              85590A401   21707.82   373500 SH  C    SHARED                    373500
STARWOOD PPTY TR INC         COM              85571B105     612.45    27464 SH       SHARED                     27464
STARWOOD PPTY TR INC         COM              85571B105     882.63    39580 SH       SHARED    01               39580
STATE AUTO FINL CORP         COM              855707105       0.91       50 SH       SHARED    01                  50
STATE AUTO FINL CORP         COM              855707105     126.32     6933 SH       SHARED                      6933
STATE BANCORP INC N.Y        COM              855716106      23.38     2250 SH       SHARED    01                2250
STATE STR CORP               COM              857477103       8.49      189 SH       SHARED    21                 189
STATE STR CORP               COM              857477103    1802.09    40100 SH  P    SHARED                     40100
STATE STR CORP               COM              857477103    3600.41    80116 SH       SHARED                     80116
STATE STR CORP               COM              857477103     4417.6    98300 SH  C    SHARED                     98300
STATE STR CORP               COM              857477103    9781.24   217651 SH       SHARED                              217651
STATE STR CORP               COM              857477103   19731.63   439066 SH       SHARED    01              439066
STATOIL ASA                  SPONSORED ADR    85771P102      40.33     1459 SH       SHARED    21                1459
STATOIL ASA                  SPONSORED ADR    85771P102     239.83     8677 SH       SHARED                      8677
STATOIL ASA                  SPONSORED ADR    85771P102    7752.74   280490 SH       SHARED    01              280490
STEC INC                     COM              784774101     231.22    11509 SH       SHARED                     11509
STEC INC                     COM              784774101     971.85    48375 SH       SHARED    01               48375
STEC INC                     COM              784774101    1390.23    69200 SH  P    SHARED                     69200
STEC INC                     COM              784774101    1482.64    73800 SH  C    SHARED                     73800
STEEL DYNAMICS INC           COM              858119100       6.94      370 SH       SHARED    20                           370
STEEL DYNAMICS INC           COM              858119100      56.31     3000 SH       SHARED    21                3000
STEEL DYNAMICS INC           COM              858119100      660.7    35200 SH  P    SHARED                     35200
STEEL DYNAMICS INC           COM              858119100    1054.87    56200 SH  C    SHARED                     56200
STEEL DYNAMICS INC           COM              858119100    3665.35   195277 SH       SHARED    01              195277
STEEL DYNAMICS INC           COM              858119100    5766.07   307196 SH       SHARED                    307196
STEEL DYNAMICS INC           NOTE  5.125% 6/1 858119AP5        6.4     5000 PRN      SHARED    01                5000
STEELCASE INC                CL A             858155203      37.37     3284 SH       SHARED    01                3284
STEELCASE INC                CL A             858155203     490.44    43097 SH       SHARED                     43097
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
STEIN MART INC               COM              858375108        8.1      800 SH  C    SHARED                       800
STEIN MART INC               COM              858375108        8.1      800 SH  P    SHARED                       800
STEIN MART INC               COM              858375108     162.79    16073 SH       SHARED    01               16073
STEINER LEISURE LTD          ORD              P8744Y102        6.2      134 SH       SHARED    21                 134
STEINER LEISURE LTD          ORD              P8744Y102     462.74    10003 SH       SHARED    01               10003
STEINWAY MUSICAL INSTRS INC  COM              858495104       2.22      100 SH       SHARED    01                 100
STEINWAY MUSICAL INSTRS INC  COM              858495104      26.39     1188 SH       SHARED                      1188
STELLARONE CORP              COM              85856G100      67.99     4805 SH       SHARED    01                4805
STELLARONE CORP              COM              85856G100     133.05     9403 SH       SHARED                      9403
STEMCELLS INC                COM              85857R105      57.17    62828 SH       SHARED    01               62828
STEMCELLS INC                COM              85857R105       85.5    93961 SH       SHARED                     93961
STEPAN CO                    COM              858586100     287.03     3959 SH       SHARED                      3959
STEPAN CO                    COM              858586100     852.53    11759 SH       SHARED    01               11759
STEPAN CO                    PFD CONV 5.50%   858586209      69.27      840 SH       SOLE               840
STEREOTAXIS INC              COM              85916J102       3.87     1000 SH  C    SOLE              1000
STEREOTAXIS INC              COM              85916J102     236.82    61195 SH       SOLE             61195
STERICYCLE INC               COM              858912108     372.41     4200 SH  C    SHARED                      4200
STERICYCLE INC               COM              858912108     815.76     9200 SH       SHARED                                9200
STERICYCLE INC               COM              858912108    8988.57   101371 SH       SHARED    01              101371
STERIS CORP                  COM              859152100       2.63       76 SH       SHARED    21                  76
STERIS CORP                  COM              859152100     1164.9    33726 SH       SHARED                     33726
STERIS CORP                  COM              859152100    1169.11    33848 SH       SHARED    01               33848
STERLING BANCORP             COM              859158107      26.03     2600 SH       SHARED    01                2600
STERLING BANCORP             COM              859158107     147.67    14752 SH       SHARED                     14752
STERLING BANCSHARES INC      COM              858907108       5.81      675 SH       SHARED    01                 675
STERLING BANCSHARES INC      COM              858907108     505.91    58758 SH       SHARED                     58758
STERLING BANCSHARES INC      *W EXP 12/12/201 858907116       0.45      129 SH       SOLE               129
STERLING CONSTRUCTION CO INC COM              859241101      16.88     1000 SH  C    SHARED                      1000
STERLING CONSTRUCTION CO INC COM              859241101      37.14     2200 SH       SHARED    01                2200
STERLING CONSTRUCTION CO INC COM              859241101      105.6     6256 SH       SHARED                      6256
STERLING CONSTRUCTION CO INC COM              859241101     459.14    27200 SH  P    SHARED                     27200
STERLING FINL CORP WASH      COM NEW          859319303      51.24     3059 SH       SHARED    01                3059
STERLING FINL CORP WASH      COM NEW          859319303       53.6     3200 SH       SHARED                      3200
STERLITE INDS INDIA LTD      ADS              859737207      98.12     6355 SH       SHARED    01                6355
STERLITE INDS INDIA LTD      ADS              859737207    5736.98   371566 SH       SHARED                    371566
STERLITE INDS INDIA LTD      NOTE  4.000%10/3 859737AB4      245.1   240000 PRN      SOLE            240000
STEWARDSHIP FINL CORP        COM              860326107      12.02     2023 SH       SOLE              2023
STEWART ENTERPRISES INC      CL A             860370105       3.48      455 SH       SHARED    01                 455
STEWART ENTERPRISES INC      CL A             860370105       7.64     1000 SH  C    SHARED                      1000
STEWART INFORMATION SVCS COR COM              860372101      90.35     8621 SH       SOLE              8621
STIFEL FINL CORP             COM              860630102      93.33     1300 SH  C    SHARED                      1300
STIFEL FINL CORP             COM              860630102    1399.69    19497 SH       SHARED    01               19497
STIFEL FINL CORP             COM              860630102    1491.08    20770 SH       SHARED                     20770
STILLWATER MNG CO            COM              86074Q102     252.23    11000 SH       SHARED                               11000
STILLWATER MNG CO            COM              86074Q102    1560.55    68057 SH       SHARED    01               68057
STILLWATER MNG CO            COM              86074Q102    2373.26   103500 SH  C    SHARED                    103500
STILLWATER MNG CO            COM              86074Q102     4684.6   204300 SH  P    SHARED                    204300
STILLWATER MNG CO            COM              86074Q102  124866.71  5445561 SH       SHARED                   5445561
STMICROELECTRONICS N V       NY REGISTRY      861012102       5.59      450 SH       SHARED    21                 450
STMICROELECTRONICS N V       NY REGISTRY      861012102    3791.98   305312 SH       SHARED    01              305312
STONE ENERGY CORP            COM              861642106       7.68      230 SH       SHARED    21                 230
STONE ENERGY CORP            COM              861642106      29.87      895 SH       SHARED    01                 895
STONE ENERGY CORP            COM              861642106     133.48     4000 SH  C    SHARED                      4000
STONE ENERGY CORP            COM              861642106    4831.98   144800 SH  P    SHARED                    144800
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
STONE ENERGY CORP            COM              861642106   11319.44   339210 SH       SHARED                    339210
STONE HBR EMERG MRKTS INC FD COM              86164T107      28.58     1207 SH       SHARED                      1207
STONE HBR EMERG MRKTS INC FD COM              86164T107     507.15    21417 SH       SHARED    01               21417
STONEMOR PARTNERS L P        COM UNITS        86183Q100     925.11    32759 SH       SHARED    01               32759
STONERIDGE INC               COM              86183P102      75.98     5197 SH       SHARED                      5197
STONERIDGE INC               COM              86183P102        235    16074 SH       SHARED    01               16074
STR HLDGS INC                COM              78478V100      11.32      590 SH       SHARED    21                 590
STR HLDGS INC                COM              78478V100      59.46     3100 SH  C    SHARED                      3100
STR HLDGS INC                COM              78478V100     243.11    12675 SH       SHARED                     12675
STR HLDGS INC                COM              78478V100     510.19    26600 SH       SHARED    01               26600
STRATASYS INC                COM              862685104        4.7      100 SH  C    SHARED                       100
STRATASYS INC                COM              862685104     267.38     5689 SH       SHARED    01                5689
STRATASYS INC                COM              862685104     437.62     9311 SH       SHARED                      9311
STRATEGIC GLOBAL INCOME FD   COM              862719101      22.18     2000 SH       SHARED    01                2000
STRATEGIC HOTELS & RESORTS I COM              86272T106       1.94      300 SH  C    SHARED                       300
STRATEGIC HOTELS & RESORTS I COM              86272T106     559.18    86694 SH       SHARED                     86694
STRATEGIC HOTELS & RESORTS I COM              86272T106     591.47    91700 SH       SHARED                               91700
STRATTEC SEC CORP            COM              863111100      33.48      997 SH       SOLE               997
STRATUS PPTYS INC            COM NEW          863167201       2.77      211 SH       SHARED    01                 211
STRATUS PPTYS INC            COM NEW          863167201      13.19     1003 SH       SHARED                      1003
STRAYER ED INC               COM              863236105      56.24      431 SH       SHARED    01                 431
STRAYER ED INC               COM              863236105      91.34      700 SH  P    SHARED                       700
STRAYER ED INC               COM              863236105     300.13     2300 SH  C    SHARED                      2300
STRAYER ED INC               COM              863236105    1375.76    10543 SH       SHARED                     10543
STREAM GLOBAL SVCS INC       UNIT 10/17/2011  86323M209       7.75     2525 SH       SOLE              2525
STREAM GLOBAL SVCS INC       *W EXP 10/17/201 86323M118       0.01      260 SH       SOLE               260
STRYKER CORP                 COM              863667101       7.17      118 SH       SHARED    21                 118
STRYKER CORP                 COM              863667101     419.52     6900 SH  P    SHARED                      6900
STRYKER CORP                 COM              863667101     1155.2    19000 SH       SHARED                               19000
STRYKER CORP                 COM              863667101    2077.84    34175 SH       SHARED                     34175
STRYKER CORP                 COM              863667101    4414.08    72600 SH  C    SHARED                     72600
STRYKER CORP                 COM              863667101   26750.54   439976 SH       SHARED    01              439976
STURM RUGER & CO INC         COM              864159108        2.3      100 SH  C    SHARED                       100
STURM RUGER & CO INC         COM              864159108     207.81     9047 SH       SHARED                      9047
STURM RUGER & CO INC         COM              864159108      988.1    43017 SH       SHARED    01               43017
SUBAYE INC                   COM              86428D104     111.22    41194 SH       SOLE             41194
SUBURBAN PROPANE PARTNERS L  UNIT LTD PARTN   864482104      11.29      200 SH  P    SHARED                       200
SUBURBAN PROPANE PARTNERS L  UNIT LTD PARTN   864482104      22.57      400 SH  C    SHARED                       400
SUBURBAN PROPANE PARTNERS L  UNIT LTD PARTN   864482104     195.47     3464 SH       SHARED                      3464
SUBURBAN PROPANE PARTNERS L  UNIT LTD PARTN   864482104     5563.6    98593 SH       SHARED    01               98593
SUCCESSFACTORS INC           COM              864596101      14.19      363 SH       SHARED                       363
SUCCESSFACTORS INC           COM              864596101     101.63     2600 SH  C    SHARED                      2600
SUCCESSFACTORS INC           COM              864596101    1466.97    37528 SH       SHARED    01               37528
SUFFOLK BANCORP              COM              864739107      83.37     3974 SH       SHARED                      3974
SUFFOLK BANCORP              COM              864739107     103.45     4931 SH       SHARED    01                4931
SULPHCO INC                  COM              865378103       0.03      200 SH       SHARED    01                 200
SULPHCO INC                  COM              865378103      14.28    99889 SH       SHARED                     99889
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR    86562M209      42.31     6770 SH       SHARED    21                6770
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR    86562M209    4832.88   773260 SH       SHARED    01              773260
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR    86562M209    8224.61  1315937 SH       SHARED    20                       1315937
SUMMIT FINANCIAL GROUP INC   COM              86606G101       5.38     1469 SH       SHARED                      1469
SUMMIT FINANCIAL GROUP INC   COM              86606G101       5.49     1500 SH       SHARED    01                1500
SUMMIT ST BK SANTA ROSA CALI COM              866264203       5.22      748 SH       SOLE               748
SUN BANCORP INC              COM              86663B102        144    41379 SH       SOLE             41379
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SUN COMMUNITIES INC          COM              866674104     264.95     7432 SH       SHARED                      7432
SUN COMMUNITIES INC          COM              866674104     437.71    12278 SH       SHARED                               12278
SUN COMMUNITIES INC          COM              866674104    1114.21    31254 SH       SHARED    01               31254
SUN HEALTHCARE GROUP INC NEW COM              86677E100      131.7     9360 SH       SHARED                      9360
SUN HEALTHCARE GROUP INC NEW COM              86677E100      437.9    31123 SH       SHARED    01               31123
SUN HYDRAULICS CORP          COM              866942105      10.95      254 SH       SHARED    01                 254
SUN HYDRAULICS CORP          COM              866942105     249.46     5788 SH       SHARED                      5788
SUN LIFE FINL INC            COM              866796105         66     2100 SH  C    SHARED                      2100
SUN LIFE FINL INC            COM              866796105     605.37    19261 SH       SHARED    01               19261
SUN LIFE FINL INC            COM              866796105    1090.62    34700 SH       SHARED                               34700
SUN LIFE FINL INC            COM              866796105    8514.61   270907 SH       SHARED                    270907
SUNAMERICA FCSED ALPHA GRW F COM              867037103      31.54     1576 SH       SHARED                      1576
SUNAMERICA FCSED ALPHA GRW F COM              867037103     477.86    23881 SH       SHARED    01               23881
SUNAMERICA FOCUSE ALPHA LC F COM              867038101      35.07     1930 SH       SOLE              1930
SUNCOR ENERGY INC NEW        COM              867224107      310.2     6918 SH       SHARED    21                6918
SUNCOR ENERGY INC NEW        COM              867224107    4054.43    90420 SH       SHARED                               90420
SUNCOR ENERGY INC NEW        COM              867224107   11353.17   253193 SH       SHARED    20                        253193
SUNCOR ENERGY INC NEW        COM              867224107   22186.83   494800 SH  C    SHARED                    494800
SUNCOR ENERGY INC NEW        COM              867224107    37356.2   833100 SH  P    SHARED                    833100
SUNCOR ENERGY INC NEW        COM              867224107   51446.41  1147333 SH       SHARED    01             1147333
SUNCOR ENERGY INC NEW        COM              867224107   86053.61  1919126 SH       SHARED                   1919126
SUNESIS PHARMACEUTICALS INC  COM NEW          867328601      10.67     5500 SH       SHARED    01                5500
SUNOCO INC                   COM              86764P109     410.31     9000 SH       SHARED                                9000
SUNOCO INC                   COM              86764P109    2621.43    57500 SH  P    SHARED                     57500
SUNOCO INC                   COM              86764P109    4680.54   102666 SH       SHARED    01              102666
SUNOCO INC                   COM              86764P109    6765.56   148400 SH  C    SHARED                    148400
SUNOCO LOGISTICS PRTNRS L P  COM UNITS        86764L108      26.03      300 SH  C    SHARED                       300
SUNOCO LOGISTICS PRTNRS L P  COM UNITS        86764L108    7825.65    90178 SH       SHARED                     90178
SUNOCO LOGISTICS PRTNRS L P  COM UNITS        86764L108   43045.31   496028 SH       SHARED    01              496028
SUNOPTA INC                  COM              8676EP108      24.93     3355 SH       SHARED    01                3355
SUNOPTA INC                  COM              8676EP108    1170.83   157582 SH       SHARED                    157582
SUNPOWER CORP                COM CL A         867652109      171.4    10000 SH       SHARED                               10000
SUNPOWER CORP                COM CL A         867652109     461.97    26953 SH       SHARED                     26953
SUNPOWER CORP                COM CL A         867652109    1170.42    68286 SH       SHARED    01               68286
SUNPOWER CORP                COM CL A         867652109    4687.79   273500 SH  C    SHARED                    273500
SUNPOWER CORP                COM CL A         867652109     5203.7   303600 SH  P    SHARED                    303600
SUNPOWER CORP                COM CL B         867652307       3.51      211 SH       SHARED    21                 211
SUNPOWER CORP                COM CL B         867652307     118.22     7100 SH  C    SHARED                      7100
SUNPOWER CORP                COM CL B         867652307     143.19     8600 SH  P    SHARED                      8600
SUNPOWER CORP                COM CL B         867652307     218.75    13138 SH       SHARED    01               13138
SUNPOWER CORP                COM CL B         867652307    1151.71    69172 SH       SHARED                     69172
SUNPOWER CORP                DBCV  4.750% 4/1 867652AC3      10.38    10000 PRN      SHARED    01               10000
SUNRISE SENIOR LIVING INC    COM              86768K106      10.74      900 SH  P    SHARED                       900
SUNRISE SENIOR LIVING INC    COM              86768K106     144.35    12100 SH  C    SHARED                     12100
SUNRISE SENIOR LIVING INC    COM              86768K106     212.91    17847 SH       SHARED                     17847
SUNRISE SENIOR LIVING INC    COM              86768K106     872.97    73174 SH       SHARED    01               73174
SUNSTONE HOTEL INVS INC NEW  COM              867892101       3.99      392 SH       SHARED    01                 392
SUNSTONE HOTEL INVS INC NEW  COM              867892101     716.92    70355 SH       SHARED                               70355
SUNSTONE HOTEL INVS INC NEW  COM              867892101    1171.85   115000 SH       SHARED                    115000
SUNTECH PWR HLDGS CO LTD     ADR              86800C104    2046.17   207522 SH       SHARED    01              207522
SUNTECH PWR HLDGS CO LTD     ADR              86800C104    2080.46   211000 SH  C    SHARED                    211000
SUNTECH PWR HLDGS CO LTD     ADR              86800C104    2914.37   295575 SH       SHARED                    295575
SUNTECH PWR HLDGS CO LTD     ADR              86800C104    4129.37   418800 SH  P    SHARED                    418800
SUNTECH PWR HLDGS CO LTD     NOTE  3.000% 3/1 86800CAE4      10.11    11000 PRN      SHARED    01               11000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SUNTECH PWR HLDGS CO LTD     NOTE  3.000% 3/1 86800CAE4    8495.68  9247000 PRN      SHARED                   9247000
SUNTRUST BKS INC             COM              867914103      10.09      350 SH       SHARED    20                           350
SUNTRUST BKS INC             COM              867914103      41.96     1455 SH       SHARED    21                1455
SUNTRUST BKS INC             COM              867914103    1006.52    34900 SH       SHARED                               34900
SUNTRUST BKS INC             COM              867914103    1223.91    42438 SH       SHARED                     42438
SUNTRUST BKS INC             COM              867914103    2673.47    92700 SH  P    SHARED                     92700
SUNTRUST BKS INC             COM              867914103    3169.86   109912 SH       SHARED    01              109912
SUNTRUST BKS INC             COM              867914103    7218.65   250300 SH  C    SHARED                    250300
SUPER MICRO COMPUTER INC     COM              86800U104     211.09    13160 SH       SOLE             13160
SUPERCONDUCTOR TECHNOLOGIES  COM NEW          867931305       0.04       12 SH       SHARED    01                  12
SUPERGEN INC                 COM              868059106      22.41     7229 SH       SHARED                      7229
SUPERGEN INC                 COM              868059106      37.15    11983 SH       SHARED    01               11983
SUPERGEN INC                 COM              868059106      76.57    24700 SH  C    SHARED                     24700
SUPERIOR BANCORP             COM NEW          86806M205       0.04      112 SH       SHARED    01                 112
SUPERIOR BANCORP             COM NEW          86806M205       2.25     6440 SH       SHARED                      6440
SUPERIOR ENERGY SVCS INC     COM              868157108      62.36     1521 SH       SHARED    01                1521
SUPERIOR ENERGY SVCS INC     COM              868157108       98.4     2400 SH  P    SHARED                      2400
SUPERIOR ENERGY SVCS INC     COM              868157108      274.7     6700 SH  C    SHARED                      6700
SUPERIOR ENERGY SVCS INC     COM              868157108    2901.78    70775 SH       SHARED                     70775
SUPERIOR INDS INTL INC       COM              868168105      23.05      899 SH       SHARED    01                 899
SUPERIOR UNIFORM GP INC      COM              868358102      11.35     1000 SH       SHARED    01                1000
SUPERIOR UNIFORM GP INC      COM              868358102      15.57     1372 SH       SHARED                      1372
SUPERMEDIA INC               COM              868447103      46.29     7418 SH       SHARED                      7418
SUPERMEDIA INC               COM              868447103     144.77    23200 SH       SHARED    01               23200
SUPERTEL HOSPITALITY INC MD  COM              868526104       0.56      349 SH       SOLE               349
SUPERTEL HOSPITALITY INC MD  PFD CONV SER A   868526203       8.57      913 SH       SOLE               913
SUPERTEX INC                 COM              868532102      60.16     2700 SH  P    SOLE              2700
SUPERTEX INC                 COM              868532102      111.4     5000 SH  C    SOLE              5000
SUPERTEX INC                 COM              868532102     194.66     8737 SH       SOLE              8737
SUPERVALU INC                COM              868536103     709.94    79500 SH  C    SHARED                     79500
SUPERVALU INC                COM              868536103    2604.88   291700 SH  P    SHARED                    291700
SUPERVALU INC                COM              868536103    3289.26   368338 SH       SHARED    01              368338
SUPERVALU INC                COM              868536103   30152.87  3376581 SH       SHARED                   3376581
SUPREME INDS INC             CL A             868607102       2.55      966 SH       SOLE               966
SUREWEST COMMUNICATIONS      COM              868733106       1.44      100 SH       SHARED    01                 100
SUREWEST COMMUNICATIONS      COM              868733106      83.43     5802 SH       SHARED                      5802
SURMODICS INC                COM              868873100       1.25      100 SH  C    SHARED                       100
SURMODICS INC                COM              868873100      12.38      990 SH       SHARED    01                 990
SURMODICS INC                COM              868873100         15     1200 SH  P    SHARED                      1200
SURMODICS INC                COM              868873100      92.41     7393 SH       SHARED                      7393
SUSQUEHANNA BANCSHARES INC P COM              869099101       1.82      195 SH       SHARED    01                 195
SUSQUEHANNA BANCSHARES INC P COM              869099101     506.87    54211 SH       SHARED                     54211
SUSSER HLDGS CORP            COM              869233106      15.71     1200 SH       SHARED    01                1200
SUSSER HLDGS CORP            COM              869233106      50.48     3856 SH       SHARED                      3856
SUTOR TECH GROUP LTD         COM              869362103       1.61      990 SH       SHARED    01                 990
SUTOR TECH GROUP LTD         COM              869362103      19.87    12193 SH       SHARED                     12193
SUTRON CORP                  COM              869380105       0.27       35 SH       SOLE                35
SVB FINL GROUP               COM              78486Q101     223.96     3934 SH       SHARED    01                3934
SVB FINL GROUP               COM              78486Q101     240.36     4222 SH       SHARED                      4222
SWEDISH EXPT CR CORP         MLCX BIO ETN23   870297199       7.44      621 SH       SOLE               621
SWEDISH EXPT CR CORP         MLCX GRN ETN23   870297215      440.6    58127 SH       SHARED    01               58127
SWEDISH EXPT CR CORP         RG ENRGY ETN22   870297306    1404.18   187976 SH       SHARED    01              187976
SWEDISH EXPT CR CORP         RG METAL ETN22   870297405     280.39    21837 SH       SHARED    01               21837
SWEDISH EXPT CR CORP         ROG AGRI ETN22   870297603     2283.8   201571 SH       SHARED                    201571
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SWEDISH EXPT CR CORP         ROG AGRI ETN22   870297603    3016.02   266198 SH       SHARED    01              266198
SWEDISH EXPT CR CORP         ROG TTL ETN 22   870297801    4017.64   397393 SH       SHARED    01              397393
SWIFT ENERGY CO              COM              870738101      25.61      600 SH  C    SHARED                       600
SWIFT ENERGY CO              COM              870738101     847.33    19853 SH       SHARED    01               19853
SWIFT ENERGY CO              COM              870738101    1000.21    23435 SH       SHARED                     23435
SWIFT TRANSN CO              CL A             87074U101      22.05     1500 SH       SHARED    01                1500
SWIFT TRANSN CO              CL A             87074U101      24.99     1700 SH  C    SHARED                      1700
SWIFT TRANSN CO              CL A             87074U101    1002.26    68181 SH       SHARED                     68181
SWISHER HYGIENE INC          COM              870808102      72.25    11758 SH       SHARED    01               11758
SWISS HELVETIA FD INC        COM              870875101      18.83     1362 SH       SHARED                      1362
SWISS HELVETIA FD INC        COM              870875101    1019.01    73713 SH       SHARED    01               73713
SWS GROUP INC                COM              78503N107       3.34      550 SH       SHARED    20                           550
SWS GROUP INC                COM              78503N107       87.2    14365 SH       SHARED                     14365
SWS GROUP INC                COM              78503N107      94.67    15597 SH       SHARED    01               15597
SXC HEALTH SOLUTIONS CORP    COM              78505P100       54.8     1000 SH  C    SHARED                      1000
SXC HEALTH SOLUTIONS CORP    COM              78505P100     629.27    11483 SH       SHARED    01               11483
SXC HEALTH SOLUTIONS CORP    COM              78505P100    4472.61    81617 SH       SHARED                     81617
SYCAMORE NETWORKS INC        COM NEW          871206405      15.54      636 SH       SHARED    01                 636
SYCAMORE NETWORKS INC        COM NEW          871206405     192.04     7861 SH       SHARED                      7861
SYKES ENTERPRISES INC        COM              871237103       9.89      500 SH       SHARED    01                 500
SYKES ENTERPRISES INC        COM              871237103     570.34    28849 SH       SHARED                     28849
SYMANTEC CORP                COM              871503108    1369.46    73865 SH       SHARED    20                         73865
SYMANTEC CORP                COM              871503108    3923.06   211600 SH  P    SHARED                    211600
SYMANTEC CORP                COM              871503108     8784.2   473797 SH       SHARED                    473797
SYMANTEC CORP                COM              871503108    9130.95   492500 SH  C    SHARED                    492500
SYMANTEC CORP                COM              871503108   13144.53   708982 SH       SHARED                              708982
SYMANTEC CORP                COM              871503108   13389.79   722211 SH       SHARED    01              722211
SYMANTEC CORP                NOTE  0.750% 6/1 871503AD0       3.11     3000 PRN      SHARED    01                3000
SYMANTEC CORP                NOTE  0.750% 6/1 871503AD0    1026.72   992000 PRN      SHARED                    992000
SYMANTEC CORP                NOTE  1.000% 6/1 871503AF5       6.03     5000 PRN      SHARED    01                5000
SYMETRA FINL CORP            COM              87151Q106      382.4    28118 SH       SHARED    01               28118
SYMETRA FINL CORP            COM              87151Q106     813.48    59815 SH       SHARED                     59815
SYMMETRICOM INC              COM              871543104     129.64    21149 SH       SOLE             21149
SYMMETRY MED INC             COM              871546206       3.92      400 SH       SHARED    01                 400
SYMMETRY MED INC             COM              871546206     172.96    17649 SH       SHARED                     17649
SYNALLOY CP DEL              COM              871565107      12.55      975 SH       SOLE               975
SYNAPTICS INC                COM              87157D109      44.31     1640 SH       SHARED    01                1640
SYNAPTICS INC                COM              87157D109     162.12     6000 SH  C    SHARED                      6000
SYNAPTICS INC                COM              87157D109    1302.63    48210 SH       SHARED                     48210
SYNAPTICS INC                COM              87157D109    1318.58    48800 SH  P    SHARED                     48800
SYNCHRONOSS TECHNOLOGIES INC COM              87157B103      20.85      600 SH  C    SHARED                       600
SYNCHRONOSS TECHNOLOGIES INC COM              87157B103      66.03     1900 SH       SHARED    01                1900
SYNCHRONOSS TECHNOLOGIES INC COM              87157B103     440.07    12664 SH       SHARED                     12664
SYNERON MEDICAL LTD          ORD SHS          M87245102     195.64    15003 SH       SHARED    01               15003
SYNGENTA AG                  SPONSORED ADR    87160A100      47.77      733 SH       SHARED    21                 733
SYNGENTA AG                  SPONSORED ADR    87160A100    2185.61    33537 SH       SHARED                     33537
SYNGENTA AG                  SPONSORED ADR    87160A100   11678.01   179193 SH       SHARED    01              179193
SYNNEX CORP                  COM              87162W100      68.73     2100 SH  C    SHARED                      2100
SYNNEX CORP                  COM              87162W100     570.75    17438 SH       SHARED    01               17438
SYNNEX CORP                  COM              87162W100     876.71    26786 SH       SHARED                     26786
SYNOPSYS INC                 COM              871607107      39.95     1445 SH       SHARED    20                          1445
SYNOPSYS INC                 COM              871607107     273.74     9900 SH       SHARED                                9900
SYNOPSYS INC                 COM              871607107    2887.93   104446 SH       SHARED                    104446
SYNOPSYS INC                 COM              871607107    3461.67   125196 SH       SHARED    01              125196
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
SYNOVIS LIFE TECHNOLOGIES IN COM              87162G105      63.23     3300 SH       SHARED    01                3300
SYNOVIS LIFE TECHNOLOGIES IN COM              87162G105     103.77     5416 SH       SHARED                      5416
SYNOVUS FINL CORP            COM              87161C105       2.06      860 SH       SHARED    20                           860
SYNOVUS FINL CORP            COM              87161C105      90.24    37600 SH  C    SHARED                     37600
SYNOVUS FINL CORP            COM              87161C105      121.2    50500 SH  P    SHARED                     50500
SYNOVUS FINL CORP            COM              87161C105     831.99   346664 SH       SHARED                    346664
SYNOVUS FINL CORP            COM              87161C105    1078.17   449236 SH       SHARED    01              449236
SYNOVUS FINL CORP            UNIT 99/99/9999  87161C204    2515.98   108917 SH       SOLE            108917
SYNTA PHARMACEUTICALS CORP   COM              87162T206       1.05      200 SH  P    SHARED                       200
SYNTA PHARMACEUTICALS CORP   COM              87162T206      16.31     3100 SH  C    SHARED                      3100
SYNTA PHARMACEUTICALS CORP   COM              87162T206       26.3     5000 SH       SHARED    01                5000
SYNTA PHARMACEUTICALS CORP   COM              87162T206      56.61    10763 SH       SHARED                     10763
SYNTEL INC                   COM              87162H103     377.83     7234 SH       SHARED                      7234
SYNTEL INC                   COM              87162H103     410.58     7861 SH       SHARED    01                7861
SYNTHESIS ENERGY SYS INC     COM              871628103       5.45     1925 SH       SOLE              1925
SYNTROLEUM CORP              COM              871630109       5.88     2600 SH       SHARED    01                2600
SYNUTRA INTL INC             COM              87164C102      76.34     6638 SH       SOLE              6638
SYPRIS SOLUTIONS INC         COM              871655106        8.2     1934 SH       SHARED                      1934
SYPRIS SOLUTIONS INC         COM              871655106       8.48     2000 SH       SHARED    01                2000
SYSCO CORP                   COM              871829107       4.65      168 SH       SHARED    21                 168
SYSCO CORP                   COM              871829107    1094.15    39500 SH  P    SHARED                     39500
SYSCO CORP                   COM              871829107    1162.29    41960 SH       SHARED                               41960
SYSCO CORP                   COM              871829107    2556.71    92300 SH  C    SHARED                     92300
SYSCO CORP                   COM              871829107    2621.89    94653 SH       SHARED                     94653
SYSCO CORP                   COM              871829107   18173.58   656086 SH       SHARED    01              656086
SYSTEMAX INC                 COM              871851101       1.62      120 SH       SHARED    01                 120
SYSTEMAX INC                 COM              871851101        2.7      200 SH  C    SHARED                       200
TAITRON COMPONENTS INC       CL A             874028103       2.22     1430 SH       SOLE              1430
TAIWAN FD INC                COM              874036106       2.91      156 SH       SHARED    01                 156
TAIWAN FD INC                COM              874036106      23.15     1240 SH       SHARED                      1240
TAIWAN GREATER CHINA FD      SH BEN INT       874037104      42.32     5869 SH       SHARED                      5869
TAIWAN GREATER CHINA FD      SH BEN INT       874037104     355.85    49355 SH       SHARED    01               49355
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR    874039100       1.89      155 SH       SHARED    21                 155
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR    874039100      586.8    48177 SH       SHARED    17                         48177
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR    874039100    1568.09   128743 SH       SHARED    20                        128743
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR    874039100    13929.3  1143621 SH       SHARED    01             1143621
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR    874039100  150002.36 12315465 SH       SHARED                  12315465
TAKE-TWO INTERACTIVE SOFTWAR COM              874054109     106.02     6900 SH  C    SHARED                      6900
TAKE-TWO INTERACTIVE SOFTWAR COM              874054109     187.45    12200 SH  P    SHARED                     12200
TAKE-TWO INTERACTIVE SOFTWAR COM              874054109     968.01    63001 SH       SHARED                     63001
TAKE-TWO INTERACTIVE SOFTWAR COM              874054109    2745.97   178716 SH       SHARED    01              178716
TAL ED GROUP                 ADS REPSTG COM   874080104       5.47      500 SH  P    SOLE               500
TAL ED GROUP                 ADS REPSTG COM   874080104      16.17     1479 SH       SOLE              1479
TAL INTL GROUP INC           COM              874083108     246.71     6802 SH       SOLE              6802
TALBOTS INC                  COM              874161102       2.09      346 SH       SHARED    21                 346
TALBOTS INC                  COM              874161102      58.59     9700 SH  P    SHARED                      9700
TALBOTS INC                  COM              874161102     205.96    34100 SH  C    SHARED                     34100
TALBOTS INC                  COM              874161102     395.51    65481 SH       SHARED    01               65481
TALECRIS BIOTHERAPEUTICS HLD COM              874227101    2798.56   104424 SH       SOLE            104424
TALECRIS BIOTHERAPEUTICS HLD COM              874227101    6866.16   256200 SH  P    SOLE            256200
TALEO CORP                   CL A             87424N104     601.74    16879 SH       SHARED                     16879
TALEO CORP                   CL A             87424N104    1431.88    40165 SH       SHARED    01               40165
TALISMAN ENERGY INC          COM              87425E103      40.14     1625 SH       SHARED    21                1625
TALISMAN ENERGY INC          COM              87425E103     852.15    34500 SH  C    SHARED                     34500
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TALISMAN ENERGY INC          COM              87425E103    1417.78    57400 SH       SHARED                               57400
TALISMAN ENERGY INC          COM              87425E103    6902.56   279456 SH       SHARED    01              279456
TALISMAN ENERGY INC          COM              87425E103    7104.51   287632 SH       SHARED                    287632
TALISMAN ENERGY INC          COM              87425E103    8338.72   337600 SH  P    SHARED                    337600
TAM SA                       SP ADR REP PFD   87484D103      28.98     1468 SH       SHARED                      1468
TAM SA                       SP ADR REP PFD   87484D103      37.19     1884 SH       SHARED    01                1884
TANGER FACTORY OUTLET CTRS I COM              875465106       2.62      100 SH  P    SHARED                       100
TANGER FACTORY OUTLET CTRS I COM              875465106       7.87      300 SH  C    SHARED                       300
TANGER FACTORY OUTLET CTRS I COM              875465106      13.51      515 SH       SHARED    21                 515
TANGER FACTORY OUTLET CTRS I COM              875465106     396.12    15096 SH       SHARED    01               15096
TANGER FACTORY OUTLET CTRS I COM              875465106    1279.72    48770 SH       SHARED                               48770
TANGER FACTORY OUTLET CTRS I COM              875465106     1900.9    72443 SH       SHARED                     72443
TANZANIAN ROYALTY EXPL CORP  COM              87600U104     191.81    30301 SH       SOLE             30301
TANZANIAN ROYALTY EXPL CORP  COM              87600U104     394.99    62400 SH  P    SOLE             62400
TANZANIAN ROYALTY EXPL CORP  COM              87600U104    1337.53   211300 SH  C    SOLE            211300
TARGA RES CORP               COM              87612G101    5094.62   140580 SH       SHARED    01              140580
TARGA RESOURCES PARTNERS LP  COM UNIT         87611X105     176.87     5100 SH  C    SHARED                      5100
TARGA RESOURCES PARTNERS LP  COM UNIT         87611X105   11597.44   334413 SH       SHARED                    334413
TARGA RESOURCES PARTNERS LP  COM UNIT         87611X105   31179.19   899054 SH       SHARED    01              899054
TARGACEPT INC                COM              87611R306       5.32      200 SH  C    SHARED                       200
TARGACEPT INC                COM              87611R306      38.74     1457 SH       SHARED    01                1457
TARGACEPT INC                COM              87611R306     237.53     8933 SH       SHARED                      8933
TARGET CORP                  COM              87612E106      71.31     1426 SH       SHARED    21                1426
TARGET CORP                  COM              87612E106     110.52     2210 SH       SHARED    20                          2210
TARGET CORP                  COM              87612E106    2426.99    48530 SH       SHARED                               48530
TARGET CORP                  COM              87612E106   22401.58   447942 SH       SHARED                    447942
TARGET CORP                  COM              87612E106   41658.33   833000 SH  P    SHARED                    833000
TARGET CORP                  COM              87612E106   41786.76   835568 SH       SHARED    01              835568
TARGET CORP                  COM              87612E106   75615.12  1512000 SH  C    SHARED                   1512000
TASEKO MINES LTD             COM              876511106      24.02     4050 SH       SHARED    01                4050
TASEKO MINES LTD             COM              876511106      53.96     9100 SH  P    SHARED                      9100
TASEKO MINES LTD             COM              876511106     268.04    45200 SH  C    SHARED                     45200
TASEKO MINES LTD             COM              876511106      275.3    46425 SH       SHARED                     46425
TASER INTL INC               COM              87651B104       0.41      100 SH  P    SHARED                       100
TASER INTL INC               COM              87651B104      16.24     4000 SH  C    SHARED                      4000
TASER INTL INC               COM              87651B104      17.46     4300 SH       SHARED    01                4300
TASER INTL INC               COM              87651B104      75.21    18524 SH       SHARED                     18524
TAT TECHNOLOGIES LTD         ORD NEW          M8740S227       0.99      185 SH       SOLE               185
TATA COMMUNICATIONS LTD      SPONS ADR        876564105       6.53      600 SH       SHARED    01                 600
TATA COMMUNICATIONS LTD      SPONS ADR        876564105     468.85    43053 SH       SHARED                     43053
TATA MTRS LTD                SPONSORED ADR    876568502      10351   372472 SH       SHARED                    372472
TATA MTRS LTD                SPONSORED ADR    876568502   10628.31   382451 SH       SHARED    01              382451
TAUBMAN CTRS INC             COM              876664103       1.29       24 SH       SHARED    21                  24
TAUBMAN CTRS INC             COM              876664103     107.16     2000 SH  C    SHARED                      2000
TAUBMAN CTRS INC             COM              876664103     201.25     3756 SH       SHARED    01                3756
TAUBMAN CTRS INC             COM              876664103    1323.27    24697 SH       SHARED                               24697
TAUBMAN CTRS INC             COM              876664103    2123.05    39624 SH       SHARED                     39624
TAYLOR DEVICES INC           COM              877163105       9.07     1583 SH       SOLE              1583
TBS INTERNATIONAL PLC        CL A SHS         G8657Q104      16.44     8433 SH       SOLE              8433
TC PIPELINES LP              UT COM LTD PRT   87233Q108       10.4      200 SH  C    SHARED                       200
TC PIPELINES LP              UT COM LTD PRT   87233Q108      26.01      500 SH  P    SHARED                       500
TC PIPELINES LP              UT COM LTD PRT   87233Q108    6960.38   133802 SH       SHARED                    133802
TC PIPELINES LP              UT COM LTD PRT   87233Q108   41145.06   790947 SH       SHARED    01              790947
TCF FINL CORP                COM              872275102      14.27      900 SH  P    SHARED                       900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TCF FINL CORP                COM              872275102      34.84     2197 SH       SHARED    21                2197
TCF FINL CORP                COM              872275102      53.92     3400 SH  C    SHARED                      3400
TCF FINL CORP                COM              872275102     1504.1    94836 SH       SHARED    01               94836
TCF FINL CORP                COM              872275102    5833.56   367816 SH       SHARED                    367816
TCF FINL CORP                *W EXP 11/14/201 872275128       2.32      444 SH       SOLE               444
TCW STRATEGIC INCOME FUND IN COM              872340104      19.81     3621 SH       SHARED                      3621
TCW STRATEGIC INCOME FUND IN COM              872340104     810.17   148112 SH       SHARED    01              148112
TD AMERITRADE HLDG CORP      COM              87236Y108     342.27    16400 SH       SHARED                               16400
TD AMERITRADE HLDG CORP      COM              87236Y108     801.41    38400 SH  P    SHARED                     38400
TD AMERITRADE HLDG CORP      COM              87236Y108    1014.28    48600 SH  C    SHARED                     48600
TD AMERITRADE HLDG CORP      COM              87236Y108    2487.93   119211 SH       SHARED    01              119211
TD AMERITRADE HLDG CORP      COM              87236Y108    2864.45   137252 SH       SHARED                    137252
TDX INDEPENDENCE FUNDS INC   TDX IND2010 ETF  87238A108       6.97      305 SH       SOLE               305
TDX INDEPENDENCE FUNDS INC   TDX IND2020 ETF  87238A207      21.23      923 SH       SOLE               923
TDX INDEPENDENCE FUNDS INC   TDX IND2030 ETF  87238A306      10.55      500 SH       SOLE               500
TDX INDEPENDENCE FUNDS INC   TDX TARGET ETF   87238A504      11.81      462 SH       SOLE               462
TEAM HEALTH HOLDINGS INC     COM              87817A107      343.2    19634 SH       SHARED    01               19634
TEAM HEALTH HOLDINGS INC     COM              87817A107     791.28    45268 SH       SHARED                     45268
TEAM INC                     COM              878155100      37.45     1426 SH       SHARED    21                1426
TEAM INC                     COM              878155100     188.84     7191 SH       SHARED                      7191
TEAM INC                     COM              878155100    1729.04    65843 SH       SHARED    01               65843
TEARLAB CORP                 COM              878193101       0.26      123 SH       SOLE               123
TECH DATA CORP               COM              878237106        2.9       57 SH       SHARED    21                  57
TECH DATA CORP               COM              878237106      40.69      800 SH  C    SHARED                       800
TECH DATA CORP               COM              878237106     142.26     2797 SH       SHARED    01                2797
TECH DATA CORP               COM              878237106   13054.69   256679 SH       SHARED                    256679
TECH DATA CORP               DBCV  2.750%12/1 878237AE6      15.09    14000 PRN      SHARED    01               14000
TECH OPS SEVCON INC          COM              878293109      10.59     1861 SH       SOLE              1861
TECHE HLDG CO                COM              878330109      36.39     1000 SH       SHARED    01                1000
TECHNE CORP                  COM              878377100       9.81      137 SH       SHARED    21                 137
TECHNE CORP                  COM              878377100    2327.68    32514 SH       SHARED    01               32514
TECHNE CORP                  COM              878377100    2479.38    34633 SH       SHARED                     34633
TECHNICAL COMMUNICATIONS COR COM              878409101       3.23      327 SH       SOLE               327
TECHNICOLOR                  SPNSRD ADR NEW   878520204       9.74     1342 SH       SOLE              1342
TECHNOLOGY RESH CORP         COM NEW          878727304      45.82     6418 SH       SOLE              6418
TECHTARGET INC               COM              87874R100      31.84     3574 SH       SOLE              3574
TECK RESOURCES LTD           CL B             878742204      17.34      327 SH       SHARED    21                 327
TECK RESOURCES LTD           CL B             878742204     1956.7    36905 SH       SHARED                               36905
TECK RESOURCES LTD           CL B             878742204    3573.55    67400 SH  C    SHARED                     67400
TECK RESOURCES LTD           CL B             878742204    5333.81   100600 SH  P    SHARED                    100600
TECK RESOURCES LTD           CL B             878742204    7576.98   142908 SH       SHARED    01              142908
TECK RESOURCES LTD           CL B             878742204    9088.21   171411 SH       SHARED    20                        171411
TECK RESOURCES LTD           CL B             878742204   19637.44   370378 SH       SHARED                    370378
TECO ENERGY INC              COM              872375100      84.42     4500 SH  C    SHARED                      4500
TECO ENERGY INC              COM              872375100    3240.25   172721 SH       SHARED    01              172721
TECO ENERGY INC              COM              872375100    3671.33   195700 SH  P    SHARED                    195700
TECUMSEH PRODS CO            CL A             878895200       43.7     4361 SH       SOLE              4361
TECUMSEH PRODS CO            CL B             878895101       2.77      290 SH       SOLE               290
TEEKAY CORPORATION           COM              Y8564W103       3.69      100 SH  P    SHARED                       100
TEEKAY CORPORATION           COM              Y8564W103       9.27      251 SH       SHARED    21                 251
TEEKAY CORPORATION           COM              Y8564W103      11.08      300 SH  C    SHARED                       300
TEEKAY CORPORATION           COM              Y8564W103     150.05     4063 SH       SHARED                      4063
TEEKAY CORPORATION           COM              Y8564W103    5411.98   146547 SH       SHARED    01              146547
TEEKAY LNG PARTNERS L P      PRTNRSP UNITS    Y8564M105       12.3      300 SH  P    SHARED                       300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TEEKAY LNG PARTNERS L P      PRTNRSP UNITS    Y8564M105       28.7      700 SH  C    SHARED                       700
TEEKAY LNG PARTNERS L P      PRTNRSP UNITS    Y8564M105     277.82     6776 SH       SHARED                      6776
TEEKAY LNG PARTNERS L P      PRTNRSP UNITS    Y8564M105   12672.16   309077 SH       SHARED    01              309077
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN   Y8565J101     664.23    21778 SH       SHARED                     21778
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN   Y8565J101   13170.17   431809 SH       SHARED    01              431809
TEEKAY TANKERS LTD           CL A             Y8565N102      15.69     1500 SH  P    SHARED                      1500
TEEKAY TANKERS LTD           CL A             Y8565N102      49.16     4700 SH  C    SHARED                      4700
TEEKAY TANKERS LTD           CL A             Y8565N102     723.96    69212 SH       SHARED    01               69212
TEGAL CORP                   COM NEW          879008209        3.2     5330 SH       SOLE              5330
TEJON RANCH CO               COM              879080109     213.35     5807 SH       SHARED                      5807
TEJON RANCH CO               COM              879080109     225.77     6145 SH       SHARED    01                6145
TEKELEC                      COM              879101103       0.97      120 SH       SHARED    01                 120
TEKELEC                      COM              879101103       13.8     1700 SH  C    SHARED                      1700
TEKELEC                      COM              879101103      25.17     3100 SH  P    SHARED                      3100
TEKELEC                      COM              879101103     238.69    29395 SH       SHARED                     29395
TEL INSTR ELECTRS CORP       COM NEW          879165207       0.73       96 SH       SOLE                96
TELE NORTE LESTE PART S A    SPON ADR PFD     879246106      16.72      954 SH       SHARED    21                 954
TELE NORTE LESTE PART S A    SPON ADR PFD     879246106     959.31    54724 SH       SHARED                     54724
TELE NORTE LESTE PART S A    SPON ADR PFD     879246106    4263.28   243199 SH       SHARED    01              243199
TELECOM ARGENTINA S A        SPON ADR REP B   879273209       1.29       52 SH       SHARED                        52
TELECOM ARGENTINA S A        SPON ADR REP B   879273209    1133.66    45712 SH       SHARED    01               45712
TELECOM ARGENTINA S A        SPON ADR REP B   879273209     3248.8   131000 SH       SHARED                              131000
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR    879278208       0.57       74 SH       SHARED    21                  74
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR    879278208     1026.3   133113 SH       SHARED                    133113
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR    879278208    7190.15   932574 SH       SHARED    01              932574
TELECOM HLDRS TR             DEPOSITRY RCPT   87927P200      15.34      519 SH       SHARED    21                 519
TELECOM HLDRS TR             DEPOSITRY RCPT   87927P200      83.04     2810 SH       SHARED    01                2810
TELECOM ITALIA S P A NEW     SPON ADR ORD     87927Y102     509.99    33159 SH       SHARED                     33159
TELECOM ITALIA S P A NEW     SPON ADR ORD     87927Y102    6227.42   404904 SH       SHARED    01              404904
TELECOM ITALIA S P A NEW     SPON ADR SVGS    87927Y201      41.39     3077 SH       SHARED    21                3077
TELECOM ITALIA S P A NEW     SPON ADR SVGS    87927Y201    2372.92   176425 SH       SHARED    01              176425
TELECOMMUNICATION SYS INC    CL A             87929J103      14.73     3558 SH       SHARED    01                3558
TELECOMMUNICATION SYS INC    CL A             87929J103      62.51    15100 SH  C    SHARED                     15100
TELECOMMUNICATION SYS INC    CL A             87929J103     846.02   204353 SH       SHARED                    204353
TELECOMUNICACOES BRASILEIRAS SPONSORED ADR    879287308      19.44     2336 SH       SHARED    01                2336
TELECOMUNICACOES DE SAO PAUL SPON ADR PFD     87929A102      37.63     1528 SH       SHARED    01                1528
TELECOMUNICACOES DE SAO PAUL SPON ADR PFD     87929A102     262.26    10648 SH       SHARED                     10648
TELEDYNE TECHNOLOGIES INC    COM              879360105      20.58      398 SH       SHARED    01                 398
TELEFLEX INC                 COM              879369106      13.74      237 SH       SHARED    21                 237
TELEFLEX INC                 COM              879369106    1822.83    31439 SH       SHARED                     31439
TELEFLEX INC                 COM              879369106     2567.7    44286 SH       SHARED    01               44286
TELEFLEX INC                 NOTE  3.875% 8/0 879369AA4       4.51     4000 PRN      SHARED    01                4000
TELEFONICA S A               SPONSORED ADR    879382208       7.39      293 SH       SHARED    21                 293
TELEFONICA S A               SPONSORED ADR    879382208     550.93    21845 SH       SHARED    20                         21845
TELEFONICA S A               SPONSORED ADR    879382208     1258.2    49889 SH       SHARED                     49889
TELEFONICA S A               SPONSORED ADR    879382208   40455.65  1604110 SH       SHARED    01             1604110
TELEFONOS DE MEXICO S A B    SPON ADR A SHS   879403707       0.35       19 SH       SHARED    01                  19
TELEFONOS DE MEXICO S A B    SPON ADR A SHS   879403707      26.09     1422 SH       SHARED                      1422
TELEFONOS DE MEXICO S A B    SPON ADR ORD L   879403780       4.66      255 SH       SHARED    21                 255
TELEFONOS DE MEXICO S A B    SPON ADR ORD L   879403780   14609.26   800069 SH       SHARED    01              800069
TELENAV INC                  COM              879455103       18.1     1525 SH       SHARED    01                1525
TELEPHONE & DATA SYS INC     COM              879433100      94.36     2800 SH       SHARED                                2800
TELEPHONE & DATA SYS INC     COM              879433100     293.19     8700 SH       SHARED    01                8700
TELEPHONE & DATA SYS INC     COM              879433100     692.94    20562 SH       SHARED                     20562
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TELEPHONE & DATA SYS INC     SPL COM          879433860       4.81      163 SH       SHARED    21                 163
TELEPHONE & DATA SYS INC     SPL COM          879433860      175.2     5935 SH       SHARED                      5935
TELEPHONE & DATA SYS INC     SPL COM          879433860    1480.61    50156 SH       SHARED    01               50156
TELESTONE TECHNOLOGIES CORP  COM              87953J102       8.68     1300 SH  P    SOLE              1300
TELESTONE TECHNOLOGIES CORP  COM              87953J102      14.03     2100 SH  C    SOLE              2100
TELESTONE TECHNOLOGIES CORP  COM              87953J102     223.83    33507 SH       SOLE             33507
TELETECH HOLDINGS INC        COM              879939106       3.88      200 SH  C    SOLE               200
TELETECH HOLDINGS INC        COM              879939106      305.7    15774 SH       SOLE             15774
TELLABS INC                  COM              879664100     149.34    28500 SH  C    SHARED                     28500
TELLABS INC                  COM              879664100     300.78    57400 SH  P    SHARED                     57400
TELLABS INC                  COM              879664100    1175.22   224279 SH       SHARED                    224279
TELLABS INC                  COM              879664100    2857.63   545349 SH       SHARED    01              545349
TELULAR CORP                 COM NEW          87970T208      20.57     2834 SH       SHARED                      2834
TELULAR CORP                 COM NEW          87970T208    1029.34   141783 SH       SHARED    01              141783
TELUS CORP                   NON-VTG SHS      87971M202     209.53     4321 SH       SHARED    01                4321
TELUS CORP                   NON-VTG SHS      87971M202     487.37    10051 SH       SHARED                               10051
TELUS CORP                   NON-VTG SHS      87971M202      569.9    11753 SH       SHARED                     11753
TELVENT GIT SA               SHS              E90215109    1427.21    49028 SH       SHARED    01               49028
TELVENT GIT SA               SHS              E90215109     6380.1   219172 SH       SHARED                    219172
TEMPLE INLAND INC            COM              879868107      11.72      501 SH       SHARED    21                 501
TEMPLE INLAND INC            COM              879868107     475.02    20300 SH  P    SHARED                     20300
TEMPLE INLAND INC            COM              879868107      479.7    20500 SH  C    SHARED                     20500
TEMPLE INLAND INC            COM              879868107    1537.82    65719 SH       SHARED                     65719
TEMPLE INLAND INC            COM              879868107    2029.55    86733 SH       SHARED    01               86733
TEMPLETON DRAGON FD INC      COM              88018T101       15.5      500 SH       SHARED                                 500
TEMPLETON DRAGON FD INC      COM              88018T101    2426.03    78259 SH       SHARED    01               78259
TEMPLETON EMERG MKTS INCOME  COM              880192109     1967.8   118115 SH       SHARED    01              118115
TEMPLETON EMERGING MKTS FD I COM              880191101     319.12    13620 SH       SHARED    01               13620
TEMPLETON GLOBAL INCOME FD   COM              880198106      58.73     5599 SH       SHARED                      5599
TEMPLETON GLOBAL INCOME FD   COM              880198106    6925.97   660245 SH       SHARED    01              660245
TEMPLETON RUS AND EAST EUR F COM              88022F105       17.2      718 SH       SHARED                       718
TEMPLETON RUS AND EAST EUR F COM              88022F105      49.88     2082 SH       SHARED    01                2082
TEMPUR PEDIC INTL INC        COM              88023U101      44.28      874 SH       SHARED    21                 874
TEMPUR PEDIC INTL INC        COM              88023U101      75.99     1500 SH  C    SHARED                      1500
TEMPUR PEDIC INTL INC        COM              88023U101     395.15     7800 SH  P    SHARED                      7800
TEMPUR PEDIC INTL INC        COM              88023U101    3453.14    68163 SH       SHARED    01               68163
TEMPUR PEDIC INTL INC        COM              88023U101   20353.01   401757 SH       SHARED                    401757
TENARIS S A                  SPONSORED ADR    88031M109     175.58     3550 SH       SHARED    21                3550
TENARIS S A                  SPONSORED ADR    88031M109    6973.86   141000 SH       SHARED    01              141000
TENET HEALTHCARE CORP        COM              88033G100     724.14    97200 SH  P    SHARED                     97200
TENET HEALTHCARE CORP        COM              88033G100     947.89   127234 SH       SHARED    01              127234
TENET HEALTHCARE CORP        COM              88033G100    2114.31   283800 SH  C    SHARED                    283800
TENET HEALTHCARE CORP        COM              88033G100   11224.04  1506582 SH       SHARED                   1506582
TENNANT CO                   COM              880345103      47.88     1139 SH       SHARED    01                1139
TENNANT CO                   COM              880345103     365.54     8695 SH       SHARED                      8695
TENNECO INC                  COM              880349105      14.73      347 SH       SHARED    21                 347
TENNECO INC                  COM              880349105     284.42     6700 SH  P    SHARED                      6700
TENNECO INC                  COM              880349105     428.75    10100 SH  C    SHARED                     10100
TENNECO INC                  COM              880349105    1359.08    32016 SH       SHARED                     32016
TENNECO INC                  COM              880349105    1713.96    40376 SH       SHARED    01               40376
TENNECO INC                  COM              880349105     2122.5    50000 SH       SHARED                               50000
TENNESSEE COMMERCE BANCORP I COM              88043P108       5.57     1137 SH       SHARED                      1137
TENNESSEE COMMERCE BANCORP I COM              88043P108      15.31     3125 SH       SHARED    01                3125
TERADATA CORP DEL            COM              88076W103       4.77       94 SH       SHARED    21                  94
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TERADATA CORP DEL            COM              88076W103      15.21      300 SH  P    SHARED                       300
TERADATA CORP DEL            COM              88076W103     589.69    11631 SH       SHARED                               11631
TERADATA CORP DEL            COM              88076W103    1647.65    32498 SH       SHARED                     32498
TERADATA CORP DEL            COM              88076W103    2661.75    52500 SH  C    SHARED                     52500
TERADATA CORP DEL            COM              88076W103     3994.4    78785 SH       SHARED    20                         78785
TERADATA CORP DEL            COM              88076W103    6016.92   118677 SH       SHARED    01              118677
TERADYNE INC                 COM              880770102     227.97    12800 SH  C    SHARED                     12800
TERADYNE INC                 COM              880770102     473.75    26600 SH  P    SHARED                     26600
TERADYNE INC                 COM              880770102    2538.53   142534 SH       SHARED                    142534
TERADYNE INC                 COM              880770102    3324.77   186680 SH       SHARED    01              186680
TEREX CORP NEW               COM              880779103      10.52      284 SH       SHARED    21                 284
TEREX CORP NEW               COM              880779103     348.18     9400 SH       SHARED                                9400
TEREX CORP NEW               COM              880779103    1000.08    27000 SH  P    SHARED                     27000
TEREX CORP NEW               COM              880779103    2570.58    69400 SH  C    SHARED                     69400
TEREX CORP NEW               COM              880779103    3144.73    84901 SH       SHARED                     84901
TEREX CORP NEW               COM              880779103    3785.19   102192 SH       SHARED    01              102192
TERNIUM SA                   SPON ADR         880890108      42.23     1175 SH       SHARED                                1175
TERNIUM SA                   SPON ADR         880890108     198.64     5527 SH       SHARED    01                5527
TERRA NITROGEN CO L P        COM UNIT         881005201      11.69      100 SH       SHARED    21                 100
TERRA NITROGEN CO L P        COM UNIT         881005201      26.07      223 SH       SHARED                       223
TERRA NITROGEN CO L P        COM UNIT         881005201    2531.24    21653 SH       SHARED    01               21653
TERRA NOVA RTY CORP          COM              88102D103       0.06        7 SH       SHARED                         7
TERRA NOVA RTY CORP          COM              88102D103       1.72      200 SH  C    SHARED                       200
TERRA NOVA RTY CORP          COM              88102D103       2.58      300 SH  P    SHARED                       300
TERRA NOVA RTY CORP          COM              88102D103     637.38    74028 SH       SHARED    01               74028
TERREMARK WORLDWIDE INC      COM NEW          881448203       47.5     2500 SH       SHARED    01                2500
TERREMARK WORLDWIDE INC      COM NEW          881448203      123.5     6500 SH  C    SHARED                      6500
TERREMARK WORLDWIDE INC      COM NEW          881448203       2394   126000 SH  P    SHARED                    126000
TERREMARK WORLDWIDE INC      COM NEW          881448203    2997.02   157738 SH       SHARED                    157738
TESCO CORP                   COM              88157K101      13.79      629 SH       SHARED    21                 629
TESCO CORP                   COM              88157K101     268.45    12241 SH       SHARED                     12241
TESCO CORP                   COM              88157K101     643.84    29359 SH       SHARED    01               29359
TESLA MTRS INC               COM              88160R101     331.75    11955 SH       SHARED    01               11955
TESLA MTRS INC               COM              88160R101     385.73    13900 SH  P    SHARED                     13900
TESLA MTRS INC               COM              88160R101      578.5    20847 SH       SHARED                     20847
TESLA MTRS INC               COM              88160R101     957.38    34500 SH  C    SHARED                     34500
TESORO CORP                  COM              881609101    2186.86    81508 SH       SHARED                     81508
TESORO CORP                  COM              881609101     2209.8    82363 SH       SHARED    01               82363
TESORO CORP                  COM              881609101     7480.2   278800 SH  C    SHARED                    278800
TESORO CORP                  COM              881609101    9022.93   336300 SH  P    SHARED                    336300
TESSERA TECHNOLOGIES INC     COM              88164L100       9.13      500 SH  P    SHARED                       500
TESSERA TECHNOLOGIES INC     COM              88164L100     160.69     8800 SH  C    SHARED                      8800
TESSERA TECHNOLOGIES INC     COM              88164L100     776.67    42534 SH       SHARED                     42534
TESSERA TECHNOLOGIES INC     COM              88164L100    1239.76    67895 SH       SHARED    01               67895
TETRA TECH INC NEW           COM              88162G103       7.41      300 SH  C    SHARED                       300
TETRA TECH INC NEW           COM              88162G103       7.41      300 SH  P    SHARED                       300
TETRA TECH INC NEW           COM              88162G103      25.18     1020 SH       SHARED    01                1020
TETRA TECH INC NEW           COM              88162G103    5751.54   232950 SH       SHARED                    232950
TETRA TECHNOLOGIES INC DEL   COM              88162F105      12.32      800 SH  C    SHARED                       800
TETRA TECHNOLOGIES INC DEL   COM              88162F105      33.88     2200 SH  P    SHARED                      2200
TETRA TECHNOLOGIES INC DEL   COM              88162F105     706.61    45884 SH       SHARED                     45884
TETRA TECHNOLOGIES INC DEL   COM              88162F105     953.35    61906 SH       SHARED    01               61906
TEUCRIUM COMMODITY TR        CORN FD SHS      88166A102       4.43      100 SH  P    SHARED                       100
TEUCRIUM COMMODITY TR        CORN FD SHS      88166A102      13.28      300 SH  C    SHARED                       300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TEUCRIUM COMMODITY TR        CORN FD SHS      88166A102      50.67     1145 SH       SHARED                      1145
TEUCRIUM COMMODITY TR        CORN FD SHS      88166A102    1499.23    33881 SH       SHARED    01               33881
TEUCRIUM COMMODITY TR        NATURAL GAS FD   88166A201      27.22     1132 SH       SOLE              1132
TEVA PHARMACEUTICAL FIN II L DBCV  0.250% 2/0 88164RAB3       1.46     1000 PRN      SHARED    01                1000
TEVA PHARMACEUTICAL FIN LLC  DBCV  0.250% 2/0 88163VAE9       4.58     4000 PRN      SHARED    01                4000
TEVA PHARMACEUTICAL INDS LTD ADR              881624209       72.4     1443 SH       SHARED    21                1443
TEVA PHARMACEUTICAL INDS LTD ADR              881624209     260.13     5185 SH       SHARED    20                          5185
TEVA PHARMACEUTICAL INDS LTD ADR              881624209    1377.17    27450 SH       SHARED                               27450
TEVA PHARMACEUTICAL INDS LTD ADR              881624209   42334.15   843814 SH       SHARED                    843814
TEVA PHARMACEUTICAL INDS LTD ADR              881624209     143738  2865019 SH       SHARED    01             2865019
TEXAS CAPITAL BANCSHARES INC COM              88224Q107       4.68      180 SH       SHARED    20                           180
TEXAS CAPITAL BANCSHARES INC COM              88224Q107       10.5      404 SH       SHARED    21                 404
TEXAS CAPITAL BANCSHARES INC COM              88224Q107     161.66     6220 SH       SHARED                      6220
TEXAS CAPITAL BANCSHARES INC COM              88224Q107     552.18    21246 SH       SHARED    01               21246
TEXAS INDS INC               COM              882491103      31.66      700 SH  C    SHARED                       700
TEXAS INDS INC               COM              882491103      59.75     1321 SH       SHARED    01                1321
TEXAS INDS INC               COM              882491103     576.18    12739 SH       SHARED                     12739
TEXAS INDS INC               COM              882491103    1166.93    25800 SH  P    SHARED                     25800
TEXAS INSTRS INC             COM              882508104      73.79     2135 SH       SHARED    20                          2135
TEXAS INSTRS INC             COM              882508104     109.24     3161 SH       SHARED    21                3161
TEXAS INSTRS INC             COM              882508104    4013.11   116120 SH       SHARED                              116120
TEXAS INSTRS INC             COM              882508104       6480   187500 SH  P    SHARED                    187500
TEXAS INSTRS INC             COM              882508104    13046.4   377500 SH  C    SHARED                    377500
TEXAS INSTRS INC             COM              882508104   26004.15   752435 SH       SHARED    01              752435
TEXAS INSTRS INC             COM              882508104   38212.27  1105679 SH       SHARED                   1105679
TEXAS PAC LD TR              SUB CTF PROP I T 882610108      19.83      444 SH       SHARED                       444
TEXAS PAC LD TR              SUB CTF PROP I T 882610108   19975.75   447285 SH       SHARED    01              447285
TEXAS ROADHOUSE INC          COM              882681109     144.02     8477 SH       SHARED                      8477
TEXAS ROADHOUSE INC          COM              882681109     165.13     9719 SH       SHARED    01                9719
TEXTRON INC                  COM              883203101      13.64      498 SH       SHARED    21                 498
TEXTRON INC                  COM              883203101     375.24    13700 SH  P    SHARED                     13700
TEXTRON INC                  COM              883203101     446.46    16300 SH       SHARED                               16300
TEXTRON INC                  COM              883203101    1298.29    47400 SH  C    SHARED                     47400
TEXTRON INC                  COM              883203101    1870.74    68300 SH       SHARED    20                         68300
TEXTRON INC                  COM              883203101    3678.64   134306 SH       SHARED    01              134306
TEXTRON INC                  NOTE  4.500% 5/0 883203BN0       4.28     2000 PRN      SHARED    01                2000
TF FINL CORP                 COM              872391107       16.6      797 SH       SOLE               797
TFS FINL CORP                COM              87240R107       4.25      400 SH       SHARED    01                 400
TFS FINL CORP                COM              87240R107      10.62     1000 SH  P    SHARED                      1000
TFS FINL CORP                COM              87240R107     794.63    74824 SH       SHARED                     74824
THAI CAP FD INC              COM NEW          882905201      34.53     2758 SH       SOLE              2758
THE9 LTD                     ADR              88337K104       0.33       50 SH       SHARED    01                  50
THERAVANCE INC               COM              88338T104       9.69      400 SH  C    SHARED                       400
THERAVANCE INC               COM              88338T104      12.11      500 SH       SHARED    01                 500
THERAVANCE INC               COM              88338T104     628.07    25932 SH       SHARED                     25932
THERMO FISHER SCIENTIFIC INC COM              883556102      65.88     1186 SH       SHARED    21                1186
THERMO FISHER SCIENTIFIC INC COM              883556102     549.95     9900 SH  C    SHARED                      9900
THERMO FISHER SCIENTIFIC INC COM              883556102     578.55    10415 SH       SHARED    20                         10415
THERMO FISHER SCIENTIFIC INC COM              883556102    1502.63    27050 SH       SHARED                               27050
THERMO FISHER SCIENTIFIC INC COM              883556102    5210.65    93801 SH       SHARED                     93801
THERMO FISHER SCIENTIFIC INC COM              883556102   84787.02  1526319 SH       SHARED    01             1526319
THERMOGENESIS CORP           COM PAR $0.001   883623308       0.21      100 SH       SHARED    01                 100
THERMOGENESIS CORP           COM PAR $0.001   883623308       3.39     1623 SH       SHARED                      1623
THESTREET COM                COM              88368Q103       6.57     1961 SH       SOLE              1961
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
THL CR INC                   COM              872438106      58.36     4272 SH       SOLE              4272
THOMAS & BETTS CORP          COM              884315102       9.52      160 SH       SHARED    21                 160
THOMAS & BETTS CORP          COM              884315102      35.68      600 SH  C    SHARED                       600
THOMAS & BETTS CORP          COM              884315102    1937.59    32581 SH       SHARED    01               32581
THOMAS & BETTS CORP          COM              884315102    2759.82    46407 SH       SHARED                     46407
THOMPSON CREEK METALS CO INC COM              884768102      41.24     3289 SH       SHARED    21                3289
THOMPSON CREEK METALS CO INC COM              884768102     193.12    15400 SH       SHARED                               15400
THOMPSON CREEK METALS CO INC COM              884768102     292.18    23300 SH  C    SHARED                     23300
THOMPSON CREEK METALS CO INC COM              884768102     1223.9    97600 SH  P    SHARED                     97600
THOMPSON CREEK METALS CO INC COM              884768102    5527.34   440777 SH       SHARED    01              440777
THOMSON REUTERS CORP         COM              884903105     296.81     7564 SH       SHARED    01                7564
THOMSON REUTERS CORP         COM              884903105     889.26    22662 SH       SHARED                               22662
THOMSON REUTERS CORP         COM              884903105    7030.94   179178 SH       SHARED                    179178
THOR INDS INC                COM              885160101      50.06     1500 SH  C    SHARED                      1500
THOR INDS INC                COM              885160101      76.75     2300 SH       SHARED    01                2300
THOR INDS INC                COM              885160101    1037.17    31081 SH       SHARED                     31081
THORATEC CORP                COM NEW          885175307     124.46     4800 SH  C    SHARED                      4800
THORATEC CORP                COM NEW          885175307      518.6    20000 SH  P    SHARED                     20000
THORATEC CORP                COM NEW          885175307       1371    52873 SH       SHARED                     52873
THORATEC CORP                COM NEW          885175307    2127.82    82060 SH       SHARED    01               82060
THQ INC                      COM NEW          872443403       2.74      600 SH       SHARED    01                 600
THQ INC                      COM NEW          872443403     178.89    39230 SH       SHARED                     39230
THRESHOLD PHARMACEUTICAL INC COM NEW          885807206       0.37      238 SH       SHARED    01                 238
THT HEAT TRANSFER TECHNOLOGY COM              886031103       5.68     1565 SH       SOLE              1565
TIANYIN PHARMACEUTICAL CO IN COM              88630M104        8.8     3712 SH       SOLE              3712
TIB FINL CORP                COM NEW          872449202      17.19      888 SH       SOLE               888
TIBCO SOFTWARE INC           COM              88632Q103      305.2    11200 SH  P    SHARED                     11200
TIBCO SOFTWARE INC           COM              88632Q103      730.3    26800 SH  C    SHARED                     26800
TIBCO SOFTWARE INC           COM              88632Q103     2932.4   107611 SH       SHARED    01              107611
TIBCO SOFTWARE INC           COM              88632Q103    2983.71   109494 SH       SHARED                    109494
TICC CAPITAL CORP            COM              87244T109       1.09      100 SH  C    SHARED                       100
TICC CAPITAL CORP            COM              87244T109     263.41    24233 SH       SHARED                     24233
TICC CAPITAL CORP            COM              87244T109    1052.82    96856 SH       SHARED    01               96856
TIDEWATER INC                COM              886423102      13.47      225 SH       SHARED                       225
TIDEWATER INC                COM              886423102     346.53     5790 SH       SHARED    20                          5790
TIDEWATER INC                COM              886423102     550.62     9200 SH  C    SHARED                      9200
TIDEWATER INC                COM              886423102     891.77    14900 SH  P    SHARED                     14900
TIDEWATER INC                COM              886423102    1803.22    30129 SH       SHARED    01               30129
TIFFANY & CO NEW             COM              886547108      17.33      282 SH       SHARED                       282
TIFFANY & CO NEW             COM              886547108      39.08      636 SH       SHARED    21                 636
TIFFANY & CO NEW             COM              886547108     429.77     6995 SH       SHARED    20                          6995
TIFFANY & CO NEW             COM              886547108      669.7    10900 SH       SHARED                               10900
TIFFANY & CO NEW             COM              886547108    2826.24    46000 SH  C    SHARED                     46000
TIFFANY & CO NEW             COM              886547108    3268.61    53200 SH  P    SHARED                     53200
TIFFANY & CO NEW             COM              886547108    3492.68    56847 SH       SHARED    01               56847
TIGERLOGIC CORPORATION       COM              8867EQ101      11.67     2594 SH       SOLE              2594
TII NETWORK TECHNOLOGIES INC COM NEW          872479209      46.78    16186 SH       SHARED    01               16186
TIM HORTONS INC              COM              88706M103      45.31     1000 SH  C    SHARED                      1000
TIM HORTONS INC              COM              88706M103     113.28     2500 SH  P    SHARED                      2500
TIM HORTONS INC              COM              88706M103      480.2    10598 SH       SHARED                               10598
TIM HORTONS INC              COM              88706M103    1117.07    24654 SH       SHARED                     24654
TIM HORTONS INC              COM              88706M103    1189.43    26251 SH       SHARED    01               26251
TIM PARTICIPACOES S A        SPONS ADR PFD    88706P106     671.38    15381 SH       SHARED                     15381
TIM PARTICIPACOES S A        SPONS ADR PFD    88706P106     925.95    21213 SH       SHARED    01               21213
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TIMBERLAND BANCORP INC       COM              887098101       9.14     1630 SH       SHARED                      1630
TIMBERLAND BANCORP INC       COM              887098101      11.22     2000 SH       SHARED    01                2000
TIMBERLAND CO                CL A             887100105      53.68     1300 SH  P    SHARED                      1300
TIMBERLAND CO                CL A             887100105     317.93     7700 SH  C    SHARED                      7700
TIMBERLAND CO                CL A             887100105     1058.1    25626 SH       SHARED    01               25626
TIMBERLINE RES CORP          COM              887133106       9.18     9510 SH       SOLE              9510
TIME WARNER CABLE INC        COM              88732J207      27.47      385 SH       SHARED    21                 385
TIME WARNER CABLE INC        COM              88732J207     242.56     3400 SH  P    SHARED                      3400
TIME WARNER CABLE INC        COM              88732J207    1961.56    27496 SH       SHARED                               27496
TIME WARNER CABLE INC        COM              88732J207    8272.87   115964 SH       SHARED    01              115964
TIME WARNER CABLE INC        COM              88732J207   36084.77   505814 SH       SHARED                    505814
TIME WARNER INC              COM NEW          887317303      45.52     1275 SH       SHARED    21                1275
TIME WARNER INC              COM NEW          887317303    2040.43    57155 SH       SHARED    20                         57155
TIME WARNER INC              COM NEW          887317303    2886.59    80857 SH       SHARED                               80857
TIME WARNER INC              COM NEW          887317303     8282.4   232000 SH  P    SHARED                    232000
TIME WARNER INC              COM NEW          887317303   10731.42   300600 SH  C    SHARED                    300600
TIME WARNER INC              COM NEW          887317303   12473.01   349384 SH       SHARED                    349384
TIME WARNER INC              COM NEW          887317303   14758.74   413410 SH       SHARED    01              413410
TIME WARNER TELECOM INC      DBCV  2.375% 4/0 887319AC5    1248.19  1050000 PRN      SOLE           1050000
TIMKEN CO                    COM              887389104     130.75     2500 SH  P    SHARED                      2500
TIMKEN CO                    COM              887389104      209.2     4000 SH  C    SHARED                      4000
TIMKEN CO                    COM              887389104     608.67    11638 SH       SHARED    01               11638
TIMKEN CO                    COM              887389104    2632.31    50331 SH       SHARED                     50331
TITAN INTL INC ILL           COM              88830M102    2933.89   110255 SH       SHARED    01              110255
TITAN MACHY INC              COM              88830R101      60.12     2381 SH       SHARED    01                2381
TITAN MACHY INC              COM              88830R101      68.18     2700 SH  C    SHARED                      2700
TITAN MACHY INC              COM              88830R101      92.79     3675 SH       SHARED                      3675
TITANIUM METALS CORP         COM NEW          888339207        5.3      285 SH       SHARED    20                           285
TITANIUM METALS CORP         COM NEW          888339207     719.05    38700 SH  P    SHARED                     38700
TITANIUM METALS CORP         COM NEW          888339207    1376.76    74099 SH       SHARED                     74099
TITANIUM METALS CORP         COM NEW          888339207    1629.47    87700 SH  C    SHARED                     87700
TITANIUM METALS CORP         COM NEW          888339207     1830.2    98504 SH       SHARED    01               98504
TIVO INC                     COM              888706108    3431.59   392182 SH       SHARED                    392182
TIVO INC                     COM              888706108    4661.89   532787 SH       SHARED    01              532787
TIVO INC                     COM              888706108    5326.13   608700 SH  P    SHARED                    608700
TIVO INC                     COM              888706108    6997.38   799700 SH  C    SHARED                    799700
TJX COS INC NEW              COM              872540109      75.29     1514 SH       SHARED    21                1514
TJX COS INC NEW              COM              872540109     144.71     2910 SH       SHARED    20                          2910
TJX COS INC NEW              COM              872540109     216.47     4353 SH       SHARED                      4353
TJX COS INC NEW              COM              872540109     855.36    17200 SH  P    SHARED                     17200
TJX COS INC NEW              COM              872540109    1278.06    25700 SH       SHARED                               25700
TJX COS INC NEW              COM              872540109    4883.49    98200 SH  C    SHARED                     98200
TJX COS INC NEW              COM              872540109      15629   314277 SH       SHARED    01              314277
TNS INC                      COM              872960109     194.61    12499 SH       SOLE             12499
TOFUTTI BRANDS INC           COM              88906B105       1.79      795 SH       SOLE               795
TOLL BROTHERS INC            COM              889478103      249.1    12600 SH       SHARED                               12600
TOLL BROTHERS INC            COM              889478103     714.96    36164 SH       SHARED                     36164
TOLL BROTHERS INC            COM              889478103    1213.88    61400 SH  P    SHARED                     61400
TOLL BROTHERS INC            COM              889478103       1640    82954 SH       SHARED    01               82954
TOLL BROTHERS INC            COM              889478103     1925.6    97400 SH  C    SHARED                     97400
TOLLGRADE COMMUNICATIONS INC COM              889542106       3.02      300 SH       SHARED    01                 300
TOLLGRADE COMMUNICATIONS INC COM              889542106     152.67    15146 SH       SHARED                     15146
TOMOTHERAPY INC              COM              890088107      12.29     2689 SH       SHARED    01                2689
TOMOTHERAPY INC              COM              890088107     497.34   108828 SH       SHARED                    108828
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TOMPKINS FINANCIAL CORPORATI COM              890110109     112.19     2700 SH       SHARED    01                2700
TOMPKINS FINANCIAL CORPORATI COM              890110109     184.27     4435 SH       SHARED                      4435
TOOTSIE ROLL INDS INC        COM              890516107      53.46     1885 SH       SHARED    01                1885
TOOTSIE ROLL INDS INC        COM              890516107     321.23    11327 SH       SHARED                     11327
TOP IMAGE SYSTEMS LTD        ORD              M87896102       0.34      269 SH       SOLE               269
TOP SHIPS INC                COM NEW          Y8897Y305       2.47     3381 SH       SHARED                      3381
TOP SHIPS INC                COM NEW          Y8897Y305       2.87     3933 SH       SHARED    01                3933
TOR MINERALS INTL INC        COM NEW          890878309       5.98      309 SH       SOLE               309
TORCH ENERGY ROYALTY TRUST   UNIT BEN INT     891013104       0.64      208 SH       SOLE               208
TORCHMARK CORP               COM              891027104     279.22     4200 SH  P    SHARED                      4200
TORCHMARK CORP               COM              891027104     312.46     4700 SH       SHARED                                4700
TORCHMARK CORP               COM              891027104    1087.41    16357 SH       SHARED    01               16357
TORCHMARK CORP               COM              891027104    6820.85   102600 SH  C    SHARED                    102600
TOREADOR RES CORP            COM              891050106      15.09     1400 SH  P    SOLE              1400
TOREADOR RES CORP            COM              891050106      20.48     1900 SH  C    SOLE              1900
TOREADOR RES CORP            COM              891050106     499.04    46293 SH       SOLE             46293
TORM A/S                     SPONSORED ADR    891072100       7.13     1257 SH       SOLE              1257
TORNIER N V                  SHS              N87237108       3.11      168 SH       SHARED                       168
TORNIER N V                  SHS              N87237108        3.7      200 SH       SHARED    01                 200
TORO CO                      COM              891092108     472.35     7133 SH       SHARED    01                7133
TORO CO                      COM              891092108    2753.56    41582 SH       SHARED                     41582
TORONTO DOMINION BK ONT      COM NEW          891160509      88.59     1000 SH  P    SHARED                      1000
TORONTO DOMINION BK ONT      COM NEW          891160509     460.67     5200 SH  C    SHARED                      5200
TORONTO DOMINION BK ONT      COM NEW          891160509    4468.13    50436 SH       SHARED                               50436
TORONTO DOMINION BK ONT      COM NEW          891160509    5562.21    62786 SH       SHARED    01               62786
TORONTO DOMINION BK ONT      COM NEW          891160509    24172.4   272857 SH       SHARED                    272857
TORTOISE ENERGY INFRSTRCTR C COM              89147L100      30.58      761 SH       SHARED                       761
TORTOISE ENERGY INFRSTRCTR C COM              89147L100    1138.38    28325 SH       SHARED    01               28325
TORTOISE MLP FD INC          COM              89148B101    8339.02   317073 SH       SHARED    01              317073
TORTOISE NORTH AMRN ENRGY CO COM              89147T103      89.67     3536 SH       SHARED    01                3536
TORTOISE PWR & ENERGY INFRAS COM              89147X104      18.74      730 SH       SHARED                       730
TORTOISE PWR & ENERGY INFRAS COM              89147X104    4093.99   159498 SH       SHARED    01              159498
TOTAL S A                    SPONSORED ADR    89151E109     313.87     5148 SH       SHARED    21                5148
TOTAL S A                    SPONSORED ADR    89151E109    1189.22    19505 SH       SHARED    20                         19505
TOTAL S A                    SPONSORED ADR    89151E109   71784.43  1177373 SH       SHARED    01             1177373
TOTAL SYS SVCS INC           COM              891906109      48.65     2700 SH  C    SHARED                      2700
TOTAL SYS SVCS INC           COM              891906109     181.05    10047 SH       SHARED                               10047
TOTAL SYS SVCS INC           COM              891906109     409.22    22709 SH       SHARED    01               22709
TOTAL SYS SVCS INC           COM              891906109     945.35    52461 SH       SHARED                     52461
TOWER GROUP INC              COM              891777104       2.04       85 SH       SHARED    20                            85
TOWER GROUP INC              COM              891777104      15.48      644 SH       SHARED    21                 644
TOWER GROUP INC              COM              891777104     208.92     8694 SH       SHARED    01                8694
TOWER GROUP INC              COM              891777104     622.83    25919 SH       SHARED                     25919
TOWER INTL INC               COM              891826109       1.73      102 SH       SHARED                       102
TOWER INTL INC               COM              891826109     146.78     8670 SH       SHARED    01                8670
TOWERS WATSON & CO           CL A             891894107      17.25      311 SH       SHARED    21                 311
TOWERS WATSON & CO           CL A             891894107     206.26     3719 SH       SHARED                      3719
TOWERS WATSON & CO           CL A             891894107     639.62    11533 SH       SHARED    01               11533
TOWERSTREAM CORP             COM              892000100      68.03    17400 SH       SOLE             17400
TOWN SPORTS INTL HLDGS INC   COM              89214A102       3.31      654 SH       SHARED                       654
TOWN SPORTS INTL HLDGS INC   COM              89214A102    1074.98   212446 SH       SHARED    01              212446
TOWNEBANK PORTSMOUTH VA      COM              89214P109      13.64      871 SH       SHARED    01                 871
TOWNEBANK PORTSMOUTH VA      COM              89214P109        156     9962 SH       SHARED                      9962
TOYOTA MOTOR CORP            SP ADR REP2COM   892331307      20.46      255 SH       SHARED                                 255
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TOYOTA MOTOR CORP            SP ADR REP2COM   892331307     132.25     1648 SH       SHARED    21                1648
TOYOTA MOTOR CORP            SP ADR REP2COM   892331307     487.92     6080 SH       SHARED    20                          6080
TOYOTA MOTOR CORP            SP ADR REP2COM   892331307   14959.72   186414 SH       SHARED                    186414
TOYOTA MOTOR CORP            SP ADR REP2COM   892331307   18299.09   228026 SH       SHARED    01              228026
TOYOTA MOTOR CORP            SP ADR REP2COM   892331307       64.2      800 SH  P    SHARED    01                 800
TPC GROUP INC                COM              89236Y104      574.8    19910 SH       SOLE             19910
TRACTOR SUPPLY CO            COM              892356106      341.2     5700 SH  C    SHARED                      5700
TRACTOR SUPPLY CO            COM              892356106    4044.92    67573 SH       SHARED                     67573
TRACTOR SUPPLY CO            COM              892356106     9424.3   157439 SH       SHARED    01              157439
TRADESTATION GROUP INC       COM              89267P105       1.56      222 SH       SHARED    01                 222
TRADESTATION GROUP INC       COM              89267P105     118.88    16911 SH       SHARED                     16911
TRANS1 INC                   COM              89385X105        2.7      625 SH       SHARED                       625
TRANS1 INC                   COM              89385X105      13.31     3080 SH       SHARED    01                3080
TRANSACT TECHNOLOGIES INC    COM              892918103      17.84     1500 SH       SHARED    01                1500
TRANSALTA CORP               COM              89346D107     228.71    10865 SH       SHARED                               10865
TRANSALTA CORP               COM              89346D107     624.43    29664 SH       SHARED    01               29664
TRANSALTA CORP               COM              89346D107    4098.37   194697 SH       SHARED                    194697
TRANSAMERICA INCOME SHS INC  COM              893506105       8.37      397 SH       SHARED                       397
TRANSAMERICA INCOME SHS INC  COM              893506105     868.29    41190 SH       SHARED    01               41190
TRANSATLANTIC HLDGS INC      COM              893521104      24.34      500 SH  P    SHARED                       500
TRANSATLANTIC HLDGS INC      COM              893521104      53.54     1100 SH  C    SHARED                      1100
TRANSATLANTIC HLDGS INC      COM              893521104     235.42     4837 SH       SHARED                                4837
TRANSATLANTIC HLDGS INC      COM              893521104    1120.92    23031 SH       SHARED    01               23031
TRANSATLANTIC HLDGS INC      COM              893521104    2564.91    52700 SH       SHARED                     52700
TRANSATLANTIC PETROLEUM LTD  SHS              G89982105        9.3     3000 SH       SHARED    01                3000
TRANSATLANTIC PETROLEUM LTD  SHS              G89982105      13.95     4500 SH  C    SHARED                      4500
TRANSCANADA CORP             COM              89353D107      72.95     1800 SH       SHARED    21                1800
TRANSCANADA CORP             COM              89353D107    1641.75    40507 SH       SHARED                               40507
TRANSCANADA CORP             COM              89353D107    3246.29    80096 SH       SHARED    01               80096
TRANSCANADA CORP             COM              89353D107    5340.96   131778 SH       SHARED                    131778
TRANSCAT INC                 COM              893529107       8.54     1023 SH       SHARED                      1023
TRANSCAT INC                 COM              893529107      12.53     1500 SH       SHARED    01                1500
TRANSCEND SERVICES INC       COM NEW          893929208      24.35     1015 SH       SHARED    01                1015
TRANSCEND SERVICES INC       COM NEW          893929208      43.97     1833 SH       SHARED                      1833
TRANSDIGM GROUP INC          COM              893641100    3166.76    37776 SH       SHARED                     37776
TRANSDIGM GROUP INC          COM              893641100    4052.76    48345 SH       SHARED    01               48345
TRANSGLOBE ENERGY CORP       COM              893662106       4.56      300 SH  P    SHARED                       300
TRANSGLOBE ENERGY CORP       COM              893662106      34.05     2240 SH       SHARED                      2240
TRANSGLOBE ENERGY CORP       COM              893662106     191.52    12600 SH  C    SHARED                     12600
TRANSGLOBE ENERGY CORP       COM              893662106      258.4    17000 SH       SHARED    01               17000
TRANSITION THERAPEUTICS INC  COM NEW          893716209      34.84     8034 SH       SOLE              8034
TRANSMONTAIGNE PARTNERS L P  COM UNIT L P     89376V100     425.93    11724 SH       SHARED                     11724
TRANSMONTAIGNE PARTNERS L P  COM UNIT L P     89376V100    2963.22    81564 SH       SHARED    01               81564
TRANSOCEAN INC               NOTE  1.500%12/1 893830AV1   91192.64 92699000 PRN      SOLE          92699000
TRANSOCEAN INC               NOTE  1.500%12/1 893830AW9       4.87     5000 PRN      SHARED    01                5000
TRANSOCEAN INC               NOTE  1.500%12/1 893830AW9   58774.58 60359000 PRN      SHARED                  60359000
TRANSOCEAN LTD               REG SHS          H8817H100      51.84      665 SH       SHARED    20                           665
TRANSOCEAN LTD               REG SHS          H8817H100     237.05     3041 SH       SHARED    21                3041
TRANSOCEAN LTD               REG SHS          H8817H100    1169.25    15000 SH  C    SHARED    01               15000
TRANSOCEAN LTD               REG SHS          H8817H100    4308.84    55277 SH       SHARED                               55277
TRANSOCEAN LTD               REG SHS          H8817H100   31025.43   398017 SH  P    SHARED                    398017
TRANSOCEAN LTD               REG SHS          H8817H100   42564.52   546049 SH       SHARED    01              546049
TRANSOCEAN LTD               REG SHS          H8817H100   44443.74   570157 SH       SHARED                    570157
TRANSOCEAN LTD               REG SHS          H8817H100   54323.36   696900 SH  C    SHARED                    696900
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TRANSPORTADORA DE GAS SUR    SPON ADR B       893870204       5.71     1238 SH       SHARED    01                1238
TRANSPORTADORA DE GAS SUR    SPON ADR B       893870204      36.88     8000 SH       SHARED                                8000
TRANSWITCH CORP              COM NEW          894065309       2.34      517 SH       SHARED    01                 517
TRANSWITCH CORP              COM NEW          894065309     310.91    68786 SH       SHARED                     68786
TRAVELCENTERS OF AMERICA LLC COM              894174101       0.76      100 SH       SHARED    01                 100
TRAVELCENTERS OF AMERICA LLC COM              894174101      28.96     3826 SH       SHARED                      3826
TRAVELERS COMPANIES INC      COM              89417E109      77.62     1305 SH       SHARED    20                          1305
TRAVELERS COMPANIES INC      COM              89417E109      84.94     1428 SH       SHARED    21                1428
TRAVELERS COMPANIES INC      COM              89417E109    2114.69    35553 SH       SHARED                     35553
TRAVELERS COMPANIES INC      COM              89417E109    2304.55    38745 SH       SHARED    17                         38745
TRAVELERS COMPANIES INC      COM              89417E109    2352.32    39548 SH       SHARED                               39548
TRAVELERS COMPANIES INC      COM              89417E109    6649.86   111800 SH  P    SHARED                    111800
TRAVELERS COMPANIES INC      COM              89417E109    9748.77   163900 SH  C    SHARED                    163900
TRAVELERS COMPANIES INC      COM              89417E109   84015.68  1412503 SH       SHARED    01             1412503
TRAVELZOO INC                COM              89421Q106     162.35     2438 SH       SHARED    01                2438
TRC COS INC                  COM              872625108      13.58     2811 SH       SOLE              2811
TREDEGAR CORP                COM              894650100      71.45     3311 SH       SHARED    01                3311
TREDEGAR CORP                COM              894650100      248.9    11534 SH       SHARED                     11534
TREE COM INC                 COM              894675107       0.66      112 SH       SHARED    01                 112
TREEHOUSE FOODS INC          COM              89469A104      17.06      300 SH  C    SHARED                       300
TREEHOUSE FOODS INC          COM              89469A104    1004.38    17661 SH       SHARED                     17661
TREEHOUSE FOODS INC          COM              89469A104    1094.35    19243 SH       SHARED    01               19243
TREX CO INC                  COM              89531P105       3.26      100 SH  C    SHARED                       100
TREX CO INC                  COM              89531P105     153.41     4703 SH       SHARED                      4703
TREX CO INC                  COM              89531P105     718.29    22020 SH       SHARED    01               22020
TRI CONTL CORP               COM              895436103     215.98    14773 SH       SHARED    01               14773
TRI VY CORP                  COM              895735108        1.5     3000 SH       SHARED    01                3000
TRIANGLE CAP CORP            COM              895848109     105.06     5817 SH       SHARED    01                5817
TRIANGLE CAP CORP            COM              895848109     186.61    10333 SH       SHARED                     10333
TRIANGLE PETE CORP           COM NEW          89600B201     112.88    13600 SH       SOLE             13600
TRICO BANCSHARES             COM              896095106      88.61     5433 SH       SHARED                      5433
TRICO BANCSHARES             COM              896095106     104.38     6400 SH       SHARED    01                6400
TRIDENT MICROSYSTEMS INC     COM              895919108       9.83     8550 SH       SHARED    01                8550
TRIDENT MICROSYSTEMS INC     COM              895919108      32.72    28455 SH       SHARED                     28455
TRIMAS CORP                  COM NEW          896215209       13.7      637 SH       SHARED    01                 637
TRIMAS CORP                  COM NEW          896215209     154.78     7199 SH       SHARED                      7199
TRIMBLE NAVIGATION LTD       COM              896239100      60.65     1200 SH  P    SHARED                      1200
TRIMBLE NAVIGATION LTD       COM              896239100     641.86    12700 SH  C    SHARED                     12700
TRIMBLE NAVIGATION LTD       COM              896239100    3021.28    59780 SH       SHARED    01               59780
TRIMBLE NAVIGATION LTD       COM              896239100    4092.12    80968 SH       SHARED                     80968
TRIMERIS INC                 COM              896263100       4.75     1892 SH       SOLE              1892
TRINA SOLAR LIMITED          SPON ADR         89628E104    1165.64    38700 SH       SHARED                               38700
TRINA SOLAR LIMITED          SPON ADR         89628E104    1262.03    41900 SH  C    SHARED                     41900
TRINA SOLAR LIMITED          SPON ADR         89628E104    2085.09    69226 SH       SHARED    01               69226
TRINA SOLAR LIMITED          SPON ADR         89628E104    2614.42    86800 SH  P    SHARED                     86800
TRINA SOLAR LIMITED          SPON ADR         89628E104    8966.87   297705 SH       SHARED                    297705
TRINITY BIOTECH PLC          SPON ADR NEW     896438306      13.17     1404 SH       SHARED    01                1404
TRINITY BIOTECH PLC          SPON ADR NEW     896438306      36.13     3852 SH       SHARED                      3852
TRINITY INDS INC             COM              896522109      29.34      800 SH  C    SHARED                       800
TRINITY INDS INC             COM              896522109      66.01     1800 SH  P    SHARED                      1800
TRINITY INDS INC             COM              896522109    2241.56    61128 SH       SHARED                     61128
TRINITY INDS INC             COM              896522109    2567.45    70015 SH       SHARED    01               70015
TRINITY INDS INC             NOTE  3.875% 6/0 896522AF6      18.53    17000 PRN      SHARED    01               17000
TRIO TECH INTL               COM NEW          896712205       6.79     1477 SH       SOLE              1477
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TRIPLE-S MGMT CORP           CL B             896749108     169.02     8213 SH       SHARED                      8213
TRIPLE-S MGMT CORP           CL B             896749108     421.89    20500 SH       SHARED    01               20500
TRIQUINT SEMICONDUCTOR INC   COM              89674K103       4.26      330 SH       SHARED    21                 330
TRIQUINT SEMICONDUCTOR INC   COM              89674K103     104.57     8100 SH  P    SHARED                      8100
TRIQUINT SEMICONDUCTOR INC   COM              89674K103     197.52    15300 SH  C    SHARED                     15300
TRIQUINT SEMICONDUCTOR INC   COM              89674K103    1211.42    93836 SH       SHARED                     93836
TRIQUINT SEMICONDUCTOR INC   COM              89674K103    4852.11   375841 SH       SHARED    01              375841
TRI-TECH HOLDING INC         SHS              G9103F106     838.33    71960 SH       SHARED    01               71960
TRIUMPH GROUP INC NEW        COM              896818101       7.08       80 SH       SHARED    20                            80
TRIUMPH GROUP INC NEW        COM              896818101     882.55     9978 SH       SHARED                      9978
TRIUMPH GROUP INC NEW        COM              896818101    2487.83    28127 SH       SHARED    01               28127
TRIUMPH GROUP INC NEW        NOTE  2.625%10/0 896818AB7      13.11     8000 PRN      SHARED    01                8000
TRUE RELIGION APPAREL INC    COM              89784N104       5.87      250 SH       SHARED    21                 250
TRUE RELIGION APPAREL INC    COM              89784N104     129.27     5508 SH       SHARED    01                5508
TRUE RELIGION APPAREL INC    COM              89784N104     138.47     5900 SH  C    SHARED                      5900
TRUEBLUE INC                 COM              89785X101      11.84      705 SH       SHARED    01                 705
TRUEBLUE INC                 COM              89785X101     470.99    28052 SH       SHARED                     28052
TRUNKBOW INTL HLDGS LTD      COM              89818A102       8.38     2060 SH       SOLE              2060
TRUSTCO BK CORP N Y          COM              898349105     179.68    30300 SH       SHARED    01               30300
TRUSTCO BK CORP N Y          COM              898349105     225.23    37981 SH       SHARED                     37981
TRUSTMARK CORP               COM              898402102     104.66     4469 SH       SHARED    01                4469
TRUSTMARK CORP               COM              898402102     720.21    30752 SH       SHARED                     30752
TRW AUTOMOTIVE HLDGS CORP    COM              87264S106      18.18      330 SH       SHARED    21                 330
TRW AUTOMOTIVE HLDGS CORP    COM              87264S106     198.29     3600 SH  P    SHARED                      3600
TRW AUTOMOTIVE HLDGS CORP    COM              87264S106     315.55     5729 SH       SHARED                                5729
TRW AUTOMOTIVE HLDGS CORP    COM              87264S106     958.39    17400 SH  C    SHARED                     17400
TRW AUTOMOTIVE HLDGS CORP    COM              87264S106    2533.57    45998 SH       SHARED                     45998
TRW AUTOMOTIVE HLDGS CORP    COM              87264S106    2661.74    48325 SH       SHARED    01               48325
TS&W CLAYMORE TAX ADVNTG BL  COM              87280R108      31.65     2875 SH       SHARED                      2875
TS&W CLAYMORE TAX ADVNTG BL  COM              87280R108      40.29     3659 SH       SHARED    01                3659
TSAKOS ENERGY NAVIGATION LTD SHS              G9108L108      10.98     1000 SH       SHARED    01                1000
TTM TECHNOLOGIES  INC        COM              87305R109       3.63      200 SH  P    SOLE               200
TTM TECHNOLOGIES  INC        COM              87305R109      32.69     1800 SH  C    SOLE              1800
TTM TECHNOLOGIES  INC        COM              87305R109     2967.6   163414 SH       SOLE            163414
TTM TECHNOLOGIES  INC        NOTE  3.250% 5/1 87305RAC3       4.12     3000 PRN      SHARED    01                3000
TUESDAY MORNING CORP         COM NEW          899035505       2.21      450 SH       SHARED    01                 450
TUESDAY MORNING CORP         COM NEW          899035505      45.55     9295 SH       SHARED                      9295
TUFCO TECHNOLOGIES INC       COM              899040109        9.2     2359 SH       SOLE              2359
TUPPERWARE BRANDS CORP       COM              899896104      15.82      265 SH       SHARED    21                 265
TUPPERWARE BRANDS CORP       COM              899896104     298.55     5000 SH  C    SHARED                      5000
TUPPERWARE BRANDS CORP       COM              899896104     310.49     5200 SH  P    SHARED                      5200
TUPPERWARE BRANDS CORP       COM              899896104    2545.44    42630 SH       SHARED    01               42630
TUPPERWARE BRANDS CORP       COM              899896104    3132.51    52462 SH       SHARED                     52462
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW     900111204       3.94      262 SH       SHARED                                 262
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW     900111204      25.48     1695 SH       SHARED    21                1695
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW     900111204     132.05     8786 SH       SHARED                      8786
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW     900111204     515.53    34300 SH       SHARED    20                         34300
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW     900111204    2029.25   135013 SH       SHARED    01              135013
TURKISH INVT FD INC          COM              900145103      35.22     2174 SH       SHARED                      2174
TURKISH INVT FD INC          COM              900145103     294.37    18170 SH       SHARED    01               18170
TUTOR PERINI CORP            COM              901109108       9.74      400 SH  C    SHARED                       400
TUTOR PERINI CORP            COM              901109108     327.86    13459 SH       SHARED                     13459
TUTOR PERINI CORP            COM              901109108    2478.56   101747 SH       SHARED    01              101747
TW TELECOM INC               COM              87311L104       19.2     1000 SH  P    SHARED                      1000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
TW TELECOM INC               COM              87311L104      30.91     1610 SH       SHARED    01                1610
TW TELECOM INC               COM              87311L104     509.57    26540 SH       SHARED                     26540
TWIN DISC INC                COM              901476101       0.06        2 SH       SHARED    01                   2
TWIN DISC INC                COM              901476101       3.25      101 SH       SHARED    21                 101
TWO HBRS INVT CORP           COM              90187B101     259.55    24790 SH       SHARED                     24790
TWO HBRS INVT CORP           COM              90187B101    1939.38   185232 SH       SHARED    01              185232
TYCO ELECTRONICS LTD SWITZER SHS              H8912P106      411.4    11815 SH       SHARED    20                         11815
TYCO ELECTRONICS LTD SWITZER SHS              H8912P106    1013.58    29109 SH       SHARED                               29109
TYCO ELECTRONICS LTD SWITZER SHS              H8912P106    1890.38    54290 SH       SHARED                     54290
TYCO ELECTRONICS LTD SWITZER SHS              H8912P106    3603.87   103500 SH  C    SHARED                    103500
TYCO INTERNATIONAL LTD       SHS              H89128104    2312.68    51657 SH       SHARED                     51657
TYCO INTERNATIONAL LTD       SHS              H89128104     4038.3    90201 SH       SHARED                               90201
TYCO INTERNATIONAL LTD       SHS              H89128104    12710.2   283900 SH  P    SHARED                    283900
TYCO INTERNATIONAL LTD       SHS              H89128104    13842.7   309196 SH       SHARED    01              309196
TYCO INTERNATIONAL LTD       SHS              H89128104   15615.78   348800 SH  C    SHARED                    348800
TYLER TECHNOLOGIES INC       COM              902252105       6.43      271 SH       SHARED    21                 271
TYLER TECHNOLOGIES INC       COM              902252105     190.87     8050 SH       SHARED    01                8050
TYLER TECHNOLOGIES INC       COM              902252105     306.83    12941 SH       SHARED                     12941
TYSON FOODS INC              CL A             902494103      14.78      770 SH       SHARED    21                 770
TYSON FOODS INC              CL A             902494103     378.04    19700 SH       SHARED                               19700
TYSON FOODS INC              CL A             902494103     575.58    29994 SH       SHARED                     29994
TYSON FOODS INC              CL A             902494103     997.88    52000 SH  C    SHARED                     52000
TYSON FOODS INC              CL A             902494103    1049.69    54700 SH  P    SHARED                     54700
TYSON FOODS INC              CL A             902494103     3343.9   174252 SH       SHARED    01              174252
U M H PROPERTIES INC         COM              903002103      115.8    11650 SH       SHARED    01               11650
U S AIRWAYS GROUP INC        COM              90341W108     103.65    11900 SH  P    SHARED                     11900
U S AIRWAYS GROUP INC        COM              90341W108    1044.38   119906 SH       SHARED    01              119906
U S AIRWAYS GROUP INC        COM              90341W108     1066.1   122400 SH  C    SHARED                    122400
U S AIRWAYS GROUP INC        COM              90341W108   13948.53  1601439 SH       SHARED                   1601439
U S CONCRETE INC             COM NEW          90333L201       1.72      181 SH       SHARED                       181
U S CONCRETE INC             COM NEW          90333L201       8.32      875 SH       SHARED    01                 875
U S ENERGY CORP WYO          COM              911805109      27.54     4400 SH  P    SOLE              4400
U S ENERGY CORP WYO          COM              911805109      60.36     9642 SH       SOLE              9642
U S ENERGY CORP WYO          COM              911805109     112.68    18000 SH  C    SOLE             18000
U S G CORP                   COM NEW          903293405     261.56    15700 SH  P    SHARED                     15700
U S G CORP                   COM NEW          903293405     264.89    15900 SH  C    SHARED                     15900
U S G CORP                   COM NEW          903293405     764.11    45865 SH       SHARED                     45865
U S G CORP                   COM NEW          903293405     789.77    47405 SH       SHARED    01               47405
U S GEOTHERMAL INC           COM              90338S102       5.41     4917 SH       SHARED                      4917
U S GEOTHERMAL INC           COM              90338S102       6.68     6070 SH       SHARED    01                6070
U S GLOBAL INVS INC          CL A             902952100      13.33     1644 SH       SHARED                      1644
U S GLOBAL INVS INC          CL A             902952100      26.76     3300 SH       SHARED    01                3300
U S HOME SYS INC             COM              90335C100      16.59     3754 SH       SOLE              3754
U STORE IT TR                COM              91274F104     602.14    57238 SH       SHARED                               57238
U STORE IT TR                COM              91274F104    1207.13   114746 SH       SHARED                    114746
U.S. AUTO PARTS NETWORK INC  COM              90343C100       8.77     1008 SH       SOLE              1008
U.S. ONE TR                  ONE FUND         903437101       27.5      939 SH       SOLE               939
UBS AG                       SHS NEW          H89231338       3.68      204 SH       SHARED    21                 204
UBS AG                       SHS NEW          H89231338     680.43    37697 SH       SHARED    01               37697
UBS AG                       SHS NEW          H89231338    2472.85   137000 SH  C    SHARED                              137000
UBS AG                       SHS NEW          H89231338     3581.3   198410 SH       SHARED    17                        198410
UBS AG                       SHS NEW          H89231338   88876.18  4923888 SH  P    SHARED                   4923888
UBS AG                       SHS NEW          H89231338  233959.37 12961738 SH       SHARED                            12961738
UBS AG                       SHS NEW          H89231338  324178.22 17960012 SH  C    SHARED                  17960012
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
UBS AG                       SHS NEW          H89231338  517520.05 28671471 SH       SHARED                  28671471
UBS AG JERSEY BRH            ALERIAN INFRST   902641646      27.89      890 SH       SHARED    01                 890
UBS AG JERSEY BRH            DJ COMMD ETN39   902641679    6916.91   215433 SH       SOLE            215433
UDR INC                      COM              902653104      14.62      600 SH  C    SHARED                       600
UDR INC                      COM              902653104      53.61     2200 SH  P    SHARED                      2200
UDR INC                      COM              902653104      320.9    13168 SH       SHARED                               13168
UDR INC                      COM              902653104     833.82    34215 SH       SHARED    01               34215
UDR INC                      COM              902653104    6305.27   258731 SH       SHARED                    258731
UFP TECHNOLOGIES INC         COM              902673102       8.61      500 SH       SHARED    01                 500
UGI CORP NEW                 COM              902681105       3.29      100 SH  C    SHARED                       100
UGI CORP NEW                 COM              902681105       3.29      100 SH  P    SHARED                       100
UGI CORP NEW                 COM              902681105    3906.38   118735 SH       SHARED                    118735
UGI CORP NEW                 COM              902681105    15670.3   476301 SH       SHARED    01              476301
UIL HLDG CORP                COM              902748102       4.73      155 SH       SHARED    21                 155
UIL HLDG CORP                COM              902748102      309.5    10141 SH       SHARED    01               10141
UIL HLDG CORP                COM              902748102     756.26    24779 SH       SHARED                     24779
ULTA SALON COSMETCS & FRAG I COM              90384S303      13.96      290 SH       SHARED    21                 290
ULTA SALON COSMETCS & FRAG I COM              90384S303      14.44      300 SH  P    SHARED                       300
ULTA SALON COSMETCS & FRAG I COM              90384S303      33.69      700 SH  C    SHARED                       700
ULTA SALON COSMETCS & FRAG I COM              90384S303     290.71     6040 SH       SHARED    20                          6040
ULTA SALON COSMETCS & FRAG I COM              90384S303    1408.24    29259 SH       SHARED    01               29259
ULTIMATE SOFTWARE GROUP INC  COM              90385D107     115.44     1965 SH       SHARED    01                1965
ULTIMATE SOFTWARE GROUP INC  COM              90385D107     317.25     5400 SH  C    SHARED                      5400
ULTIMATE SOFTWARE GROUP INC  COM              90385D107     538.09     9159 SH       SHARED                      9159
ULTRA PETROLEUM CORP         COM              903914109       16.6      337 SH       SHARED                       337
ULTRA PETROLEUM CORP         COM              903914109      39.79      808 SH       SHARED    21                 808
ULTRA PETROLEUM CORP         COM              903914109     522.05    10600 SH       SHARED                               10600
ULTRA PETROLEUM CORP         COM              903914109    1098.28    22300 SH  P    SHARED                     22300
ULTRA PETROLEUM CORP         COM              903914109    1630.18    33100 SH  C    SHARED                     33100
ULTRA PETROLEUM CORP         COM              903914109    1853.28    37630 SH       SHARED    20                         37630
ULTRA PETROLEUM CORP         COM              903914109    4187.53    85026 SH       SHARED    01               85026
ULTRALIFE CORP               COM              903899102      11.66     2300 SH       SHARED    01                2300
ULTRALIFE CORP               COM              903899102     297.28    58635 SH       SHARED                     58635
ULTRAPAR PARTICIPACOES S A   SP ADR REP PFD   90400P101     345.44    20380 SH       SHARED    20                         20380
ULTRAPAR PARTICIPACOES S A   SP ADR REP PFD   90400P101     746.85    44062 SH       SHARED    01               44062
ULTRAPAR PARTICIPACOES S A   SP ADR REP PFD   90400P101     1481.4    87398 SH       SHARED                     87398
ULTRAPETROL BAHAMAS LTD      COM              P94398107      26.62     5240 SH       SHARED    01                5240
ULTRATECH INC                COM              904034105      70.56     2400 SH  C    SHARED                      2400
ULTRATECH INC                COM              904034105     333.84    11355 SH       SHARED                     11355
ULTRATECH INC                COM              904034105     507.15    17250 SH       SHARED    01               17250
UMB FINL CORP                COM              902788108      31.54      844 SH       SHARED    21                 844
UMB FINL CORP                COM              902788108     179.58     4806 SH       SHARED                      4806
UMB FINL CORP                COM              902788108    1503.19    40230 SH       SHARED    01               40230
UMPQUA HLDGS CORP            COM              904214103      29.05     2539 SH       SHARED    21                2539
UMPQUA HLDGS CORP            COM              904214103     260.72    22790 SH       SHARED    20                         22790
UMPQUA HLDGS CORP            COM              904214103     560.23    48971 SH       SHARED                     48971
UMPQUA HLDGS CORP            COM              904214103    5291.42   462537 SH       SHARED    01              462537
UNDER ARMOUR INC             CL A             904311107      37.84      556 SH       SHARED    21                 556
UNDER ARMOUR INC             CL A             904311107     864.24    12700 SH  C    SHARED                     12700
UNDER ARMOUR INC             CL A             904311107    1400.47    20580 SH       SHARED                     20580
UNDER ARMOUR INC             CL A             904311107    2327.31    34200 SH  P    SHARED                     34200
UNDER ARMOUR INC             CL A             904311107     7748.1   113859 SH       SHARED    01              113859
UNICO AMERN CORP             COM              904607108       6.19      635 SH       SOLE               635
UNIFI INC                    COM NEW          904677200     110.38     6493 SH       SHARED                      6493
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
UNIFI INC                    COM NEW          904677200     436.58    25681 SH       SHARED    01               25681
UNIFIRST CORP MASS           COM              904708104     397.04     7490 SH       SHARED                      7490
UNIFIRST CORP MASS           COM              904708104     874.67    16500 SH       SHARED    01               16500
UNIFY CORP                   COM NEW          904743200       5.85     2126 SH       SOLE              2126
UNILEVER N V                 N Y SHS NEW      904784709      64.29     2050 SH       SHARED    20                          2050
UNILEVER N V                 N Y SHS NEW      904784709     113.18     3609 SH       SHARED    21                3609
UNILEVER N V                 N Y SHS NEW      904784709     168.03     5358 SH       SHARED                                5358
UNILEVER N V                 N Y SHS NEW      904784709   46992.71  1498492 SH       SHARED    01             1498492
UNILEVER PLC                 SPON ADR NEW     904767704      30.62     1000 SH       SHARED                      1000
UNILEVER PLC                 SPON ADR NEW     904767704     122.14     3989 SH       SHARED    21                3989
UNILEVER PLC                 SPON ADR NEW     904767704     710.23    23195 SH       SHARED    20                         23195
UNILEVER PLC                 SPON ADR NEW     904767704   41984.43  1371144 SH       SHARED    01             1371144
UNILIFE CORP NEW             COM              90478E103    2453.62   432737 SH       SOLE            432737
UNION BANKSHARES INC         COM              905400107      20.58     1081 SH       SHARED                      1081
UNION BANKSHARES INC         COM              905400107      155.2     8151 SH       SHARED    01                8151
UNION DRILLING INC           COM              90653P105       69.8     6810 SH       SOLE              6810
UNION FIRST MKT BANKSH CP    COM              90662P104      46.26     4112 SH       SHARED    01                4112
UNION FIRST MKT BANKSH CP    COM              90662P104      84.76     7534 SH       SHARED                      7534
UNION PAC CORP               COM              907818108     167.36     1702 SH       SHARED                      1702
UNION PAC CORP               COM              907818108     183.98     1871 SH       SHARED    21                1871
UNION PAC CORP               COM              907818108     499.52     5080 SH       SHARED    17                          5080
UNION PAC CORP               COM              907818108    2714.89    27610 SH       SHARED    20                         27610
UNION PAC CORP               COM              907818108    3180.58    32346 SH       SHARED                               32346
UNION PAC CORP               COM              907818108   24474.34   248900 SH  P    SHARED                    248900
UNION PAC CORP               COM              907818108   30639.63   311600 SH  C    SHARED                    311600
UNION PAC CORP               COM              907818108   65123.86   662299 SH       SHARED    01              662299
UNISOURCE ENERGY CORP        COM              909205106      41.51     1149 SH       SHARED    01                1149
UNISOURCE ENERGY CORP        COM              909205106     965.14    26713 SH       SHARED                     26713
UNISOURCE ENERGY CORP        NOTE  4.500% 3/0 909205AB2     276.25   260000 PRN      SHARED    01              260000
UNISYS CORP                  COM NEW          909214306       1.65       53 SH       SHARED    21                  53
UNISYS CORP                  COM NEW          909214306      78.05     2500 SH  C    SHARED                      2500
UNISYS CORP                  COM NEW          909214306       99.9     3200 SH  P    SHARED                      3200
UNISYS CORP                  COM NEW          909214306     378.73    12131 SH       SHARED                     12131
UNISYS CORP                  COM NEW          909214306    3189.37   102158 SH       SHARED    01              102158
UNIT CORP                    COM              909218109      17.72      286 SH       SHARED    21                 286
UNIT CORP                    COM              909218109     483.95     7812 SH       SHARED    01                7812
UNIT CORP                    COM              909218109    2303.49    37183 SH       SHARED                     37183
UNITED AUTO GROUP INC        NOTE  3.500% 4/0 909440AH2       3.99     4000 PRN      SHARED    01                4000
UNITED BANCSHARES INC OHIO   COM              909458101       18.4     2002 SH       SOLE              2002
UNITED BANKSHARES INC WEST V COM              909907107     425.54    16046 SH       SHARED    01               16046
UNITED BANKSHARES INC WEST V COM              909907107     483.22    18221 SH       SHARED                     18221
UNITED CAPITAL CORP          COM              909912107       93.9     3318 SH       SOLE              3318
UNITED CMNTY BANCORP         COM              90984H103       4.23      583 SH       SOLE               583
UNITED CMNTY BKS BLAIRSVLE G CAP STK          90984P105       3.63     1558 SH       SHARED    01                1558
UNITED CMNTY BKS BLAIRSVLE G CAP STK          90984P105     205.76    88309 SH       SHARED                     88309
UNITED CMNTY FINL CORP OHIO  COM              909839102       1.87     1404 SH       SOLE              1404
UNITED CONTL HLDGS INC       COM              910047109     140.24     6100 SH       SHARED                                6100
UNITED CONTL HLDGS INC       COM              910047109    4194.87   182465 SH       SHARED    01              182465
UNITED CONTL HLDGS INC       COM              910047109    7097.01   308700 SH  C    SHARED                    308700
UNITED CONTL HLDGS INC       COM              910047109   19587.48   852000 SH  P    SHARED                    852000
UNITED CONTL HLDGS INC       COM              910047109   85237.95  3707610 SH       SHARED                   3707610
UNITED FINANCIAL BANCORP INC COM              91030T109      90.29     5469 SH       SOLE              5469
UNITED FIRE & CAS CO         COM              910331107      62.83     3109 SH       SHARED    01                3109
UNITED FIRE & CAS CO         COM              910331107     335.08    16580 SH       SHARED                     16580
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
UNITED GUARDIAN INC          COM              910571108       6.52      432 SH       SOLE               432
UNITED MICROELECTRONICS CORP SPON ADR NEW     910873405      21.24     7780 SH       SHARED    01                7780
UNITED MICROELECTRONICS CORP SPON ADR NEW     910873405     295.11   108098 SH       SHARED    17                        108098
UNITED MICROELECTRONICS CORP SPON ADR NEW     910873405    5450.71  1996598 SH       SHARED                             1996598
UNITED MICROELECTRONICS CORP SPON ADR NEW     910873405   10587.87  3878342 SH       SHARED                   3878342
UNITED NAT FOODS INC         COM              911163103       38.5      859 SH       SHARED    21                 859
UNITED NAT FOODS INC         COM              911163103      58.27     1300 SH  C    SHARED                      1300
UNITED NAT FOODS INC         COM              911163103     990.16    22092 SH       SHARED                     22092
UNITED NAT FOODS INC         COM              911163103    1974.23    44048 SH       SHARED    01               44048
UNITED ONLINE INC            COM              911268100       2.43      385 SH       SHARED    01                 385
UNITED ONLINE INC            COM              911268100      71.25    11300 SH  C    SHARED                     11300
UNITED ONLINE INC            COM              911268100     880.34   139626 SH       SHARED                    139626
UNITED PARCEL SERVICE INC    CL B             911312106      31.51      424 SH       SHARED    21                 424
UNITED PARCEL SERVICE INC    CL B             911312106    3629.86    48841 SH       SHARED                               48841
UNITED PARCEL SERVICE INC    CL B             911312106    9512.96   128000 SH  P    SHARED                    128000
UNITED PARCEL SERVICE INC    CL B             911312106   11014.22   148200 SH  C    SHARED                    148200
UNITED PARCEL SERVICE INC    CL B             911312106   29535.14   397405 SH       SHARED                    397405
UNITED PARCEL SERVICE INC    CL B             911312106    70630.9   950362 SH       SHARED    01              950362
UNITED RENTALS INC           COM              911363109      10.25      308 SH       SHARED    21                 308
UNITED RENTALS INC           COM              911363109     123.14     3700 SH  P    SHARED                      3700
UNITED RENTALS INC           COM              911363109     346.11    10400 SH  C    SHARED                     10400
UNITED RENTALS INC           COM              911363109   13740.98   412890 SH       SHARED    01              412890
UNITED RENTALS INC           COM              911363109   67962.89  2042154 SH       SHARED                   2042154
UNITED SEC BANCSHARES INC    SHS              911459105       6.15      711 SH       SOLE               711
UNITED SECURITY BANCSHARES C COM              911460103       1.68      459 SH       SHARED                       459
UNITED SECURITY BANCSHARES C COM              911460103       4.98     1365 SH       SHARED    01                1365
UNITED STATES CELLULAR CORP  COM              911684108     329.02     6390 SH       SHARED    01                6390
UNITED STATES CELLULAR CORP  COM              911684108     646.97    12565 SH       SHARED                     12565
UNITED STATES LIME & MINERAL COM              911922102      33.18      819 SH       SOLE               819
UNITED STATES NATL GAS FUND  UNIT NEW         912318110     778.55    67700 SH  C    SHARED                     67700
UNITED STATES NATL GAS FUND  UNIT NEW         912318110     1368.5   119000 SH  P    SHARED                    119000
UNITED STATES NATL GAS FUND  UNIT NEW         912318110    8936.43   777081 SH       SHARED    01              777081
UNITED STATES NATL GAS FUND  UNIT NEW         912318110   43198.22  3756367 SH       SHARED                   3756367
UNITED STATES OIL FUND LP    UNITS            91232N108    12534.5   294237 SH       SHARED    01              294237
UNITED STATES OIL FUND LP    UNITS            91232N108   12929.19   303502 SH       SHARED                    303502
UNITED STATES OIL FUND LP    UNITS            91232N108    78639.6  1846000 SH  P    SHARED                   1846000
UNITED STATES OIL FUND LP    UNITS            91232N108  259208.22  6084700 SH  C    SHARED                   6084700
UNITED STATES STL CORP NEW   COM              912909108       34.2      634 SH       SHARED    21                 634
UNITED STATES STL CORP NEW   COM              912909108     598.73    11100 SH       SHARED                               11100
UNITED STATES STL CORP NEW   COM              912909108     4232.4    78465 SH       SHARED                     78465
UNITED STATES STL CORP NEW   COM              912909108     5988.9   111029 SH       SHARED    01              111029
UNITED STATES STL CORP NEW   COM              912909108   24941.86   462400 SH  C    SHARED                    462400
UNITED STATES STL CORP NEW   COM              912909108   25697.02   476400 SH  P    SHARED                    476400
UNITED STATES STL CORP NEW   NOTE  4.000% 5/1 912909AE8      27.36    15000 PRN      SHARED    01               15000
UNITED STATIONERS INC        COM              913004107       1.07       15 SH       SHARED    01                  15
UNITED STATIONERS INC        COM              913004107      62.67      882 SH       SHARED                       882
UNITED STS 12 MONTH NAT GAS  UNIT BEN INT     91288X109      23.52      687 SH       SOLE               687
UNITED STS 12 MONTH OIL FD L UNIT BEN INT     91288V103      26.33      544 SH       SHARED                       544
UNITED STS 12 MONTH OIL FD L UNIT BEN INT     91288V103       48.4     1000 SH  C    SHARED                      1000
UNITED STS 12 MONTH OIL FD L UNIT BEN INT     91288V103    1064.95    22003 SH       SHARED    01               22003
UNITED STS COMMODITY INDEX F COMM IDX FND     911717106    2530.65    35855 SH       SHARED    01               35855
UNITED STS GASOLINE FD LP    UNITS            91201T102      20.14      400 SH  P    SHARED                       400
UNITED STS GASOLINE FD LP    UNITS            91201T102      20.19      401 SH       SHARED                       401
UNITED STS GASOLINE FD LP    UNITS            91201T102     105.76     2100 SH  C    SHARED                      2100
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
UNITED STS GASOLINE FD LP    UNITS            91201T102    1417.58    28149 SH       SHARED    01               28149
UNITED STS HEATING OIL FD LP UNIT             91204P107      78.96     2186 SH       SOLE              2186
UNITED STS SHORT OIL FD LP   UNITS            912613205      15.17      422 SH       SOLE               422
UNITED TECHNOLOGIES CORP     COM              913017109     127.99     1512 SH       SHARED    21                1512
UNITED TECHNOLOGIES CORP     COM              913017109    2447.82    28917 SH       SHARED    17                         28917
UNITED TECHNOLOGIES CORP     COM              913017109    3924.37    46360 SH       SHARED    20                         46360
UNITED TECHNOLOGIES CORP     COM              913017109   14796.82   174800 SH  P    SHARED                    174800
UNITED TECHNOLOGIES CORP     COM              913017109   19693.23   232643 SH       SHARED                              232643
UNITED TECHNOLOGIES CORP     COM              913017109   28112.27   332100 SH  C    SHARED                    332100
UNITED TECHNOLOGIES CORP     COM              913017109   34838.89   411564 SH       SHARED                    411564
UNITED TECHNOLOGIES CORP     COM              913017109  172673.56  2039853 SH       SHARED    01             2039853
UNITED THERAPEUTICS CORP DEL COM              91307C102    1085.72    16200 SH  P    SHARED                     16200
UNITED THERAPEUTICS CORP DEL COM              91307C102    1367.21    20400 SH       SHARED                     20400
UNITED THERAPEUTICS CORP DEL COM              91307C102    6319.38    94291 SH       SHARED    01               94291
UNITED THERAPEUTICS CORP DEL COM              91307C102    6494.24    96900 SH  C    SHARED                     96900
UNITED THERAPEUTICS CORP DEL NOTE  0.500%10/1 91307CAD4    9389.74  5253000 PRN      SOLE           5253000
UNITEDHEALTH GROUP INC       COM              91324P102      88.82     1965 SH       SHARED    21                1965
UNITEDHEALTH GROUP INC       COM              91324P102    2066.91    45728 SH       SHARED                     45728
UNITEDHEALTH GROUP INC       COM              91324P102    3408.08    75400 SH  P    SHARED                     75400
UNITEDHEALTH GROUP INC       COM              91324P102     3535.5    78219 SH       SHARED                               78219
UNITEDHEALTH GROUP INC       COM              91324P102    8819.06   195112 SH       SHARED    20                        195112
UNITEDHEALTH GROUP INC       COM              91324P102   16931.92   374600 SH  C    SHARED                    374600
UNITEDHEALTH GROUP INC       COM              91324P102   37880.81   838071 SH       SHARED    01              838071
UNITIL CORP                  COM              913259107      19.63      833 SH       SHARED    01                 833
UNITRIN INC                  COM              913275103      89.71     2905 SH       SHARED    01                2905
UNITRIN INC                  COM              913275103    1459.73    47271 SH       SHARED                     47271
UNITY BANCORP INC            COM              913290102      14.75     2123 SH       SOLE              2123
UNIVERSAL AMERICAN CORP      COM              913377107       2.29      100 SH       SHARED    01                 100
UNIVERSAL AMERICAN CORP      COM              913377107     856.83    37400 SH  P    SHARED                     37400
UNIVERSAL CORP VA            COM              913456109      46.89     1077 SH       SHARED                      1077
UNIVERSAL CORP VA            COM              913456109     1131.3    25983 SH       SHARED    01               25983
UNIVERSAL CORP VA            COM              913456109    1737.25    39900 SH  C    SHARED                     39900
UNIVERSAL DISPLAY CORP       COM              91347P105     511.87     9300 SH  C    SHARED                      9300
UNIVERSAL DISPLAY CORP       COM              91347P105     803.58    14600 SH  P    SHARED                     14600
UNIVERSAL DISPLAY CORP       COM              91347P105     944.16    17154 SH       SHARED                     17154
UNIVERSAL DISPLAY CORP       COM              91347P105    1343.86    24416 SH       SHARED    01               24416
UNIVERSAL ELECTRS INC        COM              913483103     246.89     8352 SH       SHARED    01                8352
UNIVERSAL FST PRODS INC      COM              913543104      47.61     1299 SH       SHARED    01                1299
UNIVERSAL FST PRODS INC      COM              913543104     518.23    14140 SH       SHARED                     14140
UNIVERSAL HEALTH RLTY INCM T SH BEN INT       91359E105      306.2     7555 SH       SHARED                                7555
UNIVERSAL HEALTH RLTY INCM T SH BEN INT       91359E105     326.02     8044 SH       SHARED                      8044
UNIVERSAL HEALTH RLTY INCM T SH BEN INT       91359E105     465.61    11488 SH       SHARED    01               11488
UNIVERSAL HLTH SVCS INC      CL B             913903100       9.98      202 SH       SHARED    21                 202
UNIVERSAL HLTH SVCS INC      CL B             913903100    1129.27    22855 SH       SHARED    01               22855
UNIVERSAL HLTH SVCS INC      CL B             913903100    4311.91    87268 SH       SHARED                     87268
UNIVERSAL HLTH SVCS INC      CL B             913903100    7230.76   146342 SH       SHARED    20                        146342
UNIVERSAL POWER GROUP INC    COM              913788105       3.96      949 SH       SOLE               949
UNIVERSAL SEC INSTRS INC     COM NEW          913821302       4.14      548 SH       SOLE               548
UNIVERSAL TECHNICAL INST INC COM              913915104       10.5      540 SH       SHARED    21                 540
UNIVERSAL TECHNICAL INST INC COM              913915104      12.47      641 SH       SHARED                       641
UNIVERSAL TECHNICAL INST INC COM              913915104    1843.47    94780 SH       SHARED    01               94780
UNIVERSAL TRAVEL GROUP       COM NEW          91388Q202      11.56     2700 SH  C    SOLE              2700
UNIVERSAL TRAVEL GROUP       COM NEW          91388Q202      30.39     7100 SH  P    SOLE              7100
UNIVERSAL TRAVEL GROUP       COM NEW          91388Q202      49.26    11510 SH       SOLE             11510
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
UNIVERSAL TRUCKLOAD SVCS INC COM              91388P105       46.7     2707 SH       SOLE              2707
UNIVEST CORP PA              COM              915271100     111.87     6313 SH       SOLE              6313
UNUM GROUP                   COM              91529Y106      12.08      460 SH       SHARED    21                 460
UNUM GROUP                   COM              91529Y106     110.25     4200 SH  P    SHARED                      4200
UNUM GROUP                   COM              91529Y106     393.75    15000 SH  C    SHARED                     15000
UNUM GROUP                   COM              91529Y106        525    20000 SH       SHARED                               20000
UNUM GROUP                   COM              91529Y106    1459.84    55613 SH       SHARED                     55613
UNUM GROUP                   COM              91529Y106    2997.96   114208 SH       SHARED    01              114208
UQM TECHNOLOGIES INC         COM              903213106        0.6      200 SH  C    SHARED                       200
UQM TECHNOLOGIES INC         COM              903213106       1.19      400 SH  P    SHARED                       400
UQM TECHNOLOGIES INC         COM              903213106       7.45     2500 SH       SHARED    01                2500
UR ENERGY INC                COM              91688R108      76.73    46500 SH       SHARED    01               46500
UR ENERGY INC                COM              91688R108     151.37    91737 SH       SHARED                     91737
URANERZ ENERGY CORP          COM              91688T104      152.8    47900 SH       SHARED    01               47900
URANERZ ENERGY CORP          COM              91688T104     458.87   143846 SH       SHARED                    143846
URANIUM ENERGY CORP          COM              916896103       7.58     1900 SH  C    SHARED                      1900
URANIUM ENERGY CORP          COM              916896103       41.1    10300 SH  P    SHARED                     10300
URANIUM ENERGY CORP          COM              916896103     194.12    48652 SH       SHARED                     48652
URANIUM ENERGY CORP          COM              916896103     220.05    55150 SH       SHARED    01               55150
URANIUM RES INC              COM PAR $0.001   916901507     128.13    61900 SH       SHARED    01               61900
URANIUM RES INC              COM PAR $0.001   916901507     177.81    85900 SH  P    SHARED                     85900
URANIUM RES INC              COM PAR $0.001   916901507      381.5   184300 SH  C    SHARED                    184300
URANIUM RES INC              COM PAR $0.001   916901507     418.25   202054 SH       SHARED                    202054
URBAN OUTFITTERS INC         COM              917047102     247.59     8300 SH       SHARED                                8300
URBAN OUTFITTERS INC         COM              917047102    1097.74    36800 SH  P    SHARED                     36800
URBAN OUTFITTERS INC         COM              917047102    1539.53    51610 SH       SHARED    01               51610
URBAN OUTFITTERS INC         COM              917047102    4304.47   144300 SH  C    SHARED                    144300
URBAN OUTFITTERS INC         COM              917047102   13949.61   467637 SH       SHARED                    467637
UROLOGIX INC                 COM              917273104       5.04     8000 SH       SHARED    01                8000
URS CORP NEW                 COM              903236107       9.21      200 SH  C    SHARED                       200
URS CORP NEW                 COM              903236107      27.86      605 SH       SHARED    20                           605
URS CORP NEW                 COM              903236107     199.49     4332 SH       SHARED                      4332
URS CORP NEW                 COM              903236107     310.84     6750 SH       SHARED                                6750
URS CORP NEW                 COM              903236107    1110.63    24118 SH       SHARED    01               24118
URSTADT BIDDLE PPTYS INS     CL A             917286205      33.27     1749 SH       SHARED    01                1749
URSTADT BIDDLE PPTYS INS     CL A             917286205     231.26    12159 SH       SHARED                               12159
URSTADT BIDDLE PPTYS INS     CL A             917286205     244.58    12859 SH       SHARED                     12859
URSTADT BIDDLE PPTYS INS     COM              917286106      16.07     1000 SH       SHARED    01                1000
US BANCORP DEL               COM NEW          902973304     123.48     4672 SH       SHARED    21                4672
US BANCORP DEL               COM NEW          902973304     1477.3    55895 SH       SHARED    20                         55895
US BANCORP DEL               COM NEW          902973304    3328.96   125954 SH       SHARED                              125954
US BANCORP DEL               COM NEW          902973304    8077.01   305600 SH  P    SHARED                    305600
US BANCORP DEL               COM NEW          902973304   29485.31  1115600 SH  C    SHARED                   1115600
US BANCORP DEL               COM NEW          902973304   47734.77  1806083 SH       SHARED                   1806083
US BANCORP DEL               COM NEW          902973304   82660.62  3127530 SH       SHARED    01             3127530
US ECOLOGY INC               COM              91732J102      63.78     3659 SH       SHARED    01                3659
US ECOLOGY INC               COM              91732J102     365.04    20943 SH       SHARED                     20943
US GOLD CORPORATION          COM PAR $0.10    912023207     131.57    14900 SH  C    SHARED                     14900
US GOLD CORPORATION          COM PAR $0.10    912023207     189.64    21477 SH       SHARED    01               21477
US GOLD CORPORATION          COM PAR $0.10    912023207     509.52    57703 SH       SHARED                     57703
US GOLD CORPORATION          COM PAR $0.10    912023207       2815   318800 SH  P    SHARED                    318800
USA MOBILITY INC             COM              90341G103     141.24     9754 SH       SHARED    01                9754
USA MOBILITY INC             COM              90341G103     174.86    12076 SH       SHARED                     12076
USA TECHNOLOGIES INC         COM NO PAR       90328S500     238.82    96300 SH       SHARED    01               96300
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
USA TECHNOLOGIES INC         *W EXP 12/31/201 90328S179       0.54     1035 SH       SOLE              1035
USANA HEALTH SCIENCES INC    COM              90328M107        6.9      200 SH       SHARED    01                 200
USANA HEALTH SCIENCES INC    COM              90328M107    7471.42   216500 SH  C    SHARED                    216500
USEC INC                     COM              90333E108     322.52    73300 SH  C    SHARED                     73300
USEC INC                     COM              90333E108     560.38   127358 SH       SHARED    01              127358
USEC INC                     COM              90333E108      622.6   141500 SH  P    SHARED                    141500
USEC INC                     COM              90333E108     670.57   152403 SH       SHARED                    152403
USEC INC                     NOTE  3.000%10/0 90333EAC2      10.27    13000 PRN      SHARED    01               13000
USEC INC                     NOTE  3.000%10/0 90333EAC2    2705.75  3425000 PRN      SHARED                   3425000
UTI WORLDWIDE INC            ORD              G87210103      30.26     1500 SH  P    SHARED    01                1500
UTI WORLDWIDE INC            ORD              G87210103      60.51     3000 SH       SHARED    01                3000
UTI WORLDWIDE INC            ORD              G87210103    1892.73    93839 SH       SHARED                     93839
UTILITIES HOLDRS TR          DEPOSITRY RCPT   918019100      15.12      150 SH       SHARED    01                 150
UTSTARCOM INC                COM              918076100       1.65      700 SH  C    SHARED                       700
UTSTARCOM INC                COM              918076100       11.8     5023 SH       SHARED    01                5023
UTSTARCOM INC                COM              918076100     127.64    54317 SH       SHARED                     54317
V F CORP                     COM              918204108       46.8      475 SH       SHARED    20                           475
V F CORP                     COM              918204108      88.68      900 SH  P    SHARED                       900
V F CORP                     COM              918204108    2975.61    30200 SH       SHARED                               30200
V F CORP                     COM              918204108    5360.03    54400 SH  C    SHARED                     54400
V F CORP                     COM              918204108   22997.59   233407 SH       SHARED    01              233407
VAALCO ENERGY INC            COM NEW          91851C201      27.94     3600 SH       SHARED    01                3600
VAALCO ENERGY INC            COM NEW          91851C201      62.08     8000 SH  C    SHARED                      8000
VAALCO ENERGY INC            COM NEW          91851C201     186.62    24049 SH       SHARED                     24049
VAIL RESORTS INC             COM              91879Q109       1.66       34 SH       SHARED    21                  34
VAIL RESORTS INC             COM              91879Q109      24.38      500 SH  C    SHARED                       500
VAIL RESORTS INC             COM              91879Q109     102.74     2107 SH       SHARED    01                2107
VAIL RESORTS INC             COM              91879Q109     980.08    20100 SH  P    SHARED                     20100
VALASSIS COMMUNICATIONS INC  COM              918866104      23.31      800 SH  C    SOLE               800
VALASSIS COMMUNICATIONS INC  COM              918866104     262.26     9000 SH  P    SOLE              9000
VALASSIS COMMUNICATIONS INC  COM              918866104   30558.07  1048664 SH       SOLE           1048664
VALE CAP II                  GTD CV 6.75%12   91912F201       4.54       49 SH       SHARED    01                  49
VALE CAP II                  GTD CV 6.75%12   91912F201      33.02      356 SH       SHARED                       356
VALE CAP II                  VALEP 6.75%12    91912F300      18932   200000 SH       SOLE            200000
VALE S A                     ADR              91912E105     188.69     5658 SH       SHARED    21                5658
VALE S A                     ADR              91912E105     331.17     9930 SH       SHARED    17                          9930
VALE S A                     ADR              91912E105     440.89    13220 SH       SHARED    20                         13220
VALE S A                     ADR              91912E105   19550.07   586209 SH       SHARED                    586209
VALE S A                     ADR              91912E105   27377.85   820925 SH       SHARED                              820925
VALE S A                     ADR              91912E105   33066.32   991494 SH       SHARED    01              991494
VALE S A                     ADR REPSTG PFD   91912E204      36.28     1229 SH       SHARED    21                1229
VALE S A                     ADR REPSTG PFD   91912E204     134.32     4550 SH       SHARED                                4550
VALE S A                     ADR REPSTG PFD   91912E204     255.94     8670 SH       SHARED    01                8670
VALE S A                     ADR REPSTG PFD   91912E204     706.27    23925 SH       SHARED    20                         23925
VALE S A                     ADR REPSTG PFD   91912E204   49486.18  1676361 SH       SHARED                   1676361
VALEANT PHARMACEUTICALS INTL COM              91911K102      94.64     1900 SH  P    SHARED                      1900
VALEANT PHARMACEUTICALS INTL COM              91911K102     572.82    11500 SH  C    SHARED                     11500
VALEANT PHARMACEUTICALS INTL COM              91911K102     779.43    15648 SH       SHARED                               15648
VALEANT PHARMACEUTICALS INTL COM              91911K102    5146.82   103329 SH       SHARED    01              103329
VALEANT PHARMACEUTICALS INTL COM              91911K102   20522.62   412018 SH       SHARED                    412018
VALENCE TECHNOLOGY INC       COM              918914102      18.19    11662 SH       SHARED    01               11662
VALENCE TECHNOLOGY INC       COM              918914102     148.42    95141 SH       SHARED                     95141
VALERO ENERGY CORP NEW       COM              91913Y100       20.9      701 SH       SHARED    21                 701
VALERO ENERGY CORP NEW       COM              91913Y100    1130.71    37918 SH       SHARED                               37918
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VALERO ENERGY CORP NEW       COM              91913Y100    1972.26    66139 SH       SHARED                     66139
VALERO ENERGY CORP NEW       COM              91913Y100       4804   161100 SH  P    SHARED                    161100
VALERO ENERGY CORP NEW       COM              91913Y100    8773.04   294200 SH  C    SHARED                    294200
VALERO ENERGY CORP NEW       COM              91913Y100    18757.5   629024 SH       SHARED    01              629024
VALHI INC NEW                COM              918905100      17.35      658 SH       SHARED                       658
VALHI INC NEW                COM              918905100     698.81    26500 SH       SHARED    01               26500
VALIDUS HOLDINGS LTD         COM SHS          G9319H102       15.8      474 SH       SHARED    01                 474
VALIDUS HOLDINGS LTD         COM SHS          G9319H102      56.66     1700 SH       SHARED                                1700
VALIDUS HOLDINGS LTD         COM SHS          G9319H102      83.33     2500 SH  P    SHARED                      2500
VALIDUS HOLDINGS LTD         COM SHS          G9319H102      360.4    10813 SH       SHARED                     10813
VALLEY NATL BANCORP          COM              919794107       33.5     2400 SH  C    SHARED                      2400
VALLEY NATL BANCORP          COM              919794107    1782.19   127664 SH       SHARED                    127664
VALLEY NATL BANCORP          COM              919794107    3209.57   229912 SH       SHARED    01              229912
VALLEY NATL BANCORP          *W EXP 06/30/201 919794123       0.05       21 SH       SHARED    01                  21
VALMONT INDS INC             COM              920253101      19.73      189 SH       SHARED    21                 189
VALMONT INDS INC             COM              920253101      31.31      300 SH  C    SHARED                       300
VALMONT INDS INC             COM              920253101      31.31      300 SH  P    SHARED                       300
VALMONT INDS INC             COM              920253101     139.86     1340 SH       SHARED    20                          1340
VALMONT INDS INC             COM              920253101    2233.52    21400 SH       SHARED                     21400
VALMONT INDS INC             COM              920253101    2772.69    26566 SH       SHARED    01               26566
VALPEY FISHER CORP           COM              920344108       0.21       56 SH       SOLE                56
VALSPAR CORP                 COM              920355104       7.82      200 SH  C    SHARED                       200
VALSPAR CORP                 COM              920355104      13.29      340 SH       SHARED    20                           340
VALSPAR CORP                 COM              920355104     462.08    11818 SH       SHARED    01               11818
VALSPAR CORP                 COM              920355104    2909.82    74420 SH       SHARED                     74420
VALUECLICK INC               COM              92046N102       4.34      300 SH  C    SHARED                       300
VALUECLICK INC               COM              92046N102     106.53     7372 SH       SHARED                      7372
VALUECLICK INC               COM              92046N102    1070.98    74116 SH       SHARED    01               74116
VALUEVISION MEDIA INC        CL A             92047K107       6.36     1000 SH       SHARED    01                1000
VALUEVISION MEDIA INC        CL A             92047K107      89.04    14000 SH       SHARED                     14000
VANCEINFO TECHNOLOGIES INC   ADR              921564100      31.41     1000 SH  P    SHARED                      1000
VANCEINFO TECHNOLOGIES INC   ADR              921564100      34.55     1100 SH  C    SHARED                      1100
VANCEINFO TECHNOLOGIES INC   ADR              921564100     303.48     9662 SH       SHARED    01                9662
VANCEINFO TECHNOLOGIES INC   ADR              921564100        356    11334 SH       SHARED                     11334
VANDA PHARMACEUTICALS INC    COM              921659108       2.92      400 SH  C    SHARED                       400
VANDA PHARMACEUTICALS INC    COM              921659108       8.75     1200 SH       SHARED    01                1200
VANDA PHARMACEUTICALS INC    COM              921659108       49.7     6818 SH       SHARED                      6818
VANGUARD ADMIRAL FDS INC     MIDCP 400 GRTH   921932869      83.02     1236 SH       SHARED    01                1236
VANGUARD ADMIRAL FDS INC     MIDCP 400 IDX    921932885     345.58     5260 SH       SHARED    01                5260
VANGUARD ADMIRAL FDS INC     SMLLCP 600 IDX   921932828      68.97     1045 SH       SOLE              1045
VANGUARD BD INDEX FD INC     INTERMED TERM    921937819      49.02      598 SH       SHARED                       598
VANGUARD BD INDEX FD INC     INTERMED TERM    921937819   36901.58   450129 SH       SHARED    01              450129
VANGUARD BD INDEX FD INC     LONG TERM BOND   921937793     633.58     8100 SH       SHARED    01                8100
VANGUARD BD INDEX FD INC     SHORT TRM BOND   921937827      40.08      500 SH       SHARED    21                 500
VANGUARD BD INDEX FD INC     SHORT TRM BOND   921937827    51996.1   648654 SH       SHARED    01              648654
VANGUARD BD INDEX FD INC     TOTAL BND MRKT   921937835     102.27     1278 SH       SHARED    21                1278
VANGUARD BD INDEX FD INC     TOTAL BND MRKT   921937835    2759.01    34479 SH       SHARED                     34479
VANGUARD BD INDEX FD INC     TOTAL BND MRKT   921937835   43888.09   548464 SH       SHARED    01              548464
VANGUARD INDEX FDS           EXTEND MKT ETF   922908652    5649.44    95656 SH       SHARED    01               95656
VANGUARD INDEX FDS           GROWTH ETF       922908736      82.37     1281 SH       SHARED    21                1281
VANGUARD INDEX FDS           GROWTH ETF       922908736  101077.99  1571975 SH       SHARED    01             1571975
VANGUARD INDEX FDS           LARGE CAP ETF    922908637   28595.63   470555 SH       SHARED    01              470555
VANGUARD INDEX FDS           MCAP GR IDXVIP   922908538   30627.45   452266 SH       SHARED    01              452266
VANGUARD INDEX FDS           MCAP VL IDXVIP   922908512     1505.9    26416 SH       SHARED                     26416
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VANGUARD INDEX FDS           MCAP VL IDXVIP   922908512   37746.39   662136 SH       SHARED    01              662136
VANGUARD INDEX FDS           MID CAP ETF      922908629   30794.59   382304 SH       SHARED    01              382304
VANGUARD INDEX FDS           REIT ETF         922908553   36861.77   630439 SH       SHARED    01              630439
VANGUARD INDEX FDS           SMALL CP ETF     922908751    5057.65    64029 SH       SHARED    17                         64029
VANGUARD INDEX FDS           SMALL CP ETF     922908751    39878.5   504855 SH       SHARED    01              504855
VANGUARD INDEX FDS           SM CP VAL ETF    922908611      19.43      272 SH       SHARED    21                 272
VANGUARD INDEX FDS           SM CP VAL ETF    922908611   53479.47   748488 SH       SHARED    01              748488
VANGUARD INDEX FDS           SML CP GRW ETF   922908595      92.69     1074 SH       SHARED    21                1074
VANGUARD INDEX FDS           SML CP GRW ETF   922908595   37762.29   437570 SH       SHARED    01              437570
VANGUARD INDEX FDS           S&P 500 ETF SH   922908413    6159.96   101616 SH       SHARED    01              101616
VANGUARD INDEX FDS           STK MRK ETF      922908769   52525.77   764456 SH       SHARED    01              764456
VANGUARD INDEX FDS           VALUE ETF        922908744      79.81     1407 SH       SHARED    21                1407
VANGUARD INDEX FDS           VALUE ETF        922908744  122518.26  2160054 SH       SHARED    01             2160054
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US    922042775   77510.67  1571587 SH       SHARED    01             1571587
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF   922042718    7838.42    76900 SH       SHARED    01               76900
VANGUARD INTL EQUITY INDEX F GLB EX US ETF    922042676      12.65      250 SH       SHARED    01                 250
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858     161.54     3300 SH  P    SHARED                      3300
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858    1916.39    39150 SH       SHARED    17                         39150
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858    1948.21    39800 SH  C    SHARED                     39800
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858    8890.89   181632 SH       SHARED                    181632
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858  284780.23  5817778 SH       SHARED    01             5817778
VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF  922042874     201.83     3885 SH       SHARED    21                3885
VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF  922042874    2209.69    42535 SH       SHARED    17                         42535
VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF  922042874   91604.42  1763319 SH       SHARED    01             1763319
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF     922042866       5.58      100 SH       SHARED    21                 100
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF     922042866     1688.8    30249 SH       SHARED    17                         30249
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF     922042866   25204.62   451453 SH       SHARED    01              451453
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF   922042742    5215.41   104601 SH       SHARED    01              104601
VANGUARD NATURAL RESOURCES L COM UNIT         92205F106       6.36      200 SH  C    SHARED                       200
VANGUARD NATURAL RESOURCES L COM UNIT         92205F106     509.12    16015 SH       SHARED                     16015
VANGUARD NATURAL RESOURCES L COM UNIT         92205F106    2956.82    93011 SH       SHARED    01               93011
VANGUARD SCOTTSDALE FDS      INT-TERM CORP    92206C870    5560.07    70452 SH       SHARED    01               70452
VANGUARD SCOTTSDALE FDS      INT-TERM GOV     92206C706      35.45      586 SH       SHARED                       586
VANGUARD SCOTTSDALE FDS      INT-TERM GOV     92206C706     532.88     8808 SH       SHARED    01                8808
VANGUARD SCOTTSDALE FDS      LG-TERM COR BD   92206C813       7.82      102 SH       SHARED                       102
VANGUARD SCOTTSDALE FDS      LG-TERM COR BD   92206C813    1355.12    17677 SH       SHARED    01               17677
VANGUARD SCOTTSDALE FDS      LONG-TERM GOV    92206C847     365.67     6179 SH       SHARED    01                6179
VANGUARD SCOTTSDALE FDS      MORTG-BACK SEC   92206C771    2818.55    56199 SH       SHARED    01               56199
VANGUARD SCOTTSDALE FDS      SHRT-TERM CORP   92206C409   12516.71   161652 SH       SHARED    01              161652
VANGUARD SCOTTSDALE FDS      SHTRM GVT BD ETF 92206C102    4715.61    77944 SH       SHARED    01               77944
VANGUARD SCOTTSDALE FDS      VNG RUS1000IDX   92206C730       88.5     1453 SH       SHARED    01                1453
VANGUARD SCOTTSDALE FDS      VNG RUS2000VAL   92206C649      20.56      320 SH       SHARED    01                 320
VANGUARD SCOTTSDALE FDS      VNG RUS3000IDX   92206C599    1758.43    28695 SH       SHARED    01               28695
VANGUARD SPECIALIZED PORTFOL DIV APP ETF      921908844   43533.33   784243 SH       SHARED    01              784243
VANGUARD STAR FD             INTL STK IDXFD   921909768        140     2750 SH       SHARED    01                2750
VANGUARD TAX-MANAGED FD      MSCI EAFE ETF    921943858    34633.9   928274 SH       SHARED    01              928274
VANGUARD WHITEHALL FDS INC   HIGH DIV YLD     921946406    5052.02   113964 SH       SHARED    01              113964
VANGUARD WORLD FD            EXTENDED DUR     921910709      23.03      292 SH       SOLE               292
VANGUARD WORLD FD            MEGA CAP INDEX   921910873    5102.16   113155 SH       SHARED    01              113155
VANGUARD WORLD FD            MEGA GRWTH IND   921910816   12671.44   257602 SH       SHARED    01              257602
VANGUARD WORLD FD            MEGA VALUE 300   921910840   12253.88   297858 SH       SHARED    01              297858
VANGUARD WORLD FDS           CONSUM DIS ETF   92204A108    12360.6   195765 SH       SHARED    01              195765
VANGUARD WORLD FDS           CONSUM STP ETF   92204A207    7804.97   103254 SH       SHARED    01              103254
VANGUARD WORLD FDS           ENERGY ETF       92204A306   30664.27   262694 SH       SHARED    01              262694
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VANGUARD WORLD FDS           FINANCIALS ETF   92204A405   23664.45   698190 SH       SHARED    01              698190
VANGUARD WORLD FDS           HEALTH CAR ETF   92204A504   17624.74   293550 SH       SHARED    01              293550
VANGUARD WORLD FDS           INDUSTRIAL ETF   92204A603   19489.11   276952 SH       SHARED    01              276952
VANGUARD WORLD FDS           INF TECH ETF     92204A702    60320.9   939139 SH       SHARED    01              939139
VANGUARD WORLD FDS           MATERIALS ETF    92204A801    3636.71    41629 SH       SHARED    01               41629
VANGUARD WORLD FDS           TELCOMM ETF      92204A884    6898.62   100607 SH       SHARED    01              100607
VANGUARD WORLD FDS           UTILITIES ETF    92204A876      89.79     1300 SH       SHARED    21                1300
VANGUARD WORLD FDS           UTILITIES ETF    92204A876    8643.28   125138 SH       SHARED    01              125138
VANTAGE DRILLING COMPANY     ORD SHS          G93205113     651.93   362181 SH       SOLE            362181
VARIAN MED SYS INC           COM              92220P105      27.06      400 SH  P    SHARED                       400
VARIAN MED SYS INC           COM              92220P105       74.4     1100 SH  C    SHARED                      1100
VARIAN MED SYS INC           COM              92220P105       81.1     1199 SH       SHARED    21                1199
VARIAN MED SYS INC           COM              92220P105     249.39     3687 SH       SHARED    20                          3687
VARIAN MED SYS INC           COM              92220P105     320.21     4734 SH       SHARED                      4734
VARIAN MED SYS INC           COM              92220P105     480.24     7100 SH       SHARED                                7100
VARIAN MED SYS INC           COM              92220P105   11581.93   171229 SH       SHARED    01              171229
VARIAN SEMICONDUCTOR EQUIPMN COM              922207105     399.09     8200 SH  P    SHARED                      8200
VARIAN SEMICONDUCTOR EQUIPMN COM              922207105     540.24    11100 SH  C    SHARED                     11100
VARIAN SEMICONDUCTOR EQUIPMN COM              922207105    2222.47    45664 SH       SHARED                     45664
VARIAN SEMICONDUCTOR EQUIPMN COM              922207105    3532.57    72582 SH       SHARED    01               72582
VASCO DATA SEC INTL INC      COM              92230Y104       4.12      300 SH  P    SOLE               300
VASCO DATA SEC INTL INC      COM              92230Y104      758.2    55222 SH       SOLE             55222
VASCULAR SOLUTIONS INC       COM              92231M109      10.91     1000 SH  P    SHARED                      1000
VASCULAR SOLUTIONS INC       COM              92231M109      32.73     3000 SH       SHARED    01                3000
VCA ANTECH INC               COM              918194101       15.1      600 SH  C    SHARED                       600
VCA ANTECH INC               COM              918194101     605.57    24059 SH       SHARED    01               24059
VCA ANTECH INC               COM              918194101    1620.62    64387 SH       SHARED                     64387
VECTOR GROUP LTD             COM              92240M108      98.55     5700 SH  P    SHARED                      5700
VECTOR GROUP LTD             COM              92240M108     324.07    18743 SH       SHARED    01               18743
VECTOR GROUP LTD             COM              92240M108     570.57    33000 SH  C    SHARED                     33000
VECTOR GROUP LTD             COM              92240M108    1212.63    70135 SH       SHARED                     70135
VECTREN CORP                 COM              92240G101      21.76      800 SH  C    SHARED                       800
VECTREN CORP                 COM              92240G101       27.2     1000 SH  P    SHARED                      1000
VECTREN CORP                 COM              92240G101    1021.06    37539 SH       SHARED    01               37539
VECTREN CORP                 COM              92240G101    2132.86    78414 SH       SHARED                     78414
VEECO INSTRS INC DEL         COM              922417100      50.84     1000 SH       SHARED    21                1000
VEECO INSTRS INC DEL         COM              922417100    4234.97    83300 SH  C    SHARED                     83300
VEECO INSTRS INC DEL         COM              922417100    4504.42    88600 SH  P    SHARED                     88600
VEECO INSTRS INC DEL         COM              922417100    7362.55   144818 SH       SHARED                    144818
VEECO INSTRS INC DEL         COM              922417100   18028.02   354603 SH       SHARED    01              354603
VELTI PLC ST HELIER          SHS              G93285107      26.56     2110 SH       SOLE              2110
VENOCO INC                   COM              92275P307      46.14     2700 SH  P    SHARED                      2700
VENOCO INC                   COM              92275P307     131.59     7700 SH  C    SHARED                      7700
VENOCO INC                   COM              92275P307      236.7    13850 SH       SHARED    01               13850
VENOCO INC                   COM              92275P307    1073.53    62816 SH       SHARED                     62816
VENTAS INC                   COM              92276F100      26.34      485 SH       SHARED    21                 485
VENTAS INC                   COM              92276F100     179.19     3300 SH  P    SHARED                      3300
VENTAS INC                   COM              92276F100     358.38     6600 SH  C    SHARED                      6600
VENTAS INC                   COM              92276F100     831.66    15316 SH       SHARED                     15316
VENTAS INC                   COM              92276F100    2348.42    43249 SH       SHARED    01               43249
VENTAS INC                   COM              92276F100    5700.03   104973 SH       SHARED                              104973
VENTRUS BIOSCIENCES INC      COM              922822101      10.97      926 SH       SOLE               926
VEOLIA ENVIRONNEMENT         SPONSORED ADR    92334N103      59.44     1907 SH       SHARED                      1907
VEOLIA ENVIRONNEMENT         SPONSORED ADR    92334N103   26849.43   861387 SH       SHARED    01              861387
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VEOLIA ENVIRONNEMENT         SPONSORED ADR    92334N103     124.68     4000 SH  P    SHARED    01                4000
VERA BRADLEY INC             COM              92335C106      107.3     2542 SH       SHARED                      2542
VERA BRADLEY INC             COM              92335C106    1230.63    29155 SH       SHARED    01               29155
VERENIUM CORP                COM NEW          92340P209       6.72     2209 SH       SHARED    01                2209
VERIFONE SYS INC             COM              92342Y109       6.48      118 SH       SHARED    21                 118
VERIFONE SYS INC             COM              92342Y109     342.56     6234 SH       SHARED    01                6234
VERIFONE SYS INC             COM              92342Y109      591.1    10757 SH       SHARED                     10757
VERIFONE SYS INC             COM              92342Y109    1088.01    19800 SH  P    SHARED                     19800
VERIFONE SYS INC             COM              92342Y109     2967.3    54000 SH  C    SHARED                     54000
VERIGY LTD                   SHS              Y93691106      19.74     1401 SH       SHARED    01                1401
VERIGY LTD                   SHS              Y93691106     764.11    54231 SH       SHARED                     54231
VERIGY LTD                   SHS              Y93691106    4291.81   304600 SH  P    SHARED                    304600
VERIGY LTD                   SHS              Y93691106    4992.09   354300 SH  C    SHARED                    354300
VERINT SYS INC               COM              92343X100    3301.62    92121 SH       SOLE             92121
VERISIGN INC                 COM              92343E102     405.55    11200 SH       SHARED                               11200
VERISIGN INC                 COM              92343E102    1006.64    27800 SH  C    SHARED                     27800
VERISIGN INC                 COM              92343E102    2426.07    67000 SH  P    SHARED                     67000
VERISIGN INC                 COM              92343E102    4239.14   117071 SH       SHARED    01              117071
VERISIGN INC                 COM              92343E102   82706.17  2284070 SH       SHARED                   2284070
VERISIGN INC                 SDCV  3.250% 8/1 92343EAD4       3.62     3000 PRN      SHARED    01                3000
VERISIGN INC                 SDCV  3.250% 8/1 92343EAD4     604.91   502000 PRN      SHARED                    502000
VERISK ANALYTICS INC         CL A             92345Y106      14.84      453 SH       SHARED    21                 453
VERISK ANALYTICS INC         CL A             92345Y106      32.76     1000 SH  C    SHARED                      1000
VERISK ANALYTICS INC         CL A             92345Y106      32.76     1000 SH  P    SHARED                      1000
VERISK ANALYTICS INC         CL A             92345Y106     222.77     6800 SH       SHARED                                6800
VERISK ANALYTICS INC         CL A             92345Y106     267.32     8160 SH       SHARED    20                          8160
VERISK ANALYTICS INC         CL A             92345Y106    1515.08    46248 SH       SHARED                     46248
VERISK ANALYTICS INC         CL A             92345Y106    12753.3   389295 SH       SHARED    01              389295
VERIZON COMMUNICATIONS INC   COM              92343V104       7.71      200 SH  P    SHARED    01                 200
VERIZON COMMUNICATIONS INC   COM              92343V104      58.04     1506 SH       SHARED    21                1506
VERIZON COMMUNICATIONS INC   COM              92343V104    1498.44    38880 SH       SHARED    20                         38880
VERIZON COMMUNICATIONS INC   COM              92343V104    7199.62   186809 SH       SHARED                              186809
VERIZON COMMUNICATIONS INC   COM              92343V104    8243.71   213900 SH  P    SHARED                    213900
VERIZON COMMUNICATIONS INC   COM              92343V104   28615.95   742500 SH  C    SHARED                    742500
VERIZON COMMUNICATIONS INC   COM              92343V104   98139.41  2546430 SH       SHARED                   2546430
VERIZON COMMUNICATIONS INC   COM              92343V104  157505.35  4086802 SH       SHARED    01             4086802
VERMILLION INC               COM NEW          92407M206      234.8    51032 SH       SOLE             51032
VERSANT CORP                 COM NEW          925284309       6.78      520 SH       SOLE               520
VERSO PAPER CORP             COM              92531L108       5.89     1100 SH       SHARED    01                1100
VERSO PAPER CORP             COM              92531L108     115.63    21613 SH       SHARED                     21613
VERTEX PHARMACEUTICALS INC   COM              92532F100       21.9      457 SH       SHARED    21                 457
VERTEX PHARMACEUTICALS INC   COM              92532F100       71.9     1500 SH       SHARED    17                          1500
VERTEX PHARMACEUTICALS INC   COM              92532F100      83.88     1750 SH       SHARED                      1750
VERTEX PHARMACEUTICALS INC   COM              92532F100     675.81    14100 SH       SHARED                               14100
VERTEX PHARMACEUTICALS INC   COM              92532F100     4174.7    87100 SH  C    SHARED                     87100
VERTEX PHARMACEUTICALS INC   COM              92532F100    5834.85   121737 SH       SHARED    01              121737
VERTEX PHARMACEUTICALS INC   COM              92532F100    7227.84   150800 SH  P    SHARED                    150800
VERTRO INC                   COM NEW          92535G204       6.06     1722 SH       SOLE              1722
VESTIN REALTY MORTGAGE I INC COM              925490104       2.03     1500 SH       SHARED    01                1500
VESTIN REALTY MORTGAGE I INC COM              925490104       7.54     5588 SH       SHARED                      5588
VESTIN RLTY MTG II INC       COM NEW          92549X201       3.99     2577 SH       SHARED                      2577
VESTIN RLTY MTG II INC       COM NEW          92549X201        6.2     4000 SH       SHARED    01                4000
VIACOM INC NEW               CL A             92553P102      56.49     1060 SH       SHARED                      1060
VIACOM INC NEW               CL A             92553P102     470.28     8825 SH       SHARED    01                8825
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VIACOM INC NEW               CL B             92553P201     157.01     3375 SH       SHARED    20                          3375
VIACOM INC NEW               CL B             92553P201     430.12     9246 SH       SHARED                      9246
VIACOM INC NEW               CL B             92553P201    1874.62    40297 SH       SHARED                               40297
VIACOM INC NEW               CL B             92553P201   24706.26   531089 SH       SHARED    01              531089
VIAD CORP                    COM NEW          92552R406       5.39      225 SH       SHARED    01                 225
VIAD CORP                    COM NEW          92552R406     235.74     9847 SH       SHARED                      9847
VIASAT INC                   COM              92552V100      31.87      800 SH       SHARED    01                 800
VIASAT INC                   COM              92552V100      825.8    20728 SH       SHARED                     20728
VICON INDS INC               COM              925811101       1.67      347 SH       SOLE               347
VICOR CORP                   COM              925815102      16.49     1000 SH  P    SHARED                      1000
VICOR CORP                   COM              925815102      74.21     4500 SH       SHARED    01                4500
VICOR CORP                   COM              925815102     173.15    10500 SH       SHARED                     10500
VIDEO DISPLAY CORP           COM              926555103       1.09      290 SH       SOLE               290
VIEWPOINT FINL GROUP INC MD  COM              92672A101      187.2    14400 SH       SHARED    01               14400
VIEWPOINT FINL GROUP INC MD  COM              92672A101     290.85    22373 SH       SHARED                     22373
VILLAGE BK & TR FINANCIAL CO COM              92705T101       3.01     1021 SH       SOLE              1021
VILLAGE SUPER MKT INC        CL A NEW         927107409      63.64     2187 SH       SOLE              2187
VIMPELCOM LTD                SPONSORED ADR    92719A106       7.06      500 SH  P    SHARED                       500
VIMPELCOM LTD                SPONSORED ADR    92719A106    2993.44   212000 SH  C    SHARED                    212000
VIMPELCOM LTD                SPONSORED ADR    92719A106     5032.5   356409 SH       SHARED                    356409
VIMPELCOM LTD                SPONSORED ADR    92719A106    5069.56   359034 SH       SHARED    01              359034
VINA CONCHA Y TORO S A       SPONSORED ADR    927191106       5.87      125 SH       SOLE               125
VIRGIN MEDIA INC             COM              92769L101       2.78      100 SH  C    SHARED                       100
VIRGIN MEDIA INC             COM              92769L101      25.01      900 SH  P    SHARED                       900
VIRGIN MEDIA INC             COM              92769L101     551.83    19857 SH       SHARED                               19857
VIRGIN MEDIA INC             COM              92769L101    2642.66    95094 SH       SHARED    01               95094
VIRGIN MEDIA INC             COM              92769L101   44920.84  1616439 SH       SHARED                   1616439
VIRGIN MEDIA INC             NOTE  6.500%11/1 92769LAB7       5.08     3000 PRN      SHARED    01                3000
VIRGINIA COMM BANCORP INC    COM              92778Q109      72.56    12641 SH       SHARED    01               12641
VIRNETX HLDG CORP            COM              92823T108       2.75      138 SH       SHARED    21                 138
VIRNETX HLDG CORP            COM              92823T108     112.39     5645 SH       SHARED    01                5645
VIRNETX HLDG CORP            COM              92823T108     372.32    18700 SH  C    SHARED                     18700
VIRNETX HLDG CORP            COM              92823T108     760.56    38200 SH  P    SHARED                     38200
VIRNETX HLDG CORP            COM              92823T108    1222.99    61426 SH       SHARED                     61426
VIROPHARMA INC               COM              928241108      41.79     2100 SH  P    SHARED                      2100
VIROPHARMA INC               COM              928241108      73.63     3700 SH  C    SHARED                      3700
VIROPHARMA INC               COM              928241108     759.68    38175 SH       SHARED                     38175
VIROPHARMA INC               COM              928241108    1085.33    54539 SH       SHARED    01               54539
VIRTUALSCOPICS INC           COM              928269109       4.03     1958 SH       SHARED                      1958
VIRTUALSCOPICS INC           COM              928269109      49.03    23800 SH       SHARED    01               23800
VIRTUS INVT PARTNERS INC     COM              92828Q109      14.55      247 SH       SHARED    01                 247
VIRTUSA CORP                 COM              92827P102     114.96     6138 SH       SOLE              6138
VISA INC                     COM CL A         92826C839      74.14     1007 SH       SHARED    21                1007
VISA INC                     COM CL A         92826C839    1355.34    18410 SH       SHARED    20                         18410
VISA INC                     COM CL A         92826C839    2830.03    38441 SH       SHARED                               38441
VISA INC                     COM CL A         92826C839   14112.95   191700 SH  C    SHARED                    191700
VISA INC                     COM CL A         92826C839   19189.79   260660 SH       SHARED                    260660
VISA INC                     COM CL A         92826C839   30573.36   415286 SH  P    SHARED                    415286
VISA INC                     COM CL A         92826C839   54947.39   746365 SH       SHARED    01              746365
VISHAY INTERTECHNOLOGY INC   COM              928298108      21.29     1200 SH  P    SHARED                      1200
VISHAY INTERTECHNOLOGY INC   COM              928298108     234.17    13200 SH  C    SHARED                     13200
VISHAY INTERTECHNOLOGY INC   COM              928298108     266.12    15001 SH       SHARED    01               15001
VISHAY PRECISION GROUP INC   COM              92835K103       3.37      215 SH       SHARED    01                 215
VISHAY PRECISION GROUP INC   COM              92835K103      34.69     2214 SH       SHARED                      2214
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VISIONCHINA MEDIA INC        SPONS ADR        92833U103        1.3      300 SH  P    SOLE               300
VISIONCHINA MEDIA INC        SPONS ADR        92833U103      75.19    17366 SH       SOLE             17366
VISION-SCIENCES INC DEL      COM              927912105       3.48     1489 SH       SOLE              1489
VIST FINANCIAL CORP          COM              918255100      25.98     3004 SH       SOLE              3004
VISTA GOLD CORP              COM NEW          927926303      27.98     6995 SH       SHARED    01                6995
VISTA GOLD CORP              COM NEW          927926303         28     7000 SH  P    SHARED                      7000
VISTAPRINT N V               SHS              N93540107      25.95      500 SH  P    SHARED                       500
VISTAPRINT N V               SHS              N93540107     636.81    12270 SH       SHARED                     12270
VISTAPRINT N V               SHS              N93540107    1495.29    28811 SH       SHARED    01               28811
VISTAPRINT N V               SHS              N93540107    5703.81   109900 SH  C    SHARED                    109900
VISTEON CORP                 COM NEW          92839U206       7.19      115 SH       SHARED    20                           115
VISTEON CORP                 COM NEW          92839U206     756.13    12100 SH  C    SHARED                     12100
VISTEON CORP                 COM NEW          92839U206    2423.61    38784 SH       SHARED    01               38784
VISTEON CORP                 COM NEW          92839U206    6290.37   100662 SH       SHARED                    100662
VITACOST COM INC             COM              92847A200          0     4757 SH       SOLE              4757
VITAL IMAGES INC             COM              92846N104      69.58     5150 SH       SHARED                      5150
VITAL IMAGES INC             COM              92846N104     101.78     7534 SH       SHARED    01                7534
VITAMIN SHOPPE INC           COM              92849E101     461.71    13648 SH       SHARED                     13648
VITAMIN SHOPPE INC           COM              92849E101    1173.87    34699 SH       SHARED    01               34699
VITESSE SEMICONDUCTOR CORP   COM NEW          928497304       4.13      855 SH       SHARED    01                 855
VITRAN CORP INC              COM              92850E107       2.82      200 SH       SOLE               200
VIVO PARTICIPACOES S A       SPON ADR PFD NEW 92855S200       3.35       83 SH       SHARED    21                  83
VIVO PARTICIPACOES S A       SPON ADR PFD NEW 92855S200    1459.49    36144 SH       SHARED    01               36144
VIVUS INC                    COM              928551100      18.57     3000 SH  C    SHARED    01                3000
VIVUS INC                    COM              928551100       61.9    10000 SH  P    SHARED    01               10000
VIVUS INC                    COM              928551100     339.27    54810 SH       SHARED    01               54810
VIVUS INC                    COM              928551100      403.8    65234 SH       SHARED                     65234
VIVUS INC                    COM              928551100    1252.24   202300 SH  P    SHARED                    202300
VIVUS INC                    COM              928551100    3549.97   573500 SH  C    SHARED                    573500
VMWARE INC                   CL A COM         928563402     146.04     1791 SH       SHARED    21                1791
VMWARE INC                   CL A COM         928563402     350.62     4300 SH       SHARED                                4300
VMWARE INC                   CL A COM         928563402    2796.01    34290 SH       SHARED                     34290
VMWARE INC                   CL A COM         928563402    5022.86    61600 SH  P    SHARED                     61600
VMWARE INC                   CL A COM         928563402    6833.05    83800 SH  C    SHARED                     83800
VMWARE INC                   CL A COM         928563402   22640.56   277662 SH       SHARED    01              277662
VOCALTEC COMMUNICATIONS LTD  SHS NEW 2010     M97601120       10.8      500 SH       SHARED    01                 500
VOCALTEC COMMUNICATIONS LTD  SHS NEW 2010     M97601120       34.6     1602 SH       SHARED                      1602
VOCUS INC                    COM              92858J108       1.29       50 SH       SHARED    01                  50
VOCUS INC                    COM              92858J108     340.86    13181 SH       SHARED                     13181
VODAFONE GROUP PLC NEW       SPONS ADR NEW    92857W209     151.71     5277 SH       SHARED    21                5277
VODAFONE GROUP PLC NEW       SPONS ADR NEW    92857W209     244.38     8500 SH       SHARED                                8500
VODAFONE GROUP PLC NEW       SPONS ADR NEW    92857W209    1319.48    45895 SH       SHARED    20                         45895
VODAFONE GROUP PLC NEW       SPONS ADR NEW    92857W209    2258.86    78569 SH       SHARED                     78569
VODAFONE GROUP PLC NEW       SPONS ADR NEW    92857W209   61066.38  2124048 SH       SHARED    01             2124048
VOLCANO CORPORATION          COM              928645100       5.12      200 SH  C    SHARED                       200
VOLCANO CORPORATION          COM              928645100      48.64     1900 SH  P    SHARED                      1900
VOLCANO CORPORATION          COM              928645100     465.61    18188 SH       SHARED                     18188
VOLCANO CORPORATION          COM              928645100     865.33    33802 SH       SHARED    01               33802
VOLCOM INC                   COM              92864N101    1575.07    85001 SH       SHARED    01               85001
VOLTERRA SEMICONDUCTOR CORP  COM              928708106       14.9      600 SH  C    SHARED                       600
VOLTERRA SEMICONDUCTOR CORP  COM              928708106     333.27    13422 SH       SHARED                     13422
VOLTERRA SEMICONDUCTOR CORP  COM              928708106    1376.03    55418 SH       SHARED    01               55418
VONAGE HLDGS CORP            COM              92886T201       1.82      400 SH  C    SOLE               400
VONAGE HLDGS CORP            COM              92886T201     286.83    62901 SH       SOLE             62901
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
VORNADO RLTY L P             DEB   3.875% 4/1 929043AC1       2.23     2000 PRN      SHARED    01                2000
VORNADO RLTY TR              PFD CONV SER A   929042208     155.62     1291 SH       SOLE              1291
VORNADO RLTY TR              SH BEN INT       929042109      10.59      121 SH       SHARED    21                 121
VORNADO RLTY TR              SH BEN INT       929042109      192.5     2200 SH  P    SHARED                      2200
VORNADO RLTY TR              SH BEN INT       929042109     463.75     5300 SH  C    SHARED                      5300
VORNADO RLTY TR              SH BEN INT       929042109    4910.76    56123 SH       SHARED    01               56123
VORNADO RLTY TR              SH BEN INT       929042109   10560.46   120691 SH       SHARED                              120691
VORNADO RLTY TR              SH BEN INT       929042109    16482.2   188368 SH       SHARED                    188368
VOYAGER OIL & GAS INC        COM              92911K100    1533.34   348486 SH       SHARED    01              348486
VSB BANCORP INC N Y          COM              917927105      26.78     2258 SH       SOLE              2258
VSE CORP                     COM              918284100       8.91      300 SH       SHARED    01                 300
VSE CORP                     COM              918284100      50.33     1694 SH       SHARED                      1694
VULCAN MATLS CO              COM              929160109     437.76     9600 SH       SHARED                                9600
VULCAN MATLS CO              COM              929160109     921.12    20200 SH  P    SHARED                     20200
VULCAN MATLS CO              COM              929160109    1381.68    30300 SH  C    SHARED                     30300
VULCAN MATLS CO              COM              929160109    2980.23    65356 SH       SHARED    01               65356
W & T OFFSHORE INC           COM              92922P106       4.56      200 SH  C    SHARED                       200
W & T OFFSHORE INC           COM              92922P106     576.75    25307 SH       SHARED                     25307
W & T OFFSHORE INC           COM              92922P106     762.14    33442 SH       SHARED    01               33442
W & T OFFSHORE INC           COM              92922P106    5902.61   259000 SH  P    SHARED                    259000
W P CAREY & CO LLC           COM              92930Y107     272.11     7622 SH       SHARED                      7622
W P CAREY & CO LLC           COM              92930Y107    7889.99   221008 SH       SHARED    01              221008
WABASH NATL CORP             COM              929566107       8.11      700 SH  C    SHARED                       700
WABASH NATL CORP             COM              929566107     317.33    27403 SH       SHARED                     27403
WABASH NATL CORP             COM              929566107    1608.46   138900 SH       SHARED    01              138900
WABCO HLDGS INC              COM              92927K102      12.33      200 SH  P    SHARED                       200
WABCO HLDGS INC              COM              92927K102     283.54     4600 SH  C    SHARED                      4600
WABCO HLDGS INC              COM              92927K102    3099.38    50282 SH       SHARED                     50282
WABCO HLDGS INC              COM              92927K102    7634.05   123849 SH       SHARED    01              123849
WABTEC CORP                  COM              929740108       6.78      100 SH  C    SHARED                       100
WABTEC CORP                  COM              929740108      50.67      747 SH       SHARED    21                 747
WABTEC CORP                  COM              929740108    2578.22    38010 SH       SHARED                     38010
WABTEC CORP                  COM              929740108    3353.79    49444 SH       SHARED    01               49444
WACCAMAW BANKSHARES INC      COM              929741106       2.76     1862 SH       SOLE              1862
WACCAMAW BANKSHARES INC      *W EXP 09/30/201 929741114       0.07     1086 SH       SOLE              1086
WACOAL HOLDINGS CORP         ADR              930004205      23.69      380 SH       SHARED    21                 380
WACOAL HOLDINGS CORP         ADR              930004205      25.74      413 SH       SHARED                       413
WACOAL HOLDINGS CORP         ADR              930004205     1486.2    23844 SH       SHARED    01               23844
WADDELL & REED FINL INC      CL A             930059100      13.12      323 SH       SHARED    21                 323
WADDELL & REED FINL INC      CL A             930059100     121.83     3000 SH  P    SHARED                      3000
WADDELL & REED FINL INC      CL A             930059100    2067.09    50901 SH       SHARED    01               50901
WADDELL & REED FINL INC      CL A             930059100    9344.28   230098 SH       SHARED                    230098
WAL MART STORES INC          COM              931142103     285.03     5476 SH       SHARED    21                5476
WAL MART STORES INC          COM              931142103     358.99     6897 SH       SHARED    20                          6897
WAL MART STORES INC          COM              931142103    7852.89   150872 SH       SHARED                              150872
WAL MART STORES INC          COM              931142103    29663.3   569900 SH  C    SHARED                    569900
WAL MART STORES INC          COM              931142103   30350.36   583100 SH  P    SHARED                    583100
WAL MART STORES INC          COM              931142103   71529.87  1374253 SH       SHARED                   1374253
WAL MART STORES INC          COM              931142103   89029.44  1710460 SH       SHARED    01             1710460
WALGREEN CO                  COM              931422109      13.25      330 SH       SHARED    21                 330
WALGREEN CO                  COM              931422109   14101.18   351300 SH  C    SHARED                    351300
WALGREEN CO                  COM              931422109   15094.89   376056 SH       SHARED                    376056
WALGREEN CO                  COM              931422109   19684.66   490400 SH  P    SHARED                    490400
WALGREEN CO                  COM              931422109   26900.82   670175 SH       SHARED                              670175
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WALGREEN CO                  COM              931422109   30593.06   762159 SH       SHARED    01              762159
WALKER & DUNLOP INC          COM              93148P102     955.21    78618 SH       SOLE             78618
WALTER ENERGY INC            COM              93317Q105       9.48       70 SH       SHARED    20                            70
WALTER ENERGY INC            COM              93317Q105      26.27      194 SH       SHARED                                 194
WALTER ENERGY INC            COM              93317Q105     4327.8    31956 SH       SHARED                     31956
WALTER ENERGY INC            COM              93317Q105    8153.29    60203 SH       SHARED    01               60203
WALTER ENERGY INC            COM              93317Q105   13245.05    97800 SH  P    SHARED                     97800
WALTER ENERGY INC            COM              93317Q105   13326.31    98400 SH  C    SHARED                     98400
WALTER INVT MGMT CORP        COM              93317W102      42.73     2649 SH       SHARED    01                2649
WALTER INVT MGMT CORP        COM              93317W102     138.72     8600 SH  P    SHARED                      8600
WALTER INVT MGMT CORP        COM              93317W102     158.07     9800 SH  C    SHARED                      9800
WALTER INVT MGMT CORP        COM              93317W102      170.9    10595 SH       SHARED                     10595
WARNACO GROUP INC            COM NEW          934390402       5.38       94 SH       SHARED                        94
WARNACO GROUP INC            COM NEW          934390402      22.88      400 SH  C    SHARED                       400
WARNACO GROUP INC            COM NEW          934390402    3146.59    55020 SH       SHARED    01               55020
WARNER CHILCOTT PLC IRELAND  SHS A            G94368100      13.14      565 SH       SHARED    21                 565
WARNER CHILCOTT PLC IRELAND  SHS A            G94368100     165.15     7100 SH  P    SHARED                      7100
WARNER CHILCOTT PLC IRELAND  SHS A            G94368100     165.15     7100 SH       SHARED                                7100
WARNER CHILCOTT PLC IRELAND  SHS A            G94368100      241.9    10400 SH  C    SHARED                     10400
WARNER CHILCOTT PLC IRELAND  SHS A            G94368100    7498.07   322359 SH       SHARED    01              322359
WARNER CHILCOTT PLC IRELAND  SHS A            G94368100     9964.7   428405 SH       SHARED                    428405
WARNER MUSIC GROUP CORP      COM              934550104       2.71      400 SH       SHARED    01                 400
WARNER MUSIC GROUP CORP      COM              934550104      18.28     2700 SH  C    SHARED                      2700
WARNER MUSIC GROUP CORP      COM              934550104    3679.03   543431 SH       SHARED                    543431
WARREN RES INC               COM              93564A100       12.8     2505 SH       SHARED    01                2505
WARREN RES INC               COM              93564A100      40.37     7900 SH  C    SHARED                      7900
WARREN RES INC               COM              93564A100     136.03    26620 SH       SHARED                     26620
WARWICK VALLEY TEL CO        COM              936750108      12.78      849 SH       SHARED                       849
WARWICK VALLEY TEL CO        COM              936750108      45.15     3000 SH       SHARED    01                3000
WASHINGTON FED INC           COM              938824109      12.68      731 SH       SHARED    21                 731
WASHINGTON FED INC           COM              938824109     600.85    34651 SH       SHARED    01               34651
WASHINGTON FED INC           COM              938824109    2411.79   139088 SH       SHARED                    139088
WASHINGTON FED INC           *W EXP 11/14/201 938824117      19.12     3470 SH       SOLE              3470
WASHINGTON POST CO           CL B             939640108      73.07      167 SH       SHARED                                 167
WASHINGTON POST CO           CL B             939640108     554.39     1267 SH       SHARED    01                1267
WASHINGTON POST CO           CL B             939640108     608.21     1390 SH       SHARED                      1390
WASHINGTON REAL ESTATE INVT  SH BEN INT       939653101      242.5     7800 SH  C    SHARED                      7800
WASHINGTON REAL ESTATE INVT  SH BEN INT       939653101     822.83    26466 SH       SHARED    01               26466
WASHINGTON REAL ESTATE INVT  SH BEN INT       939653101    1205.39    38771 SH       SHARED                               38771
WASHINGTON REAL ESTATE INVT  SH BEN INT       939653101    1820.44    58554 SH       SHARED                     58554
WASHINGTON TR BANCORP        COM              940610108     131.66     5546 SH       SHARED                      5546
WASHINGTON TR BANCORP        COM              940610108     203.59     8576 SH       SHARED    01                8576
WASTE CONNECTIONS INC        COM              941053100       9.39      326 SH       SHARED    21                 326
WASTE CONNECTIONS INC        COM              941053100     479.07    16640 SH       SHARED    20                         16640
WASTE CONNECTIONS INC        COM              941053100    1292.27    44886 SH       SHARED    01               44886
WASTE CONNECTIONS INC        COM              941053100    4070.33   141380 SH       SHARED                    141380
WASTE MGMT INC DEL           COM              94106L109      31.25      837 SH       SHARED    21                 837
WASTE MGMT INC DEL           COM              94106L109     788.99    21130 SH       SHARED                     21130
WASTE MGMT INC DEL           COM              94106L109    1184.95    31734 SH       SHARED                               31734
WASTE MGMT INC DEL           COM              94106L109    2863.98    76700 SH  P    SHARED                     76700
WASTE MGMT INC DEL           COM              94106L109   14558.87   389900 SH  C    SHARED                    389900
WASTE MGMT INC DEL           COM              94106L109   34638.75   927658 SH       SHARED    01              927658
WATERS CORP                  COM              941848103       8.43       97 SH       SHARED    21                  97
WATERS CORP                  COM              941848103      547.3     6298 SH       SHARED                                6298
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WATERS CORP                  COM              941848103    4012.69    46176 SH       SHARED                     46176
WATERS CORP                  COM              941848103     4325.1    49771 SH       SHARED    01               49771
WATSCO INC                   CL B             942622101      24.09      346 SH       SOLE               346
WATSCO INC                   COM              942622200     370.86     5320 SH       SHARED    01                5320
WATSCO INC                   COM              942622200     543.74     7800 SH  C    SHARED                      7800
WATSCO INC                   COM              942622200     927.07    13299 SH       SHARED                     13299
WATSON PHARMACEUTICALS INC   COM              942683103      56.01     1000 SH  P    SHARED                      1000
WATSON PHARMACEUTICALS INC   COM              942683103        534     9534 SH       SHARED                                9534
WATSON PHARMACEUTICALS INC   COM              942683103     2887.2    51548 SH       SHARED    01               51548
WATSON PHARMACEUTICALS INC   COM              942683103    3008.58    53715 SH       SHARED    20                         53715
WATSON PHARMACEUTICALS INC   COM              942683103    5819.44   103900 SH  C    SHARED                    103900
WATSON PHARMACEUTICALS INC   COM              942683103   11125.32   198631 SH       SHARED                    198631
WATTS WATER TECHNOLOGIES INC CL A             942749102      11.46      300 SH  C    SHARED                       300
WATTS WATER TECHNOLOGIES INC CL A             942749102      23.79      623 SH       SHARED    21                 623
WATTS WATER TECHNOLOGIES INC CL A             942749102    1608.37    42115 SH       SHARED    01               42115
WATTS WATER TECHNOLOGIES INC CL A             942749102    3023.01    79157 SH       SHARED                     79157
WAUSAU PAPER CORP            COM              943315101      16.72     2188 SH       SHARED    01                2188
WAUSAU PAPER CORP            COM              943315101     171.88    22497 SH       SHARED                     22497
WAVE SYSTEMS CORP            COM NEW          943526301     144.29    46100 SH  C    SOLE             46100
WAVE SYSTEMS CORP            COM NEW          943526301     320.34   102345 SH       SOLE            102345
WAYNE SVGS BANCSHARES INC NE COM              94624Q101      26.13     3126 SH       SOLE              3126
WAYSIDE TECHNOLOGY GROUP INC COM              946760105      23.07     1680 SH       SHARED                      1680
WAYSIDE TECHNOLOGY GROUP INC COM              946760105      81.01     5900 SH       SHARED    01                5900
WCA WASTE CORP               COM              92926K103      11.92     1987 SH       SOLE              1987
WD-40 CO                     COM              929236107     329.24     7776 SH       SHARED                      7776
WD-40 CO                     COM              929236107    1622.21    38314 SH       SHARED    01               38314
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103      10.51      465 SH       SHARED    20                           465
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103     216.62     9585 SH       SHARED    21                9585
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103    1378.42    60992 SH       SHARED                               60992
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103     5730.3   253553 SH       SHARED                    253553
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103   21845.16   966600 SH  C    SHARED                    966600
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103   28104.25  1243551 SH  P    SHARED                   1243551
WEATHERFORD INTERNATIONAL LT REG SHS          H27013103   41853.32  1851917 SH       SHARED    01             1851917
WEB COM GROUP INC            COM              94733A104     110.77     7600 SH       SHARED                      7600
WEB COM GROUP INC            COM              94733A104    2210.36   151654 SH       SHARED    01              151654
WEBMD HEALTH CORP            COM              94770V102       5.34      100 SH  C    SHARED                       100
WEBMD HEALTH CORP            COM              94770V102    2143.64    40128 SH       SHARED                     40128
WEBMD HEALTH CORP            COM              94770V102    3369.73    63080 SH       SHARED    01               63080
WEBMEDIABRANDS INC           COM              94770W100       5.11     3647 SH       SOLE              3647
WEBSENSE INC                 COM              947684106      21.25      925 SH       SHARED    01                 925
WEBSENSE INC                 COM              947684106     703.75    30638 SH       SHARED                     30638
WEBSTER FINL CORP CONN       COM              947890109       6.43      300 SH  C    SHARED                       300
WEBSTER FINL CORP CONN       COM              947890109     107.15     5000 SH  P    SHARED                      5000
WEBSTER FINL CORP CONN       COM              947890109     306.94    14323 SH       SHARED    01               14323
WEBSTER FINL CORP CONN       COM              947890109     822.29    38371 SH       SHARED                     38371
WEIGHT WATCHERS INTL INC NEW COM              948626106      350.5     5000 SH  P    SHARED                      5000
WEIGHT WATCHERS INTL INC NEW COM              948626106    1633.33    23300 SH  C    SHARED                     23300
WEIGHT WATCHERS INTL INC NEW COM              948626106    2583.96    36861 SH       SHARED                     36861
WEIGHT WATCHERS INTL INC NEW COM              948626106    3393.19    48405 SH       SHARED    01               48405
WEINGARTEN RLTY INVS         SH BEN INT       948741103      20.05      800 SH  P    SHARED                       800
WEINGARTEN RLTY INVS         SH BEN INT       948741103      35.08     1400 SH  C    SHARED                      1400
WEINGARTEN RLTY INVS         SH BEN INT       948741103     861.64    34383 SH       SHARED    01               34383
WEINGARTEN RLTY INVS         SH BEN INT       948741103    1814.24    72396 SH       SHARED                               72396
WEINGARTEN RLTY INVS         SH BEN INT       948741103    3490.63   139291 SH       SHARED                    139291
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WEIS MKTS INC                COM              948849104     210.43     5201 SH       SHARED                      5201
WEIS MKTS INC                COM              948849104     1046.5    25865 SH       SHARED    01               25865
WELLCARE HEALTH PLANS INC    COM              94946T106      20.98      500 SH       SHARED    01                 500
WELLCARE HEALTH PLANS INC    COM              94946T106    1841.61    43900 SH  C    SHARED                     43900
WELLPOINT INC                COM              94973V107      69.09      990 SH       SHARED    20                           990
WELLPOINT INC                COM              94973V107    1820.75    26089 SH       SHARED                               26089
WELLPOINT INC                COM              94973V107    17447.5   250000 SH  C    SHARED                    250000
WELLPOINT INC                COM              94973V107   17601.04   252200 SH  P    SHARED                    252200
WELLPOINT INC                COM              94973V107   29199.93   418397 SH       SHARED    01              418397
WELLPOINT INC                COM              94973V107   69806.61  1000238 SH       SHARED                   1000238
WELLS FARGO & CO NEW         COM              949746101     243.53     7680 SH       SHARED    21                7680
WELLS FARGO & CO NEW         COM              949746101     2114.9    66695 SH       SHARED    17                         66695
WELLS FARGO & CO NEW         COM              949746101    2390.65    75391 SH       SHARED    20                         75391
WELLS FARGO & CO NEW         COM              949746101   10972.39   346023 SH       SHARED                              346023
WELLS FARGO & CO NEW         COM              949746101   30688.94   967800 SH  P    SHARED                    967800
WELLS FARGO & CO NEW         COM              949746101   83423.81  2630836 SH       SHARED    01             2630836
WELLS FARGO & CO NEW         COM              949746101    92466.2  2915995 SH  C    SHARED                   2915995
WELLS FARGO & CO NEW         COM              949746101     113803  3588868 SH       SHARED                   3588868
WELLS FARGO & CO NEW         PERP PFD CNV A   949746804     173.91      168 SH       SHARED                       168
WELLS FARGO & CO NEW         PERP PFD CNV A   949746804     557.97      539 SH       SHARED    01                 539
WELLS FARGO & CO NEW         *W EXP 10/28/201 949746119     186.45    16500 SH       SHARED    01               16500
WELLS FARGO & CO NEW         *W EXP 10/28/201 949746119     439.05    38854 SH       SHARED                     38854
WELLS FARGO ADV GLB DIV OPP  COM              94987C103     291.22    29686 SH       SHARED    01               29686
WELLS FARGO ADVANTAGE INCOME COM SHS          94987B105      195.3    19147 SH       SHARED                     19147
WELLS FARGO ADVANTAGE INCOME COM SHS          94987B105    1271.82   124688 SH       SHARED    01              124688
WELLS FARGO ADVANTAGE MULTI  COM SHS          94987D101      10.27      679 SH       SHARED                       679
WELLS FARGO ADVANTAGE MULTI  COM SHS          94987D101    8605.72   568785 SH       SHARED    01              568785
WELLS FARGO ADVANTAGE UTILS  COM              94987E109      27.47     2320 SH       SHARED                      2320
WELLS FARGO ADVANTAGE UTILS  COM              94987E109      70.44     5949 SH       SHARED    01                5949
WENDYS ARBYS GROUP INC       COM              950587105      26.66     5300 SH  P    SHARED                      5300
WENDYS ARBYS GROUP INC       COM              950587105      91.04    18100 SH  C    SHARED                     18100
WENDYS ARBYS GROUP INC       COM              950587105      623.3   123917 SH       SHARED    01              123917
WENDYS ARBYS GROUP INC       COM              950587105    1936.06   384903 SH       SHARED                    384903
WERNER ENTERPRISES INC       COM              950755108       2.65      100 SH  P    SHARED                       100
WERNER ENTERPRISES INC       COM              950755108       5.74      217 SH       SHARED    21                 217
WERNER ENTERPRISES INC       COM              950755108       95.3     3600 SH  C    SHARED                      3600
WERNER ENTERPRISES INC       COM              950755108     100.94     3813 SH       SHARED    01                3813
WESBANCO INC                 COM              950810101       8.78      424 SH       SHARED    01                 424
WESBANCO INC                 COM              950810101      52.09     2515 SH       SHARED                      2515
WESBANCO INC                 COM              950810101     248.52    12000 SH  C    SHARED                     12000
WESCO FINL CORP              COM              950817106     654.63     1682 SH       SOLE              1682
WESCO INTL INC               COM              95082P105      19.13      306 SH       SHARED    21                 306
WESCO INTL INC               COM              95082P105     293.75     4700 SH  C    SHARED                      4700
WESCO INTL INC               COM              95082P105     659.06    10545 SH       SHARED    20                         10545
WESCO INTL INC               COM              95082P105    1637.31    26197 SH       SHARED    01               26197
WESCO INTL INC               COM              95082P105    1718.44    27495 SH       SHARED                     27495
WESCO INTL INC               DBCV  6.000% 9/1 95082PAH8          0     3000 PRN      SHARED    01                3000
WEST COAST BANCORP ORE NEW   COM              952145100     185.23    53381 SH       SHARED    01               53381
WEST MARINE INC              COM              954235107       2.09      200 SH       SHARED    01                 200
WEST PHARMACEUTICAL SVSC INC COM              955306105      42.58      951 SH       SHARED    21                 951
WEST PHARMACEUTICAL SVSC INC COM              955306105     731.77    16345 SH       SHARED                     16345
WEST PHARMACEUTICAL SVSC INC COM              955306105    2709.61    60523 SH       SHARED    01               60523
WESTAMERICA BANCORPORATION   COM              957090103      43.61      849 SH       SHARED    01                 849
WESTAMERICA BANCORPORATION   COM              957090103    1118.68    21777 SH       SHARED                     21777
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WESTAR ENERGY INC            COM              95709T100    1387.79    52528 SH       SHARED    01               52528
WESTAR ENERGY INC            COM              95709T100    2212.89    83758 SH       SHARED                     83758
WESTELL TECHNOLOGIES INC     CL A             957541105         35    10000 SH       SHARED    01               10000
WESTELL TECHNOLOGIES INC     CL A             957541105       53.2    15200 SH       SHARED                     15200
WESTERN ALLIANCE BANCORP     COM              957638109      45.83     5576 SH       SHARED    01                5576
WESTERN ALLIANCE BANCORP     COM              957638109     239.11    29089 SH       SHARED                     29089
WESTERN ASSET CLYM INFL OPP  COM              95766R104    2978.51   241370 SH       SHARED    01              241370
WESTERN ASSET CLYM INFL SEC  COM SH BEN INT   95766Q106      70.01     5605 SH       SHARED                      5605
WESTERN ASSET CLYM INFL SEC  COM SH BEN INT   95766Q106    1096.25    87770 SH       SHARED    01               87770
WESTERN ASSET EMRG MKT DEBT  COM              95766A101    9526.43   508619 SH       SHARED    01              508619
WESTERN ASSET EMRG MKT INCM  COM              95766E103    1942.29   149637 SH       SHARED    01              149637
WESTERN ASSET GLB HI INCOME  COM              95766B109     669.25    51640 SH       SHARED    01               51640
WESTERN ASSET GLB PTNRS INCO COM              95766G108     624.79    48433 SH       SHARED    01               48433
WESTERN ASSET GLOBAL CP DEFI COM              95790C107       9.57      523 SH       SHARED                       523
WESTERN ASSET GLOBAL CP DEFI COM              95790C107     656.56    35897 SH       SHARED    01               35897
WESTERN ASSET HGH YLD DFNDFD COM              95768B107      30.65     1614 SH       SHARED                      1614
WESTERN ASSET HGH YLD DFNDFD COM              95768B107      83.56     4400 SH       SHARED    01                4400
WESTERN ASSET HIGH INCM FD I COM              95766J102     758.08    76884 SH       SHARED    01               76884
WESTERN ASSET HIGH INCM OPP  COM              95766K109     2315.2   364025 SH       SHARED    01              364025
WESTERN ASSET INCOME FD      COM              95766T100     522.08    40037 SH       SHARED    01               40037
WESTERN ASSET INFL MGMT FD I COM              95766U107      24.26     1437 SH       SHARED                      1437
WESTERN ASSET INFL MGMT FD I COM              95766U107         42     2488 SH       SHARED    01                2488
WESTERN ASSET INTM MUNI FD I COM              958435109     138.45    15000 SH       SHARED    01               15000
WESTERN ASSET INVT GRADE DEF COM              95790A101       74.7     3763 SH       SHARED    01                3763
WESTERN ASSET MTG DEF OPPTY  COM              95790B109      20.36      907 SH       SHARED                       907
WESTERN ASSET MTG DEF OPPTY  COM              95790B109       69.6     3100 SH       SHARED    01                3100
WESTERN ASSET MUN DEF OPP TR COM              95768A109      90.38     4519 SH       SHARED                      4519
WESTERN ASSET MUN DEF OPP TR COM              95768A109      387.3    19365 SH       SHARED    01               19365
WESTERN ASSET MUN HI INCM FD COM              95766N103      26.29     3636 SH       SHARED                      3636
WESTERN ASSET MUN HI INCM FD COM              95766N103      28.92     4000 SH       SHARED    01                4000
WESTERN ASSET PREMIER BD FD  SHS BEN INT      957664105      32.43     2079 SH       SHARED    01                2079
WESTERN ASSET VAR RT STRG FD COM              957667108    1676.21    99184 SH       SHARED    01               99184
WESTERN ASSET WORLDWIDE INCO COM              957668106      19.27     1479 SH       SHARED                      1479
WESTERN ASSET WORLDWIDE INCO COM              957668106     152.75    11723 SH       SHARED    01               11723
WESTERN ASSETT MGD HI INCM F COM              95766L107     5189.9   813464 SH       SHARED    01              813464
WESTERN ASST MN PRT FD INC   COM              95766P108     1381.6   104508 SH       SHARED    01              104508
WESTERN ASST MNG MUN FD INC  COM              95766M105    1316.07   112293 SH       SHARED    01              112293
WESTERN COPPER CORP          COM              95805Y102      12.25     3711 SH       SOLE              3711
WESTERN DIGITAL CORP         COM              958102105     318.49     8541 SH       SHARED                      8541
WESTERN DIGITAL CORP         COM              958102105    2449.24    65681 SH       SHARED                               65681
WESTERN DIGITAL CORP         COM              958102105    5233.91   140357 SH       SHARED    01              140357
WESTERN DIGITAL CORP         COM              958102105    6398.96   171600 SH  C    SHARED                    171600
WESTERN DIGITAL CORP         COM              958102105    8252.28   221300 SH  P    SHARED                    221300
WESTERN GAS PARTNERS LP      COM UNIT LP IN   958254104     222.68     6375 SH       SHARED    21                6375
WESTERN GAS PARTNERS LP      COM UNIT LP IN   958254104    7461.33   213608 SH       SHARED                    213608
WESTERN GAS PARTNERS LP      COM UNIT LP IN   958254104   15124.69   433000 SH       SHARED    01              433000
WESTERN REFNG INC            COM              959319104     118.65     7000 SH  P    SHARED                      7000
WESTERN REFNG INC            COM              959319104     232.22    13700 SH  C    SHARED                     13700
WESTERN REFNG INC            COM              959319104     385.31    22732 SH       SHARED                     22732
WESTERN REFNG INC            COM              959319104     843.43    49760 SH       SHARED    01               49760
WESTERN UN CO                COM              959802109      40.42     1946 SH       SHARED    21                1946
WESTERN UN CO                COM              959802109      288.7    13900 SH  P    SHARED                     13900
WESTERN UN CO                COM              959802109     895.19    43100 SH  C    SHARED                     43100
WESTERN UN CO                COM              959802109     934.65    45000 SH       SHARED                               45000
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WESTERN UN CO                COM              959802109    1051.02    50603 SH       SHARED                     50603
WESTERN UN CO                COM              959802109    7802.25   375650 SH       SHARED    01              375650
WESTFIELD FINANCIAL INC NEW  COM              96008P104      86.19     9513 SH       SOLE              9513
WESTLAKE CHEM CORP           COM              960413102       3.71       66 SH       SHARED    21                  66
WESTLAKE CHEM CORP           COM              960413102       4.22       75 SH       SHARED    20                            75
WESTLAKE CHEM CORP           COM              960413102    1095.45    19492 SH       SHARED    01               19492
WESTLAKE CHEM CORP           COM              960413102    1378.53    24529 SH       SHARED                     24529
WESTMORELAND COAL CO         COM              960878106       0.51       35 SH       SHARED    01                  35
WESTMORELAND COAL CO         COM              960878106      42.38     2893 SH       SHARED                      2893
WESTMORELAND COAL CO         PFD DP A CV1/4   960878304       11.2      407 SH       SOLE               407
WESTPAC BKG CORP             SPONSORED ADR    961214301      55.54      444 SH       SHARED                       444
WESTPAC BKG CORP             SPONSORED ADR    961214301    1441.03    11519 SH       SHARED    01               11519
WESTPORT INNOVATIONS INC     COM NEW          960908309      87.92     4000 SH  P    SHARED                      4000
WESTPORT INNOVATIONS INC     COM NEW          960908309     274.75    12500 SH  C    SHARED                     12500
WESTPORT INNOVATIONS INC     COM NEW          960908309     281.34    12800 SH       SHARED    01               12800
WESTPORT INNOVATIONS INC     COM NEW          960908309    5168.79   235159 SH       SHARED                    235159
WESTWAY GROUP INC            UNIT 99/99/9999  96169B209       0.36       79 SH       SOLE                79
WESTWOOD HLDGS GROUP INC     COM              961765104      99.86     2481 SH       SOLE              2481
WESTWOOD ONE INC             COM NEW          961815305       0.05        7 SH       SHARED    01                   7
WEYERHAEUSER CO              COM              962166104      47.23     1920 SH       SHARED    20                          1920
WEYERHAEUSER CO              COM              962166104     678.96    27600 SH  C    SHARED                     27600
WEYERHAEUSER CO              COM              962166104     757.68    30800 SH  P    SHARED                     30800
WEYERHAEUSER CO              COM              962166104     822.75    33445 SH       SHARED                               33445
WEYERHAEUSER CO              COM              962166104    1234.13    50168 SH       SHARED                     50168
WEYERHAEUSER CO              COM              962166104    14713.6   598114 SH       SHARED    01              598114
WGL HLDGS INC                COM              92924F106    1635.86    41945 SH       SHARED    01               41945
WGL HLDGS INC                COM              92924F106    1669.86    42817 SH       SHARED                     42817
WHIRLPOOL CORP               COM              963320106      13.66      160 SH       SHARED    21                 160
WHIRLPOOL CORP               COM              963320106     469.48     5500 SH       SHARED                                5500
WHIRLPOOL CORP               COM              963320106    2444.45    28637 SH       SHARED    01               28637
WHIRLPOOL CORP               COM              963320106    9167.66   107400 SH  C    SHARED                    107400
WHIRLPOOL CORP               COM              963320106   12880.82   150900 SH  P    SHARED                    150900
WHITE MTNS INS GROUP LTD     COM              G9618E107     142.77      392 SH       SHARED                                 392
WHITE MTNS INS GROUP LTD     COM              G9618E107     646.46     1775 SH       SHARED                      1775
WHITE MTNS INS GROUP LTD     COM              G9618E107     660.66     1814 SH       SHARED    01                1814
WHITESTONE REIT              CL B SBI         966084204       11.3      790 SH       SOLE               790
WHITING PETE CORP NEW        COM              966387102       4.11       56 SH       SHARED    21                  56
WHITING PETE CORP NEW        COM              966387102       8.08      110 SH       SHARED    20                           110
WHITING PETE CORP NEW        COM              966387102    3739.49    50912 SH       SHARED    01               50912
WHITING PETE CORP NEW        COM              966387102    3797.37    51700 SH  P    SHARED                     51700
WHITING PETE CORP NEW        COM              966387102   16203.07   220600 SH  C    SHARED                    220600
WHITING PETE CORP NEW        PERP PFD CONV    966387201      33.64       97 SH       SOLE                97
WHITING USA TR I             TR UNIT          966389108      30.31     1846 SH       SHARED                      1846
WHITING USA TR I             TR UNIT          966389108     112.09     6827 SH       SHARED    01                6827
WHITNEY HLDG CORP            COM              966612103       4.09      300 SH  C    SHARED                       300
WHITNEY HLDG CORP            COM              966612103      40.33     2961 SH       SHARED    01                2961
WHITNEY HLDG CORP            COM              966612103     612.41    44964 SH       SHARED                     44964
WHOLE FOODS MKT INC          COM              966837106     626.05     9500 SH       SHARED                                9500
WHOLE FOODS MKT INC          COM              966837106    7216.91   109513 SH       SHARED    01              109513
WHOLE FOODS MKT INC          COM              966837106   20778.27   315300 SH  C    SHARED                    315300
WHOLE FOODS MKT INC          COM              966837106   48976.88   743200 SH  P    SHARED                    743200
WIDEPOINT CORP               COM              967590100       1.11      872 SH       SOLE               872
WILBER CORP                  COM              967797101      16.99     1788 SH       SOLE              1788
WILEY JOHN & SONS INC        CL A             968223206      79.87     1571 SH       SHARED    21                1571
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WILEY JOHN & SONS INC        CL A             968223206     473.83     9320 SH       SHARED    20                          9320
WILEY JOHN & SONS INC        CL A             968223206    2062.48    40568 SH       SHARED                     40568
WILEY JOHN & SONS INC        CL A             968223206    4837.63    95154 SH       SHARED    01               95154
WILEY JOHN & SONS INC        CL B             968223305      82.11     1618 SH       SHARED                      1618
WILEY JOHN & SONS INC        CL B             968223305     157.33     3100 SH       SHARED    01                3100
WILLAMETTE VY VINEYARD INC   COM              969136100      10.93     3416 SH       SOLE              3416
WILLBROS GROUP INC DEL       COM              969203108       7.64      700 SH  C    SHARED                       700
WILLBROS GROUP INC DEL       COM              969203108      35.76     3275 SH       SHARED    01                3275
WILLBROS GROUP INC DEL       COM              969203108     162.68    14897 SH       SHARED                     14897
WILLDAN GROUP INC            COM              96924N100       4.07     1011 SH       SOLE              1011
WILLIAMS CLAYTON ENERGY INC  COM              969490101      55.81      528 SH       SHARED    01                 528
WILLIAMS CLAYTON ENERGY INC  COM              969490101     570.67     5399 SH       SHARED                      5399
WILLIAMS COS INC DEL         COM              969457100      31.18     1000 SH  C    SHARED    01                1000
WILLIAMS COS INC DEL         COM              969457100       57.9     1857 SH       SHARED    21                1857
WILLIAMS COS INC DEL         COM              969457100    1356.33    43500 SH       SHARED                               43500
WILLIAMS COS INC DEL         COM              969457100    25638.5   822274 SH       SHARED    01              822274
WILLIAMS COS INC DEL         COM              969457100   26047.77   835400 SH  C    SHARED                    835400
WILLIAMS COS INC DEL         COM              969457100   86689.75  2780300 SH  P    SHARED                   2780300
WILLIAMS COS INC DEL         COM              969457100   189304.1  6071331 SH       SHARED                   6071331
WILLIAMS CTLS INC            COM NEW          969465608       7.02      635 SH       SHARED    01                 635
WILLIAMS PARTNERS L P        COM UNIT L P     96950F104     119.14     2300 SH  P    SHARED                      2300
WILLIAMS PARTNERS L P        COM UNIT L P     96950F104      129.5     2500 SH  C    SHARED                      2500
WILLIAMS PARTNERS L P        COM UNIT L P     96950F104     447.76     8644 SH       SHARED                      8644
WILLIAMS PARTNERS L P        COM UNIT L P     96950F104    8901.05   171835 SH       SHARED    01              171835
WILLIAMS SONOMA INC          COM              969904101     765.45    18900 SH  P    SHARED                     18900
WILLIAMS SONOMA INC          COM              969904101     863.42    21319 SH       SHARED                     21319
WILLIAMS SONOMA INC          COM              969904101        891    22000 SH  C    SHARED                     22000
WILLIAMS SONOMA INC          COM              969904101    2784.17    68745 SH       SHARED    01               68745
WILLIS GROUP HOLDINGS PUBLIC SHS              G96666105      17.07      423 SH       SHARED    21                 423
WILLIS GROUP HOLDINGS PUBLIC SHS              G96666105     573.11    14200 SH       SHARED                               14200
WILLIS GROUP HOLDINGS PUBLIC SHS              G96666105    8272.95   204979 SH       SHARED    01              204979
WILLIS LEASE FINANCE CORP    COM              970646105      11.06      875 SH       SHARED                       875
WILLIS LEASE FINANCE CORP    COM              970646105       31.6     2500 SH       SHARED    01                2500
WILMINGTON TRUST CORP        COM              971807102        0.1       23 SH       SHARED    01                  23
WILMINGTON TRUST CORP        COM              971807102     193.63    42838 SH       SHARED                     42838
WILSHIRE BANCORP INC         COM              97186T108     102.96    21013 SH       SOLE             21013
WIMM BILL DANN FOODS OJSC    SPONSORED ADR    97263M109       5.29      158 SH       SHARED    01                 158
WIMM BILL DANN FOODS OJSC    SPONSORED ADR    97263M109     753.11    22501 SH       SHARED                     22501
WINDSTREAM CORP              COM              97381W104      24.47     1900 SH  P    SHARED                      1900
WINDSTREAM CORP              COM              97381W104     375.52    29155 SH       SHARED    20                         29155
WINDSTREAM CORP              COM              97381W104     560.28    43500 SH       SHARED                               43500
WINDSTREAM CORP              COM              97381W104     619.53    48100 SH  C    SHARED                     48100
WINDSTREAM CORP              COM              97381W104    2417.07   187661 SH       SHARED                    187661
WINDSTREAM CORP              COM              97381W104   11141.38   865014 SH       SHARED    01              865014
WINLAND ELECTRS INC          COM              974241101       1.43     1939 SH       SOLE              1939
WINN DIXIE STORES INC        COM NEW          974280307      24.28     3400 SH  C    SHARED                      3400
WINN DIXIE STORES INC        COM NEW          974280307     163.56    22908 SH       SHARED                     22908
WINN DIXIE STORES INC        COM NEW          974280307    3659.84   512582 SH       SHARED    01              512582
WINNEBAGO INDS INC           COM              974637100       0.86       64 SH       SHARED                        64
WINNEBAGO INDS INC           COM              974637100       2.67      200 SH       SHARED    01                 200
WINNEBAGO INDS INC           COM              974637100     639.09    47800 SH  C    SHARED                     47800
WINNER MEDICAL GRP INC       COM NEW          97476P204       3.61      779 SH       SOLE               779
WINTHROP RLTY TR             SH BEN INT NEW   976391300     134.05    10943 SH       SHARED                     10943
WINTHROP RLTY TR             SH BEN INT NEW   976391300     146.69    11975 SH       SHARED                               11975
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WINTHROP RLTY TR             SH BEN INT NEW   976391300     319.95    26118 SH       SHARED    01               26118
WINTRUST FINANCIAL CORP      COM              97650W108       5.88      160 SH       SHARED    01                 160
WINTRUST FINANCIAL CORP      COM              97650W108     450.11    12248 SH       SHARED                     12248
WINTRUST FINANCIAL CORP      *W EXP 12/18/201 97650W157        7.7      400 SH       SOLE               400
WIPRO LTD                    SPON ADR 1 SH    97651M109      14.65     1000 SH       SHARED    21                1000
WIPRO LTD                    SPON ADR 1 SH    97651M109      51.35     3505 SH       SHARED    01                3505
WIRELESS HOLDRS TR           DEPOSITRY RCPT   97653L208       4.93      100 SH       SHARED    01                 100
WIRELESS RONIN TECHNOLOGIES  COM              97652A203       3.74     2900 SH       SHARED    01                2900
WIRELESS TELECOM GROUP INC   COM              976524108       3.32     3136 SH       SOLE              3136
WISCONSIN ENERGY CORP        COM              976657106       48.8     1600 SH  C    SHARED                      1600
WISCONSIN ENERGY CORP        COM              976657106      439.2    14400 SH       SHARED                               14400
WISCONSIN ENERGY CORP        COM              976657106    1119.93    36719 SH       SHARED                     36719
WISCONSIN ENERGY CORP        COM              976657106    7326.01   240197 SH       SHARED    01              240197
WISDOMTREE TR                DREYFUS CMM FD   97717X859     350.47    13053 SH       SHARED    01               13053
WISDOMTREE TR                EM LCL DEBT FD   97717X867   13833.29   266486 SH       SHARED    01              266486
WISDOMTREE TR                MID EAST DIVD    97717X305      71.07     4260 SH       SHARED    01                4260
WISDOMTREE TRUST             BRAZILN RL ETF   97717W240    1339.83    48562 SH       SHARED    01               48562
WISDOMTREE TRUST             CHINESE YUAN ETF 97717W182      20.29      800 SH  P    SHARED                       800
WISDOMTREE TRUST             CHINESE YUAN ETF 97717W182      64.67     2550 SH       SHARED                      2550
WISDOMTREE TRUST             CHINESE YUAN ETF 97717W182     294.18    11600 SH  C    SHARED                     11600
WISDOMTREE TRUST             CHINESE YUAN ETF 97717W182    2075.77    81852 SH       SHARED    01               81852
WISDOMTREE TRUST             DEFA EQT INC ETF 97717W802      34.56      784 SH       SHARED                       784
WISDOMTREE TRUST             DEFA EQT INC ETF 97717W802    1286.94    29191 SH       SHARED    01               29191
WISDOMTREE TRUST             DEFA FD          97717W703    7452.57   149921 SH       SHARED    01              149921
WISDOMTREE TRUST             DIV EX-FINL FD   97717W406   18380.16   366650 SH       SHARED    01              366650
WISDOMTREE TRUST             DREYF EURO ETF   97717W174       1.56       68 SH       SHARED                        68
WISDOMTREE TRUST             DREYF EURO ETF   97717W174      20.36      885 SH       SHARED    01                 885
WISDOMTREE TRUST             DRYFS CURR ETF   97717W133    5423.22   237029 SH       SHARED    01              237029
WISDOMTREE TRUST             EARNING 500 FD   97717W588     159.49     3490 SH       SHARED                      3490
WISDOMTREE TRUST             EARNING 500 FD   97717W588    4209.47    92111 SH       SHARED    01               92111
WISDOMTREE TRUST             EMERG MKTS ETF   97717W315    55232.5   903821 SH       SHARED    01              903821
WISDOMTREE TRUST             EMG MKTS SMCAP   97717W281    1462.76    27350 SH       SHARED    17                         27350
WISDOMTREE TRUST             EMG MKTS SMCAP   97717W281    7485.69   139964 SH       SHARED    01              139964
WISDOMTREE TRUST             EQTY INC ETF     97717W208    2258.57    55675 SH       SHARED    01               55675
WISDOMTREE TRUST             EUROPE SMCP DV   97717W869     358.36     8035 SH       SHARED    01                8035
WISDOMTREE TRUST             GLB EQTY INC FD  97717W877     369.37     8189 SH       SHARED    01                8189
WISDOMTREE TRUST             INDIA ERNGS FD   97717W422      91.76     3700 SH  P    SHARED                      3700
WISDOMTREE TRUST             INDIA ERNGS FD   97717W422     133.92     5400 SH  C    SHARED                      5400
WISDOMTREE TRUST             INDIA ERNGS FD   97717W422     1264.8    51000 SH       SHARED                     51000
WISDOMTREE TRUST             INDIA ERNGS FD   97717W422    8885.47   358285 SH       SHARED    01              358285
WISDOMTREE TRUST             INDIAN RUP ETF   97717W166      13.66      505 SH       SHARED    01                 505
WISDOMTREE TRUST             INTL BAS MATER   97717W752       0.87       26 SH       SHARED                        26
WISDOMTREE TRUST             INTL BAS MATER   97717W752     541.17    16222 SH       SHARED    01               16222
WISDOMTREE TRUST             INTL DIV EX FINL 97717W786    1543.15    32833 SH       SHARED    01               32833
WISDOMTREE TRUST             INTL ENERGY      97717W711     735.59    24577 SH       SHARED    01               24577
WISDOMTREE TRUST             INTL LRGCAP DV   97717W794     186.94     3920 SH       SHARED                      3920
WISDOMTREE TRUST             INTL LRGCAP DV   97717W794    1482.25    31081 SH       SHARED    01               31081
WISDOMTREE TRUST             INTL MIDCAP DV   97717W778     118.33     2200 SH       SHARED                      2200
WISDOMTREE TRUST             INTL MIDCAP DV   97717W778    1037.41    19287 SH       SHARED    01               19287
WISDOMTREE TRUST             INTL REAL EST    97717W331      17.31      597 SH       SHARED                       597
WISDOMTREE TRUST             INTL REAL EST    97717W331     452.07    15594 SH       SHARED    01               15594
WISDOMTREE TRUST             INTL SMCAP DIV   97717W760     111.41     2100 SH       SHARED                      2100
WISDOMTREE TRUST             INTL SMCAP DIV   97717W760    4013.23    75650 SH       SHARED    01               75650
WISDOMTREE TRUST             INTL UTILITIES   97717W653          8      375 SH       SHARED    17                           375
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WISDOMTREE TRUST             INTL UTILITIES   97717W653      11.61      544 SH       SHARED                       544
WISDOMTREE TRUST             INTL UTILITIES   97717W653     854.84    40058 SH       SHARED    01               40058
WISDOMTREE TRUST             JAPANESE YEN F   97717W224      17.45      558 SH       SOLE               558
WISDOMTREE TRUST             JP SMALLCP DIV   97717W836     3940.4    91467 SH       SHARED    01               91467
WISDOMTREE TRUST             JP TOTAL DIVID   97717W851   19243.49   521928 SH       SHARED    01              521928
WISDOMTREE TRUST             LARGECAP DIVID   97717W307      120.8     2500 SH       SHARED                      2500
WISDOMTREE TRUST             LARGECAP DIVID   97717W307   70773.14  1464676 SH       SHARED    01             1464676
WISDOMTREE TRUST             LRGECP VALUE FD  97717W547      22.12      514 SH       SHARED    01                 514
WISDOMTREE TRUST             MDCP EARN FUND   97717W570    4055.44    69064 SH       SHARED    01               69064
WISDOMTREE TRUST             MIDCAP DIVI FD   97717W505     129.68     2400 SH       SHARED                      2400
WISDOMTREE TRUST             MIDCAP DIVI FD   97717W505   12437.51   230175 SH       SHARED    01              230175
WISDOMTREE TRUST             NEW ZEAL DOLLR   97717W216       9.17      393 SH       SHARED                       393
WISDOMTREE TRUST             NEW ZEAL DOLLR   97717W216     106.38     4560 SH       SHARED    01                4560
WISDOMTREE TRUST             PAC EX-JAP ETF   97717W810      34.98      566 SH       SHARED    01                 566
WISDOMTREE TRUST             PAC EX-JAP ETF   97717W810      70.65     1143 SH       SHARED                      1143
WISDOMTREE TRUST             PAC EXJP TOT D   97717W828     125.56     1841 SH       SHARED                      1841
WISDOMTREE TRUST             PAC EXJP TOT D   97717W828     556.44     8159 SH       SHARED    01                8159
WISDOMTREE TRUST             SMALLCAP DIVID   97717W604     121.68     2500 SH       SHARED                      2500
WISDOMTREE TRUST             SMALLCAP DIVID   97717W604   13690.29   281288 SH       SHARED    01              281288
WISDOMTREE TRUST             SMLCAP EARN FD   97717W562       0.66       12 SH       SHARED                        12
WISDOMTREE TRUST             SMLCAP EARN FD   97717W562   12543.76   227944 SH       SHARED    01              227944
WISDOMTREE TRUST             TOTAL DIVID FD   97717W109     961.97    19624 SH       SHARED    01               19624
WISDOMTREE TRUST             WRLD EX-US GRWTH 97717W844      46.81      845 SH       SHARED                       845
WISDOMTREE TRUST             WRLD EX-US GRWTH 97717W844     294.89     5323 SH       SHARED    01                5323
WMS INDS INC                 COM              929297109       6.19      175 SH       SHARED    20                           175
WMS INDS INC                 COM              929297109      21.21      600 SH  C    SHARED                       600
WMS INDS INC                 COM              929297109      31.82      900 SH  P    SHARED                       900
WMS INDS INC                 COM              929297109    1361.05    38502 SH       SHARED    01               38502
WMS INDS INC                 COM              929297109   16068.17   454545 SH       SHARED                    454545
WNS HOLDINGS LTD             SPON ADR         92932M101      25.84     2449 SH       SOLE              2449
WOLVERINE WORLD WIDE INC     COM              978097103      12.94      347 SH       SHARED    21                 347
WOLVERINE WORLD WIDE INC     COM              978097103     3812.4   102264 SH       SHARED    01              102264
WONDER AUTO TECHNOLOGY INC   COM              978166106      30.35     5600 SH  P    SHARED                      5600
WONDER AUTO TECHNOLOGY INC   COM              978166106      82.93    15300 SH  C    SHARED                     15300
WONDER AUTO TECHNOLOGY INC   COM              978166106     108.93    20097 SH       SHARED                     20097
WONDER AUTO TECHNOLOGY INC   COM              978166106     238.71    44042 SH       SHARED    01               44042
WOODWARD INC                 COM              980745103       3.46      100 SH  P    SHARED                       100
WOODWARD INC                 COM              980745103    1079.86    31246 SH       SHARED                     31246
WOODWARD INC                 COM              980745103    2376.86    68775 SH       SHARED    01               68775
WOORI FIN HLDGS CO LTD       ADR              981063100     678.58    17188 SH       SHARED    01               17188
WORLD ACCEP CORP DEL         COM              981419104       90.5     1388 SH       SHARED    01                1388
WORLD ACCEP CORP DEL         COM              981419104     149.96     2300 SH  C    SHARED                      2300
WORLD ACCEP CORP DEL         COM              981419104    1779.96    27300 SH  P    SHARED                     27300
WORLD ACCEP CORP DEL         COM              981419104    9863.39   151279 SH       SHARED                    151279
WORLD FUEL SVCS CORP         COM              981475106       4.06      100 SH  P    SHARED                       100
WORLD FUEL SVCS CORP         COM              981475106      89.34     2200 SH  C    SHARED                      2200
WORLD FUEL SVCS CORP         COM              981475106     352.49     8680 SH       SHARED    20                          8680
WORLD FUEL SVCS CORP         COM              981475106     1345.9    33142 SH       SHARED                     33142
WORLD FUEL SVCS CORP         COM              981475106     4179.5   102918 SH       SHARED    01              102918
WORLD HEART CORP             COM NO PAR       980905400       0.84      659 SH       SOLE               659
WORLD WRESTLING ENTMT INC    CL A             98156Q108       8.04      640 SH       SHARED                       640
WORLD WRESTLING ENTMT INC    CL A             98156Q108     846.95    67379 SH       SHARED    01               67379
WORTHINGTON INDS INC         COM              981811102     211.29    10100 SH  C    SHARED                     10100
WORTHINGTON INDS INC         COM              981811102     246.54    11785 SH       SHARED    01               11785
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
WORTHINGTON INDS INC         COM              981811102     971.21    46425 SH       SHARED                     46425
WPP PLC                      ADR              92933H101     203.38     3293 SH       SHARED                      3293
WPP PLC                      ADR              92933H101    1751.76    28364 SH       SHARED    01               28364
WRIGHT EXPRESS CORP          COM              98233Q105      22.03      425 SH       SHARED    21                 425
WRIGHT EXPRESS CORP          COM              98233Q105     907.98    17515 SH       SHARED    01               17515
WRIGHT EXPRESS CORP          COM              98233Q105     912.75    17607 SH       SHARED                     17607
WRIGHT MED GROUP INC         COM              98235T107       8.69      511 SH       SHARED    21                 511
WRIGHT MED GROUP INC         COM              98235T107     419.48    24661 SH       SHARED    01               24661
WRIGHT MED GROUP INC         COM              98235T107     465.24    27351 SH       SHARED                     27351
WSFS FINL CORP               COM              929328102     142.01     3015 SH       SOLE              3015
WSI INDS INC                 COM              92932Q102       2.46      523 SH       SOLE               523
WSP HOLDINGS LIMITED         ADR              92934F104       0.56      420 SH       SOLE               420
WUHAN GENERAL GRP CHINA INC  COM              982569105       0.25      236 SH       SOLE               236
WUXI PHARMATECH CAYMAN INC   SPONS ADR SHS    929352102     425.74    27538 SH       SHARED                     27538
WUXI PHARMATECH CAYMAN INC   SPONS ADR SHS    929352102     727.47    47055 SH       SHARED    01               47055
WVS FINL CORP                COM              929358109      22.57     2588 SH       SOLE              2588
WYNDHAM WORLDWIDE CORP       COM              98310W108      10.34      325 SH       SHARED    20                           325
WYNDHAM WORLDWIDE CORP       COM              98310W108      11.45      360 SH       SHARED    21                 360
WYNDHAM WORLDWIDE CORP       COM              98310W108     575.76    18100 SH  P    SHARED                     18100
WYNDHAM WORLDWIDE CORP       COM              98310W108     615.33    19344 SH       SHARED    01               19344
WYNDHAM WORLDWIDE CORP       COM              98310W108   14464.01   454700 SH  C    SHARED                    454700
WYNN RESORTS LTD             COM              983134107      21.62      170 SH       SHARED    21                 170
WYNN RESORTS LTD             COM              983134107     686.66     5400 SH       SHARED                                5400
WYNN RESORTS LTD             COM              983134107   12022.47    94546 SH       SHARED    01               94546
WYNN RESORTS LTD             COM              983134107   16011.22   125914 SH       SHARED                    125914
WYNN RESORTS LTD             COM              983134107    29488.4   231900 SH  C    SHARED                    231900
WYNN RESORTS LTD             COM              983134107   31065.19   244300 SH  P    SHARED                    244300
XCEL ENERGY INC              COM              98389B100       9.56      400 SH  P    SHARED                       400
XCEL ENERGY INC              COM              98389B100      33.71     1411 SH       SHARED    21                1411
XCEL ENERGY INC              COM              98389B100     659.36    27600 SH       SHARED                               27600
XCEL ENERGY INC              COM              98389B100    3854.68   161351 SH       SHARED                    161351
XCEL ENERGY INC              COM              98389B100    5058.49   211741 SH       SHARED    01              211741
XENOPORT INC                 COM              98411C100       1.19      200 SH  P    SHARED                       200
XENOPORT INC                 COM              98411C100       1.19      200 SH       SHARED    01                 200
XENOPORT INC                 COM              98411C100      90.18    15208 SH       SHARED                     15208
XENOPORT INC                 COM              98411C100     325.56    54900 SH  C    SHARED                     54900
XERIUM TECHNOLOGIES INC      COM NEW          98416J118    1105.67    45974 SH       SOLE             45974
XEROX CORP                   COM              984121103        7.6      714 SH       SHARED    21                 714
XEROX CORP                   COM              984121103     905.79    85051 SH       SHARED                               85051
XEROX CORP                   COM              984121103    1569.72   147392 SH       SHARED                    147392
XEROX CORP                   COM              984121103   10148.39   952900 SH  C    SHARED                    952900
XEROX CORP                   COM              984121103   11786.36  1106700 SH  P    SHARED                   1106700
XEROX CORP                   COM              984121103   21387.97  2008260 SH       SHARED    01             2008260
XETA TECHNOLOGIES INC        COM              983909102       5.46     1000 SH       SHARED    01                1000
XETA TECHNOLOGIES INC        COM              983909102      22.05     4039 SH       SHARED                      4039
XFONE INC                    COM              98414Y109       0.46      317 SH       SOLE               317
XILINX INC                   COM              983919101      11.48      350 SH       SHARED    21                 350
XILINX INC                   COM              983919101     135.23     4123 SH       SHARED                      4123
XILINX INC                   COM              983919101        574    17500 SH       SHARED                               17500
XILINX INC                   COM              983919101     2656.8    81000 SH  P    SHARED                     81000
XILINX INC                   COM              983919101    3609.12   110034 SH       SHARED    20                        110034
XILINX INC                   COM              983919101    5064.29   154399 SH       SHARED    01              154399
XILINX INC                   COM              983919101    5743.28   175100 SH  C    SHARED                    175100
XILINX INC                   SDCV  3.125% 3/1 983919AD3        0.7      600 PRN      SOLE               600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
XINYUAN REAL ESTATE CO LTD   SPONS ADR        98417P105       0.47      200 SH  C    SHARED                       200
XINYUAN REAL ESTATE CO LTD   SPONS ADR        98417P105       3.25     1385 SH       SHARED    01                1385
XL GROUP PLC                 SHS              G98290102       18.2      740 SH       SHARED    21                 740
XL GROUP PLC                 SHS              G98290102     120.54     4900 SH  P    SHARED                      4900
XL GROUP PLC                 SHS              G98290102     597.78    24300 SH       SHARED                               24300
XL GROUP PLC                 SHS              G98290102    1198.02    48700 SH  C    SHARED                     48700
XL GROUP PLC                 SHS              G98290102    1550.05    63010 SH       SHARED    01               63010
XL GROUP PLC                 SHS              G98290102     6285.5   255508 SH       SHARED                    255508
XOMA LTD                     SHS              G9825R206       0.09       33 SH       SHARED    01                  33
XOMA LTD                     SHS              G9825R206      13.67     4900 SH  C    SHARED                      4900
XOMA LTD                     SHS              G9825R206      20.09     7200 SH  P    SHARED                      7200
XOMA LTD                     SHS              G9825R206     204.54    73312 SH       SHARED                     73312
XUEDA ED GROUP               SPONSORED ADR    98418W109       4.64      485 SH       SOLE               485
XYRATEX LTD                  COM              G98268108       1.12      100 SH  P    SHARED                       100
XYRATEX LTD                  COM              G98268108      29.02     2600 SH  C    SHARED                      2600
XYRATEX LTD                  COM              G98268108     377.06    33787 SH       SHARED    01               33787
YADKIN VALLEY FINANCIAL CORP COM              984314104       0.75      334 SH       SHARED    01                 334
YAHOO INC                    COM              984332106       58.8     3525 SH       SHARED    20                          3525
YAHOO INC                    COM              984332106     1499.7    89910 SH       SHARED                               89910
YAHOO INC                    COM              984332106    5316.92   318760 SH       SHARED                    318760
YAHOO INC                    COM              984332106   11760.95   705093 SH       SHARED    01              705093
YAHOO INC                    COM              984332106   28682.93  1719600 SH  P    SHARED                   1719600
YAHOO INC                    COM              984332106   35977.09  2156900 SH  C    SHARED                   2156900
YAMANA GOLD INC              COM              98462Y100      28.76     2336 SH       SHARED    21                2336
YAMANA GOLD INC              COM              98462Y100     530.18    43069 SH       SHARED                               43069
YAMANA GOLD INC              COM              98462Y100    3853.03   313000 SH  C    SHARED                    313000
YAMANA GOLD INC              COM              98462Y100    4413.14   358500 SH  P    SHARED                    358500
YAMANA GOLD INC              COM              98462Y100   13545.05  1100329 SH       SHARED    01             1100329
YAMANA GOLD INC              COM              98462Y100   17117.18  1390510 SH       SHARED                   1390510
YANZHOU COAL MNG CO LTD      SPON ADR H SHS   984846105    1003.19    27659 SH       SHARED                     27659
YANZHOU COAL MNG CO LTD      SPON ADR H SHS   984846105    10514.2   289887 SH       SHARED    01              289887
YINGLI GREEN ENERGY HLDG CO  ADR              98584B103     866.56    67175 SH       SHARED    01               67175
YINGLI GREEN ENERGY HLDG CO  ADR              98584B103     926.08    71789 SH       SHARED                     71789
YINGLI GREEN ENERGY HLDG CO  ADR              98584B103    4030.61   312450 SH       SHARED                              312450
YM BIOSCIENCES INC           COM              984238105       6.07     2300 SH       SHARED    01                2300
YM BIOSCIENCES INC           COM              984238105     113.68    43061 SH       SHARED                     43061
YONGYE INTL INC              COM              98607B106      54.56     8900 SH  C    SHARED                      8900
YONGYE INTL INC              COM              98607B106      79.69    13000 SH       SHARED    01               13000
YONGYE INTL INC              COM              98607B106      81.53    13300 SH  P    SHARED                     13300
YONGYE INTL INC              COM              98607B106     361.93    59042 SH       SHARED                     59042
YORK WTR CO                  COM              987184108    1015.47    58327 SH       SHARED    01               58327
YOUKU COM INC                SPONSORED ADR    98742U100      62.43     1314 SH       SHARED    01                1314
YOUKU COM INC                SPONSORED ADR    98742U100     180.54     3800 SH  P    SHARED                      3800
YOUKU COM INC                SPONSORED ADR    98742U100      232.8     4900 SH  C    SHARED                      4900
YOUKU COM INC                SPONSORED ADR    98742U100     297.08     6253 SH       SHARED                      6253
YOUNG INNOVATIONS INC        COM              987520103     146.36     4661 SH       SHARED    01                4661
YPF SOCIEDAD ANONIMA         SPON ADR CL D    984245100      42.31      950 SH       SHARED    20                           950
YPF SOCIEDAD ANONIMA         SPON ADR CL D    984245100     292.76     6573 SH       SHARED                      6573
YRC WORLDWIDE INC            COM NEW          984249300       0.28      163 SH       SHARED    01                 163
YRC WORLDWIDE INC            COM NEW          984249300       8.87     5100 SH  P    SHARED                      5100
YRC WORLDWIDE INC            COM NEW          984249300      42.73    24555 SH       SHARED                     24555
YRC WORLDWIDE INC            COM NEW          984249300      65.42    37600 SH  C    SHARED                     37600
YUCHENG TECHNOLOGIES LTD     COM              G98777108       0.12       30 SH       SHARED    01                  30
YUM BRANDS INC               COM              988498101      36.33      707 SH       SHARED    21                 707
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
YUM BRANDS INC               COM              988498101     125.37     2440 SH       SHARED    20                          2440
YUM BRANDS INC               COM              988498101     1831.7    35650 SH       SHARED                               35650
YUM BRANDS INC               COM              988498101    6391.67   124400 SH  C    SHARED                    124400
YUM BRANDS INC               COM              988498101   13261.18   258100 SH  P    SHARED                    258100
YUM BRANDS INC               COM              988498101   22865.95   445036 SH       SHARED                    445036
YUM BRANDS INC               COM              988498101   61486.55  1196702 SH       SHARED    01             1196702
ZAGG INCORPORATED            COM              98884U108      52.57     7000 SH  P    SHARED                      7000
ZAGG INCORPORATED            COM              98884U108     122.41    16300 SH  C    SHARED                     16300
ZAGG INCORPORATED            COM              98884U108     312.78    41649 SH       SHARED                     41649
ZAGG INCORPORATED            COM              98884U108      759.4   101118 SH       SHARED    01              101118
ZALE CORP NEW                COM              988858106        0.8      200 SH  P    SOLE               200
ZALE CORP NEW                COM              988858106       10.5     2631 SH       SOLE              2631
ZALE CORP NEW                COM              988858106      15.16     3800 SH  C    SOLE              3800
ZALICUS INC                  COM              98887C105      12.15     5000 SH       SHARED    01                5000
ZBB ENERGY CORPORATION       COM              98876R204       4.29     3698 SH       SOLE              3698
ZEBRA TECHNOLOGIES CORP      CL A             989207105      10.48      267 SH       SHARED    01                 267
ZEBRA TECHNOLOGIES CORP      CL A             989207105    2296.64    58528 SH       SHARED                     58528
ZEP INC                      COM              98944B108     185.54    10657 SH       SOLE             10657
ZHONE TECHNOLOGIES INC NEW   COM NEW          98950P884        0.9      390 SH       SHARED    01                 390
ZHONE TECHNOLOGIES INC NEW   COM NEW          98950P884       7.16     3111 SH       SHARED                      3111
ZHONGPIN INC                 COM              98952K107      42.42     2800 SH  P    SHARED                      2800
ZHONGPIN INC                 COM              98952K107      46.97     3100 SH  C    SHARED                      3100
ZHONGPIN INC                 COM              98952K107     340.89    22501 SH       SHARED                     22501
ZHONGPIN INC                 COM              98952K107     558.64    36874 SH       SHARED    01               36874
ZIMMER HLDGS INC             COM              98956P102       5.21       86 SH       SHARED    21                  86
ZIMMER HLDGS INC             COM              98956P102     865.58    14300 SH       SHARED                               14300
ZIMMER HLDGS INC             COM              98956P102    3892.08    64300 SH  P    SHARED                     64300
ZIMMER HLDGS INC             COM              98956P102     4237.1    70000 SH  C    SHARED                     70000
ZIMMER HLDGS INC             COM              98956P102   11879.38   196256 SH       SHARED    01              196256
ZION OIL & GAS INC           COM              989696109       4.72      984 SH       SHARED    01                 984
ZION OIL & GAS INC           COM              989696109      92.49    19268 SH       SHARED                     19268
ZION OIL & GAS INC           *W EXP 01/31/201 989696117       0.08       20 SH       SOLE                20
ZION OIL & GAS INC           *W EXP 12/31/201 989696125       2.34     1113 SH       SOLE              1113
ZIONS BANCORPORATION         COM              989701107       8.02      348 SH       SHARED    20                           348
ZIONS BANCORPORATION         COM              989701107      12.11      525 SH       SHARED    21                 525
ZIONS BANCORPORATION         COM              989701107     905.11    39250 SH       SHARED    01               39250
ZIONS BANCORPORATION         COM              989701107    1425.11    61800 SH  C    SHARED                     61800
ZIONS BANCORPORATION         COM              989701107    1683.38    73000 SH  P    SHARED                     73000
ZIONS BANCORPORATION         COM              989701107    3631.77   157492 SH       SHARED                    157492
ZIOPHARM ONCOLOGY INC        COM              98973P101      31.25     5000 SH  P    SOLE              5000
ZIOPHARM ONCOLOGY INC        COM              98973P101     823.13   131700 SH  C    SOLE            131700
ZIPREALTY INC                COM              98974V107       0.58      200 SH       SHARED    01                 200
ZIPREALTY INC                COM              98974V107       5.25     1812 SH       SHARED                      1812
ZIX CORP                     COM              98974P100       0.37      100 SH  C    SHARED                       100
ZIX CORP                     COM              98974P100       22.2     6000 SH       SHARED    01                6000
ZOLL MED CORP                COM              989922109      16.31      364 SH       SHARED    21                 364
ZOLL MED CORP                COM              989922109      472.7    10549 SH       SHARED                     10549
ZOLL MED CORP                COM              989922109    2676.81    59737 SH       SHARED    01               59737
ZOLTEK COS INC               COM              98975W104       5.37      400 SH  P    SHARED                       400
ZOLTEK COS INC               COM              98975W104      67.15     5000 SH  C    SHARED                      5000
ZOLTEK COS INC               COM              98975W104     165.18    12299 SH       SHARED                     12299
ZOLTEK COS INC               COM              98975W104     931.32    69346 SH       SHARED    01               69346
ZOO ENTMT INC                COM NEW          98978F207       0.63      156 SH       SOLE               156
ZORAN CORP                   COM              98975F101       6.23      600 SH  C    SHARED                       600
</TABLE>

<PAGE>

<TABLE>
<S>                          <C>              <C>       <C>        <C>      <C> <C>  <C>    <C>   <C>       <C>       <C>
ZORAN CORP                   COM              98975F101      29.09     2800 SH       SHARED    01                2800
ZORAN CORP                   COM              98975F101     212.41    20444 SH       SHARED                     20444
ZUMIEZ INC                   COM              989817101      11.02      417 SH       SHARED    01                 417
ZUMIEZ INC                   COM              989817101      32.24     1220 SH       SHARED                      1220
ZUOAN FASHION LTD            SPONSORED ADR    98982X103      14.11     2042 SH       SOLE              2042
ZWEIG FD                     COM              989834106      47.47    13187 SH       SHARED    01               13187
ZWEIG TOTAL RETURN FD INC    COM              989837109       3.47     1000 SH       SHARED                      1000
ZWEIG TOTAL RETURN FD INC    COM              989837109     197.89    57030 SH       SHARED    01               57030
</TABLE>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>