-----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, PCx5lYccJaj1FsWhB5PhnacGAllv27I/onwkibxwqOlDaGqW9AaKO30oX5oMF27n BkD1i3krVppXyKqxiBUavw== 0000831001-07-000157.txt : 20070515 0000831001-07-000157.hdr.sgml : 20070515 20070515145735 ACCESSION NUMBER: 0000831001-07-000157 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070515 DATE AS OF CHANGE: 20070515 EFFECTIVENESS DATE: 20070515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP INC CENTRAL INDEX KEY: 0000831001 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 521568099 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02427 FILM NUMBER: 07852245 BUSINESS ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 BUSINESS PHONE: 2125591000 MAIL ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS GROUP INC DATE OF NAME CHANGE: 19950519 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS INC DATE OF NAME CHANGE: 19940103 FORMER COMPANY: FORMER CONFORMED NAME: PRIMERICA CORP /NEW/ DATE OF NAME CHANGE: 19920703 13F-HR 1 hr_citigroup033107.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2007 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: Citigroup Inc. Address: 399 Park Avenue New York, New York 10043 Form 13F File Number: 28-2427 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Riqueza V. Feaster Title: Assistant Secretary Phone: (212) 559-1000 Signature, Place, and Date of Signing: /s/ Riqueza V. Feaster New York, New York May 15, 2007 Report Type (Check only one.): { X } 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) { } 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) { } 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 38 Form 13F Information Table Entry Total: 14,456 Form 13F Information Table Value Total: $176,004,727,389 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. Form 13F No. File Number Name --- ------------- ---- 01 28-10815 Acciones y Valores Banamex, S.A. de C.V., Casa de Bolsa, Integrante del Grupo Financiero Banamex 02 28-10818 Citi Overseas Investments Bahamas Inc. 03 28-4289 Citibank (Switzerland) 04 28-6215 Citibank Canada 05 28-5347 Citibank Overseas Investment Corporation 06 28-4287 Citibank, N.A. 07 28-10819 Citicorp (Mexico) Holdings LLC 08 28-4349 Citicorp Banking Corporation 09 28-10814 Citicorp Deutschland GmbH 10 28-11520 Citicorp Holdings Inc. 11 28-12382 Citicorp Trust, National Association 12 28-10072 Citicorp Trust Bank, fsb 13 28-10293 Citigroup Alternative Investments LLC 14 28-11547 Citigroup Derivatives Markets Inc. 15 28-1114 Citigroup Financial Products Inc. 16 28-11201 Citigroup Global Markets (International) Finance AG 17 28-10817 Citigroup Global Markets Deutschland AG & Co. KGaA 18 28-4305 Citigroup Global Markets Europe Limited 19 28-10821 Citigroup Global Markets Finance Corporation & Co. beschrankt haftende KG 20 28-12380 Citigroup Global Markets Finance LLC 21 28-11199 Citigroup Global Markets Financial Products LLC 22 28-11200 Citigroup Global Markets Holdings GmbH 23 28-1109 Citigroup Global Markets Holdings Inc. 24 28-541 Citigroup Global Markets Inc. 25 28-4311 Citigroup Global Markets International LLC 26 28-4309 Citigroup Global Markets Limited 27 28-11707 Citigroup Global Markets Management AG 28 28-6229 Citigroup Global Markets U.K. Equity Limited 29 28-5476 Citigroup Institutional Trust Company 30 28-10295 Citigroup Investments Inc. 31 28-11205 Citigroup Venture Capital Equity Partners, L.P. 32 28-11206 Citigroup Venture Capital GP Holdings, Ltd. 33 28-10071 Court Square Capital Limited 34 28-11207 CVC Partners, LLC 35 28-10816 Grupo Financiero Banamex, S.A. de C.V. 36 28-10822 Impulsora de Fondos Banamex, S.A. de C.V., Sociedad Operadora de Sociedades de Inversion 37 28-12381 Phibro LLC 38 28-4325 Tribeca Global Management LLC
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - -------------------- ----------- --------- -------- --------- --- ---- ------- ----------------------- --------- --------- --------- DAIMLERCHRYSLER AG ORD D1668R123 8050 98396 SH DEFINED 3,8 0 0 98396 DAIMLERCHRYSLER AG ORD D1668R123 7260 88745 SH DEFINED 6,10 22861 0 65884 DAIMLERCHRYSLER AG ORD D1668R123 1892 23127 SH DEFINED 5,6,10 0 23127 0 DAIMLERCHRYSLER AG ORD D1668R123 39884 487524 SH DEFINED 15,23,24 475877 0 11647 DAIMLERCHRYSLER AG ORD D1668R123 489024 5977558 SH DEFINED 15,18,23,25,26 5977558 0 0 DAIMLERCHRYSLER AG ORD D1668R123 283525 3465654 SH DEFINED 2,5,6,9-10,17,19,20,27 3465654 0 0 DAIMLERCHRYSLER AG ORD D1668R123 14448 176600 SH CALL DEFINED 14,15,23 176600 0 0 DAIMLERCHRYSLER AG ORD D1668R123 621741 7599821 SH CALL DEFINED 15,18,23,25,26 7599821 0 0 DAIMLERCHRYSLER AG ORD D1668R123 9155 111900 SH PUT DEFINED 14,15,23 111900 0 0 DAIMLERCHRYSLER AG ORD D1668R123 82 1000 SH PUT DEFINED 15,23,24 1000 0 0 DAIMLERCHRYSLER AG ORD D1668R123 682969 8348228 SH PUT DEFINED 15,18,23,25,26 8348228 0 0 DEUTSCHE BANK AG NAM ORD D18190898 7028 52239 SH DEFINED 3,8 0 0 52239 DEUTSCHE BANK AG NAM ORD D18190898 6437 47844 SH DEFINED 6,10 7613 0 40231 DEUTSCHE BANK AG NAM ORD D18190898 369 2740 SH DEFINED 30,38 2740 0 0 DEUTSCHE BANK AG NAM ORD D18190898 3161 23496 SH DEFINED 5,6,10 0 23496 0 DEUTSCHE BANK AG NAM ORD D18190898 3472 25810 SH DEFINED 15,23,24 19032 0 6778 DEUTSCHE BANK AG NAM ORD D18190898 189588 1409157 SH DEFINED 15,18,23,25,26 1409157 0 0 DEUTSCHE BANK AG NAM ORD D18190898 634319 4714721 SH DEFINED 2,5,6,9-10,17,19,20,27 4714721 0 0 DEUTSCHE BANK AG NAM ORD D18190898 619767 4606562 SH CALL DEFINED 15,18,23,25,26 4606562 0 0 DEUTSCHE BANK AG NAM ORD D18190898 3355796 24942737 SH PUT DEFINED 15,18,23,25,26 24942737 0 0 ACE LTD ORD G0070K103 673 11800 SH DEFINED 29 11800 0 0 ACE LTD ORD G0070K103 3343 58584 SH DEFINED 6,10 58584 0 0 ACE LTD ORD G0070K103 1484 26000 SH DEFINED 15,23 26000 0 0 ACE LTD ORD G0070K103 3464 60712 SH DEFINED 30,38 60712 0 0 ACE LTD ORD G0070K103 12027 210769 SH DEFINED 15,23,24 187737 0 23032 ACE LTD ORD G0070K103 6 100 SH CALL DEFINED 15,23,24 100 0 0 AIRCASTLE LTD COM G0129K104 7 185 SH DEFINED 6,10 185 0 0 AIRCASTLE LTD COM G0129K104 5317 150287 SH DEFINED 15,23,24 132982 0 17305 ALLIED WRLD ASSUR CO SHS G0219G203 9 215 SH DEFINED 3,8 0 0 215 ALLIED WRLD ASSUR CO SHS G0219G203 8858 207200 SH DEFINED 30,38 207200 0 0 ALLIED WRLD ASSUR CO SHS G0219G203 3578 83687 SH DEFINED 15,23,24 59307 0 24380 AMDOCS LTD ORD G02602103 751 20600 SH DEFINED 29 20600 0 0 AMDOCS LTD ORD G02602103 1431 39221 SH DEFINED 6,10 39221 0 0 AMDOCS LTD ORD G02602103 15 400 SH DEFINED 6,10,11 400 0 0 AMDOCS LTD ORD G02602103 879 24100 SH DEFINED 14,15,23 24100 0 0 AMDOCS LTD ORD G02602103 19615 537683 SH DEFINED 15,23,24 465076 0 72607 AMDOCS LTD ORD G02602103 73 2000 SH DEFINED 15,18,23,25,26 2000 0 0 AMDOCS LTD ORD G02602103 2189 60000 SH CALL DEFINED 14,15,23 60000 0 0 AMDOCS LTD ORD G02602103 3644 99900 SH PUT DEFINED 14,15,23 99900 0 0 AMERICAN SAFETY INS ORD G02995101 267 14010 SH DEFINED 15,23,24 11830 0 2180 APEX SILVER MINES LT ORD G04074103 234 18153 SH DEFINED 6,10 18153 0 0 APEX SILVER MINES LT ORD G04074103 232 18000 SH DEFINED 30,38 18000 0 0 APEX SILVER MINES LT ORD G04074103 35 2700 SH DEFINED 5,6,10 0 2700 0 APEX SILVER MINES LT ORD G04074103 1152 89225 SH DEFINED 14,15,23 89225 0 0 APEX SILVER MINES LT ORD G04074103 78 6032 SH DEFINED 15,23,24 6032 0 0 APEX SILVER MINES LT ORD G04074103 2699 209100 SH CALL DEFINED 14,15,23 209100 0 0 APEX SILVER MINES LT ORD G04074103 1712 132600 SH PUT DEFINED 14,15,23 132600 0 0 ARCH CAP GROUP LTD ORD G0450A105 25 360 SH DEFINED 6,10 360 0 0 ARCH CAP GROUP LTD ORD G0450A105 300 4402 SH DEFINED 30,38 4402 0 0 ARCH CAP GROUP LTD ORD G0450A105 16973 248832 SH DEFINED 15,23,24 195635 0 53197 ARIES MARITIME TRNSP SHS G0474B105 525 63976 SH DEFINED 15,23,24 24180 0 39796 ARLINGTON TANKERS LT COM G04899103 61 2550 SH DEFINED 29 2550 0 0 ARLINGTON TANKERS LT COM G04899103 23 965 SH DEFINED 6,10 965 0 0 ARLINGTON TANKERS LT COM G04899103 9 375 SH DEFINED 5,6,10 0 375 0 ARLINGTON TANKERS LT COM G04899103 233 9759 SH DEFINED 15,23,24 6056 0 3703 ASPEN INSURANCE HOLD SHS G05384105 75 2875 SH DEFINED 6,10 2875 0 0 ASPEN INSURANCE HOLD SHS G05384105 10 400 SH DEFINED 5,6,10 0 400 0 ASPEN INSURANCE HOLD SHS G05384105 1311 50035 SH DEFINED 15,23,24 37415 0 12620 ASSURED GUARANTY LTD COM G0585R106 544 19900 SH DEFINED 29 19900 0 0 ASSURED GUARANTY LTD COM G0585R106 3402 124524 SH DEFINED 15,23,24 111059 0 13465 AXIS CAPITAL HOLDING SHS G0692U109 1407 41559 SH DEFINED 6,10 41559 0 0 AXIS CAPITAL HOLDING SHS G0692U109 924 27300 SH DEFINED 30,38 27300 0 0 AXIS CAPITAL HOLDING SHS G0692U109 10312 304550 SH DEFINED 15,23,24 304550 0 0 ACCENTURE LTD BERMUD CL A G1150G111 3953 102580 SH DEFINED 6,10 102580 0 0 ACCENTURE LTD BERMUD CL A G1150G111 1679 43560 SH DEFINED 6,10,11 41985 0 1575 ACCENTURE LTD BERMUD CL A G1150G111 7129 184989 SH DEFINED 15,23,24 155951 0 29038 ACCENTURE LTD BERMUD CL A G1150G111 809 21000 SH CALL DEFINED 14,15,23 21000 0 0 ACCENTURE LTD BERMUD CL A G1150G111 1168 30300 SH PUT DEFINED 14,15,23 30300 0 0 BUNGE LIMITED COM G16962105 6165 74977 SH DEFINED 6,10 74977 0 0 BUNGE LIMITED COM G16962105 8 100 SH DEFINED 6,10,11 100 0 0 BUNGE LIMITED COM G16962105 123329 1499985 SH DEFINED 15,23,24 1388012 0 111972 BUNGE LIMITED COM G16962105 80 976 SH DEFINED 15,18,23,25,26 976 0 0 BUNGE LIMITED COM G16962105 16444 200000 SH CALL DEFINED 6,10 200000 0 0 BUNGE LIMITED COM G16962105 27387 333100 SH CALL DEFINED 14,15,23 333100 0 0 BUNGE LIMITED COM G16962105 18031 219300 SH PUT DEFINED 14,15,23 219300 0 0 BUNGE LIMITED COM G16962105 66 800 SH PUT DEFINED 15,23,24 800 0 0 CENTRAL EUROPEAN MED CL A NEW G20045202 14125 159700 SH DEFINED 15,23 159700 0 0 CENTRAL EUROPEAN MED CL A NEW G20045202 1928 21803 SH DEFINED 15,23,24 21573 0 230 CENTRAL EUROPEAN MED CL A NEW G20045202 53322 602850 SH DEFINED 15,18,23,25,26 602850 0 0 CENTRAL EUROPEAN MED CL A NEW G20045202 3839 43400 SH CALL DEFINED 15,23,24 43400 0 0 CDC CORP SHS A G2022L106 498 55088 SH DEFINED 14,15,23 55088 0 0 CDC CORP SHS A G2022L106 717 79335 SH DEFINED 15,23,24 52725 0 26610 CDC CORP SHS A G2022L106 531 58700 SH CALL DEFINED 14,15,23 58700 0 0 CDC CORP SHS A G2022L106 1298 143600 SH PUT DEFINED 14,15,23 143600 0 0 CHINA YUCHAI INTL LT COM G21082105 162 20304 SH DEFINED 14,15,23 20304 0 0 CHINA YUCHAI INTL LT COM G21082105 311 39050 SH DEFINED 15,23,24 30075 0 8975 CHINA YUCHAI INTL LT COM G21082105 154 19300 SH CALL DEFINED 14,15,23 19300 0 0 CHINA YUCHAI INTL LT COM G21082105 273 34300 SH PUT DEFINED 14,15,23 34300 0 0 CHIPMOS TECH BERMUDA SHS G2110R106 626 90613 SH DEFINED 15,23,24 82945 0 7668 CONSOLIDATED WATER C ORD G23773107 70 2934 SH DEFINED 6,10 2934 0 0 CONSOLIDATED WATER C ORD G23773107 1971 83136 SH DEFINED 15,23,24 64494 0 18641 COOPER INDS LTD CL A G24182100 582 12940 SH DEFINED 29 12940 0 0 COOPER INDS LTD CL A G24182100 3498 77749 SH DEFINED 6,10 77749 0 0 COOPER INDS LTD CL A G24182100 83 1840 SH DEFINED 30,38 1840 0 0 COOPER INDS LTD CL A G24182100 858 19060 SH DEFINED 6,10,11 19060 0 0 COOPER INDS LTD CL A G24182100 19251 427890 SH DEFINED 15,23,24 384059 0 43830 CREDICORP LTD COM G2519Y108 87160 1788630 SH DEFINED 6,10 1788630 0 0 CREDICORP LTD COM G2519Y108 1 29 SH DEFINED 15,23,24 29 0 0 ENDURANCE SPECIALTY SHS G30397106 138 3850 SH DEFINED 6,10 3850 0 0 ENDURANCE SPECIALTY SHS G30397106 6488 181524 SH DEFINED 15,23,24 155479 0 26045 ENSTAR GROUP LIMITED SHS G3075P101 953 9666 SH DEFINED 15,23,24 5766 0 3900 ASA LIMITED COM G3156P103 5577 86203 SH DEFINED 15,23,24 69574 0 16629 EVEREST RE GROUP LTD COM G3223R108 874 9088 SH DEFINED 6,10 9088 0 0 EVEREST RE GROUP LTD COM G3223R108 269 2800 SH DEFINED 30,38 2800 0 0 EVEREST RE GROUP LTD COM G3223R108 7 75 SH DEFINED 6,10,11 75 0 0 EVEREST RE GROUP LTD COM G3223R108 1389 14438 SH DEFINED 15,23,24 13738 0 700 FOSTER WHEELER LTD SHS NEW G36535139 38 654 SH DEFINED 6,10 654 0 0 FOSTER WHEELER LTD SHS NEW G36535139 601 10299 SH DEFINED 30,38 10299 0 0 FOSTER WHEELER LTD SHS NEW G36535139 34203 585775 SH DEFINED 15,23,24 580418 0 5357 FOSTER WHEELER LTD SHS NEW G36535139 6341 108600 SH CALL DEFINED 14,15,23 108600 0 0 FOSTER WHEELER LTD SHS NEW G36535139 29195 500000 SH CALL DEFINED 15,23,24 500000 0 0 FOSTER WHEELER LTD SHS NEW G36535139 5419 92800 SH PUT DEFINED 14,15,23 92800 0 0 FOSTER WHEELER LTD SHS NEW G36535139 29195 500000 SH PUT DEFINED 15,23,24 500000 0 0 FRESH DEL MONTE PROD ORD G36738105 245 12200 SH DEFINED 6,10 12200 0 0 FRESH DEL MONTE PROD ORD G36738105 464 23163 SH DEFINED 30,38 23163 0 0 FRESH DEL MONTE PROD ORD G36738105 2438 121611 SH DEFINED 15,23,24 87982 0 33629 FRONTLINE LTD SHS G3682E127 71 2000 SH DEFINED 29 2000 0 0 FRONTLINE LTD SHS G3682E127 729 20525 SH DEFINED 6,10 20525 0 0 FRONTLINE LTD SHS G3682E127 1130 31836 SH DEFINED 30,38 31836 0 0 FRONTLINE LTD SHS G3682E127 3317 93431 SH DEFINED 15,23,24 91447 0 1984 FRONTLINE LTD SHS G3682E127 747 21032 SH DEFINED 15,18,23,25,26 21032 0 0 FRONTLINE LTD SHS G3682E127 1271 35800 SH CALL DEFINED 14,15,23 35800 0 0 FRONTLINE LTD SHS G3682E127 2080 58600 SH PUT DEFINED 14,15,23 58600 0 0 FUWEI FILMS HLDGS CO SHS G3704F102 126 12400 SH DEFINED 15,23,24 12300 0 100 GARMIN LTD ORD G37260109 2851 52650 SH DEFINED 6,10 52650 0 0 GARMIN LTD ORD G37260109 175 3225 SH DEFINED 6,10,11 3225 0 0 GARMIN LTD ORD G37260109 34107 629869 SH DEFINED 15,23,24 464702 0 165166 GARMIN LTD ORD G37260109 13148 242800 SH CALL DEFINED 14,15,23 242800 0 0 GARMIN LTD ORD G37260109 81 1500 SH CALL DEFINED 15,23,24 1500 0 0 GARMIN LTD ORD G37260109 16592 306400 SH PUT DEFINED 14,15,23 306400 0 0 GARMIN LTD ORD G37260109 81 1500 SH PUT DEFINED 15,23,24 1500 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 60 2172 SH DEFINED 6,10 2172 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 354 12855 SH DEFINED 15,23,24 11975 0 880 GLOBALSANTAFE CORP SHS G3930E101 648 10500 SH DEFINED 29 10500 0 0 GLOBALSANTAFE CORP SHS G3930E101 2559 41482 SH DEFINED 6,10 41482 0 0 GLOBALSANTAFE CORP SHS G3930E101 487 7900 SH DEFINED 30,38 7900 0 0 GLOBALSANTAFE CORP SHS G3930E101 3266 52946 SH DEFINED 6,10,11 51396 0 1550 GLOBALSANTAFE CORP SHS G3930E101 13520 219199 SH DEFINED 14,15,23 219199 0 0 GLOBALSANTAFE CORP SHS G3930E101 35196 570628 SH DEFINED 15,23,24 472403 0 98225 GLOBALSANTAFE CORP SHS G3930E101 87 1416 SH DEFINED 15,18,23,25,26 1416 0 0 GLOBALSANTAFE CORP SHS G3930E101 19405 314600 SH CALL DEFINED 14,15,23 314600 0 0 GLOBALSANTAFE CORP SHS G3930E101 30149 488800 SH PUT DEFINED 14,15,23 488800 0 0 GLOBAL SOURCES LTD ORD G39300101 477 34100 SH DEFINED 15,23,24 33400 0 700 HELEN OF TROY CORP L COM G4388N106 487 21459 SH DEFINED 30,38 21459 0 0 HELEN OF TROY CORP L COM G4388N106 528 23240 SH DEFINED 15,23,24 23240 0 0 HERBALIFE LTD COM USD SH G4412G101 3 86 SH DEFINED 6,10 86 0 0 HERBALIFE LTD COM USD SH G4412G101 980 25000 SH DEFINED 30,38 25000 0 0 HERBALIFE LTD COM USD SH G4412G101 20 502 SH DEFINED 15,23,24 441 0 61 INGERSOLL-RAND COMPA CL A G4776G101 3449 79516 SH DEFINED 6,10 79516 0 0 INGERSOLL-RAND COMPA CL A G4776G101 1031 23772 SH DEFINED 6,10,11 23772 0 0 INGERSOLL-RAND COMPA CL A G4776G101 24977 575914 SH DEFINED 15,23,24 482990 0 92923 INGERSOLL-RAND COMPA CL A G4776G101 3712 85600 SH CALL DEFINED 14,15,23 85600 0 0 INGERSOLL-RAND COMPA CL A G4776G101 4337 100000 SH CALL DEFINED 15,23,24 100000 0 0 INGERSOLL-RAND COMPA CL A G4776G101 3248 74900 SH PUT DEFINED 14,15,23 74900 0 0 IPC HLDGS LTD ORD G4933P101 162 5599 SH DEFINED 6,10 5599 0 0 IPC HLDGS LTD ORD G4933P101 1108 38391 SH DEFINED 15,23,24 27351 0 11040 IPC HLDGS LTD ORD G4933P101 309 10700 SH PUT DEFINED 15,23,24 10700 0 0 JINPAN INTL LTD ORD G5138L100 274 17547 SH DEFINED 15,23,24 5697 0 11850 LAZARD LTD SHS A G54050102 989 19712 SH DEFINED 6,10 19712 0 0 LAZARD LTD SHS A G54050102 12658 252261 SH DEFINED 15,23,24 233461 0 18800 MARVELL TECHNOLOGY G ORD G5876H105 518 30800 SH DEFINED 29 30800 0 0 MARVELL TECHNOLOGY G ORD G5876H105 1167 69410 SH DEFINED 6,10 69410 0 0 MARVELL TECHNOLOGY G ORD G5876H105 244 14510 SH DEFINED 30,38 14510 0 0 MARVELL TECHNOLOGY G ORD G5876H105 1477 87855 SH DEFINED 6,10,11 87855 0 0 MARVELL TECHNOLOGY G ORD G5876H105 1816 108032 SH DEFINED 14,15,23 108032 0 0 MARVELL TECHNOLOGY G ORD G5876H105 16786 998560 SH DEFINED 15,23,24 936639 0 61921 MARVELL TECHNOLOGY G ORD G5876H105 6482 385600 SH CALL DEFINED 14,15,23 385600 0 0 MARVELL TECHNOLOGY G ORD G5876H105 12974 771800 SH CALL DEFINED 15,23,24 771800 0 0 MARVELL TECHNOLOGY G ORD G5876H105 6961 414100 SH PUT DEFINED 14,15,23 414100 0 0 MARVELL TECHNOLOGY G ORD G5876H105 1395 83000 SH PUT DEFINED 15,23,24 83000 0 0 MONTPELIER RE HOLDIN SHS G62185106 459 26478 SH DEFINED 6,10 26478 0 0 MONTPELIER RE HOLDIN SHS G62185106 802 46250 SH DEFINED 6,10,11 46250 0 0 MONTPELIER RE HOLDIN SHS G62185106 977 56368 SH DEFINED 15,23,24 42319 0 14049 NABORS INDUSTRIES LT SHS G6359F103 6824 230000 SH DEFINED 37 230000 0 0 NABORS INDUSTRIES LT SHS G6359F103 81514 2747339 SH DEFINED 6,10 2747339 0 0 NABORS INDUSTRIES LT SHS G6359F103 2693 90760 SH DEFINED 30,38 90760 0 0 NABORS INDUSTRIES LT SHS G6359F103 266 8978 SH DEFINED 6,10,11 8978 0 0 NABORS INDUSTRIES LT SHS G6359F103 1709 57602 SH DEFINED 14,15,23 57602 0 0 NABORS INDUSTRIES LT SHS G6359F103 35297 1189655 SH DEFINED 15,23,24 1051451 0 138204 NABORS INDUSTRIES LT SHS G6359F103 1053463 35506000 SH CALL DEFINED 6,10 35506000 0 0 NABORS INDUSTRIES LT SHS G6359F103 8581 289200 SH CALL DEFINED 14,15,23 289200 0 0 NABORS INDUSTRIES LT SHS G6359F103 3172 106900 SH CALL DEFINED 15,23,24 106900 0 0 NABORS INDUSTRIES LT SHS G6359F103 10402 350600 SH PUT DEFINED 14,15,23 350600 0 0 NOBLE CORPORATION SHS G65422100 1967 25000 SH DEFINED 37 25000 0 0 NOBLE CORPORATION SHS G65422100 3045 38696 SH DEFINED 6,10 38696 0 0 NOBLE CORPORATION SHS G65422100 18 230 SH DEFINED 5,6,10 0 230 0 NOBLE CORPORATION SHS G65422100 1091 13872 SH DEFINED 6,10,11 13822 0 50 NOBLE CORPORATION SHS G65422100 7566 96165 SH DEFINED 14,15,23 96165 0 0 NOBLE CORPORATION SHS G65422100 28889 367165 SH DEFINED 15,23,24 305286 0 61879 NOBLE CORPORATION SHS G65422100 23274 295800 SH CALL DEFINED 14,15,23 295800 0 0 NOBLE CORPORATION SHS G65422100 24894 316400 SH CALL DEFINED 15,23,24 316400 0 0 NOBLE CORPORATION SHS G65422100 19513 248000 SH PUT DEFINED 14,15,23 248000 0 0 NOBLE CORPORATION SHS G65422100 7081 90000 SH PUT DEFINED 15,23,24 90000 0 0 NORDIC AMERICAN TANK COM G65773106 12256 338101 SH DEFINED 15,23,24 295260 0 42841 ORIENT-EXPRESS HOTEL CL A G67743107 99 1657 SH DEFINED 6,10 1657 0 0 ORIENT-EXPRESS HOTEL CL A G67743107 4037 67487 SH DEFINED 15,23,24 49833 0 17654 ORIGIN AGRITECH LIMI SHS G67828106 728 81809 SH DEFINED 15,23,24 51400 0 30409 PARTNERRE LTD COM G6852T105 11142 162565 SH DEFINED 6,10 162565 0 0 PARTNERRE LTD COM G6852T105 219 3200 SH DEFINED 6,10,11 3200 0 0 PARTNERRE LTD COM G6852T105 2662 38835 SH DEFINED 15,23,24 33590 0 5245 PARTNERRE LTD COM G6852T105 488841 7132200 SH CALL DEFINED 6,10 7132200 0 0 PARTNERRE LTD COM G6852T105 15422 225000 SH CALL DEFINED 15,23,24 225000 0 0 PLATINUM UNDERWRITER COM G7127P100 49 1524 SH DEFINED 6,10 1524 0 0 PLATINUM UNDERWRITER COM G7127P100 4331 135000 SH DEFINED 30,38 135000 0 0 PLATINUM UNDERWRITER COM G7127P100 675 21049 SH DEFINED 15,23,24 21049 0 0 PRUDENTIAL PLC 6.75%SUB R G7293H114 824 32000 SH DEFINED 6,10 32000 0 0 PRUDENTIAL PLC 6.75%SUB R G7293H114 728 28254 SH DEFINED 15,23,24 10154 0 18100 PRUDENTIAL PLC PER SUB 6. 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G81075106 5138 187300 SH CALL DEFINED 14,15,23 187300 0 0 SHIP FINANCE INTERNA SHS G81075106 1344 49000 SH PUT DEFINED 14,15,23 49000 0 0 SINA CORP ORD G81477104 8 245 SH DEFINED 6,10 245 0 0 SINA CORP ORD G81477104 7 195 SH DEFINED 5,6,10 0 195 0 SINA CORP ORD G81477104 437 13004 SH DEFINED 14,15,23 13004 0 0 SINA CORP ORD G81477104 577 17170 SH DEFINED 15,23,24 16287 0 883 SINA CORP ORD G81477104 2995 89100 SH CALL DEFINED 14,15,23 89100 0 0 SINA CORP ORD G81477104 5663 168500 SH PUT DEFINED 14,15,23 168500 0 0 SMART MODULAR TECHNO ORD SHS G82245104 166 13000 SH DEFINED 29 13000 0 0 SMART MODULAR TECHNO ORD SHS G82245104 1 107 SH DEFINED 6,10 107 0 0 SMART MODULAR TECHNO ORD SHS G82245104 1377 107671 SH DEFINED 15,23,24 84070 0 23601 STEWART W P & CO LTD COM G84922106 6 600 SH DEFINED 6,10 600 0 0 STEWART W P & CO LTD COM G84922106 395 39195 SH DEFINED 15,23,24 27665 0 11530 UTI WORLDWIDE INC ORD G87210103 2 69 SH DEFINED 6,10 69 0 0 UTI WORLDWIDE INC ORD G87210103 2595 105579 SH 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EQUITABLE RES INC COM 294549100 66 1375 SH DEFINED 6,10,11 1375 0 0 EQUITABLE RES INC COM 294549100 6477 134037 SH DEFINED 15,23,24 111748 0 22288 EQUITY INCOME FD UT 1 EX SR 294700703 605 5131 SH DEFINED 15,23,24 5031 0 100 EQUITY INNS INC COM 294703103 53 3260 SH DEFINED 6,10 3260 0 0 EQUITY INNS INC COM 294703103 6260 382160 SH DEFINED 15,23,24 341321 0 40838 EQUITY ONE COM 294752100 74 2800 SH DEFINED 29 2800 0 0 EQUITY ONE COM 294752100 9 344 SH DEFINED 6,10 344 0 0 EQUITY ONE COM 294752100 718 27102 SH DEFINED 15,23,24 13507 0 13595 EQUITY RESIDENTIAL SH BEN INT 29476L107 3971 82330 SH DEFINED 6,10 82330 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3632 75300 SH DEFINED 13,30 75300 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5 100 SH DEFINED 6,10,11 100 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 19054 395073 SH DEFINED 15,23,24 373585 0 21488 EQUITY RESIDENTIAL SH BEN INT 29476L107 528 10956 SH DEFINED 15,18,23,25,26 10956 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3352 69500 SH CALL DEFINED 6,10 69500 0 0 EQUITY RESIDENTIAL PFD CONV E 29476L883 225 4213 SH DEFINED 15,23,24 2613 0 1600 EQUUS TOTAL RETURN I COM 294766100 548 62619 SH DEFINED 15,23,24 56089 0 6530 ERESEARCHTECHNOLOGY COM 29481V108 59 7500 SH DEFINED 6,10,11 7500 0 0 ERESEARCHTECHNOLOGY COM 29481V108 275 35040 SH DEFINED 15,23,24 26937 0 8103 ERESEARCHTECHNOLOGY COM 29481V108 883 112400 SH CALL DEFINED 14,15,23 112400 0 0 ERESEARCHTECHNOLOGY COM 29481V108 487 61900 SH PUT DEFINED 14,15,23 61900 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 1663 44830 SH DEFINED 29 44830 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 2556 68921 SH DEFINED 6,10 68921 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 170 4586 SH DEFINED 30,38 4586 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 36 960 SH DEFINED 5,6,10 0 960 0 ERICSSON L M TEL CO ADR B SEK 294821608 26 704 SH DEFINED 6,10,11 704 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 1405 37877 SH DEFINED 14,15,23 37877 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 4219 113759 SH DEFINED 15,23,24 100456 0 13303 ERICSSON L M TEL CO ADR B SEK 294821608 2289 61707 SH DEFINED 15,18,23,25,26 61707 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 9881 266400 SH CALL DEFINED 14,15,23 266400 0 0 ERICSSON L M TEL CO ADR B SEK 294821608 15199 409800 SH PUT DEFINED 14,15,23 409800 0 0 ESCHELON TELECOM INC COM 296290109 237 8200 SH DEFINED 15,23,24 8200 0 0 ESCO TECHNOLOGIES IN COM 296315104 152 3400 SH DEFINED 29 3400 0 0 ESCO TECHNOLOGIES IN COM 296315104 522 11638 SH DEFINED 6,10 11638 0 0 ESCO TECHNOLOGIES IN COM 296315104 227 5060 SH DEFINED 6,10,11 5060 0 0 ESCO TECHNOLOGIES IN COM 296315104 2594 57877 SH DEFINED 15,23,24 47662 0 10215 ESPEED INC CL A 296643109 1 94 SH DEFINED 30,38 94 0 0 ESPEED INC CL A 296643109 1583 166660 SH DEFINED 15,23,24 38256 0 128404 ESSEX PPTY TR INC COM 297178105 987 7626 SH DEFINED 6,10 7626 0 0 ESSEX PPTY TR INC COM 297178105 177 1370 SH DEFINED 30,38 1370 0 0 ESSEX PPTY TR INC COM 297178105 287 2213 SH DEFINED 15,23,24 2213 0 0 ESTERLINE TECHNOLOGI COM 297425100 265 6451 SH DEFINED 6,10 6451 0 0 ESTERLINE TECHNOLOGI COM 297425100 397 9663 SH DEFINED 15,23,24 9663 0 0 ETABLISSEMENTS DELHA SPONSORED 29759W101 528 5753 SH DEFINED 6,10 5753 0 0 ETABLISSEMENTS DELHA SPONSORED 29759W101 536 5845 SH DEFINED 15,23,24 5460 0 385 ETHAN ALLEN INTERIOR COM 297602104 292 8269 SH DEFINED 6,10 8269 0 0 ETHAN ALLEN INTERIOR COM 297602104 40 1144 SH DEFINED 30,38 1144 0 0 ETHAN ALLEN INTERIOR COM 297602104 203 5747 SH DEFINED 15,23,24 5223 0 524 EURONET WORLDWIDE IN DBCV 1.62 298736AD1 39 38000 PRN DEFINED 6,10 38000 0 0 EURONET WORLDWIDE IN NOTE 3.50 298736AF6 3208 3180000 PRN DEFINED 15,23,24 3180000 0 0 EURONET WORLDWIDE IN COM 298736109 1757 65404 SH DEFINED 6,10 65404 0 0 EURONET WORLDWIDE IN COM 298736109 6556 244072 SH DEFINED 15,23,24 211661 0 32411 EUROPEAN EQUITY FUND COM 298768102 452 37256 SH DEFINED 15,23,24 28598 0 8657 EVERGREEN INCOME ADV COM SHS 30023Y105 2 147 SH DEFINED 6,10 147 0 0 EVERGREEN INCOME ADV COM SHS 30023Y105 3406 237004 SH DEFINED 15,23,24 218574 0 18430 EVERGREEN ENERGY INC COM 30024B104 8 1161 SH DEFINED 6,10 1161 0 0 EVERGREEN ENERGY INC COM 30024B104 1496 227657 SH DEFINED 14,15,23 227657 0 0 EVERGREEN ENERGY INC COM 30024B104 36 5500 SH DEFINED 15,23,24 5500 0 0 EVERGREEN ENERGY INC COM 30024B104 1771 269600 SH CALL DEFINED 14,15,23 269600 0 0 EVERGREEN ENERGY INC COM 30024B104 2637 401400 SH PUT DEFINED 14,15,23 401400 0 0 EVERGREEN INTL BALAN COM 30024R109 321 14583 SH DEFINED 15,23,24 10584 0 3999 EVERGREEN MANAGED IN COM SHS 30024Y104 303 17400 SH DEFINED 6,10 17400 0 0 EVERGREEN MANAGED IN COM SHS 30024Y104 13124 753412 SH DEFINED 15,23,24 683825 0 69587 EVERGREEN SOLAR INC NOTE 4.37 30033RAB4 4301 3000000 PRN DEFINED 15,23,24 3000000 0 0 EVERGREEN SOLAR INC COM 30033R108 16 1685 SH DEFINED 6,10 1685 0 0 EVERGREEN SOLAR INC COM 30033R108 2723 279268 SH DEFINED 15,23,24 170179 0 109089 EVERGREEN SOLAR INC COM 30033R108 1073 110000 SH DEFINED 15,18,23,25,26 110000 0 0 EVERGREEN SOLAR INC COM 30033R108 2388 244900 SH CALL DEFINED 14,15,23 244900 0 0 EVERGREEN SOLAR INC COM 30033R108 422 43300 SH PUT DEFINED 14,15,23 43300 0 0 EXACTECH INC COM 30064E109 210 13215 SH DEFINED 15,23,24 13215 0 0 EXAR CORP COM 300645108 9 667 SH DEFINED 3,8 0 0 667 EXAR CORP COM 300645108 123 9323 SH DEFINED 6,10 9323 0 0 EXAR CORP COM 300645108 39 2972 SH DEFINED 15,23,24 2972 0 0 EXCEL TECHNOLOGY INC COM 30067T103 1627 59543 SH DEFINED 30,38 59543 0 0 EXCEL TECHNOLOGY INC COM 30067T103 6281 229816 SH DEFINED 15,23,24 168046 0 61770 EXELON CORP COM 30161N101 174 2526 SH DEFINED 3,8 0 0 2526 EXELON CORP COM 30161N101 8127 118286 SH DEFINED 6,10 118286 0 0 EXELON CORP COM 30161N101 776 11300 SH DEFINED 30,38 11300 0 0 EXELON CORP COM 30161N101 269 3912 SH DEFINED 6,10,11 3912 0 0 EXELON CORP COM 30161N101 2492 36271 SH DEFINED 14,15,23 36271 0 0 EXELON CORP COM 30161N101 41322 601391 SH DEFINED 15,23,24 529894 0 71496 EXELON CORP COM 30161N101 12581 183100 SH CALL DEFINED 14,15,23 183100 0 0 EXELON CORP COM 30161N101 3497 50900 SH CALL DEFINED 15,23,24 50900 0 0 EXELON CORP COM 30161N101 14017 204000 SH PUT DEFINED 14,15,23 204000 0 0 EXELON CORP COM 30161N101 3436 50000 SH PUT DEFINED 15,23,24 50000 0 0 EXELIXIS INC COM 30161Q104 597 60087 SH DEFINED 15,23,24 59157 0 930 EXIDE TECHNOLOGIES COM NEW 302051206 653 75000 SH DEFINED 30,38 75000 0 0 EXPEDIA INC DEL COM 30212P105 143 6171 SH DEFINED 3,8 0 0 6171 EXPEDIA INC DEL COM 30212P105 9985 430763 SH DEFINED 6,10 430763 0 0 EXPEDIA INC DEL COM 30212P105 1657 71471 SH DEFINED 30,38 71471 0 0 EXPEDIA INC DEL COM 30212P105 23 1000 SH DEFINED 5,6,10 0 1000 0 EXPEDIA INC DEL COM 30212P105 37437 1615062 SH DEFINED 15,23,24 1369494 0 245568 EXPEDIA INC DEL COM 30212P105 5 227 SH DEFINED 15,18,23,25,26 227 0 0 EXPEDIA INC DEL COM 30212P105 2056 88700 SH CALL DEFINED 14,15,23 88700 0 0 EXPEDIA INC DEL COM 30212P105 851 36700 SH PUT DEFINED 14,15,23 36700 0 0 EXPEDITORS INTL WASH COM 302130109 19154 463552 SH DEFINED 6,10 463552 0 0 EXPEDITORS INTL WASH COM 302130109 8 200 SH DEFINED 6,10,11 200 0 0 EXPEDITORS INTL WASH COM 302130109 549 13288 SH DEFINED 14,15,23 13288 0 0 EXPEDITORS INTL WASH COM 302130109 6443 155932 SH DEFINED 15,23,24 123055 0 32877 EXPEDITORS INTL WASH COM 302130109 1822 44100 SH CALL DEFINED 14,15,23 44100 0 0 EXPEDITORS INTL WASH COM 302130109 2797 67700 SH PUT DEFINED 14,15,23 67700 0 0 EXPRESSJET HOLDINGS NOTE 4.25 30218UAB4 5742 5989000 PRN DEFINED 15,23,24 5989000 0 0 EXPRESSJET HOLDINGS CL A 30218U108 1 114 SH DEFINED 6,10 114 0 0 EXPRESSJET HOLDINGS CL A 30218U108 1462 250300 SH DEFINED 30,38 250300 0 0 EXPRESSJET HOLDINGS CL A 30218U108 120 20617 SH DEFINED 15,23,24 17640 0 2977 EXPRESS SCRIPTS INC COM 302182100 1780 22046 SH DEFINED 6,10 22046 0 0 EXPRESS SCRIPTS INC COM 302182100 8 100 SH DEFINED 6,10,11 100 0 0 EXPRESS SCRIPTS INC COM 302182100 10933 135443 SH DEFINED 15,23,24 116416 0 19027 EXPRESS SCRIPTS INC COM 302182100 12899 159800 SH CALL DEFINED 14,15,23 159800 0 0 EXPRESS SCRIPTS INC COM 302182100 12956 160500 SH PUT DEFINED 14,15,23 160500 0 0 EXTRA SPACE STORAGE COM 30225T102 45 2386 SH DEFINED 6,10 2386 0 0 EXTRA SPACE STORAGE COM 30225T102 81 4300 SH DEFINED 30,38 4300 0 0 EXTRA SPACE STORAGE COM 30225T102 513 27075 SH DEFINED 15,23,24 26825 0 250 EXTREME NETWORKS INC COM 30226D106 24 5635 SH DEFINED 14,15,23 5635 0 0 EXTREME NETWORKS INC COM 30226D106 4348 1027786 SH DEFINED 15,23,24 1022261 0 5525 EXTREME NETWORKS INC COM 30226D106 26 6200 SH CALL DEFINED 14,15,23 6200 0 0 EXTREME NETWORKS INC COM 30226D106 55 12900 SH PUT DEFINED 14,15,23 12900 0 0 EXULT INC DEL NOTE 2.50 302284AB0 2623 2750000 PRN DEFINED 15,23,24 2750000 0 0 EZCORP INC CL A NON V 302301106 1117 75836 SH DEFINED 6,10 75836 0 0 EZCORP INC CL A NON V 302301106 426 28920 SH DEFINED 15,23,24 28111 0 809 EXXON MOBIL CORP COM 30231G102 10547 139785 SH DEFINED 3,8 0 0 139785 EXXON MOBIL CORP COM 30231G102 348604 4620328 SH DEFINED 6,10 4528691 0 91637 EXXON MOBIL CORP COM 30231G102 4851 64300 SH DEFINED 30,38 64300 0 0 EXXON MOBIL CORP COM 30231G102 7102 94122 SH DEFINED 5,6,10 0 94122 0 EXXON MOBIL CORP COM 30231G102 11846 156998 SH DEFINED 6,10,11 155983 0 1015 EXXON MOBIL CORP COM 30231G102 548571 7270650 SH DEFINED 15,23,24 5698464 0 1572186 EXXON MOBIL CORP COM 30231G102 31436 416647 SH DEFINED 15,18,23,25,26 416647 0 0 EXXON MOBIL CORP COM 30231G102 1396 18500 SH DEFINED 2,5,6,9-10,17,19,20,27 18500 0 0 EXXON MOBIL CORP COM 30231G102 8375 111000 SH CALL DEFINED 6,10 111000 0 0 EXXON MOBIL CORP COM 30231G102 103344 1369700 SH CALL DEFINED 14,15,23 1369700 0 0 EXXON MOBIL CORP COM 30231G102 3773 50000 SH CALL DEFINED 15,23,24 50000 0 0 EXXON MOBIL CORP COM 30231G102 11318 150000 SH PUT DEFINED 6,10 150000 0 0 EXXON MOBIL CORP COM 30231G102 62571 829300 SH PUT DEFINED 14,15,23 829300 0 0 EXXON MOBIL CORP COM 30231G102 27471 364100 SH PUT DEFINED 15,23,24 364100 0 0 FEI CO NOTE 5.50 30241LAB5 57 57000 PRN DEFINED 15,23,24 57000 0 0 FEI CO NOTE 30241LAD1 109 80000 PRN DEFINED 6,10 80000 0 0 FEI CO NOTE 30241LAD1 2754 2025000 PRN DEFINED 15,23,24 2025000 0 0 FEI CO NOTE 2.87 30241LAF6 6444 4526000 PRN DEFINED 15,23,24 4526000 0 0 FEI CO COM 30241L109 404 11194 SH DEFINED 6,10 11194 0 0 FEI CO COM 30241L109 495 13715 SH DEFINED 15,23,24 8685 0 5030 FLIR SYS INC COM 302445101 675 18918 SH DEFINED 6,10 18918 0 0 FLIR SYS INC COM 302445101 88 2481 SH DEFINED 30,38 2481 0 0 FLIR SYS INC COM 302445101 1088 30504 SH DEFINED 15,23,24 29014 0 1490 FMC TECHNOLOGIES INC COM 30249U101 105 1502 SH DEFINED 6,10 1502 0 0 FMC TECHNOLOGIES INC COM 30249U101 169 2424 SH DEFINED 30,38 2424 0 0 FMC TECHNOLOGIES INC COM 30249U101 1559 22346 SH DEFINED 15,23,24 19285 0 3061 F M C CORP COM NEW 302491303 91 1200 SH DEFINED 29 1200 0 0 F M C CORP COM NEW 302491303 4262 56508 SH DEFINED 6,10 56508 0 0 F M C CORP COM NEW 302491303 5463 72422 SH DEFINED 15,23,24 55986 0 16436 FMS FINL CORP COM 302509104 3485 111209 SH DEFINED 30,38 111209 0 0 FMS FINL CORP COM 302509104 0 0 SH DEFINED 15,23,24 0 0 0 F N B UNITED CORP COM 302519103 271 16165 SH DEFINED 15,23,24 14794 0 1370 FNB CORP PA COM 302520101 8 500 SH DEFINED 6,10,11 500 0 0 FNB CORP PA COM 302520101 1995 118406 SH DEFINED 15,23,24 115488 0 2918 FPIC INS GROUP INC COM 302563101 6 127 SH DEFINED 6,10 127 0 0 FPIC INS GROUP INC COM 302563101 1075 24060 SH DEFINED 15,23,24 23245 0 815 FPL GROUP INC COM 302571104 56632 925821 SH DEFINED 6,10 925821 0 0 FPL GROUP INC COM 302571104 243 3979 SH DEFINED 6,10,11 3979 0 0 FPL GROUP INC COM 302571104 2177 35596 SH DEFINED 14,15,23 35596 0 0 FPL GROUP INC COM 302571104 50620 827535 SH DEFINED 15,23,24 705086 0 122449 FPL GROUP INC COM 302571104 36782 601300 SH CALL DEFINED 6,10 601300 0 0 FPL GROUP INC COM 302571104 4857 79400 SH CALL DEFINED 14,15,23 79400 0 0 FPL GROUP INC COM 302571104 17513 286300 SH CALL DEFINED 15,23,24 286300 0 0 FPL GROUP INC COM 302571104 3499 57200 SH PUT DEFINED 14,15,23 57200 0 0 FPL GROUP INC COM 302571104 24272 396800 SH PUT DEFINED 15,23,24 396800 0 0 F N B CORP VA COM 302930102 306 8536 SH DEFINED 15,23,24 6536 0 2000 FTI CONSULTING INC COM 302941109 44 1310 SH DEFINED 6,10 1310 0 0 FTI CONSULTING INC COM 302941109 448 13340 SH DEFINED 30,38 13340 0 0 FTI CONSULTING INC COM 302941109 479 14250 SH DEFINED 15,23,24 9906 0 4344 FACTSET RESH SYS INC COM 303075105 1834 29182 SH DEFINED 6,10 29182 0 0 FACTSET RESH SYS INC COM 303075105 277 4410 SH DEFINED 30,38 4410 0 0 FACTSET RESH SYS INC COM 303075105 2148 34181 SH DEFINED 15,23,24 26552 0 7629 FAIR ISAAC CORP NOTE 1.50 303250AB0 21 20000 PRN DEFINED 15,23,24 20000 0 0 FAIR ISAAC CORP NOTE 1.50 303250AD6 157 152000 PRN DEFINED 6,10 152000 0 0 FAIR ISAAC CORP NOTE 1.50 303250AD6 10338 10000000 PRN DEFINED 30,38 10000000 0 0 FAIR ISAAC CORP NOTE 1.50 303250AD6 2754 2664000 PRN DEFINED 15,23,24 2664000 0 0 FAIR ISAAC CORP COM 303250104 1097 28364 SH DEFINED 6,10 28364 0 0 FAIR ISAAC CORP COM 303250104 735 19000 SH DEFINED 30,38 19000 0 0 FAIR ISAAC CORP COM 303250104 5266 136145 SH DEFINED 15,23,24 123513 0 12631 FAIRCHILD CORP CL A 303698104 46 22500 SH DEFINED 15,23,24 19700 0 2800 FAIRCHILD SEMICONDUC COM 303726103 11 650 SH DEFINED 3,8 0 0 650 FAIRCHILD SEMICONDUC COM 303726103 71 4250 SH DEFINED 6,10 4250 0 0 FAIRCHILD SEMICONDUC COM 303726103 106 6355 SH DEFINED 30,38 6355 0 0 FAIRCHILD SEMICONDUC COM 303726103 8570 512538 SH DEFINED 15,23,24 430957 0 81581 FAIRCHILD SEMICONDUC COM 303726103 1493 89300 SH CALL DEFINED 14,15,23 89300 0 0 FAIRCHILD SEMICONDUC COM 303726103 595 35600 SH PUT DEFINED 14,15,23 35600 0 0 FAIRCHILD SEMICONDUC NOTE 5.00 303727AJ0 6847 6925000 PRN DEFINED 15,23,24 6925000 0 0 FAIRFAX FINL HLDGS L SUB VTG 303901102 53 235 SH DEFINED 6,10 235 0 0 FAIRFAX FINL HLDGS L SUB VTG 303901102 1066 4746 SH DEFINED 15,23,24 4641 0 105 FAIRPOINT COMMUNICAT COM 305560104 157 8190 SH DEFINED 6,10 8190 0 0 FAIRPOINT COMMUNICAT COM 305560104 9331 485723 SH DEFINED 15,23,24 484523 0 1200 FAMILY DLR STORES IN COM 307000109 3124 105484 SH DEFINED 6,10 105484 0 0 FAMILY DLR STORES IN COM 307000109 1333 45003 SH DEFINED 30,38 45003 0 0 FAMILY DLR STORES IN COM 307000109 2995 101107 SH DEFINED 15,23,24 96627 0 4480 FASTENAL CO COM 311900104 275 7858 SH DEFINED 6,10 7858 0 0 FASTENAL CO COM 311900104 256 7312 SH DEFINED 30,38 7312 0 0 FASTENAL CO COM 311900104 839 23930 SH DEFINED 6,10,11 23680 0 250 FASTENAL CO COM 311900104 627 17899 SH DEFINED 14,15,23 17899 0 0 FASTENAL CO COM 311900104 8042 229437 SH DEFINED 15,23,24 194009 0 35428 FASTENAL CO COM 311900104 918 26200 SH CALL DEFINED 14,15,23 26200 0 0 FASTENAL CO COM 311900104 1118 31900 SH PUT DEFINED 14,15,23 31900 0 0 FEDERAL HOME LN MTG COM 313400301 541 9100 SH DEFINED 29 9100 0 0 FEDERAL HOME LN MTG COM 313400301 1394677 23443890 SH DEFINED 6,10 23443890 0 0 FEDERAL HOME LN MTG COM 313400301 1983 33337 SH DEFINED 30,38 33337 0 0 FEDERAL HOME LN MTG COM 313400301 608 10225 SH DEFINED 6,10,11 10225 0 0 FEDERAL HOME LN MTG 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27950 0 0 ISHARES INC MSCI STH A 464286780 149 1225 SH DEFINED 6,10 1225 0 0 ISHARES INC MSCI STH A 464286780 19940 164236 SH DEFINED 15,23,24 160797 0 3438 ISHARES INC MSCI GERMA 464286806 15462 536319 SH DEFINED 15,23,24 499275 0 37043 ISHARES INC MSCI GERMA 464286806 150 5200 SH CALL DEFINED 14,15,23 5200 0 0 ISHARES INC MSCI NETHE 464286814 3531 124391 SH DEFINED 15,23,24 119684 0 4707 ISHARES INC MSCI MEXIC 464286822 109 2000 SH DEFINED 6,10 2000 0 0 ISHARES INC MSCI MEXIC 464286822 38353 705529 SH DEFINED 15,23,24 649234 0 56295 ISHARES INC MSCI MALAY 464286830 1076 99389 SH DEFINED 6,10 99389 0 0 ISHARES INC MSCI MALAY 464286830 16568 1529819 SH DEFINED 15,23,24 1285849 0 243969 ISHARES INC MSCI JAPAN 464286848 4326 296940 SH DEFINED 6,10 296940 0 0 ISHARES INC MSCI JAPAN 464286848 78 5326 SH DEFINED 14,15,23 5326 0 0 ISHARES INC MSCI JAPAN 464286848 81908 5621708 SH DEFINED 15,23,24 4789891 0 831816 ISHARES INC MSCI JAPAN 464286848 9093 624100 SH CALL DEFINED 14,15,23 624100 0 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DEFINED 6,10 8811 0 0 ISHARES TR S&P 500 IN 464287200 112593 791015 SH DEFINED 15,23,24 703151 0 87863 ISHARES TR LEHMAN AGG 464287226 387 3859 SH DEFINED 6,10 3859 0 0 ISHARES TR LEHMAN AGG 464287226 146343 1459636 SH DEFINED 15,23,24 1411901 0 47735 ISHARES TR MSCI EMERG 464287234 24754 212477 SH DEFINED 6,10 212477 0 0 ISHARES TR MSCI EMERG 464287234 146479 1257326 SH DEFINED 15,23,24 1144408 0 112918 ISHARES TR MSCI EMERG 464287234 5825 50000 SH DEFINED 15,18,23,25,26 50000 0 0 ISHARES TR MSCI EMERG 464287234 8738 75000 SH CALL DEFINED 6,10 75000 0 0 ISHARES TR MSCI EMERG 464287234 46437 398600 SH CALL DEFINED 14,15,23 398600 0 0 ISHARES TR MSCI EMERG 464287234 17475 150000 SH PUT DEFINED 6,10 150000 0 0 ISHARES TR MSCI EMERG 464287234 33086 284000 SH PUT DEFINED 14,15,23 284000 0 0 ISHARES TR IBOXX INV 464287242 355 3308 SH DEFINED 6,10 3308 0 0 ISHARES TR IBOXX INV 464287242 75555 704341 SH DEFINED 15,23,24 657986 0 46355 ISHARES TR S&P GBL TE 464287275 8138 123889 SH DEFINED 15,23,24 116126 0 7763 ISHARES TR S&P GBL IN 464287291 8191 143341 SH DEFINED 15,23,24 136344 0 6997 ISHARES TR S&P500 GRW 464287309 61 947 SH DEFINED 6,10 947 0 0 ISHARES TR S&P500 GRW 464287309 52310 809383 SH DEFINED 15,23,24 714252 0 95131 ISHARES TR S&P GBL HL 464287325 3 50 SH DEFINED 6,10,11 50 0 0 ISHARES TR S&P GBL HL 464287325 18337 318122 SH DEFINED 15,23,24 281519 0 36602 ISHARES TR S&P GBL FI 464287333 9291 103889 SH DEFINED 15,23,24 93470 0 10419 ISHARES TR S&P GBL EN 464287341 10808 96976 SH DEFINED 15,23,24 87778 0 9198 ISHARES TR GS NAT RES 464287374 183 1740 SH DEFINED 6,10 1740 0 0 ISHARES TR GS NAT RES 464287374 11799 112356 SH DEFINED 15,23,24 93080 0 19276 ISHARES TR S&P/TOPIX 464287382 2141 16769 SH DEFINED 15,23,24 14690 0 2079 ISHARES TR S&P LTN AM 464287390 456 2557 SH DEFINED 6,10 2557 0 0 ISHARES TR S&P LTN AM 464287390 40430 226674 SH DEFINED 15,23,24 198713 0 27960 ISHARES TR S&P LTN AM 464287390 1784 10000 SH DEFINED 15,18,23,25,26 10000 0 0 ISHARES TR S&P 500 VA 464287408 41750 538017 SH DEFINED 15,23,24 470500 0 67517 ISHARES TR 20+ YR TRS 464287432 356 4027 SH DEFINED 6,10 4027 0 0 ISHARES TR 20+ YR TRS 464287432 47625 539479 SH DEFINED 15,23,24 510295 0 29184 ISHARES TR 20+ YR TRS 464287432 196449 2225300 SH CALL DEFINED 14,15,23 2225300 0 0 ISHARES TR 20+ YR TRS 464287432 100922 1143200 SH PUT DEFINED 14,15,23 1143200 0 0 ISHARES TR 7-10 YR TR 464287440 1329 16000 SH DEFINED 6,10 16000 0 0 ISHARES TR 7-10 YR TR 464287440 87604 1054332 SH DEFINED 15,23,24 957667 0 96665 ISHARES TR 7-10 YR TR 464287440 19235 231500 SH CALL DEFINED 14,15,23 231500 0 0 ISHARES TR 7-10 YR TR 464287440 7902 95100 SH PUT DEFINED 14,15,23 95100 0 0 ISHARES TR 1-3 YR TRS 464287457 585 7269 SH DEFINED 6,10 7269 0 0 ISHARES TR 1-3 YR TRS 464287457 240804 2992839 SH DEFINED 15,23,24 2801731 0 191108 ISHARES TR MSCI EAFE 464287465 35509 465625 SH DEFINED 6,10 465625 0 0 ISHARES TR MSCI EAFE 464287465 588216 7713295 SH DEFINED 15,23,24 7084465 0 628829 ISHARES TR RUSSELL MC 464287473 1086 7092 SH DEFINED 6,10 7092 0 0 ISHARES TR RUSSELL MC 464287473 75571 493378 SH DEFINED 15,23,24 456919 0 36458 ISHARES TR RUSSELL MC 464287481 99 925 SH DEFINED 6,10 925 0 0 ISHARES TR RUSSELL MC 464287481 59403 554550 SH DEFINED 15,23,24 510768 0 43781 ISHARES TR RUSSELL MI 464287499 539 5170 SH DEFINED 6,10 5170 0 0 ISHARES TR RUSSELL MI 464287499 33596 322383 SH DEFINED 15,23,24 281875 0 40507 ISHARES TR S&P MIDCAP 464287507 500 5910 SH DEFINED 6,10 5910 0 0 ISHARES TR S&P MIDCAP 464287507 13 150 SH DEFINED 6,10,11 150 0 0 ISHARES TR S&P MIDCAP 464287507 41247 487550 SH DEFINED 15,23,24 437144 0 50406 ISHARES TR GLMN SCHS 464287515 74 1637 SH DEFINED 6,10 1637 0 0 ISHARES TR GLMN SCHS 464287515 11243 249467 SH DEFINED 15,23,24 223615 0 25852 ISHARES TR GLDM SCHS 464287523 18 292 SH DEFINED 6,10 292 0 0 ISHARES TR GLDM SCHS 464287523 15 250 SH DEFINED 6,10,11 250 0 0 ISHARES TR GLDM SCHS 464287523 20475 339552 SH DEFINED 15,23,24 290393 0 49159 ISHARES TR GLDM SCHS 464287531 3 85 SH DEFINED 6,10 85 0 0 ISHARES TR GLDM SCHS 464287531 18156 567013 SH DEFINED 15,23,24 539710 0 27303 ISHARES TR GLDM SACHS 464287549 21847 426440 SH DEFINED 15,23,24 390526 0 35914 ISHARES TR NASDQ BIO 464287556 16 215 SH DEFINED 6,10 215 0 0 ISHARES TR NASDQ BIO 464287556 8 100 SH DEFINED 6,10,11 100 0 0 ISHARES TR NASDQ BIO 464287556 11845 156313 SH DEFINED 14,15,23 156313 0 0 ISHARES TR NASDQ BIO 464287556 37890 500004 SH DEFINED 15,23,24 419096 0 80908 ISHARES TR NASDQ BIO 464287556 6312 83300 SH CALL DEFINED 14,15,23 83300 0 0 ISHARES TR NASDQ BIO 464287556 12231 161400 SH CALL DEFINED 15,23,24 161400 0 0 ISHARES TR NASDQ BIO 464287556 6653 87800 SH PUT DEFINED 14,15,23 87800 0 0 ISHARES TR NASDQ BIO 464287556 1516 20000 SH PUT DEFINED 15,23,24 20000 0 0 ISHARES TR COHEN&ST R 464287564 362 3510 SH DEFINED 6,10 3510 0 0 ISHARES TR COHEN&ST R 464287564 335 3250 SH DEFINED 6,10,11 3250 0 0 ISHARES TR COHEN&ST R 464287564 75525 731901 SH DEFINED 15,23,24 670731 0 61170 ISHARES TR S&P GLB100 464287572 16148 218103 SH DEFINED 15,23,24 200677 0 17425 ISHARES TR CONS SRVC 464287580 197 2882 SH DEFINED 6,10 2882 0 0 ISHARES TR CONS SRVC 464287580 53544 783950 SH DEFINED 15,23,24 741176 0 42774 ISHARES TR RUSSELL100 464287598 3521 42349 SH DEFINED 6,10 42349 0 0 ISHARES TR RUSSELL100 464287598 17 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR RUSSELL100 464287598 343202 4128004 SH DEFINED 15,23,24 3782794 0 345210 ISHARES TR S&P MC 400 464287606 560 6656 SH DEFINED 6,10 6656 0 0 ISHARES TR S&P MC 400 464287606 21 250 SH DEFINED 6,10,11 250 0 0 ISHARES TR S&P MC 400 464287606 43894 521734 SH DEFINED 15,23,24 483883 0 37851 ISHARES TR RUSSELL100 464287614 3404 61165 SH DEFINED 6,10 61165 0 0 ISHARES TR RUSSELL100 464287614 345 6200 SH DEFINED 6,10,11 6200 0 0 ISHARES TR RUSSELL100 464287614 445238 8000675 SH DEFINED 15,23,24 7478969 0 521706 ISHARES TR RUSSELL 10 464287622 2338 30205 SH DEFINED 6,10 30205 0 0 ISHARES TR RUSSELL 10 464287622 36618 472978 SH DEFINED 15,23,24 336531 0 136446 ISHARES TR RUSL 2000 464287630 2080 25680 SH DEFINED 6,10 25680 0 0 ISHARES TR RUSL 2000 464287630 83862 1035592 SH DEFINED 15,23,24 886636 0 148956 ISHARES TR RUSL 2000 464287630 19557 241500 SH CALL DEFINED 14,15,23 241500 0 0 ISHARES TR RUSL 2000 464287630 33137 409200 SH PUT DEFINED 14,15,23 409200 0 0 ISHARES TR RUSL 2000 464287648 64688 807996 SH DEFINED 6,10 807996 0 0 ISHARES TR RUSL 2000 464287648 75480 942792 SH DEFINED 15,23,24 879253 0 63538 ISHARES TR RUSL 2000 464287648 14283 178400 SH CALL DEFINED 14,15,23 178400 0 0 ISHARES TR RUSL 2000 464287648 24987 312100 SH PUT DEFINED 14,15,23 312100 0 0 ISHARES TR RUSSELL 20 464287655 7032 88438 SH DEFINED 6,10 88438 0 0 ISHARES TR RUSSELL 20 464287655 162972 2049709 SH DEFINED 15,23,24 1846005 0 203703 ISHARES TR RUSSELL 20 464287655 198910 2501700 SH CALL DEFINED 14,15,23 2501700 0 0 ISHARES TR RUSSELL 20 464287655 137155 1725000 SH CALL DEFINED 15,23,24 1725000 0 0 ISHARES TR RUSSELL 20 464287655 276743 3480600 SH PUT DEFINED 14,15,23 3480600 0 0 ISHARES TR RUSSELL 20 464287655 443666 5580000 SH PUT DEFINED 15,23,24 5580000 0 0 ISHARES TR RUSL 3000 464287663 151 1392 SH DEFINED 6,10 1392 0 0 ISHARES TR RUSL 3000 464287663 9281 85499 SH DEFINED 15,23,24 82705 0 2793 ISHARES TR RUSL 3000 464287671 33 731 SH DEFINED 6,10 731 0 0 ISHARES TR RUSL 3000 464287671 4939 108875 SH DEFINED 15,23,24 99361 0 9514 ISHARES TR RUSSELL 30 464287689 1193 14432 SH DEFINED 6,10 14432 0 0 ISHARES TR RUSSELL 30 464287689 60740 734993 SH DEFINED 15,23,24 491905 0 243088 ISHARES TR DJ US UTIL 464287697 239 2464 SH DEFINED 6,10 2464 0 0 ISHARES TR DJ US UTIL 464287697 55887 575507 SH DEFINED 15,23,24 520851 0 54655 ISHARES TR S&P MIDCP 464287705 2594 31049 SH DEFINED 6,10 31049 0 0 ISHARES TR S&P MIDCP 464287705 17 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR S&P MIDCP 464287705 56935 681613 SH DEFINED 15,23,24 629836 0 51776 ISHARES TR DJ US TELE 464287713 206 6632 SH DEFINED 6,10 6632 0 0 ISHARES TR DJ US TELE 464287713 33946 1090821 SH DEFINED 15,23,24 1012367 0 78454 ISHARES TR DJ US TECH 464287721 245 4544 SH DEFINED 6,10 4544 0 0 ISHARES TR DJ US TECH 464287721 47333 877344 SH DEFINED 15,23,24 822016 0 55328 ISHARES TR DJ US REAL 464287739 1776 20836 SH DEFINED 6,10 20836 0 0 ISHARES TR DJ US REAL 464287739 181 2120 SH DEFINED 30,38 2120 0 0 ISHARES TR DJ US REAL 464287739 39180 459644 SH DEFINED 15,23,24 419501 0 40142 ISHARES TR DJ US REAL 464287739 34855 408900 SH CALL DEFINED 14,15,23 408900 0 0 ISHARES TR DJ US REAL 464287739 61467 721100 SH PUT DEFINED 14,15,23 721100 0 0 ISHARES TR DJ US INDU 464287754 179 2676 SH DEFINED 6,10 2676 0 0 ISHARES TR DJ US INDU 464287754 21107 315933 SH DEFINED 15,23,24 291425 0 24507 ISHARES TR DJ US HEAL 464287762 170 2550 SH DEFINED 6,10 2550 0 0 ISHARES TR DJ US HEAL 464287762 20 300 SH DEFINED 6,10,11 300 0 0 ISHARES TR DJ US HEAL 464287762 32427 486081 SH DEFINED 15,23,24 429687 0 56393 ISHARES TR DJ US FINL 464287770 38982 304955 SH DEFINED 15,23,24 283014 0 21941 ISHARES TR DJ US FINL 464287788 161 1416 SH DEFINED 6,10 1416 0 0 ISHARES TR DJ US FINL 464287788 62907 551771 SH DEFINED 15,23,24 506610 0 45161 ISHARES TR DJ US ENER 464287796 156 1490 SH DEFINED 6,10 1490 0 0 ISHARES TR DJ US ENER 464287796 19 182 SH DEFINED 6,10,11 182 0 0 ISHARES TR DJ US ENER 464287796 64576 618657 SH DEFINED 15,23,24 556178 0 62479 ISHARES TR S&P SMLCAP 464287804 1142 16822 SH DEFINED 6,10 16822 0 0 ISHARES TR S&P SMLCAP 464287804 52 762 SH DEFINED 6,10,11 762 0 0 ISHARES TR S&P SMLCAP 464287804 53798 792198 SH DEFINED 15,23,24 714055 0 78142 ISHARES TR CONS GOODS 464287812 158 2628 SH DEFINED 6,10 2628 0 0 ISHARES TR CONS GOODS 464287812 12 200 SH DEFINED 6,10,11 200 0 0 ISHARES TR CONS GOODS 464287812 20595 341658 SH DEFINED 15,23,24 308397 0 33261 ISHARES TR DJ US BAS 464287838 326 5075 SH DEFINED 6,10 5075 0 0 ISHARES TR DJ US BAS 464287838 178 2775 SH DEFINED 6,10,11 2775 0 0 ISHARES TR DJ US BAS 464287838 56867 885086 SH DEFINED 15,23,24 809146 0 75940 ISHARES TR DJ US TOTL 464287846 3078 44363 SH DEFINED 15,23,24 37584 0 6779 ISHARES TR S&P EURO P 464287861 271 2500 SH DEFINED 6,10 2500 0 0 ISHARES TR S&P EURO P 464287861 28666 264588 SH DEFINED 15,23,24 202867 0 61720 ISHARES TR S&P SMLCP 464287879 465 6064 SH DEFINED 6,10 6064 0 0 ISHARES TR S&P SMLCP 464287879 60905 793969 SH DEFINED 15,23,24 756750 0 37219 ISHARES TR S&P SMLCP 464287887 480 3590 SH DEFINED 6,10 3590 0 0 ISHARES TR S&P SMLCP 464287887 43833 328088 SH DEFINED 15,23,24 292706 0 35381 ISHARES TR LARGE VAL 464288109 20810 248361 SH DEFINED 15,23,24 229967 0 18394 ISHARES TR MID CORE I 464288208 3648 42761 SH DEFINED 15,23,24 41680 0 1081 ISHARES TR MID GRWTH 464288307 5469 61861 SH DEFINED 15,23,24 59751 0 2110 ISHARES TR MID VAL IN 464288406 5670 63695 SH DEFINED 15,23,24 60700 0 2995 ISHARES TR SMLL CORE 464288505 24 276 SH DEFINED 6,10 276 0 0 ISHARES TR SMLL CORE 464288505 7287 82702 SH DEFINED 15,23,24 78792 0 3910 ISHARES TR SMLL GRWTH 464288604 2261 29497 SH DEFINED 15,23,24 24349 0 5148 ISHARES TR LEHMAN INT 464288612 2632 26144 SH DEFINED 15,23,24 24736 0 1408 ISHARES TR LEHMAN CR 464288620 655 6479 SH DEFINED 15,23,24 6184 0 295 ISHARES TR LEHMAN INT 464288638 3210 31804 SH DEFINED 15,23,24 29580 0 2224 ISHARES TR LEHMAN 1-3 464288646 4773 47254 SH DEFINED 15,23,24 45024 0 2230 ISHARES TR LEHMAN 10- 464288653 1642 16293 SH DEFINED 15,23,24 15320 0 973 ISHARES TR LEHMAN 3-7 464288661 4706 46596 SH DEFINED 15,23,24 44519 0 2077 ISHARES TR LEHMAN SH 464288679 686 6274 SH DEFINED 6,10 6274 0 0 ISHARES TR LEHMAN SH 464288679 62293 570028 SH DEFINED 15,23,24 526749 0 43279 ISHARES TR S&G GL MAT 464288695 1908 30460 SH DEFINED 15,23,24 26475 0 3985 ISHARES TR SMLL VAL I 464288703 2368 28419 SH DEFINED 15,23,24 25527 0 2892 ISHARES TR S&P GL UTI 464288711 998 16510 SH DEFINED 15,23,24 15053 0 1457 ISHARES TR S&P GL IND 464288729 1747 29880 SH DEFINED 15,23,24 28910 0 970 ISHARES TR S&P GL C S 464288737 1729 30968 SH DEFINED 15,23,24 29766 0 1202 ISHARES TR S&P GL CON 464288745 2291 38801 SH DEFINED 15,23,24 36938 0 1863 ISHARES TR DJ HOME CO 464288752 3282 96111 SH DEFINED 15,23,24 77649 0 18462 ISHARES TR DJ AEROSPA 464288760 18944 335178 SH DEFINED 15,23,24 312386 0 22792 ISHARES TR DJ REGIONA 464288778 377 7496 SH DEFINED 15,23,24 7210 0 286 ISHARES TR DJ BROKER- 464288794 19286 365967 SH DEFINED 15,23,24 346132 0 19835 ISHARES TR KLD SL SOC 464288802 159 2725 SH DEFINED 6,10 2725 0 0 ISHARES TR KLD SL SOC 464288802 520 8880 SH DEFINED 15,23,24 8880 0 0 ISHARES TR DJ MED DEV 464288810 9095 173497 SH DEFINED 15,23,24 143056 0 30441 ISHARES TR DJ HEALTH 464288828 12960 228172 SH DEFINED 15,23,24 202964 0 25208 ISHARES TR DJ PHARMA 464288836 3758 70056 SH DEFINED 15,23,24 50187 0 19869 ISHARES TR DJ OIL EQU 464288844 4947 102999 SH DEFINED 15,23,24 94016 0 8983 ISHARES TR DJ OIL&GAS 464288851 2584 49936 SH DEFINED 15,23,24 47761 0 2175 ISHARES TR RSSL MCRCP 464288869 5097 86675 SH DEFINED 15,23,24 79742 0 6933 ISHARES TR MSCI VAL I 464288877 278 3750 SH DEFINED 6,10 3750 0 0 ISHARES TR MSCI VAL I 464288877 25317 341380 SH DEFINED 15,23,24 333564 0 7815 ISHARES TR MSCI GRW I 464288885 222 3100 SH DEFINED 6,10 3100 0 0 ISHARES TR MSCI GRW I 464288885 6601 92341 SH DEFINED 15,23,24 88809 0 3531 ISIS PHARMACEUTICALS COM 464330109 4 384 SH DEFINED 6,10 384 0 0 ISIS PHARMACEUTICALS COM 464330109 464 50000 SH DEFINED 30,38 50000 0 0 ISIS PHARMACEUTICALS COM 464330109 188 20262 SH DEFINED 14,15,23 20262 0 0 ISIS PHARMACEUTICALS COM 464330109 4685 505374 SH DEFINED 15,23,24 414366 0 91008 ISIS PHARMACEUTICALS COM 464330109 1049 113200 SH CALL DEFINED 14,15,23 113200 0 0 ISIS PHARMACEUTICALS COM 464330109 809 87300 SH PUT DEFINED 14,15,23 87300 0 0 ITRON INC NOTE 2.50 465741AJ5 8155 6810000 PRN DEFINED 15,23,24 6810000 0 0 ITRON INC COM 465741106 1497 23013 SH DEFINED 6,10 23013 0 0 ITRON INC COM 465741106 8921 137169 SH DEFINED 15,23,24 100483 0 36686 ITRON INC COM 465741106 2354 36200 SH CALL DEFINED 14,15,23 36200 0 0 ITRON INC COM 465741106 1971 30300 SH PUT DEFINED 14,15,23 30300 0 0 IVANHOE MINES LTD COM 46579N103 393 34252 SH DEFINED 6,10 34252 0 0 IVANHOE MINES LTD COM 46579N103 71 6196 SH DEFINED 15,23,24 6196 0 0 IVAX CORP NOTE 4.50 465823AG7 12 12000 PRN DEFINED 15,23,24 12000 0 0 IXYS CORP COM 46600W106 104 10200 SH DEFINED 29 10200 0 0 IXYS CORP COM 46600W106 17 1633 SH DEFINED 6,10 1633 0 0 IXYS CORP COM 46600W106 34 3309 SH DEFINED 15,23,24 3309 0 0 J & J SNACK FOODS CO COM 466032109 183 4636 SH DEFINED 6,10 4636 0 0 J & J SNACK FOODS CO COM 466032109 310 7840 SH DEFINED 15,23,24 7640 0 200 J ALEXANDER CORP COM 466096104 236 21400 SH DEFINED 15,23,24 20400 0 1000 J CREW GROUP INC COM 46612H402 38 934 SH DEFINED 6,10 934 0 0 J CREW GROUP INC COM 46612H402 4419 110016 SH DEFINED 15,23,24 96668 0 13348 J CREW GROUP INC COM 46612H402 2587 64400 SH CALL DEFINED 14,15,23 64400 0 0 J CREW GROUP INC COM 46612H402 2547 63400 SH PUT DEFINED 14,15,23 63400 0 0 JDS UNIPHASE CORP NOTE 46612JAB7 45938 50000000 PRN DEFINED 15,23,24 50000000 0 0 JDS UNIPHASE CORP NOTE 1.00 46612JAD3 13131 15632000 PRN DEFINED 15,23,24 15632000 0 0 JDS UNIPHASE CORP COM PAR $0 46612J507 701 46023 SH DEFINED 6,10 46023 0 0 JDS UNIPHASE CORP COM PAR $0 46612J507 1 72 SH DEFINED 5,6,10 0 72 0 JDS UNIPHASE CORP COM PAR $0 46612J507 6004 394243 SH DEFINED 15,23,24 332558 0 61685 JDS UNIPHASE CORP COM PAR $0 46612J507 11419 749800 SH CALL DEFINED 14,15,23 749800 0 0 JDS UNIPHASE CORP COM PAR $0 46612J507 2208 145000 SH PUT DEFINED 14,15,23 145000 0 0 JDA SOFTWARE GROUP I COM 46612K108 110 7334 SH DEFINED 6,10 7334 0 0 JDA SOFTWARE GROUP I COM 46612K108 273 18161 SH DEFINED 15,23,24 18161 0 0 JER INVT TR INC COM 46614H301 45 2350 SH DEFINED 29 2350 0 0 JER INVT TR INC COM 46614H301 16 835 SH DEFINED 6,10 835 0 0 JER INVT TR INC COM 46614H301 320 16837 SH DEFINED 15,23,24 16324 0 513 J F CHINA REGION FD COM 46614T107 241 12069 SH DEFINED 15,23,24 8289 0 3780 JP MORGAN CHASE & CO COM 46625H100 2055 42480 SH DEFINED 29 42480 0 0 JP MORGAN CHASE & CO COM 46625H100 6960 143861 SH DEFINED 3,8 0 0 143861 JP MORGAN CHASE & CO COM 46625H100 215028 4444566 SH DEFINED 6,10 4338865 0 105701 JP MORGAN CHASE & CO COM 46625H100 289 5975 SH DEFINED 5,6,10 0 5975 0 JP MORGAN CHASE & CO COM 46625H100 7976 164860 SH DEFINED 6,10,11 162960 0 1900 JP MORGAN CHASE & CO COM 46625H100 595880 12316658 SH DEFINED 15,23,24 10108029 0 2208628 JP MORGAN CHASE & CO COM 46625H100 51450 1063466 SH DEFINED 15,18,23,25,26 1063466 0 0 JP MORGAN CHASE & CO COM 46625H100 3232 66811 SH DEFINED 2,5,6,9-10,17,19,20,27 66811 0 0 JP MORGAN CHASE & CO COM 46625H100 1427 29500 SH CALL DEFINED 6,10 29500 0 0 JP MORGAN CHASE & CO COM 46625H100 31558 652300 SH CALL DEFINED 14,15,23 652300 0 0 JP MORGAN CHASE & CO COM 46625H100 14403 297700 SH CALL DEFINED 15,23,24 297700 0 0 JP MORGAN CHASE & CO COM 46625H100 41775 863471 SH CALL DEFINED 15,18,23,25,26 863471 0 0 JP MORGAN CHASE & CO COM 46625H100 48003 992200 SH PUT DEFINED 14,15,23 992200 0 0 JP MORGAN CHASE & CO COM 46625H100 48496 1002400 SH PUT DEFINED 15,23,24 1000000 0 2400 J2 GLOBAL COMMUNICAT COM NEW 46626E205 515 18582 SH DEFINED 6,10 18582 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 2030 73238 SH DEFINED 15,23,24 51972 0 21266 J2 GLOBAL COMMUNICAT COM NEW 46626E205 1397 50400 SH CALL DEFINED 14,15,23 50400 0 0 J2 GLOBAL COMMUNICAT COM NEW 46626E205 1569 56600 SH PUT DEFINED 14,15,23 56600 0 0 JABIL CIRCUIT INC COM 466313103 943 44052 SH DEFINED 6,10 44052 0 0 JABIL CIRCUIT INC COM 466313103 146 6800 SH DEFINED 30,38 6800 0 0 JABIL CIRCUIT INC COM 466313103 26 1200 SH DEFINED 6,10,11 1200 0 0 JABIL CIRCUIT INC COM 466313103 2017 94197 SH DEFINED 14,15,23 94197 0 0 JABIL CIRCUIT INC COM 466313103 4776 223067 SH DEFINED 15,23,24 183148 0 39919 JABIL CIRCUIT INC COM 466313103 1071 50000 SH CALL DEFINED 14,15,23 50000 0 0 JABIL CIRCUIT INC COM 466313103 1135 53000 SH CALL DEFINED 15,23,24 53000 0 0 JABIL CIRCUIT INC COM 466313103 4443 207500 SH PUT DEFINED 14,15,23 207500 0 0 JABIL CIRCUIT INC COM 466313103 2 100 SH PUT DEFINED 15,23,24 100 0 0 JACK IN THE BOX INC COM 466367109 5014 72523 SH DEFINED 6,10 72523 0 0 JACK IN THE BOX INC COM 466367109 373 5400 SH DEFINED 30,38 5400 0 0 JACK IN THE BOX INC COM 466367109 559 8080 SH DEFINED 15,23,24 7262 0 818 JACKSON HEWITT TAX S COM 468202106 112 3466 SH DEFINED 6,10 3466 0 0 JACKSON HEWITT TAX S COM 468202106 162 5028 SH DEFINED 15,23,24 3178 0 1850 JACOBS ENGR GROUP IN COM 469814107 265 5686 SH DEFINED 6,10 5686 0 0 JACOBS ENGR GROUP IN COM 469814107 17 356 SH DEFINED 6,10,11 356 0 0 JACOBS ENGR GROUP IN COM 469814107 7115 152517 SH DEFINED 15,23,24 102307 0 50210 JAKKS PAC INC COM 47012E106 167 7002 SH DEFINED 6,10 7002 0 0 JAKKS PAC INC COM 47012E106 94 3929 SH DEFINED 30,38 3929 0 0 JAKKS PAC INC COM 47012E106 268 11202 SH DEFINED 15,23,24 11169 0 33 JAMBA INC COM 47023A101 824 89716 SH DEFINED 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NICHOLAS APPLEGATE C COM 65370G109 48 3069 SH DEFINED 6,10 3069 0 0 NICHOLAS APPLEGATE C COM 65370G109 3057 194111 SH DEFINED 15,23,24 164115 0 29995 NICHOLAS APPLEGATE E COM 65370K100 25 1000 SH DEFINED 6,10 1000 0 0 NICHOLAS APPLEGATE E COM 65370K100 1308 52314 SH DEFINED 15,23,24 43692 0 8622 NICOR INC COM 654086107 140 2886 SH DEFINED 6,10 2886 0 0 NICOR INC COM 654086107 754 15562 SH DEFINED 30,38 15562 0 0 NICOR INC COM 654086107 15 300 SH DEFINED 6,10,11 300 0 0 NICOR INC COM 654086107 1241 25625 SH DEFINED 15,23,24 22989 0 2635 NIDEC CORP SPONSORED 654090109 261 16200 SH DEFINED 6,10 16200 0 0 NIDEC CORP SPONSORED 654090109 18 1128 SH DEFINED 15,23,24 1128 0 0 NIKE INC CL B 654106103 5480 51568 SH DEFINED 3,8 0 0 51568 NIKE INC CL B 654106103 7503 70614 SH DEFINED 6,10 34966 0 35648 NIKE INC CL B 654106103 126 1185 SH DEFINED 5,6,10 0 1185 0 NIKE INC CL B 654106103 665 6258 SH DEFINED 6,10,11 6258 0 0 NIKE INC CL B 654106103 16696 157126 SH DEFINED 14,15,23 157126 0 0 NIKE INC CL B 654106103 49308 464032 SH DEFINED 15,23,24 413188 0 50843 NIKE INC CL B 654106103 3166 29796 SH DEFINED 15,18,23,25,26 29796 0 0 NIKE INC CL B 654106103 2125 20000 SH CALL DEFINED 6,10 20000 0 0 NIKE INC CL B 654106103 9383 88300 SH CALL DEFINED 14,15,23 88300 0 0 NIKE INC CL B 654106103 9850 92700 SH CALL DEFINED 15,23,24 92700 0 0 NIKE INC CL B 654106103 25630 241200 SH PUT DEFINED 14,15,23 241200 0 0 NIKE INC CL B 654106103 5313 50000 SH PUT DEFINED 15,23,24 50000 0 0 99 CENTS ONLY STORES COM 65440K106 77 5219 SH DEFINED 6,10 5219 0 0 99 CENTS ONLY STORES COM 65440K106 757 51407 SH DEFINED 30,38 51407 0 0 99 CENTS ONLY STORES COM 65440K106 4352 295423 SH DEFINED 15,23,24 289123 0 6300 NIPPON TELEG & TEL C SPONSORED 654624105 5214 197428 SH DEFINED 6,10 197428 0 0 NIPPON TELEG & TEL C SPONSORED 654624105 2907 110070 SH DEFINED 15,23,24 99254 0 10815 NIS GROUP CO LTD SP ADR 10 654655109 90 15230 SH DEFINED 6,10 15230 0 0 NIS GROUP CO LTD SP ADR 10 654655109 1 175 SH DEFINED 15,23,24 0 0 175 NISOURCE INC COM 65473P105 85 3482 SH DEFINED 3,8 0 0 3482 NISOURCE INC COM 65473P105 992 40605 SH DEFINED 6,10 40605 0 0 NISOURCE INC COM 65473P105 716 29303 SH DEFINED 30,38 29303 0 0 NISOURCE INC COM 65473P105 49 2015 SH DEFINED 6,10,11 2015 0 0 NISOURCE INC COM 65473P105 10706 438046 SH DEFINED 15,23,24 339025 0 99020 NISSAN MOTORS SPONSORED 654744408 392 18300 SH DEFINED 29 18300 0 0 NISSAN MOTORS SPONSORED 654744408 893 41717 SH DEFINED 6,10 41717 0 0 NISSAN MOTORS SPONSORED 654744408 20 920 SH DEFINED 5,6,10 0 920 0 NISSAN MOTORS SPONSORED 654744408 1001 46785 SH DEFINED 15,23,24 43917 0 2868 NITROMED INC COM 654798503 6 2052 SH DEFINED 15,23,24 2052 0 0 NITROMED INC COM 654798503 34 10800 SH CALL DEFINED 14,15,23 10800 0 0 NITROMED INC COM 654798503 2 500 SH PUT DEFINED 14,15,23 500 0 0 NOBILITY HOMES INC COM 654892108 240 10020 SH DEFINED 15,23,24 10020 0 0 NOKIA CORP SPONSORED 654902204 321 14000 SH DEFINED 29 14000 0 0 NOKIA CORP SPONSORED 654902204 6013 262351 SH DEFINED 6,10 262351 0 0 NOKIA CORP SPONSORED 654902204 6 277 SH DEFINED 30,38 277 0 0 NOKIA CORP SPONSORED 654902204 1823 79550 SH DEFINED 6,10,11 79550 0 0 NOKIA CORP SPONSORED 654902204 634 27664 SH DEFINED 14,15,23 27664 0 0 NOKIA CORP SPONSORED 654902204 77496 3381167 SH DEFINED 15,23,24 2925797 0 455370 NOKIA CORP SPONSORED 654902204 4469 195000 SH DEFINED 15,18,23,25,26 195000 0 0 NOKIA CORP SPONSORED 654902204 15542 678088 SH DEFINED 2,5,6,9-10,17,19,20,27 678088 0 0 NOKIA CORP SPONSORED 654902204 10970 478600 SH CALL DEFINED 14,15,23 478600 0 0 NOKIA CORP SPONSORED 654902204 16 700 SH CALL DEFINED 15,23,24 700 0 0 NOKIA CORP SPONSORED 654902204 9289 405300 SH PUT DEFINED 14,15,23 405300 0 0 NOKIA CORP SPONSORED 654902204 23493 1025000 SH PUT DEFINED 15,23,24 1025000 0 0 NOBLE ENERGY INC COM 655044105 1515 25401 SH DEFINED 6,10 25401 0 0 NOBLE ENERGY INC COM 655044105 21 350 SH DEFINED 5,6,10 0 350 0 NOBLE ENERGY INC COM 655044105 398 6675 SH DEFINED 6,10,11 6675 0 0 NOBLE ENERGY INC COM 655044105 226 3789 SH DEFINED 14,15,23 3789 0 0 NOBLE ENERGY INC COM 655044105 8518 142800 SH DEFINED 15,23,24 113088 0 29711 NOBLE ENERGY INC COM 655044105 793 13300 SH CALL DEFINED 14,15,23 13300 0 0 NOBLE ENERGY INC COM 655044105 3436 57600 SH PUT DEFINED 14,15,23 57600 0 0 NOMURA HLDGS INC SPONSORED 65535H208 1606 77475 SH DEFINED 6,10 77475 0 0 NOMURA HLDGS INC SPONSORED 65535H208 3 138 SH DEFINED 6,10,11 138 0 0 NOMURA HLDGS INC SPONSORED 65535H208 3149 151924 SH DEFINED 15,23,24 148682 0 3242 NOMURA HLDGS INC SPONSORED 65535H208 609 29400 SH DEFINED 2,5,6,9-10,17,19,20,27 29400 0 0 NORAM ENERGY CORP SDCV 6.00 655419AC3 33 32950 PRN DEFINED 15,23,24 25900 0 7050 NORDSON CORP COM 655663102 103 2225 SH DEFINED 29 2225 0 0 NORDSON CORP COM 655663102 53 1147 SH DEFINED 6,10 1147 0 0 NORDSON CORP COM 655663102 2006 43181 SH DEFINED 15,23,24 41831 0 1350 NORDSTROM INC COM 655664100 5162 97511 SH DEFINED 6,10 97511 0 0 NORDSTROM INC COM 655664100 40 750 SH DEFINED 6,10,11 750 0 0 NORDSTROM INC COM 655664100 10736 202802 SH DEFINED 15,23,24 183342 0 19460 NORDSTROM INC COM 655664100 7083 133800 SH CALL DEFINED 14,15,23 133800 0 0 NORDSTROM INC COM 655664100 2118 40000 SH CALL DEFINED 15,23,24 40000 0 0 NORDSTROM INC COM 655664100 2091 39500 SH PUT DEFINED 14,15,23 39500 0 0 NORFOLK SOUTHERN COR COM 655844108 1128 22300 SH DEFINED 29 22300 0 0 NORFOLK SOUTHERN COR COM 655844108 7492 148071 SH DEFINED 6,10 148071 0 0 NORFOLK SOUTHERN COR COM 655844108 608 12020 SH DEFINED 30,38 12020 0 0 NORFOLK SOUTHERN COR COM 655844108 371 7324 SH DEFINED 6,10,11 7324 0 0 NORFOLK SOUTHERN COR COM 655844108 2992 59135 SH DEFINED 14,15,23 59135 0 0 NORFOLK SOUTHERN COR COM 655844108 25679 507496 SH DEFINED 15,23,24 421344 0 86151 NORFOLK SOUTHERN COR COM 655844108 17437 344600 SH CALL DEFINED 14,15,23 344600 0 0 NORFOLK SOUTHERN COR COM 655844108 12690 250800 SH CALL DEFINED 15,23,24 250800 0 0 NORFOLK SOUTHERN COR COM 655844108 10307 203700 SH PUT DEFINED 14,15,23 203700 0 0 NORFOLK SOUTHERN COR COM 655844108 410 8100 SH PUT DEFINED 15,23,24 8000 0 100 NORSK HYDRO A S SPONSORED 656531605 272 8300 SH DEFINED 29 8300 0 0 NORSK HYDRO A S SPONSORED 656531605 220 6690 SH DEFINED 6,10 6690 0 0 NORSK HYDRO A S SPONSORED 656531605 2394 72940 SH DEFINED 15,23,24 30315 0 42625 NORTEL NETWORKS CORP NOTE 4.25 656568AB8 39 40000 PRN DEFINED 6,10 40000 0 0 NORTEL NETWORKS CORP NOTE 4.25 656568AB8 82279 84173000 PRN DEFINED 15,23,24 84173000 0 0 NORTEL NETWORKS CORP COM NEW 656568508 205 8510 SH DEFINED 29 8510 0 0 NORTEL NETWORKS CORP COM NEW 656568508 1291 53663 SH DEFINED 6,10 53663 0 0 NORTEL NETWORKS CORP COM NEW 656568508 2 85 SH DEFINED 5,6,10 0 85 0 NORTEL NETWORKS CORP COM NEW 656568508 3446 143275 SH DEFINED 15,23,24 112353 0 30922 NORTEL NETWORKS CORP COM NEW 656568508 70 2890 SH DEFINED 15,18,23,25,26 2890 0 0 NORTEL NETWORKS CORP COM NEW 656568508 1703 70800 SH DEFINED 2,5,6,9-10,17,19,20,27 70800 0 0 NORTEL NETWORKS CORP COM NEW 656568508 6664 277100 SH CALL DEFINED 14,15,23 277100 0 0 NORTEL NETWORKS CORP COM NEW 656568508 28244 1174400 SH CALL DEFINED 15,23,24 1174400 0 0 NORTEL NETWORKS CORP COM NEW 656568508 5673 235900 SH PUT DEFINED 14,15,23 235900 0 0 NORTH AMERN INS LEAD COM 65687M104 556 73600 SH DEFINED 15,23,24 73600 0 0 NORTH AMERN INS LEAD *W EXP 03/ 65687M112 49 95100 SH DEFINED 15,23,24 95100 0 0 NORTH AMERN INS LEAD UNIT 03/21 65687M203 1194 150000 SH DEFINED 30,38 150000 0 0 NORTH AMERN SCIENTIF COM 65715D100 1158 1181530 SH DEFINED 6,10 1181530 0 0 NORTH EUROPEAN OIL R SH BEN INT 659310106 626 16796 SH DEFINED 15,23,24 7696 0 9100 NORTH PITTSBURGH SYS COM 661562108 1 31 SH DEFINED 6,10 31 0 0 NORTH PITTSBURGH SYS COM 661562108 298 13691 SH DEFINED 15,23,24 13691 0 0 NORTHEAST UTILS COM 664397106 336 10253 SH DEFINED 6,10 10253 0 0 NORTHEAST UTILS COM 664397106 705 21500 SH DEFINED 30,38 21500 0 0 NORTHEAST UTILS COM 664397106 7 200 SH DEFINED 6,10,11 200 0 0 NORTHEAST UTILS COM 664397106 1348 41141 SH DEFINED 15,23,24 30484 0 10657 NORTHERN DYNASTY MIN COM NEW 66510M204 749 66412 SH DEFINED 6,10 66412 0 0 NORTHERN DYNASTY MIN COM NEW 66510M204 102 9022 SH DEFINED 15,23,24 8572 0 450 NORTHERN ORION RES I COM 665575106 814 200000 SH DEFINED 6,10 200000 0 0 NORTHERN ORION RES I COM 665575106 212 52000 SH DEFINED 14,15,23 52000 0 0 NORTHERN ORION RES I COM 665575106 27 6680 SH DEFINED 15,23,24 6180 0 500 NORTHERN ORION RES I COM 665575106 3 800 SH CALL DEFINED 14,15,23 800 0 0 NORTHERN ORION RES I COM 665575106 316 77600 SH PUT DEFINED 14,15,23 77600 0 0 NORTHERN TR CORP COM 665859104 3304 54945 SH DEFINED 6,10 54945 0 0 NORTHERN TR CORP COM 665859104 3097 51500 SH DEFINED 30,38 51500 0 0 NORTHERN TR CORP COM 665859104 704 11700 SH DEFINED 5,6,10 0 11700 0 NORTHERN TR CORP COM 665859104 1393 23167 SH DEFINED 6,10,11 22792 0 375 NORTHERN TR CORP COM 665859104 14329 238261 SH DEFINED 15,23,24 204987 0 33274 NORTHFIELD LABS INC COM 666135108 154 42535 SH DEFINED 14,15,23 42535 0 0 NORTHFIELD LABS INC COM 666135108 43 11863 SH DEFINED 15,23,24 10863 0 1000 NORTHFIELD LABS INC COM 666135108 176 48700 SH CALL DEFINED 14,15,23 48700 0 0 NORTHFIELD LABS INC COM 666135108 247 68500 SH PUT DEFINED 14,15,23 68500 0 0 NORTHGATE MINERALS C COM 666416102 74 21200 SH DEFINED 15,23,24 21200 0 0 NORTHROP GRUMMAN COR COM 666807102 12822 172753 SH DEFINED 6,10 172753 0 0 NORTHROP GRUMMAN COR COM 666807102 106 1428 SH DEFINED 30,38 1428 0 0 NORTHROP GRUMMAN COR COM 666807102 465 6261 SH DEFINED 6,10,11 6261 0 0 NORTHROP GRUMMAN COR COM 666807102 18493 249164 SH DEFINED 15,23,24 204156 0 45008 NORTHROP GRUMMAN COR COM 666807102 4416 59500 SH CALL DEFINED 14,15,23 59500 0 0 NORTHROP GRUMMAN COR COM 666807102 11229 151300 SH PUT DEFINED 14,15,23 151300 0 0 NORTHSTAR RLTY FIN C COM 66704R100 61 3986 SH DEFINED 6,10 3986 0 0 NORTHSTAR RLTY FIN C COM 66704R100 993 65263 SH DEFINED 15,23,24 58375 0 6888 NORTHSTAR NEUROSCIEN COM 66704V101 804 62775 SH DEFINED 15,23,24 62775 0 0 NORTHWEST BANCORP IN COM 667328108 2377 87760 SH DEFINED 15,23,24 87760 0 0 NORTHWEST NAT GAS CO COM 667655104 100 2200 SH DEFINED 29 2200 0 0 NORTHWEST NAT GAS CO COM 667655104 353 7739 SH DEFINED 6,10 7739 0 0 NORTHWEST NAT GAS CO COM 667655104 662 14500 SH DEFINED 30,38 14500 0 0 NORTHWEST NAT GAS CO COM 667655104 4057 88836 SH DEFINED 15,23,24 77303 0 11533 NORTHWEST PIPE CO COM 667746101 3156 79230 SH DEFINED 15,23,24 56176 0 23054 NORTHWESTERN CORP COM NEW 668074305 41 1145 SH DEFINED 6,10 1145 0 0 NORTHWESTERN CORP COM NEW 668074305 18 510 SH DEFINED 30,38 510 0 0 NORTHWESTERN CORP COM NEW 668074305 629 17761 SH DEFINED 15,23,24 15382 0 2379 NOVA CHEMICALS CORP COM 66977W109 71728 2316791 SH DEFINED 6,10 2316791 0 0 NOVA CHEMICALS CORP COM 66977W109 131 4231 SH DEFINED 30,38 4231 0 0 NOVA CHEMICALS CORP COM 66977W109 54 1747 SH DEFINED 15,23,24 1707 0 40 NOVA CHEMICALS CORP COM 66977W109 33 1076 SH DEFINED 15,18,23,25,26 1076 0 0 NOVACEA INC COM 66987B103 1 149 SH DEFINED 6,10 149 0 0 NOVACEA INC COM 66987B103 193 25000 SH DEFINED 30,38 25000 0 0 NOVACEA INC COM 66987B103 1 72 SH DEFINED 15,23,24 0 0 72 NOVAGOLD RES INC COM NEW 66987E206 168 9932 SH DEFINED 6,10 9932 0 0 NOVAGOLD RES INC COM NEW 66987E206 1780 105042 SH DEFINED 15,23,24 73919 0 31123 NOVATEL WIRELESS INC COM NEW 66987M604 165 10259 SH DEFINED 6,10 10259 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 1 40 SH DEFINED 30,38 40 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 307 19152 SH DEFINED 15,23,24 19142 0 10 NOVATEL WIRELESS INC COM NEW 66987M604 2509 156400 SH CALL DEFINED 14,15,23 156400 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 287 17900 SH PUT DEFINED 14,15,23 17900 0 0 NOVARTIS A G SPONSORED 66987V109 464 8500 SH DEFINED 29 8500 0 0 NOVARTIS A G SPONSORED 66987V109 5418 99182 SH DEFINED 6,10 99182 0 0 NOVARTIS A G SPONSORED 66987V109 882 16140 SH DEFINED 30,38 16140 0 0 NOVARTIS A G SPONSORED 66987V109 553 10120 SH DEFINED 6,10,11 10120 0 0 NOVARTIS A G SPONSORED 66987V109 53573 980646 SH DEFINED 15,23,24 817879 0 162767 NOVARTIS A G SPONSORED 66987V109 2732 50000 SH DEFINED 15,18,23,25,26 50000 0 0 NOVARTIS A G SPONSORED 66987V109 344 6300 SH CALL DEFINED 14,15,23 6300 0 0 NOVARTIS A G SPONSORED 66987V109 33 600 SH PUT DEFINED 14,15,23 600 0 0 NU HORIZONS ELECTRS COM 669908105 370 35119 SH DEFINED 15,23,24 31827 0 3292 NOVASTAR FINL INC COM 669947400 2 348 SH DEFINED 6,10 348 0 0 NOVASTAR FINL INC COM 669947400 85 16935 SH DEFINED 14,15,23 16935 0 0 NOVASTAR FINL INC COM 669947400 36 7199 SH DEFINED 15,23,24 3599 0 3600 NOVASTAR FINL INC COM 669947400 396 79200 SH CALL DEFINED 14,15,23 79200 0 0 NOVASTAR FINL INC COM 669947400 773 154500 SH PUT DEFINED 14,15,23 154500 0 0 NOVELIS INC COM 67000X106 105 2379 SH DEFINED 6,10 2379 0 0 NOVELIS INC COM 67000X106 1292 29300 SH DEFINED 30,38 29300 0 0 NOVELIS INC COM 67000X106 26 588 SH DEFINED 15,23,24 268 0 320 NOVAVAX INC COM 670002104 61 23728 SH DEFINED 14,15,23 23728 0 0 NOVAVAX INC COM 670002104 10 3916 SH DEFINED 15,23,24 3916 0 0 NOVAVAX INC COM 670002104 115 44500 SH CALL DEFINED 14,15,23 44500 0 0 NOVAVAX INC COM 670002104 116 44800 SH PUT DEFINED 14,15,23 44800 0 0 NOVELL INC COM 670006105 1040 144110 SH DEFINED 6,10 144110 0 0 NOVELL INC COM 670006105 741 102678 SH DEFINED 30,38 102678 0 0 NOVELL INC COM 670006105 178 24657 SH DEFINED 14,15,23 24657 0 0 NOVELL INC COM 670006105 1417 196272 SH DEFINED 15,23,24 180029 0 16243 NOVELL INC COM 670006105 1108 153500 SH CALL DEFINED 14,15,23 153500 0 0 NOVELL INC COM 670006105 1408 195000 SH CALL DEFINED 15,23,24 195000 0 0 NOVELL INC COM 670006105 845 117000 SH PUT DEFINED 14,15,23 117000 0 0 NOVELL INC COM 670006105 1223 169400 SH PUT DEFINED 15,23,24 169400 0 0 NOVELLUS SYS INC COM 670008101 10753 335833 SH DEFINED 6,10 335833 0 0 NOVELLUS SYS INC COM 670008101 577 18011 SH DEFINED 30,38 18011 0 0 NOVELLUS SYS INC COM 670008101 24 750 SH DEFINED 6,10,11 750 0 0 NOVELLUS SYS INC COM 670008101 21024 656580 SH DEFINED 15,23,24 545917 0 110663 NOVELLUS SYS INC COM 670008101 3458 108000 SH CALL DEFINED 14,15,23 108000 0 0 NOVELLUS SYS INC COM 670008101 1124 35100 SH CALL DEFINED 15,23,24 35100 0 0 NOVELLUS SYS INC COM 670008101 20035 625700 SH PUT DEFINED 14,15,23 625700 0 0 NOVELLUS SYS INC COM 670008101 11847 370000 SH PUT DEFINED 15,23,24 370000 0 0 NOVEN PHARMACEUTICAL COM 670009109 144 6191 SH DEFINED 6,10 6191 0 0 NOVEN PHARMACEUTICAL COM 670009109 101 4342 SH DEFINED 15,23,24 2342 0 2000 NOVO-NORDISK A S ADR 670100205 527 5821 SH DEFINED 6,10 5821 0 0 NOVO-NORDISK A S ADR 670100205 1177 13000 SH DEFINED 30,38 13000 0 0 NOVO-NORDISK A S ADR 670100205 822 9075 SH DEFINED 6,10,11 9075 0 0 NOVO-NORDISK A S ADR 670100205 1591 17578 SH DEFINED 15,23,24 14990 0 2587 NU SKIN ENTERPRISES CL A 67018T105 2 97 SH DEFINED 6,10 97 0 0 NU SKIN ENTERPRISES CL A 67018T105 777 47041 SH DEFINED 30,38 47041 0 0 NU SKIN ENTERPRISES CL A 67018T105 2 100 SH DEFINED 5,6,10 0 100 0 NU SKIN ENTERPRISES CL A 67018T105 143 8675 SH DEFINED 6,10,11 8675 0 0 NU SKIN ENTERPRISES CL A 67018T105 8 455 SH DEFINED 15,23,24 445 0 10 NSTAR COM 67019E107 1051 29932 SH DEFINED 6,10 29932 0 0 NSTAR COM 67019E107 35 1005 SH DEFINED 6,10,11 1005 0 0 NSTAR COM 67019E107 6433 183181 SH DEFINED 15,23,24 155051 0 28129 NTELOS HLDGS CORP COM 67020Q107 1 31 SH DEFINED 6,10 31 0 0 NTELOS HLDGS CORP COM 67020Q107 223464 11626633 SH DEFINED 8,31-34 11626633 0 0 NTELOS HLDGS CORP COM 67020Q107 2303 119826 SH DEFINED 8,32-34 119826 0 0 NTELOS HLDGS CORP COM 67020Q107 2052 106764 SH DEFINED 8,32,33 106764 0 0 NTELOS HLDGS CORP COM 67020Q107 25 1316 SH DEFINED 15,23,24 1316 0 0 NUANCE COMMUNICATION COM 67020Y100 624 40750 SH DEFINED 29 40750 0 0 NUANCE COMMUNICATION COM 67020Y100 24 1539 SH DEFINED 6,10 1539 0 0 NUANCE COMMUNICATION COM 67020Y100 837 54695 SH DEFINED 6,10,11 54695 0 0 NUANCE COMMUNICATION COM 67020Y100 5129 335001 SH DEFINED 15,23,24 265818 0 69183 NUANCE COMMUNICATION COM 67020Y100 723 47200 SH CALL DEFINED 14,15,23 47200 0 0 NUANCE COMMUNICATION COM 67020Y100 23 1500 SH CALL DEFINED 15,23,24 1500 0 0 NUANCE COMMUNICATION COM 67020Y100 831 54300 SH PUT DEFINED 14,15,23 54300 0 0 NUCOR CORP COM 670346105 18176 279074 SH DEFINED 6,10 279074 0 0 NUCOR CORP COM 670346105 2302 35341 SH DEFINED 30,38 35341 0 0 NUCOR CORP COM 670346105 1002 15380 SH DEFINED 6,10,11 15380 0 0 NUCOR CORP COM 670346105 5733 88019 SH DEFINED 14,15,23 88019 0 0 NUCOR CORP COM 670346105 42166 647409 SH DEFINED 15,23,24 581264 0 66144 NUCOR CORP COM 670346105 20640 316900 SH CALL DEFINED 14,15,23 316900 0 0 NUCOR CORP COM 670346105 56266 863900 SH PUT DEFINED 14,15,23 863900 0 0 NUCOR CORP COM 670346105 20 300 SH PUT DEFINED 15,23,24 300 0 0 NUVEEN INSD PREM INC COM 6706D8104 437 32910 SH DEFINED 15,23,24 24412 0 8497 NUVEEN EQTY PRM OPPO COM 6706EM102 4429 240703 SH DEFINED 15,23,24 181338 0 59365 NUVEEN FLTNG RTE INC COM SHS 6706EN100 1436 101451 SH DEFINED 15,23,24 73264 0 28186 NUVEEN DIVERSIFIED D COM 6706EP105 438 21746 SH DEFINED 6,10,11 21746 0 0 NUVEEN DIVERSIFIED D COM 6706EP105 5343 265554 SH DEFINED 15,23,24 194367 0 71187 NUVEEN EQUITY PREM I COM 6706ER101 2703 145377 SH DEFINED 15,23,24 80406 0 64970 NUVEEN EQUITY PREM A COM 6706ET107 527 28414 SH DEFINED 15,23,24 22225 0 6188 NUVEEN TAX ADV FLTG COM 6706EV102 781 54468 SH DEFINED 15,23,24 51520 0 2948 NUVEEN EQUITY PREM & COM 6706EW100 2427 122869 SH DEFINED 15,23,24 114245 0 8624 NUVEEN PREM INCOME M COM 6706K4105 1374 104541 SH DEFINED 15,23,24 97058 0 7483 NUVEEN N C PREM INCO SH BEN INT 67060P100 152 10500 SH DEFINED 15,23,24 9500 0 1000 NUVEEN PA PREM INCOM COM 67061F101 28 2000 SH DEFINED 6,10,11 2000 0 0 NUVEEN PA PREM INCOM COM 67061F101 143 10306 SH DEFINED 15,23,24 7306 0 3000 NUVEEN MD PREM INCOM COM 67061Q107 25 1640 SH DEFINED 6,10,11 1640 0 0 NUVEEN MD PREM INCOM COM 67061Q107 594 39470 SH DEFINED 15,23,24 24076 0 15394 NUVEEN SELECT MAT MU SH BEN INT 67061T101 116 11664 SH DEFINED 15,23,24 10664 0 1000 NUVEEN CALIF MUN VAL COM 67062C107 630 61742 SH DEFINED 15,23,24 53195 0 8547 NUVEEN INVT QUALITY COM 67062E103 292 18670 SH DEFINED 15,23,24 14039 0 4630 NUVEEN SELECT TAX FR SH BEN INT 67062F100 2443 164499 SH DEFINED 15,23,24 138314 0 26185 NUVEEN MUN ADVANTAGE COM 67062H106 689 42915 SH DEFINED 15,23,24 29054 0 13860 NUVEEN NY MUN VALUE COM 67062M105 347 35614 SH DEFINED 15,23,24 32089 0 3525 NUVEEN INSD QUALITY COM 67062N103 237 15976 SH DEFINED 15,23,24 13126 0 2850 NUVEEN PERFORMANCE P COM 67062P108 12 800 SH DEFINED 6,10,11 800 0 0 NUVEEN PERFORMANCE P COM 67062P108 573 37825 SH DEFINED 15,23,24 20720 0 17105 NUVEEN PREM INCOME M COM 67062T100 34 2372 SH DEFINED 6,10,11 1372 0 1000 NUVEEN PREM INCOME M COM 67062T100 263 18230 SH DEFINED 15,23,24 11758 0 6472 NUVEEN MUN MKT OPPOR COM 67062W103 31 2045 SH DEFINED 6,10,11 1645 0 400 NUVEEN MUN MKT OPPOR COM 67062W103 611 40345 SH DEFINED 15,23,24 21378 0 18967 NUVEEN N Y INVT QUAL COM 67062X101 504 35469 SH DEFINED 15,23,24 35469 0 0 NUVEEN NY SELECT TAX SH BEN INT 67063V104 288 20376 SH DEFINED 15,23,24 15375 0 5001 NUVEEN PREM INCOME M COM 67063W102 15 1034 SH DEFINED 6,10,11 1034 0 0 NUVEEN PREM INCOME M COM 67063W102 431 30099 SH DEFINED 15,23,24 17367 0 12732 NUVEEN VA PREM INCOM COM 67064R102 264 16562 SH DEFINED 15,23,24 12040 0 4522 NUVEEN TAX FREE ADV COM 670657105 232 15537 SH DEFINED 15,23,24 8000 0 7537 NVIDIA CORP COM 67066G104 5788 201115 SH DEFINED 6,10 201115 0 0 NVIDIA CORP COM 67066G104 551 19154 SH DEFINED 30,38 19154 0 0 NVIDIA CORP COM 67066G104 12 425 SH DEFINED 6,10,11 425 0 0 NVIDIA CORP COM 67066G104 3173 110236 SH DEFINED 14,15,23 110236 0 0 NVIDIA CORP COM 67066G104 6600 229338 SH DEFINED 15,23,24 217860 0 11478 NVIDIA CORP COM 67066G104 20926 727100 SH CALL DEFINED 14,15,23 727100 0 0 NVIDIA CORP COM 67066G104 29 1000 SH CALL DEFINED 15,23,24 1000 0 0 NVIDIA CORP COM 67066G104 10059 349500 SH PUT DEFINED 14,15,23 349500 0 0 NVIDIA CORP COM 67066G104 2910 101100 SH PUT DEFINED 15,23,24 101100 0 0 NUVEEN DIVID ADVANTA COM 67066V101 1255 84459 SH DEFINED 15,23,24 64834 0 19625 NUVEEN NY DIVID ADVN COM 67066X107 296 19185 SH DEFINED 15,23,24 7880 0 11305 NUVEEN SR INCOME FD COM 67067Y104 15 1722 SH DEFINED 6,10 1722 0 0 NUVEEN SR INCOME FD COM 67067Y104 1191 134561 SH DEFINED 15,23,24 123245 0 11316 NUVEEN MUN HIGH INC COM 670682103 222 12483 SH DEFINED 15,23,24 10660 0 1823 NUTRI SYS INC NEW COM 67069D108 309 5900 SH DEFINED 29 5900 0 0 NUTRI SYS INC NEW COM 67069D108 1117 21309 SH DEFINED 6,10 21309 0 0 NUTRI SYS INC NEW COM 67069D108 35231 672221 SH DEFINED 15,23,24 578579 0 93642 NUTRI SYS INC NEW COM 67069D108 12065 230200 SH CALL DEFINED 14,15,23 230200 0 0 NUTRI SYS INC NEW COM 67069D108 215 4100 SH CALL DEFINED 15,23,24 4100 0 0 NUTRI SYS INC NEW COM 67069D108 12421 237000 SH PUT DEFINED 14,15,23 237000 0 0 NUTRI SYS INC NEW COM 67069D108 10482 200000 SH PUT DEFINED 15,23,24 200000 0 0 NUVEEN ARIZ DIVID AD COM SH BEN 67069L100 150 10050 SH DEFINED 15,23,24 10050 0 0 NUVEEN MD DIVID ADVA COM SH BEN 67069R107 65 4033 SH DEFINED 6,10,11 4033 0 0 NUVEEN MD DIVID ADVA COM SH BEN 67069R107 318 19665 SH DEFINED 15,23,24 7580 0 12085 NUVEEN NJ DIV ADVANT COM 67069Y102 286 18235 SH DEFINED 15,23,24 15868 0 2367 NUVEEN DIV ADVANTAGE COM 67070F100 2114 124148 SH DEFINED 15,23,24 92586 0 31561 NUVEEN MD DIV ADV MU COM SH BEN 67070V105 24 1457 SH DEFINED 6,10,11 1457 0 0 NUVEEN MD DIV ADV MU COM SH BEN 67070V105 371 22725 SH DEFINED 15,23,24 11825 0 10900 NUVEEN DIV ADV MUNI COM SH BEN 67070X101 16 1000 SH DEFINED 6,10,11 1000 0 0 NUVEEN DIV ADV MUNI COM SH BEN 67070X101 459 28993 SH DEFINED 15,23,24 20893 0 8100 NUVEEN CA DIV ADV MU COM SH BEN 67070Y109 221 14467 SH DEFINED 15,23,24 11467 0 3000 NUVASIVE INC COM 670704105 29 1215 SH DEFINED 6,10 1215 0 0 NUVASIVE INC COM 670704105 322 13545 SH DEFINED 15,23,24 12609 0 936 NUVEEN REAL ESTATE I COM 67071B108 12278 456933 SH DEFINED 15,23,24 330281 0 126651 NUVEEN VA DIV ADV MU COM 67071C106 382 22817 SH DEFINED 15,23,24 7865 0 14952 NUVEEN N C DIV ADV F COM 67071D104 238 15023 SH DEFINED 15,23,24 7600 0 7422 NUVEEN QUALITY PFD I COM 67071S101 1475 104727 SH DEFINED 15,23,24 78461 0 26266 NUVEEN CT DIV ADV MU COM 67071Y108 253 17661 SH DEFINED 15,23,24 17661 0 0 NUVEEN MD DIV ADV MU COM 67072A109 208 14005 SH DEFINED 15,23,24 5500 0 8505 NUVEEN QUALITY PFD I COM 67072C105 9777 661514 SH DEFINED 15,23,24 589009 0 72504 NUVEEN NC DIV ADV MU COM 67072D103 389 26300 SH DEFINED 15,23,24 23500 0 2800 NUVELO INC COM NEW 67072M301 995 270312 SH DEFINED 6,10 270312 0 0 NUVELO INC COM NEW 67072M301 37 10105 SH DEFINED 15,23,24 10105 0 0 NUVEEN FLOATING RATE COM 67072T108 11732 833854 SH DEFINED 15,23,24 737876 0 95978 NUVEEN QUALITY PFD I COM 67072W101 353 24358 SH DEFINED 15,23,24 21283 0 3075 NUVEEN PFD & CONV IN COM 67073B106 58 4100 SH DEFINED 6,10 4100 0 0 NUVEEN PFD & CONV IN COM 67073B106 29 2075 SH DEFINED 6,10,11 2075 0 0 NUVEEN PFD & CONV IN COM 67073B106 3404 241569 SH DEFINED 15,23,24 206689 0 34880 NUVEEN PFD & CONV IN COM SHS 67073D102 4727 337616 SH DEFINED 15,23,24 260538 0 77077 O CHARLEYS INC COM 670823103 7 345 SH DEFINED 3,8 0 0 345 O CHARLEYS INC COM 670823103 113 5838 SH DEFINED 6,10 5838 0 0 O CHARLEYS INC COM 670823103 239 12377 SH DEFINED 15,23,24 12377 0 0 OGE ENERGY CORP COM 670837103 3376 87001 SH DEFINED 6,10 87001 0 0 OGE ENERGY CORP COM 670837103 551 14200 SH DEFINED 30,38 14200 0 0 OGE ENERGY CORP COM 670837103 1098 28293 SH DEFINED 6,10,11 28293 0 0 OGE ENERGY CORP COM 670837103 7302 188196 SH DEFINED 15,23,24 167069 0 21127 OM GROUP INC COM 670872100 4225 94571 SH DEFINED 6,10 94571 0 0 OM GROUP INC COM 670872100 1063 23800 SH DEFINED 30,38 23800 0 0 OM GROUP INC COM 670872100 303 6781 SH DEFINED 15,23,24 6315 0 466 OM GROUP INC COM 670872100 1224 27400 SH CALL DEFINED 14,15,23 27400 0 0 OM GROUP INC COM 670872100 853 19100 SH PUT DEFINED 14,15,23 19100 0 0 NUVEEN INVTS INC CL A 67090F106 510 10784 SH DEFINED 6,10 10784 0 0 NUVEEN INVTS INC CL A 67090F106 1173 24800 SH DEFINED 30,38 24800 0 0 NUVEEN INVTS INC CL A 67090F106 1576 33326 SH DEFINED 6,10,11 32726 0 600 NUVEEN INVTS INC CL A 67090F106 13256 280253 SH DEFINED 15,23,24 210755 0 69498 NUVEEN TX ADV TOTAL COM 67090H102 1170 43461 SH DEFINED 15,23,24 36301 0 7159 NUVEEN MUN VALUE FD COM 670928100 14 1388 SH DEFINED 6,10 1388 0 0 NUVEEN MUN VALUE FD COM 670928100 115 11054 SH DEFINED 6,10,11 11054 0 0 NUVEEN MUN VALUE FD COM 670928100 18338 1768351 SH DEFINED 15,23,24 1554022 0 214328 NUVEEN FLA INVT QUAL COM 670970102 21 1500 SH DEFINED 6,10,11 1500 0 0 NUVEEN FLA INVT QUAL COM 670970102 507 36171 SH DEFINED 15,23,24 7751 0 28420 NUVEEN NJ INVT QUALI COM 670971100 11 800 SH DEFINED 6,10,11 800 0 0 NUVEEN NJ INVT QUALI COM 670971100 276 19245 SH DEFINED 15,23,24 16148 0 3097 NUVEEN SELECT QUALIT COM 670973106 3807 240828 SH DEFINED 15,23,24 217237 0 23591 NUVEEN CA SELECT QUA COM 670975101 236 15715 SH DEFINED 15,23,24 13715 0 2000 NUVEEN NY SELECT QUA COM 670976109 603 40654 SH DEFINED 15,23,24 37914 0 2740 NUVEEN QUALITY INCOM COM 670977107 423 28015 SH DEFINED 15,23,24 16132 0 11883 NUVEEN FLA QUALITY I COM 670978105 288 20428 SH DEFINED 15,23,24 4100 0 16328 NUVEEN OHIO QUALITY COM 670980101 269 17174 SH DEFINED 15,23,24 13625 0 3549 NUVEEN INSD MUN OPPO COM 670984103 1920 129556 SH DEFINED 15,23,24 96069 0 33487 NUVEEN NY QUALITY IN COM 670986108 316 22011 SH DEFINED 15,23,24 18311 0 3700 NUVEEN PREMIER INSD COM 670987106 165 11172 SH DEFINED 15,23,24 6763 0 4408 NUVEEN PREMIER MUN I COM 670988104 14 1000 SH DEFINED 6,10,11 1000 0 0 NUVEEN PREMIER MUN I COM 670988104 178 12595 SH DEFINED 15,23,24 11075 0 1520 NUVEEN NJ PREM INCOM COM 67101N106 12 800 SH DEFINED 6,10,11 800 0 0 NUVEEN NJ PREM INCOM COM 67101N106 335 22185 SH DEFINED 15,23,24 17935 0 4250 NUVEEN INSD NY PREM COM 67101R107 151 10349 SH DEFINED 15,23,24 5708 0 4641 NUVEEN INSD FLA PREM COM 67101V108 41 2755 SH DEFINED 6,10,11 2755 0 0 NUVEEN INSD FLA PREM COM 67101V108 214 14350 SH DEFINED 15,23,24 0 0 14350 OSI RESTAURANT PARTN COM 67104A101 221 5597 SH DEFINED 6,10 5597 0 0 OSI RESTAURANT PARTN COM 67104A101 7900 200000 SH DEFINED 30,38 200000 0 0 OSI RESTAURANT PARTN COM 67104A101 210 5325 SH DEFINED 6,10,11 5325 0 0 OSI RESTAURANT PARTN COM 67104A101 284 7200 SH DEFINED 14,15,23 7200 0 0 OSI RESTAURANT PARTN COM 67104A101 359 9094 SH DEFINED 15,23,24 7525 0 1569 OSI RESTAURANT PARTN COM 67104A101 1462 37000 SH CALL DEFINED 14,15,23 37000 0 0 OSI RESTAURANT PARTN COM 67104A101 999 25300 SH PUT DEFINED 14,15,23 25300 0 0 OSI PHARMACEUTICALS NOTE 2.00 671040AF0 6369 5000000 PRN DEFINED 30,38 5000000 0 0 OSI PHARMACEUTICALS COM 671040103 305 9250 SH DEFINED 29 9250 0 0 OSI PHARMACEUTICALS COM 671040103 85 2575 SH DEFINED 6,10 2575 0 0 OSI PHARMACEUTICALS COM 671040103 1947 59000 SH DEFINED 30,38 59000 0 0 OSI PHARMACEUTICALS COM 671040103 475 14379 SH DEFINED 15,23,24 14042 0 337 OSI PHARMACEUTICALS COM 671040103 201 6100 SH DEFINED 2,5,6,9-10,17,19,20,27 6100 0 0 OSI PHARMACEUTICALS COM 671040103 6692 202800 SH CALL DEFINED 14,15,23 202800 0 0 OSI PHARMACEUTICALS COM 671040103 135 4100 SH CALL DEFINED 15,23,24 4100 0 0 OSI PHARMACEUTICALS COM 671040103 4554 138000 SH PUT DEFINED 14,15,23 138000 0 0 OYO GEOSPACE CORP COM 671074102 5935 83688 SH DEFINED 15,23,24 31505 0 52183 OAKLEY INC COM 673662102 10 498 SH DEFINED 6,10 498 0 0 OAKLEY INC COM 673662102 335 16640 SH DEFINED 15,23,24 14350 0 2290 OCCIDENTAL PETE CORP COM 674599105 929 18850 SH DEFINED 29 18850 0 0 OCCIDENTAL PETE CORP COM 674599105 18984 385000 SH DEFINED 37 385000 0 0 OCCIDENTAL PETE CORP COM 674599105 17276 350361 SH DEFINED 6,10 350361 0 0 OCCIDENTAL PETE CORP COM 674599105 796 16150 SH DEFINED 30,38 16150 0 0 OCCIDENTAL PETE CORP COM 674599105 1283 26016 SH DEFINED 6,10,11 25716 0 300 OCCIDENTAL PETE CORP COM 674599105 3452 69998 SH DEFINED 14,15,23 69998 0 0 OCCIDENTAL PETE CORP COM 674599105 60326 1223400 SH DEFINED 15,23,24 1074976 0 148424 OCCIDENTAL PETE CORP COM 674599105 2604 52800 SH DEFINED 15,18,23,25,26 52800 0 0 OCCIDENTAL PETE CORP COM 674599105 2367 48000 SH CALL DEFINED 6,10 48000 0 0 OCCIDENTAL PETE CORP COM 674599105 16001 324500 SH CALL DEFINED 14,15,23 324500 0 0 OCCIDENTAL PETE CORP COM 674599105 21420 434400 SH PUT DEFINED 14,15,23 434400 0 0 OCEANAUT INC UNIT 01/01 675227201 805 102575 SH DEFINED 15,23,24 102575 0 0 OCEANEERING INTL INC COM 675232102 621 14741 SH DEFINED 6,10 14741 0 0 OCEANEERING INTL INC COM 675232102 114 2700 SH DEFINED 30,38 2700 0 0 OCEANEERING INTL INC COM 675232102 263 6241 SH DEFINED 14,15,23 6241 0 0 OCEANEERING INTL INC COM 675232102 1839 43671 SH DEFINED 15,23,24 30613 0 13058 OCEANEERING INTL INC COM 675232102 914 21700 SH CALL DEFINED 14,15,23 21700 0 0 OCEANEERING INTL INC COM 675232102 1697 40300 SH PUT DEFINED 14,15,23 40300 0 0 OCWEN FINL CORP COM NEW 675746309 4902 380900 SH DEFINED 30,38 380900 0 0 OCWEN FINL CORP COM NEW 675746309 78 6092 SH DEFINED 15,23,24 3514 0 2578 ODYSSEY HEALTHCARE I COM 67611V101 122 9300 SH DEFINED 29 9300 0 0 ODYSSEY HEALTHCARE I COM 67611V101 140 10687 SH DEFINED 6,10 10687 0 0 ODYSSEY HEALTHCARE I COM 67611V101 1 60 SH DEFINED 30,38 60 0 0 ODYSSEY HEALTHCARE I COM 67611V101 552 42050 SH DEFINED 6,10,11 42050 0 0 ODYSSEY HEALTHCARE I COM 67611V101 510 38837 SH DEFINED 15,23,24 36538 0 2299 ODYSSEY RE HLDGS COR COM 67612W108 1940 49342 SH DEFINED 6,10 49342 0 0 ODYSSEY RE HLDGS COR COM 67612W108 56 1419 SH DEFINED 15,23,24 1108 0 311 OFFICEMAX INC DEL COM 67622P101 3535 67020 SH DEFINED 6,10 67020 0 0 OFFICEMAX INC DEL COM 67622P101 670 12700 SH DEFINED 30,38 12700 0 0 OFFICEMAX INC DEL COM 67622P101 1305 24743 SH DEFINED 14,15,23 24743 0 0 OFFICEMAX INC DEL COM 67622P101 1829 34683 SH DEFINED 15,23,24 31710 0 2973 OFFICEMAX INC DEL COM 67622P101 2753 52200 SH CALL DEFINED 14,15,23 52200 0 0 OFFICEMAX INC DEL COM 67622P101 7758 147100 SH PUT DEFINED 14,15,23 147100 0 0 OFFICE DEPOT INC COM 676220106 106 3016 SH DEFINED 3,8 0 0 3016 OFFICE DEPOT INC COM 676220106 1504 42811 SH DEFINED 6,10 42811 0 0 OFFICE DEPOT INC COM 676220106 1081 30763 SH DEFINED 30,38 30763 0 0 OFFICE DEPOT INC COM 676220106 7 200 SH DEFINED 6,10,11 200 0 0 OFFICE DEPOT INC COM 676220106 2461 70024 SH DEFINED 14,15,23 70024 0 0 OFFICE DEPOT INC COM 676220106 15964 454289 SH DEFINED 15,23,24 404942 0 49347 OFFICE DEPOT INC COM 676220106 1543 43900 SH CALL DEFINED 14,15,23 43900 0 0 OFFICE DEPOT INC COM 676220106 4642 132100 SH PUT DEFINED 14,15,23 132100 0 0 OHIO CAS CORP COM 677240103 63 2100 SH DEFINED 29 2100 0 0 OHIO CAS CORP COM 677240103 174 5809 SH DEFINED 6,10 5809 0 0 OHIO CAS CORP COM 677240103 2749 91784 SH DEFINED 30,38 91784 0 0 OHIO CAS CORP COM 677240103 89 2986 SH DEFINED 15,23,24 1583 0 1403 OIL SVC HOLDRS TR DEPOSTRY R 678002106 1222302 8388016 SH DEFINED 15,23,24 8383132 0 4884 OIL SVC HOLDRS TR DEPOSTRY R 678002106 85844 589100 SH CALL DEFINED 14,15,23 589100 0 0 OIL SVC HOLDRS TR DEPOSTRY R 678002106 39694 272400 SH CALL DEFINED 15,23,24 272400 0 0 OIL SVC HOLDRS TR DEPOSTRY R 678002106 67264 461600 SH PUT DEFINED 14,15,23 461600 0 0 OIL SVC HOLDRS TR DEPOSTRY R 678002106 65414 448900 SH PUT DEFINED 15,23,24 448900 0 0 OIL STS INTL INC NOTE 2.37 678026AB1 557 450000 PRN DEFINED 15,23,24 450000 0 0 OIL STS INTL INC COM 678026105 355 11050 SH DEFINED 29 11050 0 0 OIL STS INTL INC COM 678026105 90 2791 SH DEFINED 6,10 2791 0 0 OIL STS INTL INC COM 678026105 1450 45196 SH DEFINED 30,38 45196 0 0 OIL STS INTL INC COM 678026105 3019 94085 SH DEFINED 6,10,11 91285 0 2800 OIL STS INTL INC COM 678026105 2163 67412 SH DEFINED 15,23,24 61968 0 5444 OILSANDS QUEST INC COM 678046103 171 49455 SH DEFINED 15,23,24 49270 0 185 OLD DOMINION FGHT LI COM 679580100 269 9323 SH DEFINED 6,10 9323 0 0 OLD DOMINION FGHT LI COM 679580100 772 26785 SH DEFINED 15,23,24 16327 0 10458 OLD MUTUAL CLAYMORE COM 68003N103 481 25855 SH DEFINED 15,23,24 17281 0 8574 OLD NATL BANCORP IND COM 680033107 74 4056 SH DEFINED 29 4056 0 0 OLD NATL BANCORP IND COM 680033107 18 1004 SH DEFINED 6,10 1004 0 0 OLD NATL BANCORP IND COM 680033107 260 14291 SH DEFINED 15,23,24 13871 0 420 OLD POINT FINL CORP COM 680194107 272 9865 SH DEFINED 15,23,24 3427 0 6438 OLD REP INTL CORP COM 680223104 335 15165 SH DEFINED 6,10 15165 0 0 OLD REP INTL CORP COM 680223104 1541 69653 SH DEFINED 30,38 69653 0 0 OLD REP INTL CORP COM 680223104 215 9731 SH DEFINED 6,10,11 9731 0 0 OLD REP INTL CORP COM 680223104 7446 336632 SH DEFINED 15,23,24 291984 0 44648 OLIN CORP COM PAR $1 680665205 1 83 SH DEFINED 3,8 0 0 83 OLIN CORP COM PAR $1 680665205 5 271 SH DEFINED 6,10 271 0 0 OLIN CORP COM PAR $1 680665205 1618 95534 SH DEFINED 30,38 95534 0 0 OLIN CORP COM PAR $1 680665205 3317 195810 SH DEFINED 15,23,24 173621 0 22189 OLYMPIC STEEL INC COM 68162K106 48 1560 SH DEFINED 6,10 1560 0 0 OLYMPIC STEEL INC COM 68162K106 1106 35702 SH DEFINED 15,23,24 28921 0 6781 OMNICARE INC DBCV 3.25 681904AL2 29629 33813000 PRN DEFINED 15,23,24 33813000 0 0 OMNICARE INC COM 681904108 553 13900 SH DEFINED 29 13900 0 0 OMNICARE INC COM 681904108 1718 43208 SH DEFINED 6,10 43208 0 0 OMNICARE INC COM 681904108 2766 69550 SH DEFINED 6,10,11 69400 0 150 OMNICARE INC COM 681904108 578 14525 SH DEFINED 14,15,23 14525 0 0 OMNICARE INC COM 681904108 16383 411931 SH DEFINED 15,23,24 366824 0 45107 OMNICARE INC COM 681904108 2641 66400 SH CALL DEFINED 14,15,23 66400 0 0 OMNICARE INC COM 681904108 3456 86900 SH PUT DEFINED 14,15,23 86900 0 0 OMNICOM GROUP INC NOTE 681919AK2 18703 18202000 PRN DEFINED 15,23,24 18202000 0 0 OMNICOM GROUP INC NOTE 681919AM8 20637 20012000 PRN DEFINED 15,23,24 20012000 0 0 OMNICOM GROUP INC NOTE 681919AT3 373 348000 PRN DEFINED 6,10 348000 0 0 OMNICOM GROUP INC NOTE 681919AT3 4197 3913000 PRN DEFINED 15,23,24 3913000 0 0 OMNICOM GROUP INC COM 681919106 4758 46473 SH DEFINED 6,10 46473 0 0 OMNICOM GROUP INC COM 681919106 15 150 SH DEFINED 6,10,11 150 0 0 OMNICOM GROUP INC COM 681919106 182 1776 SH DEFINED 14,15,23 1776 0 0 OMNICOM GROUP INC COM 681919106 85998 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15,23,24 53276 0 14032 POWERSHARES ETF TRUS VAL LN IND 73935X179 602 22123 SH DEFINED 15,23,24 21101 0 1022 POWERSHARES ETF TRUS PRVT EQTY 73935X195 6850 254460 SH DEFINED 15,23,24 224264 0 30196 POWERSHARES ETF TRUS DYNAMIC OT 73935X203 5180 98140 SH DEFINED 15,23,24 85112 0 13028 POWERSHARES ETF TRUS FINL PFD P 73935X229 4939 197637 SH DEFINED 15,23,24 188578 0 9059 POWERSHARES ETF TRUS FTSERAFI F 73935X237 282 5368 SH DEFINED 15,23,24 4850 0 518 POWERSHARES ETF TRUS CLEANTECH 73935X278 556 21310 SH DEFINED 15,23,24 19221 0 2089 POWERSHARES ETF TRUS DYNA BUYBK 73935X286 2836 114694 SH DEFINED 15,23,24 105877 0 8817 POWERSHARES ETF TRUS HI YLD EQ 73935X302 29 1800 SH DEFINED 6,10 1800 0 0 POWERSHARES ETF TRUS HI YLD EQ 73935X302 9800 618716 SH DEFINED 15,23,24 528082 0 90633 POWERSHARES ETF TRUS DYNAM DEEP 73935X310 587 23062 SH DEFINED 15,23,24 22022 0 1040 POWERSHARES ETF TRUS HLTHCR SVC 73935X328 355 13116 SH DEFINED 15,23,24 12600 0 516 POWERSHARES ETF TRUS TECH SECT 73935X344 300 11313 SH DEFINED 15,23,24 11313 0 0 POWERSHARES ETF TRUS HLTHCR SEC 73935X351 691 25034 SH DEFINED 15,23,24 22889 0 2145 POWERSHARES ETF TRUS INDL SECT 73935X369 990 35355 SH DEFINED 15,23,24 33747 0 1608 POWERSHARES ETF TRUS FINL SECT 73935X377 252 9877 SH DEFINED 15,23,24 9870 0 7 POWERSHARES ETF TRUS ENERGY SEC 73935X385 783 26193 SH DEFINED 15,23,24 26080 0 113 POWERSHARES ETF TRUS CON STAPLE 73935X393 1851 67359 SH DEFINED 15,23,24 61524 0 5835 POWERSHARES ETF TRUS GOLDEN DRG 73935X401 4377 212452 SH DEFINED 15,23,24 189197 0 23255 POWERSHARES ETF TRUS BASIC MAT 73935X427 1157 37598 SH DEFINED 15,23,24 34669 0 2929 POWERSHARES ETF TRUS MAGNIQUANT 73935X468 16 600 SH DEFINED 6,10 600 0 0 POWERSHARES ETF TRUS MAGNIQUANT 73935X468 4862 178408 SH DEFINED 15,23,24 149417 0 28991 POWERSHARES ETF TRUS FTSE RAFI 73935X476 299 5062 SH DEFINED 15,23,24 3638 0 1424 POWERSHARES ETF TRUS FTSE TELE 73935X484 732 13501 SH DEFINED 15,23,24 11513 0 1988 POWERSHARES ETF TRUS WNDRHLL CL 73935X500 9 464 SH DEFINED 6,10 464 0 0 POWERSHARES ETF TRUS WNDRHLL CL 73935X500 15554 823409 SH DEFINED 15,23,24 681733 0 141675 POWERSHARES ETF TRUS WNDRHLL CL 73935X500 442 23400 SH CALL DEFINED 14,15,23 23400 0 0 POWERSHARES ETF TRUS WNDRHLL CL 73935X500 115 6100 SH PUT DEFINED 14,15,23 6100 0 0 POWERSHARES ETF TRUS FTSE HLTHC 73935X518 320 6269 SH DEFINED 15,23,24 5445 0 824 POWERSHARES ETF TRUS FTSERAFI E 73935X559 1451 24319 SH DEFINED 15,23,24 18679 0 5640 POWERSHARES ETF TRUS FTSE US150 73935X567 568 10195 SH DEFINED 15,23,24 8707 0 1488 POWERSHARES ETF TRUS WATER RESO 73935X575 20 1045 SH DEFINED 6,10 1045 0 0 POWERSHARES ETF TRUS WATER RESO 73935X575 23960 1281958 SH DEFINED 15,23,24 1085224 0 196733 POWERSHARES ETF TRUS FTSE RAFI 73935X583 29 500 SH DEFINED 6,10 500 0 0 POWERSHARES ETF TRUS FTSE RAFI 73935X583 17405 295904 SH DEFINED 15,23,24 280424 0 15479 POWERSHARES ETF TRUS DYN UTIL P 73935X591 2441 122165 SH DEFINED 15,23,24 104267 0 17898 POWERSHARES ETF TRUS DYNM LRG C 73935X609 28037 1672831 SH DEFINED 15,23,24 1567513 0 105317 POWERSHARES ETF TRUS DYN RETAIL 73935X617 1265 62578 SH DEFINED 15,23,24 51300 0 11278 POWERSHARES ETF TRUS DYN OIL SV 73935X625 4067 193860 SH DEFINED 15,23,24 169982 0 23878 POWERSHARES ETF TRUS LX NANOTCH 73935X633 17 1000 SH DEFINED 6,10 1000 0 0 POWERSHARES ETF TRUS LX NANOTCH 73935X633 3261 190499 SH DEFINED 15,23,24 161579 0 28920 POWERSHARES ETF TRUS DYN INS PT 73935X641 339 18694 SH DEFINED 15,23,24 15221 0 3473 POWERSHARES ETF TRUS DYN EN EX 73935X658 2678 132062 SH DEFINED 15,23,24 118689 0 13373 POWERSHARES ETF TRUS DYN BLDG C 73935X666 579 32636 SH DEFINED 15,23,24 31930 0 706 POWERSHARES ETF TRUS ZACKS SML 73935X674 1078 40038 SH DEFINED 15,23,24 35318 0 4720 POWERSHARES ETF TRUS VAL LINE T 73935X682 10633 634446 SH DEFINED 15,23,24 579582 0 54864 POWERSHARES ETF TRUS AERSPC DEF 73935X690 1815 93732 SH DEFINED 15,23,24 87065 0 6667 POWERSHARES ETF TRUS DYNM LRG C 73935X708 20439 1031754 SH DEFINED 15,23,24 962299 0 69454 POWERSHARES ETF TRUS INTL DIV A 73935X716 41 2120 SH DEFINED 6,10 2120 0 0 POWERSHARES ETF TRUS INTL DIV A 73935X716 24272 1257613 SH DEFINED 15,23,24 1063205 0 194407 POWERSHARES ETF TRUS HI GRW RT 73935X724 990 60684 SH DEFINED 15,23,24 59298 0 1386 POWERSHARES ETF TRUS DIV ACHV P 73935X732 1149 67983 SH DEFINED 15,23,24 53916 0 14067 POWERSHARES ETF TRUS ZACKS MC P 73935X740 18 1000 SH DEFINED 6,10 1000 0 0 POWERSHARES ETF TRUS ZACKS MC P 73935X740 11367 624548 SH DEFINED 15,23,24 502280 0 122267 POWERSHARES ETF TRUS DYN LSR & 73935X757 2984 164501 SH DEFINED 15,23,24 114304 0 50197 POWERSHARES ETF TRUS DYNAMIC TE 73935X765 1470 76765 SH DEFINED 15,23,24 63619 0 13146 POWERSHARES ETF TRUS DYN SFTWR 73935X773 21848 1091859 SH DEFINED 15,23,24 987654 0 104205 POWERSHARES ETF TRUS DYN SEMCT 73935X781 11 616 SH DEFINED 6,10 616 0 0 POWERSHARES ETF TRUS DYN SEMCT 73935X781 28247 1596766 SH DEFINED 15,23,24 1453099 0 143667 POWERSHARES ETF TRUS DYN PHRMA 73935X799 3399 188302 SH DEFINED 15,23,24 169001 0 19300 POWERSHARES ETF TRUS DYNM MC GR 73935X807 7672 377352 SH DEFINED 15,23,24 346246 0 31105 POWERSHARES ETF TRUS DYN NETWKG 73935X815 877 48690 SH DEFINED 15,23,24 24199 0 24491 POWERSHARES ETF TRUS DYN MEDIA 73935X823 1028 63876 SH DEFINED 15,23,24 59181 0 4695 POWERSHARES ETF TRUS DYNAMIC HA 73935X831 1557 90760 SH DEFINED 15,23,24 79573 0 11187 POWERSHARES ETF TRUS DYN FD & B 73935X849 1831 106643 SH DEFINED 15,23,24 98892 0 7751 POWERSHARES ETF TRUS DYN BIOT & 73935X856 13 715 SH DEFINED 6,10 715 0 0 POWERSHARES ETF TRUS DYN BIOT & 73935X856 23715 1320418 SH DEFINED 15,23,24 1175628 0 144790 POWERSHARES ETF TRUS DYNM SM CP 73935X864 5420 295846 SH DEFINED 15,23,24 247582 0 48264 POWERSHARES ETF TRUS DYNM SM CP 73935X872 4077 223879 SH DEFINED 15,23,24 205448 0 18431 POWERSHARES ETF TRUS DYMN MC VA 73935X880 6359 326457 SH DEFINED 15,23,24 301132 0 25325 POWERSHARES DB G10 C COM UT BEN 73935Y102 11650 431963 SH DEFINED 15,23,24 402870 0 29093 POWERSHS DB MULTI SE DB ENERGY 73936B101 1605 58014 SH DEFINED 15,23,24 29828 0 28186 POWERSHS DB MULTI SE DB PREC MT 73936B200 877 33442 SH DEFINED 15,23,24 33013 0 429 POWERSHS DB MULTI SE DB AGRICUL 73936B408 7987 317057 SH DEFINED 15,23,24 295304 0 21753 POWERSHS DB MULTI SE DB GOLD FU 73936B606 281 10694 SH DEFINED 15,23,24 9899 0 795 POWERSHS DB US DOLLA DOLL INDX 73936D206 1683 66250 SH DEFINED 15,23,24 62023 0 4227 POWERWAVE TECHNOLOGI COM 739363109 1 147 SH DEFINED 6,10 147 0 0 POWERWAVE TECHNOLOGI COM 739363109 211 37050 SH DEFINED 6,10,11 37050 0 0 POWERWAVE TECHNOLOGI COM 739363109 213 37442 SH DEFINED 14,15,23 37442 0 0 POWERWAVE TECHNOLOGI COM 739363109 1460 256637 SH DEFINED 15,23,24 245645 0 10992 POWERWAVE TECHNOLOGI COM 739363109 723 127000 SH CALL DEFINED 14,15,23 127000 0 0 POWERWAVE TECHNOLOGI COM 739363109 960 168700 SH PUT DEFINED 14,15,23 168700 0 0 POZEN INC COM 73941U102 39 2639 SH DEFINED 6,10 2639 0 0 POZEN INC COM 73941U102 1918 130000 SH DEFINED 30,38 130000 0 0 POZEN INC COM 73941U102 385 26131 SH DEFINED 15,23,24 26089 0 42 POZEN INC COM 73941U102 184 12500 SH PUT DEFINED 15,23,24 12500 0 0 PRAXAIR INC COM 74005P104 485 7700 SH DEFINED 29 7700 0 0 PRAXAIR INC COM 74005P104 20532 326111 SH DEFINED 6,10 326111 0 0 PRAXAIR INC COM 74005P104 621 9857 SH DEFINED 30,38 9857 0 0 PRAXAIR INC COM 74005P104 2304 36600 SH DEFINED 5,6,10 0 36600 0 PRAXAIR INC COM 74005P104 109 1738 SH DEFINED 6,10,11 1738 0 0 PRAXAIR INC COM 74005P104 34937 554902 SH DEFINED 15,23,24 475204 0 79698 PRE PAID LEGAL SVCS COM 740065107 171 3406 SH DEFINED 6,10 3406 0 0 PRE PAID LEGAL SVCS COM 740065107 117 2333 SH DEFINED 15,23,24 2333 0 0 PRECISION CASTPARTS COM 740189105 819 7875 SH DEFINED 6,10 7875 0 0 PRECISION CASTPARTS COM 740189105 4 39 SH DEFINED 6,10,11 39 0 0 PRECISION CASTPARTS COM 740189105 9164 88069 SH DEFINED 15,23,24 52217 0 35852 PRECISION DRILLING T TR UNIT 740215108 183 8000 SH DEFINED 29 8000 0 0 PRECISION DRILLING T TR UNIT 740215108 31 1365 SH DEFINED 6,10 1365 0 0 PRECISION DRILLING T TR UNIT 740215108 51 2220 SH DEFINED 5,6,10 0 2220 0 PRECISION DRILLING T TR UNIT 740215108 1096 47986 SH DEFINED 14,15,23 47986 0 0 PRECISION DRILLING T TR UNIT 740215108 3481 152323 SH DEFINED 15,23,24 138570 0 13753 PRECISION DRILLING T TR UNIT 740215108 1462 64000 SH CALL DEFINED 14,15,23 64000 0 0 PRECISION DRILLING T TR UNIT 740215108 2760 120800 SH PUT DEFINED 14,15,23 120800 0 0 PREMIERE GLOBAL SVCS COM 740585104 43 3822 SH DEFINED 6,10 3822 0 0 PREMIERE GLOBAL SVCS COM 740585104 13535 1206300 SH DEFINED 13,30 1206300 0 0 PREMIERE GLOBAL SVCS COM 740585104 352 31400 SH DEFINED 30,38 31400 0 0 PREMIERE GLOBAL SVCS COM 740585104 102 9100 SH DEFINED 15,23,24 9100 0 0 PRESIDENTIAL LIFE CO COM 740884101 148 7509 SH DEFINED 6,10 7509 0 0 PRESIDENTIAL LIFE CO COM 740884101 4503 228366 SH DEFINED 15,23,24 196999 0 31367 PREMIERWEST BANCORP COM 740921101 137 10154 SH DEFINED 15,23,24 10154 0 0 PRESTIGE BRANDS HLDG COM 74112D101 3 260 SH DEFINED 6,10 260 0 0 PRESTIGE BRANDS HLDG COM 74112D101 458 38608 SH DEFINED 15,23,24 33108 0 5500 PRICE T ROWE GROUP I COM 74144T108 6710 142189 SH DEFINED 6,10 142189 0 0 PRICE T ROWE GROUP I COM 74144T108 1545 32730 SH DEFINED 6,10,11 32730 0 0 PRICE T ROWE GROUP I COM 74144T108 17580 372532 SH DEFINED 15,23,24 228797 0 143735 PRICE T ROWE GROUP I COM 74144T108 2638 55900 SH CALL DEFINED 14,15,23 55900 0 0 PRICE T ROWE GROUP I COM 74144T108 6522 138200 SH CALL DEFINED 15,23,24 138200 0 0 PRICE T ROWE GROUP I COM 74144T108 321 6800 SH PUT DEFINED 14,15,23 6800 0 0 PRICELINE COM INC COM NEW 741503403 203 3813 SH DEFINED 6,10 3813 0 0 PRICELINE COM INC COM NEW 741503403 522 9810 SH DEFINED 30,38 9810 0 0 PRICELINE COM INC COM NEW 741503403 65 1225 SH DEFINED 6,10,11 1225 0 0 PRICELINE COM INC COM NEW 741503403 1987 37310 SH DEFINED 14,15,23 37310 0 0 PRICELINE COM INC COM NEW 741503403 977 18341 SH DEFINED 15,23,24 16566 0 1775 PRICELINE COM INC COM NEW 741503403 5938 111500 SH CALL DEFINED 14,15,23 111500 0 0 PRICELINE COM INC COM NEW 741503403 6391 120000 SH PUT DEFINED 14,15,23 120000 0 0 PRIDE INTL INC DEL NOTE 3.25 74153QAD4 17023 13497000 PRN DEFINED 15,23,24 13497000 0 0 PRIDE INTL INC DEL COM 74153Q102 404 13418 SH DEFINED 6,10 13418 0 0 PRIDE INTL INC DEL COM 74153Q102 2431 80770 SH DEFINED 30,38 80770 0 0 PRIDE INTL INC DEL COM 74153Q102 10 333 SH DEFINED 6,10,11 333 0 0 PRIDE INTL INC DEL COM 74153Q102 2577 85607 SH DEFINED 15,23,24 73576 0 12031 PRIDE INTL INC DEL COM 74153Q102 10610 352500 SH CALL DEFINED 14,15,23 352500 0 0 PRIDE INTL INC DEL COM 74153Q102 12001 398700 SH CALL DEFINED 15,23,24 398700 0 0 PRIDE INTL INC DEL COM 74153Q102 5502 182800 SH PUT DEFINED 14,15,23 182800 0 0 PRIMEWEST ENERGY TR TR UNIT NE 741930309 32 1631 SH DEFINED 6,10 1631 0 0 PRIMEWEST ENERGY TR TR UNIT NE 741930309 1129 57321 SH DEFINED 15,23,24 54090 0 3231 PRINCIPAL FINANCIAL COM 74251V102 1930 32229 SH DEFINED 6,10 32229 0 0 PRINCIPAL FINANCIAL COM 74251V102 22308 372603 SH DEFINED 15,23,24 301716 0 70887 PROASSURANCE CORP COM 74267C106 587 11477 SH DEFINED 6,10 11477 0 0 PROASSURANCE CORP COM 74267C106 457 8938 SH DEFINED 15,23,24 7611 0 1327 PROCENTURY CORP COM 74268T108 414 17836 SH DEFINED 15,23,24 13057 0 4779 PROCTER & GAMBLE CO COM 742718109 537 8500 SH DEFINED 29 8500 0 0 PROCTER & GAMBLE CO COM 742718109 364 5769 SH DEFINED 3,8 0 0 5769 PROCTER & GAMBLE CO COM 742718109 199475 3158247 SH DEFINED 6,10 3158247 0 0 PROCTER & GAMBLE CO COM 742718109 2898 45881 SH DEFINED 30,38 45881 0 0 PROCTER & GAMBLE CO COM 742718109 1414 22390 SH DEFINED 5,6,10 0 22390 0 PROCTER & GAMBLE CO COM 742718109 4969 78672 SH DEFINED 6,10,11 74122 0 4550 PROCTER & GAMBLE CO COM 742718109 911 14418 SH DEFINED 14,15,23 14418 0 0 PROCTER & GAMBLE CO COM 742718109 398004 6301522 SH DEFINED 15,23,24 4938846 0 1362676 PROCTER & GAMBLE CO COM 742718109 11244 178027 SH DEFINED 15,18,23,25,26 178027 0 0 PROCTER & GAMBLE CO COM 742718109 33854 536000 SH CALL DEFINED 14,15,23 536000 0 0 PROCTER & GAMBLE CO COM 742718109 120 1900 SH CALL DEFINED 15,23,24 1900 0 0 PROCTER & GAMBLE CO COM 742718109 21481 340100 SH PUT DEFINED 14,15,23 340100 0 0 PROCTER & GAMBLE CO COM 742718109 7920 125400 SH PUT DEFINED 15,23,24 125400 0 0 PRIVATEBANCORP INC COM 742962103 64 1750 SH DEFINED 29 1750 0 0 PRIVATEBANCORP INC COM 742962103 234 6409 SH DEFINED 6,10 6409 0 0 PRIVATEBANCORP INC COM 742962103 31 835 SH DEFINED 15,23,24 562 0 273 PROGENICS PHARMACEUT COM 743187106 1 37 SH DEFINED 6,10 37 0 0 PROGENICS PHARMACEUT COM 743187106 237 10000 SH DEFINED 30,38 10000 0 0 PROGENICS PHARMACEUT COM 743187106 856 36161 SH DEFINED 15,23,24 35045 0 1116 PROGRESS ENERGY INC COM 743263105 5833 115640 SH DEFINED 6,10 115640 0 0 PROGRESS ENERGY INC COM 743263105 181 3588 SH DEFINED 6,10,11 2888 0 700 PROGRESS ENERGY INC COM 743263105 24643 488559 SH DEFINED 15,23,24 439425 0 49133 PROGRESS SOFTWARE CO COM 743312100 340 10901 SH DEFINED 6,10 10901 0 0 PROGRESS SOFTWARE CO COM 743312100 1 37 SH DEFINED 30,38 37 0 0 PROGRESS SOFTWARE CO COM 743312100 185 5940 SH DEFINED 15,23,24 5250 0 690 PROGRESSIVE CORP OHI COM 743315103 3381 154934 SH DEFINED 6,10 154934 0 0 PROGRESSIVE CORP OHI COM 743315103 4825 221120 SH DEFINED 30,38 221120 0 0 PROGRESSIVE CORP OHI COM 743315103 11 500 SH DEFINED 6,10,11 500 0 0 PROGRESSIVE CORP OHI COM 743315103 3 140 SH DEFINED 14,15,23 140 0 0 PROGRESSIVE CORP OHI COM 743315103 11029 505433 SH DEFINED 15,23,24 449631 0 55802 PROGRESSIVE CORP OHI COM 743315103 1512 69300 SH CALL DEFINED 14,15,23 69300 0 0 PROGRESSIVE CORP OHI COM 743315103 532 24400 SH PUT DEFINED 14,15,23 24400 0 0 PROGRESSIVE GAMING I COM 74332S102 488 108500 SH DEFINED 15,23 108500 0 0 PROGRESSIVE GAMING I COM 74332S102 603 134061 SH DEFINED 15,23,24 113911 0 20150 PROLOGIS SH BEN INT 743410102 3449 53117 SH DEFINED 6,10 53117 0 0 PROLOGIS SH BEN INT 743410102 19927 306900 SH DEFINED 13,30 306900 0 0 PROLOGIS SH BEN INT 743410102 2987 46000 SH DEFINED 30,38 46000 0 0 PROLOGIS SH BEN INT 743410102 23754 365840 SH DEFINED 15,23,24 288755 0 77085 PROLOGIS SH BEN INT 743410102 601 9260 SH DEFINED 15,18,23,25,26 9260 0 0 PROLOGIS SH BEN INT 743410102 3130 48200 SH CALL DEFINED 6,10 48200 0 0 PROSHARES TR SHORT S&P 74347R503 40 635 SH DEFINED 6,10 635 0 0 PROSHARES TR SHORT S&P 74347R503 54895 874676 SH DEFINED 15,23,24 784544 0 90132 PROSHARES TR SHORT QQQ 74347R602 40368 642507 SH DEFINED 15,23,24 570338 0 72169 PROSHARES TR SHORT DOW 74347R701 25461 400202 SH DEFINED 15,23,24 344719 0 55483 PROSHARES TR SHRT SMLCA 74347R784 1897 27467 SH DEFINED 15,23,24 27236 0 231 PROSHARES TR SHORT MDCA 74347R800 41 670 SH DEFINED 6,10 670 0 0 PROSHARES TR SHORT MDCA 74347R800 40401 666676 SH DEFINED 15,23,24 571521 0 95155 PROSHARES TR SHORT RUSS 74347R826 1605 23123 SH DEFINED 15,23,24 21585 0 1538 PROSPECT ENERGY CORP COM 74348T102 3554 207379 SH DEFINED 15,23,24 174731 0 32648 PROSPECT STREET INCO COM 743590101 75 12006 SH DEFINED 15,23,24 12006 0 0 PROSPECT STREET INCO COM 743590101 33 5300 SH DEFINED 15,18,23,25,26 5300 0 0 PROSPERITY BANCSHARE COM 743606105 58 1675 SH DEFINED 29 1675 0 0 PROSPERITY BANCSHARE COM 743606105 400 11518 SH DEFINED 6,10 11518 0 0 PROSPERITY BANCSHARE COM 743606105 663 19078 SH DEFINED 15,23,24 15093 0 3985 PROTECTIVE LIFE CORP COM 743674103 7877 178864 SH DEFINED 6,10 178864 0 0 PROTECTIVE LIFE CORP COM 743674103 8636 196096 SH DEFINED 30,38 196096 0 0 PROTECTIVE LIFE CORP COM 743674103 15 340 SH DEFINED 6,10,11 340 0 0 PROTECTIVE LIFE CORP COM 743674103 5893 133819 SH DEFINED 15,23,24 124803 0 9016 PROVIDENT BANKSHARES COM 743859100 72 2200 SH DEFINED 29 2200 0 0 PROVIDENT BANKSHARES COM 743859100 317 9637 SH DEFINED 6,10 9637 0 0 PROVIDENT BANKSHARES COM 743859100 118 3593 SH DEFINED 6,10,11 3593 0 0 PROVIDENT BANKSHARES COM 743859100 1295 39395 SH DEFINED 15,23,24 28013 0 11382 PROVIDENT ENERGY TR TR UNIT 74386K104 483 44634 SH DEFINED 6,10 44634 0 0 PROVIDENT ENERGY TR TR UNIT 74386K104 7134 659050 SH DEFINED 15,23,24 545227 0 113823 PROVIDENT FINL SVCS COM 74386T105 12 700 SH DEFINED 6,10 700 0 0 PROVIDENT FINL SVCS COM 74386T105 320 18346 SH DEFINED 15,23,24 15316 0 3030 PROVIDENT NEW YORK B COM 744028101 10 720 SH DEFINED 6,10 720 0 0 PROVIDENT NEW YORK B COM 744028101 311 21955 SH DEFINED 15,23,24 11658 0 10297 PROXYMED INC COM NEW 744290305 39 13435 SH DEFINED 15,23,24 9600 0 3835 PRUDENTIAL FINL INC FRNT 744320AC6 344 335000 PRN DEFINED 6,10 335000 0 0 PRUDENTIAL FINL INC FRNT 744320AC6 437 425000 PRN DEFINED 15,23,24 425000 0 0 PRUDENTIAL FINL INC COM 744320102 15388 170489 SH DEFINED 6,10 170489 0 0 PRUDENTIAL FINL INC COM 744320102 649 7193 SH DEFINED 6,10,11 7193 0 0 PRUDENTIAL FINL INC COM 744320102 197707 2190417 SH DEFINED 15,23,24 2003286 0 187131 PRUDENTIAL FINL INC COM 744320102 45130 500000 SH CALL DEFINED 6,10 500000 0 0 PRUDENTIAL FINL INC COM 744320102 8123 90000 SH CALL DEFINED 14,15,23 90000 0 0 PRUDENTIAL FINL INC COM 744320102 77046 853600 SH CALL DEFINED 15,23,24 853600 0 0 PRUDENTIAL FINL INC COM 744320102 14424 159800 SH PUT DEFINED 14,15,23 159800 0 0 PRUDENTIAL FINL INC COM 744320102 90 1000 SH PUT DEFINED 15,23,24 1000 0 0 PRUDENTIAL PLC ADR 74435K204 485 17100 SH DEFINED 29 17100 0 0 PRUDENTIAL PLC ADR 74435K204 334 11800 SH DEFINED 6,10 11800 0 0 PRUDENTIAL PLC ADR 74435K204 1287 45429 SH DEFINED 15,23,24 41553 0 3876 PT INDOSAT TBK SPONSORED 744383100 509 15055 SH DEFINED 15,23,24 12890 0 2165 PT INDOSAT TBK SPONSORED 744383100 132 3900 SH DEFINED 15,18,23,25,26 3900 0 0 PSYCHIATRIC SOLUTION COM 74439H108 184 4562 SH DEFINED 6,10 4562 0 0 PSYCHIATRIC SOLUTION COM 74439H108 9787 242802 SH DEFINED 15,23,24 193325 0 49477 PUBLIC SVC ENTERPRIS COM 744573106 3046 36686 SH DEFINED 6,10 36686 0 0 PUBLIC SVC ENTERPRIS COM 744573106 240 2893 SH DEFINED 6,10,11 2802 0 91 PUBLIC SVC ENTERPRIS COM 744573106 19407 233712 SH DEFINED 15,23,24 204118 0 29594 PUBLIC SVC ENTERPRIS COM 744573106 415 4997 SH DEFINED 15,18,23,25,26 4997 0 0 PUBLIC SVC ENTERPRIS COM 744573106 17 200 SH PUT DEFINED 15,23,24 200 0 0 PUBLIC STORAGE INC COM 74460D109 2312 24421 SH DEFINED 6,10 24421 0 0 PUBLIC STORAGE INC COM 74460D109 11105 117300 SH DEFINED 13,30 117300 0 0 PUBLIC STORAGE INC COM 74460D109 606 6400 SH DEFINED 30,38 6400 0 0 PUBLIC STORAGE INC COM 74460D109 155 1640 SH DEFINED 5,6,10 0 1640 0 PUBLIC STORAGE INC COM 74460D109 4645 49062 SH DEFINED 15,23,24 34240 0 14822 PUBLIC STORAGE INC COM 74460D109 433 4578 SH DEFINED 15,18,23,25,26 4578 0 0 PUGET ENERGY INC NEW COM 745310102 165 6434 SH DEFINED 6,10 6434 0 0 PUGET ENERGY INC NEW COM 745310102 26 1000 SH DEFINED 30,38 1000 0 0 PUGET ENERGY INC NEW COM 745310102 13542 527323 SH DEFINED 15,23,24 515173 0 12149 PULTE HOMES INC COM 745867101 5801 219251 SH DEFINED 6,10 219251 0 0 PULTE HOMES INC COM 745867101 724 27380 SH DEFINED 30,38 27380 0 0 PULTE HOMES INC COM 745867101 2131 80521 SH DEFINED 15,23,24 67290 0 13231 PULTE HOMES INC COM 745867101 4829 182500 SH CALL DEFINED 14,15,23 182500 0 0 PULTE HOMES INC COM 745867101 3 100 SH CALL DEFINED 15,23,24 100 0 0 PULTE HOMES INC COM 745867101 7033 265800 SH PUT DEFINED 6,10 265800 0 0 PULTE HOMES INC COM 745867101 7996 302200 SH PUT DEFINED 14,15,23 302200 0 0 PULTE HOMES INC COM 745867101 159 6000 SH PUT DEFINED 15,23,24 6000 0 0 PUTMAN HIGH INCOME S SHS BEN IN 746779107 900 103248 SH DEFINED 15,23,24 91166 0 12082 PUTNAM HIGH YIELD MU SH BEN INT 746781103 1702 225748 SH DEFINED 15,23,24 197680 0 28068 PUTNAM INVT GRADE MU COM 746805100 168 16410 SH DEFINED 15,23,24 15389 0 1021 PUTNAM MANAGED MUN I COM 746823103 1542 197169 SH DEFINED 15,23,24 197169 0 0 PUTNAM MUN BD FD INC SH BEN INT 74683V100 133 10512 SH DEFINED 15,23,24 8246 0 2266 PUTNAM PREMIER INCOM SH BEN INT 746853100 172 26050 SH DEFINED 6,10,11 26050 0 0 PUTNAM PREMIER INCOM SH BEN INT 746853100 16298 2473130 SH DEFINED 15,23,24 1744310 0 728819 PUTNAM PREMIER INCOM SH BEN INT 746853100 158 24000 SH DEFINED 15,18,23,25,26 24000 0 0 QIMONDA AG SPONSORED 746904101 533 37100 SH DEFINED 29 37100 0 0 QIMONDA AG SPONSORED 746904101 698 48615 SH DEFINED 6,10 48615 0 0 QIMONDA AG SPONSORED 746904101 9162 638000 SH DEFINED 30,38 638000 0 0 QIMONDA AG SPONSORED 746904101 1077 74998 SH DEFINED 15,23,24 68592 0 6406 QIMONDA AG SPONSORED 746904101 256 17800 SH CALL DEFINED 14,15,23 17800 0 0 QIMONDA AG SPONSORED 746904101 287 20000 SH PUT DEFINED 14,15,23 20000 0 0 PUTNAM MASTER INTER SH BEN INT 746909100 143 21758 SH DEFINED 6,10 21758 0 0 PUTNAM MASTER INTER SH BEN INT 746909100 6721 1024522 SH DEFINED 15,23,24 816272 0 208249 PUTNAM MASTER INTER SH BEN INT 746909100 59 9000 SH DEFINED 15,18,23,25,26 9000 0 0 PUTNAM TAX FREE HEAL SH BEN INT 746920107 364 25950 SH DEFINED 15,23,24 14723 0 11227 QLT INC COM 746927102 8 1035 SH DEFINED 6,10 1035 0 0 QLT INC COM 746927102 310 39600 SH DEFINED 15,23,24 39114 0 486 QLT INC COM 746927102 413 52692 SH DEFINED 15,18,23,25,26 52692 0 0 QLOGIC CORP COM 747277101 1357 79836 SH DEFINED 6,10 79836 0 0 QLOGIC CORP COM 747277101 348 20480 SH DEFINED 30,38 20480 0 0 QLOGIC CORP COM 747277101 704 41410 SH DEFINED 14,15,23 41410 0 0 QLOGIC CORP COM 747277101 22710 1335868 SH DEFINED 15,23,24 1229916 0 105952 QLOGIC CORP COM 747277101 1596 93900 SH CALL DEFINED 14,15,23 93900 0 0 QLOGIC CORP COM 747277101 1566 92100 SH PUT DEFINED 14,15,23 92100 0 0 QUAKER CHEM CORP COM 747316107 60 2506 SH DEFINED 6,10 2506 0 0 QUAKER CHEM CORP COM 747316107 438 18382 SH DEFINED 15,23,24 17762 0 619 QUALCOMM INC COM 747525103 1258 29500 SH DEFINED 29 29500 0 0 QUALCOMM INC COM 747525103 106 2486 SH DEFINED 3,8 0 0 2486 QUALCOMM INC COM 747525103 50552 1184998 SH DEFINED 6,10 1184998 0 0 QUALCOMM INC COM 747525103 11 255 SH DEFINED 5,6,10 0 255 0 QUALCOMM INC COM 747525103 3322 77876 SH DEFINED 6,10,11 77801 0 75 QUALCOMM INC COM 747525103 9335 218812 SH DEFINED 14,15,23 218812 0 0 QUALCOMM INC COM 747525103 104124 2440779 SH DEFINED 15,23,24 1998541 0 442237 QUALCOMM INC COM 747525103 3103 72727 SH DEFINED 15,18,23,25,26 72727 0 0 QUALCOMM INC COM 747525103 51064 1197000 SH CALL DEFINED 14,15,23 1197000 0 0 QUALCOMM INC COM 747525103 24785 581000 SH CALL DEFINED 15,23,24 581000 0 0 QUALCOMM INC COM 747525103 61631 1444700 SH PUT DEFINED 14,15,23 1444700 0 0 QUALCOMM INC COM 747525103 14342 336200 SH PUT DEFINED 15,23,24 336200 0 0 QUALITY SYS INC COM 747582104 270 6746 SH DEFINED 6,10 6746 0 0 QUALITY SYS INC COM 747582104 1422 35539 SH DEFINED 15,23,24 32611 0 2928 QUANTA SVCS INC COM 74762E102 13 498 SH DEFINED 6,10 498 0 0 QUANTA SVCS INC COM 74762E102 325 12900 SH DEFINED 30,38 12900 0 0 QUANTA SVCS INC COM 74762E102 497 19724 SH DEFINED 15,23,24 16804 0 2920 QUANTA SVCS INC COM 74762E102 1584 62800 SH CALL DEFINED 14,15,23 62800 0 0 QUANTA SVCS INC COM 74762E102 1100 43600 SH PUT DEFINED 14,15,23 43600 0 0 QUANTA SVCS INC COM 74762E102 3279 130000 SH PUT DEFINED 15,23,24 130000 0 0 QUANEX CORP COM 747620102 436 10285 SH DEFINED 6,10 10285 0 0 QUANEX CORP COM 747620102 1141 26950 SH DEFINED 30,38 26950 0 0 QUANEX CORP COM 747620102 277 6535 SH DEFINED 6,10,11 6535 0 0 QUANEX CORP COM 747620102 261 6152 SH DEFINED 15,23,24 5972 0 180 QUANTUM FUEL SYS TEC COM 74765E109 42 34589 SH DEFINED 15,23,24 34314 0 275 QUANTUM CORP NOTE 4.37 747906AE5 12808 13500000 PRN DEFINED 30,38 13500000 0 0 QUANTUM CORP NOTE 4.37 747906AE5 3 3000 PRN DEFINED 15,23,24 3000 0 0 QUANTUM CORP COM DSSG 747906204 21 7955 SH DEFINED 6,10 7955 0 0 QUANTUM CORP COM DSSG 747906204 4157 1539664 SH DEFINED 15,23,24 1348302 0 191362 Q MED COM 747914109 72 16265 SH DEFINED 15,23,24 3265 0 13000 QUEBECOR WORLD INC COM NON-VT 748203106 245 19278 SH DEFINED 6,10 19278 0 0 QUEBECOR WORLD INC COM NON-VT 748203106 345 27109 SH DEFINED 15,23,24 26014 0 1095 QUEST DIAGNOSTICS IN COM 74834L100 2495 50024 SH DEFINED 6,10 50024 0 0 QUEST DIAGNOSTICS IN COM 74834L100 1072 21500 SH DEFINED 30,38 21500 0 0 QUEST DIAGNOSTICS IN COM 74834L100 3271 65585 SH DEFINED 6,10,11 64460 0 1125 QUEST DIAGNOSTICS IN COM 74834L100 13 254 SH DEFINED 14,15,23 254 0 0 QUEST DIAGNOSTICS IN COM 74834L100 8329 167016 SH DEFINED 15,23,24 141497 0 25519 QUEST DIAGNOSTICS IN COM 74834L100 4653 93300 SH CALL DEFINED 14,15,23 93300 0 0 QUEST DIAGNOSTICS IN COM 74834L100 5211 104500 SH PUT DEFINED 14,15,23 104500 0 0 QUEST SOFTWARE INC COM 74834T103 308 18900 SH DEFINED 29 18900 0 0 QUEST SOFTWARE INC COM 74834T103 90 5534 SH DEFINED 6,10 5534 0 0 QUEST SOFTWARE INC COM 74834T103 209 12829 SH DEFINED 30,38 12829 0 0 QUEST SOFTWARE INC COM 74834T103 241 14813 SH DEFINED 15,23,24 14763 0 50 QUESTAR CORP COM 748356102 5167 57925 SH DEFINED 6,10 57925 0 0 QUESTAR CORP COM 748356102 60 667 SH DEFINED 6,10,11 667 0 0 QUESTAR CORP COM 748356102 7471 83748 SH DEFINED 15,23,24 69674 0 14073 QUESTAR CORP COM 748356102 6985 78300 SH CALL DEFINED 14,15,23 78300 0 0 QUESTAR CORP COM 748356102 6423 72000 SH PUT DEFINED 14,15,23 72000 0 0 QUICKLOGIC CORP COM 74837P108 143 51173 SH DEFINED 15,23,24 27935 0 23238 QUICKSILVER RESOURCE COM 74837R104 231 5800 SH DEFINED 29 5800 0 0 QUICKSILVER RESOURCE COM 74837R104 9 226 SH DEFINED 6,10 226 0 0 QUICKSILVER RESOURCE COM 74837R104 1038 26109 SH DEFINED 14,15,23 26109 0 0 QUICKSILVER RESOURCE COM 74837R104 561 14099 SH DEFINED 15,23,24 13252 0 847 QUICKSILVER RESOURCE COM 74837R104 1639 41200 SH CALL DEFINED 14,15,23 41200 0 0 QUICKSILVER RESOURCE COM 74837R104 3516 88400 SH PUT DEFINED 14,15,23 88400 0 0 QUIKSILVER INC COM 74838C106 179 15450 SH DEFINED 29 15450 0 0 QUIKSILVER INC COM 74838C106 519 44711 SH DEFINED 6,10 44711 0 0 QUIKSILVER INC COM 74838C106 4460 384499 SH DEFINED 15,23,24 285038 0 99461 QUIDEL CORP COM 74838J101 2 134 SH DEFINED 6,10 134 0 0 QUIDEL CORP COM 74838J101 537 44784 SH DEFINED 15,23,24 44784 0 0 QUIPP INC COM 748802105 120 16493 SH DEFINED 15,23,24 14843 0 1650 QWEST COMMUNICATIONS NOTE 3.50 749121BY4 31421 19000000 PRN DEFINED 30,38 19000000 0 0 QWEST COMMUNICATIONS NOTE 3.50 749121BY4 3473 2100000 PRN DEFINED 15,23,24 2100000 0 0 QWEST COMMUNICATIONS COM 749121109 2096 233150 SH DEFINED 6,10 233150 0 0 QWEST COMMUNICATIONS COM 749121109 2950 328168 SH DEFINED 30,38 328168 0 0 QWEST COMMUNICATIONS COM 749121109 322 35800 SH DEFINED 6,10,11 35800 0 0 QWEST COMMUNICATIONS COM 749121109 16084 1789114 SH DEFINED 15,23,24 1766970 0 22144 QWEST COMMUNICATIONS COM 749121109 1539 171200 SH CALL DEFINED 14,15,23 171200 0 0 QWEST COMMUNICATIONS COM 749121109 944 105000 SH CALL DEFINED 15,23,24 105000 0 0 QWEST COMMUNICATIONS COM 749121109 1316 146400 SH PUT DEFINED 14,15,23 146400 0 0 RAIT FINANCIAL TRUST COM 749227104 2264 81020 SH DEFINED 15,23,24 75039 0 5981 RCN CORP COM NEW 749361200 2 61 SH DEFINED 6,10 61 0 0 RCN CORP COM NEW 749361200 3860 151084 SH DEFINED 15,23,24 151084 0 0 RC2 CORP COM 749388104 213 5279 SH DEFINED 6,10 5279 0 0 RC2 CORP COM 749388104 364 9011 SH DEFINED 15,23,24 9011 0 0 R H DONNELLEY CORP COM NEW 74955W307 235 3308 SH DEFINED 6,10 3308 0 0 R H DONNELLEY CORP COM NEW 74955W307 418 5890 SH DEFINED 30,38 5890 0 0 R H DONNELLEY CORP COM NEW 74955W307 1288 18172 SH DEFINED 15,23,24 17241 0 931 RF INDS LTD COM PAR $0 749552105 879 158050 SH DEFINED 15,23,24 142750 0 15300 RLI CORP COM 749607107 356 6483 SH DEFINED 6,10 6483 0 0 RLI CORP COM 749607107 196 3574 SH DEFINED 15,23,24 3485 0 89 RMR REAL ESTATE FD SH BEN INT 74963F106 1978 116171 SH DEFINED 15,23,24 114891 0 1280 RMR HOSPITALITY REAL COM 74963J108 105 4733 SH DEFINED 15,23,24 4333 0 400 RMR HOSPITALITY REAL COM 74963J108 154 6950 SH DEFINED 15,18,23,25,26 6950 0 0 RPM INTL INC COM 749685103 74 3200 SH DEFINED 29 3200 0 0 RPM INTL INC COM 749685103 16 688 SH DEFINED 6,10 688 0 0 RPM INTL INC COM 749685103 843 36500 SH DEFINED 30,38 36500 0 0 RPM INTL INC COM 749685103 78 3369 SH DEFINED 6,10,11 3369 0 0 RPM INTL INC COM 749685103 4317 186872 SH DEFINED 15,23,24 136370 0 50502 RTI INTL METALS INC COM 74973W107 523 5745 SH DEFINED 6,10 5745 0 0 RTI INTL METALS INC COM 74973W107 640 7027 SH DEFINED 30,38 7027 0 0 RTI INTL METALS INC COM 74973W107 624 6855 SH DEFINED 15,23,24 4653 0 2202 RTI INTL METALS INC COM 74973W107 6953 76400 SH CALL DEFINED 14,15,23 76400 0 0 RTI INTL METALS INC COM 74973W107 6325 69500 SH PUT DEFINED 14,15,23 69500 0 0 RF MICRODEVICES INC NOTE 1.50 749941AE0 3336 3307000 PRN DEFINED 15,23,24 3307000 0 0 RF MICRODEVICES INC COM 749941100 157 25275 SH DEFINED 6,10 25275 0 0 RF MICRODEVICES INC COM 749941100 1218 195566 SH DEFINED 30,38 195566 0 0 RF MICRODEVICES INC COM 749941100 432 69375 SH DEFINED 6,10,11 67075 0 2300 RF MICRODEVICES INC COM 749941100 1780 285789 SH DEFINED 15,23,24 242058 0 43731 RF MICRODEVICES INC COM 749941100 693 111300 SH CALL DEFINED 14,15,23 111300 0 0 RF MICRODEVICES INC COM 749941100 1558 250000 SH CALL DEFINED 15,23,24 250000 0 0 RF MICRODEVICES INC COM 749941100 304 48800 SH PUT DEFINED 14,15,23 48800 0 0 RACKABLE SYS INC COM 750077109 109 6420 SH DEFINED 14,15,23 6420 0 0 RACKABLE SYS INC COM 750077109 98 5755 SH DEFINED 15,23,24 4805 0 950 RACKABLE SYS INC COM 750077109 2893 170500 SH CALL DEFINED 14,15,23 170500 0 0 RACKABLE SYS INC COM 750077109 1463 86200 SH PUT DEFINED 14,15,23 86200 0 0 RADIAN GROUP INC COM 750236101 10258 186911 SH DEFINED 6,10 186911 0 0 RADIAN GROUP INC COM 750236101 5762 105000 SH DEFINED 30,38 105000 0 0 RADIAN GROUP INC COM 750236101 1229 22389 SH DEFINED 15,23,24 21525 0 864 RADIAN GROUP INC COM 750236101 1998 36400 SH CALL DEFINED 15,23,24 36400 0 0 RADIAN GROUP INC COM 750236101 1811 33000 SH PUT DEFINED 15,23,24 33000 0 0 RADIANT SYSTEMS INC COM 75025N102 101 7738 SH DEFINED 6,10 7738 0 0 RADIANT SYSTEMS INC COM 75025N102 107 8210 SH DEFINED 15,23,24 8210 0 0 RADIATION THERAPY SV COM 750323206 1434 46796 SH DEFINED 15,23,24 44634 0 2162 RADIO ONE INC CL D NON V 75040P405 159 24683 SH DEFINED 6,10 24683 0 0 RADIO ONE INC CL D NON V 75040P405 619 95850 SH DEFINED 30,38 95850 0 0 RADIO ONE INC CL D NON V 75040P405 101 15600 SH DEFINED 6,10,11 15600 0 0 RADIO ONE INC CL D NON V 75040P405 2290 354456 SH DEFINED 15,23,24 354456 0 0 RADIOSHACK CORP COM 750438103 512 18935 SH DEFINED 6,10 18935 0 0 RADIOSHACK CORP COM 750438103 1619 59899 SH DEFINED 30,38 59899 0 0 RADIOSHACK CORP COM 750438103 4288 158637 SH DEFINED 15,23,24 138620 0 20017 RADIOSHACK CORP COM 750438103 2322 85900 SH CALL DEFINED 14,15,23 85900 0 0 RADIOSHACK CORP COM 750438103 2744 101500 SH PUT DEFINED 14,15,23 101500 0 0 RADISYS CORP COM 750459109 90 5489 SH DEFINED 6,10 5489 0 0 RADISYS CORP COM 750459109 138 8455 SH DEFINED 15,23,24 8455 0 0 RAE SYS INC COM 75061P102 156 54338 SH DEFINED 15,23,24 44188 0 10150 RADYNE CORP COM NEW 750611402 161 17626 SH DEFINED 15,23,24 17626 0 0 RAMBUS INC DEL COM 750917106 12 555 SH DEFINED 6,10 555 0 0 RAMBUS INC DEL COM 750917106 2632 123868 SH DEFINED 14,15,23 123868 0 0 RAMBUS INC DEL COM 750917106 2142 100800 SH DEFINED 15,23,24 100519 0 281 RAMBUS INC DEL COM 750917106 12546 590400 SH CALL DEFINED 14,15,23 590400 0 0 RAMBUS INC DEL COM 750917106 6301 296500 SH CALL DEFINED 15,23,24 296500 0 0 RAMBUS INC DEL COM 750917106 10277 483600 SH PUT DEFINED 14,15,23 483600 0 0 RAMBUS INC DEL COM 750917106 1381 65000 SH PUT DEFINED 15,23,24 65000 0 0 RALCORP HLDGS INC NE COM 751028101 93 1450 SH DEFINED 29 1450 0 0 RALCORP HLDGS INC NE COM 751028101 633 9837 SH DEFINED 6,10 9837 0 0 RALCORP HLDGS INC NE COM 751028101 548 8525 SH DEFINED 15,23,24 5377 0 3148 RAMCO-GERSHENSON PPT COM SH BEN 751452202 418 11718 SH DEFINED 15,23,24 11718 0 0 RAMCO-GERSHENSON PPT PFD CV C 7 751452509 5472 150000 SH DEFINED 15,23 150000 0 0 RAMTRON INTL CORP COM NEW 751907304 51 19193 SH DEFINED 15,23,24 19193 0 0 RANDGOLD RES LTD ADR 752344309 30 1257 SH DEFINED 6,10 1257 0 0 RANDGOLD RES LTD ADR 752344309 458 19167 SH DEFINED 30,38 19167 0 0 RANDGOLD RES LTD ADR 752344309 2291 95827 SH DEFINED 15,23,24 65430 0 30397 RANDGOLD RES LTD ADR 752344309 41 1700 SH DEFINED 2,5,6,9-10,17,19,20,27 1700 0 0 RANDGOLD RES LTD ADR 752344309 1286 53800 SH CALL DEFINED 14,15,23 53800 0 0 RANDGOLD RES LTD ADR 752344309 1031 43100 SH PUT DEFINED 14,15,23 43100 0 0 RANGE RES CORP COM 75281A109 85 2550 SH DEFINED 29 2550 0 0 RANGE RES CORP COM 75281A109 542 16227 SH DEFINED 6,10 16227 0 0 RANGE RES CORP COM 75281A109 70 2100 SH DEFINED 30,38 2100 0 0 RANGE RES CORP COM 75281A109 1100 32940 SH DEFINED 15,23,24 29128 0 3812 RANGE RES CORP COM 75281A109 3427 102600 SH CALL DEFINED 14,15,23 102600 0 0 RANGE RES CORP COM 75281A109 1767 52900 SH PUT DEFINED 14,15,23 52900 0 0 RARE HOSPITALITY INT COM 753820109 188 6250 SH DEFINED 29 6250 0 0 RARE HOSPITALITY INT COM 753820109 302 10049 SH DEFINED 6,10 10049 0 0 RARE HOSPITALITY INT COM 753820109 347 11535 SH DEFINED 30,38 11535 0 0 RARE HOSPITALITY INT COM 753820109 63 2085 SH DEFINED 15,23,24 2085 0 0 RAVEN INDS INC COM 754212108 348 12417 SH DEFINED 15,23,24 12367 0 50 RAYMOND JAMES FINANC COM 754730109 142 4758 SH DEFINED 29 4758 0 0 RAYMOND JAMES FINANC COM 754730109 133 4468 SH DEFINED 6,10 4468 0 0 RAYMOND JAMES FINANC COM 754730109 1779 59781 SH DEFINED 30,38 59781 0 0 RAYMOND JAMES FINANC COM 754730109 1773 59560 SH DEFINED 15,23,24 54067 0 5493 RAYONIER INC COM 754907103 199 4621 SH DEFINED 6,10 4621 0 0 RAYONIER INC COM 754907103 108 2500 SH DEFINED 30,38 2500 0 0 RAYONIER INC COM 754907103 455 10569 SH DEFINED 6,10,11 10569 0 0 RAYONIER INC COM 754907103 2825 65705 SH DEFINED 15,23,24 60436 0 5268 RAYTHEON CO COM NEW 755111507 4295 81876 SH DEFINED 3,8 0 0 81876 RAYTHEON CO COM NEW 755111507 23492 447801 SH DEFINED 6,10 384219 0 63582 RAYTHEON CO COM NEW 755111507 3077 58651 SH DEFINED 30,38 58651 0 0 RAYTHEON CO COM NEW 755111507 210 4000 SH DEFINED 5,6,10 0 4000 0 RAYTHEON CO COM NEW 755111507 552 10517 SH DEFINED 6,10,11 8717 0 1800 RAYTHEON CO COM NEW 755111507 60438 1152079 SH DEFINED 15,23,24 950473 0 201605 RAYTHEON CO COM NEW 755111507 3562 67900 SH CALL DEFINED 14,15,23 67900 0 0 RAYTHEON CO COM NEW 755111507 4905 93500 SH PUT DEFINED 14,15,23 93500 0 0 RBC BEARINGS INC COM 75524B104 335 10015 SH DEFINED 29 10015 0 0 RBC BEARINGS INC COM 75524B104 5 142 SH DEFINED 3,8 0 0 142 RBC BEARINGS INC COM 75524B104 48 1445 SH DEFINED 6,10 1445 0 0 RBC BEARINGS INC COM 75524B104 872 26095 SH DEFINED 15,23,24 23184 0 2911 REALOGY CORP COM 75605E100 1030 34774 SH DEFINED 6,10 34774 0 0 REALOGY CORP COM 75605E100 1022 34500 SH DEFINED 30,38 34500 0 0 REALOGY CORP COM 75605E100 24 802 SH DEFINED 6,10,11 52 0 750 REALOGY CORP COM 75605E100 15508 523744 SH DEFINED 15,23,24 509748 0 13996 REALOGY CORP COM 75605E100 240 8103 SH DEFINED 15,18,23,25,26 8103 0 0 REALOGY CORP COM 75605E100 1614 54500 SH CALL DEFINED 14,15,23 54500 0 0 REALOGY CORP COM 75605E100 157 5300 SH PUT DEFINED 14,15,23 5300 0 0 REALNETWORKS INC COM 75605L104 4442 565851 SH DEFINED 6,10 565851 0 0 REALNETWORKS INC COM 75605L104 837 106562 SH DEFINED 30,38 106562 0 0 REALNETWORKS INC COM 75605L104 1373 174967 SH DEFINED 15,23,24 157656 0 17311 REALTY INCOME CORP COM 756109104 846 30000 SH DEFINED 6,10 30000 0 0 REALTY INCOME CORP COM 756109104 4905 173929 SH DEFINED 15,23,24 146773 0 27155 REAVES UTIL INCOME F COM SH BEN 756158101 1866 74690 SH DEFINED 15,23,24 72792 0 1898 REAVES UTIL INCOME F COM SH BEN 756158101 47 1900 SH DEFINED 15,18,23,25,26 1900 0 0 RED HAT INC DBCV 0.50 756577AB8 617 575000 PRN DEFINED 15,23,24 575000 0 0 RED HAT INC COM 756577102 27 1197 SH DEFINED 6,10 1197 0 0 RED HAT INC COM 756577102 1549 67566 SH DEFINED 30,38 67566 0 0 RED HAT INC COM 756577102 3 140 SH DEFINED 5,6,10 0 140 0 RED HAT INC COM 756577102 4 166 SH DEFINED 6,10,11 166 0 0 RED HAT INC COM 756577102 6298 274674 SH DEFINED 14,15,23 274674 0 0 RED HAT INC COM 756577102 5919 258131 SH DEFINED 15,23,24 255556 0 2575 RED HAT INC COM 756577102 3793 165400 SH CALL DEFINED 14,15,23 165400 0 0 RED HAT INC COM 756577102 2293 100000 SH CALL DEFINED 15,23,24 100000 0 0 RED HAT INC COM 756577102 9796 427200 SH PUT DEFINED 14,15,23 427200 0 0 RED ROBIN GOURMET BU COM 75689M101 105 2700 SH DEFINED 29 2700 0 0 RED ROBIN 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15 275 SH DEFINED 6,10,11 275 0 0 SCHEIN HENRY INC COM 806407102 9723 176203 SH DEFINED 15,23,24 120131 0 56072 SCHEIN HENRY INC COM 806407102 11 200 SH CALL DEFINED 15,23,24 200 0 0 SCHERING PLOUGH CORP COM 806605101 3841 150577 SH DEFINED 3,8 0 0 150577 SCHERING PLOUGH CORP COM 806605101 57296 2246040 SH DEFINED 6,10 2158264 0 87776 SCHERING PLOUGH CORP COM 806605101 1947 76304 SH DEFINED 30,38 76304 0 0 SCHERING PLOUGH CORP COM 806605101 7 285 SH DEFINED 5,6,10 0 285 0 SCHERING PLOUGH CORP COM 806605101 744 29184 SH DEFINED 6,10,11 28684 0 500 SCHERING PLOUGH CORP COM 806605101 36890 1446112 SH DEFINED 15,23,24 1151210 0 294901 SCHERING PLOUGH CORP COM 806605101 2586 101361 SH DEFINED 15,18,23,25,26 101361 0 0 SCHERING PLOUGH CORP COM 806605101 5102 200000 SH CALL DEFINED 6,10 200000 0 0 SCHERING PLOUGH CORP COM 806605101 3911 153300 SH CALL DEFINED 14,15,23 153300 0 0 SCHERING PLOUGH CORP COM 806605101 20 800 SH CALL DEFINED 15,23,24 800 0 0 SCHERING PLOUGH CORP COM 806605101 3656 143300 SH PUT DEFINED 14,15,23 143300 0 0 SCHERING PLOUGH CORP COM 806605101 212 8300 SH PUT DEFINED 15,23,24 6100 0 2200 SCHERING PLOUGH CORP PFD CONV M 806605606 338 5740 SH DEFINED 6,10 5740 0 0 SCHERING PLOUGH CORP PFD CONV M 806605606 4335 73655 SH DEFINED 15,23,24 64353 0 9301 SCHLUMBERGER LTD DBCV 1.50 806857AC2 75 39000 PRN DEFINED 6,10 39000 0 0 SCHLUMBERGER LTD DBCV 1.50 806857AC2 19 10000 PRN DEFINED 15,23,24 10000 0 0 SCHLUMBERGER LTD DBCV 2.12 806857AD0 4 2000 PRN DEFINED 6,10 2000 0 0 SCHLUMBERGER LTD DBCV 2.12 806857AD0 22957 13025000 PRN DEFINED 15,23,24 13025000 0 0 SCHLUMBERGER LTD COM 806857108 2073 30000 SH DEFINED 37 30000 0 0 SCHLUMBERGER LTD COM 806857108 105 1522 SH DEFINED 3,8 0 0 1522 SCHLUMBERGER LTD COM 806857108 57507 832228 SH DEFINED 6,10 832228 0 0 SCHLUMBERGER LTD COM 806857108 121 1750 SH DEFINED 30,38 1750 0 0 SCHLUMBERGER LTD COM 806857108 1895 27430 SH DEFINED 5,6,10 0 27430 0 SCHLUMBERGER LTD COM 806857108 3151 45607 SH DEFINED 6,10,11 45392 0 215 SCHLUMBERGER LTD COM 806857108 122862 1778026 SH DEFINED 15,23,24 1393064 0 384962 SCHLUMBERGER LTD COM 806857108 137 1984 SH DEFINED 15,18,23,25,26 1984 0 0 SCHLUMBERGER LTD COM 806857108 2280 33000 SH CALL DEFINED 6,10 33000 0 0 SCHLUMBERGER LTD COM 806857108 38233 553300 SH CALL DEFINED 14,15,23 553300 0 0 SCHLUMBERGER LTD COM 806857108 32940 476700 SH CALL DEFINED 15,23,24 476700 0 0 SCHLUMBERGER LTD COM 806857108 24116 349000 SH PUT DEFINED 14,15,23 349000 0 0 SCHLUMBERGER LTD COM 806857108 346 5000 SH PUT DEFINED 15,23,24 5000 0 0 SCHNITZER STL INDS CL A 806882106 522 13006 SH DEFINED 14,15,23 13006 0 0 SCHNITZER STL INDS CL A 806882106 570 14190 SH DEFINED 15,23,24 9479 0 4711 SCHNITZER STL INDS CL A 806882106 655 16300 SH CALL DEFINED 14,15,23 16300 0 0 SCHNITZER STL INDS CL A 806882106 2177 54200 SH PUT DEFINED 14,15,23 54200 0 0 SCHOLASTIC CORP COM 807066105 2 74 SH DEFINED 6,10 74 0 0 SCHOLASTIC CORP COM 807066105 2 69 SH DEFINED 30,38 69 0 0 SCHOLASTIC CORP COM 807066105 2286 73518 SH DEFINED 15,23,24 73018 0 500 SCHOOL SPECIALTY INC COM 807863105 191 5294 SH DEFINED 6,10 5294 0 0 SCHOOL SPECIALTY INC COM 807863105 257 7105 SH DEFINED 15,23,24 7105 0 0 SCHULMAN A INC COM 808194104 161 6820 SH DEFINED 6,10 6820 0 0 SCHULMAN A INC COM 808194104 47 2000 SH DEFINED 6,10,11 2000 0 0 SCHULMAN A INC COM 808194104 1391 59025 SH DEFINED 15,23,24 46370 0 12655 SCHWAB CHARLES CORP COM 808513105 344 18800 SH DEFINED 29 18800 0 0 SCHWAB CHARLES CORP COM 808513105 3660 200088 SH DEFINED 6,10 200088 0 0 SCHWAB CHARLES CORP COM 808513105 4667 255165 SH DEFINED 30,38 255165 0 0 SCHWAB CHARLES CORP COM 808513105 61687 3372729 SH DEFINED 15,23,24 2996798 0 375931 SCHWAB CHARLES CORP COM 808513105 139 7600 SH DEFINED 15,18,23,25,26 7600 0 0 SCHWAB CHARLES CORP COM 808513105 3351 183200 SH CALL DEFINED 14,15,23 183200 0 0 SCHWAB CHARLES CORP COM 808513105 3658 200000 SH CALL DEFINED 15,23,24 200000 0 0 SCHWAB CHARLES CORP COM 808513105 3153 172400 SH PUT DEFINED 14,15,23 172400 0 0 SCHWEITZER-MAUDUIT I COM 808541106 107 4305 SH DEFINED 6,10 4305 0 0 SCHWEITZER-MAUDUIT I COM 808541106 1599 64339 SH DEFINED 15,23,24 53179 0 11160 SCIELE PHARMA INC COM 808627103 160 6750 SH DEFINED 29 6750 0 0 SCIELE PHARMA INC COM 808627103 463 19542 SH DEFINED 6,10 19542 0 0 SCIELE PHARMA INC COM 808627103 815 34409 SH DEFINED 30,38 34409 0 0 SCIELE PHARMA INC COM 808627103 131 5546 SH DEFINED 15,23,24 4963 0 583 SCIENTIFIC GAMES COR CL A 80874P109 1020 31068 SH DEFINED 6,10 31068 0 0 SCIENTIFIC GAMES COR CL A 80874P109 1458 44416 SH DEFINED 14,15,23 44416 0 0 SCIENTIFIC GAMES COR CL A 80874P109 5179 157746 SH DEFINED 15,23,24 137425 0 20321 SCIENTIFIC GAMES COR CL A 80874P109 772 23500 SH CALL DEFINED 14,15,23 23500 0 0 SCIENTIFIC GAMES COR CL A 80874P109 2203 67100 SH PUT DEFINED 14,15,23 67100 0 0 SCOTTISH PWR PLC SP ADR FNL 81013T804 242 3850 SH DEFINED 6,10 3850 0 0 SCOTTISH PWR PLC SP ADR FNL 81013T804 26 417 SH DEFINED 6,10,11 417 0 0 SCOTTISH PWR PLC SP ADR FNL 81013T804 614 9778 SH DEFINED 15,23,24 7108 0 2669 SCOTTISH PWR PLC SP ADR FNL 81013T804 6931 110387 SH DEFINED 15,18,23,25,28 110387 0 0 SCOTTS MIRACLE GRO C CL A 810186106 109 2475 SH DEFINED 29 2475 0 0 SCOTTS MIRACLE GRO C CL A 810186106 62 1404 SH DEFINED 6,10 1404 0 0 SCOTTS MIRACLE GRO C CL A 810186106 13234 300559 SH DEFINED 15,23,24 213688 0 86871 SCRIPPS E W CO OHIO CL A 811054204 583 13051 SH DEFINED 6,10 13051 0 0 SCRIPPS E W CO OHIO CL A 811054204 380 8501 SH DEFINED 30,38 8501 0 0 SCRIPPS E W CO OHIO CL A 811054204 1370 30655 SH DEFINED 15,23,24 30014 0 641 SEABOARD CORP COM 811543107 256 113 SH DEFINED 15,23,24 113 0 0 SEABRIGHT INSURANCE COM 811656107 46 2516 SH DEFINED 6,10 2516 0 0 SEABRIGHT INSURANCE COM 811656107 191 10404 SH DEFINED 15,23,24 10039 0 365 SEACHANGE INTL INC COM 811699107 0 39 SH DEFINED 6,10 39 0 0 SEACHANGE INTL INC COM 811699107 18 2200 SH DEFINED 6,10,11 2200 0 0 SEACHANGE INTL INC COM 811699107 185 22688 SH DEFINED 15,23,24 13288 0 9400 SEACOAST BKG CORP FL COM 811707306 2707 119421 SH DEFINED 15,23,24 112151 0 7270 SEACOR HOLDINGS INC COM 811904101 2602 26448 SH DEFINED 6,10 26448 0 0 SEACOR HOLDINGS INC COM 811904101 3089 31391 SH DEFINED 15,23,24 26891 0 4500 SEABRIDGE GOLD INC COM 811916105 201 13740 SH DEFINED 15,23,24 13035 0 705 SEALED AIR CORP NEW COM 81211K100 907 28716 SH DEFINED 6,10 28716 0 0 SEALED AIR CORP NEW COM 81211K100 1189 37614 SH DEFINED 14,15,23 37614 0 0 SEALED AIR CORP NEW COM 81211K100 3729 118010 SH DEFINED 15,23,24 111802 0 6208 SEALED AIR CORP NEW COM 81211K100 784 24800 SH CALL DEFINED 14,15,23 24800 0 0 SEALED AIR CORP NEW COM 81211K100 3223 102000 SH PUT DEFINED 14,15,23 102000 0 0 SEALY CORP COM 812139301 106 6058 SH DEFINED 15,23,24 5608 0 450 SEALY CORP COM 812139301 1764 100900 SH CALL DEFINED 14,15,23 100900 0 0 SEALY CORP COM 812139301 360 20600 SH PUT DEFINED 14,15,23 20600 0 0 SEARS HLDGS CORP COM 812350106 2278 12646 SH DEFINED 6,10 12646 0 0 SEARS HLDGS CORP COM 812350106 32705 181533 SH DEFINED 15,23,24 166818 0 14715 SEARS HLDGS CORP COM 812350106 74766 415000 SH CALL DEFINED 14,15,23 415000 0 0 SEARS HLDGS CORP COM 812350106 18232 101200 SH CALL DEFINED 15,23,24 101200 0 0 SEARS HLDGS CORP COM 812350106 56444 313300 SH PUT DEFINED 14,15,23 313300 0 0 SEARS HLDGS CORP COM 812350106 36 200 SH PUT DEFINED 15,23,24 200 0 0 SEATTLE GENETICS INC COM 812578102 286 34866 SH DEFINED 15,23,24 26316 0 8550 SELECT SECTOR SPDR T SBI MATERI 81369Y100 122 3200 SH DEFINED 6,10 3200 0 0 SELECT SECTOR SPDR T SBI MATERI 81369Y100 17 450 SH DEFINED 6,10,11 450 0 0 SELECT SECTOR SPDR T SBI MATERI 81369Y100 898 23604 SH DEFINED 14,15,23 23604 0 0 SELECT SECTOR SPDR T SBI MATERI 81369Y100 19393 509665 SH DEFINED 15,23,24 469262 0 40403 SELECT SECTOR SPDR T SBI MATERI 81369Y100 9006 236700 SH CALL DEFINED 14,15,23 236700 0 0 SELECT SECTOR SPDR T SBI MATERI 81369Y100 10060 264400 SH PUT DEFINED 14,15,23 264400 0 0 SELECT SECTOR SPDR T SBI HEALTH 81369Y209 1725 51265 SH DEFINED 6,10 51265 0 0 SELECT SECTOR SPDR T SBI HEALTH 81369Y209 7 200 SH DEFINED 6,10,11 200 0 0 SELECT SECTOR SPDR T SBI HEALTH 81369Y209 36615 1088116 SH DEFINED 15,23,24 978688 0 109427 SELECT SECTOR SPDR T SBI HEALTH 81369Y209 3486 103600 SH CALL DEFINED 14,15,23 103600 0 0 SELECT SECTOR SPDR T SBI HEALTH 81369Y209 3203 95200 SH PUT DEFINED 14,15,23 95200 0 0 SELECT SECTOR SPDR T SBI CONS S 81369Y308 24670 925718 SH DEFINED 15,23,24 871348 0 54369 SELECT SECTOR SPDR T SBI CONS D 81369Y407 171 4500 SH DEFINED 6,10 4500 0 0 SELECT SECTOR SPDR T SBI CONS D 81369Y407 15963 419756 SH DEFINED 15,23,24 396298 0 23458 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 552 9150 SH DEFINED 6,10 9150 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 2351 39000 SH DEFINED 30,38 39000 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 30 500 SH DEFINED 6,10,11 500 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 71602 1187829 SH DEFINED 15,23,24 1010802 0 177026 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 32250 535000 SH CALL DEFINED 14,15,23 535000 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 70124 1163300 SH CALL DEFINED 15,23,24 1163300 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 6028 100000 SH PUT DEFINED 6,10 100000 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 61859 1026200 SH PUT DEFINED 14,15,23 1026200 0 0 SELECT SECTOR SPDR T SBI INT-EN 81369Y506 115503 1916100 SH PUT DEFINED 15,23,24 1916100 0 0 SELECT SECTOR SPDR T SBI INT-FI 81369Y605 3652 102500 SH DEFINED 6,10 102500 0 0 SELECT SECTOR SPDR T SBI INT-FI 81369Y605 108556 3046772 SH DEFINED 15,23,24 2878987 0 167784 SELECT SECTOR SPDR T SBI INT-FI 81369Y605 8950 251200 SH CALL DEFINED 14,15,23 251200 0 0 SELECT SECTOR SPDR T SBI INT-FI 81369Y605 1792 50300 SH CALL DEFINED 15,23,24 50300 0 0 SELECT SECTOR SPDR T SBI INT-FI 81369Y605 20968 588500 SH PUT DEFINED 14,15,23 588500 0 0 SELECT SECTOR SPDR T SBI INT-FI 81369Y605 88209 2475700 SH PUT DEFINED 15,23,24 2475700 0 0 SELECT SECTOR SPDR T SBI INT-IN 81369Y704 469 13200 SH DEFINED 6,10 13200 0 0 SELECT SECTOR SPDR T SBI INT-IN 81369Y704 16911 475695 SH DEFINED 15,23,24 431513 0 44181 SELECT SECTOR SPDR T SBI INT-TE 81369Y803 25034 1073512 SH DEFINED 15,23,24 967529 0 105983 SELECT SECTOR SPDR T SBI INT-TE 81369Y803 34469 1478100 SH CALL DEFINED 14,15,23 1478100 0 0 SELECT SECTOR SPDR T SBI INT-TE 81369Y803 856 36700 SH PUT DEFINED 14,15,23 36700 0 0 SELECT SECTOR SPDR T SBI INT-UT 81369Y886 40 1000 SH DEFINED 6,10 1000 0 0 SELECT SECTOR SPDR T SBI INT-UT 81369Y886 8677 218574 SH DEFINED 14,15,23 218574 0 0 SELECT SECTOR SPDR T SBI INT-UT 81369Y886 30233 761540 SH DEFINED 15,23,24 628201 0 133339 SELECT SECTOR SPDR T SBI INT-UT 81369Y886 536 13500 SH CALL DEFINED 14,15,23 13500 0 0 SELECT SECTOR SPDR T SBI INT-UT 81369Y886 7845 197600 SH PUT DEFINED 14,15,23 197600 0 0 SECURE COMPUTING COR COM 813705100 124 16131 SH DEFINED 6,10 16131 0 0 SECURE COMPUTING COR COM 813705100 135 17577 SH DEFINED 15,23,24 15727 0 1850 SELECT COMFORT CORP COM 81616X103 261 14651 SH DEFINED 6,10 14651 0 0 SELECT COMFORT CORP COM 81616X103 122 6879 SH DEFINED 30,38 6879 0 0 SELECT COMFORT CORP COM 81616X103 4 225 SH DEFINED 6,10,11 225 0 0 SELECT COMFORT CORP COM 81616X103 55 3117 SH DEFINED 14,15,23 3117 0 0 SELECT COMFORT CORP COM 81616X103 315 17669 SH DEFINED 15,23,24 13157 0 4512 SELECT COMFORT CORP COM 81616X103 498 28000 SH CALL DEFINED 14,15,23 28000 0 0 SELECT COMFORT CORP COM 81616X103 591 33200 SH PUT DEFINED 14,15,23 33200 0 0 SELECTIVE INS GROUP COM 816300107 452 17770 SH DEFINED 6,10 17770 0 0 SELECTIVE INS GROUP COM 816300107 3 124 SH DEFINED 30,38 124 0 0 SELECTIVE INS GROUP COM 816300107 1391 54638 SH DEFINED 15,23,24 54431 0 206 SELIGMAN SELECT MUN COM 816344105 283 27620 SH DEFINED 15,23,24 25010 0 2610 SEMICONDUCTOR HLDRS DEP RCPT 816636203 3 100 SH DEFINED 6,10,11 100 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 26816 803120 SH DEFINED 14,15,23 803120 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 193749 5802614 SH DEFINED 15,23,24 5792819 0 9795 SEMICONDUCTOR HLDRS DEP RCPT 816636203 22825 683600 SH CALL DEFINED 14,15,23 683600 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 13339 399500 SH CALL DEFINED 15,23,24 399500 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 49985 1497000 SH PUT DEFINED 14,15,23 1497000 0 0 SEMICONDUCTOR HLDRS DEP RCPT 816636203 5042 151000 SH PUT DEFINED 15,23,24 151000 0 0 SEMTECH CORP COM 816850101 111 8237 SH DEFINED 6,10 8237 0 0 SEMTECH CORP COM 816850101 360 26687 SH DEFINED 30,38 26687 0 0 SEMTECH CORP COM 816850101 535 39684 SH DEFINED 15,23,24 36364 0 3320 SEMPRA ENERGY COM 816851109 506 8300 SH DEFINED 29 8300 0 0 SEMPRA ENERGY COM 816851109 5302 86902 SH DEFINED 6,10 86902 0 0 SEMPRA ENERGY COM 816851109 13 220 SH DEFINED 6,10,11 220 0 0 SEMPRA ENERGY COM 816851109 14943 244928 SH DEFINED 15,23,24 217529 0 27399 SEMITOOL INC COM 816909105 34 2615 SH DEFINED 6,10 2615 0 0 SEMITOOL INC COM 816909105 26 2000 SH DEFINED 5,6,10 0 2000 0 SEMITOOL INC COM 816909105 215 16506 SH DEFINED 15,23,24 14620 0 1886 SENTO CORP COM NEW 816918205 72 33423 SH DEFINED 15,23,24 32923 0 500 SENIOR HSG PPTYS TR SH BEN INT 81721M109 535 22380 SH DEFINED 6,10 22380 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 9959 416700 SH DEFINED 13,30 416700 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 141 5879 SH DEFINED 30,38 5879 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3858 161426 SH DEFINED 15,23,24 144755 0 16671 SENOMYX INC COM 81724Q107 6189 499931 SH DEFINED 15,23,24 401518 0 98413 SENSIENT TECHNOLOGIE COM 81725T100 75 2900 SH DEFINED 29 2900 0 0 SENSIENT TECHNOLOGIE COM 81725T100 12 461 SH DEFINED 6,10 461 0 0 SENSIENT TECHNOLOGIE COM 81725T100 54 2099 SH DEFINED 30,38 2099 0 0 SENSIENT TECHNOLOGIE COM 81725T100 2978 115496 SH DEFINED 6,10,11 114996 0 500 SENSIENT TECHNOLOGIE COM 81725T100 267 10344 SH DEFINED 15,23,24 9894 0 450 SEPRACOR INC NOTE 817315AW4 16193 17000000 PRN DEFINED 30,38 17000000 0 0 SEPRACOR INC NOTE 817315AW4 11 12000 PRN DEFINED 15,23,24 12000 0 0 SEPRACOR INC COM 817315104 497 10654 SH DEFINED 6,10 10654 0 0 SEPRACOR INC COM 817315104 4143 88847 SH DEFINED 30,38 88847 0 0 SEPRACOR INC COM 817315104 5357 114891 SH DEFINED 14,15,23 114891 0 0 SEPRACOR INC COM 817315104 8545 183255 SH DEFINED 15,23,24 166331 0 16924 SEPRACOR INC COM 817315104 25553 548000 SH CALL DEFINED 14,15,23 548000 0 0 SEPRACOR INC COM 817315104 4873 104500 SH CALL DEFINED 15,23,24 104500 0 0 SEPRACOR INC COM 817315104 21371 458300 SH PUT DEFINED 14,15,23 458300 0 0 SEPRACOR INC COM 817315104 2145 46000 SH PUT DEFINED 15,23,24 46000 0 0 SERVICE CORP INTL COM 817565104 56 4744 SH DEFINED 6,10 4744 0 0 SERVICE CORP INTL COM 817565104 7165 604100 SH DEFINED 13,30 604100 0 0 SERVICE CORP INTL COM 817565104 1838 154938 SH DEFINED 30,38 154938 0 0 SERVICE CORP INTL COM 817565104 5111 430967 SH DEFINED 15,23,24 348920 0 82047 SERVICEMASTER CO COM 81760N109 292 18976 SH DEFINED 6,10 18976 0 0 SERVICEMASTER CO COM 81760N109 4419 287150 SH DEFINED 13,30 287150 0 0 SERVICEMASTER CO COM 81760N109 5387 350000 SH DEFINED 30,38 350000 0 0 SERVICEMASTER CO COM 81760N109 2031 131979 SH DEFINED 6,10,11 131079 0 900 SERVICEMASTER CO COM 81760N109 5369 348836 SH DEFINED 15,23,24 293917 0 54918 SHANDA INTERACTIVE E SPONSORED 81941Q203 102 3788 SH DEFINED 30,38 3788 0 0 SHANDA INTERACTIVE E SPONSORED 81941Q203 873 32520 SH DEFINED 14,15,23 32520 0 0 SHANDA INTERACTIVE E SPONSORED 81941Q203 28 1042 SH DEFINED 15,23,24 942 0 100 SHANDA INTERACTIVE E SPONSORED 81941Q203 2223 82800 SH CALL DEFINED 14,15,23 82800 0 0 SHANDA INTERACTIVE E SPONSORED 81941Q203 2653 98800 SH PUT DEFINED 14,15,23 98800 0 0 SHARPER IMAGE CORP COM 820013100 532 48100 SH DEFINED 30,38 48100 0 0 SHARPER IMAGE CORP COM 820013100 389 35200 SH DEFINED 15,23,24 28800 0 6400 SHAW COMMUNICATIONS CL B CONV 82028K200 421 11412 SH DEFINED 6,10 11412 0 0 SHAW COMMUNICATIONS CL B CONV 82028K200 974 26383 SH DEFINED 15,23,24 19040 0 7343 SHAW COMMUNICATIONS CL B CONV 82028K200 87 2347 SH DEFINED 15,18,23,25,26 2347 0 0 SHAW GROUP INC COM 820280105 709 22661 SH DEFINED 6,10 22661 0 0 SHAW GROUP INC COM 820280105 23453 750000 SH DEFINED 15,23 750000 0 0 SHAW GROUP INC COM 820280105 175 5600 SH DEFINED 30,38 5600 0 0 SHAW GROUP INC COM 820280105 12 375 SH DEFINED 6,10,11 375 0 0 SHAW GROUP INC COM 820280105 2613 83578 SH DEFINED 15,23,24 67858 0 15720 SHERWIN WILLIAMS CO COM 824348106 1900 28765 SH DEFINED 6,10 28765 0 0 SHERWIN WILLIAMS CO COM 824348106 36 548 SH DEFINED 6,10,11 548 0 0 SHERWIN WILLIAMS CO COM 824348106 7210 109181 SH DEFINED 15,23,24 97413 0 11768 SHERWIN WILLIAMS CO COM 824348106 8493 128600 SH CALL DEFINED 14,15,23 128600 0 0 SHERWIN WILLIAMS CO COM 824348106 21106 319600 SH PUT DEFINED 14,15,23 319600 0 0 SHINHAN FINANCIAL GR SPN ADR RE 824596100 395 3466 SH DEFINED 6,10 3466 0 0 SHINHAN FINANCIAL GR SPN ADR RE 824596100 661 5801 SH DEFINED 15,23,24 5636 0 165 SHINHAN FINANCIAL GR SPN ADR RE 824596100 2722 23900 SH DEFINED 15,18,23,25,26 23900 0 0 SHIRE PLC SPONSORED 82481R106 665 10750 SH DEFINED 29 10750 0 0 SHIRE PLC SPONSORED 82481R106 824 13312 SH DEFINED 6,10 13312 0 0 SHIRE PLC SPONSORED 82481R106 1238 20000 SH DEFINED 30,38 20000 0 0 SHIRE PLC SPONSORED 82481R106 3898 62980 SH DEFINED 14,15,23 62980 0 0 SHIRE PLC SPONSORED 82481R106 1435 23181 SH DEFINED 15,23,24 18135 0 5046 SHIRE PLC SPONSORED 82481R106 4079 65900 SH CALL DEFINED 14,15,23 65900 0 0 SHIRE PLC SPONSORED 82481R106 6840 110500 SH PUT DEFINED 14,15,23 110500 0 0 SHOE CARNIVAL INC COM 824889109 141 4249 SH DEFINED 6,10 4249 0 0 SHOE CARNIVAL INC COM 824889109 1968 59100 SH DEFINED 30,38 59100 0 0 SHOE CARNIVAL INC COM 824889109 11 333 SH DEFINED 15,23,24 333 0 0 SHORE BANCSHARES INC COM 825107105 252 9511 SH DEFINED 6,10,11 9511 0 0 SHORE BANCSHARES INC COM 825107105 377 14269 SH DEFINED 15,23,24 4802 0 9467 SHUFFLE MASTER INC NOTE 1.25 825549AB4 4938 5150000 PRN DEFINED 15,23,24 5150000 0 0 SHUFFLE MASTER INC COM 825549108 301 16515 SH DEFINED 6,10 16515 0 0 SHUFFLE MASTER INC COM 825549108 317 17390 SH 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6627 SH DEFINED 6,10 6627 0 0 SOVRAN SELF STORAGE COM 84610H108 78 1400 SH DEFINED 13,30 1400 0 0 SOVRAN SELF STORAGE COM 84610H108 462 8341 SH DEFINED 15,23,24 6929 0 1412 SPACEHAB INC NOTE 5.50 846243AD5 1215 1730000 PRN DEFINED 15,23,24 1730000 0 0 SPANSION INC COM CL A 84649R101 4653 381693 SH DEFINED 6,10 381693 0 0 SPANSION INC COM CL A 84649R101 1003 82254 SH DEFINED 14,15,23 82254 0 0 SPANSION INC COM CL A 84649R101 16252 1333188 SH DEFINED 15,23,24 1321128 0 12060 SPANSION INC COM CL A 84649R101 948 77800 SH CALL DEFINED 14,15,23 77800 0 0 SPANSION INC COM CL A 84649R101 2445 200600 SH PUT DEFINED 14,15,23 200600 0 0 SPARTAN MTRS INC COM 846819100 508 21907 SH DEFINED 15,23,24 20407 0 1500 SPARTAN STORES INC COM 846822104 5259 196247 SH DEFINED 15,23,24 195880 0 367 SPARTECH CORP COM NEW 847220209 184 6282 SH DEFINED 6,10 6282 0 0 SPARTECH CORP COM NEW 847220209 198 6745 SH DEFINED 15,23,24 6659 0 86 SPECTRA ENERGY CORP COM 847560109 42 1609 SH DEFINED 3,8 0 0 1609 SPECTRA 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343400 SH PUT DEFINED 14,15,23 343400 0 0 STEEL TECHNOLOGIES I COM 858147101 97 3266 SH DEFINED 6,10 3266 0 0 STEEL TECHNOLOGIES I COM 858147101 413 13957 SH DEFINED 15,23,24 12845 0 1112 STEIN MART INC COM 858375108 77 4700 SH DEFINED 29 4700 0 0 STEIN MART INC COM 858375108 226 13864 SH DEFINED 6,10 13864 0 0 STEIN MART INC COM 858375108 306 18753 SH DEFINED 15,23,24 16641 0 2112 STEMCELLS INC COM 85857R105 27 10791 SH DEFINED 15,23,24 9291 0 1500 STERLING BANCSHARES COM 858907108 310 27742 SH DEFINED 6,10 27742 0 0 STERLING BANCSHARES COM 858907108 349 31258 SH DEFINED 15,23,24 31258 0 0 STERICYCLE INC COM 858912108 447 5484 SH DEFINED 6,10 5484 0 0 STERICYCLE INC COM 858912108 101 1242 SH DEFINED 30,38 1242 0 0 STERICYCLE INC COM 858912108 13412 164569 SH DEFINED 15,23,24 114891 0 49678 STERIS CORP COM 859152100 58 2171 SH DEFINED 6,10 2171 0 0 STERIS CORP COM 859152100 781 29400 SH DEFINED 30,38 29400 0 0 STERIS CORP COM 859152100 1604 60375 SH DEFINED 6,10,11 59400 0 975 STERIS 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STMICROELECTRONICS N NY REGISTR 861012102 1327 69100 SH PUT DEFINED 14,15,23 69100 0 0 STONE ENERGY CORP COM 861642106 208 6989 SH DEFINED 6,10 6989 0 0 STONE ENERGY CORP COM 861642106 4258 143400 SH DEFINED 30,38 143400 0 0 STONE ENERGY CORP COM 861642106 337 11356 SH DEFINED 15,23,24 11071 0 285 STONERIDGE INC COM 86183P102 1101 106307 SH DEFINED 15,23,24 74807 0 31500 STORA ENSO CORP SPON ADR R 86210M106 2569 148770 SH DEFINED 6,10 148770 0 0 STORA ENSO CORP SPON ADR R 86210M106 393 22781 SH DEFINED 15,23,24 20331 0 2450 STRATEGIC GLOBAL INC COM 862719101 1490 122358 SH DEFINED 15,23,24 100334 0 22024 STRATEGIC HOTELS & R COM 86272T106 179 7817 SH DEFINED 6,10 7817 0 0 STRATEGIC HOTELS & R COM 86272T106 958 41875 SH DEFINED 15,23,24 41875 0 0 STRAYER ED INC COM 863236105 50 401 SH DEFINED 6,10 401 0 0 STRAYER ED INC COM 863236105 165 1317 SH DEFINED 15,23,24 1247 0 70 STREETTRACKS SER TR SPDR LRG C 86330E109 3662 67794 SH DEFINED 15,23,24 55689 0 12105 STREETTRACKS SER TR SPDR LRG C 86330E208 2545 30504 SH DEFINED 15,23,24 26774 0 3730 STREETTRACKS SER TR SPDR SM CA 86330E307 2520 26024 SH DEFINED 15,23,24 23051 0 2973 STREETTRACKS SER TR SPDR SM CA 86330E406 22 300 SH DEFINED 6,10 300 0 0 STREETTRACKS SER TR SPDR SM CA 86330E406 2045 28091 SH DEFINED 15,23,24 18047 0 10044 STREETTRACKS SER TR SPDR GLB T 86330E505 872 11684 SH DEFINED 15,23,24 10192 0 1492 STREETTRACKS SER TR DJ WIL REI 86330E604 79 875 SH DEFINED 6,10 875 0 0 STREETTRACKS SER TR DJ WIL REI 86330E604 12212 135016 SH DEFINED 15,23,24 131060 0 3956 STREETTRACKS SER TR SPDR O&G E 86330E620 202 4959 SH DEFINED 15,23,24 4959 0 0 STREETTRACKS SER TR SPDR O&G E 86330E638 3735 118789 SH DEFINED 15,23,24 111948 0 6841 STREETTRACKS SER TR SPDR S&P M 86330E646 2025 35387 SH DEFINED 15,23,24 32932 0 2455 STREETTRACKS SER TR MORGAN STN 86330E703 439 7938 SH DEFINED 15,23,24 5866 0 2072 STREETTRACKS SER TR SPDR S&P S 86330E737 854 17488 SH DEFINED 15,23,24 17373 0 115 STREETTRACKS SER TR SPDR S&P H 86330E745 4124 126700 SH DEFINED 6,10 126700 0 0 STREETTRACKS SER TR SPDR S&P H 86330E745 6861 210781 SH DEFINED 15,23,24 199396 0 11385 STREETTRACKS SER TR SPDR S&P H 86330E745 342 10500 SH CALL DEFINED 14,15,23 10500 0 0 STREETTRACKS SER TR SPDR S&P H 86330E745 260 8000 SH PUT DEFINED 14,15,23 8000 0 0 STREETTRACKS SER TR SPDR S&P H 86330E745 9765 300000 SH PUT DEFINED 15,23,24 300000 0 0 STREETTRACKS SER TR SPDR S&P B 86330E752 2042 42327 SH DEFINED 15,23,24 40108 0 2219 STREETTRACKS SER TR SPDR S&P D 86330E760 5118 82158 SH DEFINED 15,23,24 74122 0 8036 STREETTRACKS SER TR KBW CAP MA 86330E778 9767 147925 SH DEFINED 15,23,24 140281 0 7644 STREETTRACKS SER TR KBW BANK E 86330E794 2638 46439 SH DEFINED 15,23,24 37829 0 8610 STREETTRACKS SER TR SPDR MIDCA 86330E828 550 8650 SH DEFINED 15,23,24 8537 0 113 STREETTRACKS SER TR SPDR MIDCA 86330E836 550 9000 SH DEFINED 15,23,24 8882 0 118 STREETTRACKS SER TR SPDR MID C 86330E844 320 5431 SH DEFINED 15,23,24 5431 0 0 STREETTRACKS SER TR SPDR TTL M 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SH DEFINED 6,10 21532 0 0 TETRA TECH INC NEW COM 88162G103 1196 62725 SH DEFINED 6,10,11 62725 0 0 TETRA TECH INC NEW COM 88162G103 257 13466 SH DEFINED 15,23,24 13346 0 120 TEVA PHARMACEUTICAL ADR 881624209 341 9100 SH DEFINED 29 9100 0 0 TEVA PHARMACEUTICAL ADR 881624209 75 2005 SH DEFINED 3,8 0 0 2005 TEVA PHARMACEUTICAL ADR 881624209 7527 201096 SH DEFINED 6,10 201096 0 0 TEVA PHARMACEUTICAL ADR 881624209 1272 33987 SH DEFINED 30,38 33987 0 0 TEVA PHARMACEUTICAL ADR 881624209 2098 56050 SH DEFINED 6,10,11 56050 0 0 TEVA PHARMACEUTICAL ADR 881624209 64330 1718685 SH DEFINED 15,23,24 1526317 0 192367 TEVA PHARMACEUTICAL ADR 881624209 10 280 SH DEFINED 15,18,23,25,26 280 0 0 TEVA PHARMACEUTICAL ADR 881624209 9477 253200 SH CALL DEFINED 14,15,23 253200 0 0 TEVA PHARMACEUTICAL ADR 881624209 56 1500 SH CALL DEFINED 15,23,24 1500 0 0 TEVA PHARMACEUTICAL ADR 881624209 10608 283400 SH PUT DEFINED 14,15,23 283400 0 0 TEVA PHARMACEUTICAL ADR 881624209 56 1500 SH PUT DEFINED 15,23,24 1500 0 0 TEVA PHARMACEUTICAL DBCV 0.25 88163VAE9 65 66000 PRN DEFINED 6,10 66000 0 0 TEVA PHARMACEUTICAL DBCV 0.25 88163VAE9 5304 5419000 PRN DEFINED 15,23,24 5419000 0 0 TESSERA TECHNOLOGIES COM 88164L100 457 11500 SH DEFINED 29 11500 0 0 TESSERA TECHNOLOGIES COM 88164L100 38 948 SH DEFINED 6,10 948 0 0 TESSERA TECHNOLOGIES COM 88164L100 193 4849 SH DEFINED 14,15,23 4849 0 0 TESSERA TECHNOLOGIES COM 88164L100 210 5293 SH DEFINED 15,23,24 4543 0 750 TESSERA TECHNOLOGIES COM 88164L100 699 17600 SH CALL DEFINED 14,15,23 17600 0 0 TESSERA TECHNOLOGIES COM 88164L100 1494 37600 SH PUT DEFINED 14,15,23 37600 0 0 TEVA PHARMACEUTICAL DBCV 0.25 88164RAB3 169 148000 PRN DEFINED 6,10 148000 0 0 TEVA PHARMACEUTICAL DBCV 0.25 88164RAB3 266 233000 PRN DEFINED 15,23,24 233000 0 0 TEVA PHARMACEUTICAL NOTE 1.75 88165FAA0 66 68000 PRN DEFINED 6,10 68000 0 0 TEVA PHARMACEUTICAL NOTE 1.75 88165FAA0 1319 1356000 PRN DEFINED 15,23,24 1356000 0 0 TEXAS INDS INC COM 882491103 577 7635 SH DEFINED 6,10 7635 0 0 TEXAS INDS INC COM 882491103 3 41 SH DEFINED 30,38 41 0 0 TEXAS INDS INC COM 882491103 259 3433 SH DEFINED 15,23,24 3002 0 431 TEXAS INSTRS INC COM 882508104 316 10502 SH DEFINED 3,8 0 0 10502 TEXAS INSTRS INC COM 882508104 143209 4757765 SH DEFINED 6,10 4757765 0 0 TEXAS INSTRS INC COM 882508104 9993 332000 SH DEFINED 30,38 332000 0 0 TEXAS INSTRS INC COM 882508104 74 2455 SH DEFINED 5,6,10 0 2455 0 TEXAS INSTRS INC COM 882508104 2686 89248 SH DEFINED 6,10,11 86998 0 2250 TEXAS INSTRS INC COM 882508104 213647 7097907 SH DEFINED 15,23,24 5733251 0 1364655 TEXAS INSTRS INC COM 882508104 3212 106698 SH DEFINED 15,18,23,25,26 106698 0 0 TEXAS INSTRS INC COM 882508104 800 26570 SH DEFINED 2,5,6,9-10,17,19,20,27 26570 0 0 TEXAS INSTRS INC COM 882508104 23448 779000 SH CALL DEFINED 14,15,23 779000 0 0 TEXAS INSTRS INC COM 882508104 1622 53900 SH CALL DEFINED 15,23,24 53900 0 0 TEXAS INSTRS INC COM 882508104 26834 891500 SH PUT DEFINED 14,15,23 891500 0 0 TEXAS INSTRS INC COM 882508104 241 8000 SH PUT DEFINED 15,23,24 8000 0 0 TEXAS PAC LD TR SUB CTF PR 882610108 310 1278 SH DEFINED 15,23,24 1253 0 24 TEXAS ROADHOUSE INC CL A 882681109 211 14835 SH DEFINED 29 14835 0 0 TEXAS ROADHOUSE INC CL A 882681109 133 9309 SH DEFINED 15,23,24 8167 0 1142 TEXAS ROADHOUSE INC CL A 882681109 4275 300000 SH CALL DEFINED 15,23,24 300000 0 0 THAI FD INC COM 882904105 280 28562 SH DEFINED 15,23,24 22112 0 6450 TEXTRON INC COM 883203101 610 6790 SH DEFINED 29 6790 0 0 TEXTRON INC COM 883203101 2096 23342 SH DEFINED 6,10 23342 0 0 TEXTRON INC COM 883203101 738 8219 SH DEFINED 6,10,11 8219 0 0 TEXTRON INC COM 883203101 57 633 SH DEFINED 14,15,23 633 0 0 TEXTRON INC COM 883203101 96080 1069937 SH DEFINED 15,23,24 987588 0 82348 TEXTRON INC COM 883203101 3296 36700 SH CALL DEFINED 14,15,23 36700 0 0 TEXTRON INC COM 883203101 5900 65700 SH PUT DEFINED 14,15,23 65700 0 0 THE9 LTD ADR 88337K104 852 25283 SH DEFINED 15,23,24 22997 0 2286 THERAGENICS CORP COM 883375107 52 8312 SH DEFINED 6,10 8312 0 0 THERAGENICS CORP COM 883375107 19 3000 SH DEFINED 15,23,24 3000 0 0 THERAVANCE INC COM 88338T104 137 4629 SH DEFINED 15,23,24 4444 0 185 THERAVANCE INC COM 88338T104 5900 200000 SH CALL DEFINED 15,23,24 200000 0 0 THERMO FISHER SCIENT COM 883556102 972 20800 SH DEFINED 29 20800 0 0 THERMO FISHER SCIENT COM 883556102 6027 128927 SH DEFINED 6,10 128927 0 0 THERMO FISHER SCIENT COM 883556102 140 2992 SH DEFINED 5,6,10 0 2992 0 THERMO FISHER SCIENT COM 883556102 424 9061 SH DEFINED 6,10,11 9061 0 0 THERMO FISHER SCIENT COM 883556102 38086 814663 SH DEFINED 15,23,24 603102 0 211561 THERMO FISHER SCIENT COM 883556102 4474 95700 SH CALL DEFINED 6,10 95700 0 0 THERMO FISHER SCIENT COM 883556102 561 12000 SH CALL DEFINED 14,15,23 12000 0 0 THERMO FISHER SCIENT COM 883556102 552 11800 SH PUT DEFINED 14,15,23 11800 0 0 THESTREET COM COM 88368Q103 27 2170 SH DEFINED 6,10 2170 0 0 THESTREET COM COM 88368Q103 96 7833 SH DEFINED 15,23,24 7598 0 235 THINKENGINE NETWORKS COM 88409U105 45 17025 SH DEFINED 15,23,24 17025 0 0 THOMAS & BETTS CORP COM 884315102 2091 42821 SH DEFINED 6,10 42821 0 0 THOMAS & BETTS CORP COM 884315102 1294 26500 SH DEFINED 30,38 26500 0 0 THOMAS & BETTS CORP COM 884315102 39 800 SH DEFINED 6,10,11 800 0 0 THOMAS & BETTS CORP COM 884315102 9724 199185 SH DEFINED 15,23,24 194716 0 4469 THOMAS WEISEL PARTNE COM 884481102 1 48 SH DEFINED 6,10 48 0 0 THOMAS WEISEL PARTNE COM 884481102 1188 62483 SH DEFINED 8,33 62483 0 0 THOMAS WEISEL PARTNE COM 884481102 15 800 SH DEFINED 15,23,24 800 0 0 THOMSON CORP COM 884903105 476 11452 SH DEFINED 6,10 11452 0 0 THOMSON CORP COM 884903105 615 14801 SH DEFINED 5,6,10 0 14801 0 THOMSON CORP COM 884903105 61 1474 SH DEFINED 15,23,24 1474 0 0 THOMSON CORP COM 884903105 89 2132 SH DEFINED 15,18,23,25,26 2132 0 0 THOMSON SPONSORED 885118109 665 34474 SH DEFINED 6,10 34474 0 0 THOMSON SPONSORED 885118109 335 17368 SH DEFINED 15,23,24 16479 0 889 THOR INDS INC COM 885160101 71 1800 SH DEFINED 29 1800 0 0 THOR INDS INC COM 885160101 36 916 SH DEFINED 6,10 916 0 0 THOR INDS INC COM 885160101 508 12900 SH DEFINED 30,38 12900 0 0 THOR INDS INC COM 885160101 12 300 SH DEFINED 6,10,11 300 0 0 THOR INDS INC COM 885160101 2801 71113 SH DEFINED 15,23,24 66106 0 5007 THORATEC CORP COM NEW 885175307 966 46225 SH DEFINED 6,10,11 46225 0 0 THORATEC CORP COM NEW 885175307 553 26473 SH DEFINED 15,23,24 25722 0 751 THORNBURG MTG INC COM 885218107 40 1536 SH DEFINED 6,10 1536 0 0 THORNBURG MTG INC COM 885218107 26 1000 SH DEFINED 6,10,11 1000 0 0 THORNBURG MTG INC COM 885218107 10563 406283 SH DEFINED 15,23,24 320889 0 85394 3COM CORP COM 885535104 897 229479 SH DEFINED 6,10 229479 0 0 3COM CORP COM 885535104 68 17266 SH DEFINED 14,15,23 17266 0 0 3COM CORP COM 885535104 276 70562 SH DEFINED 15,23,24 63200 0 7362 3COM CORP COM 885535104 780 199400 SH CALL DEFINED 14,15,23 199400 0 0 3COM CORP COM 885535104 5304 1356600 SH CALL DEFINED 15,23,24 1356600 0 0 3COM CORP COM 885535104 311 79600 SH PUT DEFINED 14,15,23 79600 0 0 3M CO NOTE 88579YAB7 104 116000 PRN DEFINED 6,10 116000 0 0 3M CO NOTE 88579YAB7 71 79000 PRN DEFINED 15,23,24 79000 0 0 3M CO COM 88579Y101 355 4647 SH DEFINED 3,8 0 0 4647 3M CO COM 88579Y101 49124 642734 SH DEFINED 6,10 642734 0 0 3M CO COM 88579Y101 956 12505 SH DEFINED 5,6,10 0 12505 0 3M CO COM 88579Y101 2099 27463 SH DEFINED 6,10,11 26988 0 475 3M CO COM 88579Y101 1338 17510 SH DEFINED 14,15,23 17510 0 0 3M CO COM 88579Y101 117429 1536420 SH DEFINED 15,23,24 1158326 0 378093 3M CO COM 88579Y101 59 776 SH DEFINED 15,18,23,25,26 776 0 0 3M CO COM 88579Y101 1422 18600 SH CALL DEFINED 6,10 18600 0 0 3M CO COM 88579Y101 24205 316700 SH CALL DEFINED 14,15,23 316700 0 0 3M CO COM 88579Y101 3095 40500 SH CALL DEFINED 15,23,24 40500 0 0 3M CO COM 88579Y101 34034 445300 SH PUT DEFINED 14,15,23 445300 0 0 3M CO COM 88579Y101 8858 115900 SH PUT DEFINED 15,23,24 115900 0 0 TIBCO SOFTWARE INC COM 88632Q103 1229 144306 SH DEFINED 6,10 144306 0 0 TIBCO SOFTWARE INC COM 88632Q103 1844 216477 SH DEFINED 30,38 216477 0 0 TIBCO SOFTWARE INC COM 88632Q103 108 12700 SH DEFINED 14,15,23 12700 0 0 TIBCO SOFTWARE INC COM 88632Q103 930 109180 SH DEFINED 15,23,24 106163 0 3017 TIBCO SOFTWARE INC COM 88632Q103 5913 694000 SH CALL DEFINED 15,23,24 694000 0 0 TIBCO SOFTWARE INC COM 88632Q103 26 3000 SH PUT DEFINED 14,15,23 3000 0 0 TIDEWATER INC COM 886423102 76 1300 SH DEFINED 29 1300 0 0 TIDEWATER INC COM 886423102 2050 35000 SH DEFINED 37 35000 0 0 TIDEWATER INC COM 886423102 3723 63552 SH DEFINED 6,10 63552 0 0 TIDEWATER INC COM 886423102 1386 23660 SH DEFINED 6,10,11 23660 0 0 TIDEWATER INC COM 886423102 3342 57056 SH DEFINED 15,23,24 51147 0 5909 TIDEWATER INC COM 886423102 4476 76400 SH CALL DEFINED 14,15,23 76400 0 0 TIDEWATER INC COM 886423102 2519 43000 SH CALL DEFINED 15,23,24 43000 0 0 TIDEWATER INC COM 886423102 4845 82700 SH PUT DEFINED 14,15,23 82700 0 0 TIDEWATER INC COM 886423102 5729 97800 SH PUT DEFINED 15,23,24 97800 0 0 TIERONE CORP COM 88650R108 338 12508 SH DEFINED 15,23,24 6608 0 5900 TIFFANY & CO NEW COM 886547108 1376 30249 SH DEFINED 6,10 30249 0 0 TIFFANY & CO NEW COM 886547108 5 100 SH DEFINED 6,10,11 100 0 0 TIFFANY & CO NEW COM 886547108 20132 442658 SH DEFINED 15,23,24 318380 0 124278 TIFFANY & CO NEW COM 886547108 6558 144200 SH CALL DEFINED 14,15,23 144200 0 0 TIFFANY & CO NEW COM 886547108 3493 76800 SH PUT DEFINED 14,15,23 76800 0 0 TIM HORTONS INC COM 88706M103 35 1155 SH DEFINED 6,10 1155 0 0 TIM HORTONS INC COM 88706M103 4 135 SH DEFINED 6,10,11 135 0 0 TIM HORTONS INC COM 88706M103 885 29102 SH DEFINED 15,23,24 26004 0 3098 TIM HORTONS INC COM 88706M103 106 3500 SH CALL DEFINED 14,15,23 3500 0 0 TIM HORTONS INC COM 88706M103 1901 62500 SH PUT DEFINED 14,15,23 62500 0 0 TIM PARTICIPACOES S SPONS ADR 88706P106 152 4682 SH DEFINED 6,10 4682 0 0 TIM PARTICIPACOES S SPONS ADR 88706P106 7103 218700 SH DEFINED 15,23,24 218648 0 52 TIMBERLAND CO CL A 887100105 16 597 SH DEFINED 3,8 0 0 597 TIMBERLAND CO CL A 887100105 75 2895 SH DEFINED 6,10 2895 0 0 TIMBERLAND CO CL A 887100105 378 14525 SH DEFINED 30,38 14525 0 0 TIMBERLAND CO CL A 887100105 26 1000 SH DEFINED 5,6,10 0 1000 0 TIMBERLAND CO CL A 887100105 320 12305 SH DEFINED 15,23,24 11618 0 687 TIME WARNER INC COM 887317105 256 13000 SH DEFINED 29 13000 0 0 TIME WARNER INC COM 887317105 249 12618 SH DEFINED 3,8 0 0 12618 TIME WARNER INC COM 887317105 37435 1898305 SH DEFINED 6,10 1898305 0 0 TIME WARNER INC COM 887317105 4169 211400 SH DEFINED 30,38 211400 0 0 TIME WARNER INC COM 887317105 127 6442 SH DEFINED 5,6,10 0 6442 0 TIME WARNER INC COM 887317105 2359 119605 SH DEFINED 6,10,11 119605 0 0 TIME WARNER INC COM 887317105 229216 11623516 SH DEFINED 15,23,24 9640928 0 1982587 TIME WARNER INC COM 887317105 2866 145315 SH DEFINED 15,18,23,25,26 145315 0 0 TIME WARNER INC COM 887317105 23414 1187315 SH DEFINED 2,5,6,9-10,17,19,20,27 1187315 0 0 TIME WARNER INC COM 887317105 2465 125000 SH CALL DEFINED 6,10 125000 0 0 TIME WARNER INC COM 887317105 27062 1372300 SH CALL DEFINED 14,15,23 1372300 0 0 TIME WARNER INC COM 887317105 54500 2763700 SH CALL DEFINED 15,23,24 2763700 0 0 TIME WARNER INC COM 887317105 4542 230300 SH PUT DEFINED 14,15,23 230300 0 0 TIME WARNER INC COM 887317105 25902 1313500 SH PUT DEFINED 15,23,24 1313500 0 0 TIME WARNER TELECOM DBCV 2.37 887319AC5 17 13000 PRN DEFINED 6,10 13000 0 0 TIME WARNER TELECOM CL A 887319101 552 26599 SH DEFINED 6,10 26599 0 0 TIME WARNER TELECOM CL A 887319101 249 11995 SH DEFINED 30,38 11995 0 0 TIME WARNER TELECOM CL A 887319101 485 23344 SH DEFINED 15,23,24 15765 0 7579 TIME WARNER CABLE IN CL A 88732J108 33 875 SH DEFINED 6,10 875 0 0 TIME WARNER CABLE IN CL A 88732J108 3616 96492 SH DEFINED 30,38 96492 0 0 TIME WARNER CABLE IN CL A 88732J108 68822 1836729 SH DEFINED 15,23,24 1836729 0 0 TIME WARNER CABLE IN CL A 88732J108 652 17400 SH CALL DEFINED 14,15,23 17400 0 0 TIME WARNER CABLE IN CL A 88732J108 94 2500 SH PUT DEFINED 14,15,23 2500 0 0 TIMKEN CO COM 887389104 61 2013 SH DEFINED 6,10 2013 0 0 TIMKEN CO COM 887389104 1606 53001 SH DEFINED 30,38 53001 0 0 TIMKEN CO COM 887389104 101 3341 SH DEFINED 6,10,11 3341 0 0 TIMKEN CO COM 887389104 3504 115608 SH DEFINED 15,23,24 85820 0 29788 TITANIUM METALS CORP COM NEW 888339207 3161 88106 SH DEFINED 6,10 88106 0 0 TITANIUM METALS CORP COM NEW 888339207 598 16660 SH DEFINED 14,15,23 16660 0 0 TITANIUM METALS CORP COM NEW 888339207 14606 407078 SH DEFINED 15,23,24 332425 0 74653 TITANIUM METALS CORP COM NEW 888339207 3843 107100 SH CALL DEFINED 14,15,23 107100 0 0 TITANIUM METALS CORP COM NEW 888339207 36 1000 SH CALL DEFINED 15,23,24 1000 0 0 TITANIUM METALS CORP COM NEW 888339207 3240 90300 SH PUT DEFINED 14,15,23 90300 0 0 TIVO INC COM 888706108 17656 2780474 SH DEFINED 15,23 2780474 0 0 TIVO INC COM 888706108 40 6255 SH DEFINED 14,15,23 6255 0 0 TIVO INC COM 888706108 3163 498070 SH DEFINED 15,23,24 424349 0 73721 TIVO INC COM 888706108 1236 194700 SH CALL DEFINED 14,15,23 194700 0 0 TIVO INC COM 888706108 925 145700 SH PUT DEFINED 14,15,23 145700 0 0 TODCO COM 88889T107 2127 52735 SH DEFINED 6,10 52735 0 0 TODCO COM 88889T107 69 1720 SH DEFINED 5,6,10 0 1720 0 TODCO COM 88889T107 5099 126426 SH DEFINED 15,23,24 114823 0 11603 TODCO COM 88889T107 3351 83100 SH CALL DEFINED 14,15,23 83100 0 0 TODCO COM 88889T107 5307 131600 SH PUT DEFINED 14,15,23 131600 0 0 TODD SHIPYARDS CORP COM 889039103 861 46395 SH DEFINED 15,23,24 39820 0 6575 TOLL BROTHERS INC COM 889478103 2208 80652 SH DEFINED 6,10 80652 0 0 TOLL BROTHERS INC COM 889478103 44 1600 SH DEFINED 5,6,10 0 1600 0 TOLL BROTHERS INC COM 889478103 5493 200635 SH DEFINED 14,15,23 200635 0 0 TOLL BROTHERS INC COM 889478103 12278 448442 SH DEFINED 15,23,24 404997 0 43445 TOLL BROTHERS INC COM 889478103 18046 659100 SH CALL DEFINED 14,15,23 659100 0 0 TOLL BROTHERS INC COM 889478103 5 200 SH CALL DEFINED 15,23,24 200 0 0 TOLL BROTHERS INC COM 889478103 26301 960600 SH PUT DEFINED 14,15,23 960600 0 0 TOLL BROTHERS INC COM 889478103 38 1400 SH PUT DEFINED 15,23,24 1400 0 0 TOM ONLINE INC ADR REG S 889728200 32 2240 SH DEFINED 14,15,23 2240 0 0 TOM ONLINE INC ADR REG S 889728200 154 10836 SH DEFINED 15,23,24 6247 0 4589 TOM ONLINE INC ADR REG S 889728200 1101 77400 SH CALL DEFINED 14,15,23 77400 0 0 TOM ONLINE INC ADR REG S 889728200 1292 90800 SH PUT DEFINED 14,15,23 90800 0 0 TOMKINS PLC SPONSORED 890030208 1668 79323 SH DEFINED 6,10 79323 0 0 TOMKINS PLC SPONSORED 890030208 533 25330 SH DEFINED 15,23,24 23950 0 1380 TOMPKINSTRUSTCO INC COM 890110109 220 5249 SH DEFINED 15,23,24 5249 0 0 TOOTSIE ROLL INDS IN COM 890516107 3 89 SH DEFINED 6,10 89 0 0 TOOTSIE ROLL INDS IN COM 890516107 313 10432 SH DEFINED 6,10,11 10432 0 0 TOOTSIE ROLL INDS IN COM 890516107 741 24740 SH DEFINED 15,23,24 19003 0 5737 TOPPS INC COM 890786106 5751 591689 SH DEFINED 30,38 591689 0 0 TOPPS INC COM 890786106 1578 162397 SH DEFINED 15,23,24 162097 0 300 TORCHMARK CORP COM 891027104 935 14262 SH DEFINED 6,10 14262 0 0 TORCHMARK CORP COM 891027104 216 3300 SH DEFINED 30,38 3300 0 0 TORCHMARK CORP COM 891027104 1557 23733 SH DEFINED 15,23,24 23513 0 220 TORO CO COM 891092108 654 12770 SH DEFINED 6,10 12770 0 0 TORO CO COM 891092108 30 590 SH DEFINED 30,38 590 0 0 TORO CO COM 891092108 1106 21577 SH DEFINED 15,23,24 21297 0 280 TORONTO DOMINION BK COM NEW 891160509 6330 104786 SH DEFINED 3,8 0 0 104786 TORONTO DOMINION BK COM NEW 891160509 9933 164432 SH DEFINED 6,10 115909 0 48523 TORONTO DOMINION BK COM NEW 891160509 792 13107 SH DEFINED 5,6,10 0 13107 0 TORONTO DOMINION BK COM NEW 891160509 2 35 SH DEFINED 6,10,11 35 0 0 TORONTO DOMINION BK COM NEW 891160509 764 12644 SH DEFINED 15,23,24 10803 0 1841 TORONTO DOMINION BK COM NEW 891160509 435 7209 SH DEFINED 15,18,23,25,26 7209 0 0 TORTOISE ENERGY INFR COM 89147L100 218 5639 SH DEFINED 15,23,24 4901 0 738 TORTOISE NORTH AMRN COM 89147T103 225 9543 SH DEFINED 15,23,24 9133 0 410 TORTOISE ENERGY CAP COM 89147U100 702 23624 SH DEFINED 15,23,24 21956 0 1668 TOTAL S A SPONSORED 89151E109 297 4250 SH DEFINED 29 4250 0 0 TOTAL S A SPONSORED 89151E109 8157 116893 SH DEFINED 6,10 116893 0 0 TOTAL S A SPONSORED 89151E109 240 3437 SH DEFINED 6,10,11 3437 0 0 TOTAL S A SPONSORED 89151E109 615 8818 SH DEFINED 14,15,23 8818 0 0 TOTAL S A SPONSORED 89151E109 19996 286554 SH DEFINED 15,23,24 251297 0 35256 TOTAL S A SPONSORED 89151E109 8094 116000 SH DEFINED 15,18,23,25,26 116000 0 0 TOTAL S A SPONSORED 89151E109 733 10500 SH CALL DEFINED 14,15,23 10500 0 0 TOTAL S A SPONSORED 89151E109 5624 80600 SH PUT DEFINED 14,15,23 80600 0 0 TOWER GROUP INC COM 891777104 124 3845 SH DEFINED 6,10 3845 0 0 TOWER GROUP INC COM 891777104 4105 127398 SH DEFINED 30,38 127398 0 0 TOWER GROUP INC COM 891777104 589 18274 SH DEFINED 15,23,24 18044 0 230 TOTAL SYS SVCS INC COM 891906109 66 2069 SH DEFINED 6,10 2069 0 0 TOTAL SYS SVCS INC COM 891906109 1666 52312 SH DEFINED 30,38 52312 0 0 TOTAL SYS SVCS INC COM 891906109 469 14725 SH DEFINED 6,10,11 14725 0 0 TOTAL SYS SVCS INC COM 891906109 2905 91197 SH DEFINED 15,23,24 77957 0 13240 TOWN SPORTS INTL HLD COM 89214A102 916 42010 SH DEFINED 15,23,24 41295 0 715 TOYOTA MOTOR CORP SP ADR REP 892331307 376 2930 SH DEFINED 29 2930 0 0 TOYOTA MOTOR CORP SP ADR REP 892331307 6790 52983 SH DEFINED 6,10 52983 0 0 TOYOTA MOTOR CORP SP ADR REP 892331307 221 1724 SH DEFINED 6,10,11 1724 0 0 TOYOTA MOTOR CORP SP ADR REP 892331307 15068 117571 SH DEFINED 14,15,23 117571 0 0 TOYOTA MOTOR CORP SP ADR REP 892331307 52508 409709 SH DEFINED 15,23,24 318972 0 90737 TOYOTA MOTOR CORP SP ADR REP 892331307 602 4700 SH DEFINED 2,5,6,9-10,17,19,20,27 4700 0 0 TOYOTA MOTOR CORP SP ADR REP 892331307 7741 60400 SH CALL DEFINED 14,15,23 60400 0 0 TOYOTA MOTOR CORP SP ADR REP 892331307 22889 178600 SH PUT DEFINED 14,15,23 178600 0 0 TRACTOR SUPPLY CO COM 892356106 724 14064 SH DEFINED 6,10 14064 0 0 TRACTOR SUPPLY CO COM 892356106 75 1450 SH DEFINED 6,10,11 1450 0 0 TRACTOR SUPPLY CO COM 892356106 13249 257252 SH DEFINED 15,23,24 176264 0 80988 TRADESTATION GROUP I COM 89267P105 141 11200 SH DEFINED 6,10 11200 0 0 TRADESTATION GROUP I COM 89267P105 37 2943 SH DEFINED 15,23,24 2843 0 100 TRAFFIX INC COM 892721101 59 10724 SH DEFINED 15,23,24 10185 0 539 TRANSACT TECHNOLOGIE COM 892918103 822 118515 SH DEFINED 15,23,24 100162 0 18353 TRANS-INDIA ACQUISIT COM 893237107 1634 225000 SH DEFINED 15,23,24 225000 0 0 TRANS-INDIA ACQUISIT UNIT 02/08 893237206 4800 600000 SH DEFINED 15,23,24 600000 0 0 TRANSACTION SYS ARCH COM 893416107 39 1207 SH DEFINED 6,10 1207 0 0 TRANSACTION SYS ARCH COM 893416107 4308 133000 SH DEFINED 13,30 133000 0 0 TRANSACTION SYS ARCH COM 893416107 393 12147 SH DEFINED 15,23,24 11897 0 250 TRANSALTA CORP COM 89346D107 247 11433 SH DEFINED 6,10 11433 0 0 TRANSALTA CORP COM 89346D107 51 2387 SH DEFINED 15,18,23,25,26 2387 0 0 TRANSATLANTIC HLDGS COM 893521104 189 2901 SH DEFINED 6,10 2901 0 0 TRANSATLANTIC HLDGS COM 893521104 632 9705 SH DEFINED 6,10,11 9705 0 0 TRANSATLANTIC HLDGS COM 893521104 833 12785 SH DEFINED 15,23,24 11819 0 966 TRANSCANADA CORP COM 89353D107 999 30029 SH DEFINED 6,10 30029 0 0 TRANSCANADA CORP COM 89353D107 200 6000 SH DEFINED 30,38 6000 0 0 TRANSCANADA CORP COM 89353D107 30 900 SH DEFINED 6,10,11 900 0 0 TRANSCANADA CORP COM 89353D107 1194 35891 SH DEFINED 15,23,24 23712 0 12179 TRANSCANADA CORP COM 89353D107 182 5463 SH DEFINED 15,18,23,25,26 5463 0 0 TRANSDIGM GROUP INC COM 893641100 33 909 SH DEFINED 6,10 909 0 0 TRANSDIGM GROUP INC COM 893641100 198 5435 SH DEFINED 15,23,24 1505 0 3930 TRANSFORMA ACQUISITI COM 89366E100 85 11300 SH DEFINED 30,38 11300 0 0 TRANSFORMA ACQUISITI COM 89366E100 1962 261200 SH DEFINED 15,23,24 261200 0 0 TRANSFORMA ACQUISITI *W EXP 12/ 89366E118 441 404500 SH DEFINED 15,23,24 404500 0 0 TRANSMETA CORP DEL COM 89376R109 9 16084 SH DEFINED 15,23,24 14034 0 2050 TRANSMONTAIGNE PARTN COM UNIT L 89376V100 634 17853 SH DEFINED 15,23,24 16278 0 1574 TRANSPORTADORA DE GA SPON ADR B 893870204 87 13315 SH DEFINED 15,23,24 11365 0 1950 TRAVELERS COMPANIES COM 89417E109 1165 22500 SH DEFINED 29 22500 0 0 TRAVELERS COMPANIES COM 89417E109 101 1942 SH DEFINED 3,8 0 0 1942 TRAVELERS COMPANIES COM 89417E109 17095 330219 SH DEFINED 6,10 330219 0 0 TRAVELERS COMPANIES COM 89417E109 1501 29000 SH DEFINED 15,23 29000 0 0 TRAVELERS COMPANIES COM 89417E109 30 571 SH DEFINED 5,6,10 0 571 0 TRAVELERS COMPANIES COM 89417E109 3269 63136 SH DEFINED 6,10,11 62661 0 475 TRAVELERS COMPANIES COM 89417E109 38366 741088 SH DEFINED 15,23,24 598114 0 142973 TRAVELERS COMPANIES COM 89417E109 4618 89200 SH CALL DEFINED 14,15,23 89200 0 0 TRAVELERS COMPANIES COM 89417E109 2599 50200 SH CALL DEFINED 15,23,24 50200 0 0 TRAVELERS COMPANIES COM 89417E109 2252 43500 SH PUT DEFINED 14,15,23 43500 0 0 TRAVELCENTERS OF AME COM 894174101 28 734 SH DEFINED 6,10 734 0 0 TRAVELCENTERS OF AME COM 894174101 12087 314600 SH DEFINED 13,30 314600 0 0 TRAVELCENTERS OF AME COM 894174101 8 220 SH DEFINED 30,38 220 0 0 TRAVELCENTERS OF AME COM 894174101 2 60 SH DEFINED 6,10,11 60 0 0 TRAVELCENTERS OF AME COM 894174101 242 6300 SH DEFINED 15,23,24 5297 0 1003 TRAVELERS PPTY CAS C NT CV JR 2 89420G307 195 7640 SH DEFINED 6,10 7640 0 0 TRAVELERS PPTY CAS C NT CV JR 2 89420G307 47203 1852542 SH DEFINED 15,23,24 1840442 0 12100 TRAVELZOO INC COM 89421Q106 2 51 SH DEFINED 30,38 51 0 0 TRAVELZOO INC COM 89421Q106 1489 40490 SH DEFINED 15,23,24 39090 0 1400 TREDEGAR CORP COM 894650100 224 9848 SH DEFINED 6,10 9848 0 0 TREDEGAR CORP COM 894650100 324 14230 SH DEFINED 15,23,24 13902 0 328 TREEHOUSE FOODS INC COM 89469A104 239 7844 SH DEFINED 6,10 7844 0 0 TREEHOUSE FOODS INC COM 89469A104 65 2140 SH DEFINED 15,23,24 1165 0 975 TREND MICRO INC SPONS ADR 89486M206 6 230 SH DEFINED 6,10 230 0 0 TREND MICRO INC SPONS ADR 89486M206 347 12690 SH DEFINED 15,23,24 12315 0 375 TREX INC COM 89531P105 248 11517 SH DEFINED 15,23,24 11117 0 400 TRI CONTL CORP COM 895436103 105 4643 SH DEFINED 6,10 4643 0 0 TRI CONTL CORP COM 895436103 20568 906068 SH DEFINED 15,23 906068 0 0 TRI CONTL CORP COM 895436103 632 27830 SH DEFINED 6,10,11 27830 0 0 TRI CONTL CORP COM 895436103 10372 456925 SH DEFINED 15,23,24 394653 0 62272 TRI CONTL CORP COM 895436103 91 4000 SH DEFINED 15,18,23,25,26 4000 0 0 TRI VY CORP COM 895735108 1094 147597 SH DEFINED 15,23,24 147197 0 400 TRIAD HOSPITALS INC COM 89579K109 33157 634576 SH DEFINED 6,10 634576 0 0 TRIAD HOSPITALS INC COM 89579K109 11234 215000 SH DEFINED 30,38 215000 0 0 TRIAD HOSPITALS INC COM 89579K109 12 232 SH DEFINED 6,10,11 232 0 0 TRIAD HOSPITALS INC COM 89579K109 492 9415 SH DEFINED 15,23,24 5504 0 3911 TRIAD HOSPITALS INC COM 89579K109 18695 357800 SH CALL DEFINED 14,15,23 357800 0 0 TRIAD HOSPITALS INC COM 89579K109 4102 78500 SH PUT DEFINED 14,15,23 78500 0 0 TRIDENT MICROSYSTEMS COM 895919108 183 9099 SH DEFINED 6,10 9099 0 0 TRIDENT MICROSYSTEMS COM 895919108 1324 66014 SH DEFINED 14,15,23 66014 0 0 TRIDENT MICROSYSTEMS COM 895919108 465 23192 SH DEFINED 15,23,24 22792 0 400 TRIDENT MICROSYSTEMS COM 895919108 670 33400 SH CALL DEFINED 14,15,23 33400 0 0 TRIDENT MICROSYSTEMS COM 895919108 2475 123400 SH PUT DEFINED 14,15,23 123400 0 0 TRIAD GTY INC COM 895925105 202 4876 SH DEFINED 6,10 4876 0 0 TRIAD GTY INC COM 895925105 110 2650 SH DEFINED 15,23,24 2545 0 105 TRIARC COS INC CL A 895927101 191 10200 SH DEFINED 6,10 10200 0 0 TRIARC COS INC CL A 895927101 508 27100 SH DEFINED 15,23,24 5400 0 21700 TRIARC COS INC CL B SER 1 895927309 89 5200 SH DEFINED 29 5200 0 0 TRIARC COS INC CL B SER 1 895927309 886 51549 SH DEFINED 6,10 51549 0 0 TRIARC COS INC CL B SER 1 895927309 1115 64882 SH DEFINED 15,23,24 13670 0 51212 TRIBUNE CO NEW COM 896047107 631 19641 SH DEFINED 6,10 19641 0 0 TRIBUNE CO NEW COM 896047107 4405 137200 SH DEFINED 13,30 137200 0 0 TRIBUNE CO NEW COM 896047107 655 20400 SH DEFINED 30,38 20400 0 0 TRIBUNE CO NEW COM 896047107 177 5525 SH DEFINED 6,10,11 5525 0 0 TRIBUNE CO NEW COM 896047107 1633 50848 SH DEFINED 14,15,23 50848 0 0 TRIBUNE CO NEW COM 896047107 3574 111290 SH DEFINED 15,23,24 81499 0 29791 TRIBUNE CO NEW COM 896047107 1069 33300 SH CALL DEFINED 14,15,23 33300 0 0 TRIBUNE CO NEW COM 896047107 5594 174200 SH PUT DEFINED 14,15,23 174200 0 0 TRIBUNE CO NEW SB DB EXCH 896047305 33880 500000 SH DEFINED 15,23,24 500000 0 0 TRICO MARINE SERVICE COM NEW 896106200 2537 68085 SH DEFINED 15,23,24 60591 0 7494 TRIMBLE NAVIGATION L COM 896239100 1494 55676 SH DEFINED 6,10 55676 0 0 TRIMBLE NAVIGATION L COM 896239100 529 19700 SH DEFINED 6,10,11 19700 0 0 TRIMBLE NAVIGATION L COM 896239100 7132 265705 SH DEFINED 15,23,24 220025 0 45680 TRIMERIS INC COM 896263100 58 8400 SH DEFINED 6,10 8400 0 0 TRIMERIS INC COM 896263100 447 65000 SH DEFINED 30,38 65000 0 0 TRIMERIS INC COM 896263100 1 100 SH DEFINED 6,10,11 100 0 0 TRIMERIS INC COM 896263100 11 1624 SH DEFINED 15,23,24 1624 0 0 TRINITY INDS INC COM 896522109 12 289 SH DEFINED 6,10 289 0 0 TRINITY INDS INC COM 896522109 353 8425 SH DEFINED 30,38 8425 0 0 TRINITY INDS INC COM 896522109 30 712 SH DEFINED 6,10,11 712 0 0 TRINITY INDS INC COM 896522109 6165 147061 SH DEFINED 15,23,24 114614 0 32447 TRINITY INDS INC COM 896522109 3182 75900 SH CALL DEFINED 14,15,23 75900 0 0 TRINITY INDS INC COM 896522109 1522 36300 SH PUT DEFINED 14,15,23 36300 0 0 TRIQUINT SEMICONDUCT COM 89674K103 4 853 SH DEFINED 6,10 853 0 0 TRIQUINT SEMICONDUCT COM 89674K103 318 63572 SH DEFINED 15,23,24 59384 0 4188 TRIUMPH GROUP INC NE COM 896818101 259 4673 SH DEFINED 6,10 4673 0 0 TRIUMPH GROUP INC NE COM 896818101 2955 53400 SH DEFINED 15,23,24 44605 0 8795 TRIZETTO GROUP INC COM 896882107 32 1600 SH DEFINED 6,10 1600 0 0 TRIZETTO GROUP INC COM 896882107 601 30040 SH DEFINED 15,23,24 20955 0 9085 TRONOX INC CL A 897051108 12 837 SH DEFINED 6,10 837 0 0 TRONOX INC CL A 897051108 168 11645 SH DEFINED 15,23,24 8050 0 3595 TRONOX INC COM CL B 897051207 210 15011 SH DEFINED 6,10 15011 0 0 TRONOX INC COM CL B 897051207 1 72 SH DEFINED 6,10,11 72 0 0 TRONOX INC COM CL B 897051207 257 18354 SH DEFINED 15,23,24 17703 0 651 TRUE RELIGION APPARE COM 89784N104 32 2000 SH DEFINED 6,10 2000 0 0 TRUE RELIGION APPARE COM 89784N104 1673 103021 SH DEFINED 15,23,24 68887 0 34134 TRUMP ENTMT RESORTS COM 89816T103 4 215 SH DEFINED 3,8 0 0 215 TRUMP ENTMT RESORTS COM 89816T103 61 3360 SH DEFINED 6,10 3360 0 0 TRUMP ENTMT RESORTS COM 89816T103 478 26445 SH DEFINED 15,23,24 26245 0 200 TRUMP ENTMT RESORTS COM 89816T103 18 1000 SH CALL DEFINED 15,23,24 1000 0 0 TRUSTCO BK CORP N Y COM 898349105 180 18737 SH DEFINED 6,10 18737 0 0 TRUSTCO BK CORP N Y COM 898349105 1201 125325 SH DEFINED 6,10,11 122975 0 2350 TRUSTCO BK CORP N Y COM 898349105 846 88338 SH DEFINED 15,23,24 83055 0 5283 TRUSTMARK CORP COM 898402102 131 4681 SH DEFINED 6,10 4681 0 0 TRUSTMARK CORP COM 898402102 34 1200 SH DEFINED 6,10,11 1200 0 0 TRUSTMARK CORP COM 898402102 194 6928 SH DEFINED 15,23,24 5773 0 1155 TUESDAY MORNING CORP COM NEW 899035505 184 12431 SH DEFINED 6,10 12431 0 0 TUESDAY MORNING CORP COM NEW 899035505 714 48092 SH DEFINED 30,38 48092 0 0 TUESDAY MORNING CORP COM NEW 899035505 1350 90957 SH DEFINED 15,23,24 85124 0 5833 TUMBLEWEED COMMUNICA COM 899690101 65 21044 SH DEFINED 15,23,24 21044 0 0 TUPPERWARE BRANDS CO COM 899896104 7 295 SH DEFINED 3,8 0 0 295 TUPPERWARE BRANDS CO COM 899896104 14 581 SH DEFINED 6,10 581 0 0 TUPPERWARE BRANDS CO COM 899896104 488 19580 SH DEFINED 30,38 19580 0 0 TUPPERWARE BRANDS CO COM 899896104 2407 96568 SH DEFINED 15,23,24 91385 0 5183 TURBOCHEF TECHNOLOGI COM NEW 900006206 23 1535 SH DEFINED 6,10 1535 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 62 4056 SH DEFINED 14,15,23 4056 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 9118 599107 SH DEFINED 15,23,24 575991 0 23116 TURBOCHEF TECHNOLOGI COM NEW 900006206 230 15100 SH CALL DEFINED 14,15,23 15100 0 0 TURBOCHEF TECHNOLOGI COM NEW 900006206 661 43400 SH PUT DEFINED 14,15,23 43400 0 0 TURKCELL ILETISIM HI SPON ADR N 900111204 241 18203 SH DEFINED 6,10 18203 0 0 TURKCELL ILETISIM HI SPON ADR N 900111204 823 62110 SH DEFINED 30,38 62110 0 0 TURKCELL ILETISIM HI SPON ADR N 900111204 178 13424 SH DEFINED 15,23,24 13394 0 30 TWEEN BRANDS INC COM 901166108 357 10008 SH DEFINED 6,10 10008 0 0 TWEEN BRANDS INC COM 901166108 29 800 SH DEFINED 30,38 800 0 0 TWEEN BRANDS INC COM 901166108 221 6174 SH DEFINED 15,23,24 5805 0 369 TWEETER HOME ENTMT G COM 901167106 252 155650 SH DEFINED 15,23,24 128050 0 27600 21ST CENTY INS GROUP COM 90130N103 178 8400 SH DEFINED 15,23 8400 0 0 21ST CENTY INS GROUP COM 90130N103 5007 236200 SH DEFINED 30,38 236200 0 0 21ST CENTY INS GROUP COM 90130N103 95 4502 SH DEFINED 15,23,24 4502 0 0 24/7 REAL MEDIA INC COM NEW 901314203 72 8964 SH DEFINED 14,15,23 8964 0 0 24/7 REAL MEDIA INC COM NEW 901314203 102 12667 SH DEFINED 15,23,24 12667 0 0 24/7 REAL MEDIA INC COM NEW 901314203 96 12000 SH CALL DEFINED 14,15,23 12000 0 0 24/7 REAL MEDIA INC COM NEW 901314203 191 23800 SH PUT DEFINED 14,15,23 23800 0 0 21ST CENTY HLDG CO COM 90136Q100 1617 90450 SH DEFINED 15,23,24 69807 0 20643 II VI INC COM 902104108 3 88 SH DEFINED 6,10 88 0 0 II VI INC COM 902104108 86 2550 SH DEFINED 6,10,11 2550 0 0 II VI INC COM 902104108 1346 39754 SH DEFINED 15,23,24 20613 0 19141 TYCO INTL GROUP S A DBCV 3.12 902118BG2 3 2000 PRN DEFINED 6,10 2000 0 0 TYCO INTL GROUP S A DBCV 3.12 902118BG2 1663 1131000 PRN DEFINED 15,23,24 1131000 0 0 TYCO INTL LTD NEW COM 902124106 156 4959 SH DEFINED 3,8 0 0 4959 TYCO INTL LTD NEW COM 902124106 14918 472847 SH DEFINED 6,10 472847 0 0 TYCO INTL LTD NEW COM 902124106 52689 1670000 SH DEFINED 15,23 1670000 0 0 TYCO INTL LTD NEW COM 902124106 19 616 SH DEFINED 5,6,10 0 616 0 TYCO INTL LTD NEW COM 902124106 1732 54886 SH DEFINED 6,10,11 53386 0 1500 TYCO INTL LTD NEW COM 902124106 14941 473569 SH DEFINED 14,15,23 473569 0 0 TYCO INTL LTD NEW COM 902124106 301490 9555946 SH DEFINED 15,23,24 8523701 0 1032244 TYCO INTL LTD NEW COM 902124106 134 4241 SH DEFINED 15,18,23,25,26 4241 0 0 TYCO INTL LTD NEW COM 902124106 24625 780500 SH CALL DEFINED 6,10 780500 0 0 TYCO INTL LTD NEW COM 902124106 8225 260700 SH CALL DEFINED 14,15,23 260700 0 0 TYCO INTL LTD NEW COM 902124106 130885 4148500 SH CALL DEFINED 15,23,24 4148500 0 0 TYCO INTL LTD NEW COM 902124106 13301 421600 SH PUT DEFINED 14,15,23 421600 0 0 TYCO INTL LTD NEW COM 902124106 1578 50000 SH PUT DEFINED 15,23,24 50000 0 0 TYSON FOODS INC CL A 902494103 954 49133 SH DEFINED 6,10 49133 0 0 TYSON FOODS INC CL A 902494103 1313 67643 SH DEFINED 30,38 67643 0 0 TYSON FOODS INC CL A 902494103 4491 231379 SH DEFINED 15,23,24 218752 0 12627 TYSON FOODS INC CL A 902494103 6613 340700 SH CALL DEFINED 14,15,23 340700 0 0 TYSON FOODS INC CL A 902494103 4488 231200 SH PUT DEFINED 14,15,23 231200 0 0 UAL CORP DBCV 5.00 902549AE4 12622 11288681 PRN DEFINED 15,23,24 11288681 0 0 UAL CORP COM NEW 902549807 12 315 SH DEFINED 6,10 315 0 0 UAL CORP COM NEW 902549807 16075 421150 SH DEFINED 15,23,24 420358 0 792 UAL CORP COM NEW 902549807 26845 703300 SH CALL DEFINED 14,15,23 703300 0 0 UAL CORP COM NEW 902549807 1909 50000 SH CALL DEFINED 15,23,24 50000 0 0 UAL CORP COM NEW 902549807 18226 477500 SH PUT DEFINED 14,15,23 477500 0 0 UAL CORP COM NEW 902549807 13360 350000 SH PUT DEFINED 15,23,24 350000 0 0 UCBH HOLDINGS INC COM 90262T308 226 12150 SH DEFINED 29 12150 0 0 UCBH HOLDINGS INC COM 90262T308 1024 54992 SH DEFINED 6,10 54992 0 0 UCBH HOLDINGS INC COM 90262T308 3080 165424 SH DEFINED 30,38 165424 0 0 UCBH HOLDINGS INC COM 90262T308 1044 56083 SH DEFINED 15,23,24 48842 0 7241 UDR INC COM 902653104 1725 56329 SH DEFINED 6,10 56329 0 0 UDR INC COM 902653104 2511 82000 SH DEFINED 13,30 82000 0 0 UDR INC COM 902653104 9 300 SH DEFINED 30,38 300 0 0 UDR INC COM 902653104 241 7863 SH DEFINED 6,10,11 7863 0 0 UDR INC COM 902653104 2664 87013 SH DEFINED 15,23,24 79520 0 7493 UGI CORP NEW COM 902681105 75 2800 SH DEFINED 29 2800 0 0 UGI CORP NEW COM 902681105 736 27550 SH DEFINED 6,10 27550 0 0 UGI CORP NEW COM 902681105 1234 46200 SH DEFINED 30,38 46200 0 0 UGI CORP NEW COM 902681105 4485 167921 SH DEFINED 15,23,24 117725 0 50195 UIL HLDG CORP COM 902748102 217 6266 SH DEFINED 6,10 6266 0 0 UIL HLDG CORP COM 902748102 135 3893 SH DEFINED 6,10,11 3893 0 0 UIL HLDG CORP COM 902748102 1424 41031 SH DEFINED 15,23,24 38634 0 2397 U S B HLDG INC COM 902910108 232 10211 SH DEFINED 15,23,24 9946 0 265 UST INC COM 902911106 6048 104306 SH DEFINED 6,10 104306 0 0 UST INC COM 902911106 9 149 SH DEFINED 6,10,11 149 0 0 UST INC COM 902911106 2334 40262 SH DEFINED 15,23,24 32975 0 7286 UST INC COM 902911106 70 1200 SH CALL DEFINED 14,15,23 1200 0 0 UST INC COM 902911106 597 10300 SH PUT DEFINED 14,15,23 10300 0 0 U S GLOBAL INVS INC CL A 902952100 241 9339 SH DEFINED 15,23,24 9339 0 0 US BANCORP DEL DBCV 902973AK2 40 40000 PRN DEFINED 15,23,24 40000 0 0 US BANCORP DEL DBCV 902973AQ9 34 34000 PRN DEFINED 6,10 34000 0 0 US BANCORP DEL DBCV 902973AQ9 117064 116877000 PRN DEFINED 15,23,24 116877000 0 0 US BANCORP DEL COM NEW 902973304 13850 396054 SH DEFINED 6,10 396054 0 0 US BANCORP DEL COM NEW 902973304 1252 35814 SH DEFINED 6,10,11 35639 0 175 US BANCORP DEL COM NEW 902973304 75637 2162916 SH DEFINED 15,23,24 1918520 0 244396 US BANCORP DEL COM NEW 902973304 3144 89907 SH DEFINED 15,18,23,25,26 89907 0 0 US BANCORP DEL COM NEW 902973304 1749 50000 SH CALL DEFINED 6,10 50000 0 0 US BANCORP DEL COM NEW 902973304 15023 429600 SH CALL DEFINED 14,15,23 429600 0 0 US BANCORP DEL COM NEW 902973304 1042 29800 SH PUT DEFINED 14,15,23 29800 0 0 US BANCORP DEL COM NEW 902973304 119 3400 SH PUT DEFINED 15,23,24 3200 0 200 U M H PROPERTIES INC COM 903002103 172 11331 SH DEFINED 15,23,24 10486 0 845 URS CORP NEW COM 903236107 81 1900 SH DEFINED 29 1900 0 0 URS CORP NEW COM 903236107 2219 52102 SH DEFINED 6,10 52102 0 0 URS CORP NEW COM 903236107 153 3600 SH DEFINED 30,38 3600 0 0 URS CORP NEW COM 903236107 232 5446 SH DEFINED 15,23,24 4718 0 728 USANA HEALTH SCIENCE COM 90328M107 210 4490 SH DEFINED 6,10 4490 0 0 USANA HEALTH SCIENCE COM 90328M107 1692 36102 SH 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DEFINED 15,23,24 1001900 0 0 VALERO GP HLDGS LLC UNIT LLC I 91914G108 7218 260110 SH DEFINED 15,23,24 228489 0 31621 VALLEY NATL BANCORP COM 919794107 131 5203 SH DEFINED 6,10 5203 0 0 VALLEY NATL BANCORP COM 919794107 376 14890 SH DEFINED 30,38 14890 0 0 VALLEY NATL BANCORP COM 919794107 1899 75200 SH DEFINED 15,23,24 71500 0 3700 VALMONT INDS INC COM 920253101 428 7407 SH DEFINED 6,10 7407 0 0 VALMONT INDS INC COM 920253101 575 9939 SH DEFINED 15,23,24 7053 0 2886 VALSPAR CORP COM 920355104 93 3350 SH DEFINED 29 3350 0 0 VALSPAR CORP COM 920355104 531 19089 SH DEFINED 6,10 19089 0 0 VALSPAR CORP COM 920355104 630 22631 SH DEFINED 30,38 22631 0 0 VALSPAR CORP COM 920355104 1 38 SH DEFINED 6,10,11 38 0 0 VALSPAR CORP COM 920355104 7941 285341 SH DEFINED 15,23,24 207773 0 77568 VALUECLICK INC COM 92046N102 233 8900 SH DEFINED 29 8900 0 0 VALUECLICK INC COM 92046N102 472 18052 SH DEFINED 6,10 18052 0 0 VALUECLICK INC COM 92046N102 80 3050 SH DEFINED 30,38 3050 0 0 VALUECLICK INC COM 92046N102 149 5693 SH DEFINED 14,15,23 5693 0 0 VALUECLICK INC COM 92046N102 2290 87638 SH DEFINED 15,23,24 83647 0 3991 VALUECLICK INC COM 92046N102 1910 73100 SH CALL DEFINED 14,15,23 73100 0 0 VALUECLICK INC COM 92046N102 4554 174300 SH PUT DEFINED 14,15,23 174300 0 0 VALUECLICK INC COM 92046N102 1197 45800 SH PUT DEFINED 15,23,24 45800 0 0 VALUEVISION MEDIA IN CL A 92047K107 1915 154931 SH DEFINED 13,30 154931 0 0 VALUEVISION MEDIA IN CL A 92047K107 110 8889 SH DEFINED 15,23,24 8889 0 0 VAN KAMPEN HIGH INCO SH BEN INT 920913100 80 19910 SH DEFINED 15,23,24 17897 0 2013 VAN KAMPEN MUN TR SH BEN INT 920919107 268 17150 SH DEFINED 15,23,24 12323 0 4827 VAN KAMPEN TR INVT G COM 920929106 757 48214 SH DEFINED 15,23,24 40124 0 8090 VAN KAMPEN TR INVT G COM 920931102 587 37472 SH DEFINED 15,23,24 36197 0 1275 VAN KAMPEN TR INVT F COM 920932100 236 15016 SH DEFINED 15,23,24 14941 0 75 VAN KAMPEN TR INVT G COM 920933108 356 21187 SH DEFINED 15,23,24 19587 0 1600 VAN KAMPEN MUN OPPOR COM 920935103 6 400 SH DEFINED 6,10,11 400 0 0 VAN KAMPEN MUN OPPOR COM 920935103 750 48161 SH DEFINED 15,23,24 42719 0 5442 VAN KAMPEN BD FD COM 920955101 5 300 SH DEFINED 6,10,11 300 0 0 VAN KAMPEN BD FD COM 920955101 328 18777 SH DEFINED 15,23,24 17627 0 1150 VAN KAMPEN BD FD COM 920955101 45 2600 SH DEFINED 15,18,23,25,26 2600 0 0 VAN KAMPEN INCOME TR SH BEN INT 920957107 12 2000 SH DEFINED 6,10,11 2000 0 0 VAN KAMPEN INCOME TR SH BEN INT 920957107 1578 261653 SH DEFINED 15,23,24 219298 0 42355 VAN KAMPEN SENIOR IN COM 920961109 102 11400 SH DEFINED 6,10 11400 0 0 VAN KAMPEN SENIOR IN COM 920961109 13 1500 SH DEFINED 6,10,11 1500 0 0 VAN KAMPEN SENIOR IN COM 920961109 24070 2695375 SH DEFINED 15,23,24 2416718 0 278657 VAN KAMPEN CALIF VAL COM 92112B107 87 5389 SH DEFINED 6,10 5389 0 0 VAN KAMPEN CALIF VAL COM 92112B107 111 6830 SH DEFINED 15,23,24 6543 0 287 VAN KAMPEN ADVANTAGE SH BEN INT 92112K107 28 2050 SH DEFINED 6,10,11 2050 0 0 VAN KAMPEN ADVANTAGE SH BEN INT 92112K107 469 34228 SH DEFINED 15,23,24 34228 0 0 VAN KAMPEN SELECT SE COM 92112M103 402 29556 SH DEFINED 15,23,24 27751 0 1805 VAN KAMPEN PA VALUE COM 92112T108 89 6109 SH DEFINED 6,10,11 6109 0 0 VAN KAMPEN PA VALUE COM 92112T108 570 39014 SH DEFINED 15,23,24 36014 0 3000 VANDA PHARMACEUTICAL COM 921659108 156 6400 SH DEFINED 29 6400 0 0 VANDA PHARMACEUTICAL COM 921659108 8526 350000 SH DEFINED 15,23 350000 0 0 VANDA PHARMACEUTICAL COM 921659108 39 1609 SH DEFINED 15,23,24 1609 0 0 VANGUARD SPECIALIZED DIV APP ET 921908844 1252 23341 SH DEFINED 15,23,24 19316 0 4025 VANGUARD WHITEHALL F HIGH DIV Y 921946406 4784 92793 SH DEFINED 15,23,24 91918 0 875 VANGUARD WORLD FDS CONSUM DIS 92204A108 9603 157164 SH DEFINED 15,23,24 141200 0 15964 VANGUARD WORLD FDS CONSUM STP 92204A207 42424 646218 SH DEFINED 15,23,24 595904 0 50313 VANGUARD WORLD FDS ENERGY ETF 92204A306 9321 105729 SH DEFINED 15,23,24 100898 0 4830 VANGUARD WORLD FDS FINANCIALS 92204A405 25 400 SH DEFINED 6,10 400 0 0 VANGUARD WORLD FDS FINANCIALS 92204A405 8598 135523 SH DEFINED 15,23,24 127085 0 8438 VANGUARD WORLD FDS HEALTH CAR 92204A504 14 250 SH DEFINED 6,10 250 0 0 VANGUARD WORLD FDS HEALTH CAR 92204A504 36717 635126 SH DEFINED 15,23,24 577361 0 57765 VANGUARD WORLD FDS INDUSTRIAL 92204A603 34635 518482 SH DEFINED 15,23,24 477372 0 41110 VANGUARD WORLD FDS INF TECH E 92204A702 16 300 SH DEFINED 6,10 300 0 0 VANGUARD WORLD FDS INF TECH E 92204A702 55184 1053527 SH DEFINED 15,23,24 983600 0 69927 VANGUARD WORLD FDS MATERIALS 92204A801 5110 65717 SH DEFINED 15,23,24 62503 0 3214 VANGUARD WORLD FDS UTILITIES 92204A876 16597 199176 SH DEFINED 15,23,24 191174 0 8002 VANGUARD WORLD FDS TELCOMM ET 92204A884 10350 134973 SH DEFINED 15,23,24 126860 0 8113 VANGUARD INTL EQUITY ALLWRLD EX 922042775 2355 44672 SH DEFINED 15,23,24 41401 0 3271 VANGUARD INTL EQUITY EMR MKT ET 922042858 36153 458391 SH DEFINED 15,23,24 432582 0 25808 VANGUARD INTL EQUITY PACIFIC ET 922042866 28508 413523 SH DEFINED 15,23,24 385415 0 28107 VANGUARD INTL EQUITY EURPEAN ET 922042874 81264 1145853 SH DEFINED 15,23,24 1049123 0 96730 VARIAN MED SYS INC COM 92220P105 1815 38066 SH DEFINED 6,10 38066 0 0 VARIAN MED SYS INC COM 92220P105 2623 55000 SH DEFINED 30,38 55000 0 0 VARIAN MED SYS INC COM 92220P105 372 7795 SH DEFINED 6,10,11 7795 0 0 VARIAN MED SYS INC COM 92220P105 3 56 SH DEFINED 14,15,23 56 0 0 VARIAN MED SYS INC COM 92220P105 7416 155499 SH DEFINED 15,23,24 131027 0 24472 VARIAN INC COM 922206107 315 5400 SH DEFINED 29 5400 0 0 VARIAN INC COM 922206107 97 1660 SH DEFINED 6,10 1660 0 0 VARIAN INC COM 922206107 1225 21033 SH DEFINED 30,38 21033 0 0 VARIAN INC COM 922206107 160 2750 SH DEFINED 6,10,11 2750 0 0 VARIAN INC COM 922206107 405 6947 SH DEFINED 15,23,24 6547 0 400 VARIAN SEMICONDUCTOR COM 922207105 224 4200 SH DEFINED 29 4200 0 0 VARIAN SEMICONDUCTOR COM 922207105 797 14936 SH DEFINED 6,10 14936 0 0 VARIAN SEMICONDUCTOR COM 922207105 1094 20502 SH DEFINED 15,23,24 19645 0 857 VARIAN SEMICONDUCTOR COM 922207105 3368 63100 SH CALL DEFINED 14,15,23 63100 0 0 VARIAN SEMICONDUCTOR COM 922207105 4756 89100 SH PUT DEFINED 14,15,23 89100 0 0 VASOGEN INC COM 92232F103 0 900 SH DEFINED 5,6,10 0 900 0 VASOGEN INC COM 92232F103 16 41100 SH DEFINED 15,23,24 34000 0 7100 VECTREN CORP COM 92240G101 183 6400 SH DEFINED 29 6400 0 0 VECTREN CORP COM 92240G101 124 4333 SH DEFINED 6,10 4333 0 0 VECTREN CORP COM 92240G101 237 8300 SH DEFINED 30,38 8300 0 0 VECTREN CORP COM 92240G101 1397 48858 SH DEFINED 15,23,24 43129 0 5728 VECTOR GROUP LTD NOTE 5.00 92240MAE8 4452 3366000 PRN DEFINED 15,23,24 3366000 0 0 VECTOR GROUP LTD COM 92240M108 11 569 SH DEFINED 6,10 569 0 0 VECTOR GROUP LTD COM 92240M108 9951 531859 SH DEFINED 13,30 531859 0 0 VECTOR GROUP LTD COM 92240M108 1129 60323 SH DEFINED 15,23,24 58664 0 1659 VEECO INSTRS INC DEL COM 922417100 152 7789 SH DEFINED 6,10 7789 0 0 VEECO INSTRS INC DEL COM 922417100 781 40041 SH DEFINED 15,23,24 36716 0 3325 VENTAS INC COM 92276F100 846 20084 SH DEFINED 6,10 20084 0 0 VENTAS INC COM 92276F100 13178 312800 SH DEFINED 13,30 312800 0 0 VENTAS INC COM 92276F100 122 2900 SH DEFINED 30,38 2900 0 0 VENTAS INC COM 92276F100 2858 67840 SH DEFINED 15,23,24 64194 0 3646 VENTANA MED SYS INC COM 92276H106 2 36 SH DEFINED 6,10 36 0 0 VENTANA MED SYS INC COM 92276H106 2514 60000 SH DEFINED 30,38 60000 0 0 VENTANA MED SYS INC COM 92276H106 463 11047 SH DEFINED 15,23,24 10347 0 700 VANGUARD INDEX FDS MCAP VL ID 922908512 10126 171583 SH DEFINED 15,23,24 131380 0 40203 VANGUARD INDEX FDS MCAP GR ID 922908538 5589 96234 SH DEFINED 15,23,24 93137 0 3097 VANGUARD INDEX FDS REIT ETF 922908553 65 825 SH DEFINED 6,10 825 0 0 VANGUARD INDEX FDS REIT ETF 922908553 14575 183680 SH DEFINED 15,23,24 177749 0 5931 VANGUARD INDEX FDS SML CP GRW 922908595 14852 216917 SH DEFINED 15,23,24 204196 0 12721 VANGUARD INDEX FDS SM CP VAL 922908611 91 1250 SH DEFINED 6,10 1250 0 0 VANGUARD INDEX FDS SM CP VAL 922908611 19120 263720 SH DEFINED 15,23,24 245368 0 18352 VANGUARD INDEX FDS MID CAP ET 922908629 9752 128499 SH DEFINED 15,23,24 118577 0 9921 VANGUARD INDEX FDS LARGE CAP 922908637 18639 294310 SH DEFINED 15,23,24 262870 0 31439 VANGUARD INDEX FDS EXTEND MKT 922908652 1800 16917 SH DEFINED 15,23,24 15532 0 1385 VANGUARD INDEX FDS GROWTH ETF 922908736 719 12300 SH DEFINED 6,10 12300 0 0 VANGUARD INDEX FDS GROWTH ETF 922908736 122404 2094878 SH DEFINED 15,23,24 2007883 0 86994 VANGUARD INDEX FDS VALUE ETF 922908744 137 2000 SH DEFINED 6,10 2000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 86988 1271937 SH DEFINED 15,23,24 1197877 0 74059 VANGUARD INDEX FDS SMALL CP E 922908751 11952 169455 SH DEFINED 15,23,24 153912 0 15542 VANGUARD INDEX FDS STK MRK ET 922908769 3155 22304 SH DEFINED 6,10 22304 0 0 VANGUARD INDEX FDS STK MRK ET 922908769 40185 284051 SH DEFINED 15,23,24 262822 0 21229 VEOLIA ENVIRONNEMENT SPONSORED 92334N103 279 3756 SH DEFINED 6,10 3756 0 0 VEOLIA ENVIRONNEMENT SPONSORED 92334N103 7877 105981 SH DEFINED 15,23,24 84831 0 21150 VERIFONE HLDGS INC COM 92342Y109 11 304 SH DEFINED 6,10 304 0 0 VERIFONE HLDGS INC COM 92342Y109 353 9607 SH DEFINED 15,23,24 8623 0 984 VERISIGN INC COM 92343E102 1352 53834 SH DEFINED 6,10 53834 0 0 VERISIGN INC COM 92343E102 1967 78290 SH DEFINED 30,38 78290 0 0 VERISIGN INC COM 92343E102 671 26725 SH DEFINED 6,10,11 26725 0 0 VERISIGN INC COM 92343E102 23082 918867 SH DEFINED 15,23,24 782118 0 136749 VERISIGN INC COM 92343E102 648 25799 SH DEFINED 15,18,23,25,26 25799 0 0 VERISIGN INC COM 92343E102 59316 2361300 SH CALL DEFINED 6,10 2361300 0 0 VERISIGN INC COM 92343E102 2218 88300 SH CALL DEFINED 14,15,23 88300 0 0 VERISIGN INC COM 92343E102 4054 161400 SH CALL DEFINED 15,23,24 161400 0 0 VERISIGN INC COM 92343E102 2404 95700 SH PUT DEFINED 14,15,23 95700 0 0 VERISIGN INC COM 92343E102 3728 148400 SH PUT DEFINED 15,23,24 148400 0 0 VERIZON COMMUNICATIO COM 92343V104 573 15100 SH DEFINED 29 15100 0 0 VERIZON COMMUNICATIO COM 92343V104 1465 38622 SH DEFINED 3,8 0 0 38622 VERIZON COMMUNICATIO COM 92343V104 247165 6518052 SH DEFINED 6,10 6487715 0 30337 VERIZON COMMUNICATIO COM 92343V104 197 5200 SH DEFINED 30,38 5200 0 0 VERIZON COMMUNICATIO COM 92343V104 51 1346 SH DEFINED 5,6,10 0 1346 0 VERIZON COMMUNICATIO COM 92343V104 742 19560 SH DEFINED 6,10,11 18360 0 1200 VERIZON COMMUNICATIO COM 92343V104 1954 51526 SH DEFINED 14,15,23 51526 0 0 VERIZON COMMUNICATIO COM 92343V104 227337 5995168 SH DEFINED 15,23,24 5476281 0 518887 VERIZON COMMUNICATIO COM 92343V104 954 25159 SH DEFINED 15,18,23,25,26 25159 0 0 VERIZON COMMUNICATIO COM 92343V104 84057 2216700 SH CALL DEFINED 6,10 2216700 0 0 VERIZON COMMUNICATIO COM 92343V104 13082 345000 SH CALL DEFINED 14,15,23 345000 0 0 VERIZON COMMUNICATIO COM 92343V104 3098 81700 SH CALL DEFINED 15,23,24 81700 0 0 VERIZON COMMUNICATIO COM 92343V104 43880 1157170 SH CALL DEFINED 15,18,23,25,26 1157170 0 0 VERIZON COMMUNICATIO COM 92343V104 557 14700 SH PUT DEFINED 6,10 14700 0 0 VERIZON COMMUNICATIO COM 92343V104 8790 231800 SH PUT DEFINED 14,15,23 231800 0 0 VERIZON COMMUNICATIO COM 92343V104 133 3500 SH PUT DEFINED 15,23,24 3500 0 0 VERSAR INC COM 925297103 521 97506 SH DEFINED 15,23,24 83506 0 14000 VERSO TECHNOLOGIES I COM NEW 925317208 10 10018 SH DEFINED 15,23,24 8 0 10010 VERTEX PHARMACEUTICA NOTE 5.00 92532FAD2 82 86000 PRN DEFINED 15,23,24 13000 0 73000 VERTEX PHARMACEUTICA COM 92532F100 149 5300 SH DEFINED 29 5300 0 0 VERTEX PHARMACEUTICA COM 92532F100 1467 52301 SH DEFINED 6,10 52301 0 0 VERTEX PHARMACEUTICA COM 92532F100 3084 110000 SH DEFINED 30,38 110000 0 0 VERTEX PHARMACEUTICA COM 92532F100 2713 96767 SH DEFINED 15,23,24 79390 0 17377 VERTEX PHARMACEUTICA COM 92532F100 1217 43400 SH DEFINED 15,18,23,25,26 43400 0 0 VERTEX PHARMACEUTICA COM 92532F100 4781 170500 SH CALL DEFINED 14,15,23 170500 0 0 VERTEX PHARMACEUTICA COM 92532F100 3149 112300 SH CALL DEFINED 15,23,24 112300 0 0 VERTEX PHARMACEUTICA COM 92532F100 6931 247200 SH PUT DEFINED 14,15,23 247200 0 0 VERTEX PHARMACEUTICA COM 92532F100 701 25000 SH PUT DEFINED 15,23,24 25000 0 0 VERTRUE INC COM 92534N101 117 2425 SH DEFINED 6,10 2425 0 0 VERTRUE INC COM 92534N101 117 2437 SH DEFINED 15,23,24 2437 0 0 VESTIN RLTY MTG II I COM 92549X102 126 24030 SH DEFINED 15,23,24 24030 0 0 VIAD CORP COM NEW 92552R406 205 5316 SH DEFINED 6,10 5316 0 0 VIAD CORP COM NEW 92552R406 384 9953 SH DEFINED 15,23,24 9905 0 48 VIASAT INC COM 92552V100 269 8163 SH DEFINED 6,10 8163 0 0 VIASAT INC COM 92552V100 141 4286 SH DEFINED 15,23,24 4286 0 0 VIACOM INC NEW CL A 92553P102 683 16639 SH DEFINED 6,10 16639 0 0 VIACOM INC NEW CL A 92553P102 12 300 SH DEFINED 6,10,11 300 0 0 VIACOM INC NEW CL A 92553P102 959 23366 SH DEFINED 15,23,24 17644 0 5722 VIACOM INC NEW CL B 92553P201 522 12700 SH DEFINED 29 12700 0 0 VIACOM INC NEW CL B 92553P201 18 427 SH DEFINED 3,8 0 0 427 VIACOM INC NEW CL B 92553P201 5329 129625 SH DEFINED 6,10 129625 0 0 VIACOM INC NEW CL B 92553P201 50 1223 SH DEFINED 5,6,10 0 1223 0 VIACOM INC NEW CL B 92553P201 84 2054 SH DEFINED 6,10,11 2054 0 0 VIACOM INC NEW CL B 92553P201 75664 1840536 SH DEFINED 15,23,24 1724391 0 116145 VIACOM INC NEW CL B 92553P201 154 3751 SH DEFINED 15,18,23,25,26 3751 0 0 VIACOM INC NEW CL B 92553P201 6935 168700 SH CALL DEFINED 14,15,23 168700 0 0 VIACOM INC NEW CL B 92553P201 1760 42800 SH PUT DEFINED 14,15,23 42800 0 0 VIASYS HEALTHCARE IN COM NEW 92553Q209 282 8303 SH DEFINED 6,10 8303 0 0 VIASYS HEALTHCARE IN COM NEW 92553Q209 274 8065 SH DEFINED 15,23,24 5467 0 2598 VIACELL INC COM 92554J105 383 70338 SH DEFINED 15,23,24 64488 0 5850 VICAL INC COM 925602104 118 24423 SH DEFINED 15,23,24 18731 0 5692 VICOR CORP COM 925815102 117 11628 SH DEFINED 6,10 11628 0 0 VICOR CORP COM 925815102 80 8014 SH DEFINED 15,23,24 7664 0 350 VIGNETTE CORP COM NEW 926734401 56 3000 SH DEFINED 29 3000 0 0 VIGNETTE CORP COM NEW 926734401 80 4331 SH DEFINED 6,10 4331 0 0 VIGNETTE CORP COM NEW 926734401 258 13893 SH DEFINED 15,23,24 13740 0 153 VILLAGE SUPER MKT IN CL A NEW 927107409 1334 13965 SH DEFINED 15,23,24 10865 0 3100 VION PHARMACEUTICALS COM 927624106 80 47718 SH DEFINED 6,10 47718 0 0 VION PHARMACEUTICALS COM 927624106 13 7680 SH DEFINED 15,23,24 5680 0 2000 VIRGIN MEDIA INC COM 92769L101 821 32501 SH DEFINED 6,10 32501 0 0 VIRGIN MEDIA INC COM 92769L101 1219 48271 SH DEFINED 14,15,23 48271 0 0 VIRGIN MEDIA INC COM 92769L101 179 7097 SH DEFINED 15,23,24 6903 0 194 VIRGIN MEDIA INC COM 92769L101 96 3816 SH DEFINED 15,18,23,25,26 3816 0 0 VIRGIN MEDIA INC COM 92769L101 4739 187700 SH CALL DEFINED 14,15,23 187700 0 0 VIRGIN MEDIA INC COM 92769L101 3416 135300 SH PUT DEFINED 14,15,23 135300 0 0 VISTA GOLD CORP COM NEW 927926204 95 12660 SH DEFINED 15,23,24 11860 0 800 VIROPHARMA INC COM 928241108 329 22952 SH DEFINED 6,10 22952 0 0 VIROPHARMA INC COM 928241108 1117 77806 SH DEFINED 15,23,24 72593 0 5213 VIROPHARMA INC COM 928241108 2378 165700 SH CALL DEFINED 14,15,23 165700 0 0 VIROPHARMA INC COM 928241108 806 56200 SH PUT DEFINED 14,15,23 56200 0 0 VISHAY INTERTECHNOLO COM 928298108 11309 808914 SH DEFINED 6,10 808914 0 0 VISHAY INTERTECHNOLO COM 928298108 1860 133034 SH DEFINED 30,38 133034 0 0 VISHAY INTERTECHNOLO COM 928298108 3 200 SH DEFINED 6,10,11 200 0 0 VISHAY INTERTECHNOLO COM 928298108 754 53945 SH DEFINED 14,15,23 53945 0 0 VISHAY INTERTECHNOLO COM 928298108 1425 101925 SH DEFINED 15,23,24 92870 0 9055 VISHAY INTERTECHNOLO COM 928298108 1357 97100 SH CALL DEFINED 14,15,23 97100 0 0 VISHAY INTERTECHNOLO COM 928298108 2406 172100 SH PUT DEFINED 14,15,23 172100 0 0 VISICU INC COM 92831L204 236 30250 SH DEFINED 15,23,24 30250 0 0 VISTEON CORP COM 92839U107 149 17392 SH DEFINED 6,10 17392 0 0 VISTEON CORP COM 92839U107 102 12000 SH DEFINED 30,38 12000 0 0 VISTEON CORP COM 92839U107 1279 149801 SH DEFINED 14,15,23 149801 0 0 VISTEON CORP COM 92839U107 2845 333126 SH DEFINED 15,23,24 331014 0 2112 VISTEON CORP COM 92839U107 418 48900 SH CALL DEFINED 14,15,23 48900 0 0 VISTEON CORP COM 92839U107 3827 448100 SH PUT DEFINED 14,15,23 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