-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NZ5udt6i9U9yNssl2FljgfddXAZkVky1qEvc6cAdwVApLDxdYmQU9icftKCXYRSL e2nQceGwkVjKJC3Gb6V3uA== 0000806085-08-000133.txt : 20080813 0000806085-08-000133.hdr.sgml : 20080813 20080813152939 ACCESSION NUMBER: 0000806085-08-000133 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080813 DATE AS OF CHANGE: 20080813 EFFECTIVENESS DATE: 20080813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LEHMAN BROTHERS HOLDINGS INC CENTRAL INDEX KEY: 0000806085 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 133216325 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03182 FILM NUMBER: 081013223 BUSINESS ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2125267000 MAIL ADDRESS: STREET 1: LEHMAN BROTHERS STREET 2: 745 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: SHEARSON LEHMAN HUTTON HOLDINGS INC DATE OF NAME CHANGE: 19901017 13F-HR 1 june13f.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 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: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019 Form 13F File Number: 28-3182 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: James J. Killerlane III Title: Vice President Phone: 212 526-1695 Signature, Place and Date of Signing: /s/ James J. Killerlane III New York, NY August 13, 2008 Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by another reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 2823 Form 13F Information Table Value Total 24,690,874 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28-1159 Lehman Brothers Inc. Please note that confidential information has been omitted from this report and filed separately with the Securities and Exchange Commission.
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ABB LTD ADR 000375204 25,067 885,144 SH DEFINED 1 885,144 0 0 ACERGY S A ADR 00443E104 639 28,720 SH DEFINED 1 28,720 0 0 AEGON NV ADR 007924103 480 36,679 SH DEFINED 1 36,679 0 0 AIRMEDIA GROUP INC ADR 009411109 16,787 1,162,540 SH DEFINED 1 1,162,540 0 0 ALCATEL-LUCENT ADR 013904305 1,842 305,087 SH DEFINED 1 305,087 0 0 ALLIANZ SE ADR 018805101 321 18,420 SH DEFINED 1 18,420 0 0 ALUMINA LTD ADR 022205108 260 14,386 SH DEFINED 1 14,386 0 0 ALUMINUM CORP CHINA LTD ADR 022276109 6,397 224,156 SH DEFINED 1 224,156 0 0 AMDOCS LIMITED ADR G02602103 1,200 40,809 SH DEFINED 1 40,809 0 0 AMERICA MOVIL S A B DE C V ADR 02364W105 32,315 612,623 SH DEFINED 1 612,623 0 0 ANGLO AMERICAN PLC ADR 03485P201 1,113 31,419 SH DEFINED 1 31,419 0 0 ANGLOGOLD ASHANTI LTD (NEW) ADR 035128206 14,393 424,087 SH DEFINED 1 424,087 0 0 ARCELORMITTAL SA LUXEMBOURG ADR 03938L104 48,364 488,186 SH DEFINED 1 488,186 0 0 ASML HOLDING N V ADR N07059186 5,469 224,140 SH DEFINED 1 224,140 0 0 AU OPTRONICS CORP ADR 002255107 2,267 143,122 SH DEFINED 1 143,122 0 0 AXA-UAP-SPONSORED ADR ADR 054536107 1,696 57,654 SH DEFINED 1 56,156 0 1,498 BAIDU.COM INC ADR 056752108 187,144 597,981 SH DEFINED 1 597,981 0 0 BANCO BILBAO VIZCAYA ADR 05946K101 1,719 90,667 SH DEFINED 1 90,667 0 0 BANCO BRADESCO S A ADR 059460303 25,570 1,249,793 SH DEFINED 1 1,249,793 0 0 BANCO ITAU HOLDING ADR 059602201 32,776 1,613,808 SH DEFINED 1 1,613,808 0 0 BANCO SANTANDER S A ADR 05964H105 303 16,702 SH DEFINED 1 16,702 0 0 BARCLAYS PLC-ADR ADR 06738E204 543 23,463 SH DEFINED 1 23,463 0 0 BHP BILLITON LTD ADR 088606108 182,910 2,147,083 SH DEFINED 1 2,147,083 0 0 BP P L C SPONSORED ADR ADR 055622104 4,629 66,547 SH DEFINED 1 66,547 0 0 BRITISH AMERICAN TOBACCO ADR 110448107 1,260 18,200 SH DEFINED 1 18,200 0 0 CADBURY PLC ADR 12721E102 558 11,100 SH DEFINED 1 11,100 0 0 CANON INC-ADR NEW ADR 138006309 644 12,586 SH DEFINED 1 12,586 0 0 CARNIVAL PLC ADR 14365C103 254 7,964 SH DEFINED 1 7,964 0 0 CEMEX S A B DE C V ADR 151290889 38,190 1,546,192 SH DEFINED 1 1,546,192 0 0 CEMIG (COMPANHIA ENERGETICA ADR 204409601 647 26,361 SH DEFINED 1 26,361 0 0 CGG VERITAS ADR 204386106 293 6,212 SH DEFINED 1 6,212 0 0 CHINA LIFE INSURANCE CO LTD ADR 16939P106 21,011 402,665 SH DEFINED 1 402,665 0 0 CHINA MED TECHNOLOGIES INC ADR 169483104 410 8,311 SH DEFINED 1 8,311 0 0 CHINA MOBILE LIMITED ADR 16941M109 8,280 123,688 SH DEFINED 1 123,688 0 0 CHINA PETE & CHEM CORP ADR 16941R108 2,458 26,462 SH DEFINED 1 26,462 0 0 CHINA UNICOM LTD ADR 16945R104 546 29,500 SH DEFINED 1 29,500 0 0 CHUNGHWA TELECOM CO LTD ADR 17133Q304 1,170 46,131 SH DEFINED 1 46,131 0 0 CNOOC LTD ADR 126132109 2,935 16,916 SH DEFINED 1 16,916 0 0 COMPANHIA DE BEBIDAS DAS ADR 20441W203 16,161 255,113 SH DEFINED 1 255,113 0 0 COMPANHIA DE SANEAMENTO ADR 20441A102 746 14,592 SH DEFINED 1 14,592 0 0 COMPANHIA PARANAENSE DE ADR 20441B407 704 34,742 SH DEFINED 1 34,742 0 0 COMPANHIA SIDERURGICA ADR 20440W105 22,338 502,995 SH DEFINED 1 502,995 0 0 COMPANHIA VALE DO RIO DOCE ADR 204412209 232,884 6,501,531 SH DEFINED 1 6,501,531 0 0 COMPANIA DE MINAS BUENAVEN- ADR 204448104 2,346 35,900 SH DEFINED 1 35,900 0 0 CREDIT SUISSE GROUP ADR 225401108 2,156 47,587 SH DEFINED 1 47,587 0 0 CTRIP.COM INTL LTD ADR 22943F100 105,285 2,299,812 SH DEFINED 1 2,299,812 0 0 DESARROLLADORA HOMEX SAB DE ADR 25030W100 363 6,200 SH DEFINED 1 6,200 0 0 DEUTSCHE TELEKOM AG ADR 251566105 1,350 82,517 SH DEFINED 1 82,517 0 0 DIAGEO PLC-SPONSORED ADR ADR 25243Q205 457 6,200 SH DEFINED 1 0 0 6,200 DR REDDYS LABS LTD ADR 256135203 2,864 183,642 SH DEFINED 1 183,642 0 0 E-HOUSE CHINA HLDG ADR 26852W103 313 27,600 SH DEFINED 1 27,600 0 0 ELAN CORP PLC-ADR ADR 284131208 4,165 117,183 SH DEFINED 1 117,183 0 0 EMBRAER-EMPRESA BRASILEIRA ADR 29081M102 1,172 44,236 SH DEFINED 1 44,236 0 0 ERICSSON L M TEL CO ADR 294821608 6,245 600,528 SH DEFINED 1 600,528 0 0 FLAMEL TECHNOLOGIES SA ADR 338488109 414 41,405 SH DEFINED 1 41,405 0 0 FOCUS MEDIA HLDG LTD ADR 34415V109 13,957 503,522 SH DEFINED 1 503,522 0 0 FOMENTO ECONOMICO MEXICANO ADR 344419106 16,753 368,135 SH DEFINED 1 368,135 0 0 FRESENIUS MEDICAL CARE AG ADR 358029106 444 8,095 SH DEFINED 1 8,095 0 0 GERDAU SA-SPONSORED ADR ADR 373737105 7,105 295,946 SH DEFINED 1 295,946 0 0 GLAXOSMITHKLINE PLC ADR 37733W105 2,103 47,559 SH DEFINED 1 47,559 0 0 GMARKET INC ADR 38012G100 22,640 1,104,407 SH DEFINED 1 1,104,407 0 0 GOLD FIELDS LTD NEW ADR 38059T106 22,382 1,769,369 SH DEFINED 1 1,769,369 0 0 GRUPO AEROPORTUARIO DEL ADR 400506101 385 13,139 SH DEFINED 1 13,139 0 0 GRUPO AEROPORTUARIO DEL ADR 40051E202 371 7,223 SH DEFINED 1 7,223 0 0 GRUPO FINANCIERO GALICIA SA ADR 399909100 109 22,037 SH DEFINED 1 22,037 0 0 GRUPO TELEVISA SA DE CV ADR 40049J206 3,594 152,184 SH DEFINED 1 152,184 0 0 HARMONY GOLD MINING CO LTD ADR 413216300 2,337 190,838 SH DEFINED 1 190,838 0 0 HDFC BK LTD ADR 40415F101 6,650 92,807 SH DEFINED 1 92,807 0 0 HELLENIC TELECOMMUNICATIONS ADR 423325307 150 12,637 SH DEFINED 1 12,637 0 0 HONDA MOTOR CO LTD-ADR NEW ADR 438128308 2,241 65,859 SH DEFINED 1 65,859 0 0 HSBC HOLDINGS PLC ADR 404280406 12,776 166,584 SH DEFINED 1 166,584 0 0 ICICI BANK LTD ADR 45104G104 19,713 685,445 SH DEFINED 1 685,445 0 0 ICON PLC-SPONSORED ADR ADR 45103T107 566 7,500 SH DEFINED 1 0 0 7,500 INFINEON TECHNOLOGIES AG ADR 45662N103 2,789 327,029 SH DEFINED 1 327,029 0 0 INFOSYS TECHNOLOGIES LTD ADR 456788108 42,901 987,144 SH DEFINED 1 987,144 0 0 JA SOLAR HLDGS CO LTD ADR 466090107 15,040 892,607 SH DEFINED 1 892,607 0 0 KONGZHONG CORP ADR 50047P104 66 17,740 SH DEFINED 1 17,740 0 0 KONINKLIJKE PHILIPS ELECTRS ADR 500472303 8,078 238,998 SH DEFINED 1 238,998 0 0 KOOKMIN BK NEW ADR 50049M109 665 11,371 SH DEFINED 1 11,371 0 0 KOREA ELECTRIC POWER CORP ADR 500631106 12,054 829,657 SH DEFINED 1 829,657 0 0 KUBOTA CORPORATION ADR 501173207 1,019 28,488 SH DEFINED 1 28,488 0 0 LAN AIRLINES S A ADR 501723100 465 45,418 SH DEFINED 1 45,418 0 0 LDK SOLAR CO LTD ADR 50183L107 3,681 97,192 SH DEFINED 1 97,192 0 0 MAHANAGAR TEL NIGAM LTD ADR 559778402 819 192,374 SH DEFINED 1 192,374 0 0 MATSUSHITA ELECTRIC ADR 576879209 555 25,929 SH DEFINED 1 25,929 0 0 MECHEL OAO ADR 583840103 6,153 124,215 SH DEFINED 1 124,215 0 0 MELCO CROWN ENTERTAINMENT ADR 585464100 2,226 238,867 SH DEFINED 1 238,867 0 0 MINDRAY MED INTL LTD ADR 602675100 517 13,861 SH DEFINED 1 13,861 0 0 MITSUBISHI UFJ FINL GROUP ADR 606822104 310 35,237 SH DEFINED 1 35,237 0 0 MIZUHO FINL GROUP INC ADR 60687Y109 2,781 300,000 SH DEFINED 1 300,000 0 0 MOBILE TELESYSTEMS OJSC ADR 607409109 9,465 123,555 SH DEFINED 1 123,555 0 0 NATIONAL BK OF GREECE S A ADR 633643408 96 10,753 SH DEFINED 1 10,753 0 0 NETEASE.COM INC ADR 64110W102 252 11,573 SH DEFINED 1 11,573 0 0 NEW ORIENTAL EDUCATION AND ADR 647581107 2,096 35,892 SH DEFINED 1 35,892 0 0 NICE SYSTEMS LTD ADR 653656108 251 8,499 SH DEFINED 1 8,499 0 0 NIDEC CORP ADR 654090109 327 19,676 SH DEFINED 1 19,676 0 0 NOKIA CORPORATION ADR 654902204 33,864 1,382,240 SH DEFINED 1 1,382,240 0 0 NOVARTIS AG-SPONSORED ADR ADR 66987V109 4,022 73,080 SH DEFINED 1 73,080 0 0 NOVO NORDISK A/S-ADR ADR 670100205 418 6,340 SH DEFINED 1 6,340 0 0 O2MICRO INTERNATIONAL ADR 67107W100 343 51,718 SH DEFINED 1 51,718 0 0 OPEN JT STK CO-VIMPEL ADR 68370R109 15,554 524,076 SH DEFINED 1 524,076 0 0 PATNI COMPUTER SYSTEMS ADR 703248203 108 10,761 SH DEFINED 1 10,761 0 0 PETROCHINA CO ADS EACH REPR ADR 71646E100 7,232 56,124 SH DEFINED 1 56,124 0 0 PETROLEO BRASILEIRO SA ADR 71654V101 3,979 68,672 SH DEFINED 1 68,672 0 0 PETROLEO BRASILEIRO SA ADR 71654V408 120,668 1,703,640 SH DEFINED 1 1,703,640 0 0 PHILIPPINE LONG DISTANCE ADR 718252604 311 5,832 SH DEFINED 1 5,832 0 0 POSCO ADR 693483109 1,927 14,855 SH DEFINED 1 14,855 0 0 RANDGOLD RESOURCES LTD ADR 752344309 5,113 110,732 SH DEFINED 1 110,732 0 0 REPSOL YPF SA ADR 76026T205 974 24,825 SH DEFINED 1 24,825 0 0 RIO TINTO PLC ADR 767204100 11,970 24,182 SH DEFINED 1 24,182 0 0 ROSTELECOM LONG DISTANCE ADR 778529107 245 3,383 SH DEFINED 1 3,383 0 0 ROYAL BK SCOTLAND GROUP PLC ADR 780097721 164 38,288 SH DEFINED 1 38,288 0 0 ROYAL DUTCH SHELL PLC ADR 780259206 5,102 62,445 SH DEFINED 1 62,445 0 0 RYANAIR HOLDINGS PLC ADR 783513104 423 14,781 SH DEFINED 1 14,781 0 0 SANOFI AVENTIS ADR 80105N105 11,255 338,716 SH DEFINED 1 338,716 0 0 SAP AKTIENGESELLSCHAFT ADR 803054204 35,651 684,168 SH DEFINED 1 684,168 0 0 SASOL LTD-SPONSORED ADR ADR 803866300 2,610 44,284 SH DEFINED 1 44,284 0 0 SATYAM COMPUTER SVCS LTD ADR 804098101 3,358 136,988 SH DEFINED 1 136,988 0 0 SHANDA INTERACTIVE ADR 81941Q203 794 29,269 SH DEFINED 1 29,269 0 0 SHIRE LIMITED ADR 82481R106 11,862 241,458 SH DEFINED 1 241,458 0 0 SIEMENS A G ADR 826197501 1,549 14,066 SH DEFINED 1 14,066 0 0 SILICONWARE PRECISION INDS ADR 827084864 382 52,336 SH DEFINED 1 52,336 0 0 SIMS GROUP LTD ADR 829160100 353 8,872 SH DEFINED 1 8,872 0 0 SOLARFUN PWR HLDGS CO LTD ADR 83415U108 5,645 322,598 SH DEFINED 1 322,598 0 0 SONY CORP-ADR NEW ADR 835699307 1,495 34,181 SH DEFINED 1 34,181 0 0 STERLITE INDUSTRIES INDIA ADR 859737207 5,127 322,457 SH DEFINED 1 322,457 0 0 STMICROELECTRONICS N V ADR 861012102 347 33,633 SH DEFINED 1 33,633 0 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 12,457 332,562 SH DEFINED 1 332,562 0 0 SYNGENTA AG ADR 87160A100 333 5,162 SH DEFINED 1 5,162 0 0 TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 3,019 276,726 SH DEFINED 1 276,726 0 0 TATA MOTORS LTD ADR 876568502 19,621 1,952,434 SH DEFINED 1 1,952,434 0 0 TDK CORP-AMERICAN DEP SHS- ADR 872351408 1,080 18,000 SH DEFINED 1 18,000 0 0 TELECOM ITALIA S P A NEW ADR 87927Y102 217 10,913 SH DEFINED 1 10,913 0 0 TELEFONOS DE MEXICO SADE ADR 879403780 2,204 93,096 SH DEFINED 1 93,096 0 0 TELMEX INTERNACIONAL SAB ADR 879690105 724 44,988 SH DEFINED 1 44,988 0 0 TENARIS SA ADR 88031M109 1,700 22,826 SH DEFINED 1 22,826 0 0 TEVA PHARMACEUTICAL ADR 881624209 2,966 64,768 SH DEFINED 1 52,268 0 12,500 THOMSON ADR 885118109 176 34,391 SH DEFINED 1 34,391 0 0 TIM PARTICIPACOES S A ADR 88706P106 478 16,836 SH DEFINED 1 16,836 0 0 TOTAL S.A. ADR 89151E109 10,621 124,562 SH DEFINED 1 124,562 0 0 TURKCELL ILETISIM ADR 900111204 580 39,900 SH DEFINED 1 39,900 0 0 ULTRAPAR PARTICIPACOES S A ADR 90400P101 203 5,342 SH DEFINED 1 5,342 0 0 UNIBANCO-UNIAO DE BANCOS ADR 90458E107 16,780 132,200 SH DEFINED 1 132,200 0 0 UNILEVER N V ADR 904784709 586 20,645 SH DEFINED 1 20,645 0 0 VISIONCHINA MEDIA INC ADR 92833U103 458 28,894 SH DEFINED 1 28,894 0 0 VIVO PARTICIPACOES S A ADR 92855S101 431 67,800 SH DEFINED 1 67,800 0 0 VODAFONE GROUP PLC ADR 92857W209 50,233 1,705,144 SH DEFINED 1 1,705,144 0 0 VOTORANTIM CELULOSE E PAPEL ADR 92906P106 403 15,100 SH DEFINED 1 15,100 0 0 WIMM BILL DANN FOODS OJSC ADR 97263M109 2,645 25,142 SH DEFINED 1 25,142 0 0 WIPRO LTD-ADR ADR 97651M109 904 74,300 SH DEFINED 1 74,300 0 0 WUXI PHARMATECH CAYMAN INC ADR 929352102 1,200 59,160 SH DEFINED 1 59,160 0 0 YANZHOU COAL MINING CO LTD ADR 984846105 264 2,839 SH DEFINED 1 2,839 0 0 ADC TELECOMMUNICATIONS INC CBONDCNV 000886AE1 1,316 1,300,000 PRN DEFINED 1 1,300,000 0 0 ADVANCED MICRO DEVICES INC CBONDCNV 007903AN7 161,302 8,013,016 SH DEFINED 1 8,013,016 0 0 ADVANCED MICRO DEVICES INC CBONDCNV 007903AL1 986 35,114 SH DEFINED 1 35,114 0 0 AFFYMETRIX INC CBONDCNV 00826TAG3 406 500,000 PRN DEFINED 1 500,000 0 0 AGERE SYSTEMS INC CBONDCNV 00845VAA8 39 39,000 PRN DEFINED 1 39,000 0 0 ALZA CORP CBONDCNV 02261WAB5 51 57,000 PRN DEFINED 1 57,000 0 0 AMAZON COM INC CBONDCNV 023135AF3 3,073 2,872,000 PRN DEFINED 1 2,872,000 0 0 AMDOCS LTD CBONDCNV 02342TAD1 781 797,000 PRN DEFINED 1 797,000 0 0 AMGEN INC CBONDCNV 031162AN0 18,150 20,000,000 PRN DEFINED 1 20,000,000 0 0 AMGEN INC NT ZER CV 32 CBONDCNV 031162AL4 99 150,000 PRN DEFINED 1 150,000 0 0 AMGEN INC SR CV 0.375%13 CBONDCNV 031162AQ3 8,750 10,058,000 PRN DEFINED 1 10,058,000 0 0 AMYLIN PHARMACEUTICALS INC CBONDCNV 032346AF5 10,627 13,000,000 PRN DEFINED 1 13,000,000 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAK7 40,145 20,899,000 PRN DEFINED 1 20,899,000 0 0 ARCHER DANIELS MIDLAND CO CBONDCNV 039483AW2 10,062 10,000,000 PRN DEFINED 1 10,000,000 0 0 ATHEROGENICS INC CBONDCNV 047439AD6 396 6,101,000 PRN DEFINED 1 6,101,000 0 0 BECKMAN COULTER INC CBONDCNV 075811AD1 735 665,000 PRN DEFINED 1 665,000 0 0 BEST BUY INC CBONDCNV 086516AF8 218 210,000 PRN DEFINED 1 210,000 0 0 BIOMARIN PHARMACEUTICAL INC CBONDCNV 09061GAC5 47 25,000 PRN DEFINED 1 25,000 0 0 BOSTON PPTYS LTD PARTNERSHIP CBONDCNV 10112RAG9 47 43,000 PRN DEFINED 1 43,000 0 0 CADENCE DESIGN SYSTEM INC SR N CBONDCNV 127387AD0 154 180,000 PRN DEFINED 1 180,000 0 0 CADENCE DESIGN SYSTEM INC SR N CBONDCNV 127387AF5 1,049 1,298,000 PRN DEFINED 1 1,298,000 0 0 CAL DIVE INTL INC CBONDCNV 127914AB5 10,855 7,410,000 PRN DEFINED 1 7,410,000 0 0 CAMERON INTL CORP CBONDCNV 13342BAB1 106 63,000 PRN DEFINED 1 63,000 0 0 CARNIVAL CORP CBONDCNV 143658AN2 38 38,000 PRN DEFINED 1 38,000 0 0 CARNIVAL CORP CBONDCNV 143658AV4 1,905 3,000,000 PRN DEFINED 1 3,000,000 0 0 CHENIERE ENERGY INC CBONDCNV 16411RAE9 7 14,000 PRN DEFINED 1 14,000 0 0 CHESAPEAKE ENERGY CORP CBONDCNV 165167CA3 5,118 5,000,000 PRN DEFINED 1 5,000,000 0 0 CHESAPEAKE ENERGY CORP CBONDCNV 165167BZ9 3,018 2,805,000 PRN DEFINED 1 2,805,000 0 0 CHURCH & DWIGHT INC CBONDCNV 171340AC6 38 21,000 PRN DEFINED 1 21,000 0 0 CIENA CORP CBONDCNV 171779AB7 826 1,000,000 PRN DEFINED 1 1,000,000 0 0 COMPUTER ASSOCIATES INTL INC CBONDCNV 204912AQ2 212 171,000 PRN DEFINED 1 171,000 0 0 COUNTRYWIDE FINL CORP CBONDCNV 222372AN4 33,618 34,883,000 PRN DEFINED 1 34,883,000 0 0 COVANTA HOLDING CORPORATION CBONDCNV 22282EAA0 394 372,000 PRN DEFINED 1 372,000 0 0 CSG SYS INTL INC CBONDCNV 126349AB5 3,691 4,441,000 PRN DEFINED 1 4,441,000 0 0 CUBIST PHARMACEUTICALS INC CBONDCNV 229678AC1 1,323 1,500,000 PRN DEFINED 1 1,500,000 0 0 DECODE GENETICS INC CBONDCNV 243586AB0 7,220 22,565,000 PRN DEFINED 1 22,565,000 0 0 DOMINION RES INC VA NEW CBONDCNV 25746UAT6 1,603 1,250,000 PRN DEFINED 1 1,250,000 0 0 ELECTRONIC DATA SYS CORP CBONDCNV 285661AF1 196 197,000 PRN DEFINED 1 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5,841 1,925,681 SH DEFINED 1 1,925,681 0 0 STANDARD REGISTER CO COMMON 853887107 98 10,414 SH DEFINED 1 10,414 0 0 STANLEY WORKS COMMON 854616109 2,618 58,415 SH DEFINED 1 58,415 0 0 STAPLES INC COMMON 855030102 29,808 1,255,102 SH DEFINED 1 1,255,102 0 0 STAR SCIENTIFIC INC COMMON 85517P101 71 59,300 SH DEFINED 1 59,300 0 0 STARBUCKS CORP COMMON 855244109 23,835 1,514,316 SH DEFINED 1 1,514,316 0 0 STARENT NETWORKS CORP COMMON 85528P108 1,819 144,399 SH DEFINED 1 144,399 0 0 STARWOOD HOTELS & RESORTS COMMON 85590A401 13,013 324,762 SH DEFINED 1 324,762 0 0 STATE AUTO FINANCIAL CORP COMMON 855707105 1,215 50,797 SH DEFINED 1 11,936 0 38,861 STATE BANCORP INC-N.Y. 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1 104,672 0 0 STONE ENERGY CORP COMMON 861642106 1,543 23,419 SH DEFINED 1 23,419 0 0 STRAYER EDUCATION INC COMMON 863236105 2,364 11,312 SH DEFINED 1 11,312 0 0 STRYKER CORP COMMON 863667101 13,674 217,465 SH DEFINED 1 217,465 0 0 STUDENT LOAN CORP COMMON 863902102 982 10,014 SH DEFINED 1 1,968 0 8,046 SUCCESSFACTORS INC COMMON 864596101 465 42,507 SH DEFINED 1 42,507 0 0 SULPHCO INC COMMON 865378103 76 33,507 SH DEFINED 1 33,507 0 0 SUN HEALTHCARE GROUP INC COMMON 866933401 9,307 695,085 SH DEFINED 1 695,085 0 0 SUN LIFE FINANCIAL INC COMMON 866796105 716 17,500 SH DEFINED 1 17,500 0 0 SUN MICROSYSTEMS INC COMMON 866810203 6,012 552,597 SH DEFINED 1 552,472 0 125 SUNCOR ENERGY INC COMMON 867229106 116,933 2,011,926 SH DEFINED 1 2,007,806 0 4,120 SUNOCO INC COMMON 86764P109 10,203 250,770 SH DEFINED 1 250,770 0 0 SUNPOWER CORP COMMON 867652109 13,777 191,399 SH DEFINED 1 191,399 0 0 SUNRISE SENIOR LIVING INC COMMON 86768K106 2,779 123,659 SH DEFINED 1 59,852 0 63,807 SUNTRUST BANKS INC COMMON 867914103 29,008 800,884 SH DEFINED 1 800,884 0 0 SUPER MICRO COMPUTER INC COMMON 86800U104 101 13,791 SH DEFINED 1 13,791 0 0 SUPERGEN INC COMMON 868059106 908 442,787 SH DEFINED 1 442,787 0 0 SUPERIOR BANCORP COMMON 86806M205 864 101,787 SH DEFINED 1 101,787 0 0 SUPERIOR ENERGY SERVICES INC COMMON 868157108 5,166 93,690 SH DEFINED 1 93,690 0 0 SUPERIOR WELL SVCS INC COMMON 86837X105 229 7,238 SH DEFINED 1 7,238 0 0 SUPERVALU INC COMMON 868536103 13,423 434,573 SH DEFINED 1 434,573 0 0 SUPPORTSOFT INC COMMON 868587106 156 48,239 SH DEFINED 1 48,239 0 0 SURMODICS INC COMMON 868873100 505 11,276 SH DEFINED 1 11,276 0 0 SUSQUEHANNA BANCSHARES INC-PA COMMON 869099101 630 46,034 SH DEFINED 1 46,034 0 0 SUSSER HOLDINGS CORP COMMON 869233106 98 10,201 SH DEFINED 1 10,201 0 0 SUTOR TECHNOLOGY GROUP LIMI COMMON 869362103 138 19,623 SH DEFINED 1 19,623 0 0 SVB FINANCIAL GROUP COMMON 78486Q101 1,145 23,815 SH DEFINED 1 23,815 0 0 SWIFT ENERGY CO COMMON 870738101 3,291 49,824 SH 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SYNTAX BRILLIAN CORPORATION COMMON 87163L103 694 1,334,221 SH DEFINED 1 1,334,221 0 0 SYNTEL INC COMMON 87162H103 205 6,087 SH DEFINED 1 6,087 0 0 SYNTHESIS ENERGY SYSTEMS INC COMMON 871628103 165 18,398 SH DEFINED 1 18,398 0 0 SYNTROLEUM CORP COMMON 871630109 22 13,217 SH DEFINED 1 13,217 0 0 SYSCO CORP COMMON 871829107 25,117 913,046 SH DEFINED 1 913,046 0 0 SYSTEMAX INC COMMON 871851101 253 14,383 SH DEFINED 1 14,383 0 0 T-3 ENERGY SERVICES INC COMMON 87306E107 1,733 21,817 SH DEFINED 1 21,817 0 0 TAIWAN FUND INC COMMON 874036106 468 30,122 SH DEFINED 1 30,122 0 0 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 12,168 475,871 SH DEFINED 1 475,871 0 0 TALBOTS INC COMMON 874161102 3,581 309,027 SH DEFINED 1 309,027 0 0 TALEO CORP COMMON 87424N104 966 49,353 SH DEFINED 1 49,353 0 0 TALISMAN ENERGY INC COMMON 87425E103 5,233 236,505 SH DEFINED 1 236,505 0 0 TANZANIAN ROYALTY COMMON 87600U104 69 14,642 SH DEFINED 1 14,642 0 0 TARGA RES PARTNERS LP COMMON 87611X105 17,059 740,100 SH 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TELECOMMUNICATIONS SYSTEMS INC COMMON 87929J103 169 36,530 SH DEFINED 1 36,530 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 1,572 32,230 SH DEFINED 1 10,264 0 21,966 TELEFLEX INC COMMON 879369106 563 10,129 SH DEFINED 1 10,129 0 0 TELEPHONE & DATA SYSTEMS INC COMMON 879433100 1,342 28,406 SH DEFINED 1 28,406 0 0 TELEPHONE AND DATA SYSTEMS COMMON 879433860 303 6,873 SH DEFINED 1 6,873 0 0 TELETECH HOLDINGS INC COMMON 879939106 831 41,667 SH DEFINED 1 41,667 0 0 TELIK INC COMMON 87959M109 31 26,039 SH DEFINED 1 26,039 0 0 TELLABS INC COMMON 879664100 722 155,473 SH DEFINED 1 155,473 0 0 TEMPLE INLAND INC COMMON 879868107 2,660 236,050 SH DEFINED 1 236,050 0 0 TEMPLETON RUSSIA AND EAST COMMON 88022F105 581 10,000 SH DEFINED 1 10,000 0 0 TEMPUR PEDIC INTERNATIONAL INC COMMON 88023U101 2,073 265,419 SH DEFINED 1 265,419 0 0 TENET HEALTHCARE CORP COMMON 88033G100 6,905 1,242,042 SH DEFINED 1 1,242,042 0 0 TENNECO INC COMMON 880349105 1,355 100,169 SH DEFINED 1 100,169 0 0 TERADATA CORP 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