ArcaEx_Issues by G9gT74

VIEWS: 136 PAGES: 314

									Company Symbol        Cusip
           00081TAB400081TAB4
Acco Brands 7.625% GTD NTS 8/15/15
           00081TAD000081TAD0
ACCO BRANDS CORP SR NT 10.625% 03/15/15
           00103XAC700103XAC7
AES IRONWOOD LLC SR SECD 8.857% 11/30/2025
           001055AC6001055AC6
AFLAC INC SR NT 8.5% 05/15/19
           6.9% SR NTS 12/17/39
AFLAC INC. 001055AD4001055AD4
           001055AE2001055AE2
AFLAC INC SR NT 3.45% 08/15/2015
           001055AF9001055AF9
AFLAC INC SR NT 6.45% 08/15/2040
           S A SR NT 7.5% 03/25/14
AES GENER 00105DAB100105DAB1
           0010EPAF50010EPAF5
AEP TEX CENT CO SR NT-B 6.65% 02/15/33
           0010EQAB20010EQAB2
AEP TEX NORTH CO SR NT 5.5% 03/01/13
           Corp. 4.45% NTS 4/15/13
AGL Capital001192AC7001192AC7
           Corp. 6% NTS 10/1/34
AGL Capital001192AD5001192AD5
           Corp. 4.95% NTS 1/15/15
AGL Capital001192AE3001192AE3
           Corp. 6.375% NTS 7/15/16
AGL Capital001192AF0001192AF0
           001192AG8001192AG8
AGL CAPITAL CORP 5.25% 08/15/19
           001192AH6001192AH6
AGL CAPITAL CORP. 5.875% 03/15/41
           Corp 3.50% 09/15/21
AGL Capital001192AJ2 001192AJ2
           00130HBC800130HBC8
AES Corp 7.75% SR NTS 3/1/14
           00130HBH700130HBH7
AES Corp 8% SR NTS 10/15/17
           00130HBL800130HBL8
AES Corp 7.75% SR NTS 10/15/15
           00130HBN400130HBN4
AES CORP SR NT 8% 06/01/20
           001546AL4 05/15/20
AK STEEL CORP 7.625%001546AL4
           00163MAB0  GTD 6/30/18
AMB Property LP 7.5% 00163MAB0
            P GTD NT 6.125% 12/01/16
AMB PPTY L00163MAJ300163MAJ3
            P GTD NT 6.625% 12/01/19
AMB PPTY L00163MAK0   00163MAK0
           00163MAM6  00163MAM6
AMB PROPERTY LP 4.0% 01/15/18
            P MTN BE FR
                      00163XAM2
AMB PPTY L00163XAM2 5.9% 08/15/13
           00163XAN000163XAN0
AMB Property LP 6.3% GTD NTS 6/1/13
           9% DEBS 9/15/16
AMR CORP 001765AC0001765AC0
           001765AE6001765AE6
AMR Corp. 10.2% Sr Unsecured 03/15/2020
           001765AG1001765AG1
AMR Corp. 9.88% Sr Unsecured 06/15/2020
           001765AK2001765AK2
AMR Corp. 10% Sr Unsecured 04/15/2021
           001765AP1001765AP1
AMR Corp. 9.75% Sr Unsecured 08/15/2021
           001765AQ9001765AQ9
AMR Corp. 9.8% Sr Unsecured 10/1/2021
           001765AU0001765AU0
AMR Corp 9% DEBS 8/1/12
           DEL MEDTERM NTS BE
AMR CORP 00176LDK400176LDK4 FR 10.45% 11/15/2011
           DEL MEDTERM NTS BE
AMR CORP 00176LEB3 00176LEB3 FR 9.14% 02/21/2012
           001814AQ5001814AQ5
ANR PIPELINE CO DEB 7.375% 02/15/24
           001814AR3001814AR3
ANR PIPELINE CO DEB 9.625% 11/01/21
           00184AAC900184AAC9
AOL Time Warner Inc 7 5/8% due 04/15/31
           00184AAF200184AAF2
AOL Time Warner Inc 6.875% NTS 05/01/12
           00184AAG000184AAG0
AOL Time Warner Inc 7.700% NTS 05/01/32
           6.5% NTS due
                      001957AW9
AT&T Corp.001957AW9 3/15/2029
           6.5% NTS 001957BJ7
AT&T Corp.001957BJ7due 3/15/2013
           6.8% NTS 5/15/2036
AT&T Corp.00206RAB800206RAB8
           NTS 9/1/37
AT&T 6.5% 00206RAD400206RAD4
           00206RAF900206RAF9
AT&T Inc. 4.95% NTS 1/15/13
           00206RAG700206RAG7
AT&T Inc. 6.3% NTS 1/15/38
           00206RAJ1 00206RAJ1
AT&T Inc. 5.5% GLB NTS 2/1/18
           00206RAL600206RAL6
AT&T Inc. 6.125% EURO MTNs due 4/2/15
           00206RAM4  5/15/18
AT&T Inc. 5.6% SR NTS 00206RAM4
           00206RAN200206RAN2
AT&T Inc. 6.4% NTS 5/15/38
            6.7% SR NTS 11/15/13
AT&T Corp.00206RAP700206RAP7
           00206RAQ500206RAQ5
AT&T INC. 4.85% SR NTS 02/15/14
           00206RAR300206RAR3
AT&T INC. 5.8% NTS 02/15/19
           00206RAS100206RAS1
AT&T INC. 6.55% SR NTS 02/15/39
           00206RAT900206RAT9
AT&T INC. 5.875 GLOBAL NTS DUE 04/28/17
           00206RAU600206RAU6
AT&T INC 7.00% GLOBAL NTS DUE 04/30/40
           00206RAV400206RAV4
AT&T INC GLOBAL NOTES FIXED RT 2.5% 08/15/2015
           00206RAW2  00206RAW2
AT&T Inc. 2.95% SR NTS 05/15/16
           00206RAX000206RAX0
AT&T Inc. 4.45% SR NTS 05/15/21
           00206RAY800206RAY8
AT&T Inc. 2.4% 08/15/16
           00206RAZ500206RAZ5
AT&T Inc. 3.875% 08/15/21
           00206RBA900206RBA9
AT&T Inc. 5.55% 08/15/41
           00209AAF300209AAF3
AT&T Wireless 8.75% SR NTS 3/1/31
           00209AAG100209AAG1
AT&T Wireless 8.125% SR NTS 5/1/12
           00209TAA300209TAA3
AT&T BROADBAND CORP 8.375% NTS 3/15/2013
           00209TAB100209TAB1
AT&T BROADBAND CORP 9.455% NTS 11/15/2022
           002799AH7002799AH7
ABBEY NATIONAL TREASURY SERVICES PLC FLOATING RATE NTS 1.85375% 04/25/14
           002799AJ3 002799AJ3
ABBEY NATIONAL TREASURY SERVICES PLC 4.000% NTS 04/27/16
           002799AK0002799AK0
ABBEY NATIONAL TREASURY SERVICES PLC 2.875% 04/25/14
           002819AA8002819AA8
Abbott Laboratories 5.15% SR NTS 11/30/12
           002819AB6002819AB6
Abbott Laboratories 5.6% SR NTS 11/30/17
           002819AC4002819AC4
Abbott Laboratories 6.15% SR NTS 11/30/37
           002824AQ3002824AQ3
Abbott Laboratories 4.350% NTS 03/15/14
           002824AT7002824AT7
Abbott Laboratories 5.875% NTS 05/15/16
           002824AU4002824AU4
ABBOTT LABS SR NT 5.125% 04/01/19
           002824AV2002824AV2
ABBOTT LABS SR NT 6% 04/01/39
           002824AW04.125% 05/27/2020
ABBOTT LABS FIXED RT002824AW0
           002824AX8002824AX8
ABBOTT LABS FIXED RT 2.7% 05/27/2015
           002824AY6002824AY6
ABBOTT LABS FIXED RT NT 5.3% 05/27/2040
           002920AC0002920AC0
ABBEY NATL PLC DEB 7.95% 10/26/29
           00440EAC100440EAC1
ACE INA Holdings 8.875% GTD NTS 8/15/29
           00440EAG200440EAG2
ACE INA Holdings 5.875% GTD NTS 6/15/14
           00440EAH000440EAH0
Ace INA Holdings 6.7% SR NTS 5/15/36
           00440EAJ6 GTD NTS 2/15/17
ACE INA Holdings 5.7% 00440EAJ6
           00440EAK300440EAK3
ACE INA Holdings 5.8% NTS 3/15/18
           00440EAL1 GTD NTS 5/15/15
Ace INA Holdings 5.6% 00440EAL1
           00440EAN700440EAN7
ACE INA Holding 2.6% 11/23/15
           00508XAD600508XAD6
ACTUANT CORP SR NT 6.875% 06/15/17
           00751YAA400751YAA4
ADVANCE AUTO PARTS INC. 5.75% 05/01/20
           007634AA6007634AA6
Aegon Funding 5.75% BDS 12/15/20
            MICRO DEVICES INC SR
ADVANCED 007903AR8007903AR8 NT 8.125% 12/15/2017
            MICRO DEVICES INC SR
ADVANCED 007903AU1007903AU1 NT 7.75% 08/01/2020
            SR NT 4.75% 06/01/13
AEGON N V007924AF0007924AF0
            SR NT 4.625% 12/01/15
AEGON N V007924AH6007924AH6
            008117AD5008117AD5
AETNA INC DEB 6.75% 09/15/13
            008117AG8008117AG8
AETNA INC DEB 7.25% 08/15/23
            008117AH6008117AH6
AETNA INC GTD DEB 7.625% 08/15/26
            008117AJ2 008117AJ2
AETNA INC GTD DEB 6.97% 08/15/36
            008117AM5  008117AM5
Aetna Inc. 6.5% NTS 9/15/18
            008117AN3008117AN3
Aetna Inc. 4.125% 06/01/21
            00817YAE800817YAE8
Aetna Inc (NEW) 6% SR NTS 06/15/16
            00817YAF500817YAF5
Aetna Inc (NEW) 6.625% SR NTS 06/15/36
            00817YAG300817YAG3
Aetna Inc. 6.75% SR NTS 12/15/37
            00817YAH100817YAH1
AETNA INC 3.95% SR NTS 09/01/20
            COMPUTER SERVICES SR
AFFILIATED 008190AH3008190AH3 NT 5.2% 06/01/15
            00846UAC500846UAC5
Agilent Technologies 6.5% SR NTS 11/1/17
            00846UAD3  00846UAD3
AGILENT TECHNOLOGIES INC SR NT 4.45% 09/14/12
            00846UAE100846UAE1
AGILENT TECHNOLOGIES INC SR NT 5.5% 09/14/15
            00846UAF800846UAF8
Agilent Technologies Inc. 2.50% Sr Unsecured 7/15/13
            00846UAG6  00846UAG6
Agilent Technologies Inc. 5.0% Sr Nts 07/15/20
            008916AB4008916AB4
Agrium Inc 7.700% DEB 02/01/17
            008916AC2008916AC2
Agrium Inc 7.800% DEB 02/01/27
            008916AG3008916AG3
Agrium Inc 7.125% DEB 05/23/36
            6.75% SR NTS 1/15/19
Agrium Inc. 008916AH1008916AH1
            008916AJ7 008916AJ7
AGRIUM INC FIXED RT DEB 6.125% 01/15/2041
            009158AJ5 009158AJ5
AIR PRODUCTS & CHEMICALS INC 8 3/4% 4/15/21
            009158AP1009158AP1
AIR PRODS & CHEMS INC SR NT 4.375% 08/21/19
            009158AQ9009158AQ9
Air Products & Chemicals 2.00% 08/02/16
            009158AR7009158AR7
AIR PRODUCTS & CHEMICALS 3.0% SR NTS 11/03/21
            00915XBK600915XBK6
AIR PRODS & CHEM INC MTNS BE FR 7.25% 04/15/2016
            00915XBL4 00915XBL4
AIR PRODS & CHEM INC MTNS BE FR 7.56% 05/29/2026
            00915XBM2  00915XBM2
Air Products & Chemicals 7.340% DEB 06/15/26
            00915XBN000915XBN0
AIR PRODS & CHEM INC MTNS BE FR 7.80% 06/15/2026
            009163AA4009163AA4
Air Products & Chemicals 4.15% SR NTS 2/1/13
            00928QAB700928QAB7
AIRCASTLE LTD SR NT 9.75% 08/01/2018
            GTD SR NT 4.5% 09/15/14
AIRGAS INC009363AG7009363AG7
            SR NT 2.85% 10/01/13
AIRGAS INC009363AH5009363AH5
            009363AJ1 009363AJ1
AIRGAS INC. 3.25% SR NTS 10/01/15
            2.95% SR NTS 06/15/16
AIRGAS INC009363AL6 009363AL6
            010284AK3010284AK3
Alabama Gas 5.7% SR NTS 1/15/35
            010284AL1 010284AL1
Alabama Gas 5.2% SR NTS 1/15/20
            010284AM9  010284AM9
Alabama Gas 5.368% NTS 12/1/15
            010284AN7010284AN7
Alabama Gas 5.9% MTNs 1/15/37
            010392DZ8010392DZ8
Alabama Power 5.5% SR NTS 10/15/17
            010392EB0010392EB0
Alabama Power 5.875% SR NTS 12/1/22
            010392EC8010392EC8
Alabama Power 5.7% SR NTS 2/15/33
            010392EE4 010392EE4
Alabama Power 5.6% SR NTS 3/15/33
            010392EK0010392EK0
Alabama Power 5.125% SR NTS 2/15/19
            010392EP9010392EP9
Alabama Power 5.65% SR NTS 3/15/35
            010392EQ7010392EQ7
ALABAMA PWR CO SR NT-EE 5.75% 01/15/36 Called for Redemption
            010392ER5010392ER5
Alabama Power 5.2% SR NTS 1/15/16
            010392EW4   010392EW4
ALABAMA PWR CO SR NT-07A 17 02/01/17
            010392EX2010392EX2
ALABAMA PWR CO INSD NT-C 37 10/15/37
            010392EY0 010392EY0
ALABAMA PWR CO SRNT-07D 4.85% 12/15/12
            010392EZ7 010392EZ7
ALABAMA PWR CO SR NT 6.125% 05/15/38
            010392FA1010392FA1
ALABAMA POWER CO 5.8% 11/15/2013
            010392FB9 010392FB9
ALABAMA PWR CO SR NT 09-A 6% 03/01/39
            010392FD5010392FD5
ALABAMA POWER CO 5.50% SR NTS 03/15/41
            010392FE3 010392FE3
Southern Company 3.95% 06/01/21
            010392FF0 010392FF0
Southern Company 5.2% 06/01/41
            012725AA5012725AA5
ALBEMARLE CORP SR NT 4.5% 12/15/2020
            012873AH8012873AH8
ALBERTA ENERGY LTD NT 8.125% 09/15/30
            012873AK1012873AK1
ALBERTA ENERGY LTD NT 7.375% 11/01/31
            013104AC8013104AC8
Albertsons Inc 7.750% DEB 06/15/26
            013104AF1013104AF1
Albertsons Inc 7.450% SR DEB 08/01/29
            013104AH7013104AH7
Albertsons Inc 8.700% SR DEB 05/01/30
            013104AK0013104AK0
Albertsons Inc 7.250% SR NTS 05/01/13
            013104AL8 013104AL8
Albertsons Inc 8.000% SR NTS 05/01/31
             Inc. 6.56% MTNs 7/26/27
Albertson's 01310QCL701310QCL7
             Inc. 6.57% MTNs 2/23/28
                        0
Albertson's 01310QCW3 1310QCW3
             Inc. 6.625%01310QDB8
Albertson's 01310QDB8 NTS 6/1/28
            013716AN5013716AN5
Alcan Aluminum Ltd 7.250% DEB 11/01/28
            013716AQ8013716AQ8
Alcan Aluminum Ltd 7.250% DEB 03/15/31
            013716AR6013716AR6
ALCAN INC NT 4.875% 09/15/12
            013716AS4013716AS4
Alcan Aluminum Ltd 4.500% NTS 05/15/13
            013716AT2013716AT2
Alcan Aluminum Ltd 5.200% NTS 01/15/14
            013716AU9013716AU9
Alcan Aluminum Ltd 6.125% NTS 12/15/33
            013716AV7013716AV7
Alcan Aluminum Ltd 5% NTS 06/1/15
            013716AW5   013716AW5
ALCAN INC SR NT 5.75% 06/01/35
            013817AF8013817AF8
Alcoa Inc 6.000% NTS 01/15/12
            013817AJ0 013817AJ0
Alcoa Inc 5.9% NTS 2/1/27
            013817AK7013817AK7
Alcoa Inc 5.95% NTS 2/1/37
            013817AL5 013817AL5
Alcoa Inc 5.55% NTS 2/1/17
            013817AP6013817AP6
ALCOA INC NT 5.72% 02/23/2019
            013817AQ4013817AQ4
ALCOA INC NT 5.87% 02/23/2022
            013817AR2013817AR2
Alcoa Inc. 6% SR NTS 7/15/13
            013817AS0013817AS0
Alcoa Inc. 6.75% SR NTS 7/15/18
             6.15% SR NTS 08/15/20
ALCOA INC.013817AU5013817AU5
             5.4% SR NTS 04/15/21
ALCOA INC.013817AV3013817AV3
            01449JAB1 01449JAB1
ALLERE INC.. 9.00% SUB NTS 05/15/16
            01449JAE5 01449JAE5
ALERE INC SR SUB NT 8.625% 10/01/2018
            016090AA0016090AA0
ALIANT COMMUNICATIONS INC NT         6.75% 04/01/28
              LUDLUM CORP DEB
ALLEGHENY016900AC6016900AC6 6.95% 12/15/25
              CORP 5.625% SR NTS
ALLEGHANY017175AB6017175AB6 09/15/20
              GENERATING CO DEB
ALLEGHENY017364AG5017364AG5 6.875% 09/01/23
              TECHNOLOGIES INC NT 8.375% 12/15/11
ALLEGHENY01741RAB801741RAB8
              TECHNOLOGIES 9.375%
ALLEGHENY01741RAC601741RAC6 SR NTS 06/01/19
              TECHNOLOGIES 5.95%
ALLEGHENY01741RAE201741RAE2 SR NTS 01/15/21
             017475AB0017475AB0
Allegiance Corp. 7.8% NTS 10/15/16
             017475AC8017475AC8
Allegiance Corp. 7% NTS 10/15/26
             018490AM4  018490AM4
Allergan Inc. 5.75% SR NTS 4/1/16
             018490AN2018490AN2
ALLERGAN INC FIXED RT NT 3.375% 09/15/2020
             01849QAN5 FR 7.47% 04/17/12
ALLERGAN INC MTN BE01849QAN5
             018606AL7 SVCS INC SR
ALLIANCE HEALTHCARE018606AL7 NT 8% 12/01/2016
             018772AJ2 018772AJ2
ALLIANCE ONE INTL INC SR NT 8.5% 05/15/12
             018772AM5  018772AM5
ALLIANCE ONE INTL INC. 10% 07/15/16
             018802AA6018802AA6
ALLIANT ENERGY CORP 4.0% SR NTS 10/15/14
             018804AL8 018804AL8
Alliant Techsystems 6.75% NTS 4/1/16
             018804AP9018804AP9
ALLIANT TECHSYSTEMS INC SR SUB NT 6.875% 09/15/2020
             CORP NEW NT 6% 04/01/12
ALLIED CAP 01903QAB401903QAB4
             01958XBS501958XBS5
Allied Waste NA 6.875% SR NTS 6/1/17
             01959EAA601959EAA6
Allied World Assurance 7.5% due 8/1/16
             01959EAB401959EAB4
ALLIED WORLD 5.50% SR NTS 11/15/20
             020002AC5020002AC5
Allstate Corp 7.500% DEB 06/15/13
             020002AH4020002AH4
Allstate Corp 6.750% SR DEB 05/15/18
             020002AJ0 020002AJ0
Allstate Corp 6.900% SR DEB 05/15/38
             020002AN1020002AN1
Allstate Corp 6 1/8% SR NTS 02/15/12
             020002AP6020002AP6
Allstate Corp 6.125% SR NTS 12/15/32
             020002AQ4020002AQ4
Allstate Corp 5.350% SR NTS 06/01/33
             020002AR2020002AR2
Allstate Corp 5.000% SR NTS 08/15/14
             020002AS0020002AS0
Allstate Corp 5.55% SR NTS 5/9/35
             020002AT8020002AT8
Allstate Corp 5.95% SR NTS 04/01/36
             020002AW1  020002AW1
ALLSTATE CORP SR NT 6.2% 05/16/14
             020002AX9020002AX9
ALLSTATE CORP SR NT 7.45% 05/16/19
             020039AD5020039AD5
ALLTEL CORP DEB        6.5% 11/01/13
             020039AE3020039AE3
ALLTEL CORP DEB         7% 03/15/16
             020039AJ2 020039AJ2
ALLTEL CORP DEB        6.8% 05/01/29
             020039DB6020039DB6
ALLTEL CORP SR NT 7% 07/01/12
             020039DC4020039DC4
ALLTEL CORP SR NT 7.875% 07/01/32
              Global 5.375% MTNs 4/30/13
                        0
Allstate Life02003MBQ6 2003MBQ6
             02051PAC202051PAC2
ALON REFNG KROTZ SPRINGS INC SR NT 13.5% 10/15/14
             02076XAB802076XAB8
Alpha Natural Resources, Inc. 6.00% 06/01/19
             02076XAC602076XAC6
Alpha Natural Resources, Inc. 6.25% 06/01/21
             02209SAA102209SAA1
Altria Group 7% NTS 11/4/13
             02209SAC702209SAC7
Altria Group 8.5% SR NTS 11/10/13
             02209SAD502209SAD5
ALTRIA GROUP INC CR SENS 9.7% 11/10/18
             02209SAE302209SAE3
Altria Group 9.95% GTD NTS 11/10/38
             02209SAG802209SAG8
ALTRIA GROUP INC 7.75% 02/06/14
             02209SAH602209SAH6
ALTRIA GROUP INC 10.2% 02/06/39
             02209SAJ2 02209SAJ2
ALTRIA GROUP INC 9.25% 08/06/19
             02209SAK902209SAK9
ALTRIA GROUP 4.125% 09/11/15
             02209SAL7 02209SAL7
Altria Group, Inc. 4.75% 05/05/21
             022249AU0022249AU0
Aluminum Co of America 6.75% NTS 1/15/28
             022249BA3022249BA3
Aluminum Co of America 6.5% NTS 6/15/18
             ZR CPN LYON 07/14/2014
ALZA CORP 022615AC2022615AC2
             023551AF1023551AF1
Amerada Hess Corp 7.875% NTS 10/01/29
             023551AJ3 023551AJ3
Amerada Hess Corp 7.300% NTS 08/15/31
             023551AM6   023551AM6
Amerada Hess Corp 7.125% NTS 3/15/33
             023608AE2023608AE2
AMEREN CORP SR NT 8.875% 05/15/14
             02360FAB202360FAB2
AMEREN UN ELEC SR SECD NT5.3% 08/01/37
             02360FAC002360FAC0
AMEREN UN ELEC SR SEC NT 5.4% 02/01/16
             02360XAJ6 02360XAJ6
AMERENENERGY GENERATING CO SR NT-F 7.95% 06/01/2032
             02360XAL102360XAL1
AMERENENERGY GENERATING CO SR NT 7% 04/15/18
             02360XAM9   02360XAM9
AMERENENERGY GENERATING CO SR NT-I 6.3% 04/01/20
             02361DAA802361DAA8
Central Illinois Public Service 6.125% SEC NTS 12/15/28
             02361DAC402361DAC4
Central Illinois Public Service 6.7% SEC NTS 6/15/36
             02361DAD202361DAD2
Illinois Power 6.25% NTS 6/15/16
             02361DAE002361DAE0
ILLINOIS POWER CO SR SECD 6.125% 11/15/17
             02361DAF702361DAF7
Illinois Power 6.25% SR NTS 4/1/18
             02361DAG5NT 9.75% 11/15/18
ILLINOIS POWER CO SR02361DAG5
             02361DAH302361DAH3
CENTRAL ILL LT CO SR NT 6.2% 06/15/16
             02361DAK602361DAK6
CENTRAL ILLINOIS LIGHT 8.875% SR NTS 12/15/13
             02364WAF2   02364WAF2
AMERICA MOVIL SAB DE CV GTD SR 5.5% 03/01/14
             02364WAH8 NTS 1/15/15
                         0
America Movil SA 5.75%2364WAH8
             02364WAJ402364WAJ4
America Movil SA 6.375% NTS 3/1/35
             02364WAN52364WAN5
                         0
America Movil SA 5.625% GTD NTS 11/15/17
             02364WAP0   02364WAP0
America Movil SA 6.125% GTD NTS 11/15/37
             02364WAU9 CV GTD SR
                         0
AMERICA MOVIL SAB DE2364WAU9 NT 3.625% 03/30/2015
             02364WAV7 CV GTD SR
                         0
AMERICA MOVIL SAB DE2364WAV7 NT 5% 03/30/2020
             02364WAW5   02364WAW5
AMERICA MOVIL SAB DE CV GTD SR NT 6.125% 03/30/2040
             02364WAX3   02364WAX3
AMERICA MOVIL SAB DE CV GTD SR NT 5% 10/16/2019
             02364WBC8   02364WBC8
AMERICA MOVIL, S.A.B. DE C.V. 2.375% SR NTS 09/08/16
             & FOREIGN PWR 5% DEB
AMERICAN 023663AB3023663AB3 3/1/30
             02406PAE002406PAE0
American Axle & Mfg. 5.25% GTD NTS 2/11/14
             02406PAF702406PAF7
American Axle & Mfg. 7.875% GTD NTS 3/1/17
             AXLE & MFG INC. 7.75%
AMERICAN 02406PAK602406PAK6 11/15/19
             025537AE1025537AE1
American Electric Power 5.250% NTS 06/01/15
             EXPRESS BK FSB MTN FR
AMERICAN 02580ECC502580ECC5 6% 09/13/2017
             EXPRESS BK FSB MTN NT
AMERICAN 02580ECG602580ECG6 5.55% 10/17/2012
             EXPRESS BK FSB MTN FR
AMERICAN 02580ECN102580ECN1 5.5% 04/16/2013
             EXP BK FDIC TLGP GTD
AMERICAN 02580HAC002580HAC0NT 3.15% 12/09/2011
             025816AQ2025816AQ2
American Express Co 4.875% NTS 07/15/13
             025816AU3025816AU3
American Express Co 6.8% VAR NTS 9/1/66
             025816AW9   025816AW9
American Express Co 5.5% SR NTS 9/12/16
             025816AX7025816AX7
American Express 6.15% SR NTS 8/28/17
             025816AY5025816AY5
American Express 7% SR NTS 3/19/18
             025816AZ2025816AZ2
American Express 8.15% SR NTS 3/19/38
             EXPRESS CO SR NT 7.25%
AMERICAN 025816BA6025816BA6 05/20/14
             EXPRESS CO SR NT 8.125% 05/20/19
AMERICAN 025816BB4025816BB4
           EXPRESS CENTURION MTN FR 5.95% 06/12/2017
AMERICAN 02581FYA102581FYA1
           EXPRESS CENTURION 6.00% 09/13/17
AMERICAN 02581FYE3 02581FYE3
           EXPRESS CR CORP INTER
AMERICAN 02586JAB2 02586JAB2 FR 6.9% 09/15/15
           EXPRESS CR CORP INTER
AMERICAN 02586JAD8 02586JAD8 FR 6.25% 09/15/13
           EXPRESS CR CORP INTER
AMERICAN 02586JAE6 02586JAE6 FR 6.65% 09/15/15
           EXPRESS CR CORP INTER
AMERICAN 02586JAG102586JAG1 FR 6.25% 09/15/13
           EXPRESS CR CORP INTER
AMERICAN 02586JAH9 02586JAH9 FR 6.65% 09/15/15
           EXPRESS CR CORP INTER
AMERICAN 02586JAN602586JAN6 FR 2.5% 12/15/12
           EXPRESS CR CORP INTER
AMERICAN 02586JAQ902586JAQ9 FR 2.5% 12/15/12
           EXPRESS CR CORP INTER
AMERICAN 02586JAS5 02586JAS5 FR 3.5% 12/15/14
           0258M0BZ1  0258M0BZ1
American Express Credit 5.3% NTS 12/2/15
           0258M0CW7  0258M0CW7
American Express Credit 5.875% MTNs 5/2/13
           0258M0CY3  0258M0CY3
American Express Credit 7.3% MTNs 8/20/13
           EXPRESS CREDIT CO 5.125% SR NTS 08/25/14
AMERICAN 0258M0CZ0    0258M0CZ0
           0258M0DA4 258M0DA4
                      0
Amer Express Credit Corp. 2.75% Medium-Term Sr Nts, Series D 09/15/15
           FINL GROUP INC OHIO
AMERICAN 026074AA2026074AA2SR NT 9.875% 06/15/2019
           026351AU0026351AU0
American General Corp 7.5% due 7/15/25
           GENERAL CORP SR NT
AMERICAN 026351AZ9026351AZ9 6.625% 02/15/29
           02635PRT202635PRT2
American General Finance 5 3/8% NTS 10/1/12
           02635PTB902635PTB9
American General Finance 4.875% MTN 7/15/12
           02635PTC702635PTC7
American General Finance 5.4% NTS 12/1/15
           GEN FIN MEDTM SRNT
AMERICAN 02635PTD502635PTD5 BE FR 5.85% 06/01/2013
           GEN FIN MEDTM SRNT
AMERICAN 02635PTG802635PTG8 BE FR 5.75% 09/15/2016
           GEN FIN MEDTM SRNT
AMERICAN 02635PTJ2 02635PTJ2 BE FR 5.2% 12/15/2011
           02635PTP802635PTP8
American General Finance 5.9% NTS 9/15/12
           02635PTQ602635PTQ6
American General Finance 6.5% BDS 9/15/17
           026375AE5026375AE5
American Greetings Corp 6.100% NTS 08/01/28
           026375AL9 026375AL9
American Greetings Corp 7.375% SR NTS 06/01/16
           GREETINGS 026375AM7
AMERICAN 026375AM7CORP SR NT 7.375% 06/01/16
           GREETINGS CORP SR NT
AMERICAN 026375AN5026375AN5 7.375% 06/01/16
           026609AC1026609AC1
American Home Product 7.25% DEBS 3/1/23
           026874AT4026874AT4
American Intl Group 4.250% NTS 05/15/13
           INTL GROUP INC NT 5.05% 10/01/2015
AMERICAN 026874AX5026874AX5
           INTL GROUP INC NT 6.25% 05/01/2036
AMERICAN 026874AZ0026874AZ0
           INTL GROUP 6.25% JR
AMERICAN 026874BE6026874BE6SUB 03/15/37
           INTL GROUP BRITISH POUNDS FIXED TO FLOATING RATE DEBS DUE 3/15/67
AMERICAN 026874BF3 026874BF3
           INTL GROUP FIX-FLOATING RATE EUROS DUE 3/15/67
AMERICAN 026874BG1026874BG1
           INTL GROUP 8.175% JR
AMERICAN 026874BS5 026874BS5 SUB DEBS 05/15/58
           INTL GROUP INC NT 8.25% 08/15/2018
AMERICAN 026874BT3026874BT3
           INTL GROUP 3.65% SR
AMERICAN 026874BV8026874BV8NTS 01/15/14
           INTL GROUP 026874BW6
AMERICAN 026874BW6 6.4% SR NTS 12/15/20
           02687QBC102687QBC1
American Intl Group 5.6% NTS 10/18/16
           02687QBL102687QBL1
American International Group 4.95% MTNs 3/20/12
           02687QBW7   Group 5.45%
American International02687QBW7 MTNs 05/18/2017
           02687QDG0Group 5.85%
American International02687QDG0 MTNs 1/16/18
           TOWER CORP SR NT 7%
AMERICAN 029912AT9029912AT9 10/15/17
           TOWER CORP SR NT 7.25% 05/15/2019
AMERICAN 029912AY8029912AY8
           TOWER CORP SR NT 4.625% 04/01/15
AMERICAN 029912BB7029912BB7
           TOWER CORP 5.05% SR
AMERICAN 029912BC5029912BC5 NTS 09/01/20
           TOWER CORP FIXED RT
AMERICAN 029912BD3029912BD3 SR NT 4.5% 01/15/2018
           TOWER CORP. 5.90% 11/01/21
AMERICAN 029912BE1029912BE1
           030096AF8030096AF8
American Stores 8% BDS 6/1/26
           030096AG6030096AG6
American Stores 7.9% DEBS 5/1/17
           030096AH4030096AH4
American Stores 7.5% DEBS 5/1/37
           03009MBB1    03009MBB1
American Stores 7.1% NTS 3/20/28
           03040WAB1    03040WAB1
American Water Capital 6.085% SR NTS 10/15/17
           03040WAD7 6.593% SR
                        0
American Water Capital 3040WAD7NTS 10/15/37
           03040WAE5    03040WAE5
American Water Capital 10% SR Monthly NTS 12/1/38
           WATER 8.25%  03040WAF2
AMERICAN 03040WAF2 SR NTS 12/01/38
           03073EAD703073EAD7
AmerisourceBergen 5.625% NTS 9/15/12
           03073EAF203073EAF2
AmerisourceBergen 5.875% NTS 9/15/15
           03073EAG003073EAG0
AMERISOURCEBERGEN CORP SR NT 4.875% 11/15/19
           03076CAB203076CAB2
Ameriprise Financial 5.65% due 11/15/15
           03076CAD803076CAD8
AMERIPRISE FINL INC SR NT 7.3% 06/28/19
           03076CAE603076CAE6
AMERIPRISE FINL INC SR NT 5.3% 03/15/20
           030955AJ7 030955AJ7
Ameritech Capital 6.875% due 10/15/27
           030955AM0    030955AM0
Ameritech Capital 6.45% due 1/15/18
           030955AN8030955AN8
Ameritech Capital 6.55% due 1/15/28
           030955AP3030955AP3
Ameritech Capital 5.95% due 1/15/38
           030981AG9030981AG9
Amerigas Part/Fin Corp 6.25% 08/20/19
            CORP NEW SR NT 4.75%
AMPHENOL032095AA9032095AA9 11/15/14
           032165AD4032165AD4
AmSouth Bancorp 6.750% SUB DEB 11/01/25
           032166AQ3032166AQ3
AMSOUTH BANK NA 4.85% SUB NTS 04/01/13
           03235EAK603235EAK6
INVESCO LTD SR NT 5.375% 02/27/2013
           03235EAQ303235EAQ3
INVESCO LTD SR NT 5.625% 04/17/2012
           032479AD9032479AD9
Anadarko Finance 7.5% due 5/1/2031
            PETROLEUM CORPORATION SR NT 6.2% 03/15/40
ANADARKO032510AC3032510AC3
            PETE CORP NT 7.73%
ANADARKO032511AJ6 032511AJ6 09/15/96
            PETE CORP DEB 7.25%
ANADARKO032511AK3032511AK3 11/15/96
           032511AL1 032511AL1
Anadarko Petroleum Corp 7.000% DEB 11/15/27
           032511AM9    032511AM9
Anadarko Petroleum Corp 6.625% DEB 01/15/28
           032511AN7032511AN7
Anadarko Petroleum Corp 7.200% DEB 03/15/29
           032511AT4032511AT4
Anadarko Petroleum 6.125% NTS 3/15/2012
           032511AU1032511AU1
Anadarko Petroleum Corp 5.000% NTS 10/01/12
           032511AX5032511AX5
Anadarko Petroleum 5.95% SR NTS 9/15/16
           032511AY3032511AY3
Anadarko Petroleum 6.45% SR NTS 9/15/36
            PETE CORP SR NT 8.7%
ANADARKO032511BC0032511BC0 03/15/19
            PETE CORP SR NT 7.625%
ANADARKO032511BD8032511BD8 03/15/14
            PETE CORP SR NT 5.75%
ANADARKO032511BE6032511BE6 06/15/14
            PETE CORP SR NT 6.95%
ANADARKO032511BF3 032511BF3 06/15/19
            PETE CORP SR NT 7.95%
ANADARKO032511BG1032511BG1 06/15/39
            PETROLEUM CORP 6.375% SR NTS 09/15/17
ANADARKO032511BH9032511BH9
           032654AE5032654AE5
ANALOG DEVICES 5.0% SR NTS 07/01/14
           032654AG0032654AG0
Analog Devices, Inc. 3.00% 04/15/16
             03512TAA903512TAA9
Anglogold Ashanti Holdings PLC 5.375% NTS 4/15/2020
             03512TAB703512TAB7
Anglogold Ashanti Holdings PLC. 6.5% Notes Due 4/15/2040
             BUSCH COS INC DEB
ANHEUSER 035229BP7035229BP7 6.75% 12/15/27
             BUSCH COS INC DEB
ANHEUSER 035229BQ5035229BQ5 6.5% 01/01/28
             BUSCH COS INC NT
ANHEUSER 035229CE1035229CE1 7.5% 03/15/12
             BUSCH COS INC DEB
ANHEUSER 035229CF8 035229CF8 7.55% 10/01/30
             BUSCH COS INC DEB
ANHEUSER 035229CG6035229CG6 6.8% 01/15/31
             BUSCH COS INC DEB
ANHEUSER 035229CJ0 035229CJ0 6.8% 08/20/32
             BUSCH COS INC DEB
ANHEUSER 035229CL5 035229CL5 6% 11/01/41
             BUSCH COS035229CM3
ANHEUSER 035229CM3INC DEB 6.5% 05/01/42
             BUSCH COS INC DEB 6.5%
ANHEUSER 035229CN1035229CN1 02/01/43
             BUSCH COS INC NT 4.375% 01/15/13
ANHEUSER 035229CP6035229CP6
             BUSCH COS INC NT 5.95%
ANHEUSER 035229CQ4035229CQ4 01/15/33
             BUSCH COS INC NT 4.625% 02/01/15
ANHEUSER 035229CR2035229CR2
             BUSCH COS INC NT 4.5%
ANHEUSER 035229CS0 035229CS0 04/01/18
             BUSCH COS INC NT 4.95%
ANHEUSER 035229CU5035229CU5 01/15/14
             BUSCH COS INC NT
ANHEUSER 035229CV3035229CV35.05% 10/15/16
             BUSCH COS035229CW1
ANHEUSER 035229CW1INC NT 5% 03/01/19
             BUSCH COS INC NT 4.7%
ANHEUSER 035229CX9035229CX9 04/15/12
             BUSCH COS INC NT
ANHEUSER 035229CY7035229CY7 5% 01/15/15
             BUSCH COS INC DEB 5.75% 04/01/36
ANHEUSER 035229DA8035229DA8
             BUSCH COS INC NT 5.6%
ANHEUSER 035229DB6035229DB6 03/01/17
             BUSCH COS INC DEB 6.45% 09/01/37
ANHEUSER 035229DC4035229DC4
             BUSCH COS INC NT 5.5%
ANHEUSER 035229DD2035229DD2 01/15/18
             BUSCH INBEV WORLDWIDE SR NT 3% 10/15/12
ANHEUSER 03523TAL2 03523TAL2
             BUSCH INBEV
                       03523TAM0
ANHEUSER 03523TAM0 WORLDWIDE SR NT 4.125% 01/15/15
             BUSCH INBEV WORLDWIDE SR NT 5.375% 01/15/20
ANHEUSER 03523TAN803523TAN8
             BUSCH INBEV WORLDWIDE SR NT 6.375% 01/15/40
ANHEUSER 03523TAP303523TAP3
             03523TAR903523TAR9
Anheuser Busch 2.50% 03/26/13
             BUSCH INBEV WOR. 3.625% 04/15/2015
ANHEUSER 03523TAT503523TAT5
             03523TAV003523TAV0
Anheuser Busch 5.00% 04/15/20
             03523TAY403523TAY4
ANHEUSER-BUSCH INBEV WORLWIDE INC. 9.75% NOTES 11/17/15
             03523TBA503523TBA5
ANHEUSER-BUSCH INBEV SA/NV 2.875% NTS 02/15/16
             03523TBB303523TBB3
ANHEUSER-BUSCH INBEV SA/NV 4.375% NTS 02/15/21
             03523TBC103523TBC1
ANHEUSER-BUSCH INBEV SA/NV 01/27/14
             03523TBE703523TBE7
Anheuser Busch 7.75% 01/15/19
             03523TBF4 01/15/39
Anheuser Busch 8.20% 03523TBF4
             03523TBH003523TBH0
ANHEUSER-BUSCH INBEV 6.875% 11/15/19
              BUSCH INBEV WORLDWIDE INC. 0.609% FLOATING RATE 07/14/14
ANHEUSER-03523TBK303523TBK3
             03523TBL1 03523TBL1
Anheuser-Busch Inbev Worldwide Inc. 1.50% 07/14/14
             5.95% GTD NTS 3/1/15
Anixter Inc. 035287AB7035287AB7
             035287AC5035287AC5
ANIXTER INC GTD SR NT 10% 03/15/14
             03674BAC803674BAC8
Anthem Inc. 6.8% notes 8/1/2012
             037389AK9037389AK9
AON CORP JRSUBDB 8.205% 01/01/2027
             037389AS2037389AS2
Aon Corporation 7.375% SR NTS 12/14/12
             037389AU7037389AU7
AON CORP FIXED RT SR NT 6.25% 09/30/2040
             037389AV5037389AV5
AON CORP FIXED RT SR NT 3.5% 09/30/2015
            037389AW3NT 5% 09/30/2020
AON CORP FIXED RT SR037389AW3
            037389AY9037389AY9
AON CORP 3.125% SR NTS 05/27/16
            037411AJ4 037411AJ4
Apache Corporation 7.700% DEB 03/15/26
            037411AK1037411AK1
Apache Corporation 7.950% NTS 04/15/26
            037411AL9 037411AL9
APACHE CORP DEB 7.625% 11/01/96
            037411AM7  037411AM7
Apache Corporation 7.375% DEB 08/15/47
            037411AN5037411AN5
Apache Corporation 7.000% SR NTS 02/01/18
            037411AP0037411AP0
Apache Corporation 7.625% SR NTS 07/01/19
            037411AQ8037411AQ8
Apache Corporation 6.250% NTS 04/15/12
            037411AR6037411AR6
Apache Corporation 6% NTS 1/15/37
            037411AS4037411AS4
Apache Corporation 5.625% NTS 1/15/17
            037411AT2037411AT2
Apache Corporation 5.25% SR NTS 4/15/13
            037411AU9037411AU9
Apache Corp 6% NTS 9/15/13
            037411AV7037411AV7
Apache Corp 6.9% NTS 9/15/18
            037411AW5   NTS 09/01/40
APACHE CORP 5.1% SR 037411AW5
            037411AX3037411AX3
APACHE CORP 3.625% SR NTS 02/01/21
            037411AY1037411AY1
APACHE CORP 5.25% SR NTS 02/01/42
            03746AAA803746AAA8
APACHE FINANCE CAN 7.75% NTS 12/15/2029
            03746AAC403746AAC4
Apache Finance Canada 4.375% GTD NTS 5/15/15
            037735BZ9037735BZ9
Appalachian Power 5.95% BDS 5/15/33
            037735CB1037735CB1
Appalachian Power 4.95% SR NTS 2/1/15
            037735CD7037735CD7
Appalachian Power 5% SR NTS 6/1/17
            037735CE5037735CE5
Appalachian Power 5.8% SR NTS 10/1/35
            037735CG0037735CG0
Appalachian Power 6.375% BDS 4/1/36
            037735CH8037735CH8
Appalachian Power 5.65% SR NTS 8/15/12
            037735CK1037735CK1
Appalachian Power 6.7% SR NTS 8/15/37
            037735CL9 SR NT-N AMBAC 36 04/01/36
APPALACHIAN PWR CO037735CL9
            037735CM7NTS 4/1/38
Appalachian Power 7% 037735CM7
            037735CP0037735CP0
APPALACHIAN PWR CO SR NT 7.95% 01/15/20
            037735CQ8037735CQ8
APPALACHIAN POWER CO. 3.4% 05/24/2015
            037735CR6037735CR6
Appalachian Power Company 4.60% 03/30/21
             SR CREDIT SEN 12 07/01/12
AQUILA INC03840PAC603840PAC6
            03937LAA303937LAA3
ARCH CAP GROUP LTD SR NT7.35% 05/01/34
            INC SR NT 8.75% 08/01/2016
ARCH COAL039380AB6039380AB6
            039380AC4039380AC4
Arch Coal Inc. 7.25% Sr Nts 10/1/20
            03938LAC803938LAC8
ARCELORMITTAL SA LUXEMBOURG NT 5.375% 06/01/13
            03938LAF1 03938LAF1
ARCELORMITTAL SA LUXEMBOURG NT 6.125% 06/01/18
            03938LAL8 03938LAL8
ARCELORMITTAL SA LUXEMBOURG NOTES 9% 02/15/2015
            03938LAM6  03938LAM6
ARCELORMITTAL SA LUXEMBOURG NT 9.85% 06/01/19
            03938LAP903938LAP9
ARCELORMITTAL SA LUXEMBOURG NT CR SEN 7% 10/15/39
            03938LAQ703938LAQ7
ARCELORMITTAL 5.25% SR NTS 08/05/20
            03938LAR503938LAR5
ARCELORMITTAL 3.75% SR NTS 08/05/15
            03938LAS3 03938LAS3
ARCELORMITTAL 6.75% SR NTS 03/01/41
            03938LAT1 03938LAT1
ARCELORMITTAL 3.75% SR NTS 03/01/2016
            03938LAU803938LAU8
ARCELORMITTAL 5.50% SR NTS 03/01/21
            039483AH5039483AH5
Archer-Daniels-Midland Co 8.375% DEB 04/15/17
            039483AJ1 039483AJ1
Archer-Daniels-Midland Co 8.125% DEB 06/01/12
            039483AK8039483AK8
Archer-Daniels-Midland Co 7.125% DEB 03/01/13
            039483AM4    039483AM4
Archer-Daniels-Midland Co 7.500% DEB 03/15/27
            039483AN2039483AN2
Archer-Daniels-Midland Co 6.750% DEB 12/15/27
            039483AP7039483AP7
Archer-Daniels-Midland 6.95% DEBS 12/15/97
            039483AR3039483AR3
Archer-Daniels-Midland Co 6.625% DEB 05/01/29
            039483AS1039483AS1
Archer-Daniels-Midland Co 7.000% DEB 02/01/31
            039483AT9039483AT9
Archer-Daniels-Midland Co 5.935% DEB 10/01/32
            039483AU6039483AU6
Archer-Daniels-Midland 5.375% NTS 9/15/35
            039483AX0039483AX0
Archer Daniels Midlands 6.45% SR NTS 1/15/38
            039483AY8039483AY8
Archer Daniels Midland 5.45% NTS 3/15/18
            03979GAL903979GAL9
ARDEN RLTY LTD PARTNERSHIP LTD PART NT 15 03/01/15
            040555CD4040555CD4
Arizona Public Service 6.5% NTS 3/1/2012
            040555CE2040555CE2
Arizona Public Service 4.65% NTS 5/15/2015
            040555CF9 040555CF9
Arizona Public Service 5.625% NTS 5/15/2033
            040555CG7040555CG7
Arizona Public Service 5.8% NTS 6/30/2014
            040555CH5040555CH5
Arizona Public Service 5.5% bonds 9/1/2035
            040555CJ1 040555CJ1
Arizona Public Service 6.25% NTS 8/1/2016
            040555CK8040555CK8
Arizona Public Service 6.875% NTS 8/1/2036
            040555CL6 040555CL6
ARIZONA PUB SERV 8.75% SR NTS 03/01/19
            040555CM4    040555CM4
ARIZONA PUB SERV 5.05% 09/01/41
            042735AK6042735AK6
Arrow Electronics 7.500% SR DEB 01/15/27
            042735AL4 042735AL4
Arrow Electronics 6.875% SR DEB 06/01/18
            042735AZ3042735AZ3
Arrow Electronics 6.875% NTS 07/01/13
            042735BA7042735BA7
ARROW ELECTRS INC NT 6% 04/01/20
            04273WAA9 4273WAA9
                         0
ARROW ELECTRONIC INC. 3.375% SR NTS 11/01/15
            04273WAB7    04273WAB7
ARROW ELECTRONICS INC NT 5.125% 03/01/2021
            043353AA9043353AA9
ArvinMeritor Inc. 8.75% NTS 3/1/12
            043353AC5043353AC5
ArvinMeritor Inc. 8.125% SR NTS 9/15/15
            043353AJ0 043353AJ0
ARVINMERITOR INC.10.625% 03/15/18
            043436AH7043436AH7
Asbury Automotive Group 7.625% GTD NTS 3/15/17
            04530DAB804530DAB8
ASPEN INS HLDGS LTD SR NT 6% 08/15/14
            04530DAC604530DAC6
ASPEN INS HLDGS LTD SR NT 6% 12/15/2020
            046003HV4046003HV4
ASSOCIATES CORP NORTH AMER SR DEB 5.96% 05/15/37
            046003JU4 046003JU4
Associates Corp of NA 6.95% DEBS 11/1/2018
            04621WAA8 INC SR NT
                         0
ASSURED GTY US HLDGS4621WAA8 7% 06/01/34
            04621XAC204621XAC2
Assurant Inc 5.625% SR NTS 02/15/14
            04621XAD004621XAD0
Assurant Inc 6.750% SR NTS 02/15/34
            046265AE4046265AE4
Astoria Financial Corp 5.750% NTS 10/15/12
            046353AA6046353AA6
ASTRAZENECA PLC 5.40% NTS 06/01/2014
            046353AB4046353AB4
Astrazeneca 5.9% SR NTS 9/15/17
            046353AC2046353AC2
Astrazeneca PLC 5.4% SR NTS 9/15/12
            046353AD0046353AD0
Astrazeneca PLC 6.45% SR NTS 9/15/37
            04650NAB004650NAB0
AT&T Inc. 5.35% 09/01/40
            048303AZ4048303AZ4
Atlantic City Electric 6.625% 1st Mtg 8/1/13
            048303CC3048303CC3
Atlantic City Electric 5.8% SR NTS 5/15/34
            048303CD1048303CD1
Atlantic City Electric 7.75% 1st Mtg 11/15/18
            048303CE9048303CE9
ATLANTIC CITY ELECTRIC 4.35% 04/01/2021
            048825AU7048825AU7
ATLANTIC RICHFIELD CO DEB 9.875% 03/01/16
            048825AW3   048825AW3
Atlantic Richfield Co 9.000% DEB 04/01/21
            048825AY9048825AY9
Atlantic Richfield Co 9.000% DEB 05/01/31
            048825AZ6048825AZ6
Atlantic Richfield Co 9.125% DEB 08/01/31
            048825BA0048825BA0
Atlantic Richfield Co 8.250% DEB 02/01/22
            048825BB8048825BB8
Atlantic Richfield Co 8.750% DEB 03/01/32
            048825BC6048825BC6
Atlantic Richfield Co 8.500% DEB 04/01/12
            04882PBP304882PBP3
ATLANTIC RICHFIELD CO MTN BE FR 8.39% 02/13/2012
            04882PBQ104882PBQ1
ATLANTIC RICHFIELD CO MTN BE FR 8.375% 02/13/2012
            04882PBY404882PBY4
ATLANTIC RICHFIELD CO MTN BE FR 8.44% 02/21/2012
            04882PBZ104882PBZ1
ATLANTIC RICHFIELD CO MTN BE FR 8.45% 02/21/2012
            04882PCA504882PCA5
ATLANTIC RICHFIELD CO MTN BE FR 8.375% 02/21/2012
            04882PCB304882PCB3
ATLANTIC RICHFIELD CO MTN BE FR 8.45% 02/21/2012
            04882PCC104882PCC1
ATLANTIC RICHFIELD CO MTN BE FR 8.45% 02/21/2012
            04882PCF4 04882PCF4
ATLANTIC RICHFIELD CO MTN BE FR 8.63% 02/24/2012
            04882PCH004882PCH0
ATLANTIC RICHFIELD CO MTN BE FR 8.55% 03/01/2012
            04882PCJ6 04882PCJ6
ATLANTIC RICHFIELD CO MTN BE FR 8.62% 03/12/2012
            04939MAE9   04939MAE9
ATLAS PIPELINE PARTNERS L P SR NT 8.75% 06/15/18
            049560AA3049560AA3
ATMOS ENERGY CORP 6 3/4% DEB 07/15/2028
            049560AC9049560AC9
Atmos Energy Corp 5.125% SR NTS 01/15/13
            049560AF2049560AF2
Atmos Energy Corp 4.950% SR NTS 10/15/14
            049560AG0049560AG0
Atmos Energy Corp 5.950% SR NTS 10/15/34
            049560AH8049560AH8
ATMOS ENERGY CORP SR NT 6.35% 06/15/17
            049560AJ4 SR NTS 03/15/19
ATMOS ENERGY 8.50% 049560AJ4
            049560AK1049560AK1
Atmos Energy Corp. 5.50% 06/15/41
             Inc. 7% GTD NTS 4/15/14
                        0
AutoNation05329WAH5 5329WAH5
            05329WAJ105329WAJ1
AUTONATION INC. 6.75% Company Guarnt 04/15/2018
            053332AC6053332AC6
AutoZone Inc 5.875% SR NTS 10/15/12
            053332AD4053332AD4
AutoZone Inc 4.375% SR NTS 06/01/13
            053332AF9053332AF9
AutoZone Inc 5.500% SR NTS 11/15/15
            053332AG7053332AG7
Autozone Inc. 6.95% SR NTS 6/15/16
             INC SR NT 6.5% 01/15/14
AUTOZONE 053332AH5053332AH5
             INC SR NT 053332AJ1
AUTOZONE 053332AJ17.125% 08/01/18
             INC. 5.75% SR NTS 01/15/15
AUTOZONE 053332AK8053332AK8
             INC. 4.0% SR NTS 11/15/20
AUTOZONE 053332AL6 053332AL6
            05348EAG405348EAG4
AvalonBay Communities 6 1/8% NTS 11/1/12
            05348EAH205348EAH2
AvalonBay Communities 5 3/8% NTS 4/15/14
            05348EAJ8 05348EAJ8
AvalonBay Communities 4.95% NTS 3/15/13
            05348EAK505348EAK5
AvalonBay Communities 5.5% MTNS 1/15/12
            05348EAL3 05348EAL3
AvalonBay Communities 5.75% MTNS 9/15/16
            05348EAN905348EAN9
AVALONBAY COMMUNITIES 6.1% SR NTS 03/15/20
            05348EAP405348EAP4
AVALONBAY COMMUNITIES 3.95% SR NTS 01/15/21
             9.75% 11/01/15
AVAYA INC.053499AE9053499AE9
            053611AB5053611AB5
Avery Dennison 6% BDS 1/15/33
            053611AC3053611AC3
Avery Dennison 4.875% NTS 1/15/13
            053611AF6053611AF6
AVERY DENNISON CORP SR NT 5.375% 04/15/20
            05361HCE205361HCE2
AVERY DENNISON CO MTN BE FR 7.56% 05/23/2025
            05361HCF905361HCF9
AVERY DENNISON CO MTN BE FR 7.54% 05/26/2025
            05361HCH505361HCH5
AVERY DENNISON CO MTN BE FR 7.56 % 06/01/2020
            5.450% 1ST 12/01/19
Avista Corp 05379BAH005379BAH0
            6.25% 1st mtg 12/1/35
Avista Corp 05379BAK305379BAK3
            05379BAN705379BAN7
Avista Corp. 5.95% 1st MTG NTS 6/1/18
            053807AM5NTS 9/1/2015
Avnet Incorporated 6%053807AM5
            053807AN3053807AN3
Avnet Incorporated 6.625% NTS 09/15/16
            053807AP8053807AP8
Avnet Incorporated 5.875% NTS 3/15/14
             5.875% SR NTS 06/15/20
AVNET INC.053807AQ6053807AQ6
            054303AQ5054303AQ5
Avon Products Inc 4.625% NTS 05/15/13
            054303AR3054303AR3
Avon Products Inc 4.200% NTS 07/15/18
            054303AT9054303AT9
Avon Products 4.8% NTS 3/1/13
            054303AU6054303AU6
Avon Products 5.75% NTS 3/1/18
            054303AV4054303AV4
AVON PRODS INC NT 5.625% 03/01/14
            054303AW2  054303AW2
AVON PRODS INC NT 6.5% 03/01/19
            05461TAA505461TAA5
AxisCapital 5.75% NTS 12/1/14
            05463HAA905463HAA9
AXIS SPECIALTY FINANCE LLC SR NT 5.875% 06/01/20
            054937AD9054937AD9
BB&T Corp 4.750% SUB NTS 10/01/12
            054937AE7054937AE7
BB&T Corp 5.200% SUB NTS 12/23/15
             SB NT 5.25% 11/01/2019
BB&T CORP054937AF4054937AF4
            054937AG2054937AG2
BB&T Corp 4.9% SUB NTS 6/30/17
            05508RAD805508RAD8
B & G FOODS INC NEW SR NT 7.625% 01/15/18
            05518UAA505518UAA5
BAC CAPITAL TRUST XIII FLT PFD HITS
            05518VAA305518VAA3
BAC CAPITAL TRUST XIV FIXED-TO-FLT PFD HITS
            055291AC2055291AC2
BBV INTL FIN LTD GTD SUB NT 7% 12/01/2025
            055299AJ0 055299AJ0
BBVA U.S. SENIOR , S.A. UNIPERSONAL 3.250% FIXED RATE SR NTS 05/16/14
            055299AK7055299AK7
BBVA U.S. SENIOR, S.A. UNIPERSONAL FLOATING RATE SR NTS 05/16/14
            05530RAB405530RAB4
BBVA International Fixed to Floating Rate GTD Preferred
            05531FAA105531FAA1
BB&T CORPORATION SR NT 5.7% 04/30/14
            05531FAB905531FAB9
BB&T CORPORATION SR NT 6.85% 04/30/19
            05531FAC705531FAC7
BB&T CORPORATION SR NT 3.85% 07/27/12
            05531FAE305531FAE3
BB&T CORPORATION SR NT 3.375% 09/25/13
             3.95% SR NTS 04/29/16
BB&T CORP05531FAF0 05531FAF0
            05531FAG805531FAG8
BB&T CORPORATION 3.2% NTS 03/15/16
            05531FAH605531FAH6
BB&T CORPORATION 2.05% 04/28/14
            055450AC4055450AC4
BHP Finance USA 8.5% GTD NTS 12/1/12
            055450AE0055450AE0
BHP Finance USA 6.75% DEBS 11/1/13
            055450AG5055450AG5
BHP Finance USA 7.25% GTD NTS 3/1/16
            055450AH3055450AH3
BHP Finance USA 6.42% GTD NTS 3/1/26
            055451AA6055451AA6
BHP Finance USA 4.8% GTD NTS 4/15/13
            055451AB4055451AB4
BHP Finance USA 5.25% GTD NTS 12/15/15
             Finance 5.125% NTS 3/29/12
BHP Billiton055451AD0055451AD0
             Finance 5.4% NTS 3/29/17
BHP Billiton055451AF5055451AF5
            055451AG3055451AG3
BHP BILLITON FIN USA LTD GTD SR NT 5.5% 04/01/14
            055451AH1055451AH1
BHP BILLITON FIN USA LTD GTD SR NT 6.5% 04/01/19
            055482AJ2 055482AJ2
BJ Services 6% NTS 6/1/18
            05564EBA305564EBA3
BRE Properties 7.125% NTS 02/15/13
            05564EBK105564EBK1
BRE PROPERTIES INC NT 5.5% 03/15/17
            05564EBL9 05564EBL9
BRE PROPERTIES INC 5.2% SR NTS 03/15/21
            05565QBF405565QBF4
BP Capital Markets PLC 5.25% SR NTS 11/7/13
             MARKETS P.L.C. 3.125% GTD NTS 03/10/12
BP CAPITAL05565QBG2    05565QBG2
             MARKETS P.L.C.3.875% GTD NTS 03/10/15
BP CAPITAL05565QBH0    05565QBH0
             MARKETS P.L.C. 4.75%
BP CAPITAL05565QBJ605565QBJ6 GTD NTS 03/10/19
             MARKETS PLC 3.625%
BP CAPITAL05565QBL105565QBL1GTD NTS 05/08/14
            05565QBN7  05565QBN7
BP Capital Markets p.l.c. 3.125% Guaranteed Notes due 2015
            05565QBP205565QBP2
BP Capital Markets p.l.c. 4.50% Guaranteed Notes due 2020
             MARKETS P.L.C. 3.20% GTD NTS 03/11/16
BP CAPITAL05565QBQ0    05565QBQ0
             MARKETS P.L.C. 4.742%
BP CAPITAL05565QBR805565QBR8 GTD NTS 03/11/21
             MARKETS P.L.C. 0.9095% 03/11/14
BP CAPITAL05565QBS605565QBS6
            057224AK3057224AK3
Baker Hughes 6.875% SR NTS 1/15/29
            057224AY3057224AY3
Baker Hughes 7.5% SR NTS 11/15/18
            057224AZ0057224AZ0
BAKER HUGHES INC 5.125% SR NTS 09/15/40
            058498AL0 058498AL0
Ball Corp 6.625% SR. NTS 3/15/18
            SR NT 7.125%
                       058498AM8
BALL CORP 058498AM8 09/01/16
            SR NT 7.375% 09/01/19
BALL CORP 058498AN6058498AN6
            SR NT 6.75% 09/15/20
BALL CORP 058498AP1058498AP1
            GTD FIXED RT SR NT 5.75% 05/15/2021
BALL CORP 058498AQ9058498AQ9
            059165DX5059165DX5
Baltimore Gas & Electric 5.200% NTS 06/15/33
            059165DZ0059165DZ0
Baltimore Gas & Electric 5.9% SR NTS 10/1/16
            059165EC0059165EC0
Baltimore Gas & Electric 6.35% SR NTS 10/1/36
             ELEC CO MTN
                       05916MAB9
BALT GAS &05916MAB9 BE BONY PUT 6.75% 06/05/12
             ELEC CO MTN BE BONY
                       0
BALT GAS &05916MAD5 5916MAD5 PUT 6.73% 06/12/12
            059172AA4059172AA4
Baltimore Gas & Electric 6.125% NTS 7/1/13
            059438AG6059438AG6
Banc One Corp 7.750% SUB DEB 07/15/25
            059438AH4059438AH4
Banc One Corp 7.625% SUB DEB 10/15/26
            059438AK7059438AK7
Banc One Corp 8.000% SUB DEB 04/29/27
            05963GAF505963GAF5
BANCO MACRO S A NT 8.5% 02/01/2017
            05965XAA705965XAA7
BANCO SANTANDER CHILE NEW SUB NT 7.375% 07/18/12
            05968LAA005968LAA0
Bancolombia SA 6.875% SUB NTS 5/25/17
            05968LAB805968LAB8
Bancolombia S.A. 6.125% 05968LAB8
            05968LAE2 05968LAE2
BANCOLUMBIA S.A. 4.250% SR NTS 01/12/16
            05968LAG705968LAG7
Bancolombia S.A. 5.950% Senior Notes Due 2021 06/03/21
            060505AQ7060505AQ7
Bank of America Corp 6.250% SR NTS 04/15/12
            060505AR5060505AR5
Bank of America Corp 4.875% SR NTS 09/15/12
            060505AU8060505AU8
Bank of America Corp 5.125% SR NTS 11/15/14
            060505AX2060505AX2
Bank of America Corp 4.875% SR NTS 01/15/13
            060505BD5060505BD5
Bank of America Corp 4.750% SUB NTS 08/15/13
            060505BG8060505BG8
Bank of America Corp 5.250% SR NTS 12/01/15
            060505BM5  060505BM5
BANK OF AMERICA CORPORATION NT 5.375% 06/15/2014
            060505BS2 060505BS2
BANK OF AMERICA CORP 4.75% SR NTS 08/01/15
            060505CL6 060505CL6
BANK OF AMERICA CORP 5.75% 08/15/16
            060505CZ5 060505CZ5
Bank of America CV Basket linked (KO, COH, BEN) SR NTS 2/15/12 (BAC)
            060505DA9060505DA9
BANK OF AMERICA CORPORATION SUB NT 5.42% 03/15/2017
            060505DB7060505DB7
BANK OF AMERICA CORPORATION SUB NT 5.49% 03/15/2019
          060505DH4060505DH4
BANK OF AMERICA CORP 6.0% SR NTS 09/01/17
          060505DK7060505DK7
Bank of America Corp. 5.375% 09/11/12
          060505DL5060505DL5
BANK OF AMERICA CORP 6.50% 09/15/37
          060505DP6060505DP6
BANK OF AMERICA CORP 5.75% SR NTS 12/01/17
          06050BAA906050BAA9
BANK OF AMERICA CORP 3.125% FDIC GTD NOTES 6/15/12
          06050BAG606050BAG6
BANK OF AMERICA CRP 2.1% FDIC GTD 04/30/12
          06050BAJ0 06050BAJ0
BANK OF AMERICA FDIC GTD TLGP GTD SR 2.375% 06/22/12
          06050MCW5   06050MCW5
Bank of America Corp 5.600% SR NTS 03/17/19
          06050MCX3   06050MCX3
Bank of America Corp 5.430% SR NTS 03/23/19
          06050MFK8   06050MFK8
Bank of America 1.5% Basket of Healthcare Stocks CYCLES 12/28/11 (BAC)
          06050MGJ006050MGJ0
Bank of America zero coupon 5 indices linked EAGLES 11/23/11 (BAC)
          06050MGM3   06050MGM3
Bank of America zero coupon DJIA EAGLES 12/27/11 (BAC)
          06050MGN16050MGN1
                      0
Bank of America zero coupon 3 indices returned linked NTS 12/29/11 (BAC)
          06050TJP8 06050TJP8
Bank of America Corp 6% NTS 06/15/16
          06050TJZ6 MTN FR 6%
BANK AMER CHRLT NC 06050TJZ6 10/15/36
          06050TKN106050TKN1
BANK AMER CHRLT NC MTN SB FR 5.3% 03/15/17
          06050TKW1MTN FR 6.1%
BANK AMER CHRLT NC 06050TKW1 06/15/17
          06050WBU8 6050WBU8
                      0
BANK AMER CORP SR INTNOTES BE FR 5.45% 09/15/16
          06050WBV6   06050WBV6
BANK AMER CORP SR INTNOTES BE FR 5.15% 09/15/16
          06050WBW4   06050WBW4
BANK AMER CORP SR INTNOTES BE FR 5.25% 10/15/17
          06050WBY0   06050WBY0
BANK AMER CORP SR INTNOTES BE FR 5.25% 11/15/18
          06050WCA1   06050WCA1
BANK AMER CORP SR INTNOTES BE FR 5.25% 11/15/18
          06050WCD5 6050WCD5
                      0
BANK AMER CORP SR INTNOTES BE FR 5.2% 02/15/19
          06050WCE3   06050WCE3
BANK AMER CORP SR INTNOTES BE FR 4.35% 02/15/16
          06050WCF0   06050WCF0
BANK AMER CORP SR INTNOTES BE FR 5.4% 02/15/19
          06050WCG8 6050WCG8
                      0
BANK AMER CORP SR INTNOTES BE FR 4.05% 02/15/15
          06050WCH6 6050WCH6
                      0
BANK AMER CORP SR INTNOTES BE FR 4.9% 02/15/17
          06050WCJ206050WCJ2
BANK AMER CORP SR INTNOTES BE FR 4.75% 02/15/16
          06050WCK9   06050WCK9
BANK AMER CORP SR INTNOTES BE FR 5.8% 02/15/19
          06050WCL7   06050WCL7
BANK AMER CORP SR INTNOTES BE FR 4.4% 03/15/15
          06050WCM5   06050WCM5
BANK AMER CORP SR INTNOTES BE FR 5.35% 03/15/18
          06050WCQ6 6050WCQ6
                      0
BANK AMER CORP SR INTNOTES BE FR 5% 03/15/17
          06050WCR4   06050WCR4
BANK AMER CORP SR INTNOTES BE FR 5.5% 03/15/20
          06050WCS2   06050WCS2
BANK AMER CORP SR INTNOTES BE FR 4.2% 03/15/15
          06050WCU7 6050WCU7
                      0
BANK AMER CORP SR INTNOTES BE FR 4.25% 05/15/15
          06050XA2906050XA29
BANK AMER CORP SUB INTNTS BE CALL 6.25% 09/15/37
          06050XA3706050XA37
BANK AMER CORP SUB INTNTS BE CALL6.125% 11/15/37
          06050XA4506050XA45
BANK AMER CORP SUB INTNTS BE CALL 6% 11/15/37
          06050XA5206050XA52
BANK AMER CORP SUB INTNTS BE CALL 6% 11/15/37
          06050XA6006050XA60
BANK AMER CORP SUB INTNTS BE CALL 6.12% 12/15/37
          06050XA7806050XA78
BANK AMER CORP SUB INTNTS BE CALL 6.15% 12/15/37
          06050XA8606050XA86
BANK AMER CORP SUB INTNTS BE CALL 6.35% 12/15/37
          06050XA9406050XA94
BANK AMER CORP SUB INTNTS BE FR 6.05% 02/15/38
          06050XB2806050XB28
BANK AMER CORP SUB INTNTS BE CALL 6.15% 03/15/38
          06050XB3606050XB36
BANK AMER CORP SUB INTNTS BE CALL 6% 03/15/38
          06050XB5106050XB51
BANK AMER CORP SUB INTNTS BE CALL 6% 05/15/25
          06050XB8506050XB85
BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/38
        06050XB9306050XB93
BANK AMER CORP SUB INTNTS BE CALL6.375% 06/15/38
        06050XC2706050XC27
BANK AMER CORP SUB INTNTS BE CALL 6.5% 06/15/38
        06050XC3506050XC35
BANK AMER CORP SUB INTNTS BE CALL 6.5% 06/15/38
        06050XC4306050XC43
BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38
        06050XC5006050XC50
BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38
        06050XC6806050XC68
BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38
        06050XC7606050XC76
BANK AMER CORP SUB INTNTS BE FR 6.25% 08/15/18
        06050XC8406050XC84
BANK AMER CORP SUB INTNTS BE CALL 6.9% 08/15/38
        06050XCW1INTNTS BE FR
BANK AMER CORP SUB06050XCW1 6.85% 10/15/26
        06050XCZ406050XCZ4
BANK AMER CORP SUB INTNTS BE FR 6.75% 11/15/26
        06050XD2606050XD26
BANK AMER CORP SUB INTNTS BE CALL6.375% 08/15/23
        06050XD6706050XD67
BANK AMER CORP SUB INTNTS BE CALL 6.8% 09/15/38
        06050XD7506050XD75
BANK AMER CORP SUB INTNTS BE FR 6.35% 09/15/18
        06050XD8306050XD83
BANK AMER CORP SUB INTNTS BE CALL 6.9% 09/15/38
        06050XDC406050XDC4
BANK AMER CORP SUB INTNTS BE FR 6.8% 11/15/26
        06050XDM2INTNTS BE CALL 6.65% 11/15/26
BANK AMER CORP SUB06050XDM2
        06050XDP506050XDP5
BANK AMER CORP SUB INTNTS BE CALL 6.7% 12/15/26
        06050XDU406050XDU4
BANK AMER CORP SUB INTNTS BE CALL 7% 12/15/26
        06050XDV206050XDV2
BANK AMER CORP SUB INTNTS BE FR 6% 02/15/12
        06050XFN806050XFN8
BANK AMER CORP SUB INTNTS BE CALL 6.8% 05/15/27
        06050XFS7 INTNTS BE
BANK AMER CORP SUB06050XFS7 CALL 6.75% 05/15/27
        06050XFW8INTNTS BE CALL 6.8% 05/15/27
BANK AMER CORP SUB06050XFW8
        06050XFX6 INTNTS BE
BANK AMER CORP SUB06050XFX6 FR 6% 05/15/12
        06050XGA506050XGA5
BANK AMER CORP SUB INTNTS BE CALL 6.8% 05/15/27
        06050XGE706050XGE7
BANK AMER CORP SUB INTNTS BE CALL 6.8% 06/15/27
        06050XGN706050XGN7
BANK AMER CORP SUB INTNTS BE CALL 6.7% 06/15/27
        06050XGS606050XGS6
BANK AMER CORP SUB INTNTS BE CALL 6.6% 06/15/27
        06050XGW7  INTNTS BE CALL 6.65% 07/15/27
BANK AMER CORP SUB06050XGW7
        06050XHA406050XHA4
BANK AMER CORP SUB INTNTS BE CALL 6.55% 08/15/27
        06050XHH906050XHH9
BANK AMER CORP SUB INTNTS BE CALL 6.3% 09/15/27
        06050XHM8INTNTS BE CALL 6.2% 09/15/27
BANK AMER CORP SUB06050XHM8
        06050XHN606050XHN6
BANK AMER CORP SUB INTNTS BE CALL 5.6% 09/15/17
        06050XHQ906050XHQ9
BANK AMER CORP SUB INTNTS BE CALL 6.15% 09/15/27
        06050XHT306050XHT3
BANK AMER CORP SUB INTNTS BE CALL 6% 09/15/27
        06050XHY206050XHY2
BANK AMER CORP SUB INTNTS BE CALL6.375% 10/15/27
        06050XJB0 INTNTS BE
BANK AMER CORP SUB06050XJB0 CALL 6.3% 11/15/27
        06050XJE4 INTNTS BE
BANK AMER CORP SUB06050XJE4 CALL 6.2% 11/15/27
        06050XJJ3 INTNTS BE
BANK AMER CORP SUB06050XJJ3 CALL 6% 11/15/27
        06050XJN4 INTNTS BE
BANK AMER CORP SUB06050XJN4 CALL 6.1% 12/15/27
        06050XJS3 INTNTS BE
BANK AMER CORP SUB06050XJS3 CALL6.125% 12/15/27
        06050XJU8 INTNTS BE
BANK AMER CORP SUB06050XJU8 CALL 6% 12/15/32
        06050XJW406050XJW4
BANK AMER CORP SUB INTNTS BE CALL 6% 12/15/32
        06050XJX2 INTNTS BE
BANK AMER CORP SUB06050XJX2 CALL 5.45% 01/15/18
        06050XKC606050XKC6
BANK AMER CORP SUB INTNTS BE CALL 5.75% 02/15/28
        06050XKE206050XKE2
BANK AMER CORP SUB INTNTS BE CALL 5.3% 02/15/18
        06050XKF9 INTNTS BE
BANK AMER CORP SUB06050XKF9 CALL 5.7% 02/15/28
        06050XKG706050XKG7
BANK AMER CORP SUB INTNTS BE CALL 5.35% 02/15/18
        06050XKH506050XKH5
BANK AMER CORP SUB INTNTS BE CALL 5.7% 02/15/28
        06050XLA906050XLA9
BANK AMER CORP SUB INTNTS BE CALL 5.05% 05/15/18
        06050XLV3 INTNTS BE
BANK AMER CORP SUB06050XLV3 CALL 4.6% 06/15/18
        06050XLZ4 INTNTS BE
BANK AMER CORP SUB06050XLZ4 CALL 5% 07/15/18
        06050XMS9INTNTS BE CALL 6% 08/15/28
BANK AMER CORP SUB06050XMS9
        06050XMV2INTNTS BE CALL 6% 09/15/28
BANK AMER CORP SUB06050XMV2
        06050XNC306050XNC3
BANK AMER CORP SUB INTNTS BE CALL 6% 10/15/28
        06050XNG406050XNG4
BANK AMER CORP SUB INTNTS BE CALL 5.75% 11/15/28
        06050XNM1INTNTS BE CALL 5% 12/15/13
BANK AMER CORP SUB06050XNM1
        06050XNQ2INTNTS BE CALL 5.9% 12/15/28
BANK AMER CORP SUB06050XNQ2
        06050XNS806050XNS8
BANK AMER CORP SUB INTNTS BE CALL 5% 12/15/13
        06050XNU306050XNU3
BANK AMER CORP SUB INTNTS BE CALL 5.8% 12/15/28
        06050XNW9  INTNTS BE CALL 5.5% 01/15/29
BANK AMER CORP SUB06050XNW9
        06050XPF4 INTNTS BE
BANK AMER CORP SUB06050XPF4 CALL 5.5% 02/15/24
        06050XPH006050XPH0
BANK AMER CORP SUB INTNTS BE CALL 5.25% 02/15/19
        06050XPQ006050XPQ0
BANK AMER CORP SUB INTNTS BE CALL 5% 03/15/16
        06050XPS6 INTNTS BE
BANK AMER CORP SUB06050XPS6 CALL 5% 03/15/19
        06050XPT406050XPT4
BANK AMER CORP SUB INTNTS BE CALL 5.25% 03/15/29
        06050XQJ5 INTNTS BE
BANK AMER CORP SUB06050XQJ5 CALL 6% 05/15/24
        06050XQR706050XQR7
BANK AMER CORP SUB INTNTS BE CALL 6.15% 06/15/29
        06050XQU0INTNTS BE CALL 6% 06/15/24
BANK AMER CORP SUB06050XQU0
        06050XQX406050XQX4
BANK AMER CORP SUB INTNTS BE CALL 6.2% 06/15/29
        06050XQZ906050XQZ9
BANK AMER CORP SUB INTNTS BE CALL 6% 06/15/19
        06050XRA306050XRA3
BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/29
        06050XRD706050XRD7
BANK AMER CORP SUB INTNTS BE CALL 5.9% 07/15/29
        06050XRH806050XRH8
BANK AMER CORP SUB INTNTS BE FR 6% 07/15/34
        06050XRL9 INTNTS BE
BANK AMER CORP SUB06050XRL9 CALL 6% 08/15/34
        06050XRQ806050XRQ8
BANK AMER CORP SUB INTNTS BE CALL 5.75% 08/15/29
        06050XRS406050XRS4
BANK AMER CORP SUB INTNTS BE CALL 5.5% 08/15/24
        06050XRT206050XRT2
BANK AMER CORP SUB INTNTS BE CALL 5.75% 08/15/29
        06050XRU906050XRU9
BANK AMER CORP SUB INTNTS BE CALL 5% 09/15/14
        06050XRW5INTNTS BE CALL 5.8% 09/15/29
BANK AMER CORP SUB06050XRW5
        06050XRZ806050XRZ8
BANK AMER CORP SUB INTNTS BE CALL 5.65% 09/15/29
        06050XSA206050XSA2
BANK AMER CORP SUB INTNTS BE CALL 5% 09/15/14
        06050XSD606050XSD6
BANK AMER CORP SUB INTNTS BE CALL 5% 09/15/15
        06050XSE4 INTNTS BE
BANK AMER CORP SUB06050XSE4 CALL 5.3% 09/15/19
        06050XSG906050XSG9
BANK AMER CORP SUB INTNTS BE CALL 5.6% 09/15/29
        06050XSH706050XSH7
BANK AMER CORP SUB INTNTS BE CALL 5.25% 10/15/19
        06050XSK0 INTNTS BE
BANK AMER CORP SUB06050XSK0 CALL 5.5% 10/15/29
        06050XSR506050XSR5
BANK AMER CORP SUB INTNTS BE CALL 5.5% 11/15/29
        06050XSS3 INTNTS BE
BANK AMER CORP SUB06050XSS3 CALL 5% 11/15/14
        06050XSV606050XSV6
BANK AMER CORP SUB INTNTS BE CALL 4.95% 11/15/14
        06050XSX2 INTNTS BE
BANK AMER CORP SUB06050XSX2 CALL 5.5% 11/15/29
        06050XTS2 INTNTS BE
BANK AMER CORP SUB06050XTS2 CALL 5.25% 02/15/30
        06050XTX106050XTX1
BANK AMER CORP SUB INTNTS BE CALL 5% 02/15/20
        06050XUC506050XUC5
BANK AMER CORP SUB INTNTS BE CALL 5% 03/15/15
        06050XVH306050XVH3
BANK AMER CORP SUB INTNTS BE CALL 5.25% 08/15/15
          06050XVJ9 INTNTS BE
BANK AMER CORP SUB06050XVJ9 CALL 5.5% 08/15/30
          06050XVK606050XVK6
BANK AMER CORP SUB INTNTS BE CALL 5.25% 08/15/15
          06050XVL4 INTNTS BE
BANK AMER CORP SUB06050XVL4 CALL 5.6% 08/15/30
          06050XWF6INTNTS BE CALL5.625% 11/15/15
BANK AMER CORP SUB06050XWF6
          06050XWR0INTNTS BE CALL 6% 12/15/35
BANK AMER CORP SUB06050XWR0
          06050XWX7INTNTS BE CALL 6.3% 05/15/31
BANK AMER CORP SUB06050XWX7
          06050XWZ2INTNTS BE CALL 6.25% 05/15/36
BANK AMER CORP SUB06050XWZ2
          06050XXB406050XXB4
BANK AMER CORP SUB INTNTS BE CALL 6.3% 05/15/36
          06050XXD006050XXD0
BANK AMER CORP SUB INTNTS BE CALL 6.3% 06/15/36
          06050XXF5 INTNTS BE
BANK AMER CORP SUB06050XXF5 CALL 6.3% 06/15/36
          06050XXH106050XXH1
BANK AMER CORP SUB INTNTS BE CALL 6.2% 06/15/36
          06050XXK406050XXK4
BANK AMER CORP SUB INTNTS BE CALL 6.2% 06/15/36
          06050XXL2 INTNTS BE
BANK AMER CORP SUB06050XXL2 CALL 6.35% 08/15/36
          06050XXS7 INTNTS BE
BANK AMER CORP SUB06050XXS7 CALL 6.2% 08/15/31
          06050XXV006050XXV0
BANK AMER CORP SUB INTNTS BE CALL 6.25% 08/15/36
          06050XXY406050XXY4
BANK AMER CORP SUB INTNTS BE CALL6.125% 08/15/36
          06050XYB306050XYB3
BANK AMER CORP SUB INTNTS BE CALL6.125% 09/15/36
          06050XYD906050XYD9
BANK AMER CORP SUB INTNTS BE CALL 6.2% 09/15/36
          06050XYF4 INTNTS BE
BANK AMER CORP SUB06050XYF4 CALL 6.25% 09/15/36
          06050XYG206050XYG2
BANK AMER CORP SUB INTNTS BE CALL 6% 09/15/26
          06050XYJ6 INTNTS BE
BANK AMER CORP SUB06050XYJ6 CALL 6% 11/15/26
          06050XYL1 INTNTS BE
BANK AMER CORP SUB06050XYL1 CALL 6.15% 11/15/36
          06050XYN706050XYN7
BANK AMER CORP SUB INTNTS BE CALL 6.1% 11/15/36
          06050XYQ006050XYQ0
BANK AMER CORP SUB INTNTS BE CALL 6% 11/15/36
          06050XYR806050XYR8
BANK AMER CORP SUB INTNTS BE CALL5.375% 12/15/14
          06050XYS6 INTNTS BE
BANK AMER CORP SUB06050XYS6 CALL 5.95% 12/15/36
          06050XYU106050XYU1
BANK AMER CORP SUB INTNTS BE CALL 5.8% 12/15/36
          06050XYW7INTNTS BE CALL 5.95% 12/15/36
BANK AMER CORP SUB06050XYW7
          06050XYZ0 INTNTS BE
BANK AMER CORP SUB06050XYZ0 CALL 6% 02/15/37
          06050XZB206050XZB2
BANK AMER CORP SUB INTNTS BE CALL 6.05% 02/15/37
          06050XZC006050XZC0
BANK AMER CORP SUB INTNTS BE CALL 5.6% 02/15/16
          06050XZD806050XZD8
BANK AMER CORP SUB INTNTS BE CALL 6% 02/15/37
          06050XZE6 INTNTS BE
BANK AMER CORP SUB06050XZE6 CALL 6.05% 06/15/37
          06050XZG106050XZG1
BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/27
          06051GDW66051GDW6
                      0
Bank of America Corp. 4.90% 05/01/13
          06051GDX406051GDX4
BANK OF AMERICA CORP 5.65% SR NTS 05/01/18
          06051GDY206051GDY2
Bank of America Corp. 7.375% 05/15/14
          06051GDZ906051GDZ9
Bank of America Corp. 7.625% 06/01/19
          06051GEA306051GEA3
BANK OF AMERICA CORP 6.50% SR NTS 08/01/16
          06051GEB106051GEB1
Bank of America Corp. 4.50% 04/01/15
          06051GEC906051GEC9
Bank of America Corp. 5.625% 07/01/20
          06051GED706051GED7
BANK OF AMERICA CORP. 3.70% SR NTS 09/01/15
          06051GEE506051GEE5
BANK OF AMERICA CORP. 5.875% SR NTS 01/05/21
          06051GEG006051GEG0
Bank Of America Corp. 3.625% 03/17/16
          06051GEH806051GEH8
Bank of America Corp. 5.00% SR NTS 05/13/21
          06051GEK106051GEK1
Bank Of America Corp. 3.75% 07/12/16
          06366QGJ006366QGJ0
Bank of Montreal 1.75% SR NTS 04/29/14
            063679CG7063679CG7
BANK MONTREAL QUE FIXED RT SR NT, SER A 2.125% 06/28/2013
            064057BA9064057BA9
Bank of New York 6.375% SR NTS 4/1/12
            064057BD3064057BD3
Bank of New York 5.5% NTS 12/1/17
            06406HBB406406HBB4
Bank of New York 5% SR NTS 3/23/12
            06406HBE806406HBE8
Bank of New York Mellon 4.95% MTNs 11/1/12
            YORK MTN BK ENT FR
BANK NEW 06406HBJ7 06406HBJ74.5% 04/01/13
            06406HBK406406HBK4
Bank of New York Mellon 5.125% SR NTS 8/27/13
            YORK MTN BK ENT FR 4.3% 05/15/14
BANK NEW 06406HBL206406HBL2
            YORK MTN 06406HBM0
                       BK
BANK NEW 06406HBM0 ENT FR 5.45% 05/15/19
            YORK MTN BK ENT SR NT
BANK NEW 06406HBN806406HBN8 3.1% 01/15/15
            YORK MTN BK ENT SR NT
BANK NEW 06406HBP306406HBP3 4.6% 01/15/20
            06406HBQ1  06406HBQ1
BANK OF NY MELLON 2.95% SR NTS 06/18/15
            06406HBS706406HBS7
BANK OF NEW YORK MELLON 2.5% 01/15/2016
            06406HBU206406HBU2
BANK OF NEW YORK MELLON 4.15% NTS 02/01/21
            06406HBX606406HBX6
BANK OF NEW YORK MELLON 2.3% 07/28/16
            06406JHB4 06406JHB4
Bank of New York 4.95% MTN 3/15/15
            YORK INC SB CORENOTES
BANK NEW 0640P1PX50640P1PX5 CALL 6% 12/15/32
            YORK INC SB CORENOTES
BANK NEW 0640P1SS3 0640P1SS3 CALL 6% 08/15/23
            YORK INC SB CORENOTES
BANK NEW 0640P1ST1 0640P1ST1 CALL 6.15% 08/15/33
            YORK INC SB CORENOTES
BANK NEW 0640P1SV60640P1SV6 CALL 6.1% 08/15/33
            064149A56064149A56
BANK OF NOVA SCOTIA 2.25% SR NTS 01/22/13
            064149A64064149A64
BANK OF NOVA SCOTIA 3.4% SR NTS 01/22/15
            064149B97064149B97
BANK NOVA SCOTIA 2.375% SR NTS 12/17/13
            064149C47064149C47
BANK OF NOVA SCOTIA. 2.05% 10/07/2015
            064149C88064149C88
Bank of Nova Scotia 4.375% 01/13/21
            064149D87064149D87
Bank of Nova Scotia 2.90% 03/29/16
            06423AAQ6  06423AAQ6
BANK ONE CORP SUB NT 5.9% 11/15/11
            06423AAS206423AAS2
BANK ONE CORP SB NT 5.25% 01/30/13
            06423AAV506423AAV5
BANK ONE CORP SUB NT 4.9% 04/30/15
            066365BX4066365BX4
BANKERS TR CORP SUB DEB 7.5% 11/15/15
            067383AA7067383AA7
Bard (CR) Inc 6.700% NTS 12/01/26
            067383AB5067383AB5
CR BARD INC. 2.875% SR NTS 01/15/16
            067383AC3067383AC3
CR BARD INC. 4.4% SR NTS 01/15/21
            06738CGY906738CGY9
BARCLAYS BANK PLC 5.01% NTS 11/30/2035
            06738GUZ106738GUZ1
BARCLAYS BK PLC SR NT 5.45% 09/12/2012
            06738JAT1 FR 5% 04/21/20
BARCLAYS BK PLC MTN06738JAT1
            06739FFS5 06739FFS5
BARCLAYS BK PLC SR NT 6.75% 05/22/2019
            06739FFZ9 06739FFZ9
BARCLAYS BK PLC SR NT 5.2% 07/10/2014
            06739FGF206739FGF2
BARCLAYS BK PLC SR NT 5% 09/22/2016
            06739FGP006739FGP0
BARCLAYS BK PLC SR NT 2.5% 01/23/2013
            06739GAR006739GAR0
BARCLAYS BANK PLC SR NT 5.125% 01/08/2020
            06739GBP306739GBP3
BARCLAYS BANK PLC 5.140% LOWER TIER 2 NTS 10/14/20
            06739GBS706739GBS7
Barclays Bank PLC. 2.375% 01/13/14
            067901AA6067901AA6
BARRICK GOLD CORP NT 5.8% 11/15/34
            067901AB4067901AB4
BARRICK GOLD CORP SR NT 6.95% 04/01/19
            06846NAB006846NAB0
BARRETT BILL CORP SR NT 9.875% 07/15/16
            06846NAC806846NAC8
BILL BARRETT CORP. 7.625% 10/01/19
            06849RAB806849RAB8
Barrick NA Finance 6.8% GTD NTS 9/15/18
            06849RAC606849RAC6
Barrick NA Finance 7.5% GTD NTS 9/15/38
            06849TAA606849TAA6
Barrick Gold Finance 6.125% GTD NTS 9/15/13
            06849UAC906849UAC9
BARRICK AUSTRALIA FIN PTY LTD GTD NT 4.95% 01/15/20
            06849UAD7  06849UAD7
BARRICK AUSTRALIA FIN PTY LTD GTD NT 5.95% 10/15/39
            06849VAA106849VAA1
Barrick Gold Finance 5.8% NTS 11/15/34
            06849VAB906849VAB9
Barrick Gold Finance 4.875% NTS 11/15/14
            06985PAB606985PAB6
Basic Energy Services 7.125% GTD NTS 4/15/16
            071813AM1  071813AM1
Baxter International 6.625% DEB 02/15/28
            071813AU3071813AU3
Baxter International 4.625% NTS 03/15/15
            071813AX7071813AX7
Baxter International 6.25% SR NTS 12/1/37
            071813AY5071813AY5
Baxter International 5.375% NTS 6/1/18
            071813AZ2071813AZ2
BAXTER INTL 4.0% SR NTS 03/01/14
            071813BA6071813BA6
BAXTER INTL INC SR NT 4.5% 08/15/19
            071813BB4071813BB4
BAXTER INTL INC SR NT 1.8% 03/15/13
            071813BC2071813BC2
BAXTER INTL INC SR NT 4.25% 03/15/20
            CO MTN BE PUT 6.43%
BAY ST GAS07261LAY8 07261LAY8 12/15/2025
            CO MTN BE FR 6.26%
BAY ST GAS07261LBA907261LBA902/15/2028
             5/8% DEBS 11/15/21
BEAM INC 8073730AA1073730AA1
             7/8% DEB 01/15/2023
BEAM INC 7073730AB9073730AB9
            07385TAJ5 07385TAJ5
Bear Stearns Cos 5.700% GLB NTS 11/15/14
            07387EDH707387EDH7
BEAR STEARNS COS INC CALL 5.75% 02/15/24
            07387EFE2 07387EFE2
BEAR STEARNS COS INC CALL 6.05% 05/15/29
            07387EFR3 07387EFR3
BEAR STEARNS COS INC CALL 6% 07/15/29
            07387EFV4 07387EFV4
BEAR STEARNS COS INC CALL 6% 08/15/29
            07387EFX0 07387EFX0
BEAR STEARNS COS INC CALL 5.85% 08/15/29
            07387EFZ5 07387EFZ5
BEAR STEARNS COS INC CALL 5.85% 08/27/30
            07387EHR107387EHR1
BEAR STEARNS COS INC CALL 6% 02/24/31
            07387EHS907387EHS9
BEAR STEARNS COS INC CALL 6% 03/31/26
            07387EHT707387EHT7
BEAR STEARNS COS INC CALL 6% 05/15/37
            073902CD8073902CD8
Bear Stearns Cos 4.650% GLB NTS 07/02/18
            073902KE7073902KE7
BEAR STEARNS COMPANIES INC EURO FR 07/27/2012
            073902KF4 073902KF4
Bear Stearns Cos 5.3% NTS 10/30/15
            073902PN2073902PN2
Bear Stearns Cos 5.55% NTS 01/22/17
            073902PP7073902PP7
Bear Stearns Cos 5.35% SR NTS 2/1/12
            073902PR3073902PR3
Bear Stearns 6.4% SR NTS 10/2/17
            073902RU4073902RU4
Bear Stearns 7.25% SR NTS 2/1/18
            073928CG6073928CG6
BEAR STEARNS COS INC MTN BE FR 6.578% 05/22/2012
            073928X73073928X73
BEAR STEARNS COS INC MTN BE FR 6.95% 08/10/2012
            073928X99073928X99
BEAR STEARNS COS INC MTN BE FR 6.9% 08/15/12
            073928YW7  073928YW7
BEAR STEARNS COS INC MTN BE FR 5.5% 03/28/23
            073928ZR7073928ZR7
BEAR STEARNS COS INC MTN BE CALL 5.1% 06/16/23
            07556QAN5  07556QAN5
Beazer Homes USA 6.875% GTD NTS 7/15/15
            07556QAQ8  07556QAQ8
Beazer Homes USA 8.125% GTD NTS 6/15/16
            07556QAU9  07556QAU9
BEAZER HOMES USA INC SR NT 12% 10/15/17
            07556QAV707556QAV7
BEAZER HOMES USA INC SR NT 9.125% 06/15/18
            075816AA6075816AA6
Beckman Instrument 7.05% DEBS 6/1/26
           075887AN9075887AN9
Becton Dickinson & Co 7.000% DEB 08/01/27
           075887AQ2075887AQ2
Becton Dickinson & Co 6.700% DEB 08/01/28
           075887AS8075887AS8
Becton Dickinson & Co 4.550% NTS 04/15/13
           075887AT6075887AT6
Becton Dickinson & Co 4.900% NTS 04/15/18
           075887AU3075887AU3
BECTON DICKINSON & CO NT 5% 05/15/19
           075887AV1075887AV1
BECTON DICKINSON & CO NT 6% 05/15/39
           075887AW9   075887AW9
BECTON DICKINSON 3.25% SR NTS 11/12/20
           075887AX7075887AX7
BECTON DICKINSON 5.0% SR NTS 11/12/40
           075887BA6075887BA6
BECTON DICKINSON 3.125% SR NTS 11/08/21
           075887BB4075887BB4
BECTON DICKINSON 1.75% SR NTS 11/08/16
            7% SR SUB NTS 3/15/17
Belden CDT077454AC0077454AC0
           07786DAA407786DAA4
BELL ATLANTIC-PENNSYLVANIA INC DEB       6% 12/01/28
           078167AZ6078167AZ6
Bell Telephone of PA 8.350% DEB 12/15/30
           078167BA0078167BA0
Bell Telephone of PA 8.750% DEB 08/15/31
            CAP FDG CORP DEB
BELLSOUTH079857AF5079857AF57.12% 07/15/97
           079857AH1079857AH1
BellSouth Cap Funding 7.875% DEB 02/15/30
           079860AD4079860AD4
BellSouth Corp 6.875% NTS 10/15/31
           079860AE2079860AE2
BellSouth Corp 6.550% NTS 06/15/34
           079860AG7079860AG7
Bellsouth Corp 5.200% NTS 09/15/14
           079860AJ1 NTS 11/15/12
BellSouth Corp 4.750% 079860AJ1
           079860AK8079860AK8
BellSouth Corp 6.000% NTS 11/15/34
           079860AL6 NTS 12/15/16
BellSouth Corp 5.200% 079860AL6
           079867AM9   079867AM9
Bellsouth Telecommunications 7% DEBS 10/1/25
            TELECOM DEB 5.85%
BELLSOUTH079867AN7079867AN7 11/15/45
           079867AP2079867AP2
Bellsouth Telecommunications 7% DEBS 12/1/95
           079867AW7   079867AW7
Bellsouth Telecommunications 6.375% DEBS 6/1/28
           080555AE5080555AE5
Belo (AH) Corp 7.750% SR DEB 06/01/27
           080555AF2080555AF2
Belo (AH) Corp 7.250% SR DEB 09/15/27
           080555AH8080555AH8
Belo (AH) Corp 6.75% SR NTS 05/30/13
            SR NT 8% 11/15/16
BELO CORP 080555AJ4 080555AJ4
            7/8% due 4/1/2012
Bemis Co. 4081437AE5081437AE5
           081437AF2081437AF2
BEMIS INC NT 6.8% 08/01/19
           081437AG0081437AG0
BEMIS INC NT 5.65% 08/01/14
           081437AH8081437AH8
BEMIS COMPANY INC. 4.50% 10/15/21
           084423AC6084423AC6
Berkley (WR) Corp 8.700% DEB 01/01/22
           084423AJ1 084423AJ1
Berkley (WR) Corp 5.875% SR NTS 02/15/13
           084423AL6 084423AL6
Berkley (WR) Corp 6.150% SR NTS 08/15/19
           084423AM4   084423AM4
Berkley (WR) Corp 5.600% SR NTS 05/15/15
           084423AP7084423AP7
Berkley (WR) Corp 6.25% SR NTS 2/15/37
            R CORP SR NT 7.375% 09/15/19
BERKLEY W 084423AQ5084423AQ5
            R CORP SR NT 5.375%
BERKLEY W 084423AR3084423AR309/15/2020
           084664AD3084664AD3
Berkshire Hathaway Finance 4.625% GTD NTS 10/15/13
           084664AM3   084664AM3
Berkshire Hathaway Finance 5.1% NTS 7/15/14
           084664AT8084664AT8
Berkshire Hathaway Finance 4.85% GTD NTS 1/15/15
           HATHAWAY. 5.125% 09/15/2012
BERKSHIRE 084664AY7084664AY7
           HATHAWAY FINGTD NTS
BERKSHIRE 084664BD2084664BD2 4.6% 05/15/13
           HATHAWAY FIN 5.4% GTD NTS 05/15/18
BERKSHIRE 084664BE0084664BE0
             HATHAWAY FIN 5 % GTD
BERKSHIRE 084664BG5084664BG5 NTS 08/15/13
             HATHAWAY. 4.0% 04/15/2012
BERKSHIRE 084664BK6084664BK6
             084664BL4 084664BL4
Berkshire Hathaway 5.75% 01/15/40
             084664BN0084664BN0
Berkshire Hathaway 2.45% 12/15/15
             HATHAWAY FIN 4.25%
BERKSHIRE 084664BQ3084664BQ3 01/15/21
             HATHAWAY INC DEL SR
BERKSHIRE 084670AU2084670AU2 FIXED RT NT 2.125% 02/11/2013
             HATHAWAY INC DEL FIXED RT SR NT 3.2% 02/11/2015
BERKSHIRE 084670AV0084670AV0
             HATHAWAY INC DEL SR
BERKSHIRE 084670AZ1084670AZ1 FIXED RATE NT 1.4% 02/10/2012
             HATHAWAY INC. 2.2%
BERKSHIRE 084670BB3084670BB308/15/16
             HATHAWAY INC. 3.75%
BERKSHIRE 084670BC1084670BC1 08/15/21
              CO SR SB NT 8.25% 11/01/16
BERRY PETE085789AC9085789AC9
             085789AD7085789AD7
BERRY PETROLEUM CO 10.25% SR NTS 06/01/14
              CO SR NT 6.75% 11/01/2020
BERRY PETE085789AE5085789AE5
             086516AJ0 086516AJ0
BEST BUY INC NT 6.75% 07/15/13
             086516AK7086516AK7
BEST BUY COMPANY, INC. 3.75% 03/15/16
             086516AL5 5.50% 03/15/21
Best Buy Company Inc. 086516AL5
              MTN BE FR 6.625% 04/15/28
BESTFOODS08658EAA508658EAA5
             090572AN8090572AN8
BIO RAD LABS INC SR SUB NT 8% 09/15/16
             090572AP3090572AP3
BIO RAD LABORATORIES INC SR NT 4.875% 12/15/2020
             09064AAF809064AAF8
BIOMED REALTY LP 3.85% 04/15/16
             091797AM2SR NT 4.75%
BLACK & DECKER CORP091797AM2 11/01/2014
             091797AN0091797AN0
BLACK & DECKER CORP SR NT 5.75% 11/15/2016
             091797AP5091797AP5
BLACK & DECKER CORP SR NT 8.95% 04/15/2014
             092113AE9092113AE9
Black Hills Corp 6.500% NTS 05/15/13
             092113AF6092113AF6
BLACK HILLS CORP SR NT 9% 05/15/14
             092113AG4092113AG4
Black Hills Corp 5.875% Sr Unsecured 07/15/20
             092114AB3092114AB3
BLACK HILLS POWER INC. 6.125% 11/01/39
             09247XAC509247XAC5
Blackrock Inc. 6.25% NTS 9/15/17
              INC NT 3.5% 12/10/14
BLACKROCK09247XAD309247XAD3
              INC NT 5% 12/10/19
BLACKROCK09247XAE109247XAE1
              INC NT 2.25% 12/10/12
BLACKROCK09247XAF809247XAF8
              INC. 4.25% SR NTS 05/24/21
BLACKROCK09247XAH409247XAH4
             093662AC8093662AC8
Block Financial 5.125% GTD NTS 10/30/14
             093662AD6093662AD6
Block Financial 7.875% GTD NTS 1/15/13
             09643PAB409643PAB4
Blyth Industries Inc 5.500% SR NTS 11/01/13
             096629AA8096629AA8
Boardwalk Pipeline 5.50% 02/01/2017
             096630AA6096630AA6
Boardwalk Pipeline 5.875% 11/15/2016
             096630AB4096630AB4
Boardwalk Pipeline 5.75% 09/15/2019
             09689RAA709689RAA7
Boyd Gaming 7.125% SR NTS 2/1/16
             09700PDL909700PDL9
BOEING CAP CORP INTERNOTES FR 4.75% 05/15/13
             09700WDG59700WDG5
                        0
BOEING CAP CORP SR MTN BE FR 7.58% 05/15/2014
             097014AG9097014AG9
Boeing Capital Corp 6.500% SR NTS 02/15/12
             097014AH7097014AH7
Boeing Capital Corp 5.800% SR NTS 01/15/13
             097014AK0097014AK0
BOEING CAPITAL CORP 3.25% SR NTS 10/27/14
             097014AL8 4.7% SR NTS
BOEING CAPITAL CORP 097014AL8 10/27/19
             097014AM6  097014AM6
Boeing Capital Corp. 2.90% 08/15/18
             097014AN4097014AN4
Boeing Capital Corp. 2.125% 08/15/16
            097023AD7097023AD7
Boeing Company 8.750% DEB 08/15/21
            097023AE5097023AE5
Boeing Company 8.750% DEB 09/15/31
            097023AG0097023AG0
Boeing Company 8.625% DEB 11/15/31
            097023AH8097023AH8
Boeing Company 7.950% DEB 08/15/24
            097023AK1097023AK1
Boeing Company 7.875% DEB 04/15/43
            097023AM7  097023AM7
Boeing Company 7.250% DEB 06/15/25
            097023AN5097023AN5
Boeing Company 6.875% DEB 10/15/43
            DEB     7.5% 08/15/42
BOEING CO 097023AQ8097023AQ8
            097023AS4097023AS4
Boeing Company 6.625% DEBS 02/15/38
            097023AT2097023AT2
Boeing Company 5.125% NTS 02/15/13
            097023AU9097023AU9
Boeing Company 6.125% NTS 02/15/33
            5.0% SR NTS 03/15/14
BOEING CO 097023AV7097023AV7
            6.0% NTS 03/15/19
BOEING CO 097023AW5    097023AW5
            6.875% SR NTS 03/15/39
BOEING CO 097023AX3097023AX3
            SR NT 3.5% 02/15/15
BOEING CO 097023AY1097023AY1
            SR NT 4.875% 02/15/20
BOEING CO 097023AZ8097023AZ8
            SR NT 5.875% 02/15/40
BOEING CO 097023BA2097023BA2
            SR NT 1.875% 11/20/12
BOEING CO 097023BB0097023BB0
            SR NT 3.75% 11/20/16
BOEING CO 097023BC8097023BC8
            097383AT0097383AT0
BOISE CASCADE CORP DEB DTD 01/24/1996 7.35% 02/01/2016
            099724AC0099724AC0
Borg Warner Automotive 7.125% NTS 02/15/29
            099724AD8099724AD8
Borg Warner Automotive 8.000% NTS 10/01/19
            099724AE6099724AE6
Borg Warner 5.75% SR NTS 11/1/16
            099724AG1099724AG1
BORGWARNER INC SR NT 4.625% 09/15/2020
            10075EAG310075EAG3
BOSTON GAS CO MTNS BK ENTRY FR 9.05% 09/01/2021
            10075EAH110075EAH1
BOSTON GAS CO MTNS BK ENTRY FR 8.33% 07/05/2022
            10075EAJ7 BK ENTRY
BOSTON GAS CO MTNS10075EAJ7 FR 8.33% 07/10/2018
            10075EAN810075EAN8
BOSTON GAS CO MTNS BK ENTRY FR 6.93% 04/01/16
            10075EAP310075EAP3
BOSTON GAS CO MTNS BK ENTRY FR 6.93% 01/15/2019
            10075EAW8BK ENTRY FR
BOSTON GAS CO MTNS10075EAW8 6.80% 11/30/12
            10112RAB010112RAB0
BOSTON PPTYS LTD PARTNERSHIP NT 6.25% 01/15/13
            10112RAE410112RAE4
BOSTON PPTYS LTD PARTNERSHIP SR NT 5% 06/01/15
            10112RAF110112RAF1
BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625% 04/15/15
            10112RAQ710112RAQ7
BOSTON PPTYS LTD PARTNERSHIP SR NT 5.875% 10/15/19
            10112RAR510112RAR5
BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625% 11/15/20
            10112RAS310112RAS3
BOSTON PROPERTIES LP 4.125% SR NTS 05/15/21
            10112RAT110112RAT1
BOSTON PROPERTIES LP 3.7% SR NTS 11/15/18
            101137AB3101137AB3
Boston Scientific Corp 5.450% NTS 06/15/14
            101137AD9101137AD9
Boston Scientific Corp 5.125% NTS 01/12/17
            101137AG2101137AG2
Boston Scientific Corp 6.4% SR NTS 6/15/16
            101137AJ6 101137AJ6
BOSTON SCIENTIFIC CORP 4.50% SR NTS 01/15/15
            101137AK3101137AK3
BOSTON SCIENTIFIC CORP 6.0% SR NTS 01/15/20
            101137AL1 101137AL1
BOSTON SCIENTIFIC CORP 7.375% SR NTS 01/15/40
            10138MAB1  10138MAB1
Bottling Group LLC 4.625% SR NTS 11/15/12
            10138MAD7 0138MAD7
                       1
Bottling Group LLC 4.125% SR NTS 6/15/15
            10138MAF2  10138MAF2
Bottling Group LLC 5% NTS 11/15/13
            10138MAG0 SR NTS 4/1/16
                       1
Bottling Group LLC 5.5% 0138MAG0
            10138MAH8 0138MAH8
                        1
Bottling Group 6.95% GTD NTS 3/15/14
            10138MAK1   10138MAK1
BOTTLING GROUP INC 5.125% SR NTS 01/15/19
            103304BD2103304BD2
Boyd Gaming 6.75% SR NTS 4/15/14
            10513KAA210513KAA2
BRANCH BKG & TR CO WILSON N C CALL5.625% 09/15/2016
            10513QBD2   10513QBD2
BRANCH BKG & TR CO NC MTN BE FR 4.875% 01/15/13
             Operating 5.4% due 11/1/14
Brandywine105340AB9105340AB9
            105340AE3105340AE3
BRANDYWINE OPER PARTNERSHIP L GTD NT 5.75% 04/01/2012
            105340AF0105340AF0
BRANDYWINE OPER PARTNERSHIP L GTD NT 6% 04/01/2016
             Oper Partners 5.7% GTD
Brandywine105340AJ2 105340AJ2 5/1/17
            105340AK9105340AK9
BRANDYWINE OPER PARTNERSHIP L GTD NT 7.5% 05/15/15
             Oper Partners 4.95%
Brandywine105340AL7 105340AL704/15/18
            10549PAE110549PAE1
BRASCAN CORP NT 7.125% 06/15/12
            10549PAG610549PAG6
BRASCAN CORP DEB 7.375% 03/01/33
            109043AG4109043AG4
BRIGGS & STRATTON CORP 6.875% 12/15/20
            109641AE0109641AE0
Brinker International 5.750% NTS 06/01/14
            110122AA6110122AA6
Bristol-Myers Squibb Co 7.150% DEB 06/15/23
            110122AB4110122AB4
Bristol-Myers Squibb Co 6.800% DEB 11/15/26
            110122AC2110122AC2
Bristol-Myers Squibb Co 6.875% DEBS 08/1/2097
            110122AL2 110122AL2
Bristol-Myers Squibb 5.25% SR NTS 08/15/13
            110122AP3110122AP3
Bristol-Myers Squibb Co 5.875% BDS 11/15/36
            110122AQ1110122AQ1
Bristol-Myers Squibb 6.125% NTS 5/1/38
            110122AR9110122AR9
Bristol-Myers Squibb 5.45% NTS 5/1/18
            110394AB9110394AB9
BRISTOW GROUP INC SR NT 7.5% 09/15/17
            111022AA7111022AA7
BRITISH TRANSCO FIN.INC 6.625% NTS 06/01/18
            11102AAA911102AAA9
BRITISH TELECOMMUNICATIONS PLC SR NT 5.95% 01/15/2018
            11102AAB711102AAB7
BRITISH TELECOMMUNICATIONS PLC SR NT 5.15% 01/15/2013
            Financial 6.125% SR NTS
Broadridge 11133TAA111133TAA1 6/1/17
            112585AB0112585AB0
BROOKFIELD ASSET MGMT INC NT 5.8% 04/25/17
            115637AH3115637AH3
Brown Forman 5.2% SR NTS 4/1/12
            115637AJ9 115637AJ9
BROWN FORMAN CORP NT 5% 02/01/2014
            115637AK6115637AK6
BROWN FORMAN CORP NT 2.5% 01/15/2016
            115885AE5115885AE5
Browning-Ferris 9.25% DEBS 5/1/21
            115885AK1115885AK1
Browning-Ferris 7.4% DEBS 9/15/35
            117043AE9117043AE9
Brunswick Corp 7.375% DEB 09/01/23
            117043AG4117043AG4
Brunswick Corp 7.125% NTS 08/01/27
            117043AK5117043AK5
BRUNSWICK CORP SR NT CR SEN 13 08/15/13
            118230AA9118230AA9
Buckeye Partners LP 4.625% NTS 07/15/13
            118230AC5118230AC5
BUCKEYE PARTNERS L P NT 6.75% 08/15/2033
            118230AD3118230AD3
Buckeye Partners LP 5.300% NTS 10/15/14
            118230AE1118230AE1
BUCKEYE PARTNERS L P NT 5.125% 07/01/2017
            118230AG6118230AG6
BUCKEYE PARTNERS L P SR NT 6.05% 01/15/2018
            118230AH4118230AH4
BUCKEYE PARTNERS L P NT 5.5% 08/15/2019
            118230AJ0 4.875% SR
BUCKEYE PARTNERS LP118230AJ0 NTS 02/01/21
            120568AH3120568AH3
Bunge Ltd Finance 5.875% GTD NTS 5/15/13
            120568AM2   120568AM2
Bunge Ltd Finance 5.35% GTD NTS 4/15/14
            120568AQ3120568AQ3
Bunge Ltd Finance 5.1% GTD NTS 7/15/15
            120568AT7120568AT7
BUNGE LIMITED FINANCE CO. 8.50% 06/15/2019
           120568AU4120568AU4
BUNGE Limited Finance 4.10% 03/15/16
           120569AA6120569AA6
Bunge NA Finance 5.9% GTD NTS 4/1/17
           121899CC0121899CC0
BURLINGTON NORTHERN R.R. 3.80% SER L 1/1/20
           121899CD8121899CD8
BURLINGTON NORTHERN R.R. 6.55% SER K 1/1/20
           121899CE6121899CE6
BURLINGTON NORTHERN R.R. 6.55% SER O 1/1/20
           121899CF3 121899CF3
BURLINGTON NORTHERN 8.15% SER N 1/1/20
           121899CG1121899CG1
BURLINGTON NORTHERN R.R. 8.15% SER P 1/1/20
           121899CH9121899CH9
BURLINGTON NORTHERN R.R. 3.20% SER M 1/1/45
           12189LAA912189LAA9
Berkshire Hathaway 5.75% 05/01/40
           12189LAC512189LAC5
BURLINGTON NORTH SANTA FE. 5.05% 03/01/2041
           12189LAE1 12189LAE1
BURLINGTON NORTH SANTA FE 5.4% SR NTS 06/01/41
           12189LAF8 12189LAF8
BURLINGTON NORTH SANTA FE 3.45% SR NTS 09/15/21
           12189LAG612189LAG6
BURLINGTON NORTH SANTA FE 4.95% 09/15/41
           12189TAU812189TAU8
BURLINGTON NORTH SANTA FE 5.9% SR NTS 07/01/12
           12189TAZ712189TAZ7
BURLINGTON NORTH SANTA FE 6.15% SR NTS 05/01/37
           12189TBC712189TBC7
BURLINGTON NORTH SANTA FE 4.7% SR NTS 10/01/19
           122014AE3122014AE3
Burlington Resources Inc 9.125% DEB 10/01/21
           122014AH6122014AH6
Burlington Resources Inc 8.200% DEB 03/15/25
           122014AJ2 122014AJ2
Burlington Resources Inc 6.875% DEB 02/15/26
           122014AL7 122014AL7
Burlington Resources Inc 7.375% DEB 03/01/29
           12201PAB212201PAB2
BURLINGTON RES FIN CO GTD NT 7.2% 08/15/31
           12201PAM8  12201PAM8
BURLINGTON RES FIN CO GTD NT 6.5% 12/01/11
           12201PAN612201PAN6
BURLINGTON RES FIN CO GTD NT 7.4% 12/01/31
              7.125% 11/01/23
CBS INC NT 124845AF5124845AF5
           124857AA1124857AA1
CBS Corp. 7.625% sr. deb 1/15/16
           124857AB9124857AB9
CBS CORP 8.2% 05/15/14
           124857AC7124857AC7
CBS CORP 8.875% 05/15/19
           124857AD5124857AD5
CBS CORP NEW GTD SR 5.75% 04/15/20
           124857AE3124857AE3
CBS CORP 4.3% 02/15/21
           124857AF0124857AF0
CBS CORP 5.9% 10/15/40
           12489LAE8 INC GTD SR
CB RICHARD ELLIS SVCS12489LAE8 SB NT 17 06/15/17
           12489LAG312489LAG3
CB RICHARD ELLIS SERVICE 6.625% 10/15/20
           12496DAA512496DAA5
Corporate Bond Tracers Series 2003-1 5.22% 7/25/13 (MS)
           12527GAA112527GAA1
CF INDUSTRIES INC 6.875% SR NTS 05/01/18
           12527GAB912527GAB9
CF INDUSTRIES INC 7.125% SR NTS 05/01/20
            Health 8.875% GTD NTS
Community12543DAF712543DAF7 7/15/15
            8.300% NTS 01/15/23
CIGNA Corp125509AG4125509AG4
            7.650% NTS 03/01/23
CIGNA Corp125509AH2125509AH2
            7.875% DEB 05/15/27
CIGNA Corp125509AZ2125509AZ2
            6.15% NTS 11/15/36
CIGNA Corp125509BH1125509BH1
           125509BJ7 125509BJ7
CIGNA CORP NT 5.375% 03/15/17
            6.35% SR NTS 3/15/18
CIGNA Corp125509BK4125509BK4
           125509BL2 125509BL2
CIGNA CORP 8.50% SR NTS 05/01/19
           125509BM0  125509BM0
CIGNA CORP SR NT 5.125% 06/15/2020
           125509BN8125509BN8
CIGNA CORP 4.375% SR NTS 12/15/20
           125509BP3125509BP3
CIGNA CORP 4.50% SR NTS 03/15/21
           125509BQ1125509BQ1
CIGNA CORP 5.5875% SR NTS 03/15/41
           125509BR9125509BR9
CIGNA CORP 2.75% SR NTS 11/15/16
           125509BS7 125509BS7
CIGNA CORP 4.0% SR NTS 02/15/22
           125509BT5125509BT5
CIGNA CORP 5.375% SR NTS 02/15/42
           INC 7.0% SR NTS 05/01/15
CIT GROUP 125581FV5125581FV5
           INC 7.0% SR 125581FW3
CIT GROUP 125581FW3 NTS 05/01/16
           INC 7.0% SR NTS 05/01/17
CIT GROUP 125581FX1 125581FX1
            6.875% SR NTS 12/15/15
CMS Energy125896AZ3125896AZ3
            6.55% SR NTS 7/17/17
CMS Energy125896BA7125896BA7
           125896BC3125896BC3
CMS ENERGY CORP SR NT 8.75% 06/15/19
           125896BE9125896BE9
CMS ENERGY CORP SR NT 6.25% 02/01/20
           125896BF6 125896BF6
CMS ENERGY CORP 4.25% SR NTS 09/30/15
           125896BG4125896BG4
CMS ENERGY CORP SR NT 5.05% 02/15/2018
            Corporation 2.75% 05/15/14
CMS Energy125896BH2125896BH2
           12589YAF612589YAF6 7% 07/15/29
CMS PANHANDLE HLDG CO NT
           126009AA7126009AA7
MS STRUCTURED ASSET CORP CMT LINKED TR UNITS SER 2010-01 BACKED BY ALTRIA GROUP, INC. NTS 5.00%
           126117AE0126117AE0
CNA Financial 7.250% DEB 11/15/23
           126117AH3126117AH3
CNA Financial 6.950% NTS 01/15/18
           126117AL4 126117AL4
CNA Financial 5.850% NTS 12/15/14
           126117AM2   126117AM2
CNA Financial 6.5% NTS 8/15/16
           126117AP5126117AP5
CNA FINL CORP SR NT 7.35% 11/15/19
           126117AQ3126117AQ3
CNA FINL CORP FIXED RT NT 5.875% 08/15/2020
           126117AR1126117AR1
CNA Financial Corp. 5.75% 08/15/21
           DEB 6.7% 05/01/34
CNF INC SR 12612WAB0   12612WAB0
           126149AD5126149AD5
CPC INTL INC NT-E 7.25% 12/15/26
           12614QAJ412614QAJ4
CPC INTL INC MTN BE CALL 7.0% 10/15/17
           12614QAK112614QAK1
CPC INTL INC MTN BE CALL 5.6% 10/15/97
           12616FAB312616FAB3
CPG PARTNERS L P NT 6.875% 06/15/12
           12616FAC112616FAC1
CPG PARTNERS L P NT 6% 01/15/13
           12626PAD512626PAD5
CRH AMER INC NT 6.95 03/15/12
           12626PAE312626PAE3
CRH America 5.3% GTD NTS 10/15/13
           12626PAF012626PAF0
CRH America 6.4% GTD NTS 10/15/33
           12626PAG812626PAG8
CRH America 6% NTS 9/30/16
           12626PAJ2 12626PAJ2
CRH America 8.125% NTS 7/15/18
           12626PAK912626PAK9
CRH AMERICA INC. 4.125% GTD NTS 01/15/16
           12626PAL712626PAL7
CRH AMERICA INC. 5.75% GTD NTS 01/15/21
           126304AG9126304AG9
CSC Holdings 7.875% DEBS 2/15/18
           126304AK0126304AK0
CSC Holdings 7.625% DEBS 7/15/18
           126304AR5126304AR5
CSC Holdings 6.75% SR NTS 4/15/12
           126307AA5126307AA5
CSC HOLDINGS LLC. 8.50% 04/15/14
           126408AM5   126408AM5
CSX Corp 8.625% DEB 05/15/22
           126408AQ6126408AQ6
CSX Corp 8.100% DEB 09/15/22
           126408BL6 126408BL6
CSX Corp 7.900% DEB 05/01/17
           126408BM4   126408BM4
CSX Corp 7.950% DEB 05/01/27
           126408BP7126408BP7
CSX Corp 7.250% DEB 05/01/27
           126408GB3126408GB3
CSX Corp 6.300% NTS 03/15/12
           126408GD9126408GD9
CSX Corp 5.500% NTS 08/01/13
           126408GF4126408GF4
CSX Corp 5.300% NTS 02/15/14
            126408GH0126408GH0
CSX Corp 6% NTS 10/1/36
            126408GJ6 126408GJ6
CSX Corp. 5.6% NTS 5/1/17
            126408GK3126408GK3
CSX Corp 6.15% NTS 5/1/37
            126408GL1126408GL1
CSX Corp 5.75% SR NTS 3/15/13
            126408GM93/15/18
CSX Corp 6.25% SR NTS126408GM9
            126408GN7126408GN7
CSX Corp 6.25% NTS 4/1/15
            126408GP2126408GP2
CSX Corp. 7.45% NTS 4/1/38
            126408GQ0126408GQ0
CSX CORP 7.375% NTS 02/01/19
            126408GS6126408GS6
CSX CORP FIXED RT NT 6.22% 04/30/2040
            126408GT4126408GT4
CSX CORP 3.7% SR NTS 10/30/20
            126408GU1126408GU1
CSX CORP 5.50% SR NTS 04/15/41
            126408GV9126408GV9
CSX CORP 4.25% SR NTS 06/01/21
            126408GW7 05/30/42
                      1
CSX CORP 4.75% SR NTS 26408GW7
            126410LK3 126410LK3
CSX TRANSN INC DEB 9.75% 06/15/20
            126410LL1 126410LL1
CSX TRANSN INC DEB 7.875% 05/15/43
            12641LBD412641LBD4
CSX CORP MEDTERM NTS BK EN FR 9.87% 02/12/2021
            12641LBU612641LBU6
CSX Corp 6.8% MTNS 12/1/28
            126650AV2126650AV2
CVS Corporation 4.875% NTS 09/15/14
            126650BE9126650BE9
CVS Corporation 6.125% SR NTS 8/15/16
            126650BH2126650BH2
CVS Caremark 5.75% SR NTS 6/1/17
            126650BJ8 126650BJ8
CVS Caremark 6.25% SR NTS 6/1/27
            126650BK5126650BK5
CVS CAREMARK 6.302% JR SUB 06/01/37
            126650BN9126650BN9
CVS CAREMARK CORPORATION SR NT 6.6% 03/15/19
            126650BR0126650BR0
CVS CAREMARK 6.125% SR NTS 09/15/39
            126650BT6126650BT6
CVS CAREMARK CORP SR NT FIXED RT 3.25% 05/18/2015
            126650BU3126650BU3
CVS CAREMARK CORP FIXED RT SR NT 4.75% 05/18/2020
            126650BW9 126650BW9
CVS Caremark Corporation 4.125% SR NTS 05/15/21
            126650BX7126650BX7
CVS Caremark Corporation 5.75% 05/15/41
            1267H0DD4 1267H0DD4
CORPORATE ASSET BACKED PRN TR CERT 04/01/32
            Systems 8%12686CAW9
Cablevision 12686CAW9 SR NTS 4/15/12
            12686CAY512686CAY5
CABLEVISION SYS CORP SR NT 8.625% 09/15/2017
            12686CAZ212686CAZ2
CABLEVISION SYS CORP SR NT 7.75% 04/15/18
            12686CBA612686CBA6
CABLEVISION SYS CORP SR NT 8% 04/15/20
            127055AG6127055AG6
CABOT CORP SR NT 5% 10/01/16
            12705QAU9 12705QAU9
CABOT CORP MED TERM NTS BK ENT FR 7.28% 10/21/27
            127587AD5127587AD5
CADMUS COMMUNICATIONS CORP SR SB NT 14 06/15/14
            130625DG8130625DG8
CAL ST GO 6.25% BDS 09/01/12
            130625DQ6130625DQ6
CAL ST GO 6.00% BDS 10/01/14
            130626CJ1 130626CJ1
CAL ST GO 6.00% BDS 10/01/15
            130626CM4 130626CM4
CAL ST GO 5.75% BDS 11/01/17
            130626CN2130626CN2
CAL ST GO 5.50% BDS 04/01/15
            130626DN1130626DN1
CAL ST GO 7.00% BDS 11/01/17
            130627BB7130627BB7
CAL ST GO 6.25% BDS 10/01/19
            130627BD3130627BD3
CAL ST GO 6.00% BDS 10/01/21
            130627BE1130627BE1
CAL ST GO 5.50% BDS 10/01/22
            130627BF8 130627BF8
CAL ST GO 5.00% BDS 11/01/22
            130627BK7130627BK7
CAL ST GO 5.50% BDS 04/01/19
           130627BP6130627BP6
CAL ST GO 5.90% BDS 04/01/23
           130627BU5130627BU5
CAL ST GO 4.75% BDS 09/01/18
           130627BZ4130627BZ4
CAL ST GO 4.75% BDS 09/01/23
           130627CH3130627CH3
CAL ST GO 5.50% BDS 03/01/20
           130627CL4 130627CL4
CAL ST GO 5.75% BDS 03/01/23
           130627CN0130627CN0
CAL ST GO 6.00% BDS 05/01/18
           130627CQ3130627CQ3
CAL ST GO 6.00% BDS 05/01/20
           130627CU4130627CU4
CAL ST GO 6.00% BDS 05/01/24
           130627DA7130627DA7
CAL ST GO 6.00% BDS 08/01/19
           130627DF6130627DF6
CAL ST GO 6.00% BDS 08/01/24
           130627DK5130627DK5
CAL ST GO 7.00% BDS 11/01/20
           130627DP4130627DP4
CAL ST GO 7.10% BDS 11/01/24
           130627EG3130627EG3
CAL ST GO 5.75% BDS 03/01/19
           130627EN8130627EN8
CAL ST GO 5.90% BDS 03/01/25
           1306284H01306284H0
CAL ST GO 4.50% BDS 12/01/2021
           1306284L1 1306284L1
CAL ST GO 4.50% BDS 12/01/2024
           1306284Q01306284Q0
CAL ST GO 4.75% BDS 12/01/2028
           1306286N51306286N5
CAL ST GO 4.75% BDS 02/01/2022
           1306286Q81306286Q8
CAL ST GO 4.75% BDS 02/01/2024
           1306286V71306286V7
CAL ST GO 4.75% BDS 02/01/2029
           130628JE1 130628JE1
CAL ST GO 5.25% BDS 06/01/2021
           130628JK7 06/01/2026
CAL ST GO 5.375% BDS 130628JK7
           130628LA6 10/01/2021
CAL ST GO 5.625% BDS 130628LA6
           130628LC2 10/01/2023
CAL ST GO 5.625% BDS 130628LC2
           130628LF5 10/01/2026
CAL ST GO 5.625% BDS 130628LF5
           130628VT4130628VT4
CAL ST GO RFD 5% BDS 02/01/25
           130628X88130628X88
CAL ST GO RFD 4.25% BDS 10/01/2026
           130628Y20 130628Y20
CAL ST GO RFD 4.50% BDS 10/01/2028
           130629AY4130629AY4
CAL ST GO 4.75% BDS 04/01/2022
           130629BF4 130629BF4
CAL ST GO 4.75% BDS 04/01/2029
           130629FA1130629FA1
CAL ST 5.30% VET BDS 12/01/2029
           130629LM8130629LM8
CAL ST GO 5.500% BDS 9/1/2024
           130629LS5 9/1/2029
CAL ST GO 5.500% BDS 130629LS5
           130629NH7130629NH7
CAL ST GO 5.875% BDS 10/1/2024
           130629RH3130629RH3
CAL ST GO 5.75% BDS 12/1/2024
           13062RT7313062RT73
CAL ST GO 5.500% NTS 6/1/2025
           13062RT8113062RT81
CAL ST GO 5.500% NTS 6/1/2028
           13062RT9913062RT99
CAL ST GO 5.650% NTS 6/1/2030
           13062RXY913062RXY9
CAL ST 5.375% BDS 12/1/2030
           13062TGP313062TGP3
CAL ST GO 5.60% BDS 09/01/21
           13062TGQ113062TGQ1
CAL ST GO 5.625% BDS 09/01/24
           13062TR4813062TR48
CAL ST GO 5.00% BDS 08/01/2024
           13062TR5513062TR55
CAL ST GO 5.00% BDS 08/01/2029
           13062TU4413062TU44
CAL ST GO 5.625 BDS 05/01/2026
           13062TU5113062TU51
CAL ST GO 5.75% BDS 05/01/2030
           13063APT513063APT5
CAL ST GO 5% BDS 10/01/23
           13063APU213063APU2
CAL ST GO 5 1/8% BDS 10/01/27
           13063AQS613063AQS6
CAL ST GO RFD 5% BDS 02/01/23
           W LS RV BDS A91 6.50%
CAL ST PUB 13068GGR113068GGR1 09/01/17
           W LS RV BDS A93 5 1/4%
CAL ST PUB 13068GNZ513068GNZ5 12/1/13
           W LS RV BDS A93 5.00%
CAL ST PUB 13068GPA813068GPA8 12/01/19
           W LS RV BDS A93 5 1/2%
CAL ST PUB 13068GRB413068GRB4 6/1/14
           W LS RV BDS A93 5.25%
CAL ST PUB 13068GSG213068GSG2 12/01/13
           W LS RV BDS A93 5.50%
CAL ST PUB 13068GSH013068GSH0 12/01/18
           W LS RV BDS D93 5.25%
CAL ST PUB 13068GTP113068GTP1 06/01/15
           W LS RV BDS B96 5 5/8%
CAL ST PUB 13068GZ6613068GZ66 03/1/16
           W LS RV BDS B96 5 5/8%
CAL ST PUB 13068GZ7413068GZ74 03/01/19
           W LS RV BDS B97 5.375%
CAL ST PUB 13068HBN313068HBN3 12/01/2019
           W LS RV BDS A99 5.75%
CAL ST PUB 13068HC5113068HC51 11/01/24
           W LS RV BDS 97A 5.90%
CAL ST PUB 13068HED213068HED2 04/01/17
           WORKS 5.60% BDS 11/1/2019
CAL ST PUB 13068HF8213068HF82
           13068HJE5 13068HJE5
CAL ST BD 5.25% 10/01/2017
           W LS RV BDS 98B 5% 09/01/21
CAL ST PUB 13068HLA013068HLA0
           5.250% BDS 11/01/2020
CAL ST PUB 13068HZ2313068HZ23
           13123XAQ513123XAQ5
CALLON PETE CO DEL SR NT 13% 09/15/16
           133131AK8133131AK8
Camden Property Trust 5.875% NTS 11/30/12
           133131AL6 5.375% NTS
Camden Property Trust133131AL6 12/15/13
           133131AP7133131AP7
Camden Property Trust 5% NTS 06/15/15
           133131AQ5133131AQ5
Camden Property Trust 5.7% SR NTS 5/15/17
           133131AR3133131AR3
CAMDEN PROPERTY TRUST 4.625% SR NTS 06/15/21
           133131AS1133131AS1
CAMDEN PROPERTY TRUST 4.875% SR NTS 06/15/23
           13342BAC913342BAC9
Cameron International 6.375% SR NTS 7/15/18
           13342BAD713342BAD7
Cameron International 7% SR NTS 7/15/38
           13342BAE513342BAE5
CAMERON INTERNATIONAL CORP 4.50% SR NTS 06/01/21
           13342BAF213342BAF2
CAMERON INTERNATIONAL CORP 5.95% SR NTS 06/01/41
           134429AG4134429AG4
CAMPBELL SOUP CO DEB 8.875% 05/01/21
           134429AR0134429AR0
Campbell Soup Co 5.000% NTS 12/03/12
           134429AS8134429AS8
Campbell Soup Co 4.875% NTS 10/01/13
           134429AT6134429AT6
CAMPBELL SOUP CO 4.50% NTS 02/15/19
           134429AU3134429AU3
CAMPBELL SOUP CO 3.375% SR NTS 08/15/14
           134429AV1134429AV1
CAMPBELL SOUP CO NT 3.05% 07/15/2017
           134429AW9  134429AW9
Campbell Soup Company 4.25% 04/15/21
           136069DP3136069DP3
CANADIAN IMPERIAL BK COMM TORONTO ONT FIXED RT SR NT 1.45% 09/13/2013
           136069DS7136069DS7
CANADIAN IMPERIAL BK COMM TORONTO ONT SR NT FIXED RT 2.35% 12/11/2015
           136375AY8136375AY8
CANADIAN NATL RY CO DEB 7.625% 05/15/23
           136375BA9136375BA9
Canadian National Railway 6.8% NTS 7/15/18
           136375BD3136375BD3
Canadian National Railway 6.9% NTS 7/15/28
           136375BE1136375BE1
CANADIAN NATL RY CO PUT RSET SECS 36 07/15/36
           136375BG6136375BG6
CANADIAN NATL RY CO DEB 7.375% 10/15/31
           136375BH4136375BH4
CANADIAN NATL RY CO NT 4.4% 03/15/13
           136375BL5 DEB 6.25% 08/01/34
CANADIAN NATL RY CO136375BL5
           136375BM3 NT 5.8% 06/01/16
CANADIAN NATL RY CO136375BM3
           136375BN1136375BN1
Canadian National Railway 6.2% NTS 6/1/36
           136375BP6136375BP6
Canadian National Railway 5.85% BDS 11/15/17
           136375BQ4136375BQ4
Canadian National Railway 6.375% DEBS 11/15/37
           136375BR2136375BR2
Canadian National Railway 5.55% SR NTS 5/15/18
           136375BS0 136375BS0
Canadian National Railway 4.95% SR NTS 1/15/14
           136375BT8136375BT8
CANADIAN NATL RY CO NT 5.55% 03/01/19
           136385AC5136385AC5
Canadian Natural Resources 7.2% NTS 1/15/32
           136385AD3136385AD3
Canadian Natural Resources 5.45% SR NTS 10/1/12
           136385AE1136385AE1
Canadian Natural Resources 6.45% SR NTS 6/30/33
           136385AF8136385AF8
Canadian Natural Resources 4.9% NTS 12/1/14
           136385AG6136385AG6
Canadian Natural Resources 5.85% BDS 2/1/35
           136385AH4136385AH4
Canadian Natural Resources 6% NTS 8/15/16
           136385AJ0 136385AJ0
Canadian Natural Resources 6.5% BDS 2/15/37
           136385AK7136385AK7
Canadian Natural Resources 5.7% NTS 5/15/17
           136385AL5 136385AL5
Canadian Natural Resources 6.25% NTS 3/15/38
           136385AM3    136385AM3
CANADIAN NAT RES LTD NT 5.15% 02/01/13
           136385AN1136385AN1
CANADIAN NAT RES LTD NT 5.9% 02/01/18
           136385AP6136385AP6
CANADIAN NAT RES LTD NT 6.75% 02/01/39
           136420AF3136420AF3
CANADIAN OCCIDENTAL PETE LTD NT          7.4% 05/01/28
           136440AL8 136440AL8
Canadian Pacific Ltd 9.45% DEBS 8/1/21
           136447AW9    136447AW9
CANADIAN PACIFIC RY CO 4% PERPETUAL
           13645RAD613645RAD6
CANADIAN PAC RY CO NEW DEB 7.125% 10/15/31
           13645RAE413645RAE4
CANADIAN PAC RY CO NEW SR NT 5.75% 03/15/33
           13645RAF113645RAF1
Canadian Pacific RR Co 5.95% NTS 5/15/37
           13645RAH713645RAH7
Canadian Pacific RR 6.5% NTS 5/15/18
           13645RAJ3 13645RAJ3
CANADIAN PAC RY CO NEW NT 7.25% 05/15/19
           13645RAK013645RAK0
CANADIAN PACIFIC RR CO 4.45% SR NTS 03/15/23
           139859AB8139859AB8
CAPITAL CITIES ABC INC DEB 8.75% 08/15/21
           14040EHG014040EHG0
CAPITAL ONE BK MTN BE FR SB 6.5% 06/13/13
           14040EHK114040EHK1
CAPITAL ONE BK MTN BE FR 5.125% 02/15/2014
            Financial 6.250% SR NTS
Capital One14040HAJ4 14040HAJ4 11/15/13
            Financial 4.800% SR NTS
Capital One14040HAK114040HAK1 02/21/12
            Financial 5.250% SR NTS
Capital One14040HAL914040HAL9 02/21/17
            Financial 5.500% SR NTS
                        1
Capital One14040HAM7 4040HAM7 06/01/15
            Financial 6.15% SUB NTS 9/1/16
Capital One14040HAN5    14040HAN5
            Financial 6.75% SR NTS
Capital One14040HAR614040HAR6 9/15/17
           14040HAS414040HAS4
CAPITAL ONE FINL CORP SR NT 7.375% 05/23/14
           14040HAV714040HAV7
CAPITAL ONE FINANCIAL CO. 2.125% SR NTS 07/15/14
           14040HAX314040HAX3
CAPITAL ONE FINANCIAL CO 3.15% SR NTS 07/15/16
           14040HAY114040HAY1
CAPITAL ONE FINANCIAL CO. 4.75% SR NTS 07/15/21
            Bank 8.80%  140420MV9
Capital One140420MV9 07/15/19
           14149YAG314149YAG3
Cardinal Health Inc 4.000% NTS 06/15/15
           14149YAH114149YAH1
Cardinal Health Inc 5.85% BDS 12/15/17
           14149YAL2 14149YAL2
Cardinal Health Inc. 5.8% SR NTS 10/15/16
           14149YAP314149YAP3
Cardinal Health 5.65% SR NTS 6/15/12
           14149YAQ114149YAQ1
Cardinal Health 6% SR NTS 6/15/17
           14149YAS714149YAS7
Cardinal Health Inc. 5.5% NTS 6/15/13
           14149YAT514149YAT5
CARDINAL HEALTH INC FIXED RT 4.625% 12/15/2020
           14170TAB714170TAB7
CAREFUSION CORP SR NT 6.375% 08/01/2019
             14170TAD314170TAD3
CAREFUSION CORP SR NT 4.125% 08/01/2012
             14170TAF814170TAF8
CAREFUSION CORP SR NT 5.125% 08/01/2014
             Inc 6.125% NTS 8/15/16
Carlisle Cos 142339AC4142339AC4
             142339AE0142339AE0
CARLISLE COS INC NT 5.125% 12/15/2020
             143658AF9143658AF9
CARNIVAL CORP 7.20% DEB 10/01/23
             143658AH5143658AH5
Carnival Corp 6.650% DEB 01/15/28
             143905AJ6 NT 7.875%
CARRIAGE SVCS INC SR 143905AJ6 01/15/15
             144141BP2144141BP2
Carolina Power & Light 8 5/8% 1st mtg 9/15/21
             144141CS5 6.5% notes
Carolina Power & Light 144141CS5 7/15/2012
             144141CT3144141CT3
Carolina Power & Light 5 1/8% 1st mtg 9/15/13
             144141CU0144141CU0
Carolina Power & Light 6 1/8% 1st mtg 9/15/33
             144141CV8144141CV8
Carolina Power & Light 5.7% 1st mtg 4/1/2035
             144141CW65.15% 1st mtg
Carolina Power & Light 144141CW6 4/1/15
             144141CZ9 144141CZ9
PROGRESS ENERGY CAROLINA 5.3% 01/15/2019
             144141DA3144141DA3
PROGRESS ENERGY CAROLINA 3.00% 09/15/21
             144195AN4144195AN4
CAROLINA TEL & TELEG CO DEB 6.75% 08/15/13
             144285AH6144285AH6
Carpenter Technology 6.625% SR NTS 5/15/13
             144285AJ2 144285AJ2
Carpenter Technology 5.2% 07/15/21
              TECH CORP MTN BE FR
CARPENTER14428TBA814428TBA8 6.99% 04/20/18
             147339AJ4 147339AJ4
CASCADE NAT GAS CORP MBIA NT 5.25% 02/01/35
             147339AK1147339AK1
CASCADE NAT GAS CORP NT 5.21% 09/01/20
             NT DTD 01/16/1996 7.25% 01/15/2016
CASE CORP 14743RAB914743RAB9
             147446AP3147446AP3
CASE NEW HOLLAND INC. 7.75% 09/01/13
             14911QGA3   14911QGA3
CATERPILLAR FINL CORP PWRNTSBE FR 6.25% 01/15/12
             14911RAJ8 14911RAJ8
Caterpillar Finl Svs 4 5/8% due 6/1/2015
             149123AZ4149123AZ4
CATERPILLAR INC 9 3/8% DEB 03/15/21
             149123BD2149123BD2
CATERPILLAR INC 8% DEB 2/15/23
             149123BE0149123BE0
Caterpillar Inc. 7.375% SR NTS 3/1/97
             149123BF7 149123BF7
Caterpillar Inc 6.625% SR DEB 07/15/28
             149123BJ9 149123BJ9
Caterpillar Inc 7.300% DEB 05/01/31
             149123BK6149123BK6
Caterpillar Inc. 6.95% SR NTS 5/1/42
             149123BL4 149123BL4
CATERPILLAR INC 5.30% NTS 09/15/2035
             149123BM2   149123BM2
Caterpillar Inc. 5.7% NTS 8/15/16
             149123BN0149123BN0
Caterpillar Inc. 6.05% NTS 8/15/36
             149123BP5149123BP5
CATERPILLAR INC. 7.0% NTS 12/15/13
             149123BQ3149123BQ3
CATERPILLAR INC 7.9% NTS 12/15/18
             149123BR1149123BR1
CATERPILLAR INC. 8.25% NTS 12/15/38
             149123BS9 149123BS9
CATERPILLAR INC. 5.2% SR NTS 05/27/41
             149123BU4149123BU4
CATERPILLAR INC. 1.375% SR NTS 05/27/14
             149123BV2149123BV2
CATERPILLAR INC. 3.9% SR NTS 05/27/21
             14912HEP114912HEP1
CATERPILLAR FINL CORP PWRNTSBE CALL 6.2% 08/15/27
             14912HGT114912HGT1
CATERPILLAR FINL CORP PWRNTSBE CALL 5.8% 11/15/27 Called for Redemption
             14912HGX214912HGX2
CATERPILLAR FINL CORP PWRNTSBE CALL 5.8% 11/15/27 Called for Redemption
             14912HHK914912HHK9
CATERPILLAR FINL CORP PWRNTSBE CALL 5.85% 12/15/27
             14912HHY914912HHY9
CATERPILLAR FINL CORP PWRNTSBE FR 4.25% 08/15/13
             14912HJB7 14912HJB7
CATERPILLAR FINL CORP PWRNTSBE CALL 5.55% 02/15/28
             14912HJF8 14912HJF8
CATERPILLAR FINL CORP PWRNTSBE CALL 5.55% 02/15/28
             14912HJK7 14912HJK7
CATERPILLAR FINL CORP PWRNTSBE CALL 5.55% 02/15/28
             14912HKQ214912HKQ2
CATERPILLAR FINL CORP PWRNTSBE FR 4.75% 05/15/12
             14912HKT614912HKT6
CATERPILLAR FINL CORP PWRNTSBE CALL 5.95% 05/15/28
             14912HLN814912HLN8
CATERPILLAR FINL CORP PWRNTSBE CALL 6% 06/15/28
             14912HMU1 PWRNTSBE
                         1
CATERPILLAR FINL CORP4912HMU1 FR 6.5% 11/15/12
             14912HNA4   14912HNA4
CATERPILLAR FINL CORP PWRNTSBE FR 6% 12/15/12
             14912HND8   14912HND8
CATERPILLAR FINL CORP PWRNTSBE FR 5.8% 12/15/12
             14912HNG1   14912HNG1
CATERPILLAR FINL CORP PWRNTSBE FR 5% 02/15/13
             14912HNK214912HNK2
CATERPILLAR FINL CORP PWRNTSBE FR 5.05% 02/15/13
             14912HNR714912HNR7
CATERPILLAR FINL CORP PWRNTSBE FR 5.1% 03/15/12
             14912HNU0   14912HNU0
CATERPILLAR FINL CORP PWRNTSBE FR 5.25% 03/15/12
             14912HNX414912HNX4
CATERPILLAR FINL CORP PWRNTSBE FR 5.75% 03/15/13
             14912HPA214912HPA2
CATERPILLAR FINL CORP PWRNTSBE FR 5.65% 04/15/13
             14912HPE414912HPE4
CATERPILLAR FINL CORP PWRNTSBE FR 4.75% 05/15/13
             14912HPH714912HPH7
CATERPILLAR FINL CORP PWRNTSBE FR 4.4% 05/15/13
             14912HPJ3 14912HPJ3
CATERPILLAR FINL CORP PWRNTSBE FR 3.85% 05/15/12
             14912L2M214912L2M2
Caterpillar Finl Svs 4.750% MT SER F 02/17/15
             14912L2R1 14912L2R1
Caterpillar Finl Svs 4.700% MT SER F 03/15/12
             14912L2Y6 14912L2Y6
Caterpillar Finl Svs 5.5% NTS 3/15/16
             14912L3K5 14912L3K5
Caterpillar Financial 5.85% MTNs 9/1/17
             14912L3N914912L3N9
Caterpillar Financial Services 4.85% MTNs 12/7/12
             14912L3S8 14912L3S8
Caterpillar Financial Services 4.25% MTNs 2/8/13
             14912L3U314912L3U3
Caterpillar Financial Services 5.45% MTNs 4/15/18
             14912L4A6 14912L4A6
Caterpillar Financial Services 4.9% MTNs 8/15/13
             14912L4C2 14912L4C2
Caterpillar Financial 6.2% MTNs 9/30/13
             14912L4D014912L4D0
Caterpillar Financial 7.05% MTNs 10/1/18
             14912L4E8 14912L4E8
CATERPILLAR FINL 7.15% SR NTS 02/15/19
             14912L4F5 14912L4F5
CATERPILLAR FINANCIAL SE 6.125% SR NTS 02/17/14
             14912L4G314912L4G3
CATERPILLAR FINANCIAL SE 5.75% SR NTS 02/15/12
             14912L4J7 14912L4J7
CATERPILLAR FINL SVCS MTNS BE NT 1.9% 12/17/12
             14912L4L2 2.0% nts 4/05/13
Caterpillar Financial SE 14912L4L2
             14912L4M014912L4M0
CATERPILLAR FINANCIAL SE 2.75% NTS 06/24/15
             14912L4Q114912L4Q1
CATERPILLAR FINANCIAL 1.55% NTS 12/20/13
             14912L4S7 14912L4S7
CATERPILLAR FINANCIAL 2.65% NTS 04/01/16
             14912L4T5 14912L4T5
CATERPILLAR FINANCIAL 1.65% SR NTS 04/01/14
             14912L4V0 05/20/14
Caterpillar Inc. 1.375% 14912L4V0
             14912L4X6 14912L4X6
CATERPILLAR FINANCIAL SE 2.05% 08/01/16
             14912LZ46 14912LZ46
Caterpillar Finl Svs 4.600% MT SER F 01/15/14
             15089QAC815089QAC8
Celanese US Holdings LLC 5.875% SR NTS 06/15/21
             15133KAC715133KAC7 10/15/19
CENTEL CAPITAL CORP DEB           9%
             15135BAB715135BAB7
CENTENE CORP DEL SR NT 7.25% 04/01/14
             15135BAC515135BAC5
Centene Corporation 5.75% 06/01/17
             15135UAB515135UAB5
CENOVUS ENERGY INC. 4.50% SR NTS 09/15/14
             15135UAF615135UAF6
CENOVUS ENERGY INC SR NT 6.75% 11/15/2039
             15189TAG215189TAG2
Centerpoint Energy Inc 6.850% SR NTS 06/01/15
             15189TAN715189TAN7
Centerpoint Energy Inc 5.95% NTS 2/1/17
             15189TAQ015189TAQ0
Centerpoint Energy 6.5% SR NTS 5/1/18
           15189WAB6 CORP SR
                        RES
CENTERPOINT ENERGY 15189WAB6 NT 5.95% 01/15/14
           15189WAC4   15189WAC4
Centerpoint Energy Resources 6.125% SR NTS 11/1/17
           15189WAD2 5189WAD2
                       1
Centerpoint Energy Resources 6.625% SR NTS 11/1/37
           15189XAD015189XAD0
CENTERPOINT ENERGY 6.950% NTS 3/15/2033
           15189XAG315189XAG3
Centerpoint Energy Hous 5.750% NTS 01/15/14
           15189XAJ7 15189XAJ7
CENTERPOINT ENER HOUSTON 7.0% 03/01/14
           15189YAB215189YAB2
CENTERPOINT ENERGY RESOURCES SR NT 7.875% 04/01/13
           15189YAC015189YAC0
Centerpoint Energy Inc 6.15% NTS 05/01/16
           15189YAD815189YAD8
Centerpoint Energy Resources 6.25% NTS 2/1/37
           15189YAE615189YAE6
Centerpoint Energy Resources 6% SR NTS 5/15/18
           152312AM6   152312AM6
CENTEX CORP SR NT 5.125% 10/01/13
           152312AN4152312AN4
CENTEX CORP NT        5.7% 05/15/14
           152312AQ7152312AQ7
CENTEX CORP SR NT 5.25% 06/15/15
           152312AS3152312AS3
CENTEX CORP NT 5.45% 08/15/12
           152312AT1152312AT1
CENTEX CORP NT 6.5% 05/01/16
           15361GAL915361GAL9
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.05% 11/04/19
           15361GAN5   15361GAN5
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.84% 12/05/35
           15361GAP015361GAP0
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.764% 11/17/31
           15361GAQ8   15361GAQ8
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.804% 03/23/37
           153645BA302361DAJ9
CENTRAL ILL LT CO SR NT 6.7% 06/15/36
           156686AJ6 156686AJ6
CENTURY TEL ENTERPRISES INC NT-D 7.2% 12/01/25
           156686AM9   156686AM9
CENTURY TEL ENTERPRISES INC DB-G 6.875% 01/15/28
           156700AG1156700AG1
CenturyTel Inc 7.875% SR NTS 08/15/12
           156700AJ5 156700AJ5
CenturyTel Inc 5.000% SR NTS 02/15/15
           156700AK2156700AK2
CenturyTel Inc 5.5% SR NTS 4/1/13
           156700AL0 156700AL0
CenturyTel Inc 6% SR NTS 4/1/17
           156700AM8   156700AM8
CENTURYTEL INC SR NT-P 7.6% 09/15/39
           156700AN6156700AN6
CENTURYTEL INC SR NT-Q 6.15% 09/15/19
           156700AQ9156700AQ9
CenturyLink, Inc. 5.15% 06/15/17
           156700AR7156700AR7
CenturyLink, Inc. 6.45% 06/15/21
           15671BAA915671BAA9
CENVEO CORP SR SB NT7.875% 12/01/13
           15671BAE115671BAE1
CENVEO CORP. 8.875% 02/01/18
            INTL CORP DEB 7.75%
CHAMPION158525AQ8158525AQ8 09/01/25
            INTL CORP DEB 7.35%
CHAMPION158525AR6158525AR6 11/01/25
           158525AS4158525AS4
Champion Int'l 6.4% deb 2/15/26
           158525AT2158525AT2
Champion Int'l 7.2% deb 11/1/26
            INTL CORP DEB 7.15%
CHAMPION158525AV7158525AV7 12/15/27
           159096AB2159096AB2
Chandler USA 8.75% DEBS 7/16/14
           165069AP0165069AP0
CHESAPEAKE & POTOMAC TEL CO MD DEB PUT 8% 10/15/29
           165069AQ8165069AQ8
CHESAPEAKE & POTOMAC TEL CO MD DEB 8.30% 08/01/31
           165069AS4165069AS4
CHESAPEAKE & POTOMAC TEL CO MD DEB 7.15% 05/01/23
           165087AL1 165087AL1
CHESAPEAKE & POTOMAC TEL CO VA DEB 8.375% 10/01/29
           165087AN7165087AN7
CHESAPEAKE & POTOMAC TEL CO VA DEB 7.875% 01/15/22
           165087AP2165087AP2
CHESAPEAKE & POTOMAC TEL CO VA NT 7.625% 12/01/12
           165167BS5 165167BS5
CHESAPEAKE ENERGY CORP 6.50 NTS 08/15/2017
           165167BU0165167BU0
CHESAPEAKE ENERGY CORP 6.875 NTS 11/15/2020
           165167BW6   165167BW6
CHESAPEAKE ENERGY CORP 2.75 NTS 11/15/2035
             165167BY2165167BY2
CHEASAPEAKE ENERGY CORP 7.625 NTS 07/15/2013
             165167BZ9165167BZ9
CHESAPEAKE ENERGY CORPORATION 2.50% Conv.Sr.Notes 5/15/37
             165167CA3165167CA3
Chesapeake Energy 2.5% Contigent Conv SR NTS 5/15/37
             165167CB1165167CB1
Chesapeake Energy 2.25% Contingent Conv SR NTS 12/15/38
             165167CC9165167CC9
Chesapeake Energy 7.25% SR NTS 12/15/18
             165167CD7165167CD7
CHESAPEAKE ENERGY CORP 9.50% SR NTS 02/15/15
             165167CE5165167CE5
CHESAPEAKE ENERGY CORP 6.875% 08/15/18
             165167CF2 165167CF2
CHESAPEAKE ENERGY CORP 6.625% SR NTS 08/15/20
             165167CG0165167CG0
CHESAPEAKE ENERGY CORP 6.125% SR NTS 02/15/21
             166751AH0166751AH0
CHEVRON CORP 3.95% SR NTS 03/03/14
             166751AJ6 SR NTS 03/03/19
CHEVRON CORP 4.95% 166751AJ6
             169905AD8169905AD8
CHOICE HOTELS INTL 5.7% 08/28/20
             170032AQ9170032AQ9
CHIQUITA BRANDS INTL INC SR NT 7.5% 11/01/14
             171232AD3171232AD3
Chubb Corporation 6.600% DEB 08/15/18
             171232AE1171232AE1
Chubb Corporation 6.800% DEB 11/15/31
             171232AF8171232AF8
Chubb Corporation 6.000% NTS 11/15/11
             171232AM3   171232AM3
Chubb Corporation 5.200% NTS 04/01/13
              6% SR NTS 5/11/37
Chubb Corp171232AQ4171232AQ4
             171232AR2171232AR2
Chubb Corp. 5.75% SR NTS 5/15/18
             171232AS0171232AS0
Chubb Corp. 6.5% SR NTS 5/15/38
             171340AG7171340AG7
CHURCH & DWIGHT INC SR NT 3.35% 12/15/2015
             9.375% SR NTS 10/15/29
Cilcorp Inc. 171794AF7171794AF7
             171798AA9171798AA9
CIMAREX ENERGY CO SR NT 7.125% 05/01/17
             171870AK4171870AK4
Cincinnati Bell 7.25% NTS 6/15/23
             171871AH9171871AH9
Cincinnati Bell 7% SR NTS 2/15/15
              BELL INC. 171871AL0
CINCINNATI171871AL08.25% 10/15/17
              BELL INC NEW
                         171871AM8
CINCINNATI171871AM8 SR SB NT 8.75% 03/15/18
              BELL INC. 8.375% 10/15/20
CINCINNATI171871AN6171871AN6
             171875AD9171875AD9
Cincinnati Bell Tel 6.3% GTD NTS 12/1/28
              BELL TEL CO17187QAA9
CINCINNATI17187QAA9 MTN BE CALL 7.2% 11/29/23
              BELL TEL CO MTN BE CALL 7.18% 12/15/23
CINCINNATI17187QAE117187QAE1
             172070BT0172070BT0
Cincinnati Gas & Elec 6.900% DEB 06/01/25
             172070CN2172070CN2
Cincinnati Gas & Elec 5.700% DEB 09/15/12
             172070CP7172070CP7
Cincinnati Gas & Elec 5.400% SER A 06/15/33
             172070CQ5172070CQ5
Cincinnati Gas & Elec 5.375% SER B 06/15/33
             172441AS6172441AS6
CINEMARK USA INC SR NT 8.625% 06/15/19
             172909AF0172909AF0
CIRCUS CIRCUS ENTERPRISES INC SR SBDB 7.625% 07/15/2013
             172967AL5 172967AL5
Citigroup Inc 7.875% NTS 05/15/25
             172967AM3   172967AM3
Citigroup Inc 6.875% NTS 06/01/25
             172967AQ4172967AQ4
Citigroup Inc 7.000% NTS 12/01/25
             172967AR2172967AR2
Citigroup Inc 6.625% NTS 01/15/28
             INC NT 6.875% 02/15/98
CITIGROUP 172967AS0172967AS0
             172967BJ9 172967BJ9
Citigroup Inc 6.000% NTS 02/21/12
             172967BL4 172967BL4
Citigroup Inc 6.625% SUB NTS 06/15/32
             172967BP5172967BP5
Citigroup Inc 5.625% SUB NTS 08/27/12
             172967BU4172967BU4
Citigroup Inc 5.875% SUB NTS 02/22/33
             172967BW0   172967BW0
Citigroup Inc 4.875% SUB NTS 05/07/15
            172967CC3172967CC3
Citigroup Inc 6.000% SUB NTS 10/31/33
            INC EURO GLBL NT 13
CITIGROUP 172967CE9172967CE911/12/13
            172967CK5172967CK5
Citigroup Inc 5.125% NTS 05/05/14
            172967CQ2172967CQ2
Citigroup Inc. 5% sub notes due 9/15/2014
            172967CT6172967CT6
Citigroup Inc 5.850% NTS 12/11/34
            172967CY5172967CY5
Citigroup Inc 4.7% SR NTS 05/29/15
            172967DE8172967DE8
Citigroup Inc 5.3% SR NTS 1/7/16
            INC GLBL NT 5.85% 07/02/2013
CITIGROUP 172967DP3172967DP3
            INC GLBL NT 5.85% 08/02/16
CITIGROUP 172967DQ1172967DQ1
            INC SUB NT 6.125% 08/25/2036
CITIGROUP 172967DR9172967DR9
            172967DY4172967DY4
Citigroup Inc 5.5% SUB NTS 02/15/17
            172967DZ1172967DZ1
Citigroup Inc 5.25% SR NTS 2/27/12
            172967EC1172967EC1
Citigroup Inc. 5.875% SR NTS 5/29/37
            172967EH0172967EH0
Citigroup Inc. 6% NTS 8/15/17
            172967EJ6 172967EJ6
Citigroup Inc. 5.5% SR NTS 8/27/12
            172967EL1 172967EL1
Citigroup Inc. 5.3% SR NTS 10/17/12
            172967EM9    172967EM9
Citigroup Inc. 6.125% NTS 11/21/17
            172967EP2172967EP2
Citigroup Inc. 6.875% SR NTS 3/5/38
            172967EQ0172967EQ0
Citigroup Inc. 5.5% SR NTS 4/11/13
            172967ES6 172967ES6
Citigroup Inc. 6.125% SR NTS 5/15/18
            172967EU1172967EU1
Citigroup Inc. 6.5% SR NTS 8/19/13
            INC SR NT 8.5% 05/22/19
CITIGROUP 172967EV9172967EV9
            INC SR NT 8.125% 07/15/39
CITIGROUP 172967EW7      172967EW7
            INC 6.375% SR NTS 08/12/14
CITIGROUP 172967EY3 172967EY3
            INC SR NT 5.5% 10/15/14
CITIGROUP 172967EZ0 172967EZ0
            INC SR NT 6.01% 01/15/15
CITIGROUP 172967FA4172967FA4
            INC. 4.75% SR NTS 05/19/15
CITIGROUP 172967FD8172967FD8
            INC FIXED RT SR NTS 6%
CITIGROUP 172967FE6 172967FE6 12/13/2013
            172967FF3 172967FF3
Citigroup 5.375% Sr Nts 8/9/20
            INC. 4.587% SR NTS 12/15/15
CITIGROUP 172967FH9172967FH9
            172967FS5 172967FS5
Citigroup Inc. 3.953% 06/15/16
            INC 4.50% 172967FT3
CITIGROUP 172967FT301/14/22
            172988AB3172988AB3
Citigroup Capital XVIII Fixed to Floating Rate Enhanced TruPS
            17303MEH8 6.88% 12/18/2015
                         FR
CITICORP MTN SUB BE 17303MEH8
            CAP III 7 5/8% TR PFD SEC
CITIGROUP 17305HAA617305HAA6 12/1/36
            GLOBAL MKTS HLDGS FR
CITIGROUP 17307XDN817307XDN8 6% 05/15/29
            GLOBAL MKTS HLDGS
CITIGROUP 17307XEJ6 17307XEJ6 CALL 6% 07/15/29
            FDG INC RETAIL MTNS
CITIGROUP 1730T3AQ61730T3AQ6CALL 5.75% 05/15/37
            FDG INC RETAIL MTNS
CITIGROUP 1730T3AR41730T3AR4MTN 6% 06/22/37
            FDG INC RETAIL MTNS
CITIGROUP 1730T3AS21730T3AS2 FR 6.15% 08/03/37
            17313UAA717313UAA7
Citigroup Inc. 2.875% FDIC GTD NTS 12/9/11
            INC. 2.125% FDIC GTD
CITIGROUP 17313UAE917313UAE904/30/12
            FUNDING INC 2.125% FDIC GTD 07/12/12
CITIGROUP 17313YAG617313YAG6
            FUNDING INC 2.25% FDIC GTD 12/10/12
CITIGROUP 17313YAJ0 17313YAJ0
            FUNDING, 17313YAL5
CITIGROUP 17313YAL5INC. 1.875% FDIC GTD 10/22/12
            FUNDING INC. 1.875%
CITIGROUP 17313YAN117313YAN1FDIC GTD 11/15/12
            FUNDING INC 2.0% FDIC
CITIGROUP 17314AAF917314AAF9 GTD 03/30/12
             A FDIC GTD TLGP GTD
CITIBANK N17314JAG817314JAG8 NT 1.875% 06/04/12
            17314JAS2 17314JAS2
CITIBANK NA 1.25% FDIC GTD 11/15/11
            17314JAT0 17314JAT0
CITIBANK NA 1.75% FDIC GTD 12/28/12
            17453BAJ0 17453BAJ0
Citizens Communications 9% SR NTS 8/15/31
            17453BAP617453BAP6
Citizens Communications 6.25% SR NTS 1/15/13
            17453BAS017453BAS0
CITIZENS COMMUNICATIONS CO SR NT 7.875% 01/15/27
            17453BAT817453BAT8
CITIZENS COMMUNICATIONS CO SR NT 6.625% 03/15/15
            17453BAW1    17453BAW1
CITIZENS COMMUNICATIONS CO SR NT 7.125% 03/15/19
            177342AL6 DEBS 7/1/35
Citizens Utilities 7.45% 177342AL6
            177342AM4    DEB      7%
CITIZENS UTILS CO DEL 177342AM4 11/01/25
            177342AP7177342AP7
Citizens Utilities 7.05% DEBS 10/1/46
            177342AQ5177342AQ5
CITIZENS UTILS CO DEL DEB MBIA 7% 11/01/25
            178566AB1178566AB1
CITY NATL CORP SR NT 5.125% 02/15/13
            178566AC9178566AC9
CITY NATL CORP SR NT 5.25% 09/15/2020
            184496AF4184496AF4
CLEAN HARBORS INC SR 1LIEN7.625% 08/15/16
            185508AC2185508AC2
CLECO Power 5.375% NTS 5/1/13
            185508AD0185508AD0
CLECO Power 4.95% NTS 7/15/15
            185508AE8185508AE8
Cleco Power LLC 6.5% NTS 12/1/35
            185508AF5185508AF5
CLECO Power 6.65% SR NTS 6/15/18
            185508AG3185508AG3
CLECO POWER LLC 6.0% SR NTS 12/01/40
            186108BU9186108BU9
Cleveland Electric Illuminating 7.88% NTS 11/1/17
            186108CD6186108CD6
Cleveland Electric Illuminating 5.65% SR NTS 12/15/13
            186108CE4186108CE4
Cleveland Electric Illuminating 5.95% SR NTS 12/15/36
            186108CF1 186108CF1
Cleveland Electric Illuminating 5.7% SR NTS 4/1/17
            186108CH7186108CH7
Cleveland Electric Illuminating 8.875% 1st Mtg 11/15/18
            18683KAA918683KAA9
CLIFFS NATURAL RESOURCES INC SR NT 5.9% 03/15/20
            18683KAB718683KAB7
CLIFFS NATURAL RESOURCES 4.8% SR NTS 10/01/20
            18683KAC518683KAC5
CLIFFS NATURAL RESOURCES 6.25% SR NTS 10/01/40
            18683KAD318683KAD3
CLIFFS NATURAL RESOURCES SR NT 4.875% 04/1/21
            189054AF6189054AF6
Clorox Co 5% NTS 01/15/15
            189054AN9189054AN9
Clorox Co 5.95% NTS 10/15/17
            189054AP4189054AP4
Clorox Co 5.45% SR NTS 10/15/12
            189054AQ2189054AQ2
Clorox Co 5% SR NTS 3/1/13
              DEL SR NT 3.55% 11/01/15
CLOROX CO189054AR0189054AR0
              CO DEB 7.375% 07/29/93
COCA COLA191216AF7191216AF7
            191216AK6191216AK6
Coca-Cola Company 5.35% NTS 11/15/17
              CO 3.625% SR NTS 03/15/14
COCA-COLA191216AL4 191216AL4
              CO 4.875%191216AM2
COCA-COLA191216AM2SR NTS 03/15/19
              CO SR FIXED RT NT 0.75%
COCA COLA191216AN0191216AN0 11/15/2013
              CO FIXED RT NTS 1.5%
COCA COLA191216AP5191216AP5 11/15/2015
              CO SR FIXED RT NT 3.15%
COCA COLA191216AR1191216AR1 11/15/2020
            191219AN4191219AN4
Coca Cola Enterprises 8.500% DEB 02/01/12
            191219AP9191219AP9
Coca Cola Enterprises 8.500% DEB 02/01/22
            191219AQ7191219AQ7
Coca Cola Enterprises 8.000% DEB 09/15/22
            191219AU8191219AU8
Coca Cola Enterprises 6.750% DEB 09/15/23
            191219AW4    191219AW4
Coca Cola Enterprises 7.000% DEB 10/01/26
            191219AX2191219AX2
Coca Cola Enterprises 6.700% DEB 10/15/36
           191219AY0191219AY0
Coca Cola Enterprises 6.950% DEB 11/15/26
           191219BB9191219BB9
Coca Cola Enterprises 7.125% DEB 08/01/17
           191219BC7191219BC7
Coca Cola Enterprises 6.750% DEB 01/15/38
           191219BD5191219BD5
Coca Cola Enterprises 7% DEBS 05/15/98
           191219BE3191219BE3
Coca Cola Enterprises 6.750% DEB 09/15/28
            ENTERPRISES INC NT 5%
COCA COLA191219BS2 191219BS2 08/15/13
           191219BT0191219BT0
Coca Cola Enterprises 7.375% NTS 3/3/14
            ENTERPRISES 3.75% SR
COCA-COLA191219BU7191219BU7 NTS 03/01/12
           191219BV5191219BV5
COCO-COLA ENERPRISES 4.25% SR NTS 03/01/15
            ENTERPRISES191219BW3
COCA-COLA191219BW3 4.50% SR NTS 08/15/19
            ENTERPRISES INC NEW
COCA-COLA19122TAA719122TAA7 NT 1.125% 11/12/2013
            ENTERPRISES 4.50% SR
COCA-COLA19122TAB519122TAB5 NTS 09/01/21
            ENTERPRISES 2.0% SR
COCA-COLA19122TAD119122TAD1NTS 08/19/16
            ENTERPRISES 3.25% SR
COCA-COLA19122TAE919122TAE9 NTS 08/19/21
            FEMSA S A B DE C V SR
COCA-COLA191241AD0191241AD0 NT 4.625% 02/15/2020
            HBC FIN B V NT 5.125%
COCA-COLA1912EQAC61912EQAC6 09/17/13
            HBC FIN B V1912EQAD4
COCA-COLA1912EQAD4 NT 5.5% 09/17/15
           19416QBX719416QBX7
COLGATE PALMOLIVE CO MTNS BE FR 7.6% 05/19/25
           19416QCE819416QCE8
COLGATE PALMOLIVE CO MTNS BE FR 6.45% 06/16/28
           19416QCJ719416QCJ7
COLGATE PALMOLIVE CO MTNS BE FR 5.65% 12/01/11
           19416QDB3   19416QDB3
COLGATE PALMOLIVE CO MTNS BE FR 5.98% 04/25/12
           19416QDH0   19416QDH0
COLGATE PALMOLIVE CO MTNS BE FR 5.2% 11/07/16
           19416QDK319416QDK3
Colgate-Palmolive 4.75% EUROs 6/13/14
           19416QDL119416QDL1
Colgate-Palmolive 4.2% NTS 5/15/13
           19416QDN7   19416QDN7
COLGATE PALMOLIVE CO 3.15% SR NTS 08/05/15
           19416QDR8   19416QDR8
COLGATE-PALMOLIVE CO 2.95% SR NTS 11/01/20
           19416QDT419416QDT4
Colgate-Palmolive Company 1.25% SR NTS 05/01/14
           19416QDU1   19416QDU1
Colgate-Palmolive Company 2.625% SR NTS 05/01/17
           195889AA8195889AA8
COLONIAL RLTY LTD PRTNRSHP DEL SR NT 6.05% 09/01/16
           195891AD8195891AD8
COLONIAL RLTY LTD PARTNERSHIP SR NT 6.875% 08/15/12
           195891AE6195891AE6
COLONIAL RLTY LTD PARTNERSHIP SR NT 6.15% 04/15/13
           195891AG1195891AG1
COLONIAL RLTY LTD PARTNERSHIP SR NT 6.25% 06/15/14
           195891AJ5 NTS 10/1/15
Colonial Realty LP 5.5%195891AJ5
            INTERSTATE GAS CO 6.85% DEBS 6/15/37
COLORADO196522AE6196522AE6
            INTST GAS CO SR NT 5.95% 03/15/15
COLORADO196522AH9196522AH9
            INTST GAS CO SR NT 6.8% 11/15/15
COLORADO196522AK2196522AK2
           197677AG2197677AG2
COLUMBIA/HCA 7.69% SR NTS 06/15/25
           197677AJ6 SR NTS 12/01/27
COLUMBIA/HCA 7.05%197677AJ6
           HLTH/HCA 7.50% SR NTS
COLUMBIA 197679AB9197679AB9 12/15/23
           19767QAK119767QAK1
COLUMBIA/HCA 9.0% SR NTS 12/15/14
           19767QAQ8SR NTS 09/15/25
COLUMBIA/HCA 7.58%19767QAQ8
           19767QAS419767QAS4
COLUMBIA/HCA 7.75% SR NTS 07/15/36
            SOUTHERN PWR CO SR
COLUMBUS199575AR2199575AR2 NT-A 5.5% 03/01/13
            SOUTHERN PWR CO SR
COLUMBUS199575AT8199575AT8 NT-B 6.6% 03/01/33
            SOUTHERN PWR CO SR
COLUMBUS199575AV3199575AV3 NT-F 5.85% 10/01/35
           199575AW1   199575AW1
Columbus Southern Power 6.05% SR NTS 5/1/18
           20030NBC420030NBC4
COMCAST CORP 5.50% NTS 11/23/29
           200339AE9200339AE9
COMERICA BANK SUB NT 8.375% 07/15/2024
           200339AJ8 200339AJ8
COMERICA BANK SUB NT 7.875% 09/15/26
           200339CG2200339CG2
COMERICA BANK SUB NT 5.75% 11/21/2016
           200340AL1 200340AL1
Comerica Inc 4.800% SUB NTS 05/01/15
           200340AN7200340AN7
COMERICA INC SR NT 3% 09/16/2015
           20035CAB620035CAB6
COMERICA BK DETRIOT MICH SR NT 5.2% 08/22/2017
           201615CY5201615CY5
COMMERCIAL CREDIT CO NT 7.875% 02/01/25
           201615DE8201615DE8
COMMERCIAL CREDIT CO NT 6.625% 06/01/15
           201723AG8201723AG8
Commercial Metals Co 5.625% SR NTS 11/15/13
           201723AH6201723AH6
COMMERCIAL METALS CO NT 6.5% 07/15/17
           201723AJ2 201723AJ2
Commercial Metals 7.35% NTS 8/15/18
           202218AF0202218AF0
COMMERCIAL NET LEASE RLTY INC NT       7.75% 06/01/12
           202218AG8202218AG8
Commercial Net Lease Rlty 6.250% NTS 06/15/14
           202218AH6202218AH6
Commercial Net Lease Rlty 6.150% NTS 12/15/15
           202795FJ4 7.625% 1st
Commonwealth Edison202795FJ4 mtg 4/15/13
           202795FM7 7.5% 1st mtg
Commonwealth Edison202795FM7 7/1/13
           202795GX2202795GX2
Commonwealth Edison 6.95% Sr. nts 7/15/18
           202795HE3202795HE3
Commonwealth Edison 6.15% 1st mtg 3/15/12
           202795HG8202795HG8
Commonwealth Edison 5.875% due 2/1/33
           202795HH6202795HH6
Commonwealth Edison 4.7% 1st mtg 4/15/15
           202795HK9202795HK9
Commonwealth Edison 5.9% BDS 3/15/36
           202795HN3202795HN3
Commonwealth Edison 5.95% NTS 8/15/16
           202795HP8202795HP8
Commonwealth Edison 5.4% BDS 12/15/11
           202795HS2202795HS2
Commonwealth Edison 6.15% 1st MTG NTS 9/15/17
           202795HT0202795HT0
Commonwealth Edison 6.45% 1st MTG NTS 1/15/38
           202795HX1202795HX1
Commonwealth Edison 1.95% 09/01/16
           202795HZ6202795HZ6
Commonwealth Edison 3.4% 09/01/21
           203233AA9203233AA9
COMMONWEALTH REIT 5.875% SR NTS 09/15/20
           204386AF3204386AF3
CGG VERITAS SR NT 7.5% 05/15/15
           204386AK2204386AK2
CGG VERITAS SR NT 7.75% 05/15/17
           204386AM8  204386AM8
CGG VERITAS SR NT 9.5% 05/15/2016
           20441XAB820441XAB8
COMPANHIA BRASILEIRA DE BEBIDA GTD NT 10.5% 12/15/11
           20449EBT220449EBT2
COMPASS BK BIRMINGHAM ALA SB NT 5.5% 04/01/20
           20449EEE2 20449EEE2
COMPASS BK BIRMINGHAM ALA SB BK NT 5.9% 04/01/2026
           20449EXN120449EXN1
COMPASS BK BIRMINGHAM ALA NT 6.4% 10/01/2017
           20451NAD3  20451NAD3
COMPASS MINERALS INTL INC SR NT 8% 06/01/2019
           PRODUCTION SERVICES
COMPLETE 20453EAC320453EAC3 SR NT 8% 12/15/16
           205363AF1205363AF1
Computer Sciences Corp 5.000% NTS 02/15/13
            SCIENCES CORP SR NT
COMPUTER205363AK0205363AK0 5.5% 03/15/13
            SCIENCES CORP SR NT
COMPUTER205363AL8 205363AL8 6.5% 03/15/18
            RES INC GTDSR NT8.375% 10/15/17
COMSTOCK205768AG9205768AG9
            RESOURCES INC. 7.25%
COMSTOCK205768AH7205768AH7 04/01/19
           205887AC6205887AC6
ConAgra Inc 9.750% SUB NTS 03/01/21
           205887AF9205887AF9
ConAgra Inc 7.125% SR NTS 10/01/26
           205887AQ5205887AQ5
ConAgra Inc 6.700% SR NTS 08/01/27
           205887AR3205887AR3
ConAgra Inc 7.000% SR NTS 10/01/28
           205887AX0205887AX0
ConAgra Inc 8.25% NTS 9/15/30
           205887BD3205887BD3
CONAGRA FOODS INC SR NT 5.819% 06/15/17
           205887BE1205887BE1
CONAGRA FOODS INC 5.875% NTS 04/15/14
           205887BF8 205887BF8
CONAGRA FOODS INC 7.0% NTS 04/15/19
           205944AB7205944AB7
CON-WAY INC SR NT 7.25% 01/15/18
           20605PAA920605PAA9
CONCHO RES INC SR NT 8.625% 10/01/17
           20605PAB720605PAB7
CONCHO RESOURCES INC. 7.0% SR NTS 01/15/21
           20605PAC520605PAC5
CONCHO RESOURCES INC. 6.50% 01/15/22
           207597CZ6 207597CZ6
Connecticut Light & Power 7.875% 1st MTG NTS 10/1/24
           207597DR3207597DR3
Connecticut Light & Power 4.8% 1st MTG NTS 9/15/14
           207597DS1207597DS1
Connecticut Light & Power 5.75% 1st MTG NTS 9/15/34
           207597DT9207597DT9
Connecticut Light & Power 5% 1st MTG NTS 4/1/15
           207597DU6207597DU6
Connecticut Light & Power 5.625% 1st MTG NTS 4/1/35
           207597DV4207597DV4
Connecticut Light & Power 6.35% 1st MTG NTS 6/1/36
           207597DW2 07597DW2
                       2
Connecticut Light & Power 5.375% 1st MTG NTS 3/1/17
           207597DX0207597DX0
Connecticut Light & Power 5.75% 1st MTG NTS 3/1/37
           207597DY8207597DY8
Connecticut Light & Power 5.75% NTS 9/1/17
           207597EA9207597EA9
Connecticut Light & Power 6.375% ist Mtg NTS 9/1/37
           207597ED3207597ED3
Connecticut Light & Power 5.65% 1st Mtg 5/1/18
           207597EE1 PWR 5.50%
CONNECTICUT LIGHT &207597EE1 02/01/19
           20772EHQ920772EHQ9
CONNECTICUT ST GO 5.65% BDS A94 03/15/12
            6.95% NTS 4/15/29
Conoco Inc.208251AE8208251AE8
           20825CAE420825CAE4
Conoco Phillips 4.750% NTS 10/15/12
           20825CAF120825CAF1
Conoco Phillips 5.900% NTS 10/15/32
           20825CAM6   20825CAM6
ConocoPhillips 4.4% GTD NTS 5/15/13
           20825CAN420825CAN4
ConocoPhillips 5.2% GTD NTS 5/15/18
           20825CAP920825CAP9
ConocoPhillips 5.9% GTD NTS 5/15/38
           20825CAQ720825CAQ7
CONOCO PHILLIPS 6.50% NTS 02/01/39
           20825CAR520825CAR5
CONOCO PHILLIPS 5.75% NTS 02/01/19
           20825CAS320825CAS3
CONOCO PHILLIPS 4.75% NTS 02/01/14
           20825CAT120825CAT1
CONOCOPHILLIPS GTD 4.6% 01/15/15
           20825CAU820825CAU8
CONOCOPHILLIPS GTD NT 6% 01/15/20
           20825RAB720825RAB7
CONOCOPHILLIPS AUS FDG CO NT 5.5% 04/15/13
           20825TAA520825TAA5
CONOCOPHILLIPS CANADA 5.625% 10/15/2016
           20825UAC820825UAC8
Conoco Funding 7.25% GTD 10/15/31
           20825VAB820825VAB8
CONOCOPHILLIPS CDA FDG CO II GTD NT 5.95% 10/15/36
           209111DZ3209111DZ3
Consolidated Edison NY 5.625% SER A 07/01/12
           209111EA7209111EA7
Consolidated Edison NY 4.875% DEB 02/01/13
           209111EB5209111EB5
Consolidated Edison NY 5.875% SER A 04/01/33
           209111EC3209111EC3
Consolidated Edison NY 3.850% SER A 06/15/13
           209111ED1209111ED1
Consolidated Edison NY 5.100% SER A 06/15/33
           209111EE9 209111EE9
Consolidated Edison NY 4.700% SER A 02/01/14
           209111EF6 209111EF6
Consolidated Edison NY 5.700% SER A 02/01/34
           209111EH2209111EH2
Consolidated Edison NY 5.300% SER A 03/01/35
           209111EJ8 209111EJ8
Consolidated Edison 5.25% bonds 7/1/35
           209111EK5209111EK5
Consolidated Edison 5 3/8% NTS 12/15/15
           209111EL3 NY 5.85% DEBS 3/15/36
Consolidated Edison of 209111EL3
           209111EM1NY 6.2% NTS
Consolidated Edison of 209111EM1 6/15/36
            209111EN9209111EN9
CONSOLIDATED EDISON CO N Y INC DEB-06C 5.5% 09/15/16
            209111EP4209111EP4
Consolidated Edison of NY 5.3% NTS 12/1/16
            209111EQ2209111EQ2
Consolidated Edison of NY 5.7% NTS 12/1/36
            209111ER0209111ER0
CONSOLIDATED EDISON CO N Y INC DEB AMBAC 5.7% 12/01/36
            209111ES8 209111ES8
Consolidated Edison 6.3% DEBS 8/15/37
            209111ET6 NY 5.85% DEBS 4/1/18
Consolidated Edison of 209111ET6
            209111EU3209111EU3
Consolidated Edison of NY 6.75% DEBS 4/1/38
            209111EV1209111EV1
CON EDISON NY 7.125% SR NTS 12/1/18
            209111EW9  209111EW9
CONS EDISON CO OF NY 5.55% SR NTS 04/01/2014
            209111EX7209111EX7
CONS EDISON CO OF NY 6.65% SR NTS 04/01/19
            209111EY5 209111EY5
CONSOLIDATED EDISON CO N Y INC DEB09-C 5.5% 12/01/39
            209615BN2209615BN2
CONSOLIDATED NAT GAS CO DEB 6.625% 12/01/13
            209615BS1 209615BS1
CONSOLIDATED NAT GAS CO SR DEB 6.8% 12/15/2027
            209615BZ5209615BZ5
CONSOLIDATED NAT GAS CO SR NT 5% 03/01/14
            209615CA9209615CA9
CONSOLIDATED NAT GAS CO SR NT-04A 5% 12/01/14
            21036PAD021036PAD0
Constellation Brands 7.25% GTD NTS 9/1/16
            21036PAF521036PAF5
CONSTELLATION BRANDS INC SR NT 7.25% 05/15/17
            21036PAG321036PAG3
Constellation Brands 8.375% SR NTS 12/15/14
            210371AF7210371AF7
Constellation Energy Grp 7.600% NTS 04/01/32
            210371AK6210371AK6
Constellation Energy Grp 4.550% NTS 06/15/15
            210371AL4 210371AL4
CONSTELLATION ENERGY GROUP 5.15% SR NTS 12/01/20
            Energy 6.875% 1st MTG
Consumers 210518AT3210518AT3 3/1/18
            210518BD7210518BD7
CONSUMERS ENERGY CO SR NT-A AMBAC 18 03/01/18
            Energy Co 5.375% NTS
Consumers 210518BV7210518BV7 04/15/13
            Energy Co 6.000% NTS
Consumers 210518BY1210518BY1 02/15/14
            Energy Co 5.000% NTS
Consumers 210518CD6210518CD6 02/15/12
            Energy Co 5.500% NTS
Consumers 210518CE4210518CE4 08/15/16
            Energy Co 210518CF1
Consumers 210518CF15.000% 1ST 03/15/15
            Energy Co 5.150% 1ST
Consumers 210518CG9210518CG902/15/17
            Energy Co 210518CL8
Consumers 210518CL85.650% 1ST 04/15/20
            Energy 5.8% 1st MTG 9/15/35
Consumers 210518CP9210518CP9
            Energy Co 6.125% 1st Mtg 3/15/19
Consumers 210518CR5210518CR5
            210518CS3 210518CS3
CONSUMERS ENERGY CO. 6.7% 09/15/19
            210795PT1210795PT1
CONTINENTAL AIRLS INC NT 8.75% 12/01/11
            212015AB7212015AB7
CONTINENTAL RESOURCES INC SR NT 8.25% 10/01/19
            212015AD3212015AD3
CONTINENTAL RES INC SR NT 7.375% 10/01/2020
            216831AB3216831AB3
COOPER TIRE & RUBR CO NT 7.625% 03/15/27
            216831AE7216831AE78% 12/15/19
COOPER TIRE & RUBR CO NT
            21701RAB421701RAB4
COORS BREWING CO SR NT 6.375% 05/15/12
            219023AC2219023AC2
Corn Products 6.625% SR NTS 4/15/37
            219023AD0219023AD0
Corn Products 6% SR NTS 4/15/17
            219023AE8219023AE8
CORN PRODUCTS INTL INC 3.2% SR NTS 11/01/15
            219023AF5219023AF5
CORN PRODUCTS INTL INC. 4.625% SR NTS 11/01/20
            219327AE3219327AE3
CORNING GLASS WKS DEB 8.875% 03/15/16
            8.875% DEB 08/15/21
Corning Inc 219350AC9219350AC9
            6.750% DEB 09/15/13
Corning Inc 219350AE5219350AE5
            6.850% DEB 03/01/29
Corning Inc 219350AH8219350AH8
            6.200% NTS 03/15/16
Corning Inc 219350AN5219350AN5
            5.900% NTS 03/15/14
Corning Inc 219350AP0219350AP0
            7.25% NTS 08/15/36
Corning Inc 219350AR6219350AR6
            219350AS4219350AS4
CORNING INC 6.625% SR NTS 05/15/19
            219350AT2219350AT2
CORNING INC 7.0% SR NTS 05/15/24
            219350AU9219350AU9
CORNING INC. 4.25% SR NTS 08/15/20
            219350AV7219350AV7
CORNING INC. 5.75% SR NTS 08/15/40
            21935NAS421935NAS4
CORNING INC MTN BE FR 7.92% 02/03/2023
            21935NAU9  21935NAU9
CORNING INC MTN BE FR 7.53% 03/01/2023
            21935NAV721935NAV7
CORNING INC MTN BE FR 7.53% 03/01/2023
            21987HAN5BACK CTF (NSC A1) 11/15/17
LEHMAN ABS CORP BD 21987HAN5
            21987HAP021987HAP0
LEHMAN ABS CORP BD BACK CTF (NSC A2) 11/15/17
            21987HAQ8BACK CTF (CAT
LEHMAN ABS CORP BD 21987HAQ8 A1) 3/1/18
            21987HAR621987HAR6
LEHMAN ABS CORP BD BACK CTF (CAT A-2) 3/1/18
            21987HAS421987HAS4
LEHMAN ABS CORP BD BACK CTF (ADM A-1) 12/15/17
            21987HAT221987HAT2
LEHMAN ABS CORP BD BACK CTF (ADM A-2) 12/15/17
            Corp. 6.25% due 3/15/13
Corrections22025YAH322025YAH3
            Corp. 6.75% NTS 1/31/14
Corrections22025YAJ9 22025YAJ9
            22025YAK622025YAK6
CORRECTIONS CORP AMER NEW GTD SRNT 7.75% 06/01/17
            222372AJ3 222372AJ3
Countrywide Financial 6.25% NTS 5/15/16
            22237AAB222237AAB2
COUNTRYWIDE CAP III SB CAP-B 8.05% 06/15/27
            22237LFQ022237LFQ0
COUNTRYWIDE HOME LOANS MTN BE FR 6.73% 04/17/13
            22237LNG322237LNG3
COUNTRYWIDE HOME LOANS MTN BE CALL 6.% 01/24/18
            22237LNH122237LNH1
COUNTRYWIDE HOME LOANS MTN BE FR 6% 05/16/23
            22237LNJ7 22237LNJ7
COUNTRYWIDE HOME LOANS MTN BE FR 5% 05/16/13
            22237LPF3 22237LPF3
COUNTRYWIDE HOME LOANS MTN BE CALL 6.15% 06/25/29
            22237LPH922237LPH9
COUNTRYWIDE HOME LOANS MTN BE FR 6.2% 07/16/29
            22237LPJ5 22237LPJ5
COUNTRYWIDE HOME LOANS MTN BE FR 6% 07/23/29
            22238HAF722238HAF7
COUNTRYWIDE FINL CORP MTN BK CALL 5.25% 05/27/20
            22238HAR122238HAR1
COUNTRYWIDE FINL CORP MTN BK FR 6% 11/14/35
            22238HAS922238HAS9
COUNTRYWIDE FINL CORP MTN BK CALL 6% 11/22/30
            22238HAU4  22238HAU4
COUNTRYWIDE FINL CORP MTN BK CALL 5% 12/14/35
            22238HAX822238HAX8
COUNTRYWIDE FINL CORP MTN BK FR 5.75% 01/24/31
            22238HAY622238HAY6
COUNTRYWIDE FINL CORP MTN BK CALL 5.8% 01/27/31
            22238HAZ322238HAZ3
COUNTRYWIDE FINL CORP MTN BK CALL 6% 02/08/36
            22238HBB522238HBB5
COUNTRYWIDE FINL CORP MTN BK CALL 6% 03/16/26
            22238HGQ7  22238HGQ7
Countrywide Financial 5.8% GTD MTNs 6/7/12
            22282EAD422282EAD4
COVANTA HLDG CORP SR NT 7.25% 12/01/2020
            222862AD6222862AD6
Coventry Health 5.875% SR NTS 1/15/12
            222862AF1222862AF1
Coventry Health 6.125% SR NTS 1/15/15
            222862AG9222862AG9
Coventry Health 5.95% NTS 3/15/17
            222862AH7222862AH7
Coventry Health 6.3% SR NTS 8/15/14
            222862AJ3 222862AJ3
COVENTRY HEALTH CARE INC. 5.45% NTS 06/15/21
            22303QAF722303QAF7
Covidien International 5.45% GTD NTS 10/15/12
            22303QAG5  22303QAG5
Covidien International 6% GTD NTS 10/15/17
            22303QAH3  22303QAH3
Covidien International 6.55% GTD NTS 10/15/37
            22303QAJ922303QAJ9
COVIDIEN INTL FINANCE SA 1.875% 06/15/13
            22303QAL422303QAL4
COVIDIEN INTL FINANCIAL SA 4.2% 06/15/20
            224399AN5224399AN5
Crane Company 5.500% NTS 09/15/13
            224399AP0224399AP0
Crane Company 6.55% BDS 11/15/36
            22541HCC422541HCC4
CREDIT SUISSE NY BRH SUB NT 6% 02/15/18
            22541LAB922541LAB9
CREDIT SUISSE FIRST 6 1/8% NTS 11/15/2011
            22541LAC722541LAC7
Credit Suisse First Bstn 6.500% NTS 01/15/12
            22541LAE3 7.125% NTS
Credit Suisse First Bstn 22541LAE3 07/15/32
            22541LAH622541LAH6
CREDIT SUISSE USA INC NT 5.5% 08/15/13
            22541LAM55.125% NTS
Credit Suisse First Bstn 22541LAM5 01/15/14
            22541LAR422541LAR4
Credit Suisse First Bstn 4.875% NTS 01/15/15
            22541LBK8 5 1/8% NTS
Credit Suisse First Bstn 22541LBK8 08/15/15
            225434AG4225434AG4
Credit Suisse First Bstn 5.375% NTS 3/2/16
            225434CJ6 5.85% SR NTS
Credit Suisse First Bstn 225434CJ6 8/16/16
            225448AA7225448AA7
CREDIT SUISSE FIXED TO FLOATING RATE TIER 1 CAPITAL NTS
            225448AB5225448AB5
CREDIT SUISSE FLT RATE TIER 1 CAPITAL NTS
            22546EAE422546EAE4
Credit Suisse Nassau zero coupon CS/RT Emerging Infrastructure ARES 11/6/12 (CS)
            22546EAL8 22546EAL8
Credit Suisse Nassau CS/RT Emerging Infrastructure BARES 11/6/12 (CS)
            22546QAA5    22546QAA5
CREDIT SUISSE NEW YORK BRANCH SR NT 5.5% 05/01/2014
            22546QAB322546QAB3
CREDIT SUISSE NEW YORK BRANCH SR NT 3.45% 07/02/2012
            22546QAC122546QAC1
CREDIT SUISSE NEW YORK BRANCH SR NT 5.3% 08/13/2019
            22546QAD9    22546QAD9
CREDIT SUISSE NEW YORK BRANCH SUB NT 5.4% 01/14/20
            22546QAE722546QAE7
CREDIT SUISSE NEW YORK BRANCH SR NT 3.5% 03/23/2015
            22546QAF422546QAF4
Credit Suisse NY 4.375% 08/05/20
            22546QAH0    22546QAH0
CREDIT SUISSE NEW YORK 2.2% 01/14/2014
            2254C0TC12254C0TC1
CS FIRST BOSTON NY BRH SR MTN SR NT 5% 05/15/2013
            228227AW4    228227AW4
CROWN CASTLE INTL CORP SR NT 7.5% 12/01/2013
            228227AZ7228227AZ7
CROWN CASTLE INTL CORP 9.0% SR NTS 01/15/15
            228227BA1228227BA1
CROWN CASTLE INTL CORP 7.125% ST NTS 11/19/17
            228255AH8228255AH8
CROWN CORK & SEAL 7.375% DEB 12/15/26
            228255AJ4 228255AJ4
CROWN CORK & SEAL 7.50% DEB 12/15/2096
            231021AD8231021AD8
CUMMINS INC DEB 6.75% 02/15/27
            231021AJ5 231021AJ5
CUMMINS INC DEB 7.125% 03/01/28
            231021AK2231021AK2
CUMMINS INC DEB 5.65% 03/01/98
            232820AE0232820AE0
Cytec Industries Inc 4.6% NTS 7/1/13
            232820AG5232820AG5
Cytec Industries Inc 6% NTS 10/1/15
            232820AH3232820AH3
CYTEC INDUSTRIES ,INC. 8.95% SR NTS 07/01/17
            23311VAA523311VAA5
DCP MIDSTREAM OPERATING 3.25% 10/01/15
             6.875% SR NTS 5/1/2013
D.R. Horton23331AAP423331AAP4
             6.125% notes 1/15/2014
D.R. Horton23331AAS823331AAS8
             5.625% SR NTS 9/15/2014
D.R. Horton23331AAT623331AAT6
             5.625% SR NTS 1/15/2016
D.R. Horton23331AAV123331AAV1
             5 1/4% notes 2/15/2015
                         2
D.R. Horton23331AAW9 3331AAW9
             6.5% notes 4/15/2016
D.R. Horton23331AAZ223331AAZ2
            23331ABB423331ABB4
D.R. HORTON, INC. 2.00% SR NTS 05/15/14
            Corp 6.375% SR NTS 04/15/33
DTE Energy 233331AJ6 233331AJ6
            233331AM9    233331AM9
DTE ENERGY CO SR NT 6.35% 06/01/16
            233331AN7233331AN7
DTE ENERGY CO 7.625% SR NTS 05/15/14
           235825AA4235825AA4
DANA HOLDING CORP 6.50% SR NTS 02/15/19
           235825AB2235825AB2
DANA HOLDING CORP 6.75% SR NTS 02/15/21
           235851AG7235851AG7
DANAHER CORP DEL SR NT 5.625% 01/15/18
           235851AH5235851AH5
DANAHER CORP 5.4% SR NTS 03/01/19
           235851AK8235851AK8
DANAHER CORP 1.3% SR NTS 06/23/14
           235851AL6 235851AL6
DANAHER CORP 2.3% SR NTS 06/23/16
           237194AB1237194AB1
DARDEN RESTAURANTS INC 7 1/8% DEB 02/01/2016
           237194AE5237194AE5
Darden Restaurants 6% notes 8/15/2035
           237194AF2237194AF2
Darden Restaurants 5.625% SR NTS 10/15/12
           237194AG0237194AG0
Darden Restaurants 6.2% SR NTS 10/15/17
           237194AH8237194AH8
Darden Restaurants 6.8% SR NTS 10/15/37
           237194AJ4 237194AJ4
Darden Restaurants, Inc. 4.50% 10/15/21
           23918KAL223918KAL2
DAVITA INC. 6.375% 11/01/18
           23918KAM0   23918KAM0
DAVITA INC. 6.625% 11/01/20
           239753BC9239753BC9
Dayton Hudson 9.875% DEBS 7/1/20
           239753BG0239753BG0
Dayton Hudson 9.7% DEBS 6/15/21
           239753BJ4 239753BJ4
Dayton Hudson 9% DEBS 10/1/21
           239753BK1239753BK1
Dayton Hudson 8.6% DEBS 1/15/12
           239753BL9 DEBS 4/1/22
Dayton Hudson 8.875%239753BL9
           239753BM7   239753BM7
Dayton Hudson 8.8% DEBS 5/15/22
           239753BU9239753BU9
DAYTON HUDSON CORP CMT-E 9.35% 06/16/2020
           239753CJ3 239753CJ3
DAYTON HUDSON CORP PUT CDT 9.52% 06/10/15
           239753DJ2 239753DJ2
Dayton Hudson 6.75% DEBS 1/1/28
           239753DL7239753DL7
Dayton Hudson 6.65% DEBS 8/1/28
           240019BQ1240019BQ1
Dayton Power & Light 5.125% due 10/1/13
           242361AB9242361AB9
Dean Holdings 6.9% SR NTS 10/15/17
            7% GTD NTS 6/1/16
Dean Foods242370AA2242370AA2
           24240VAE124240VAE1
DEAN WITTER DISCOVER & CO DEB 6.75% 10/15/13
           24240VAM3   24240VAM3
DEAN WITTER DISCOVER & CO DEB 6.75% 01/01/16
           24240XAT424240XAT4
DEAN WITTER DISCOVER & CO MTN FR 7.07% 02/10/14
           244199AU9244199AU9
DEERE & CO 8 1/2% DEBS 01/09/22
            6.55% DEBS 244199AW5
DEERE& CO244199AW5 10/1/28
           244199AZ8244199AZ8
Deere & Company 8.100% DEB 05/15/30
           244199BA2244199BA2
DEERE & CO NT 7.125% 03/03/31
           244199BB0244199BB0
Deere & Company 6.950% GLB NTS 04/25/14
           244199BC8244199BC8
DEERE & CO 4.375% SR NTS 10/16/19
           244199BD6244199BD6
DEERE & CO 5.375%SR NTS 10/16/29
           244217BG9244217BG9
Deere (John) Capital 7% GLB NTS 03/15/12
           244217BK0244217BK0
Deere (John) Capital 5.1% GLB NTS 01/15/13
           Capital Corp. 5.5% NTS
John Deere 24422EQF924422EQF9 4/13/17
           24422EQJ1 24422EQJ1
Deere Capital (John) 5.35% SR NTS 1/17/12
           Capital 4.95%
                       24422EQM4
John Deere 24422EQM4 MTNs 12/17/12
           24422EQQ5   24422EQQ5
Deere Capital (John) Corp. 4.5% MTNs 4/3/13
           24422EQR324422EQR3
Deere Capital (John) Corp 5.35% MTNs 4/3/18
           24422EQU624422EQU6
Deere (John) Capital 4.9% NTS 9/9/13
           24422EQV424422EQV4
Deere (John) Capital 5.75% NTS 9/10/18
           24422EQW2 4422EQW2
DEERE JOHN CAP CORP2MTNS BE NT 5.25% 10/01/12
            24422EQX024422EQX0
JOHN DEERE CAPITAL CORP 1.875% NTS 06/17/13
            24422EQY824422EQY8
DEERE JOHN CAP CORP MTNS BE SR NT 2.95% 03/09/15
            24422EQZ524422EQZ5
JOHN DEERE CAPITAL CORP 2.8% SR NTS 09/18/17
            24422ERA924422ERA9
JOHN DEERE CAPITAL CORP 1.6% SR NTS 03/03/14
            24422ERC524422ERC5
JOHN DEERE CAPITAL CORP 2.75% NTS 06/07/16
            24422ERE124422ERE1
JOHN DEERE CAPITAL CORP 3.9% SR NTS 07/12/21
            24422ERF8 24422ERF8
JOHN DEERE CAPITAL CORP 1.85% 09/15/16
            24424DAA724424DAA7
JOHN DEERE CAPITAL CORP 2.875% FDIC GTD 06/19/12
            246688AF2246688AF2
DELHAIZE AMER INC DEB         9% 04/15/31
            24668PAB324668PAB3
DELHAIZE GROUP SA SR NT 6.5% 06/15/17
            24668PAC124668PAC1
DELHAIZE GROUP SA SR NT 5.875% 02/01/14
            247109BH3247109BH3
Delmarva Power & Light 5% SR nTS 11/15/14
            247109BJ9 247109BJ9
Delmarva Power & Light 5% SR NTS 6/1/15
            POWER & LIGHT MTNS
DELMARVA24710XAF524710XAF5 BE FR 7.72% 02/01/27
            POWER & LIGHT MTNS
DELMARVA24710XAQ124710XAQ1 BE FR 7.56% 02/01/17
            POWER & LIGHT MTNS
DELMARVA24710XAV024710XAV0 BE FR 6.81% 01/09/18
            247131AF2247131AF2
DELPHI FINANCIAL GROUP 7.875% SR NTS 01/31/20
            247916AB5247916AB5
DENBURY RES INC SR SB NT 9.75% 03/01/16
            247916AC3247916AC3
DENBURY RESOURCES INC. 6.375% 08/15/21
            248019AC5248019AC5
Deluxe Corp 5.000% SR NTS 12/15/12
            248019AG6248019AG6
Deluxe Corp 5.125% SR NTS 10/01/14
            248019AL5 NTS 6/1/15
Deluxe Corp 7.375% SR248019AL5
            24823UAE824823UAE8
DENBURY RES INC DEL SR SB NT 7.5% 04/01/13 CALLED FOR REDEMPTION
            24823UAG3   24823UAG3
DENBURY RES INC DEL SR SUB NT8.25% 02/15/20
            25030WAB6   25030WAB6
DESARROLLADORA HOMEX S A DE CV SR GTD NT 7.5% 09/28/15
            250847DT4250847DT4
Detroit Edison 5.2% 1st Mtg 10/15/12
            250847DU1250847DU1
Detroit Edison 6.35% SR NTS 10/15/32
            250847DV9250847DV9
Detroit Edison 5.4% 1st Mtg 8/1/14
            250847DX5250847DX5
Detroit Edison 4.8% SR NTS 2/15/15
            250847DZ0250847DZ0
Detroit Edison 5.45% SR NTS 2/15/35
            250847EA4250847EA4
Detroit Edison 5.7% 1st Mtg 10/1/37
            250847EB2250847EB2
Detroit Edison 6.625% 1st Mtg 6/1/36
            250847EC0250847EC0
DETROIT EDISON CO SR AMBAC 4.8% 02/15/15
            250847ED8250847ED8
Detroit Edison 5.6% SR NTS 6/15/18
            250847EE6 Mtg 10/1/13
Detroit Edison 6.4% 1st250847EE6
            250847EF3 250847EF3
DETROIT EDISON COMPANY 3.45% 10/01/20
            250847EG1250847EG1
DETROIT EDISON 3.9% 06/01/21
            250847EH9250847EH9
DETROIT EDISON 4.25% 09/01/41
            25152CMN3 5152CMN3
                        2
Deutsche Bank AG London 6% SR NTS 9/1/17
            Diversified 251591AM5 05/01/15
Developers 251591AM5    5.500% NTS
            Diversified 5.375% NTS
Developers 251591AN3251591AN3 10/15/12
            251591AT0251591AT0
DEVELOPERS DIVERSIFIED RLTY CO NT 9.625% 03/15/16
            251591AU7251591AU7
DEVELOPERS DIVERSIFIED RLTY CO NT 7.5% 04/01/17
            251591AV5251591AV5
DEVELOPERS DIVERSIFIED 7.875% SR NTS 09/01/20
            251591AY9251591AY9
DEVELOPERS DIVERSIFIED 4.75% SR NTS 04/15/18
            25159NAW55159NAW5
                        2
DEVELOPERS DIV RLTY CORP MTNBE FR 7.5% 07/15/18
            2515A0HQ9   2515A0HQ9
DEUTSCHE BANK AG LONDON 5.625% SR NTS 10/12/12
             2515A0MV2 6% 03/11/38
                        NT
DEUTSCHE BK AG CALL 2515A0MV2
             2515A0NY52515A0NY5
DEUTSCHE BK AG SR NT 4.875% 05/20/13
             2515A0Q302515A0Q30
DEUTSCHE BK AG SR NT 3.875% 08/18/14
             2515A0T452515A0T45
DEUTSCHE BK AG SR NT 2.375% 01/11/13
             2515A0U762515A0U76
DEUTSCHE BK AG SR NT 3.45% 03/30/15
             2515A14E82515A14E8
DEUTSCHE BANK AG 3.25% SR NTS 01/11/16
             2515E0AA72515E0AA7
DEUTSCHE BANK FINANCIAL LLC 5.375% 03/02/15
             251799AA0251799AA0
Devon Energy 7.95% DEBS 4/15/32
             25179MAG8 5179MAG8
                        2
DEVON ENERGY CORP 5.625% SR NTS 01/15/14
             25179MAH6  6.3% SR NTS
DEVON ENERGY CORP 25179MAH6 01/15/19
             25179MAJ225179MAJ2
DEVON ENERGY CORPORATION.2.4% SR NTS 07/15/16
             25179MAK9  25179MAK9
DEVON ENERGY CORPORATION 4.0% SR NTS 07/15/21
             25179MAL7  25179MAL7
DEVON ENERGY CORPORATION 5.6% SR NTS 07/15/41
             25179SAD225179SAD2
Devon Financing 7.875% due 9/30/31
             25243EAF025243EAF0
DIAGEO CAP PLC MTN BE FR 4.85% 05/15/18
             25243YAH225243YAH2
DIAGEO CAPITAL 5.875% NTS 9/30/2036
             25243YAJ8 25243YAJ8
DIAGEO CAPITAL 5.5% NTS 9/30/16
             25243YAK525243YAK5
DIAGEO CAPITAL 5.125% NTS 1/30/12
             25243YAL3 25243YAL3
Diageo Capital 5.2% NTS 1/30/13
             25243YAM1  25243YAM1
Diageo Capital PLC 5.75% NTS 10/23/17
             25243YAN925243YAN9
Diageo Plc 7.375% GTD NTS 1/15/14
             25243YAP425243YAP4
DIAGEO CAPITAL PLC 4.828% NTS 07/15/20
             25244SAC525244SAC5
DIAGEO FINANCE B V 5.30% NTS 10/28/2015
             25244SAD325244SAD3
DIAGEO FINANCE 5.5% NTS 4/1/13
             25244SAF8 25244SAF8
DIAGEO FINANCE B.V. 3.25% NTS 01/15/15
             25271CAG725271CAG7
Diamond Offshore Drilling 5.150% NTS 09/01/14
             25271CAJ1 25271CAJ1
Diamond Offshore Drilling 4.875% SR NTS 7/1/15
             25271CAK825271CAK8
DIAMOND OFFSHORE DRILLING INC SR NT 5.875% 05/01/19
             25271CAL625271CAL6
DIAMOND OFFSHORE DRILL 5.7% NTS 10/15/39
             252747AD2252747AD2
DIAMOND SHAMROCK INC SR NT 8.75% 06/15/15
             252747AF7252747AF7
DIAMOND SHAMROCK INC DEB 7.65% 07/01/26
             252759AL9 252759AL9
DIAMOND STATE TEL CO DEB PUT 8.375% 09/15/19
             252759AM7  252759AM7
DIAMOND STATE TEL CO DEB 8.625% 10/15/31
             252759AP0252759AP07% 12/01/23
DIAMOND STATE TEL CO DEB
             253849AK9253849AK9
DIGITAL EQUIP CORP DEB 7.75% 04/01/23
             25389JAJ5 LP 5.25%
DIGITAL REALTY TRUST 25389JAJ5 03/15/21
             254063AQ3254063AQ3
Dillards Dept. Stores 7.85% NTS 10/1/12
             254063AR1254063AR1
Dillards Dept. Stores 7.875% NTS 1/1/23
             254063AU4254063AU4
Dillards Dept. Stores 7.75% DEBS 7/15/26
             254063AW0  254063AW0
Dillards Dept. Stores 7.75% NTS 5/15/27
              6.625% NTS 1/15/18
Dillards Inc.254063AX8254063AX8
              7.13% NTS 8/1/18
Dillards Inc.254067AH4254067AH4
             254067AN1254067AN1
DILLARDS INC DEB        7% 12/01/28
             254687AH9254687AH9
DISNEY WALT CO DEB 7.55% 07/15/93
              4.7% SR NTS 12/1/12
Walt Disney254687AV8254687AV8
             254687AW6  254687AW6
WALT DISNEY CO 4.50% NOTES 12/15/13
              7% NTS due25468PBW5
Walt Disney25468PBW5 3/1/32
            6 3/8% NTS due 3/1/12
Walt Disney25468PBX325468PBX3
            6.2% NTS due 6/20/14
Walt Disney25468PCA225468PCA2
            5 7/8% NTS due 12/15/17
Walt Disney25468PCB025468PCB0
            5.625% NTS 9/15/16
Walt Disney25468PCE425468PCE4
            6% SR NTS 7/17/17
Walt Disney25468PCG925468PCG9
           25468PCK025468PCK0
WALT DISNEY CO 5.50% NTS 03/15/19
           25468PCL8 25468PCL8
The Walt Disney Company 3.75% 06/01/21
           25468PCM6  25468PCM6
WALT DISNEY COMPANY 1.35% SR NTS 08/16/16
           25468PCN425468PCN4
WALT DISNEY COMPANY 2.75% SR NTS 08/16/21
           25468PCP925468PCP9
WALT DISNEY COMPANY 4.375% SR NTS 08/16/41
           254709AD0254709AD0
DISCOVER FINL SVCS SR NT 6.45% 06/12/17
           254709AE8254709AE8
DISCOVER FINANCIAL SVS 10.25% NTS 07/15/2019
            CO INC NEW SR NT 13.875% 03/15/14
DOLE FOOD256603AA9256603AA9
            INC DEB 8.75% 07/15/13
DOLE FOOD256605AD8256605AD8
           257469AC0257469AC0
Dominion Resources 7.195% due 9/15/2014
           RES INC SR NT 5.7% 09/17/12
DOMINION 257469AF3257469AF3
           257469AG1257469AG1
Dominion Resources Inc 6.75% SR NTS 12/15/32
           257469AJ5 257469AJ5
Dominion Resources Inc 5.25% SR NTS 08/1/33
           RES CAP TR III GTD CAP
DOMINION 25746NAA325746NAA3 SECD 31 01/15/31
           25746UAJ825746UAJ8
Dominion Resources Inc 6.250% SR NTS 06/30/12
           25746UAM1 5.000% SR
                      2
Dominion Resources Inc 5746UAM1NTS 03/15/13
           25746UAN9  25746UAN9
Dominion Resources Inc 6.300% SR NTS 03/15/33
           25746UAR025746UAR0
Dominion Resources Inc 5.200% SR NTS 01/15/16
           25746UAV125746UAV1
Dominion Resources 5.95% due 6/15/2035
           25746UAW95746UAW9
                      2
Dominion Resources 5.15% due 7/15/2015
           25746UBB425746UBB4
Dominion Resources 5.6% SR NTS 11/15/16
           25746UBC225746UBC2
Dominion Resources 6% NTS 11/30/17
           25746UBD025746UBD0
Dominion Resources 7% NTS 6/15/38
           25746UBE825746UBE8
Dominion Resources 6.4% NTS 6/15/18
           25746UBG3  25746UBG3
Dominion Resources 8.875% SR NTS 1/15/19
           RES INC VA NEW SR NT
DOMINION 25746UBH125746UBH1 5.2% 08/15/19
           RES INC VA NEW FIXED
DOMINION 25746UBJ7 25746UBJ7 RT SR NT 2010 SER A 2.25% 09/01/2015
           RESOURCES INC. 1.8%
DOMINION 25746UBK425746UBK4SR NTS 03/15/14
           RESOURCES INC. 4.45%
DOMINION 25746UBL225746UBL2 SR NTS 03/15/21
            RESOURCES INC. 4.9% SR
                      2
DOMINIOIN25746UBM0 5746UBM0 NTS 08/01/41
           25746UBN8  25746UBN8
Dominion Resources Inc. 1.95% 08/15/16
           257559AB0257559AB0
Domtar Corp 5.375% GTD NTS 12/1/13
           257559AC8257559AC8
Domtar Corp. 7.125% GTD NTS 8/15/15
           257559AD6257559AD6
Domtar Corp 9.5% GTD NTS 8/1/16
           257559AG9257559AG9
DOMTAR CORP SR NT 10.75% 06/01/17
           257561AV2257561AV2
DOMTAR INC NT 5.375% 12/01/13
           25766CAA225766CAA2
DONALDSON LUFKIN JENRE MTN BE PUT 5.625% 02/15/16
            CORP SR NT 7.65% 03/26/16
DORAL FINL25811PAE025811PAE0
            CORP SECD NT 7% 04/26/12
DORAL FINL25811PAF725811PAF7
            CORP SECD NT 7.1% 04/26/17
DORAL FINL25811PAG525811PAG5
            CORP SECD NT 7.15%
DORAL FINL25811PAH325811PAH304/26/22
           6.650% DEB 06/01/28
Dover Corp 260003AC2260003AC2
            4.875% NTS 10/15/15
Dover Corp 260003AE8260003AE8
            5.375% NTS 10/15/35
Dover Corp 260003AF5260003AF5
             6.6% BDS 3/15/2038
Dover Corp.260003AG3260003AG3
            5.45% NTS 3/15/18
Dover Corp 260003AH1260003AH1
            260003AJ7 260003AJ7
DOVER CORP 4.3% SR NTS 03/01/21
            260003AK4260003AK4
DOVER CORP 5.375% SR NTS 03/01/41
            260543BA0260543BA0
Dow Chemical Co 9.000% DEB 04/01/21
            260543BC6260543BC6
Dow Chemical Co 8.850% DEB 09/15/21
            260543BE2260543BE2
Dow Chemical Co 7.375% DEB 03/01/23
            260543BF9 DEB 8/15/13
DOW CHEMICAL 6.85%260543BF9
            260543BJ1 260543BJ1
Dow Chemical Co 7.375% DEB 11/01/29
            260543BR3260543BR3
Dow Chemical Co 6.000% NTS 10/01/12
            260543BV4260543BV4
Dow Chemical 5.7% NTS 5/15/18
            260543BW2 260543BW2
DOW CHEMICAL CO 7.6% NTS 05/15/14
            260543BX0260543BX0
DOW CHEMICAL CO 8.55% NTS 05/15/19
            260543BY8260543BY8
DOW CHEMICAL CO 9.4% NTS 05/15/39
            260543BZ5260543BZ5
DOW CHEMICAL CO 4.85% SR NTS 08/15/12
            260543CA9260543CA9
DOW CHEMICAL CO 5.9% SR NTS 02/15/15
            260543CC5260543CC5
DOW CHEM CO FIXED RT NT 4.25% 11/15/2020
            260543CD3260543CD3
DOW CHEMICAL CO./THE 2.50% SR NTS 02/15/16
            26054EAT626054EAT6
DOW CHEM CO MED TRM NTS BK ENT FR 7.75% 09/15/20
            26054LBK8 26054LBK8
DOW CHEM CO SR INTERNOTES FR 6.15% 11/15/12
            26054LDA826054LDA8
DOW CHEM CO SR INTERNOTES FR 5.3% 03/15/13
            26054LEM126054LEM1
DOW CHEM CO SR INTERNOTES CALL 5.9% 08/15/13
            26054LEN926054LEN9
DOW CHEM CO SR INTERNOTES CALL 6.2% 08/15/15
            26054LEP4 26054LEP4
DOW CHEM CO SR INTERNOTES CALL 5.5% 08/15/13
            26054LER0 26054LER0
DOW CHEM CO SR INTERNOTES CALL 5.6% 08/15/13
            26054LET6 26054LET6
DOW CHEM CO SR INTERNOTES CALL 5.5% 08/15/13
            26054LEU326054LEU3
DOW CHEM CO SR INTERNOTES CALL 6% 08/15/15
            26054LGT426054LGT4
DOW CHEM CO SR INTERNOTES CALL 5.8% 08/15/14
            26054LGU126054LGU1
DOW CHEM CO SR INTERNOTES CALL 6.65% 08/15/16
            26054LGV926054LGV9
DOW CHEM CO SR INTERNOTES CALL 7.45% 08/15/19
            26054LHG126054LHG1
DOW CHEM CO SR INTERNOTES CALL 5.1% 12/15/16
            26054LHM8 26054LHM8
DOW CHEM CO SR INTERNOTES CALL 4.1% 12/15/14
            SNAPPLE GROUP INC SR
DR PEPPER 26138EAG426138EAG4 NT 6.12% 05/01/13
            SNAPPLE GROUP INC SR
DR PEPPER 26138EAH226138EAH2 NT 6.82% 05/01/18
            SNAPPLE GROUP INC SR
DR PEPPER 26138EAJ8 26138EAJ8 NT 7.45% 05/01/38
            SNAPPLE GROUP 1.7%
DR PEPPER 26138EAK526138EAK5 12/21/11
            SNAPPLE GROUP 2.35%
DR PEPPER 26138EAL3 26138EAL3 12/21/12
            SNAPPLE GROUP INC GTD FIXED RATE SR NT 2.9% 01/15/2016
DR PEPPER 26138EAM1   26138EAM1
             de Nemours 6.500% DEB
du Pont (EI)263534BG3263534BG3 01/15/28
             de Nemours 4.750% NTS
du Pont (EI)263534BK4263534BK4 11/15/12
             de Nemours 4.875% NTS
du Pont (EI)263534BN8263534BN8 04/30/14
            263534BQ1263534BQ1
E.I DuPont de Nemours 5.25% NTS 12/15/16
            263534BR9263534BR9
E.I DuPont de Nemours 5.6% NTS 12/15/36
            263534BS7 5% NTS 1/15/13
E.I Dupont de Nemours263534BS7
            263534BT5263534BT5
Dupont (E.I.) de Nemours 6% SR NTS 7/15/18
            263534BU2263534BU2
Dupont (E.I.) de Nemours 5% NTS 7/15/13
            263534BV0263534BV0
DUPONT (E.I.) NEMOUR 5.875% NTS 01/15/2014
            I DE NEMOURS
                       263534BW8
DU PONT E 263534BW8 & CO SR NT 5.75% 03/15/19
            263534BX6263534BX6
E.I. DU PONT DE NEMOURS 4.75% NTS 03/15/15
            I DE NEMOURS & CO SR
DU PONT E 263534BY4263534BY4 NT 3.25% 01/15/15
            I DE NEMOURS & CO SR
DU PONT E 263534BZ1263534BZ1 NT 4.625% 01/15/20
            NEMOUR 3.625% SR NTS
DUPONT EI 263534CB3263534CB3 01/15/21
            NEMOUR 4.9% 01/15/41
DUPONT EI 263534CC1263534CC1
            NEMOUR 1.95% SR NTS
DUPONT EI 263534CD9263534CD9 01/15/16
            de Nemours 4.25% 04/01/21
E.I. DuPont 263534CE7263534CE7
            de Nemours 2.75% 04/01/16
E.I. DuPont 263534CF4 263534CF4
            de Nemours 1.75% 03/25/14
E.I. DuPont 263534CG2263534CG2
             de Nemours 4 1/8% NTS
du Pont (EI)26353LJB8 26353LJB8 3/6/2013
            263901AA8263901AA8
Duke Energy Indiana 6.35% 1st MTG 8/15/38
            264399DK9264399DK9
Duke Energy Corp 6.000% SR NTS 12/01/28
            264399DW3 64399DW3
DUKE ENERGY CORP SR2NT 6.25% 01/15/12
            264399ED4264399ED4
Duke Energy Corp 6.450% SR NTS 10/15/32
            264399EF9 264399EF9
Duke Energy Corp 5.625% SR NTS 11/30/12
            264399EM4  264399EM4
Duke Energy Corp 5.300% 1ST 10/01/15
            264399EQ5264399EQ5
DUKE ENERGY CORP 6.3% SR NTS 02/01/14
            26439RAC026439RAC0
DUKE CAP CORP SR NT-B 6.75% 07/15/18
            26439RAH926439RAH9
DUKE CAP CORP SR NT       8% 10/01/19
            26439RAJ5 6.25% 02/15/13
DUKE CAP CORP SR NT 26439RAJ5
            26439RAK226439RAK2
DUKE CAP CORP SR NT 6.75% 02/15/32
            26439RAQ926439RAQ9
DUKE CAP CORP SR NT 5.5% 03/01/14
            26439VAB326439VAB3
DUKE CAP LLC SR NT 5.668% 08/15/14
             LP 5.875% SR NTS 08/15/12
Duke Realty264411AB5264411AB5
             LP 4.625% SR NTS 05/15/13
Duke Realty264411AC3264411AC3
            26441CAA326441CAA3
Duke Energy Corp. 5.65% SR NTS 6/15/13
            26441CAB126441CAB1
Duke Energy Corp. 6.25% SR NTS 6/15/18
            26441CAC926441CAC9
DUKE ENERGY CORP 3.95% SR NTS 09/15/14
            26441CAD726441CAD7
DUKE ENERGY CORP 5.05% SR NTS 09/15/19
            26441CAE526441CAE5
DUKE ENERGY CORP NEW SR NT 3.35% 04/01/15
            26441CAF226441CAF2
DUKE ENERGY CORP 3.55% 09/15/21
            26441QAD6  26441QAD6
DUKE RLTY LTD PARTNRSHP MTN BE FR 5.45% 10/01/12
             LP 5.400% NTS 08/15/14
Duke Realty26441YAH026441YAH0
             LP 5.5% NTS 3/1/16
Duke Realty26441YAK326441YAK3
             LP 5.95% SR
                       26441YAM9
Duke Realty26441YAM9 NTS 2/15/17
             LP 6.5% SR NTS 1/15/18
Duke Realty26441YAQ026441YAQ0
             LP 6.25% SR NTS 5/15/13
Duke Realty26441YAR826441YAR8
            26441YAS626441YAS6
DUKE RLTY LTD PARTNERSHIP NEW SR NT 7.375% 02/15/15
            26441YAT426441YAT4
DUKE RLTY LTD PARTNERSHIP NEW SR NT 8.25% 08/15/19
            26441YAU126441YAU1
DUKE RLTY LTD PARTNERSHIP NEW SR NT 6.75% 03/15/20
            26442CAA226442CAA2
Duke Energy Carolinas 6.1% SR NTS 6/1/37
            26442CAB026442CAB0
Duke Energy Carolinas 6% 1st MTG NTS 1/15/38
            26442CAC826442CAC8
Duke Energy Carolinas 5.25% 1st MTG NTS 1/15/18
            26442CAD626442CAD6
Duke Energy Carolinas 5.1% 1st Mtg 4/15/18
          26442CAE426442CAE4
Duke Energy Carolinas 6.05% 1st Mtg 4/15/38
          26442CAF126442CAF1
DUKE ENERGY CAROLINAS 5.75% 1st mtg nts 11/15/13
          26442CAG926442CAG9
DUKE ENERGY CAROLINAS 7% 1st Mtg Nts 11/15/218
          26442CAH726442CAH7
DUKE ENERGY CAROLINAS 5.3% 02/15/2040
          26442CAK026442CAK0
Duke Energy Carolinas 3.90% 06/15/21
          26442EAA826442EAA8
DUKE ENERGY OHIO INC. 5.45% 04/01/2019
          26442EAB626442EAB6
DUKE ENERGY OHIO INC. 2.1% 06/15/13
          26483EAE026483EAE0
DUN & BRADSTREET CORP DEL NEW SR NT 2.875% 11/15/2015
          26816LAG726816LAG7
Dynegy Holdings 8.75% SR NTS 2/15/12
          26816LAT9 26816LAT9
Dynegy Holdings 8.375% SR NTS 5/1/16
          26816LAW2 SR NTS 6/1/19
Dynegy Holdings 7.75%26816LAW2
          26816LAX026816LAX0
Dynegy Holdings 7.5% SR NTS 6/1/15
          26874QAB626874QAB6
ENSCO International Inc 7.200% DEB 11/15/27
          26875PAA926875PAA9
EOG Resources 5.875% SR NTS 9/15/17
          26875PAB726875PAB7
EOG Resources 6.125% NTS 10/1/13
          26875PAC526875PAC5
EOG Resources 6.875% NTS 10/1/18
          26875PAD326875PAD3
EOG RES INC SR NT 5.625% 06/01/19
          26875PAE126875PAE1
EOG RES INC FIXED RT SR NT 4.4% 06/01/2020
          26875PAF826875PAF8
EOG RES INC FIXED RT SR NT 2.95% 06/01/2015
          26875PAG626875PAG6
EOG RES INC SR NT FIXED RT 4.1% 02/01/2021
          26875PAH426875PAH4
EOG RES INC FIXED RT SR NT 2.5% 02/01/2016
          268766BW1    268766BW1
EOP OPER LTD PARTNERSHIP NT 6.75% 02/15/12
          26884AAD526884AAD5
ERP OPERATING LTD PARTNER. 7.57% NTS 8/15/26
          26884AAE326884AAE3
ERP Operating LP 7.125% NTS 10/15/17
          26884AAH626884AAH6
ERP OPER LTD PARTNERSHIP NT ADJ 15 04/13/15
          26884AAN326884AAN3
ERP Operating LP 6.625% NTS 03/15/12
          26884AAQ6    26884AAQ6
ERP Operating LP 5.200% NTS 04/01/13
          26884AAS226884AAS2
ERP OPER LTD PARTNERSHIP NT 5.25% 09/15/14
          26884AAU726884AAU7
ERP OPER LTD PARTNERSHIP SR NT 5.375% 08/01/16
          26884AAW3    NTS 10/1/12
ERP Operating LP 5.5% 26884AAW3
          26884AAX126884AAX1
ERP Operating L.P. 5.75% NTS 6/15/17
          26884AAY926884AAY9
ERP Operating LP 4.75% Sr Unsecured 7/15/20
          26884LAA726884LAA7
EQT CORP SR NT 8.125% 06/01/19
          26884LAB526884LAB5
EQT CORP. 4.875% 11/15/21
          269279AD7269279AD7
EXCO RES INC GTD SR FIXED RT NT 7.5% 09/15/2018
          271790AF4271790AF4
EAST COAST PWR L L C SR SECD 7.536% 06/30/17
          277432AB6277432AB6
Eastman Chemical Co 7.250% DEB 01/15/24
          277432AC4277432AC4
Eastman Chemical Co 7.625% DEB 06/15/24
          277432AD2277432AD2
Eastman Chemical Co 7.600% DEB 02/01/27
          277432AE0277432AE0
Eastman Chemical Co 7.000% NTS 04/15/12
          277432AG5277432AG5
Eastman Chemical Co 6.300% NTS 11/15/18
          277432AH3277432AH3
EASTMAN CHEM CO NT 5.5% 11/15/19
          277432AJ9 277432AJ9
EASTMAN CHEMICAL CO. 3.0% 12/15/15
          277432AK6277432AK6
EASTMAN CHEMICAL CO. 4.50% NTS 01/15/21
          277461AV1277461AV1
EASTMAN KODAK CO DEB 9.2% 06/01/2021
          277461BD0277461BD0
Eastman Kodak 7.25% SR NTS 11/15/13
          278058AK8278058AK8
EATON CORP DEB PUT 8.875% 06/15/19
            8.100% DEB  278058AM4
Eaton Corp 278058AM4 08/15/22
            7.625% DEB 04/01/24
Eaton Corp 278058AP7278058AP7
            6.500% DEB 06/01/25
Eaton Corp 278058AQ5278058AQ5
            7.650% DEB  278058AW2
Eaton Corp 278058AW2 11/15/29
            5.750% NTS 07/15/12
Eaton Corp 278058AX0278058AX0
            5.450% SR DEB 10/15/34
Eaton Corp 278058AY8278058AY8
            5.8% NTS 3/15/37
Eaton Corp 278058DB5278058DB5
            5.3% NTS 3/15/17
Eaton Corp 278058DC3278058DC3
             5.6% NTS 5/15/18
Eaton Corp.278058DD1278058DD1
             4.9% NTS 5/15/13
Eaton Corp.278058DF6278058DF6
            278058DG4278058DG4
EATON CORP 5.95% SR NTS 03/20/14
            278058DH2278058DH2
EATON CORP 6.95% SR NTS 03/20/19
            27806KAC827806KAC8
EATON CORP MTN BE FR 5.25% 06/15/35
            278265AC7278265AC7
Eaton Vance 6.5% SR NTS 10/2/17
            278865AH3278865AH3
Ecolab Inc. 4.875% NTS 2/15/15
             S.A. 7.625% NTS 07/23/2019
ECOPETROL279158AB5279158AB5
            281020AF4281020AF4
EDISON INTERNATIONAL 3.75% SR NTS 09/15/17
            281023AN1281023AN1
EDISON MISSION ENERGY SR NT 7.5% 06/15/13
            281023AR2281023AR2
EDISON MISSION ENERGY SR NT 7.75% 06/15/16
            281023AU5281023AU5
EDISON MISSION ENERGY SR NT 7% 05/15/17
            281023AX9281023AX9
EDISON MISSION ENERGY SR NT 7.2% 05/15/19
            281023BA8281023BA8
EDISON MISSION ENERGY SR NT 7.625% 05/15/27
            282649BW1   282649BW1
EKSPORTIFINANS ASA 1.875% NTS 04/02/13
            282649BY7282649BY7
EKSPORTFINANS ASA FLOATING RATE NTS 10/07/13
            28264QGC2 NTS 6/26/17
Eksportfinans A/S 5.5%28264QGC2
            28264QR6328264QR63
EKSPORTFINANS ASA 3.0-% BENCHMARK DUE 11/17/2014
            28264QT5328264QT53
EKSPORTFINANS ASA 2.00% NTS 09/15/15
            28264QU93   28264QU93
EKSPORTFINANS ASA FLOATING RATE NTS 04/05/13
            28264QV2728264QV27
Eksportfinans ASA 2.375% Benchmark due May 25, 2016
            28336LAE9 28336LAE9
El Paso 7.875% NTS 6/15/12
            28336LAZ2 5/15/12
El Paso 9.625% SR NTS 28336LAZ2
            28336LBD028336LBD0
El Paso 6.95% SR NTS 6/1/28
            28336LBH128336LBH1
El Paso 7.42% SR NTS 2/15/37
            28336LBM06/15/14
El Paso 6.875% SR NTS 28336LBM0
            28336LBQ128336LBQ1
El Paso 7% SR NTS 6/15/17
            28336LBR9 28336LBR9
El Paso Natural Gas 7.25% SR NTS 6/1/18
            28336LBS7 28336LBS7
EL PASO CORP 12% SR NTS 12/12/13
            28336LBT5 28336LBT5
EL PASO CORP SR NT 8.25% 02/15/16
            283677AW2   283677AW2
El Paso Electric 6% SR NTS 5/15/35
            283677AX0283677AX0
El Paso Electric 7.5% SR NTS 3/15/38
            28368EAA428368EAA4
El Paso Energy 8.05% SR NTS 10/15/30
            28368EAB228368EAB2
El Paso Energy 7.375% SR NTS 12/15/12
            28368EAD828368EAD8
El Paso Energy 7.8% SR NTS 8/1/31
            28368EAE628368EAE6
El Paso 7.75% SR NTS 1/15/32
            283695AZ7283695AZ7
EL PASO NAT GAS CO DEB 8.625% 01/15/22
            283695BE3283695BE3 11/15/26
EL PASO NAT GAS CO DEB        7.5%
            283695BP8283695BP8
EL PASO NAT GAS CO SR NT 5.95% 04/15/17
            28370TAA728370TAA7
EL PASO PIPELINE PARTNERS OPER GTD SR NT 6.5% 04/01/20
            28370TAD128370TAD1
EL PASO PIPELINE PARTNERS, L.P. 7.50% 11/15/40
            284138AG9284138AG9
ELAN FIN PLC / ELAN FIN CORP GTD SR 8.875% 12/01/2013
            284138AK0284138AK0
ELAN FIN PLC/CRP 8.75% 10/15/16
            285659AF5285659AF5
Electronic Data Systems 7.45% NTS 10/15/29
            29078EAA329078EAA3
EMBARQ CORP NT 7.995% 06/01/36
            29078EAB129078EAB1
EMBARQ CORP NT 7.082% 06/01/2016
            29078EAC929078EAC9
EMBARQ CORP NT 6.738% 06/01/13
            29081PAB129081PAB1
EMBOTELLADORA ANDINA SA 7 5/8 % NOTES 1997-1.10.27 GLOBAL 7.625% 10/01/2027
            29081PAC929081PAC9
EMBOTELLADORA ANDINA S A DEB DTD 10/03/97 7.875% 10/01/2097
            29081YAC029081YAC0
EMBRAER OVERSEAS LIMITED 6.375% NTS 01/15/20
            291011AP9291011AP9
Emerson Electric Co 5.625% NTS 11/15/2013
            291011AQ7291011AQ7
Emerson Electric Co 6.000% NTS 08/15/32
            291011AR5291011AR5
Emerson Electric Co 4.625% NTS 10/15/12
            291011AS3291011AS3
Emerson Electric Co 5.000% NTS 12/15/14
            291011AT1291011AT1
Emerson Electric Co 4.5% NTS 5/1/2013
            291011AU8291011AU8
Emerson Electric Co 4 3/4% notes 10/15/2015
            291011AV6291011AV6
Emerson Electric Co 5.125% NTS 12/1/16
            291011AW4   291011AW4
Emerson Electric 5.375% NTS due 10/15/2017
            291011AX2291011AX2
EMERSON ELEC CO NT 5.25% 10/15/18
            291011AY0291011AY0
EMERSON ELECTRIC CO 4.875% NTS 10/15/19
            291011AZ7291011AZ7
EMERSON ELEC CO NT 4.125% 04/15/15
            291011BA1291011BA1
EMERSON ELEC CO NT 5% 04/15/19
            291011BB9291011BB9
EMERSON ELEC CO NT 6.125% 04/15/39
            291011BC7291011BC7
EMERSON ELEC CO NT 4.25% 11/15/20
            291011BD5291011BD5
EMERSON ELEC CO NT 5.25% 11/15/39
            291641AY4291641AY4
Empire District Electric 4.500% NTS 06/15/13
            291641AZ1291641AZ1
EMPIRE DIST ELEC CO SR NT 5.8% 07/01/35
            291641BA5291641BA5
Empire District Electric 5.875% MTG NTS 4/1/37
            291641BB3291641BB3
Empire District Electric 6.375% 1st Mtg 6/1/18
            291641BE7291641BE7
EMPIRE DISTRICT ELEC CO 5.2% 09/01/40
            29164RAA929164RAA9
EMPIRE DIST ELEC CO SR NT 6.7% 11/15/33
            29244TAA929244TAA9
EMPRESA NACIONAL DE ELCTRCIDAD NT 7.875% 02/01/27
            29244TAB729244TAB7
EMPRESA NACIONAL DE ELCTRCIDAD NT 7.325% 02/01/37
            29244TAC529244TAC5
EMPRESA NACIONAL DE ELECTRICIDAD CHILE NT 8.125% 02/01/2097
            29245SAC629245SAC6
EMPRESA NACIONAL DE ELECTRICID NT 8.35% 08/01/13
            29245SAD429245SAD4
EMPRESA NACIONAL DE ELECTRICID NT 8.625% 08/01/15
            292505AB0292505AB0
Encana Corp 4.75% SR NTS 10/15/13
            292505AD6292505AD6
Encana Corp 6.5% BDS 8/15/34
            292505AE4292505AE4
Encana Corp. 6.625% SR NTS 8/15/37
            292505AF1292505AF1
Encana Corp 5.9% NTS 12/1/17
            292505AG9292505AG9
Encana Corp 6.5% NTS 2/1/38
            292505AH7292505AH7
ENCANA CORP SR NT 6.5% 05/15/19
            292506AA0292506AA0
Encana Holding Fin 5.8% GTD NTS 5/1/14
            29250NAA329250NAA3
Enbridge Inc. 4.9% NTS 3/1/15
            29250NAB129250NAB1
Enbridge Inc. 5.6% SR NTS 4/1/17
            29250NAC929250NAC9
Enbridge Inc. 5.8% SR NTS 6/15/14
           29250RAC029250RAC0
Enbridge Energy Ptrns LP 4.750% NTS 06/01/13
           29250RAD829250RAD8
Enbridge Energy Ptrns LP 5.950% NTS 06/01/33
           29250RAF329250RAF3
Enbridge Energy Ptrns LP 5.350% NTS 12/15/14
           29250RAG129250RAG1
Enbridge Energy Ptrns LP 6.300% NTS 12/15/34
           29250RAH929250RAH9
Enbridge Energy Ptrns LP 5.875% NTS 12/15/16
           29250RAN629250RAN6
Enbridge Energy Partners 6.5% SR NTS 4/15/18
           29250RAP129250RAP1
Enbridge Energy Partners 7.5% SR NTS 4/15/38
           29250RAR729250RAR7
ENBRIDGE ENERGY PARTNERS 9.875% SR NTS 03/01/19
           29250RAS529250RAS5
ENBRIDGE ENERGY PARTNERS 5.2% 03/15/20
           29250RAT329250RAT3
ENBRIDGE ENERGY PARTNERS L P FIXED RATE NTS 5.5% 09/15/2040
           29250RAU029250RAU0
ENBRIDGE ENERGY 4.20% 09/15/21
           29255WAJ929255WAJ9
ENCORE ACQUISITION CO GTD SR SB 9.5% 05/01/16
           29265AAP129265AAP1
ENERGEN CORP MTNS BE FR 7.32% 07/28/22
           29265AAS529265AAS5
Energen Corp. 7.125% MTNs 2/15/28
           29265NAQ1   29265NAQ1
Energen Corp. 5% SR NTS 10/1/13
           29265NAS729265NAS7
ENERGEN CORP 4.625% SR NTS 09/01/21
           29267HAA729267HAA7
Endurance Specialty Holdings 7% BDS 7/15/34
           29267HAB529267HAB5
Endurance Specialty Holdings 6.15% NTS 10/15/15
           292680AF2292680AF2
ENERGY FUTURE HOLDINGS CORP 9.75 SR SECURED NTS
           292681AA1292681AA1
ENERGY FUTURE INTERMEDIATE HOLDINGS CO LLC 9.75% SR SEC NTS 10/15/19
           29269QAA5   29269QAA5
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC AND EFIH FINANCE INC. 10.00% SR NTS 12/01/20
           29273RAB529273RAB5
Energy Transfer 5.95% SR NTS 2/1/15
           29273RAD129273RAD1
Energy Transfer 5.65% SR NTS 8/1/12
           29273RAE929273RAE9
Energy Transfer 6.125% SR NTS 2/15/17
           29273RAF629273RAF6
Energy Transfer 6.625% SR NTS 10/15/36
           29273RAG429273RAG4
Energy Transfer Partners 6% SR NTS 7/1/13
           29273RAH229273RAH2
Energy Transfer Partners 6.7% SR NTS 7/1/18
           29273RAJ8 29273RAJ8
Energy Transfer Partners 7.5% SR NTS 7/1/38
           29273RAK529273RAK5
ENERGY TRAN PTNR 9.7% SR NTS 03/15/19
           29273RAL329273RAL3
ENERGY TRANSFER PARTNERS 8.50% SR NTS 04/15/14
           29273RAM1   29273RAM1
ENERGY TRANSFER PARTNERS 9.0% SR NTS 04/15/19
           29273RAN929273RAN9
Energy Transfer Partners 4.65% 06/01/21
           29273RAP429273RAP4
Energy Transfer Partners 6.05% 06/01/41
           29273VAC429273VAC4
ENERGY TRANSFER 7.50% SR NTS 10/15/20
           29274FAB029274FAB0
ENERSIS S.A. 7.40% NTS 12/1/16
           29274FAC829274FAC8
ENERSIS S.A. 6.60% NTS 12/1/26
            NT 7.375% 01/15/14
ENERSIS S A29274FAE429274FAE4
           Gas 6.65% SR NTS 4/1/28
Enron Oil &293562AD6293562AD6
           4.7% 03/15/21
ENSCO PLC 29358QAA7    29358QAA7
           3.25% 03/15/16
ENSCO PLC 29358QAB529358QAB5
           29364DAQ3   29364DAQ3
ENTERGY ARKANSAS INC. 3.75% 02/15/21
           29364GAE329364GAE3
ENTERGY CORP NEW FIXED RT SR NT 3.625% 09/15/2015
           29364GAF029364GAF0
ENTERGY CORP NEW FIXED RT SR NT 5.125% 09/15/2020
           29364NAH1   29364NAH1
Entergy Mississippi 5.150% 1ST 02/01/13
           29364WAF5   29364WAF5
Entergy Louisiana LLC 6.3% 1st MTG 9/1/35
           29364WAJ729364WAJ7
Entergy Louisiana 6.5% 1st Mtg 9/1/18
           29364WAM0   29364WAM0
ENTERGY LOUISIANA LLC 4.44% 01/15/26
            29364WAN89364WAN8
                       2
ENTERGY LOUISIANA LLC 4.80% 05/01/21
            29365PAP729365PAP7
ENERGY GULF STATES LA 5.59% 10/01/24
            29365PAQ529365PAQ5
ENTERGY GULF STATES LA 3.95% 10/01/20
            29365TAA229365TAA2
ENTERGY TEXAS 7.125% 02/01/19
            29365TAC829365TAC8
ENTERGY TEXAS INC. 4.1% 09/01/21
            293791AD1293791AD1
Enterprise Production 6 3/8% due 2/1/2013
            293791AF6293791AF6
Enterprise Production 6 7/8% due 3/1/2033
            293791AN9293791AN9
Enterprise Production 5.6% nts 10/15/2014
            293791AP4293791AP4
Enterprise Production 6.65% nts 10/15/2034
            293791AR0293791AR0
Enterprise Production 5% due 3/1/2015
            293791AT6293791AT6
ENTERPRISE PRODS OPER LP GTD SR NT5.75% 03/01/35
            29379VAA129379VAA1
Enterprise Products 6.3% GTD NTS 9/15/17
            29379VAB929379VAB9
Enterprise Products Operating 5.65% SR NTS 4/1/13
            29379VAC729379VAC7
Enterprise Products Operating 6.5% SR NTS 1/31/19
            29379VAD529379VAD5
ENTERPRISE PRODUCTS OPER 9.75% GTD NTS 1/31/14
            29379VAE329379VAE3
ENTERPRISE PRODS OPER LLC GTD SR NT 4.6% 08/01/12
            29379VAF029379VAF0
ENTERPRISE PRODS OPER LLC GTD SRNT 5.25% 01/31/20
            29379VAG829379VAG8
ENTERPRISE PRODS OPER LLC GTD SR 6.125% 10/15/39
            29379VAH629379VAH6
ENTERPRISE PRODS OPER LLC GTD SR NT 12 02/15/12
            29379VAJ2 29379VAJ2
ENTERPRISE PRODS OPER LLC GTD SR NT 13 02/01/13
            29379VAK929379VAK9
ENTERPRISE PRODS OPER LLC GTD SR NT 5.9% 04/15/13
            29379VAL729379VAL7
ENTERPRISE PRODS OPER LLC GTD SRNT 6.65% 04/15/18
            29379VAM5  29379VAM5
ENTERPRISE PRODS OPER LLC GTD SRNT 7.55% 04/15/38
            29379VAP829379VAP8
Enterprise Products 5.20% 09/01/20
            29379VAQ629379VAQ6
Enterprise Products 6.45% 09/01/40
            29379VAS229379VAS2
ENTERPRISE PRODUCTS OPER 3.2% 02/01/16
            29379VAT029379VAT0
ENTERPRISE PRODUCTS OPER 5.95% 02/01/41
            29379VAU729379VAU7
Enterprise Products Operating 4.05% 02/15/22
            29379VAV529379VAV5
Enterprise Products Operating 5.7% 02/15/42
            29382RAD929382RAD9
ENTRAVISION COMMUNICATIONS CORP SR SECD NT 8.75% 08/01/2017
            294429AC9294429AC9
Equifax Inc 6.900% DEB 07/01/28
             6.3% SR NTS 7/1/17
Equifax Inc.294429AF2294429AF2
             7% NTS 7/1/37
Equifax Inc.294429AG0294429AG0
            294429AH8294429AH8
EQUIFAX INC SR NT 4.45% 12/01/14
            294549AE0294549AE0
Equitable Resources Inc 7.750% DEB 07/15/26
            294549AJ9 294549AJ9
Equitable Resources Inc 5.150% NTS 11/15/12
            294549AM2  294549AM2
Equitable Resources Inc 5.150% NTS 03/01/18
            RES INC NT 5% 10/01/15
EQUITABLE 294549AP5294549AP5
            294549AR1294549AR1
Equitable Resources 6.5% SR NTS 4/1/18
            RES INC MTN BE FR 8.98% 09/01/2021
EQUITABLE 29455JAK3 29455JAK3
            RES INC MTN BE FR 7.55% 10/01/2015
EQUITABLE 29455JBP1 29455JBP1
            Inc 5 3/8% NTS 10/15/15
Equity One 294752AB6294752AB6
            Inc 6% NTS 9/15/16
Equity One 294752AC4294752AC4
            6.25% SR NTS 1/15/17
Equity One 294752AD2294752AD2
            294752AF7294752AF7
EQUITY ONE SR NT 6% 09/15/17
            294752AG5294752AG5
EQUITY ONE SR NT 6.25% 12/15/14
            29476LAC129476LAC1
ERP Operating LP 5 1/8% nts 3/15/16
            29736RAA829736RAA8
Estee Lauder 5.75% SR NTS 10/15/33
            29736RAB629736RAB6
Estee Lauder 5.55% SR NTS 5/15/17
            29736RAC429736RAC4
Estee Lauder 6% SR NTS 5/15/37
            29736RAD229736RAD2
Estee Lauder 7.75% SR NTS 11/1/13
            297425AF7297425AF7
Esterline Technologies 6.625% GTD NTS 3/1/17
            297425AH3297425AH3
ESTERLINE TECHNOLOGIES CORP SR NT 7% 08/01/2020
            297599AC6297599AC6
ETHAN ALLEN GLOBAL INC SR NT 5.375% 10/01/15
            INVESTMENT BANK 4.875% NTS 1/17/17
EUROPEAN 298785EA0298785EA0
            299808AD7299808AD7
Everest Re Holdings 5.4% NTS 10/15/14
            30161MAD5 0161MAD5
                       3
EXELON GENERATION CO LLC SR NT 5.35% 01/15/14
            30161MAE3  30161MAE3
Exelon Generation 6.2% SR NTS 10/1/17
            30161MAF0  30161MAF0
EXELON GENERATION CO LLC SR NT 5.2% 10/01/19
            30161MAG8 0161MAG8
                       3
EXELON GENERATION CO LLC SR NT 6.25% 10/01/39
            30161MAH6 0161MAH6
                       3
EXELON GENERATION CO LLC 4.0% SR NTS 10/01/20
            30161NAC530161NAC5
Exelon Corp. 5 5/8% bonds due 6/15/2035
            30161NAD3  30161NAD3
Exelon Corp. 4.9% notes due 6/15/2015
            30239FAB230239FAB2
FBL Financial Group 5.850% SR NTS 04/15/14
            30239FAE630239FAE6
FBL FINL GROUP INC SR NT 5.875% 03/15/17
            302491AQ8302491AQ8
FMC CORP 5.2% SR NTS 12/15/19
            302570BA3302570BA3
FPL Group Capital 5.35% NTS 6/15/13
            CAPTL 7.875% NOTES
FPL GROUP 302570BC9302570BC912/15/15
            CAPITAL INC 6.0% 03/01/19
FPL GROUP 302570BD7302570BD7
            302570BH8302570BH8
NEXTERA ENERGY CAPITAL. 2.55% SR NTS 11/15/13
            CAPITAL INC. 2.6% 09/01/15
FPL GROUP 302570BJ4 302570BJ4
            302941AG4302941AG4
FTI CONSULTING INC SR NT 7.75% 10/01/16
            307000AA7307000AA7
FAMILY DOLLAR STORES INC. 5.0% SR NTS 02/01/21
            31315PJH3 31315PJH3
FEDERAL AGRIC MTG CORP MNTS B FR 4.95% 01/23/12
            313309AJ5 313309AJ5
Federal Express 9.65% NTS 6/15/12
            313309AP1313309AP1
FedEx Corporation 7.6% NTS 07/01/97
            313400BV4313400BV4
FREDDIE MAC ZR CPN CAP 11/29/19
            3134A2HF83134A2HF8
FREDDIE MAC ZR CPN 11/24/14
            3134A2HG6  3134A2HG6
FREDDIE MAC ZR CPN 12/11/25
            313586QR3313586QR3
FEDERAL NATL MTG ASSOC ZR CPN DUE 7/5/14
            313586RC5313586RC5
FEDERAL NATL MTG ASSOC ZR CP 10/9/19
            313747AF4313747AF4
FEDERAL REALTY INVT TR DEB 7.48% 08/15/26
            313747AL1 313747AL1
Federal Realty Inv Trust 5.65% BDS 6/1/16
            313747AM9  313747AM9
Federal Realty Inv Trust 6% NTS 7/15/12
            313747AN7313747AN7
Federal Realty Inv Trust 6.2% BDS 1/15/17
            313747AP2313747AP2
FEDERAL REALTY INVT TR NT 5.4% 12/01/13
            313747AQ0313747AQ0
FEDERAL REALTY INVT TR NT 5.95% 08/15/14
            313747AR8313747AR8
FEDERAL REALTY INVT TR NT 5.9% 04/01/20
            313918AA2313918AA2
FEDERAL RLTY INVT TR MTN PUT 6.82% 08/01/27
            31410HAQ4 6.900% DEB 04/01/29
                       Inc
Federated Dept Stores 31410HAQ4
            314275AA6314275AA6
Federated Retail Holding 5.9% SR NTS 12/1/16
            314275AB4314275AB4
Federated Retail Holding 5.35% GTD NTS 3/15/12
            314275AC2314275AC2
Federated Retail Holding 6.375% GTD NTS 3/15/37
            31428XAQ931428XAQ9
FEDEX CORP 7.375% SR NTS 01/15/14
            31428XAR731428XAR7
FEDEX CORP 8.0% SR NTS 01/15/19
            315292AJ1 10/01/17
FERRELLGAS LP 9.125%315292AJ1
            315295AE5315295AE5
Ferrellgas Partners LP 8.625% Sr. Unsecured 06/15/20
            315405AM2    315405AM2
FERRO CORP SR NT 7.875% 08/15/2018
            31620MAB2    31620MAB2
FIDELITY NATL INFORMATION SVCS INC SR NT 7.625% 07/15/2017
            31620MAD8 1620MAD8
                         3
FIDELITY NATL INFORMATION SVCS INC SR NT 7.875% 07/15/2020
            31620RAB131620RAB1
Fidelity National Title 4.25% nts 3/15/13
            31620RAC931620RAC9
FIDELITY NATIONAL FINANCIAL IN SR NT 6.6% 05/15/17
            31848JAA7 NT 5.7% 08/01/14
FIRST AMERN CORP SR 31848JAA7
            318522AA7318522AA7
First American Financial 7.550% DEB 04/01/28
            320517AA3320517AA3
FIRST HORIZON NATIONAL 5.375% SR NTS 12/15/15
            32055RAN732055RAN7
First Industrial LP 5.75% NTS due 1/15/16
            32055RAR832055RAR8
First Industrial LP 5.95% SR NTS 5/15/17
            336158AG5336158AG5
FIRST REP BK SAN FRANCISCO SUB NT 7.75% 09/15/2012
             BK N A MEMPHIS TENN
FIRST TENN337158AD1337158AD1 SB BK NT 5.05% 01/15/2015
             NATL CORP SR NT 4.5%
FIRST TENN337162AE1337162AE1 05/15/13
            337358BA2337358BA2
First Union Corp 7.5% SUB DEBS 4/15/35
            337358BD6337358BD6
First Union Corp 6.55% SUB DEBS 10/15/35
            33738KAA333738KAA3
1ST UN NATL BK JACKSONVI MTNBE FR 6.18% 02/15/2036
            33738MAA9    33738MAA9
1ST UN NATL BK CHARLOTTE MTNBE PUT 6.18% 02/22/2036
            33738MAB7    33738MAB7
1ST UN NATL BK CHARLOTTE MTNBE FR 6.5% 12/01/2028
            33738MAG6 3738MAG6
                         3
1ST UN NATL BK CHARLOTTE MTNBE PUT 6.919% 12/15/2036
            33766JAB9 33766JAB9
FIRSTENERGY SOLUTIONS CORP GTD SR NT 4.8% 02/15/15
            33766JAD5 33766JAD5
FIRSTENERGY SOLUTIONS CORP GTD SR NT6.05% 08/15/21
            33766JAF0 33766JAF0
FIRSTENERGY SOLUTIONS CORP GTD SR NT 6.8% 08/15/39
             Corp 6.450% NTS 11/15/11
FirstEnergy 337932AB3337932AB3
             Corp 7.375% NTS 11/15/31
FirstEnergy 337932AC1337932AC1
            338915AH4338915AH4
Fleet Financial 6.875% SUB DEBS 1/15/28
            338915AM3    338915AM3
Fleet Financial 6.7% SUB DEBS 7/15/28
            33973RAA233973RAA2
MS STRUCTURED ASSET CORP FLOATING RATE TRUST SERIES 2010-04(IP) BACKED BY INTL PAPER CO. 08/15/
            341081EN3341081EN3
Florida Power & Light 4.85% due 2/1/13
            341081EP8341081EP8
Florida Power & Light 5.85% due 2/1/33
            341081EQ6341081EQ6
Florida Power & Light 5.625 due 4/1/34
            341081ER4341081ER4
Florida Power & Light 5.95% due 10/1/33
            341081ES2 341081ES2
Florida Power & Light 5.65% due 2/1/35
            341081ET0 341081ET0
Florida Power & Light 4.95% due 6/1/35
            341081EU7341081EU7
Florida Power & Light 5.4% due 9/1/35
            341081EV5341081EV5
Florida Power & Light 5.65% due 2/1/37
            341081EX1341081EX1
Florida Power & Light 6.2% 1st MTG 6/1/36
            341081EY9 341081EY9
Florida Power & Light 5.85% 1st MTG NTS 5/1/37
            341081EZ6 341081EZ6
Florida Power & Light 5.55% NTS 11/1/17
            341081FA0341081FA0
Florida Power & Light 5.95% 1st MTG NTS 2/1/38
            341081FB8 341081FB8
FLORIDA POWER & LIGHT 5.96% 04/01/39
            341081FE2 341081FE2
FLORIDA POWER & LIGHT 5.125% 06/01/41
            341099CB3341099CB3
Florida Power 5.9% 1st MTG 3/1/33
            341099CC1341099CC1
Florida Power 4.8% 1st MTG 3/1/13
            341099CD9341099CD9
Florida Power 5.1% 1st MTG 12/1/15
           341099CG2341099CG2
Florida Power Corp 5.8% 1st MTG 9/15/17
           341099CH0341099CH0
Florida Power 6.35% 1st MTG 9/15/37
           341099CK3341099CK3
Florida Power Corp 5.65% 1st MTG 6/15/18
           341099CL1 341099CL1
Florida Power Corp. 6.4% 1st MTG 6/15/38
           341099CM91MTG BD 4.55% 04/01/20
FLORIDA POWER CORP341099CM9
           341099CN7341099CN7
FLORIDA POWER CORP 1MTG BD 5.65% 04/01/40
           341099CP2341099CP2
Florida Power Corp. 3.1% 08/15/21
           34110QAL234110QAL2
Florida Power 6.75% MTNs 2/1/28
           343389AA0343389AA0
Flotek Industries 5.25% CV SR NTS 2/15/28
           343412AB8343412AB8
FLUOR CORP 3.375% SR NTS 09/15/21
            INC NT     8.05% 04/15/27
FOOD LION 344775AC5344775AC5
           345277AB3345277AB3
Ford Holdings 9.375% DEBS 3/1/20
           345277AE7345277AE7
Ford Holdings 9.3% GTD 3/1/30
            8.875% debentures due
Ford Motor345370BJ8 345370BJ8 1/15/22
            7 3/4% debs345370BM1
Ford Motor345370BM1 due 6/15/2043
            Co (DE) 7.125% DEB 11/15/25
Ford Motor345370BN9345370BN9
            7 1/2% debs due 8/1/2026
Ford Motor345370BP4345370BP4
            7.4% debentures due 11/1/2046
Ford Motor345370BR0345370BR0
            7.7% debs 345370BS8
Ford Motor345370BS8 due 5/15/2097
            Co (DE) 6.625% DEB 02/15/28
Ford Motor345370BT6345370BT6
            9.215% debs due 9/15/2021
Ford Motor345370BU3345370BU3
            8.9% debs due 1/15/2032
Ford Motor345370BV1345370BV1
            9.98% debs 345370BW9
Ford Motor345370BW9 due 2/15/2047
            Co (DE) 6.500% DEB 08/01/18
Ford Motor345370BX7345370BX7
            Co (DE) 6.625% DEB 10/01/28
Ford Motor345370BY5345370BY5
            6 3/8% debs due 2/1/2029
Ford Motor345370BZ2345370BZ2
            7.45% notes due 7/16/2031
Ford Motor345370CA6345370CA6
            Credit Co 7.000% GLB
Ford Motor345397TZ6 345397TZ6 LS 10/01/13
           345397VC4345397VC4
FORD MOTOR CREDIT CO LLC NT 8% 15/15/2016
            Credit LLC 7.8% NTS 6/1/12
Ford Motor345397VG5345397VG5
            Credit LLC 12% NTS 5/15/15
Ford Motor345397VH3345397VH3
           345397VJ9 345397VJ9
FORD MOTOR CREDIT CO LLC NT 8% 06/01/14
           345397VK6345397VK6
FORD MOTOR CREDIT CO LLC NT 7.5% 08/01/2012
           345397VL4 345397VL4
FORD MOTOR CREDIT CO LLC SR NT 8.7% 10/01/2014
           345397VM2   345397VM2
FORD MOTOR CREDIT CO LLC SR NT 8.125% 01/15/2020
           345397VN0345397VN0
FORD MOTOR CREDIT CO LLC SR NT 7% 04/15/2015
           345397VP5345397VP5
FORD MOTOR CREDIT CO LLC 6.625% 08/15/17
           345397VQ3345397VQ3
FORD MOTOR CREDIT CO LLC 5.625% SR NTS 09/15/15
           345397VR1345397VR1
FORD MOTOR CREDIT CO LLC 5.75% SR NTS 02/01/21
            Credit Co LLC 5.00% SR
Ford Motor345397VT7345397VT7 NTS 05/15/18
            Credit CO LLC 5.875% 08/02/21
Ford Motor345397VU4345397VU4
           345397VW0   345397VW0
FORD MOTOR CREDIT CO LLC 3.875% SR NTS 01/15/15
            Credit Company LLC :
Ford Motor34539CCS934539CCS9 7,50% Continuously Offered Bonds for Retail Accounts due 8/20/
           34539CYT3 34539CYT3
FORD MTR CR CO CONT OFFER BD CALL 6% 02/20/15
            Credit Co 3454023J8
Ford Motor3454023J86.52% MTN 3/10/13
            Credit 7% 345402T35
Ford Motor345402T35nts due 11/26/2011
           345402U33345402U33
FORD MTR CR CO MTN BE CALL 7.3% 01/23/12
             345402WJ6345402WJ6
FORD MTR CR CO MTN BE FR 7.35% 09/15/15
             Credit 7.35% nts due 5/15/2012
Ford Motor345402X63345402X63
             345402Z87 BE CALL 7.0% 08/15/12
FORD MTR CR CO MTN345402Z87
             345550AD9345550AD9
FOREST CITY ENTERPRISES INC SR NT 7.625% 06/01/2015
             345550AF4345550AF4
FOREST CITY ENTERPRISES INC SR NT 01/25/2005 6.5% 02/01/2017
             346091AS0346091AS0
Forest Oil 8% SR NTS 12/15/11
             346091AZ4346091AZ4
Forest Oil 7.25% GTD NTS 6/15/19
             CORP SR NT 8.5% 02/15/14
FOREST OIL346091BE0346091BE0
             349631AG6349631AG6
BEAM Inc 6.625% DEB 07/15/28
             349631AK7349631AK7
BEAM Inc 4.875% NTS 12/01/13
             349631AL5 349631AL5
BEAM Inc 5.375% NTS 1/15/16
             349631AN1349631AN1
BEAM Inc 5.875% NTS 1/15/36
             349631AP6349631AP6
BEAM INC CR SENS 6.375% 06/15/14
             3.0% SR NTS 06/01/12
BEAMS INC 349631AQ4349631AQ4CALLED FOR REDEMPTION
             350472AC0350472AC0
FOUNDATION PA COAL CO GTD SR NT7.25% 08/01/14
             35177PAS635177PAS6
FRANCE TELECOM SA NT 4.375% 07/08/14
             35177PAT435177PAT4
FRANCE TELECOM SA NT 5.375% 07/08/19
             35177PAU135177PAU1
FRANCE TELECOM SA FIXED RT 2.125% 09/16/2015
             35177PAV935177PAV9
FRANCE TELECOM 2.75% SR NTS 09/14/16
             35177PAW7  35177PAW7
FRANCE TELECOM 4.125% SR NTS 09/14/21
             FIN CORP AMER MTN BE
FRANCHISE 35180PAC635180PAC6 FR 7.1% 11/30/26
             354613AE1354613AE1
FRANKLIN RES INC NT 2% 05/20/2013
             354613AF8354613AF8
FRANKLIN RES INC NT 3.125% 05/20/2015
             354613AG6354613AG6
FRANKLIN RES INC NT 4.625% 05/20/2020
             35671DAS435671DAS4
Freeport McMoran C&G 8.375% SR NTS 4/1/17
             35906AAA635906AAA6
FRONTIER COMMUNICATIONS 8.25% SR NTS 05/01/14
             35906AAB435906AAB4
FRONTIER COMMUNICATIONS CORP SR NT 8.125% 10/01/18
             35906AAD035906AAD0
Frontier Communications 7.875% SR NTS 04/15/15
             35906AAF535906AAF5
Frontier Communications 8.25% SR NTS 04/15/17
             35906AAH135906AAH1
Frontier Communications 8.50% SR NTS 04/15/20
             Corp 8.5% 35914PAJ4
Frontier Oil 35914PAJ4 SR Nts 09/15/16
             35914PAK135914PAK1
FRONTIER OIL 6.875% 11/15/18
             361438AA2361438AA2
GAMCO INVESTORS INC. 0% 12/31/15
             361438AB0361438AB0
GAMCO INVESTORS INC. 5.875% SR NTS 06/01/21
             SR NT 6% 02/15/18
GATX CORP361448AF0361448AF0
             SR NT 8.75% 05/15/14
GATX CORP361448AG8361448AG8
             SR NT 4.75% 10/01/12
GATX CORP361448AH6361448AH6
             SR NT 4.75% 05/15/15
GATX CORP361448AJ2 361448AJ2
             SR NT 3.5% 07/15/2016
GATX CORP361448AK9361448AK9
             4..85% SR 361448AL7
GATX CORP361448AL7NTS 06/01/21
             36155WAC0  36155WAC0
GCI INC SR NT 7.25% 02/15/14
             INS HLDG CORP NT
GE GLOBAL 36158FAA836158FAA8 7% 02/15/26
             INS HLDG CORP NT
GE GLOBAL 36158FAB636158FAB6 6.45% 03/01/19
             INS HLDG CORP NT
GE GLOBAL 36158FAD236158FAD2 7.75% 06/15/30
             36159RAC736159RAC7
GEO GROUP INC SR NT 7.75% 10/15/2017
             36186CAD536186CAD5
GMAC LLC ZR CPN 12/1/12 (issued in units of $10,000 as a % of the face amount or $10,000)
             36186CAE336186CAE3
GMAC LLC ZR CPN 6/15/15 (issued in units of $10,000 as a % of the face amount or $10,000)
            362311AG7362311AG7
Verizon California Inc 6.750% SR NTS 05/15/27
            362311AH5362311AH5
GTE CALIF INC DEB-F MBIA 27 05/15/27
            362320AT0362320AT0
GTE CORP DEB 8.75% 11/01/21
            362320AZ6362320AZ6
GTE CORP DEB 6.84% 04/15/18
            362320BA0362320BA0
GTE CORP DEB 6.94% 04/15/28
            362333AH9362333AH9
Verizon Florida Inc 6.860% SR NTS 02/01/28
            362333AJ5 362333AJ5
GTE FLA INC DB-E MBIA6.86% 02/01/28
            362337AK3362337AK3
Verizon North Inc 6.730% SR NTS 02/15/28
             INC DEB-G MBIA 28
GTE NORTH362337AL1 362337AL102/15/28
            362338AQ8362338AQ8
GTE Southwest Inc 8.500% 1ST 11/15/31
            36239YAB836239YAB8
GABELLI ASSET MGMT INC SR NT 5.5% 05/15/13
            CORP / GAMESTOP INC
GSC HLDGS 36293YAD736293YAD7 SR NT 8% 10/01/12
            6 3/8% nts due 4/1/2012
Gannett Co 364725AC5364725AC5
            364725AL5 364725AL5
GANNETT CO INC. 10.0% 04/01/16
            364725AN1364725AN1
GANNETT CO INC. 8.75% 11/15/14
            364760AK4364760AK4
GAP INC. 5.95% SR NTS 04/12/21
            367905AD8367905AD8
GAYLORD ENTMT CO NEW SR NT 6.75% 11/15/14
            36804PAH936804PAH9
GATX Financial 5.7% BDS 4/15/15
            36804PAK236804PAK2
GATX Financial 5.8% NTS 3/1/16
            36804PAL036804PAL0
GATX FINL CORP SR NT 5.5% 02/15/12
            368682AH3368682AH3
Gencorp Inc. 9.5% GTD NTS 8/15/13
            369300AH1369300AH1
General Cable 7.125% GTD NTS 4/1/17
            369550AK4369550AK4
General Dynamics 4.250% NTS 05/15/13
            369550AM0   369550AM0
General Dynamics 5.375% NTS 08/15/15
            369550AN8369550AN8
GENERAL DYNAMICS CORP NT 5.25% 02/01/14
            369550AQ1369550AQ1
GENERGAL DYNAMICS CORP 2.25% 07/15/16
            369550AR9369550AR9
GENERAL DYNAMICS CORP 3.875% 07/15/21
            369550AS7369550AS7
GENERAL DYNAMICS CORP 1.375% 01/15/15
            36959CAA636959CAA6
GENERAL ELECTRIC CAPITAL 7 1/2% NTS 08/21/35
            369604AY9369604AY9
General Electric Co 5.000% NTS 02/01/13
            369604BC6369604BC6
General Electric 5.25% SR NTS 12/6/17
            369622DN2369622DN2
General Electric Capital 8.125% NTS 05/15/12
            369622SM8   369622SM8
General Electric Cap Corp. 5.30% 02/11/21
            36962G2G836962G2G8
General Electric Capital 5.4% MTN 2/15/17
            36962G2L736962G2L7
General Electric Capital 5% SR NTS 4/10/12
            36962G2T036962G2T0
General Electric Capital 5.55% MTNs 05/04/2020
            36962G2Z636962G2Z6
General Electric Capital 5.5% MTNs 6/4/14
            36962G3A036962G3A0
General Electric Capital 6.15% MTNs 8/7/37
            36962G3F936962G3F9
General Electric Capital 5.4% MTNs 9/20/13
            36962G3H536962G3H5
General Electric Capital 5.625% MTNs 9/15/17
            36962G3K836962G3K8
General Electric Capital 5.25% SR NTS 10/19/12
            36962G3M4   36962G3M4
GENERAL ELECTRIC CAP CORP 6.375% FIX TO FLOAT BONDS 11/15/67
            36962G3P736962G3P7
General Electric Capital 5.875% SR NTS 1/14/38
            36962G3T936962G3T9
General Electric Capital 4.8% NTS 5/1/13
            36962G3U636962G3U6
General Electric Capital 5.625% NTS 5/1/18
            36962G4B736962G4B7
GENERAL ELECTRIC CAP CORP 6.875% SR NTS 01/10/39
            36962G4C536962G4C5
GENERAL ELECTRIC CAP CORP 5.9% NTS 05/13/14
           36962G4D336962G4D3
GENERAL ELECTRIC CAP CORP 6.0% SR NTS 08/07/19
           36962G4E136962G4E1
GENERAL ELEC CAP CORP MTN BE FR 3.5% 08/13/12
           36962G4F836962G4F8
GENERAL ELEC CAP CORP MTN BE GLBL SR 4.375% 09/21/15
           36962G4G636962G4G6
GENERAL ELEC CAP CORP MTN BE FR 3.75% 11/14/14
           36962G4H436962G4H4
GENERAL ELEC CAP CORP MTN BE FR 2.8% 01/08/13
           36962G4J0 36962G4J0
GENERAL ELEC CAP CORP MTN BE FR 5.50% 01/08/20
           36962G4L536962G4L5
GENERAL ELECTRIC CAP CORP 3.50% SR NTS 06/29/15
           36962G4Q436962G4Q4
General Electric Cap Corp. 1.875% 09/16/13
           36962G4R236962G4R2
GENERAL ELECTRIC CAP CORP 4.375% SR NTS 09/16/20
           36962G4T836962G4T8
GENERAL ELECTRIC CAP CORP 2.25% SR NTS 11/09/15
           36962G4X936962G4X9
GENERAL ELECTRIC CAP CORP 2.1% NTS 01/07/14
           36962G4Y736962G4Y7
GENERAL ELECTRIC CAP CORP 4.625% NTS 01/07/21
           36962G5C436962G5C4
General Electric Cap Corp. 2.95% 05/09/16
           36962GG5736962GG57
General Electric Capital 4.375% MTN 03/03/12
           36962GH3136962GH31
GENERAL ELEC CAP CORP MTN BE FR 5% 03/30/19
           36962GH9836962GH98
GENERAL ELEC CAP CORP MTN BE CALL 5% 04/30/24
           36962GK8636962GK86
General Electric Capital 4.750% MTN 09/15/14
           36962GLF9 36962GLF9
GENERAL ELEC CAP CORP MTN BE FR 6.9% 09/15/15
           36962GM43    36962GM43
GENERAL ELEC CAP CORP MTN BE FR 5.26% 11/18/19
           36962GM684.375% MTN
General Electric Capital36962GM68 11/21/11
           36962GM84    36962GM84
GENERAL ELEC CAP CORP MTN BE FR 5.64%12/20/2019
           36962GP6536962GP65
General Electric Capital 4.875% MTN 03/04/15
           36962GR3036962GR30
General Electric Capital 4.25% due 6/15/2012
           36962GS3936962GS39
GENERAL ELEC CAP CORP MTN BE FR 5.5% 10/06/17
           36962GT3836962GT38
General Electric Capital 5% due 11/15/11
           36962GT9536962GT95
GENERAL ELEC CAP CORP MTN BE FR 5.55% 01/05/26
           36962GU6936962GU69
General Electric Capital 5% due 1/8/2016
           36962GW91 6962GW91
                        3
GENERAL ELEC CAP CORP MTN BE CALL 6.35% 05/12/18 called for redemption
           36962GX4136962GX41
General Electric Capital 5.65% MTN 06/09/14
           36962GXS836962GXS8
General Electric Capital 5.875% MTN 02/15/12
           36962GXT636962GXT6
GENERAL ELEC CAP CORP MTN BE CALL 6.2% 02/22/22
           36962GXZ236962GXZ2
General Electric Capital 6.750% MTN 03/15/32
           36962GY4036962GY40
General Electric Capital 5.375% SR NTS 10/20/16
           36962GYY436962GYY4
General Electric Capital 6.000% MTN 06/15/12
           36962GZ5636962GZ56
General Electric Capital 5.5% MTNS 11/15/11
           36962GZA536962GZA5
GENERAL ELEC CAP CORP MTN BE CALL 6.25% 07/15/27
           36962GZC136962GZC1
GENERAL ELEC CAP CORP MTN BE CALL 6.2% 08/15/27
           36962GZE736962GZE7
GENERAL ELEC CAP CORP MTN BE CALL 6% 08/23/27
           36962GZY336962GZY3
General Electric Capital 5.450% MTN 01/15/13
            INTERNOTES FR 5.75%
GE CAPITAL36966R2B136966R2B1 08/15/16
            INTERNOTES FR 5.5% 08/15/15
GE CAPITAL36966R2C936966R2C9
            INTERNOTES FR 5.5% 08/15/15
GE CAPITAL36966R2D736966R2D7
            INTERNOTES FR 4.75%
GE CAPITAL36966R2E536966R2E5 09/15/12
            INTERNOTES FR 5.35%
GE CAPITAL36966R2J4 36966R2J4 10/15/12
            INTERNOTES FR 6% 10/15/12
GE CAPITAL36966R2K136966R2K1
            INTERNOTES CALL 6.5%
GE CAPITAL36966R2L9 36966R2L9 10/15/13
            INTERNOTES  36966R2M7
GE CAPITAL36966R2M7 FR 6.6% 10/15/12
           INTERNOTES FR 6.7% 10/15/12
GE CAPITAL36966R2N536966R2N5
           INTERNOTES FR 6.75%
GE CAPITAL36966R2Q836966R2Q8 11/15/14
           INTERNOTES FR 5.85%
GE CAPITAL36966R2R636966R2R6 12/15/14
           INTERNOTES CALL 6.75%
GE CAPITAL36966R2S4 36966R2S4 12/15/16
           INTERNOTES FR 5.75%
GE CAPITAL36966R2T236966R2T2 12/15/15
           INTERNOTES FR 5% 07/15/15
GE CAPITAL36966R2U936966R2U9
           INTERNOTES FR 5.5% 02/15/15
GE CAPITAL36966R2V736966R2V7
           INTERNOTES
                    36966R2W5
GE CAPITAL36966R2W5 FR 6% 02/15/17
           INTERNOTES FR 5.5% 02/15/15
GE CAPITAL36966R2X336966R2X3
           INTERNOTES FR 6% 02/15/17
GE CAPITAL36966R2Y136966R2Y1
           INTERNOTES FR 5.7%
GE CAPITAL36966R2Z836966R2Z803/15/15
           INTERNOTES FR 6.1% 04/15/15
GE CAPITAL36966R3A236966R3A2
           INTERNOTES FR 6.75%
GE CAPITAL36966R3B036966R3B0 04/15/18
           INTERNOTES FR 6.75%
GE CAPITAL36966R3C836966R3C8 05/15/18
           INTERNOTES FR 6.75%
GE CAPITAL36966R3D636966R3D6 05/15/18
           INTERNOTES FR 6.3%
GE CAPITAL36966R3E436966R3E405/15/18
           INTERNOTES FR 6.3%
GE CAPITAL36966R3F1 36966R3F105/15/18
           INTERNOTES FR 6.15%
GE CAPITAL36966R3G936966R3G9 06/15/18
           INTERNOTES FR 5.3% 06/15/15
GE CAPITAL36966R3H736966R3H7
           INTERNOTES FR 6% 06/15/18
GE CAPITAL36966R3J3 36966R3J3
           INTERNOTES FR 5.4% 06/15/15
GE CAPITAL36966R3K036966R3K0
           INTERNOTES FR 5% 06/15/15
GE CAPITAL36966R3L8 36966R3L8
           INTERNOTES FR 5.6% 07/15/16
GE CAPITAL36966R3P936966R3P9
           INTERNOTES FR 6% 07/15/18
GE CAPITAL36966R3Q736966R3Q7
           INTERNOTES FR 4.15%
GE CAPITAL36966R4K936966R4K9 09/15/15
           INTERNOTES FR 5.5%
GE CAPITAL36966R4L7 36966R4L709/15/20
           INTERNOTES FR 4.1% 10/15/15
GE CAPITAL36966R4P836966R4P8
           INTERNOTES FR 5.35%
GE CAPITAL36966R4Q636966R4Q6 10/15/20
           INTERNOTES FR 4.25%
GE CAPITAL36966R4R436966R4R4 10/15/16
           INTERNOTES FR 5.35%
GE CAPITAL36966R4S2 36966R4S2 10/15/20
           INTERNOTES FR 4.4% 01/15/17
GE CAPITAL36966R5G736966R5G7
           INTERNOTES FR 5.4% 01/15/22
GE CAPITAL36966R5H536966R5H5
           INTERNOTES FR 4.95%
GE CAPITAL36966RAD836966RAD8 12/15/12
           INTERNOTES FR 5.1% 12/15/12
GE CAPITAL36966RAH936966RAH9
           INTERNOTES CALL5.625% 12/15/17
GE CAPITAL36966RAJ5 36966RAJ5
           INTERNOTES
                    36966RAM8
GE CAPITAL36966RAM8 FR 5% 12/15/12
           INTERNOTES CALL 5.6%
GE CAPITAL36966RAN636966RAN6 12/15/15
           INTERNOTES CALL 5.8%
GE CAPITAL36966RAP136966RAP1 12/15/19
           INTERNOTES FR 5% 12/15/12
GE CAPITAL36966RAS536966RAS5
           INTERNOTES CALL 5.4%
GE CAPITAL36966RAT336966RAT3 12/15/14
           INTERNOTES CALL5.625%
GE CAPITAL36966RAU036966RAU0 12/15/17
           INTERNOTES CALL 5.4%
GE CAPITAL36966RB7036966RB70 10/15/25
           INTERNOTES CALL 5.45%
GE CAPITAL36966RBE536966RBE5 01/15/16
           INTERNOTES CALL 5.75%
GE CAPITAL36966RBF236966RBF2 01/15/20
           INTERNOTES CALL 5.25%
GE CAPITAL36966RBJ4 36966RBJ4 01/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966RBK136966RBK1 01/15/20
           INTERNOTES CALL5.375%
GE CAPITAL36966RBQ836966RBQ8 02/15/16
           INTERNOTES CALL5.625%
GE CAPITAL36966RBR636966RBR6 02/15/20
           INTERNOTES
                    36966RBW5
GE CAPITAL36966RBW5 CALL 5.25% 02/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966RBX336966RBX3 02/15/20
           INTERNOTES CALL 5.5%
GE CAPITAL36966RC3836966RC38 10/15/25
           INTERNOTES CALL5.375% 02/15/20
GE CAPITAL36966RCF136966RCF1
           INTERNOTES FR 4.625%
GE CAPITAL36966RCJ3 36966RCJ3 03/15/13
           INTERNOTES CALL 5%
GE CAPITAL36966RCL8 36966RCL8 03/15/16
           INTERNOTES
                    36966RCM6
GE CAPITAL36966RCM6 CALL 5.4% 03/15/20
           INTERNOTES FR 4.5% 03/15/13
GE CAPITAL36966RCQ736966RCQ7
           INTERNOTES CALL 5%
GE CAPITAL36966RCS336966RCS303/15/18
           INTERNOTES CALL 5.2%
GE CAPITAL36966RCT136966RCT1 03/15/20
           INTERNOTES
                    36966RCW4
GE CAPITAL36966RCW4 FR 4.4% 03/15/13
           INTERNOTES CALL5.125% 03/15/20
GE CAPITAL36966RCZ736966RCZ7
           INTERNOTES FR 4.6% 03/15/13
GE CAPITAL36966RDC736966RDC7
           INTERNOTES CALL 5.5%
GE CAPITAL36966RDF036966RDF0 03/15/23
           INTERNOTES FR 4.75%
GE CAPITAL36966RDJ2 36966RDJ2 04/15/13
           INTERNOTES CALL 5.25%
GE CAPITAL36966RDL736966RDL7 04/15/18
           INTERNOTES
                    36966RDM5
GE CAPITAL36966RDM5 CALL 5.45% 04/15/23
           INTERNOTES CALL 5.1%
GE CAPITAL36966RDT036966RDT0 04/15/18
           INTERNOTES CALL 5.3%
GE CAPITAL36966RDU736966RDU7 04/15/23
           INTERNOTES FR 4.7% 04/15/13
GE CAPITAL36966RDX136966RDX1
           INTERNOTES CALL 5%
GE CAPITAL36966RDZ636966RDZ604/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966REB836966REB8 04/15/23
           INTERNOTES FR 4.6%
GE CAPITAL36966REE236966REE205/15/13
           INTERNOTES CALL 5%
GE CAPITAL36966REG736966REG705/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966REJ1 36966REJ1 05/15/28
           INTERNOTES CALL 5%
GE CAPITAL36966REP736966REP705/15/18
           INTERNOTES
                    36966REW2
GE CAPITAL36966REW2 CALL 5.25% 05/15/23
           INTERNOTES FR 4.25%
GE CAPITAL36966REZ5 36966REZ5 05/15/13
           INTERNOTES CALL 5%
GE CAPITAL36966RFC536966RFC505/15/20
           INTERNOTES CALL 5.25%
GE CAPITAL36966RFD336966RFD3 05/15/28
           INTERNOTES FR 4% 11/15/12
GE CAPITAL36966RFF8 36966RFF8
           INTERNOTES CALL 5%
GE CAPITAL36966RFJ0 36966RFJ0 05/15/28
           INTERNOTES FR 4% 06/15/13
GE CAPITAL36966RFL5 36966RFL5
           INTERNOTES CALL 5%
GE CAPITAL36966RFP636966RFP6 06/15/29
           INTERNOTES FR 4.15%
GE CAPITAL36966RFR236966RFR2 06/15/13
           INTERNOTES CALL 4.3%
GE CAPITAL36966RFS0 36966RFS0 06/15/15
           INTERNOTES CALL5.125%
GE CAPITAL36966RFU536966RFU5 06/15/28
           INTERNOTES
                    36966RFW1
GE CAPITAL36966RFW1 FR 4% 12/15/13
           INTERNOTES CALL 4.5%
GE CAPITAL36966RFY7 36966RFY7 06/15/18
           INTERNOTES CALL 4.8%
GE CAPITAL36966RFZ4 36966RFZ4 06/15/28
           INTERNOTES CALL4.125%
GE CAPITAL36966RGC436966RGC4 06/15/15
           INTERNOTES CALL 4.8%
GE CAPITAL36966RGE036966RGE0 06/15/28
           INTERNOTES CALL 5%
GE CAPITAL36966RGL436966RGL407/15/28
           INTERNOTES CALL 5%
GE CAPITAL36966RGR136966RGR107/15/23
           INTERNOTES CALL 5.25%
GE CAPITAL36966RGS936966RGS9 07/15/28
           INTERNOTES FR 5% 08/15/14
GE CAPITAL36966RHH236966RHH2
           INTERNOTES FR 5.1% 08/15/14
GE CAPITAL36966RHL336966RHL3
           INTERNOTES
                    36966RHM1
GE CAPITAL36966RHM1 CALL 5.65% 08/15/19
           INTERNOTES CALL 5.85%
GE CAPITAL36966RHN936966RHN9 11/15/23
           INTERNOTES FR 5.25%
GE CAPITAL36966RHR036966RHR0 08/15/14
           INTERNOTES CALL 5.8%
GE CAPITAL36966RHT636966RHT6 11/15/23
           INTERNOTES FR 5.25%
                    3
GE CAPITAL36966RHW9 6966RHW909/15/14
           INTERNOTES CALL5.875%
GE CAPITAL36966RHY536966RHY5 12/15/23
           INTERNOTES CALL 6%
GE CAPITAL36966RJ31 36966RJ31 03/15/32
           INTERNOTES FR 5% 09/15/12
GE CAPITAL36966RJB3 36966RJB3
           INTERNOTES CALL 5.8%
GE CAPITAL36966RJC1 36966RJC1 12/15/18
           INTERNOTES CALL 6%
GE CAPITAL36966RJD9 36966RJD9 12/15/23
           INTERNOTES FR 4.85%
GE CAPITAL36966RJG2 36966RJG2 09/15/12
           INTERNOTES CALL 5.7%
GE CAPITAL36966RJJ6 36966RJJ6 12/15/22
           INTERNOTES FR 4.7% 09/15/12
GE CAPITAL36966RJM936966RJM9
           INTERNOTES FR 5% 10/15/14
GE CAPITAL36966RJS6 36966RJS6
           INTERNOTES CALL 5.55%
GE CAPITAL36966RJU1 36966RJU1 10/15/22
           INTERNOTES CALL 5.4%
GE CAPITAL36966RJZ0 36966RJZ0 10/15/22
           INTERNOTES CALL 6%
GE CAPITAL36966RK2136966RK2104/15/22
           INTERNOTES CALL 6.15%
GE CAPITAL36966RK3936966RK39 04/15/32
           INTERNOTES FR 5% 10/15/14
GE CAPITAL36966RKB136966RKB1
           INTERNOTES CALL 5.5%
GE CAPITAL36966RKH836966RKH8 10/15/19
           INTERNOTES CALL 5.5%
GE CAPITAL36966RKT236966RKT2 11/15/19
           INTERNOTES CALL 5.65%
GE CAPITAL36966RKU936966RKU9 11/15/22
           INTERNOTES CALL 6%
GE CAPITAL36966RL20 36966RL20 05/15/22
           INTERNOTES CALL5.625% 12/15/23
GE CAPITAL36966RLJ3 36966RLJ3
           INTERNOTES CALL5.5%
GE CAPITAL36966RLS3 36966RLS3 12/15/23
           INTERNOTES
                    36966RM45
GE CAPITAL36966RM45 CALL6.125% 06/15/19
           INTERNOTES
                    36966RM52
GE CAPITAL36966RM52 CALL 6.3% 06/15/32
           INTERNOTES
                    36966RM60
GE CAPITAL36966RM60 CALL 6.15% 07/15/19
           INTERNOTES
                    36966RM78
GE CAPITAL36966RM78 CALL 6.3% 07/15/32
           INTERNOTES
                    36966RM86
GE CAPITAL36966RM86 CALL 6.05% 08/15/19
           INTERNOTES
                    36966RMA1
GE CAPITAL36966RMA1 CALL 5.5% 01/15/21
           INTERNOTES
                    36966RMB9
GE CAPITAL36966RMB9 CALL5.625% 01/15/24
           INTERNOTES CALL5.125%
GE CAPITAL36966RMJ236966RMJ2 02/15/17
           INTERNOTES
                    36966RMK9
GE CAPITAL36966RMK9 CALL5.4% 02/15/23
           INTERNOTES CALL 5.25%
                    3
GE CAPITAL36966RMQ6 6966RMQ6 02/15/19
           INTERNOTES CALL 5% 02/15/17
                    3
GE CAPITAL36966RMU7 6966RMU7
           INTERNOTES
                    36966RMV5
GE CAPITAL36966RMV5 CALL 5.25% 02/15/23
           INTERNOTES
                    36966RMY9
GE CAPITAL36966RMY9 FR 4.5% 08/15/14
           INTERNOTES
                    36966RMZ6
GE CAPITAL36966RMZ6 CALL 5% 02/15/18
           INTERNOTES CALL 6%
GE CAPITAL36966RN2836966RN2808/15/19
           INTERNOTES CALL 6%
GE CAPITAL36966RN6936966RN6908/15/19
           INTERNOTES CALL6.125%
GE CAPITAL36966RN7736966RN77 08/15/30
           INTERNOTES CALL 6%
GE CAPITAL36966RN9336966RN9308/15/30
           INTERNOTES CALL 5.25%
GE CAPITAL36966RNA036966RNA0 02/15/24
           INTERNOTES CALL 5%
GE CAPITAL36966RNE236966RNE203/15/17
           INTERNOTES CALL 5.35%
GE CAPITAL36966RNF936966RNF9 03/15/24
           INTERNOTES CALL 5%
GE CAPITAL36966RNL636966RNL603/15/23
           INTERNOTES CALL5.125%
GE CAPITAL36966RNR336966RNR3 03/15/29
           INTERNOTES CALL 5% 10/15/21
                    3
GE CAPITAL36966RNW2 6966RNW2
           INTERNOTES CALL5.125%
GE CAPITAL36966RNX036966RNX0 04/15/29
           INTERNOTES CALL 5.25%
GE CAPITAL36966RNZ536966RNZ5 04/15/24
           INTERNOTES CALL 6%
GE CAPITAL36966RP3436966RP3409/15/30
           INTERNOTES CALL 6%
GE CAPITAL36966RP5936966RP5909/15/30
           INTERNOTES CALL 6%
GE CAPITAL36966RP7536966RP7509/15/30
           INTERNOTES CALL 5.25%
GE CAPITAL36966RPD236966RPD2 04/15/19
           INTERNOTES CALL 5.5%
GE CAPITAL36966RPE036966RPE0 04/15/24
           INTERNOTES CALL 5.5%
GE CAPITAL36966RPK636966RPK6 10/15/21
           INTERNOTES CALL5.625%
GE CAPITAL36966RPQ336966RPQ3 05/15/24
           INTERNOTES FR 5.25%
GE CAPITAL36966RPY636966RPY6 05/15/14
           INTERNOTES CALL 6% 05/15/23
GE CAPITAL36966RQA736966RQA7
           INTERNOTES
                    36966RQD1
GE CAPITAL36966RQD1 CALL 5.75% 05/15/19
           INTERNOTES
                    36966RQG4
GE CAPITAL36966RQG4 CALL 6% 12/15/23
           INTERNOTES CALL5.875%
GE CAPITAL36966RQK536966RQK5 06/15/23
           INTERNOTES FR 5.25% 12/15/14
                    3
GE CAPITAL36966RQM1 6966RQM1
           INTERNOTES CALL 6%
GE CAPITAL36966RQS836966RQS812/15/23
           INTERNOTES CALL 5.5%
GE CAPITAL36966RRC236966RRC2 07/15/19
           INTERNOTES CALL5.625%
GE CAPITAL36966RRD036966RRD0 07/15/29
           INTERNOTES CALL 5.75%
GE CAPITAL36966RRL2 36966RRL2 08/15/29
           INTERNOTES CALL5.625%
GE CAPITAL36966RRQ136966RRQ1 08/15/23
           INTERNOTES CALL 5.25%
GE CAPITAL36966RRX636966RRX6 08/15/19
           INTERNOTES CALL 5.5%
GE CAPITAL36966RRY436966RRY4 08/15/23
           INTERNOTES CALL 5.5%
GE CAPITAL36966RSC136966RSC1 09/15/23
           INTERNOTES CALL 5.25%
GE CAPITAL36966RSU136966RSU1 09/15/23
           INTERNOTES CALL 6.25%
GE CAPITAL36966RT3036966RT30 08/15/27
           INTERNOTES CALL 6.05%
GE CAPITAL36966RT5536966RT55 09/15/24
           INTERNOTES CALL 6.1%
GE CAPITAL36966RT6336966RT63 09/15/26
           INTERNOTES CALL 5.65%
GE CAPITAL36966RT7136966RT71 09/15/19
           INTERNOTES CALL 6.15%
GE CAPITAL36966RT8936966RT89 09/15/40
           INTERNOTES CALL 6%
GE CAPITAL36966RT9736966RT9709/15/23
           INTERNOTES CALL5.125% 10/15/19
GE CAPITAL36966RTB236966RTB2
           INTERNOTES CALL 5.25%
GE CAPITAL36966RTG136966RTG1 10/15/22
           INTERNOTES CALL 5.25%
GE CAPITAL36966RTX436966RTX4 11/15/21
           INTERNOTES CALL5.625%
GE CAPITAL36966RU2036966RU20 10/15/16
           INTERNOTES CALL 6.15%
GE CAPITAL36966RU3836966RU38 10/15/26
           INTERNOTES CALL 5.55%
GE CAPITAL36966RU6136966RU61 11/15/19
           INTERNOTES CALL 5.9%
GE CAPITAL36966RU7936966RU79 11/15/25
           INTERNOTES CALL5.375%
GE CAPITAL36966RUD636966RUD6 12/15/21
           INTERNOTES
                    36966RUQ7
GE CAPITAL36966RUQ7 CALL 5.25% 12/15/21
           INTERNOTES
                    36966RUU8
GE CAPITAL36966RUU8 CALL 5.5% 01/15/22
           INTERNOTES CALL 5.25%
GE CAPITAL36966RUY036966RUY0 01/15/22
           INTERNOTES CALL 5.75%
GE CAPITAL36966RV2936966RV29 11/15/22
           INTERNOTES CALL 6%
GE CAPITAL36966RV3736966RV3711/15/37
           INTERNOTES CALL 5.7%
GE CAPITAL36966RV4536966RV45 11/15/22
            INTERNOTES CALL 5.5%
GE CAPITAL36966RV5236966RV52 12/15/19
            INTERNOTES CALL 5.45%
GE CAPITAL36966RV7836966RV78 02/15/23
            INTERNOTES CALL 5%
GE CAPITAL36966RV8636966RV8602/15/20
            INTERNOTES CALL 5.25%
GE CAPITAL36966RVB936966RVB9 01/15/20
            INTERNOTES CALL 5.4%
GE CAPITAL36966RVC736966RVC7 01/15/29
            INTERNOTES CALL 5%
GE CAPITAL36966RVF036966RVF002/15/20
            INTERNOTES CALL 5%
GE CAPITAL36966RVH636966RVH602/15/20
            INTERNOTES  36966RW28
GE CAPITAL36966RW28 FR 5.1% 02/15/19
            INTERNOTES  36966RW44
GE CAPITAL36966RW44 FR 4% 02/15/12
            INTERNOTES  36966RW51
GE CAPITAL36966RW51 CALL 5.5% 02/15/23
            INTERNOTES  36966RW69
GE CAPITAL36966RW69 FR 5% 03/15/17
            INTERNOTES  36966RW85
GE CAPITAL36966RW85 FR 4% 04/15/12
            INTERNOTES  36966RWR3
GE CAPITAL36966RWR3 CALL 5.5% 04/15/20
            INTERNOTES CALL 6%
GE CAPITAL36966RX4336966RX4304/15/38
            INTERNOTES CALL 5.75%
GE CAPITAL36966RX6836966RX68 05/15/24
            INTERNOTES FR 5.1% 05/15/15
GE CAPITAL36966RX8436966RX84
            INTERNOTES FR 4.3% 05/15/12
GE CAPITAL36966RX9236966RX92
            INTERNOTES  36966RXM3
GE CAPITAL36966RXM3 CALL 5.2% 05/15/25
            INTERNOTES FR 5.25%
GE CAPITAL36966RY2636966RY26 05/15/18
            INTERNOTES FR 4.15%
GE CAPITAL36966RY3436966RY34 05/15/12
            INTERNOTES FR 5% 05/15/16
GE CAPITAL36966RY4236966RY42
            INTERNOTES FR 5% 06/15/16
GE CAPITAL36966RY8336966RY83
            INTERNOTES CALL 5.15%
GE CAPITAL36966RYV236966RYV2 07/15/25
            INTERNOTES FR 4.75%
GE CAPITAL36966RZ3336966RZ33 06/15/12
            INTERNOTES FR 5.1%
GE CAPITAL36966RZ5836966RZ5807/15/14
            INTERNOTES FR 5% 07/15/14
GE CAPITAL36966RZ6636966RZ66
            INTERNOTES FR 5.25%
GE CAPITAL36966RZ7436966RZ74 07/15/14
            INTERNOTES FR 5.6%
GE CAPITAL36966RZ8236966RZ8207/15/14
            INTERNOTES FR 5.5%
GE CAPITAL36966RZ9036966RZ9008/15/15
           36967HAD936967HAD9
GENERAL ELECRIC CAPITAL 3% FDIC GTD NTS 12/9/11
           36967HAH036967HAH0
GENERAL ELECTRIC CAP CORP 2.2% FDIC GTD 06/08/12
           36967HAN7    36967HAN7
GENL ELEC CAP CORP FDIC TLGP GTD SR NT2.25% 03/12/12
           36967HAV936967HAV9
GENL ELEC CAP CORP FDIC TLGP GTD SRNT2.125% 12/21/12
           36967HAY336967HAY3
GENL ELEC CAP CORP FDIC TLGP GTD SRNT2.625% 12/28/12
           36967HAZ036967HAZ0
GENL ELEC CAP CORP FDIC TLGP GTD SR NT 11 12/05/12
           36967HBB236967HBB2
GENL ELEC CAP CORP FDIC TLGP GTD SR NT 2% 09/28/12
           370334AS3370334AS3
General Mills Inc 6.000% NTS 02/15/12
           370334BB9370334BB9
General Mills 5.7% NTS 2/15/17
           370334BE3370334BE3
General Mills 5.65% SR NTS 9/10/12
           370334BF0 370334BF0
GENERAL MLS INC NT 5.2% 03/17/15
           370334BG8370334BG8
General Mills 5.25% SR NTS 8/15/13
           370334BH6370334BH6
GENERAL MILLS 5.65% SR NTS 02/15/19
           370334BJ2 370334BJ2
GENERAL MLS INC FIXED RT 5.4% 06/15/2040
           370334BL7 370334BL7
GENERAL MILLS INC. 1.55% SR NTS 05/16/14
GEON CO DEB        7.5% 37246WAC9
           37246WAC912/15/15
           37247DAB237247DAB2
Genworth Financial 6.500% NTS 06/15/34
           37247DAE637247DAE6
Genworth Financial 5.750% NTS 06/15/14
           37247DAF337247DAF3
Genworth Financial 4.95% NTS 10/1/15
           37247DAJ5 37247DAJ5
Genworth Financial 5.65% SR NTS 6/15/12
           37247DAK237247DAK2
Genworth Financial 6.515% SR NTS 5/22/18
           37247DAL037247DAL0
GENWORTH FINL INC SR NT 8.625% 12/15/16
           37247DAM8 7247DAM8
GENWORTH FINANCIAL3INC. 7.7% SR NTS
           37247DAN6  37247DAN6
GENWORTH FINL INC FIXED RT SR NT 7.2% 02/15/2021
           37247DAP137247DAP1
Genworth Financial, Inc. 7.625% 09/24/21
           373334FN6373334FN6
Georgia Power Co 5.125% SR NTS 11/15/12
           373334FQ9373334FQ9
GEORGIA PWR CO SR NT-M 5.4% 03/01/33
           373334FS5 373334FS5
Georgia Power Co 5.750% SR NTS 04/15/23
           373334FT3 373334FT3
Georgia Power Co 4.900% SR NTS 09/15/13
           373334FZ9 due 4/15/35
Georgia Power Co 5.8%373334FZ9
           373334GA3373334GA3
Georgia Power Co 5.25% BDS 12/15/15
           373334GB1373334GB1
GEORGIA PWR CO SR NT 5.65% 12/15/40
           373334GC9373334GC9
Georgia Power 5.65% SR NTS 3/1/37
           373334GE5373334GE5
GEORGIA PWR CO SR NT-07B 5.7% 06/01/17
           373334JG7 373334JG7
GEORGIA PWR CO AMBAC-07E 40 09/01/40
           373334JH5 373334JH5
GEORGIA PWR CO SR NT-07F 38 12/01/38
           373334JK8 373334JK8
Georgia Power 5.4% NTS 6/1/18
           373334JM4373334JM4
GEORGIA PWR CO SR NT 6% 11/01/13
           373334JN2 373334JN2
GEORGIA PWR CO SR NT 5.95% 02/01/39
           373334JP7 373334JP7
GEORGIA PWR CO SR NT 4.25% 12/01/19
           373334JS1 373334JS1
GEORGIA POWER CO 4.75% SR NTS 09/01/40
           373334JT9 373334JT9
GEORGIA POWER COMPANY 1.3% SR NTS
           373334JV4 373334JV4
GEORGIA POWER COMPANY 3.0% SR NTS 04/15/16
           377316AH7377316AH7
GLATFELTER SR NT 7.125% 05/01/16
           377372AA5377372AA5
GLAXOSMITHKLINE CAP INC GTD NT 4.375% 04/15/14
           377372AB3377372AB3
GLAXOSMITHKLINE CAP INC GTD NT 5.375% 04/15/34
           377372AC1377372AC1
GlaxoSmithKline Capital 4.85% GTD NTS 5/15/13
           377372AD9377372AD9
GlaxoSmithKline Capital 5.65% GTD NTS 5/15/18
           377372AE7377372AE7
GlaxoSmithKline Capital 6.375% GTD NTS 5/15/38
           379352AL1 379352AL1
Global Marine 7% SR NTS 6/1/28
           37943TAB437943TAB4
Global SantaFe 5% SR NTS 2/15/13
           37946SAB337946SAB3
GLOBAL GEOPHYSICAL SERVICES INC SR NT 10.5% 05/01/2017
           38122YAA638122YAA6
Gold State Water Co. 6.00% SR NTS 04/15/41
           381317AQ9381317AQ9
Golden West Financial 4.750% SR NTS 10/01/12
           38141E5M7INC MTN BE
GOLDMAN SACHS GRP 38141E5M7 FR 4.1% 02/15/16
           38141E5N538141E5N5
GOLDMAN SACHS GRP INC MTN BE FR 5% 02/15/20
           38141E5X338141E5X3
GOLDMAN SACHS GRP INC MTN BE FR 4.75% 03/15/18
           38141E5Y1 INC MTN BE
GOLDMAN SACHS GRP 38141E5Y1 FR 4% 03/15/16
           38141E6H738141E6H7
GOLDMAN SACHS GRP INC MTN BE FR 5.4% 04/30/14
           38141E6J3 INC MTN BE
GOLDMAN SACHS GRP 38141E6J3 FR 6.5% 04/30/17
           38141E6K038141E6K0
GOLDMAN SACHS GRP INC MTN BE FR 5.25% 05/15/14
           38141E6L8 INC MTN BE
GOLDMAN SACHS GRP 38141E6L8 FR 6.5% 05/15/17
           38141E6M6INC MTN BE
GOLDMAN SACHS GRP 38141E6M6 FR 5.85% 05/15/15
           38141E6N438141E6N4
GOLDMAN SACHS GRP INC MTN BE FR 6.75% 05/15/19
           38141E6P938141E6P9
GOLDMAN SACHS GRP INC MTN BE FR 5.85% 05/15/16
           38141E6Q738141E6Q7
GOLDMAN SACHS GRP INC MTN BE FR 6.5% 05/15/19
           38141E6R538141E6R5
GOLDMAN SACHS GRP INC MTN BE FR 6% 05/15/16
           38141E6S3 INC MTN BE
GOLDMAN SACHS GRP 38141E6S3 FR 5.6% 06/15/15
           38141E6T1 INC MTN BE
GOLDMAN SACHS GRP 38141E6T1 FR 5.4% 06/15/15
           38141E6U838141E6U8
GOLDMAN SACHS GRP INC MTN BE FR 6.5% 06/15/19
           38141E6V638141E6V6
GOLDMAN SACHS GRP INC MTN BE FR 6% 06/15/16
           38141EA2538141EA25
THE GOLDMAN SACHS GROUP INC. 7.50% NTS 02/15/19
           38141EA3338141EA33
GOLDMAN SACHS GRP INC MTN BE SR NT 6% 05/01/14
           38141EA4138141EA41
GOLDMAN SACHS GROUP INC. 3.625% SR NTS 08/01/12
           38141EA5838141EA58
GOLDMAN SACHS GP 5.375% SR NTS 03/15/20
           38141EA6638141EA66
Goldman Sachs Group Inc. 6.0% Sr Nts 06/15/20
           38141EA7438141EA74
Goldman Sachs Group Inc. 3.7% Sr Nts 08/01/15
           38141GBU7  38141GBU7
Goldman Sachs Group 6.600% NTS 01/15/12
           38141GCG738141GCG7
Goldman Sachs Group 5.700% NTS 09/01/12
           38141GCM4  38141GCM4
Goldman Sachs Group 5.500% NTS 11/15/14
           38141GCU638141GCU6
Goldman Sachs Group 6.125% NTS 02/15/33
           38141GCV438141GCV4
Goldman Sachs zero coupon S&P Index Nts 2/28/13
           38141GCZ538141GCZ5
Goldman Sachs zero coupon S&P Index Nts 4/18/13 (GS)
           38141GDB738141GDB7
Goldman Sachs Group 5.250% NTS 04/01/13
           38141GDF838141GDF8
Goldman Sachs zero coupon S&P 500 Index 5/30/13
           38141GDK738141GDK7
Goldman Sachs Group 4.750% NTS 07/15/13
           38141GDQ4  38141GDQ4
Goldman Sachs Group 5.250% NTS 10/15/13
           38141GEA838141GEA8
Goldman Sachs Group 5 1/8% NTS 01/15/2015
           38141GEE038141GEE0
Goldman Sachs Group 5.35% NTS 01/15/16
           38141GER138141GER1
Goldman Sachs Group 5.75% SR NTS 10/1/16
           38141GES938141GES9
Goldman Sachs Group 5.95% NTS 1/15/27
           38141GEU438141GEU4
Goldman Sachs Group 5.625% NTS 01/15/17
           38141GEV238141GEV2
Goldman Sachs Group 5.3% SR NTS 2/14/12
           38141GFD138141GFD1
Goldman Sachs 6.75% NTS 10/1/37
           38141GFG438141GFG4
Goldman Sachs 5.95% NTS 1/18/18
           38141GFM1  38141GFM1
Goldman Sachs 6.15% SR NTS 4/1/18
           38141GGM08141GGM0
                      3
GOLDMAN SACHS GPOUP INC. 6.25% SR NTS 02/01/41
           38141GGQ1  38141GGQ1
GOLDMAN SACHS GROUP INC 5.25% 07/27/21
           381427AA1381427AA1
Goldman Sachs Capital II 5.793% Fixed-to-Floating Rate Normal Automatic Pfd Enhanced Capital Se
           38143UAB738143UAB7
Goldman Sachs Group 5.15% BDS 1/15/14
           38143UAW18143UAW1
                      3
Goldman Sachs Group 5% NTS 10/1/14
           38143UMT5  38143UMT5
GOLDMAN SACHS GROUP INC FIXED RT NTS SER D 3.85% 12/15/2016
           38143USC638143USC6
GOLDMAN SACHS GROUP INC. 3.625% SR NTS 02/07/16
           38143VAA738143VAA7
GOLDMAN SACHS CAP I GTD CAP SEC 34 02/15/34
           38143YAC738143YAC7
Goldman Sachs Group 6.45% NTS 5/1/36
           38144LAB638144LAB6
Goldman Sachs 6.25% SR NTS 9/1/17
           38144LAC438144LAC4
Goldman Sachs 5.45% SR NTS 11/1/12
           38144QAA7III Flt Rate Normal Auto Pfd Cap Sec 9/1/2043
Goldman Sachs Capital 38144QAA7
           38146FAA938146FAA9
Goldman Sachs 3.25% FDIC Gtd Nts 6/15/12
           38146FAK738146FAK7
GOLDMAN SACHS GROUP 2.15% FDIC GTD 03/15/12
           382388AL0 382388AL0
Goodrich (BF) & Co 7.000% NTS 04/15/38
           382388AS5382388AS5
BF Goodrich 6.29% NTS 7/1/16
           382388AU0382388AU0
BF Goodrich 6.8% NTS 7/1/36
            CORP 6.125% SR NTS 03/01/19
GOODRICH 382388AV8382388AV8
            CORP 4.875%382388AW6
GOODRICH 382388AW6 SR NTS 03/01/20
            CORP FIXED RT SR NT 3.6% 02/01/2021
GOODRICH 382388AX4382388AX4
            B F CO MTN BE FR 7.75%
GOODRICH 38238QAF338238QAF3 05/19/2025
            B F CO MTN 38238QAG1
GOODRICH 38238QAG1 BE FR 7.298% 10/20/2025
            B F CO MTN 38238QAH9
GOODRICH 38238QAH9 BE FR 7.28% 11/07/2025
            B F CO MTN BE FR 7.50%
GOODRICH 38238QAJ538238QAJ5 04/01/2026
            B F CO MTN BE FR 7.375%
GOODRICH 38238QAK238238QAK2 12/10/2046
            B F CO MTN BE FR 7.1%
GOODRICH 38238QAL038238QAL0 11/15/2027
            B F CO MTN 8238QAM8
                       3
GOODRICH 38238QAM8BE FR 6.8% 02/01/18
           382550AD3382550AD3
Goodyear Tire & Rubber 7% NTS 3/15/28
            TIRE & RUBBER CO. 10.50% SR NTS 05/15/16
GOODYEAR382550AZ4382550AZ4
            TIRE & RUBR CO SR NT
GOODYEAR382550BA8382550BA8 8.75% 08/15/20
            TIRE & RUBBER CO 8.25%
GOODYEAR382550BB6382550BB6 08/15/20
           38869PAD638869PAD6
GRAPHIC PACKAGING INTL INC SR SB NT 9.5% 08/15/13
           38869PAF138869PAF1
GRAPHIC PACKAGING INTL INC SR NT 9.5% 06/15/17
           38869PAH738869PAH7
GRAPHIC PACKAGING INTL 7.875% SR NTS 10/01/18
           391164AB6391164AB6
GREAT PLAINS ENERGY INC NT CR SEN 17 09/15/17
           391164AD2391164AD2
GREAT PLAINS ENERGY INC. 2.75% SR NTS 08/15/13
           391164AE0391164AE0
Great Plains Energy Inc. 4.85% NTS 06/01/21
           397624AE7397624AE7
GREIF INC SR NT 6.75% 02/01/17
           397624AG2397624AG2
GREIF INC SR NT 7.75% 08/01/19
           40048CAB940048CAB9
GRUPO MINERO MEXICO S A DE C V GTD SR-B 9.25% 04/01/28
           40049JAT4 40049JAT4
GRUPO TELEVISA SA DE CV SR NT 8.5% 03/11/32
           40049JAV9 40049JAV9
GRUPO TELEVISA SA DE CV SR NT 6.625% 03/18/2025
           40049JAX5 40049JAX5
GRUPO TELEVISA SA DE CV SR NT 6% 05/15/2018
           40049JAZ0 40049JAZ0
GRUPO TELEVISA SA DE CV SR NT 6.625% 01/15/40
           40218LAH040218LAH0
GULF CDA RES LTD SR NT 8.25% 03/15/17
           402370HY9402370HY9
GULF MOBILE & OHIO RR 5% 12/1/56
           402479BR9402479BR9
GULF POWER CO SR INSD NT-F 33 04/01/33
            Co 4.350% SR NTS 07/15/13
Gulf Power 402479BT5402479BT5
            Co 4.900% SR NTS 10/01/14
Gulf Power 402479BV0402479BV0
           402479BW8   402479BW8
GULF POWER CO SR NT-L 5.65% 09/01/35
           402479BX6402479BX6
GULF POWER CO SR NT-M 5.3% 12/01/16
           402479BY4402479BY4
GULF POWER CO SR NT-07A 5.9% 06/15/17
           402479CA5402479CA5
GULF POWER CO SR NT 10-A 20 04/15/20
           404119AE9404119AE9
HCA INC. 6.95% SR NTS 05/01/12
           404119AF6404119AF6
HCA INC. 6.3% SR NTS 10/01/12
           404119AG4404119AG4
HCA INC. 6.25% SR NTS 02/15/13
           404119AH2404119AH2
HCA INC. 6.75% SR NTS 07/15/13
           404119AL3 03/15/14
HCA INC. 5.75% SR NTS404119AL3
           404119AP4404119AP4
HCA INC. 6.375% SR NTS 01/15/15
           404119AR0404119AR0
HCA INC. 6.50% SR NTS 02/15/16
           404119BD0404119BD0
HCA INC. 9.875% 02/15/17
           404119BF5 04/15/19
HCA INC. 8.50% SR NTS404119BF5
           404119BJ7 404119BJ7
HCA INC. 7.875% SR NTS 02/15/20
            404119BK4404119BK4
HCA INC. 7.25% SR NTS 09/15/20
            404119BL2 404119BL2
HCA INC. 8.0% 10/01/18
            404121AC9404121AC9
HCA INC 6.50% 02/15/20
            404121AD7404121AD7
HCA INC 7.50% 02/15/22
            404132AH5404132AH5
HCC INS HLDGS INC SR NT 6.3% 11/15/19
            40414LAA740414LAA7
HCP Inc. 6.7% SR NTS 1/30/18
            40414LAB540414LAB5
HCP INC. 2.7% SR NTS 02/01/14
            FIXED RT NT 3.75% 02/01/2016
HCP INC SR 40414LAC340414LAC3
            40414LAD140414LAD1
HCP INC. 5.375% SR NTS 02/01/21
            40414LAE9 02/01/41
HCP INC. 6.75% SR NTS40414LAE9
            40426WAM3 40426WAM3
HRPT PPTYS TR SR NT 6.95% 04/01/2012
            40426WAN10426WAN1
                      4
HRPT Properties Trust 6.500% SR NTS 01/15/13
            40426WAP6 40426WAP6
HRPT Properties Trust 6.400% SR NTS 02/15/15
            40426WAQ40426WAQ4
                      4
HRPT Properties Trust 5.750% SR NTS 02/15/14
            40426WAR2 40426WAR2
HRPT Properties Trust 6.250% SR NTS 08/15/16
            40426WAS0 40426WAS0
HRPT Properties Trust 5.75% NTS 11/1/15
            40426WAU50426WAU5
                      4
HRPT PPTYS TR SR NT 6.25% 06/15/2017
            40426WAV3 0426WAV3
                      4
HRPT Properties Trust 6.65% NTS 1/15/18
            404280AB5404280AB5
HSBC HOLDING PLC NTS 12/12/2012
            404280AE9404280AE9
HSBC HLDGS PLC SUB NT 7.35% 11/27/32
            404280AF6404280AF6
HSBC HLDGS PLC SUB NT 7.625% 05/17/32
            404280AG4404280AG4
HSBC HOLDINGS PLC 6.5 NTS 05/02/2036
            404280AH2404280AH2
HSBC Holding PLC 6.5% SUB NTS 9/15/37
            404280AJ8 404280AJ8
HSBC Holdings PLC 6.8% SUB NTS 6/1/38
            404280AK5404280AK5
HSBC HOLDINGS 5.1% SR NTS 04/05/21
            40428EJQ3 40428EJQ3
HSBC BK USA NA GLBL SB NT 04/01/2014
            40428HPB240428HPB2
HSBC USA INC. 5.0% 09/27/20
            40429CCR140429CCR1
HSBC FINANCE CORP NT 5.25% 04/15/2015
            40429CCS940429CCS9
HSBC FINANCE CORP 5% NTS 6/30/2015
            40429CCT740429CCT7
HSBC FINANCE CORP FR NTS 7/19/12
            40429CCW0 40429CCW0
HSBC FINANCE CORP FR NTS 09/14/2012
            40429CFN740429CFN7
HSBC FINANCE CORP 5.5 NTS 01/19/2016
            40429CFR840429CFR8
HSBC FINANCE CORP FR NTS 06/01/2016
            40429CFV940429CFV9
HSBC Finance Flt Rate NTS due 1/15/14
            40429CFW7 Nts. 1/15/14
HSBC Finance 5.25% Sr.40429CFW7
            40429CFY3 40429CFY3
HSBC Finance Flt Rate Nts 4/24/12
            40429CFZ0 40429CFZ0
HSBC Finance 5.9% SR NTS 6/19/12
            40429XA6340429XA63
HSBC FIN CORP HSBC FIN FR 5.6% 09/15/12
            40429XA7140429XA71
HSBC FIN CORP HSBC FIN FR 5.8% 09/15/14
            40429XA8940429XA89
HSBC FIN CORP HSBC FIN FR 5.65% 09/15/14
            40429XB2140429XB21
HSBC FIN CORP HSBC FIN FR 5.65% 10/15/14
            40429XB4740429XB47
HSBC FIN CORP HSBC FIN FR 5.4% 10/15/12
            40429XB5440429XB54
HSBC FIN CORP HSBC FIN FR 5.75% 10/15/14
            40429XB7040429XB70
HSBC FIN CORP HSBC FIN FR 5.35% 10/15/12
            40429XB8840429XB88
HSBC FIN CORP HSBC FIN FR 5.6% 10/15/14
            40429XB9640429XB96
HSBC FIN CORP HSBC FIN FR 5.35% 10/15/12
            40429XC3840429XC38
HSBC FIN CORP HSBC FIN FR 5.85% 10/15/17
          40429XC4640429XC46
HSBC FIN CORP HSBC FIN FR 5.2% 11/15/12
          40429XC6140429XC61
HSBC FIN CORP HSBC FIN FR 5.75% 11/15/17
          40429XFY7 40429XFY7
HSBC FIN CORP HSBC FIN CALL 5.7% 10/15/20
          40429XGC440429XGC4
HSBC FIN CORP HSBC FIN CALL 5.75% 10/15/20
          40429XSQ040429XSQ0
HSBC FIN CORP HSBC FIN FR 5.6% 06/15/12
          40429XTA440429XTA4
HSBC FIN CORP HSBC FIN FR 6% 07/15/17
          40429XTD840429XTD8
HSBC FIN CORP HSBC FIN FR 6% 07/15/17
          40429XTK240429XTK2
HSBC FIN CORP HSBC FIN FR 5.8% 08/15/12
          40429XTL0 40429XTL0
HSBC FIN CORP HSBC FIN FR 6% 08/15/14
          40429XTR740429XTR7
HSBC FIN CORP HSBC FIN FR 5.65% 09/15/12
          40429XTW6   40429XTW6
HSBC FIN CORP HSBC FIN FR 5.35% 12/15/12
          40429XTY2 40429XTY2
HSBC FIN CORP HSBC FIN FR 5.05% 01/15/13
          40429XUA240429XUA2
HSBC FIN CORP HSBC FIN FR 5% 02/15/13
          40429XUC840429XUC8
HSBC FIN CORP HSBC FIN FR 4.5% 02/15/12
          40429XUD640429XUD6
HSBC FIN CORP HSBC FIN FR 5.6% 02/15/18
          40429XUE440429XUE4
HSBC FIN CORP HSBC FIN FR 4.95% 02/15/15
          40429XUF140429XUF1
HSBC FIN CORP HSBC FIN FR 5% 03/15/12
          40429XUJ3 40429XUJ3
HSBC FIN CORP HSBC FIN FR 6% 04/15/13
          40429XUL840429XUL8
HSBC FIN CORP HSBC FIN FR 5.4% 04/15/12
          40429XUN440429XUN4
HSBC FIN CORP HSBC FIN FR 5.6% 04/15/14
          40429XUP940429XUP9
HSBC FIN CORP HSBC FIN FR 5.05% 11/15/11
          40429XUQ7   40429XUQ7
HSBC FIN CORP HSBC FIN FR 5.3% 11/15/12
          40429XUT140429XUT1
HSBC FIN CORP HSBC FIN SR NT 4.7% 05/15/12
          40429XUU840429XUU8
HSBC FIN CORP HSBC FIN FR 4.85% 12/15/11
          40429XUV640429XUV6
HSBC FIN CORP HSBC FIN FR 5% 12/15/11
          40429XUW4 0429XUW4
                      4
HSBC FIN CORP HSBC FIN FR 5.25% 12/15/12
          40429XUX240429XUX2
HSBC FIN CORP HSBC FIN FR 5% 12/15/11
          40429XUY040429XUY0
HSBC FIN CORP HSBC FIN FR 5.25% 12/15/11
          40429XVA140429XVA1
HSBC FIN CORP HSBC FIN FR 5.3% 01/15/13
          40429XVB940429XVB9
HSBC FIN CORP HSBC FIN FR 5.15% 01/15/13
          40429XVC740429XVC7
HSBC FIN CORP HSBC FIN FR 5.35% 07/15/13
          40429XVD540429XVD5
HSBC FINANCE CORP 5.75% SR NTS 07/15/13
          40429XVE340429XVE3
HSBC FIN CORP HSBC FIN FR 5.25% 02/15/13
          40429XVF040429XVF0
HSBC FIN CORP HSBC FIN FR 5.5% 02/15/13
          40429XVG840429XVG8
HSBC FIN CORP HSBC FIN FR 5.5% 02/15/13
          40429XVH640429XVH6
HSBC FIN CORP HSBC FIN FR 5.65% 03/15/13
          40429XVL7 40429XVL7
HSBC FIN CORP HSBC FIN FR 5.5% 03/15/12
          40429XVN340429XVN3
HSBC FIN CORP HSBC FIN FR 6% 04/15/12
          40429XWM4   40429XWM4
HSBC FIN CORP HSBC FIN FR 4.35% 10/15/14
          40429XWY8   40429XWY8
HSBC FIN CORP HSBC FIN FR 3.9% 01/15/15
          40429XWZ5   40429XWZ5
HSBC FIN CORP HSBC FIN FR 4% 03/15/15
          40429XXA940429XXA9
HSBC FIN CORP HSBC FIN FR 4% 03/15/15
          40429XXB740429XXB7
HSBC FIN CORP HSBC FIN FR 4.05% 03/15/15
          4042E8AA34042E8AA3
HSBC USA Flt Rate FDIC G td Nts 12/19/2011
          4042EPAA54042EPAA5
HSBC USA Inc. 3.125% FDIC GTD NTS 12/16/11
          4042Q1AA5   4042Q1AA5
HSBC BK USA N A GLOBAL FR 5.875% 11/01/2034
          4042Q1AB34042Q1AB3
HSBC BK USA N A GLOBAL FR 5.625% 08/15/2035
            4042Q1AC14042Q1AC1
HSBC BK USA N A GLOBAL FR 6% 08/09/2017
            4042Q1AD9   4042Q1AD9
HSBC BK USA N A GLOBAL FR 7% 01/15/2039
            40430LAA740430LAA7
HSBC FIN CAPTL TRST IX 5.911 NTS 11/30/2035
            Co 8.750% DEB 02/15/21
Halliburton 406216AH4406216AH4
            Company 5.9% SR NTS
Halliburton 406216AV3406216AV3 9/15/18
            Company 6.7%406216AW1
Halliburton 406216AW1 SR NTSE 9/15/38
            406216AX9406216AX9
HALLIBURTON CO SR NT 6.15% 09/15/19
            406216AY7406216AY7
HALLIBURTON CO SR NT 7.45% 09/15/39
            Co 6.75% MTNS 2/1/27
Halliburton 40621PAA740621PAA7
            Co 7.53% MTNs 5/12/17
Halliburton 40621PAB540621PAB5
            41013MAA8   41013MAA8
JOHN HANCOCK LIFE 5.00% NTS 09/15/2012
            41013MCP3   41013MCP3
HANCOCK JOHN LIFE INS CO CALL 6% 11/15/27
            41013MPZ7   41013MPZ7
HANCOCK JOHN LIFE INS CO CALL 5.05% 06/15/28
            41013MQG8 CO CALL 5.1%
                        4
HANCOCK JOHN LIFE INS1013MQG8 06/15/28
            41013MQP8 CO CALL 5%
                        4
HANCOCK JOHN LIFE INS1013MQP8 06/15/28
            41013MRD4   41013MRD4
HANCOCK JOHN LIFE INS CO CALL 5.05% 07/15/28
            410345AF9410345AF9
HANESBRANDS INC SR NT 8% 12/15/16
            41043FAJ8 41043FAJ8
HANGER ORTHOPEDIC GROUP INC SR NT 7.125% 11/15/2018
            410867AA3410867AA3
HANOVER INSURANCE GRP 7.625% NTS 10/15/25
            410867AC9410867AC9
HANOVER INS GROUP INC SR NT 7.5% 03/01/20
            410867AD7410867AD7
HANOVER INSURANCE GROUP 6.375% SR NTS 06/15/21
            412690AB5412690AB5
HARLAND CLARKE HLDGS CORP SR NT 9.5% 05/15/15
            412822AC2412822AC2
HARLEY DAVIDSON INC SR NT 15% 02/01/14
            413875AE5413875AE5
Harris Corporation 7.000% DEB 01/15/26
            413875AF2413875AF2
HARRIS CORP DEL DEB 6.35% 02/01/28
            413875AJ4 413875AJ4
HARRIS CORP DEL NT 5% 10/01/15
            413875AK1413875AK1
HARRIS CORP DEL FR 5.95% 12/01/17
            413875AL9 413875AL9
HARRIS CORP DEL NT 6.375% 06/15/19
            413875AM74.4% NTS 12/15/20
HARRIS CORPORATION 413875AM7
            413875AN5413875AN5
HARRIS CORPORATION 6.15% SR NTS 12/15/40
            415864AH0415864AH0
Harsco Corp 5.125% SR NTS 09/15/13
            415864AJ6 415864AJ6
Harsco Corp. 5.75% NTS 5/15/18
            415864AK3415864AK3
HARSCO CORP SR NT 2.7% 10/15/2015
            416515AL8 416515AL8
The Hartford Finl Svcs Gr 4.625% NTS 07/15/13
            416515AM6   416515AM6
The Hartford Finl Svcs Gr 4.750% SR 03/01/14
            FINANCIAL SERVICES GROUP6.1% 10/1/2041
HARTFORD 416515AP9416515AP9
            416515AR5416515AR5
The Hartford Finl Svcs Gr 5.5% 10/15/16
            416515AS3416515AS3
The Hartford Finl Svcs Gr 5.95% 10/15/36
            FINL SVCS GROUP INC
HARTFORD 416515AT1416515AT1SR NT 5.375% 03/15/17
            416515AU8416515AU8
Hartford Financial Services 6.3% SR NTS 3/15/18
            FINL SVCS GROUP INC SR
HARTFORD 416515AV6416515AV6 NT 6% 01/15/19
            FINANCIAL SVCS GRP 8.125% JR SUB 06/15/38
HARTFORD 416515AW4      416515AW4
            FINL SVCS GROUP INC
HARTFORD 416515AY0416515AY0SR NT 4% 03/30/15
            FINL SVCS GROUP INC
HARTFORD 416515AZ7416515AZ7SR NT 5.5% 03/30/20
            FINL SVCS GROUP INC
HARTFORD 416515BA1416515BA1SR NT 6.625% 03/30/40
            416592AC7416592AC7
Hartford Life Inc 7.650% DEB 06/15/27
            LIFE INC SR NT 7.375%
HARTFORD 416592AE3416592AE3 03/01/31
             41987QAX141987QAX1
Hawaiian Electric 6.51% MTNs 5/5/14
             41987QBB841987QBB8
Hawaiin Electric 5.25% MTNs 3/7/13
              Ppty Investor 6.45% SR
Health Care421915EB1421915EB1 NTS 6/25/12
              Ppty Investor 6.000%
Health Care421915EC9421915EC9NTS 03/01/15
              Ppty Investor 5.625%
Health Care421915ED7421915ED7NTS 05/01/17
              Ppty Investor 6.3% SR
Health Care421915EG0421915EG0 NTS 9/15/16
              Ppty Investor 5.65% NTS
Health Care421915EH8421915EH8 12/15/13
             421915EJ4 421915EJ4
HEALTH CARE PPTY INVS INC SR NT 6% 01/30/2017
             421924BF7 421924BF7
HEALTHSOUTH CORP SR NT 10.75% 06/15/16
             421924BG5421924BG5
HEALTHSOUTH CORP SR NT 8.125% 02/15/20
             421924BH3421924BH3
HEALTHSOUTH CORP 7.25% 10/01/18
             421924BJ9 421924BJ9
HEALTHSOUTH CORP 7.75% 09/15/22
             421933AH5421933AH5
Health Management 6.125% NTS 4/15/16
             421946AF1421946AF1
Healthcare Realty Trust 5.125% NTS 04/01/14
             421946AG9421946AG9
HEALTHCARE RLTY TR INC SR NT 5.75% 01/15/2021
             42210PAN242210PAN2
HEADWATERS INC SR SECD11.375% 11/01/14
              Ppty Investor 5.625%
Health Care42217JBF5 42217JBF5 BDS 2/28/13
              REIT 8.000% NTS 09/12/12
Health Care42217KAK242217KAK2
              REIT 6.000% NTS 11/15/13
Health Care42217KAL042217KAL0
              REIT 5.875%42217KAM8
Health Care42217KAM8 NTS 05/15/15
              REIT 6.2% NTS 6/1/16
Health Care42217KAN642217KAN6
             42217KAS542217KAS5
HEALTH CARE REIT INC NT 6.125% 04/15/20
             42217KAT342217KAT3
HEALTH CARE REIT INC NT 4.7% 09/15/2017
             42217KAU042217KAU0
HEALTH CARE REIT INC NT 4.95% 01/15/2021
              Reit 5.25%42217KAW6
Health Care42217KAW601/15/22
              Reit 6.50% 03/15/41
Health Care42217KAX442217KAX4
             422248AA2422248AA2
Health Net 6.375% SR NTS 6/1/17
             42225BAA442225BAA4
HEALTHCARE RLTY TR INC SR NT 6.5% 01/17/2017
             423074AF0423074AF0
Heinz (HJ) Company 6.375% DEB 07/15/28
             Co. 5.35% 423074AJ2
Heinz (H.J.) 423074AJ2SR NTS 7/15/13
             423074AL7 423074AL7
HJ HEINZ 2.0% SR NTS 09/12/16
             423074AM5   423074AM5
HJ HEINZ 3.125% SR NTS 09/12/21
             427056AR7427056AR7
HERCULES INC DEB 6.6% 08/01/2027
             427866AE8427866AE8
Hershey Foods Corp 8.800% DEB 02/15/21
             427866AK4427866AK4
Hershey Foods Corp 6.950% NTS 08/15/12
             427866AL2 427866AL2
Hershey Foods Corp 7.200% DEB 08/15/27
             427866AM0   427866AM0
Hershey Foods Corp 4.85% bonds 08/15/2015
             427866AP3427866AP3
Hershey Foods Corp 5.45% NTS 9/1/16
             427866AQ1427866AQ1
Hershey Company 5% SR NTS 4/1/13
             427866AR9427866AR9
HERSHEY CO NT 4.125% 12/01/2020
             428040BJ7 428040BJ7
Hertz Corp 7% SR NTS 1/15/28
             428040BS7 428040BS7
Hertz Corp 7.625% SR NTS 6/1/12
             428040BZ1428040BZ1
Hertz Corp 8.875% GTD NTS 1/1/14
             7.0% SR NTS 02/15/14
HESS CORP 42809HAA542809HAA5
             8.125% SR NTS 02/15/19
HESS CORP 42809HAB342809HAB3
             6.0% SR NTS 01/15/40
HESS CORP 42809HAC142809HAC1
             FIXED RATE NTS 5.6% 02/15/2041
HESS CORP 42809HAD942809HAD9
           428236AG8428236AG8
Hewlett Packard 6.500% GLB NTS 07/01/12
           428236AL7 428236AL7
Hewlett Packard 5.25% NTS 3/1/12
           428236AM5   NTS 3/1/17
Hewlett Packard 5.4% 428236AM5
           428236AQ6428236AQ6
Hewlett-Packard 4.5% NTS 3/1/13
           428236AS2428236AS2
Hewlett-Packard 5.5% SR NTS 3/1/18
           428236AT0428236AT0
HEWLETT-PACKARD CO 6.125% NTS 3/1/14
           428236AU7428236AU7
HEWLETT-PACK CO 4.25% NTS 02/24/12
           428236AV5428236AV5
HEWLETT-PACK CO 4.75% SR NTS 06/02/14
           428236AY9428236AY9
HEWLETT-PACKARD CO 2.95% NTS 08/15/12
           428236BB8428236BB8
HEWLETT PACKARD CO GLOBAL FIXED RATE NT 1.25% 09/13/2013
           428236BC6428236BC6
HEWLETT PACKARD CO GLOBAL FIXED RT NT 2.125% 09/13/2015
           428236BE2428236BE2
HEWLETT-PACKARD CO. 2.2% SR NTS 12/01/15
           428236BF9 3.75% SR NTS 12/01/20
HEWLETT-PACKARD CO428236BF9
           428236BK8428236BK8
HEWLETT-PACKARD CO 1.55% 05/30/14
           428236BL6 2.65% SR NTS 06/01/16
HEWLETT PACKARD CO428236BL6
           428236BM4   428236BM4
HEWLETT PACKARD CO. 4.3% SR NTS 06/01/21
           428291AL2 428291AL2
HEXCEL CORP NEW SR SB NT 6.75% 02/01/15
           428656AB8428656AB8
Hibernia Corp 5.350% SUB NTS 05/01/14
           431282AF9431282AF9
HIGHWOODS RLTY LTD PARTNERSHIP NT         7.5% 04/15/18
           431282AK8431282AK8
HIGHWOODS RLTY LTD PARTNERSHIP NT 5.85% 03/15/17
           431571AA6431571AA6
HILLENBRAND INC NT 5.5% 07/15/2020
            Indus Inc 8.500% DEB
Hillenbrand431573AA2431573AA212/01/11
            Indus Inc 7.000% DEB
Hillenbrand431573AB0431573AB002/15/24
            Indus Inc 6.750% DEB
Hillenbrand431573AC8431573AC812/15/27
           435758AD9435758AD9
HOLLY CORP SR NT 9.875% 06/15/2017
           435765AB8435765AB8
HOLLY ENERGY PARTNERS L P / SR NT 6.25% 03/01/15
           437076AP7437076AP7
Home Depot 5.4% SR NTS 3/1/2016
           437076AR3437076AR3
Home Depot 5.25% SR NTS 12/16/13
           437076AS1437076AS1
Home Depot 5.875% SR NTS 12/16/36
           437076AT9437076AT9
HOME DEPOT INC FIXED RT SR NT 3.95% 09/15/2020
           437076AU6437076AU6
HOME DEPOT INC FIXED RT SR NT 5.4% 09/15/2040
           437076AV4437076AV4
HOME DEPOT INC. 5.95% 04/01/41
           437076AW2   437076AW2
HOME DEPOT INC. 4.40% 04/01/21
           437410AA1437410AA1
HOMER CITY FDG LLC SR SEC BD 10/01/2019
           437410AB9437410AB9
HOMER CITY FDG LLC SR SECD NT 10/01/2026
           438506AS6438506AS6
Honeywell Inc 6.625% DEBS 06/15/28
           438516AC0438516AC0
HONEYWELL INTL. 9 1/2% DEBS 6/1/16
           438516AP1438516AP1
Honeywell Inc 5.4% SR NTS 3/15/16
           438516AR7438516AR7
Honeywell Intl Inc 5.7% SR NTS 03/15/36
           438516AS5438516AS5
Honeywell Intl Inc 5.3% SR NTS 03/15/17
           438516AT3438516AT3
Honeywell Intl Inc 5.7% SR NTS 03/15/37
           438516AW6   438516AW6
Honeywell International 4.25% MTNs 3/1/13
           438516AX4438516AX4
Honeywell International 5.3% MTNs 3/1/18
           438516AY2438516AY2
HONEYWELL INTL INC SR NT 3.875% 02/15/14
           438516AZ9438516AZ9
HONEYWELL INTL INC SR NT 5% 02/15/19
           438516BA3438516BA3
Honeywell INTL 4.25% 03/01/21
           438516BB1438516BB1
Honeywell INTL 5.375% 03/01/41
            440327AH7440327AH7
Horace Mann Educators 6.05% SR NTS 6/15/15
            440327AJ3 440327AJ3
Horace Mann Educators 6.85% SR NTS 4/15/16
            OFFSHORE SVCS INC NEW
HORNBECK 440543AB2440543AB2 SR NT 6.125% 12/01/14
            OFFSHORE SVCS INC NEW
HORNBECK 440543AH9440543AH9 SR NT 8% 09/01/17
            5.900% NTS 06/15/14
Hospira Inc 441060AD2441060AD2
            6.05% NTS 441060AJ9
Hospira Inc 441060AJ9 3/30/17
            441060AK6441060AK6
HOSPIRA INC 6.4% NTS 05/15/15
            441060AL4 441060AL4
HOSPIRA INC FIXED RT NT 5.6% 09/15/2040
            44106MAE2 NT 6.85%
                        SR
HOSPITALITY PPTYS TR 44106MAE2 07/15/2012
            44106MAF96.750% NTS
Hospitality Property Tr 44106MAF9 02/15/13
            44106MAG7 4106MAG7
Hospitality Property Tr 45.125% SR NTS 2/15/15
            44106MAH5   6.3% SR NTS
Hospitality Property Tr 44106MAH5 06/15/16
            44106MAM4 NT 5.625%
                        SR
HOSPITALITY PPTYS TR 44106MAM4 03/15/2017
            44106MAN2 4106MAN2
                        4
Hospitality Properties Trust 6.7% SR NTS 1/15/18
            44106MAP7 NT 7.875%
                        SR
HOSPITALITY PPTYS TR 44106MAP7 08/15/2014
            44107TAD844107TAD8
HOST HOTELS & RESORTS LP SR NT-R6.875% 11/01/14
            44108EAY444108EAY4
HOST MARRIOTT L P SR NT 6.375% 03/15/15
            44108EBA544108EBA5
HOST MARRIOTT L P SR NT-P 6.75% 06/01/16
            441812JY1 NTS 5/15/12
Household Finance 7% 441812JY1
            441812JZ8 441812JZ8
Household Finance 7.625% NTS 5/17/32
            441812KA1441812KA1
Household Finance 6.375% NTS 11/27/12
            441812KB9441812KB9 11/27/32
HOUSEHOLD FIN CORP NT          7.35%
            441812KD5441812KD5
Household Finance 4.75% NTS 7/15/13
            44181EDQ844181EDQ8
HOUSEHOLD FIN CORP INT NT BE FR 6.15% 11/15/11
            44181EDT244181EDT2
HOUSEHOLD FIN CORP INT NT BE FR 6.1% 11/15/11
            44181EEL8 INT NT BE
HOUSEHOLD FIN CORP 44181EEL8FR 7.1% 12/15/11
            442164BL2 442164BL2
RELIANT ENERGY INC 9.150% NTS 03/15/2021
            442488AQ5442488AQ5
K. Hovnanian Enterprises 6.5% GTD NTS 1/15/14
            442488AS1442488AS1
K. Hovnanian Enterprises 6.375% GTD NTS 12/15/14
            442488AU6442488AU6
K. Hovnanian Enterprises 6.25% GTD NTS 1/15/15
            442488AY8442488AY8
K. Hovnanian Enterprises 6.25% GTD NTS 1/15/16
            442488AZ5442488AZ5
K. Hovnanian Enterprises 7.5% GTD NTS 5/15/16
            442488BA9442488BA9
K. Hovnanian Enterprises 8.625% SR NTS 1/15/17
            442488BH4442488BH4
HOVNANIAN K ENTERPRISES INC GTD SR SEC NT 16 10/15/16
             5.95% NTS 6/1/18
Hubbell Inc.443510AE2443510AE2
            443510AF9443510AF9
HUBBELL INC SR NT 3.625% 11/15/2022
             6.300% SR NTS 08/01/18
Humana Inc444859AU6444859AU6
             6.45% NTS 06/01/16
Humana Inc444859AV4444859AV4
            444859AY8444859AY8
Humana Inc. 7.2% SR NTS 6/15/18
            444859AZ5444859AZ5
Humana Inc. 8.15% SR NTS 6/15/38
            44701QAK844701QAK8
HUNTSMAN INTL LLC SR SUB NT 15 01/01/15
            44701QAV444701QAV4
HUNTSMAN INTL LLC 5.50% 06/30/16
            448579AC6448579AC6
Hyatt Hotels Corps 3.875% 08/15/16
            448579AD4448579AD4
Hyatt Hotels Corps 5.375% 08/15/21
            44924EAB644924EAB6
IBM INTL GROUP CAP LLC NT 5.05% 10/22/2012
            449669AB6449669AB6
IMC GLOBAL INC SR DEB DTD 12/19/1991 9.45% 12/15/2011
            449669AK6449669AK6
IMC GLOBAL INC DEB DTD 01/26/1998 7.3% 01/15/2028
            45005PAB045005PAB0
IRT PPTY CO GTD MTN BE FR 7.84% 01/23/12
            45031UAC545031UAC5
ISTAR FINL INC SR NT 6.5% 12/15/13
            45031UAH4    45031UAH4
iStar Financial Inc 5.700% SR NTS 03/01/14
            45031UAR245031UAR2
iStar Financial Inc 5.150% SR NTS 03/01/12
            45031UAT845031UAT8
iStar Financial Inc 6.050% SR NTS 04/15/15
            45031UAW15031UAW1
                         4
ISTAR FINL INC SR NT 5.875% 03/15/16
            45031UAZ445031UAZ4
Istar Financial 5.95% SR NTS 10/15/13
            45031UBC445031UBC4
iStar Financial Inc 5.5% SR NTS 6/15/12
            45031UBD245031UBD2
iStar Financial Inc 5.85% SR NTS 3/15/17
            45031UBG5    45031UBG5
Istar Financial 8.625% SR NTS 6/1/13
ITT CORP DEB        7.4% 11/15/25
            450679AT2450679AT2
            45068HAF345068HAF3
ITT HARTFORD GROUP 7.30% DEB 11/01/2015
            450912AC4450912AC4
ITT CORP NEV DEB 7.375% 11/15/15
            451102AD9451102AD9
ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CORP SR NT 7.75% 01/15/2016
            451380BD0451380BD0
IDAHO POWER CO BD AMBAC 6.3% 06/15/37
            45138LAK945138LAK9
Idaho Power Corp. 4.75% 1st Mtg 11/15/12
            45138LAL7 45138LAL7
Idaho Power Corp. 6% 1st Mtg 11/15/32
            45138LAM5    45138LAM5
Idaho Power Corp. 4.25% 1st Mtg 10/1/13
            45138LAN345138LAN3
Idaho Power Corp. 5.5% 1st Mtg 4/1/33
            45138LAP845138LAP8
Idaho Power Corp. 5.5% 1st Mtg 3/15/34
            45138LAQ645138LAQ6
Idaho Power Corp. 5.875% 1st Mtg 8/15/34
            45138LAR445138LAR4
Idaho Power Corp. 5.3% 1st Mtg 8/15/35
            45138LAS2 45138LAS2
Idaho Power 6.3% 1st mtg 6/15/37
            45138LAT0 Mtg 10/15/37
Idaho Power 6.25% 1st45138LAT0
            45138LAU745138LAU7
Idaho Power Corp. 6.025% 1st Mtg Notes 7/15/18
            45138LAV545138LAV5
IDAHO POWER CORP 6.15% 04/01/19
            45138LAX145138LAX1
IDAHO POWER CO 3.4% 11/01/20
            45138LAY9 45138LAY9
IDAHO POWER CORP 4.85% 08/15/40
            45167RAE445167RAE4
IDEX CORP 4.50% SR NTS 12/15/20
            451866SX6 451866SX6
ILLINOIS CENT RR CO DEB 7.7% 09/15/96
            452308AH2452308AH2
ILLINOIS TOOL WKS INC NT 5.15% 04/01/14
            452308AJ8 452308AJ8
ILLINOIS TOOL WKS INC NT 6.25% 04/01/19
            454614AK4454614AK4 08/15/26
INDIANA BELL TEL INC DEB       7.3%
            454889AH9454889AH9
Indiana Michigan Power 6.375% SR NTS 11/01/12
            454889AK2454889AK2
Indiana Michigan Power 5.050% SR NTS 11/15/14
            454889AL0 454889AL0
INDIANA MICH PWR CO SR NT-G 5.65% 12/01/15
            454889AM8    454889AM8
INDIANA MICH PWR CO SR NT-H 6.05% 03/15/37
            454889AN6454889AN6
INDIANA-MICHIGAN POWER 7.0% SR NTS 03/15/19
            45661TAH445661TAH4
INERGY L P & INERGY FIN CORP GTD SRNT 8.75% 03/01/15
            456866AJ1 456866AJ1
Ingersoll-Rand 6.48% DEBS 6/1/25
            456866AK8456866AK8
Ingersoll-Rand 6.391% DEBS 11/15/27
            456866AL6 456866AL6
Ingersoll-Rand 7.2% DEBS 6/1/25
            456866AM4    456866AM4
Ingersoll-Rand 6.443% DEBS 11/15/27
            456866AS1456866AS1
Ingersoll-Rand 4.75% SR NTS 5/15/15
            45687AAA045687AAA0
Ingersoll-Rand Global Holdings 6.875% GTD NTS 8/15/18
            45687AAB845687AAB8
Ingersolll-Rand Global Holdings 6% GTD NTS 8/15/13
            45687AAE245687AAE2
INGERSOLL-RAND GL HLD CO. 9.5% 04/15/2014
           457153AE4457153AE4
INGRMA MICRO INC. 5.25% SR NTS 09/01/17
           4581X0AD04581X0AD0
INTER-AMER DEVEL 4.375% NTS 09/20/2012
           4581X0AF54581X0AF5
INTER AMER DEVEL 3.5% NTS 07/08/2013
           45822PAA345822PAA3
INTEGRYS ENERGY GROUP 4.17% 11/01/20
           459056GQ4459056GQ4
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/12
           459056GR2459056GR2
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/12
           459056GS0459056GS0
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/13
           459056GT8459056GT8
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/13
           459056GU5459056GU5
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/14
           459056GV3459056GV3
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/14
           459056GW1 59056GW1
                     4
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/15
           459056HY6459056HY6
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/16
           459056JK4 459056JK4
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/12
           459056JL2 459056JL2
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/13
           459056JM0459056JM0
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/14
           459056JN8 459056JN8
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/15
           459056JQ1 459056JQ1
INT'L BK FOR RECO & DEVEL 8 7/8% 3/1/26
           459056JS7 459056JS7
INT'L BK FOR RECO & DEVEL 8 1/4% 9/1/16
           459056JT5 459056JT5
INT'L BK FOR RECO & DEVEL 8 5/8% 10/15/16
           459056JW8459056JW8
INT'L BK FOR RECO & DEVEL 9 1/4% 7/15/17
           459056LD7459056LD7
INT'L BK FOR RECON & DEVEL 7 5/8% 1/19/23
           459056MT1DEVEL INT COM 1/19/12
INT'L BK FOR RECON & 459056MT1
           459056MU8 DEVEL INT COM 7/19/12
INT'L BK FOR RECON & 459056MU8
           459056MV6 DEVEL INT COM 1/19/13
INT'L BK FOR RECON & 459056MV6
           459056MW4 DEVEL INT COM
INT'L BK FOR RECON & 459056MW4 7/19/13
           459056MX2DEVEL INT COM 1/19/14
INT'L BK FOR RECON & 459056MX2
           459056MY0DEVEL INT COM 7/19/14
INT'L BK FOR RECON & 459056MY0
           459056MZ7DEVEL INT COM 1/19/15
INT'L BK FOR RECON & 459056MZ7
           459056NA1459056NA1
INT'L BK FOR RECON & DEVEL INT COM 7/19/15
           459056NB9459056NB9
INT'L BK FOR RECON & DEVEL INT COM 1/19/16
           459056NC7459056NC7
INT'L BK FOR RECON & DEVEL INT COM 7/19/16
           459056ND5459056ND5
INT'L BK FOR RECON & DEVEL INT COM 1/19/17
           459056NE3459056NE3
INT'L BK FOR RECON & DEVEL INT COM 7/19/17
           459056NF0459056NF0
INT'L BK FOR RECON & DEVEL INT COM 1/19/18
           459056NG8459056NG8
INT'L BK FOR RECON & DEVEL INT COM 7/19/18
           459056NH6459056NH6
INT'L BK FOR RECON & DEVEL INT COM 1/19/19
           459056NJ2 DEVEL INT
INT'L BK FOR RECON & 459056NJ2COM 7/19/19
           459056NK9459056NK9
INT'L BK FOR RECON & DEVEL INT COM 1/19/20
           459056NL7459056NL7
INT'L BK FOR RECON & DEVEL INT COM 7/19/20
           459056NM5 DEVEL INT COM 1/19/21
INT'L BK FOR RECON & 459056NM5
           459056NN3459056NN3
INT'L BK FOR RECON & DEVEL INT COM 7/19/21
           459056NP8459056NP8
INT'L BK FOR RECON & DEVEL INT COM 1/19/22
           459056NQ6DEVEL INT COM 7/19/22
INT'L BK FOR RECON & 459056NQ6
           459056NR4459056NR4
INT'L BK FOR RECON & DEVEL PRIN COM 1/19/23
           459056NS2459056NS2
INT'L BK FOR RECON & DEVEL INT COM 1/19/23
           459200AG6459200AG6
IBM CORP 8.375 DEBS 11/1/19
           459200AH2459200HA2
IBM CORP 2.9% 11/01/21
            1/2% DEB 459200AL5
IBM CORP 7459200AL5 06/15/2013
           459200AM3   459200AM3
IBM CORP 7% DEB 10/30/2025
           459200AN1459200AN1
IBM CORP 7% DEB 10/30/2045
            1/8% DEB 12/01/2096
IBM CORP 7459200AP6459200AP6
           459200AR2459200AR2
IBM CORP 6.22% DEB 08/01/2027
           459200AS0459200AS0
IBM CORP 6.50% DEB 01/15/2028
           459200BA8459200BA8
IBM Corp 4.750% NTS 11/29/12
           459200BB6459200BB6
IBM Corp. 5.875% DEB 11/29/32
           459200DT5459200DT5
INTERNATIONAL BUSINESS MACHINES 4% EUROS NTS 11/11/11
           459200GJ4 459200GJ4
INTERNATIONAL BUSINESS MACHS NT 5.7% 09/14/2017
           459200GL9459200GL9
IBM Corp 8% NTS 10/15/38
           459200GM7   459200GM7
IBM Corp. 7.625% NTS 10/15/18
           459200GN5459200GN5
IBM Corp. 6.5% NTS 10/15/13
           459200GP0459200GP0
International Business Machines 6.625% Euros 1/30/14
           459200GR6459200GR6
INTERNATIONAL BUSINESS MACHS NT 2.1% 05/06/13
           459200GS4459200GS4
INTERNATIONAL BUSINESS MACHS SR NT 5.6% 11/30/39
           459200GT2459200GT2
INTERNATIONAL BUSINESS MACHS CORP FIXED RT 1% 08/05/2013
           459200GU9459200GU9
INTERNATIONAL BUSINESS MACHS CORP FIXED RT NT 2% 01/05/2016
           459200GW5 59200GW5
IBM Corporation 1.25%405/12/14
           459200GX3459200GX3
IBM CORP. 1.95% SR NTS 7/22/16
           459200GZ8459200GZ8
IBM CORP .875% SR NTS 10/31/14
           459284AA3459284AA3
INTERNATIONAL CCE INC NT 2.125% 09/15/2015
           459284AB1459284AB1
INTERNATIONAL CCE INC FIXED RT 3.5% 09/15/2020
           459745FG5459745FG5
INTERNATIONAL LEASE FIN CORP NT 5.875% 05/01/13
           459745FN0459745FN0
INTERNATIONAL LEASE FIN CORP NT 4.75% 01/13/12
           459745FR1 FIN CORP SR
INTERNATIONAL LEASE459745FR1 NT 5% 09/15/12
           FINANCE CORP 8.875%
INTL LEASE 459745GE9459745GE9 SR NTS 09/01/17
           FINANCE CORP. 8.25%
INTL LEASE 459745GF6459745GF6SR NTS 12/15/20
           FINANCE CORP 6.25% SR
INTL LEASE 459745GH2459745GH2 NTS 05/15/19
           FINANCE CORP 5.75%
INTL LEASE 459745GJ8 459745GJ8SR NTS 05/15/16
           45974VA7345974VA73
INTERNATIONAL LEASE FIN MTN BE FR 5.55% 09/05/12
           45974VA8145974VA81
INTERNATIONAL LEASE FIN MTN BE FR 5.625% 09/20/13
           FINANCE CORP. 5.40%
INTL LEASE 45974VA9945974VA99SR NTS 02/15/12
           45974VB2345974VB23
INTERNATIONAL LEASE FIN MTN BE FR 5.35% 03/01/12
           45974VB3145974VB31
INTERNATIONAL LEASE FIN MTN BE FR 5.3% 05/01/12
           45974VB4945974VB49
INTERNATIONAL LEASE FIN MTN BE FR 5.65% 06/01/14
           45974VB7245974VB72
INTERNATIONAL LEASE FIN MTN BE FR 6.375% 03/25/13
           45974VB8045974VB80
INTERNATIONAL LEASE FINANCE CORP 6.625% NTS 11/15/13
           45974VZX945974VZX9
INTERNATIONAL LEASE FIN MTN BE FR 5.25% 01/10/13
           459902AR3459902AR3
INTERNATIONAL GAME TECHNOLOGY SR NT 7.5% 06/15/19
           459902AS1459902AS1
INTERNATIONAL GAME TECHNOLOGY FIXED RT NTS 5.5% 06/15/2020
            CO DEB 6.875% 11/01/23
INTL PAPER460146AP8460146AP8
            CO NT 6.875% 04/15/29
INTL PAPER460146BD4460146BD4
           460146BQ5460146BQ5
International Paper Co 5.850% NTS 10/30/12
           460146BU6460146BU6
International Paper Co 5.300% NTS 04/01/15
           460146BX0460146BX0
International Paper Co 5.500% NTS 01/15/14
           460146BZ5460146BZ5
International Paper Co 5.250% NTS 04/01/16
            460146CA9460146CA9
International Paper 7.95% NTS 6/15/18
            460146CB7460146CB7
International Paper 7.4% NTS 6/15/14
            460146CC5460146CC5
International Paper 8.7% NTS 6/15/38
            460146CD3460146CD3
INTERNATIONAL PAPER CO. 9.375% SR NTS
            460146CE1460146CE1
INTERNATIONAL PAPER CO 7.50% SR NTS 08/15/21
            460146CF8 CO 7.3% 11/15/39
INTERNATIONAL PAPER460146CF8
            460377AB0460377AB0
INTERNATIONAL STL GROUP INC SR NT 6.5% 04/15/14
            460690AV2460690AV2
Interpublic Group of Cos 6.250% NTS 11/15/14
            460690BF6 460690BF6
INTERPUBLIC GROUP COS INC SR NT 10% 07/15/17
            461070AA2461070AA2
Interstate Power & Light 5.875% DEB 09/15/18
            461070AC8461070AC8
Interstate Power & Light 6.450% DEB 10/15/33
            461070AD6461070AD6
Interstate Power & Light 6.300% DEB 05/01/34
            461070AE4461070AE4
INTERSTATE PWR & LT CO SR DEB 5.5% 07/15/25
            461070AF1461070AF1
Interstate Power & Light 7.25% SR DEBS 10/1/18
            461070AG9461070AG9
INTERSTATE PWR & LT CO SR DEB 6.25% 07/15/39
            461070AH7461070AH7
INTERSTATE POWER & LIGHT 3.3% DEBENUTRE 06/15/15
            461070AJ3 LIGHT 3.65%
INTERSTATE POWER & 461070AJ3 SR NTS 09/01/20
            MEDICAL INNOVATIONS
INVERNESS 46126PAG146126PAG1 7.875% SR NTS 02/01/16
            462846AC0462846AC0
Iron Mountain 6.625% GTD NTS 1/1/16
            46284PAH746284PAH7
Iron Mountain 8.75% GTD NTS 7/15/18
            46284PAL846284PAL8
Iron Mountain 8% SR NTS 6/15/20
            46284PAM6  46284PAM6
IRON MOUNTAIN INC 8.375% SR NTS 08/15/21
            46284PAN446284PAN4
IRON MOUNTAIN INC. 7.75% 10/01/19
            46513E5Y4 46513E5Y4
STATE OF ISRAEL 5.125% 03/26/19
             CHASE 1.65% SR NTS
JPMORGAN46623EJD2 46623EJD209/30/13
             CHASE & CO 2.05% SR
JPMORGAN46623EJE0 46623EJE0 NTS 01/24/14
            46625HAN0  6.625% SUB
JP Morgan Chase & Co 46625HAN0 NTS 03/15/12
            46625HAT746625HAT7
JP Morgan Chase & Co 5.750% SUB NTS 01/02/13
            46625HAX846625HAX8
JP Morgan Chase & Co 5.250% SUB NTS 05/01/15
            46625HBJ8 4.875% SUB
JP Morgan Chase & Co 46625HBJ8 NTS 03/15/14
            46625HBV146625HBV1
JP Morgan Chase & Co 5.125% SUB NTS 09/15/14
            46625HCA646625HCA6
JP Morgan Chase & Co 4.500% NTS 01/15/12
            46625HCE846625HCE8
JP Morgan Chase & Co 4.750% NTS 03/01/15
            46625HDF446625HDF4
JP Morgan Chase & Co 5.15% NTS 10/01/15
            46625HGN4  46625HGN4
JP Morgan Chase 6.125% NTS 6/27/17
            46625HGT146625HGT1
JP Morgan Chase 5.375% SR NTS 10/1/12
            46625HGY046625HGY0
JP Morgan Chase 6% SR NTS 1/15/18
            46625HHB946625HHB9
JP Morgan Chase 4.75% SR NTS 5/1/13
            46625HHF046625HHF0
JP Morgan Chase 6.4% NTS 5/15/38
             CHASE & CO NT 6.3% 04/23/19
JPMORGAN46625HHL746625HHL7
             CHASE & CO46625HHN3
JPMORGAN46625HHN3 SR NT 4.65% 06/01/14
             CHASE & CO SR NT 3.7%
JPMORGAN46625HHP846625HHP8 01/20/15
             CHASE & CO46625HHQ6
JPMORGAN46625HHQ6 SR NT 4.95% 03/25/20
            46625HHR446625HHR4
JPMorgan Chase & Co 3.40% Sr Unsecured 6/24/15
            46625HHS246625HHS2
JPMorgan Chase & Co 4.40% Sr Nts 7/22/20
             CHASE & CO46625HHU7
JPMORGAN46625HHU7 SR FIXED RT NT 4.25% 10/15/2020
             CHASE & CO FIXED RATE
JPMORGAN46625HHV546625HHV5 NOTES 5.5% 10/15/2040
             CHASE & CO FIXED RT NT
                        4
JPMORGAN46625HHW36625HHW3 2.6% 01/15/2016
             CHASE & CO 3.45% SR
JPMORGAN46625HHX146625HHX1NTS 03/01/16
            46625HHZ646625HHZ6
JPMorgan Chase & Co. 4.625% 05/10/21
            46625HJA9 3.15% 07/05/16
JPMorgan Chase & Co. 46625HJA9
            46625HJB7 46625HJB7
JP MORGAN CHASE & CO 5.6% 07/15/41
             CHASE & CO. 4.35% 08/15/2021
JPMORGAN46625HJC5 46625HJC5
            46627BAJ0 46627BAJ0
J P MORGAN CHASE & CO JPMORGAN CALL 6% 12/15/28
            46627BAM3   46627BAM3
J P MORGAN CHASE & CO JPMORGAN FR 6% 05/01/29
            46627BAQ446627BAQ4
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 06/15/24
            46627BAR246627BAR2
J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 06/15/29
            46627BAT846627BAT8
J P MORGAN CHASE & CO JPMORGAN CALL 5.45% 02/15/30
            46627BBF746627BBF7
J P MORGAN CHASE & CO JPMORGAN CALL 5.75% 04/15/30
            46627BBJ9 46627BBJ9
J P MORGAN CHASE & CO JPMORGAN FR 5.5% 05/15/25
            46627BCB546627BCB5
J P MORGAN CHASE & CO JPMORGAN CALL 6% 12/16/30
            46627BCC346627BCC3
J P MORGAN CHASE & CO JPMORGAN FR 6.2% 08/15/36
            46627BCD146627BCD1
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 09/15/36
            46627BCE946627BCE9
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 09/15/36
            46627BCH246627BCH2
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 10/15/36
            46627BCJ8 46627BCJ8
J P MORGAN CHASE & CO JPMORGAN CALL 6.05% 11/15/36
            46627BCK546627BCK5
J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36
            46627BCL3 46627BCL3
J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36
            46627BCM1   46627BCM1
J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36
            46627BCN946627BCN9
J P MORGAN CHASE & CO JPMORGAN SUB NT 6% 12/15/36
            46627BDB446627BDB4
J P MORGAN CHASE & CO JPMORGAN CALL 6% 02/15/37
            46627BDK446627BDK4
J P MORGAN CHASE & CO JPMORGAN CALL 5.8% 03/15/37
            46627BDQ1   46627BDQ1
J P MORGAN CHASE & CO JPMORGAN CALL 6% 05/15/37
            46627BDR946627BDR9
J P MORGAN CHASE & CO JPMORGAN CALL 6% 06/15/37
            46627BDU246627BDU2
J P MORGAN CHASE & CO JPMORGAN SUB NT 6.15% 06/15/37
            46627BDX646627BDX6
J P MORGAN CHASE & CO JPMORGAN SUB NT-B 6.35% 06/15/37
            46627BDZ146627BDZ1
J P MORGAN CHASE & CO JPMORGAN SUB NT 6.35% 07/15/37
            46627BEF4 46627BEF4
J P MORGAN CHASE & CO JPMORGAN CALL 6.35% 08/15/37
            46627BEH046627BEH0
J P MORGAN CHASE & CO JPMORGAN CALL 6.4% 09/15/37
            46627BEK346627BEK3
J P MORGAN CHASE & CO JPMORGAN CALL 6.4% 09/15/37
            46627BEQ046627BEQ0
J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 09/15/37
            46627BER846627BER8
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 10/15/37
            46627BEU146627BEU1
J P MORGAN CHASE & CO JPMORGAN CALL 6.15% 11/15/37
            46627BEV946627BEV9
J P MORGAN CHASE & CO JPMORGAN CALL 6.05% 11/16/37
            46627BFA446627BFA4
J P MORGAN CHASE & CO JPMORGAN CALL 6.15% 11/15/37
            46627BFB246627BFB2
J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 11/15/37
            466313AD5466313AD5
JABIL CIRCUIT INC SR NT CR SEN 18 03/15/18
            466313AE3466313AE3
JABIL CIRCUIT 7.75% SR NTS 07/15/16
            466313AF0466313AF0
JABIL CIRCUIT INC SR NT 5.625% 12/15/2020
             7.5% GTD NTS 5/1/17
Jarden Corp471109AB4471109AB4
            471109AC2471109AC2
JARDEN CORP SR NT 8% 05/01/16
            471109AD0471109AD0
JARDEN CORP SR SB NT 7.5% 01/15/2020
            471109AE8471109AE8
JARDEN CORP GTD FIXED RT SR NT 6.125% 11/15/2022
            472319AA0472319AA0
Jefferies Group Inc 7.750% SR NTS 03/15/12
            472319AB8472319AB8
Jefferies Group Inc 5.500% SR NTS 03/15/16
            472319AC6472319AC6
JEFFERIES GROUP INC NEW SR NT 6.25% 01/15/2036
            472319AD4472319AD4
JEFFERIES GROUP INC NEW SR NT 5.875% 06/08/14
            472319AE2472319AE2
JEFFERIES GROUP INC NEW SR DEB 6.45% 06/08/2027
            472319AF9472319AF9
JEFFERIES GROUP INC NEW SR NT 8.5% 07/15/2019
            472319AH5472319AH5
JEFFERIES GROUP INC NEW FIXED RT SR NT 6.875% 04/15/2021
            472319AJ1 472319AJ1
JEFFERIES GROUP INC NEW SR FIXED RATE NOTES 3.875% 11/09/2015
            472319AK8472319AK8
JEFFERIES GROUP INC. 5.125% SR NTS 04/13/18
            PILOT CORP NT 4.75% 01/30/14
JEFFERSON 475070AD0475070AD0
            476556CK9476556CK9
Jersey Central Power & Lt 4.800% NTS 06/15/18
            476556CM5 Lt 5.625% NTS
Jersey Central Power &476556CM5 05/01/16
            476556CP8476556CP8
JERSEY CENT PWR & LT CO SR NT 6.4% 05/15/36
            476556CR4476556CR4
JERSEY CENT PWR & LT CO SR NT AMBAC 18 06/15/18
            476556CW3CO SR NT 5.65% 06/01/17
JERSEY CENT PWR & LT476556CW3
            476556CX1476556CX1
JERSEY CENT PWR & LT CO SR NT 6.15% 06/01/37
            476556DA0476556DA0
JERSEY CENT P&L 7.35% SR NTS 02/01/19
            478160AF1478160AF1
Johnson & Johnson 6.730% DEB 11/15/23
            478160AJ3 478160AJ3
Johnson & Josnson 6.950% DEB 09/01/29
            478160AL8 478160AL8
Johnson & Johnson 4.95% DEB 5/15/2033
            478160AM6   478160AM6
Johnson & Johnson 3.800% DEB 05/15/13
            478160AN4478160AN4
Johnson & Johnson 5.95% NTS 8/15/37
            478160AP9478160AP9
Johnson & Johnson 5.15% NTS 8/15/12
            478160AQ7478160AQ7
Johnson & Johnson 5.55% NTS 8/15/17
            478160AR5478160AR5
Johnson & Johnson 5.5% SR British Pounds NTS 11/6/24
            478160AS3478160AS3
Johnson & Johnson 4.75% EUROs NTS 11/6/19
            478160AT1478160AT1
Johnson & Johnson 5.85% SR NTS 7/15/38
            478160AU8478160AU8
Johnson & Johnson 5.15% SR NTS 7/15/18
            478160AV6478160AV6
JOHNSON & JOHNSON 4.50% SR NTS 09/01/40
            478160AW4   2.95% SR NTS
JOHNSON & JOHNSON 478160AW4 09/01/20
            478160AX2478160AX2
Johnson & Johnson 1.20% 05/15/14
            478160AY0478160AY0
Johnson & Johnson 2.15% 05/15/16
            478160AZ7478160AZ7
Johnson & Johnson 3.55% 05/15/21
            478160BA1478160BA1
Johnson & Johnson 4.85% 05/15/41
            478160BD5478160BD5
Johnson & Johnson 0.7% 05/15/13
            478366AE7478366AE7
Johnson Controls Inc 7.700% DEB 03/01/15
            478366AF4478366AF4
Johnson Controls Inc 6.950% DEB 12/01/45
            478366AG2478366AG2
Johnson Controls Inc 7.125% NTS 07/15/17
            478366AM9   478366AM9
Johnson Controls Inc 4.875% NTS 09/15/13
            478366AN7478366AN7
Johnson Controls Inc 6% SR NTS 1/15/36
            478366AR8478366AR8
Johnson Controls Inc 5.5% SR NTS 1/15/16
            478366AU1478366AU1
JOHNSON CTLS INC SR NT 5% 03/30/20
            478366AW7   478366AW7
JOHNSON CONTROLS INC. 5.7% SR NTS 03/01/41
            478366AX5478366AX5
JOHNSON CONTROLS INC. 4.25% SR NTS 03/01/21
            480081AH1480081AH1
Jones Apparel 5.125% SR NTS 11/15/14
            480081AK4480081AK4
Jones Apparel 6.125% SR NTS 11/15/34
            48020UAA648020UAA6
JONES GROUP/APP GROUP HLDG/A 6.875% SR NTS 03/15/19
            48121CYK648121CYK6
JP MORGAN CHASE BANK NA. 6.00% 10/01/2017
            481247AA2481247AA2
JP MORGAN CHASE & CO. 3.125% FDIC GTD NOTES 12/01/11
            481247AE4481247AE4
JP MORGAN CHASE & CO 2.125% FDIC GTD 06/22/12
            481247AK0481247AK0
JP MORGAN CHASE 2.2% FDIC GTD 06/15/12
             CHASE & CO
                      481247AM6
JPMORGAN481247AM6 FDIC TLGP GTD SRNT2.125% 12/26/12
            48203RAD648203RAD6
JUNIPER NETWORKS INC. 5.95% SR NTS 03/15/41
            48203RAE448203RAE4
JUNIPER NETWORKS INC. 3.1% SR NTS 03/15/16
            48203RAF148203RAF1
JUNIPER NETWORKS INC. 4.6% SR NTS 03/15/21
            INC SR DB 482620AW1
KN ENERGY482620AW1 7.25% 03/01/28
            INC SR DB 7.45% 03/01/98
KN ENERGY482620AX9482620AX9
             LINE OPER SR NT 7.75%
KANEB PIPE484168AA7484168AA7 02/15/12
             LINE OPER SR UNSEC5.875% 06/01/13
KANEB PIPE484168AC3484168AC3
            Power & Light 6.5% SR
Kansas City 485134BC3485134BC3 NTS 11/15/11
            Power & Light 6.05% SR
Kansas City 485134BH2485134BH2 NTS 11/15/35
            P&L 5.85% SR NTS 6/15/17
Kansas City 485134BJ8 485134BJ8
            P&L 6.375% NTS 3/1/18
Kansas City 485134BK5485134BK5
            Power & LT485134BM1
Kansas City 485134BM1 5.30% 10/01/41
            485161AF0485161AF0
KANSAS CITY SOUTHN DE MEXICO SR NT 12.5% 04/01/2016
            Southern 8% SR NTS 6/1/15
Kansas City 485188AG1485188AG1
            485188AH9485188AH9
KANSAS CITY SOUTHERN RY 13% NTS 12/15/13
            48666KAH248666KAH2
KB Home 5.75% notes due 2/1/2014
            48666KAL348666KAL3
KB Home 5.875% notes due 1/15/2015
            48666KAM1 48666KAM1
KB Home 6.25% notes due 6/15/2015
            48666KAN948666KAN9
KB Home 7.25% sr nts due 6/15/2018
            48666KAP448666KAP4
KB HOME SR NT 9.1% 09/15/17
            487836AT5487836AT5
Kellogg Company 7.45% DEBS 4/1/31
            487836AZ1487836AZ1
Kellogg Co 5.125% SR NTS 12/3/12
            4.25% NTS 3/6/13
Kellogg Co. 487836BA5487836BA5
            487836BB3487836BB3
KELLOGG CO SR NT 4.45% 05/30/16
            487836BC1487836BC1
KELLOGG CO SR NT 4.15% 11/15/19
            487836BD9487836BD9
KELLOGG CO FIXED RATE SR NT 4% 12/15/2020
            3.25% 05/21/18
Kellogg Co. 487836BE7487836BE7
            488360AF5488360AF5
KEMET CORP SR NT 10.5% 05/01/2018
            489170AB6489170AB6
Kennametal Inc 7.200% SR NTS 06/15/12
            491386AL2 491386AL2
KENTUCKY POWER CO SR NT 5.625% 12/01/32
            492386AK3492386AK3
Kerr-McGee 7.125% due 10/15/27
            492386AT4492386AT4
Kerr-McGee 7.875% due 9/15/31
            492386AU1492386AU1
Kerr-McGee 6.95% due 7/1/24
            492914AR7492914AR7
KEY ENERGY SVCS INC SR NT 8.375% 12/01/14
            492914AS5492914AS5
KEY ENERGY SERVICES INC. 6.75% 03/01/21
            MTNS BE FR 5.091% 03/26/2015
KEY BK N A 49306BNR049306BNR0
            49306CAB749306CAB7
KEY BK NA MED TERM SUBBKNTS BE FR 6.95% 02/01/2028
            49306CAE149306CAE1
KEY BK NA MED TERM SUBBKNTS BE FR 5.7% 08/15/2012
            49306CAF849306CAF8
KEY BK NA MED TERM SUBBKNTS BE FR 5.7% 11/01/17
            49306CAH449306CAH4
KEY BK NA MED TERM SUBBKNTS BE FR 5.8% 07/01/2014
            49326EEB549326EEB5
KEYCORP MEDIUM TERM NTS BE SR NT 6.5% 05/14/13
            49326EEC3 08/13/15
KEYCORP 3.75% SR NTS49326EEC3
            49326EED149326EED1
KEYCORP 5.1% 03/24/21
            49327LAA449327LAA4
KEYCORP CAPITAL VII 5.70% 06/15/2035
            49327WAC6  49327WAC6
KEYBANK NATL ASSN CLEVELAND FR 5.5% 09/17/2012
            49327XAA849327XAA8
Key Bank 5.95% nts 9/15/2015
            49327XAB649327XAB6
Key Bank 5.45% nts 3/3/2016
            49328CAA349328CAA3
KEY BANK 3.2% FDIC GTD NTS 06/15/12
            49337WAC4  49337WAC4
KeySpan Corp 8.000% NTS 11/15/30
            49337WAG59337WAG5
                       4
KeySpan Corp 4.650% NTS 04/01/13
            49337WAH3 9337WAH3
                       4
KeySpan Corp 5.875% NTS 04/01/33
            49337WAJ949337WAJ9
KeySpan Corp 5.803% NTS 04/01/35
            49427RAH549427RAH5
Kilroy Realty LP 4.8% 07/15/18
            494368AQ6494368AQ6
Kimberly Clark Corp 6.875% DEB 02/15/14
            494368AR4494368AR4
Kimberly Clark Corp 5.625% NTS 2/15/12
            494368AS2494368AS2
Kimberly Clark Corp 6.375% DEB 01/01/28
            494368AT0494368AT0
Kimberly Clark Corp 6.25% DEB 7/15/18
            494368AX1494368AX1
Kimberly Clark Corp 5.000% NTS 08/15/13
            494368AY9494368AY9
Kimberly Clark Corp 4.875% DEB 8/15/15
            494368BB8494368BB8
Kimberly-Clark 6.125% NTS 8/1/17
            494368BC6494368BC6
Kimberly-Clark 6.625% NTS 8/1/37
            494368BD4494368BD4
Kimberly Clark 7.5% SR NTS 11/1/18
            494368BE2494368BE2
KIMBERLY-CLARK 3.625% SR NTS 08/01/20
             CLARK CORP 3.875% SR
KIMBERLY -494368BF9 494368BF9 NTS 03/01/21
             CLARK CORP 5.3% SR NTS
KIMBERLY -494368BG7494368BG7 03/01/41
            49446QAV349446QAV3
KIMCO RLTY CORP MTN BE FR 5.98% 07/30/12
            49446QAY749446QAY7
KIMCO RLTY CORP MTN BE FR 5.19% 10/01/13
            49446QBB649446QBB6
Kimco Realty Corp 4.904% NTS 2/18/2015
            49446QBC449446QBC4
Kimco Realty Corp 4.82% SR NTS 6/1/2014
            49446QBD2  49446QBD2
Kimco Realty Corp 5.584% NTS 11/23/2015
            49446QBF749446QBF7
Kimco Realty Corp 5.783% NTS 3/15/16
            49446RAG449446RAG4
Kimco Realty Corp 6.000% NTS 11/30/12
            49446RAH249446RAH2
KIMCO REALTY CORP SR NT CR SEN 17 05/01/17
            49446RAJ8 49446RAJ8
KIMCO REALTY CORP SR NT 6.875% 10/01/19
            49446XAA449446XAA4
KIMCO REALTY 4.3% SR NTS 02/01/18
            494550AJ5 494550AJ5
Kinder Morgan Energy Prtn 7.400% NTS 03/15/31
            494550AK2494550AK2
Kinder Morgan Energy Prtn 7.125% NTS 03/15/12
            494550AL0 494550AL0
Kinder Morgan Energy Prtn 7.750% NTS 03/15/32
            494550AQ9494550AQ9
Kinder Morgan Energy Prtn 7.300% NTS 08/15/33
            494550AR7494550AR7
Kinder Morgan Energy Prtn 5.000% NTS 12/15/13
            494550AS5494550AS5
Kinder Morgan Energy Prtn 5.125% NTS 11/15/14
            494550AT3494550AT3
Kinder Morgan Energy Prtn 5.800% NTS 03/15/35
            494550AU0494550AU0
Kinder Morgan Energy Prtn 6% NTS 2/1/17
            494550AV8494550AV8
Kinder Morgan Energy Prtn 6.5% NTS 2/1/37
            494550AW6  494550AW6
Kinder Morgan Energy Partners 6.95% SR NTS 1/15/38
            494550AX4494550AX4
Kinder Morgan Energy Partners 5.85% NTS 9/15/12
            494550AY2494550AY2
Kinder Morgan Energy Partners 5.95% NTS 2/15/18
            494550AZ9494550AZ9
KINDER MORGAN ENER PART 9% SR NTS 02/1/19
            494550BA3494550BA3
KINDER MORGAN ENERGY PART 5.625% SR NTS 02/15/15
            494550BB1494550BB1
KINDER MORGAN ENERGY 6.85% SR NTS 02/15/20
            494550BC9494550BC9
KINDER MORGAN ENERGY PARTNERS SR NT 5.8% 03/01/21
            494550BD7494550BD7
KINDER MORGAN ENERGY PARTNERS SR NT 6.5% 09/01/39
            494550BE5494550BE5
KINDER MORGAN ENERGY PARTNERS L P SR FIXED RT NT 5.3% 09/15/2020
            494550BF2 494550BF2
KINDER MORGAN ENERGY PARTNERS L P FIXED RT 6.55% 09/15/2040
            494550BG0494550BG0
KINDER MORGAN ENER PART 3.50% SR NTS 03/01/16
            494550BH8494550BH8
KINDER MORGAN ENER PART 6.375% SR NTS 03/01/41
            494550BJ4 494550BJ4
KINDER MORGAN ENERGY PART 4.15% SR NTS 03/01/22
            494550BK1494550BK1
KINDER MORGAN ENER PART 5.625% SR NTS 09/01/41
            494553AB6494553AB6
KINDER MORGAN INC SR NT 6.5% 09/01/12
            494553AC4494553AC4
KINDER MORGAN INC SR NT 5.15% 03/01/15
            49455WAD8 9455WAD8
                        4
KINDER MORGAN FINANCE CORP ULC GTD NT 5.7% 01/05/16
            49455WAF3   49455WAF3
KINDER MORGAN FINANCE CORP ULC GTD NT 6.4% 01/05/36
            AMER INC GTD SR NT 14
KINGSWAY 496820AB7496820AB7 02/01/14
            499040AH6499040AH6
Knight Ridder Inc 7.150% DEB 11/01/27
            499040AL7 499040AL7
Knight Ridder Inc 6.875% DEB 03/15/29
            499040AN3499040AN3
Knight Ridder Inc 4.625% NTS 11/01/14
            499040AP8499040AP8
Knight Ridder Inc 5.75% NTS 9/1/2017
            500255AF1500255AF1
KOHLS CORP DEB 7.25% 06/01/2029
            500255AN4500255AN4
Kohls Corp 6.000% DEB 01/15/33
            500255AP9500255AP9
Kohls Corp 6.25% NTS 12/15/17
            500255AQ7500255AQ7
Kohls Corp 6.875% NTS 12/15/37
            500255AR5500255AR5
KOHL'S CORPORATION 4.0% SR NTS 11/01/21
            500472AA3500472AA3
Koninklijke Philips 4.625% NTS 3/11/13
            500472AB1500472AB1
Koninklijke Philips 5.75% SR NTS 3/11/18
            500472AC9500472AC9
Koninklijke Philips 6.875% NTS 3/11/38
            500631AB2500631AB2
KOREA ELECTRIC PWR DEB 7.75% 04/01/13
            500631AG1500631AG1
KOREA ELEC PWR CORP DEB DTD 12/01/1996 6% 12/01/2026
            500631AH9500631AH9 02/01/27
KOREA ELECTRIC PWR DEB          7%
            50063AAA450063AAA4
KOREA ELEC PWR CORP DEB 6.75% 08/01/27
            6.500% NTS 11/01/31
Kraft Foods50075NAC850075NAC8
            6.250% NTS  50075NAH7
Kraft Foods50075NAH7 06/01/12
            5.250% NTS 10/01/13
Kraft Foods50075NAL850075NAL8
            6% NTS 2/11/13
Kraft Foods50075NAQ7    50075NAQ7
            7% NTS 8/11/37
Kraft Foods50075NAR550075NAR5
            6.5% NTS 8/11/17
Kraft Foods50075NAS350075NAS3
            6.875% NTS 2/1/38
Kraft Foods50075NAT150075NAT1
            6.125% NTS  50075NAU8
Kraft Foods50075NAU8 2/1/18
            6.125% NTS 8/23/18
Kraft Foods50075NAV650075NAV6
            6.875% NTS 1/26/39
                        5
Kraft Foods50075NAW40075NAW4
            50075NAX250075NAX2
KRAFT FOODS INC 6.75% NTS 02/19/14
            50075NAY050075NAY0
KRAFT FOODS INC NT 2.625% 05/08/13
            50075NAZ750075NAZ7
KRAFT FOODS INC NT 6.5% 02/09/40
            50075NBA150075NBA1
KRAFT FOODS INC NT 5.375% 02/10/20
            50075NBB950075NBB9
KRAFT FOODS INC NT 4.125% 02/09/16
            501044BK6501044BK6
Kroger Company 7.000% SR NTS 05/01/18
            501044BM2   501044BM2
Kroger Company 6.800% NTS 12/15/18
            501044BT7501044BT7
Kroger Company 7.700% SR NTS 06/01/29
           501044BV2501044BV2
Kroger Company 8.000% SR NTS 09/15/29
           501044BZ3501044BZ3
Kroger Company 7.500% SR NTS 04/01/31
           501044CC3501044CC3
Kroger Company 6.750% SR NTS 04/15/12
           501044CD1501044CD1
Kroger Company 6.200% SR NTS 06/15/12
           501044CE9501044CE9
Kroger Company 5.500% SR NTS 02/01/13
           501044CF6 due 01/15/15
Kroger Company 4.95%501044CF6
           501044CG4501044CG4
Kroger Co 6.4% SR NTS 8/15/17
           501044CH2501044CH2
Kroger Co. 6.15% SR NTS 1/15/20
           501044CJ8 501044CJ8
Kroger Co. 5% SR NTS 4/15/13
             SR NT 6.9% 04/15/38
KROGER CO501044CK5501044CK5
           501044CL3 501044CL3
KROGER CO. 7.5% SR NTS 01/15/2014
             SR NT 3.9%501044CM1
KROGER CO501044CM1 10/01/15
             FIXED RT SR NT 5.4% 07/15/2040
KROGER CO501044CN9501044CN9
           502413AU1502413AU1
L-3 COMMUNICATIONS CORP SR SB NT6.375% 10/15/2015
           502413AY3502413AY3
L-3 COMMIUNICATIONS CORP 5.2% 10/15/19
           502413AZ0502413AZ0
L-3 COMMUNICATIONS CORP 4.75% 07/15/20
           502413BA4502413BA4
L-3 COMMUNICATIONS CORP 4.95% 02/15/21
           50540RAD450540RAD4
LABORATORY CORP AMER HLDGS SR NT 5.5% 02/01/13
           Corporation 5 5/8% NTS
Laboratory 50540RAF950540RAF9 12/15/15
           50540RAH550540RAH5
LABORATORY CORP AMER HLDGS SR NT 3.125% 05/15/2016
           50540RAJ1 50540RAJ1
LABORATORY CORP AMER HLDGS SR NT 4.625% 11/15/2020
             6.5% 1st MTG 10/15/12
Laclede Gas505588AX1505588AX1
             7% 1st MTG 6/1/29
Laclede Gas505588AY9505588AY9
             7.9% 1st MTG 9/15/30
Laclede Gas505588BA0505588BA0
             5.5% 1st MTG 5/1/19
Laclede Gas505588BD4505588BD4
             6% 1st MTG 5/1/34
Laclede Gas505588BE2505588BE2
             6.15% 1st 505588BF9
Laclede Gas505588BF9MTG 6/1/36
           517834AB3517834AB3
Las Vegas Sands 6.375% GTD NTS 2/15/15
           51803XGS251803XGS2
LASALLE FUNDING LLC NTS 02/15/2017
           518439AA2518439AA2
Estee Lauder 6% SR NTS 1/15/12
           52107QAC952107QAC9
Lazard Group LLC 7.125% nts 5/15/15
           52107QAE552107QAE5
Lazard Group 6.85% NTS 6/15/17
            7.875% 03/15/18
LEAR CORP 521865AR6521865AR6
            8.125% 03/15/20
LEAR CORP 521865AS4521865AS4
           524660AS6524660AS6
Leggett & Platt 4.700% NTS 04/01/13
           524660AT4524660AT4
Leggett & Platt 4.400% NTS 07/01/18
           524660AU1524660AU1
Leggett & Platt 4.650% NTS 11/15/14
           524660AV9524660AV9
Leggett & Platt 5% NTS 8/15/2015
           52602EAC652602EAC6
Lender Processing Services 8.125% GTD NTS 7/1/16
           526057AG9526057AG9
Lennar Corp 5.950% SR NTS 03/01/13
           526057AK0526057AK0
Lennar Corp 5.500% SR NTS 09/01/14
           526057AS3526057AS3
Lennar Corp 5.6% SR NTS 5/31/15
           526057AW4   526057AW4
Lennar Corp 6.5% SR NTS 4/15/16
           526057BA1526057BA1
LENNAR CORP SR NT-B 12.25% 06/01/17
           526057BD5526057BD5
LENNAR CORP SR NT 6.95% 06/01/2018
           526107AC1526107AC1
LENNOX INTL INC SR NT 4.9% 05/15/17
           527288AH7527288AH7
LEUCADIA NATIONAL 7.75% SR NTS 8/15/13
             527288AS3527288AS3
Leucadia National 7% SR NTS 8/15/13
             527288BC7527288BC7
LEUCADIA NATL CORP SR NT 7.125% 03/15/17
             527288BD5527288BD5
Leucadia National 8.125% SR NTS 9/15/15
             529772AD7529772AD7
Lexmark International 5.9% SR NTS 6/1/13
             529772AE5529772AE5
Lexmark International 6.65% SR NTS 6/1/18
             53117CAG753117CAG7
LIBERTY PPTY LTD PARTNERSHIP SR NT 6.375% 08/15/12
             53117CAH553117CAH5
LIBERTY PPTY LTD PARTNERSHIP SR NT 5.65% 08/15/14
             53117CAJ1 53117CAJ1
LIBERTY PPTY LTD PARTNERSHIP SR NT 5.125% 03/02/15
             53117CAK853117CAK8
Liberty Property LP 5.500% NTS 12/15/16
             53117CAL653117CAL6
LIBERTY PPTY LTD PARTNERSHIP SR NT 6.625% 10/01/17
             53117CAM4  53117CAM4
LIBERTY PROPERTY LP 4.75% SR NTS 10/01/20
             53117EAD053117EAD0
LIBERTY PPTY L P MTN BE FR 7.5% 01/15/18
             532457AM0NTS 6/01/25
LILLY (ELI) & CO 7 1/8%532457AM0
             532457AN8532457AN8
LILLY (ELI) & CO 6.57% NTS 01/01/16
             532457AP3532457AP3
LILLY (ELI) & CO 6.77% NTS 1/1/36
             532457AU2532457AU2
LILLY ELI & CO NT 6% 03/15/12
             532457AX6532457AX6
Eli Lilly & Company 4.500% NTS 03/15/18
             532457AZ1532457AZ1
Eli Lilly & Company 5.500% NTS 03/15/27
             532457BA5532457BA5
Eli Lilly & Company 5.55% NTS 03/15/37
             532457BB3532457BB3
Eli Lilly & Company 5.2% NTS 03/15/17
             532457BC1532457BC1
ELI LILLY & CO 5.95% SR NTS 11/15/37
             532457BD9532457BD9
ELI LILLY & CO 3.55% SR NTS 03/06/12
             532457BE7532457BE7
ELI LILLY & CO 4.2% SR NTS 03/06/14
              Inc 6.125% NTS 12/01/12
The Limited532716AH0532716AH0
              Inc 6.95% DEBS 3/01/33
The Limited532716AK3532716AK3
              Inc 5.250% NTS 11/01/14
The Limited532716AL1 532716AL1
             532716AM9 NTS 7/15/17
Limited Brands 6.9% SR532716AM9
             532716AN7532716AN7
Limited Brands 7.6% SR NTS 7/15/37
             532716AR8532716AR8
LIMITED BRANDS INC SR NT 8.5% 06/15/19
             532716AS6532716AS6
LIMITED BRANDS INC 7.0% 05/01/20
             532716AT4532716AT4
Limited Brands, Inc. 6.625% SR NTS 04/01/21
             532776AJ0 532776AJ0
LIN TELEVISION CORP SR SB NT 6.5% 05/15/13
             532776AR2532776AR2
LIN TELEVISION CORP SR SB NT 6.5% 05/15/13
             534187AL3 534187AL3
Lincoln National Corp IN 7.000% NTS 03/15/18
             534187AM1
LINCOLN NATL CORP IND NT         6.2%
                        534187AM1 12/15/11
             534187AP4534187AP4
Lincoln National Corp IN 4.750% NTS 02/15/14
             534187AR0534187AR0
LINCOLN NATL CORP IND SR NT 6.15% 04/07/36
             534187AV1534187AV1
Lincoln National 5.65% NTS 8/27/12
             534187AW9  534187AW9
Lincoln National 6.3% SR NTS 10/9/37
             534187AX7534187AX7
LINCOLN NATL CORP IND SR NT 8.75% 07/01/19
             534187AY5534187AY5
LINCOLN NATIONAL CORP 6.25% SR NTS 02/15/20
             534187AZ2534187AZ2
LINCOLN NATIONAL CORP 4.3% SR NTS 06/15/15
             534187BA6534187BA6
LINCOLN NATIONAL CORP 7.0% SR NTS 06/15/40
             534187BB4534187BB4
Lincoln National Corp. 4.85% 06/24/21
             538021AC0538021AC0
LITTON INDS INC DEB 7.75% 03/15/26
             538021AH9538021AH9
LITTON INDS INC DEB 6.98% 03/15/36
             538021AK2538021AK2
LITTON INDS INC SR DB 6.75% 04/15/18
            539473AG3539473AG3
Lloyds TSB Bank plc 4.875% Senior Notes due 01/21/2016
            539473AH1539473AH1
Lloyds TSB Bank plc 6.375% Senior Notes due 01/21/2021
            539473AK4539473AK4
Lloyds TSB Bank plc Floating Rate Notes due 01/24/2014
            539821AJ7 539821AJ7
LOCKHEED CORP DEL NT 9% 01/15/2022
            539830AD1539830AD1
Lockheed Martin Corp 7.200% DEB 05/01/36
            539830AE9539830AE9
Lockheed Martin Corp 7.650% DEB 05/01/16
            539830AF6539830AF6
Lockheed Martin Corp 7.750% DEB 05/01/26
            539830AK5539830AK5
Lockheed Martin Corp 8.500% DEB 12/01/29
            539830AR0539830AR0
LOCKHEED MARTIN CORP NT 6.15% 09/01/36
            539830AT6539830AT6
LOCKHEED MARTIN CORP SR NT 4.25% 11/15/19
            539830AU3539830AU3
LOCKHEED MARTIN CORP SR NT 5.5% 11/15/39
            539830AZ2539830AZ2
LOCKHEED MARTIN CORP. 4.85% 09/15/2041
            540424AN8540424AN8
Loews Corporation 5.250% SR NTS 03/15/16
            540424AP3540424AP3
Loews Corporation 6.000% SR NTS 02/01/35
            543859AH5543859AH5
LORAL CORP SR DEB 7% 09/15/23
            543859AK8543859AK8
LORAL CORP SR DEB 8.375% 06/15/24
            543859AL6 543859AL6
LORAL CORP DEB 7.625% 06/15/25
            TOBACCO CO 8.125% SR
LORILLARD 544152AA9544152AA9 NTS 06/23/19
            TOB CO SR NT 6.875%
LORILLARD 544152AB7544152AB705/01/20
            TOB CO SR NT 8.125%
LORILLARD 544152AC5544152AC505/01/40
            TOBACCO CO. 3.50% 08/04/16
LORRILARD 544152AD3544152AD3
            TOBACCO CO. 7.0% 08/04/41
LORILLARD 544152AE1544152AE1
            LD & EXPL CO DEB 7.625% 04/15/13
LOUISIANA 546268AF0546268AF0
            LD & EXPL CO DEB 7.65% 12/01/23
LOUISIANA 546268AG8546268AG8
            546347AE5546347AE5
LOUISIANA-PAC CORP SR SECD NT 13% 03/15/2017
            548661AH0548661AH0
Lowes Cos Inc 6.875% DEB 02/15/28
            548661AK3548661AK3
Lowes 6.500% DEB 03/15/29
            548661CH8548661CH8
Lowes Cos Inc 5% NTS 10/15/15
            548661CJ4 548661CJ4
Lowes Cos Inc 5.5% BDS 10/15/35
            548661CK1548661CK1
Lowes Cos Inc 5.4% NTS 10/15/16
            548661CL9 548661CL9
Lowes Cos Inc 5.8% NTS 10/15/36
            548661CM7 NTS 9/15/12
Lowes Companies 5.6%548661CM7
            548661CN5548661CN5
Lowes Companies 6.1% NTS 9/15/17
            548661CP0548661CP0
Lowes Companies 6.65% NTS 9/15/37
             INC NT 4.625% 04/15/20
LOWES COS548661CQ8548661CQ8
             INC NT 5.8% 04/15/40
LOWES COS548661CR6548661CR6
            548661CS4 548661CS4
LOWES COMPANIES INC. 2.125% SR NTS 04/15/16
            548661CT2548661CT2
LOWES COMPANIES 3.75% SR NTS 04/15/21
            54866NBJ7 54866NBJ7
Lowes Cos Inc 7.11% MTNS 5/15/37
             INC MED TERM NTS BE
LOWES COS54866NBK454866NBK4 FR 7.61% 06/17/27
            54866NBP354866NBP3
Lowes Cos Inc 7.2% MTNS 9/1/27
            549271AA2549271AA2
Lubrizol Corp 7.250% DEB 06/15/25
            549271AE4549271AE4
Lubrizol Corp 5.500% SR NTS 10/01/14
            549271AF1549271AF1
Lubrizol Corp 6.500% SR DEB 10/01/34
            549271AG9549271AG9
LUBRIZOL CORP 8.875% NTS 02/01/19
            549463AC1549463AC1 6.5% 01/15/28
LUCENT TECHNOLOGIES INC DEB
            549463AE7549463AE7
LUCENT TECHNOLOGIES INC DEB 6.45% 03/15/29
           55259PAC055259PAC0
M&I MARSHALL & ILSLEY BK MTNBE FR 5.25% 09/04/12
           55259PAD855259PAD8
M&I MARSHALL & ILSLEY BK MTNBE FR 5% 01/17/17
           55259PAE655259PAE6
M&I MARSHALL & ILSLEY BK MTNBE FR 4.85% 06/16/2015
           5525V0BD75525V0BD7
M&I MARSHALL&ILSLEY BK MIL MTN FR 5.15% 02/22/2012
           55261FAA255261FAA2
M & T BK CORP SR NT 5.375% 05/24/2012
           55262CAD255262CAD2
MBIA Inc 7.150% DEB 07/15/27
           55262CAE055262CAE0
MBIA Inc 7.000% DEB 12/15/25
           55262CAF755262CAF7
MBIA Inc 6.625% DEB 10/01/28
           55262CAH355262CAH3
MBIA INC SR NT 6.4% 08/15/22
           55262CAJ9 55262CAJ9
MBIA Inc 5.700% SR NTS 12/01/34
           55263BAA955263BAA9
MBNA CAPITAL A 8.278% CAP SEC SER A 12/01/26
           55263ECE3 55263ECE3
MBNA CORP SR MTN BE FR 7.5% 03/15/2012
           55263ECH655263ECH6
MBNA CORP SR MTN BE FR 6.125% 03/01/2013
           55263ECJ2 55263ECJ2
MBNA CORP SR MTN BE FR 5% 06/15/2015
           55263KAA955263KAA9
MBNA CAPITAL B FR CAP SEC SER B 02/01/27
           552676AN8552676AN8
M D C HOLDINGS INC 5 1/2% NTS 05/15/2013 CALLED FOR REDEMPTION
           552676AP3552676AP3
M.D.C. HOLDINGS, INC. 5.625% SR NTS 02/01/20
           552690AF6552690AF6
MDU RES GROUP INC SR NT 5.98% 12/15/33
           5526J0AA6 5526J0AA6
M D C HOLDINGS INC 5.375% NTS 12/15/2014
           5526J0AB4 5526J0AB4
M D C HOLDINGS INC 5.375% NTS 07/01/2015
           552848AA1552848AA1
MGIC INVT CORP WIS SR NT 5.375% 11/01/15
           552953AG6552953AG6
MGM Mirage 5.875% SR NTS 2/27/14
           552953AL5 NTS 9/1/12
MGM Mirage 6.75% SR552953AL5
           552953AR2552953AR2
MGM Mirage 6.625% GTD NTS 7/15/15
           552953AW1NTS 4/1/13
MGM Mirage 6.75% SR552953AW1
           552953AY7552953AY7
MGM Mirage 6.875% GTD NTS 4/1/16
           552953BB6552953BB6
MGM Mirage 7.625% GTD NTS 1/15/17
           552953BC4552953BC4
MGM Mirage 7.5% GTD NTS 6/1/16
           552953BE0552953BE0
MGM MIRAGE SR NT 13% 11/15/13
           552953BH3552953BH3
MGM RESORTS INTERNATIONAL, LAS VEGAS, NV SR SECD NT 10.375% 05/15/2014
           552953BJ9 552953BJ9
MGM RESORTS INTERNATIONAL, LAS VEGAS, NV SR SECD NT 11.125% 11/15/2017
           55303QAA8   55303QAA8
MGM RESORTS INTERNATIONAL, LAS VEGAS, NV SR NT 11.375% 03/01/2018
           6.875% GTD NTS 4/1/12
M/I Homes 55305BAC555305BAC5
           CORP SR NT 7.625% 08/15/15
MAC-GRAY 554153AC0554153AC0
           55448QAF355448QAF3
Mack-Cali Realty 6.15% NTS 2/15/12
           55448QAH9   55448QAH9
Mack-Cali Realty 4.6% NTS 6/15/13
           55448QAJ555448QAJ5
Mack-Cali Realty 5.125% NTS 2/15/14
           55448QAK255448QAK2
Mack-Cali Realty 5.125% due 1/15/15
           55448QAM85448QAM8
                       5
Mack-Cali Realty 5.8% BDS 1/15/16
           55448QAN6 NTS 1/15/12
Mack-Cali Realty 5.25%55448QAN6
           REALTY CORP 7.75% SR
MACK-CALI 55448QAP155448QAP1 NTS 08/15/19
           554783AK6554783AK6 7.7% 02/15/26
MACMILLAN BLOEDEL LTD DEB
           55616XAA555616XAA5
Macy's Retail Holdings, Inc. 7.45% DEB 7/15/17
           55616XAB355616XAB3
Macy's Retail Holdings, Inc. 6.79% DEB 7/15/27
           55616XAC155616XAC1
Macy's Retail Holdings, Inc. 7% SR DEB 02/15/28
           55616XAD955616XAD9
Macys Retail Holdings 5.875% GTD NTS 1/15/13
           55616XAE755616XAE7
Macys Retail Holdings 7.875% GTD NTS 7/15/15
            MIDSTREAM HLDGS L P
MAGELLAN 55907RAA655907RAA6 FIXED RT SR NT 4.25% 02/01/2021
            559080AA4559080AA4
Magellan Midstream Ptrns 6.450% NTS 06/01/14
            559080AB2559080AB2
Magellan Midstream Ptrns 5.650% NTS 10/15/16
            MIDSTREAM PRTNRS LP
MAGELLAN 559080AC0559080AC0 SR NT 6.4% 05/01/37
            559080AD8559080AD8
Magellan Midstream Partners 6.4% SR NTS 7/15/18
            MIDSTREAM PARTN 6.55% SR NTS 07/15/19
MAGELLAN 559080AE6559080AE6
            55932RAH055932RAH0
MAGNACHIP SEMICONDUCTOR 10.50% 04/15/18
             RESORT GROUP SR NT
MANDALAY562567AP2562567AP2 6.375% 12/15/11
            563571AF5563571AF5
MANITOWOC INC SR NT 7.125% 11/01/13
            563571AG3563571AG3
MANITOWOC INC SR NT 9.5% 02/15/18
            563571AH1563571AH1
MANITOWOC CO 8.50% SR NTS 11/01/20
            56501RAA456501RAA4
MANULIFE FINANCIAL CORP 3.4% SR NTS 09/17/2015
            56501RAB256501RAB2
MANULIFE FINANCIAL CORP 4.9% SR NTS 09/17/20
            565849AB2565849AB2
Marathon Oil Corp 6.800% NTS 03/15/32
            565849AD8565849AD8
Marathon Oil 6% SR NTS 10/1/17
            565849AE6565849AE6
Marathon Oil 6.6% SR NTS 10/1/37
            565849AF3565849AF3
Marathon Oil 5.9% NTS 3/15/18
            565849AH9565849AH9
MARATHON OIL CORP SR NT 7.5% 02/15/19
            570506AH8570506AH8
Markwest Energy Partners 8.75% SR NTS 4/15/18
             ENERGY PARTNERS 6.75% 11/01/20
MARKWEST570506AM7      570506AM7
             ENERGY PARTNERS 6.25% 06/15/22
MARKWEST570506AP0570506AP0
            570535AF1570535AF1
Markel Corp 6.800% SR NTS 02/15/13
            570535AG9570535AG9
Markel Corp 7.350% SR NTS 08/15/34
            570535AH7570535AH7
MARKEL CORP SR NT 7.125% 09/30/19
            570535AJ3 570535AJ3
MARKEL CORPORATION 5.35% SR NTS 06/01/21
            571748AE2571748AE2
MARSH & MCLENNAN COS INC SR NT 6.25% 03/15/12
            571748AJ1 571748AJ1
Marsh & McLennan Cos 4.850% SR NTS 02/15/13
            571748AK8571748AK8
Marsh & McLennan Cos 5.875% SR NTS 08/01/33
            571748AM4  571748AM4
Marsh & McLennan 5.375% SR NTS 7/15/14
            571748AP7571748AP7
Marsh & McLennan Cos 5.75% SR NTS 09/15/15
            571748AQ5571748AQ5
MARSH & MCLENNAN COS INC SR NT 9.25% 04/15/19
            571748AR3571748AR3
MARSH & MCLENNAN COS INC. 4.8% 07/15/21
            & ILSLEY CORP
                       57183HFW6
MARSHALL 57183HFW6 MTNS BE FR 5.02% 07/01/18
            571900AZ2571900AZ2
Marriott International 5.81% NTS 11/10/15
            571903AE3571903AE3
Marriott International 4.625% NTS 6/15/12
            571903AF0571903AF0
Marriott International 6.2% NTS 6/15/16
            571903AG8571903AG8
Marriott Intl 6.375% NTS 6/15/17
            571903AH6571903AH6
Marriott International 5.625% NTS 2/15/13
            573284AA4573284AA4
Martin Marietta Materials 7.000% DEB 12/01/25
            573284AJ5 573284AJ5
MARTIN MARIETTA MATLS INC SR NT 6.25% 05/01/37
            573284AK2573284AK2
Martin Marietta Materials 6.6% SR NTS 4/15/18
            574599AN6574599AN6
Masco Corporation 7.125% DEB 08/15/13
            574599AR7574599AR7
Masco Corporation 6.625% DEB 04/15/18
            574599AT3574599AT3
Masco Corporation 7.750% DEB 08/01/29
            574599AX4574599AX4
Masco Corporation 5.875% NTS 07/15/12
            574599AY2574599AY2
Masco Corporation 6.500% NTS 08/15/32
            574599BB1574599BB1
MASCO CORP ZR CPN CV NTS 07/20/2031
          574599BC9574599BC9
Masco Corporation 4.8% due 06/15/2015
          574599BD7574599BD7
Masco Corporation 6.125% due 10/3/2016
          574599BF2 574599BF2
Masco Corporation 5.85% NTS 3/15/17
          574599BG0574599BG0
MASCO CORP SR NT 7.125% 03/15/20
          576323AF6576323AF6
MASTEC INC SR NT 7.625% 02/01/17
          57773AAJ1 57773AAJ1
MAXCOM TELECOMUNICACIONES SA GTD SR NT 11% 12/15/14
          577778AR4577778AR4
May Department Stores Co 10.250% DEB 01/01/21
          577778AX1577778AX1
May Department Stores Co 7.500% DEB 06/01/15
          577778AZ6577778AZ6 06/01/25
MAY DEPT STORES CO DEB      7.6%
          577778BB8577778BB8
May Department Stores Co 7.625% DEB 08/15/13
          577778BC6577778BC6
May Department Stores Co 8.125% DEB 08/15/35
          577778BD4577778BD4
May Department Stores Co 7.875% DEB 08/15/36
          577778BF9 577778BF9
May Department Stores Co 7.450% DEB 10/15/16
          577778BH5577778BH5
May Department Stores Co 6.700% DEB 09/15/28
          577778BK8577778BK8
MAY DEPT STORES CO DEB 7.875% 03/01/30
          577778BL6 577778BL6
May Department Stores Co 8.750% DEB 05/15/29
          577778BM4
MAY DEPT STORES CO NT      8.5%
                     577778BM4 06/01/19
          577778BN2577778BN2
May Department Stores Co 8.000% DEB 07/15/12
          577778BQ5577778BQ5
May Department Stores Co 6.9% NTS 01/15/32
          577778BS1 577778BS1
May Department Stores Co 5.750% NTS 07/15/14
          577778CB7577778CB7
May Department Stores Co 6.650% DEB 07/15/24
          577778CE1577778CE1
May Department Stores Co 6.700% DEB 07/15/34
          57859HBU757859HBU7
Maytag Corp. 5% MTNs 5/15/15
          57859HBV557859HBV5
Maytag Corp 6.45% MTNs 8/15/14
          579489AE5579489AE5
MCCLATCHY CO GTD SR SECD NT 11.5% 02/15/2017
          & Co 5.2% NTS 12/15/15
McCormick 579780AD9579780AD9
          & Co. 5.75% SR NTS 12/15/17
McCormick 579780AF4579780AF4
          & Co. 5.25% NTS 9/1/13
McCormick 579780AG2579780AG2
          57978QAQ3MTN BE PUT
MCCORMICK & CO INC 57978QAQ3 7.95% 10/01/2024
          57978QAR157978QAR1
MCCORMICK & CO INC MTN BE PUT 8.03% 10/17/2024
          57978QAS957978QAS9
MCCORMICK & CO INC MTN BE PUT 8.12% 10/14/2024
          580135BY6580135BY6
MCDONALD CORP 6 3/8% DEB 01/08/2028
           Corp. 5.75% NTS 3/1/12
                     5
McDonald's58013MDR2 8013MDR2
           Corp. 4.125% NTS 6/1/13
                     5
McDonald's58013MDU58013MDU5
           Corp. 5.3%58013MEA8
McDonald's58013MEA8MTNs 3/15/17
           Corp 5.8% 58013MEB6
McDonald's58013MEB6  MTNs 10/15/17
           6.3% MTNs 58013MEC4
McDonald's58013MEC4 10/15/37
          58013MED2  58013MED2
McDonalds's Corp 4.3% MTNs 3/1/13
           Corp 5.35%58013MEE0
McDonald's58013MEE0 MTNs 3/1/18
           Corp 6.3% MTNs 3/1/38
McDonald's58013MEF758013MEF7
          58013MEG5  58013MEG5
MCDONALD'S CORP 5.0% SR NTS 02/01/19
          58013MEH3  58013MEH3
MCDONALD'S CORP 5.7% SR NTS 02/01/39
           Corp. 3.5% 7/15/20
McDonald's58013MEJ958013MEJ9
           Corp 4.875%
                     58013MEK6
McDonald's58013MEK6 7/15/40
          Corporation 3.625% 05/20/21
McDonalds 58013MEL458013MEL4
          58013MEM28013MEM2
                     5
MCDONALD'S CORP 2.625% SR NTS 01/15/22
          580169AM2 CORP DEB
MCDONNELL DOUGLAS580169AM2 9.75% 04/01/12
           58017DES558017DES5
MCDONNELL DOUGLAS FIN SRMTN BE FR 7.375% 12/18/2012
           58017DFA358017DFA3
MCDONNELL DOUGLAS FIN SRMTN BE FR 7.3% 02/01/12
           580645AD1580645AD1
McGraw-Hill 5.375% NTS 11/15/12
           580645AE9580645AE9
McGraw-Hill 5.9% NTS 11/15/17
           580645AF6580645AF6
McGraw-Hill 6.55% BDS 11/15/37
           581557AM77.650% DEBS
McKesson Corporation 581557AM7 3/1/27
           581557AU9581557AU9
McKesson Corporation 5.25% NTS 3/1/13
           581557AV7581557AV7
McKesson Corporation 5.7% NTS 3/1/17
           CORP 6.50%  581557AW5
MCKESSON 581557AW5 NTS 02/15/14
           CORP 7.50% NTS 02/15/19
MCKESSON 581557AX3581557AX3
           58155QAA17.750% NTS
McKesson Corporation 58155QAA1 02/01/12
           CORP 3.25% SR NTS 03/01/16
MCKESSON 58155QAC758155QAC7
           CORP 4.75%  58155QAD5
MCKESSON 58155QAD5 SR NTS 03/01/21
           CORP 6.0% SR NTS 03/01/41
MCKESSON 58155QAE358155QAE3
           582411AF1582411AF1
McMoran Exploration 11.875% GTD NTS 11/15/14
            7.35% DEBS 582834AM9
Mead Corp.582834AM9 3/1/17
            7.55% DEBS 3/1/47
Mead Corp.582834AP2582834AP2
           582839AD8582839AD8
MEAD JOHNSON NUTRITION CO NT 3.5% 11/01/2014
           582839AE6582839AE6
MEAD JOHNSON NUTRITION CO NT 4.9% 11/01/2019
           582839AF3582839AF3
MEAD JOHNSON NUTRITION CO NT 5.9% 11/01/2039
           583334AA5583334AA5
MeadWestvaco Corp 6.850% NTS 04/01/12
           583334AB3583334AB3
MeadWestvaco Corp 6.800% DEB 11/15/32
           583334AE7583334AE7
MEADWESTVACO CORP NT 7.375% 09/01/19
           58405UAC658405UAC6
MEDCO HEALTH SOLUTIONS 7.250 NTS 8/15/2013
           58405UAD4   58405UAD4
Medco Health Solutions 7.125% SR NTS 3/15/18
           58405UAE258405UAE2
Medco Health Solutions 6.125% SR NTS 3/15/13
           58405UAF958405UAF9
MEDCO HEALTH SOLUTIONS INC FIXED RT NT 2.75% 09/15/2015
           58405UAG7   58405UAG7
MEDCO HEALTH SOLUTIONS INC FIXED RT NT 4.125% 09/15/2020
            INC SR SECD NT 11.75%
MEDIA GEN584404AC1584404AC1 02/15/2017
           585055AH9585055AH9
Medtronic Inc. 4.75% SR NTS 9/15/15
           585055AN6585055AN6
MEDTRONIC INC SR NT 5.6% 03/15/19
           585055AP1585055AP1
MEDTRONIC INC SR NT 4.5% 03/15/14
           585055AQ9585055AQ9
MEDTRONIC INC SR NT 6.5% 03/15/39
           585055AR7585055AR7
MEDTRONIC INC SR NT 3% 03/15/15
           585055AS5585055AS5
MEDTRONIC INC SR NT 4.45% 03/15/20
           585055AT3585055AT3
MEDTRONIC INC SR NT 5.55% 03/15/40
           585055AU0585055AU0
MEDTRONIC INC. 2.625% 03/15/16
           585055AV8585055AV8
MEDTRONIC INC. 4.125% 03/15/21
           585515AD1585515AD1
MELLON FDG CORP SB NT 5% 12/01/14
           585515AE9585515AE9
MELLON FDG CORP SUB NT 5.5% 11/15/18
           585515AG4585515AG4
MELLON FDG CORP SR NT 5.2% 05/15/14
           58551TAA558551TAA5
Mellon Capital IV Fixed-to-Float Capital Securities
           585907AN8585907AN8
MELLON BANK N A SB BK NT 5.45% 04/01/2016
           587405AB7587405AB7
MERCANTILE BANKSHARES CORP SB NT 4.625% 04/15/13
           589331AC1589331AC1
Merck & Company 6.300% DEB 01/01/26
           589331AD9589331AD9
Merck & Company 6.400% DEB 03/01/28
           589331AE7589331AE7
Merck & Company 5.950% DEB 12/01/28
            589331AH0589331AH0
Merck & Company 4.375% NTS 02/15/13
            589331AK3589331AK3
Merck & Company 4.750% NTS 03/01/15
            589331AL1 589331AL1
Merck & Company 5.125% NTS 11/15/11
            589331AM9  589331AM9
Merck & Company 5.75% NTS 11/15/36
            589331AN7589331AN7
MERCK & CO INC. 5.0% SR NTS 06/30/19
            589331AP2589331AP2
MERCK & CO INC NT 4% 06/30/15
            589331AQ0589331AQ0
MERCK & CO INC NT 5.85% 06/30/39
            58933NAL358933NAL3
MERCK & CO INC MTN BE PUT 5.76% 05/03/2037
            58933YAA358933YAA3
MERCK & CO INC NEW FIXED RT 3.875% 01/15/2021
            58933YAB158933YAB1
MERCK & CO INC NEW FIXED RT 2.25% 01/15/2016
            59001AAK859001AAK8
Meritage Homes 6.25% SR NTS 3/15/15
            59001AAN259001AAN2
MERITAGE HOMES CORP SR NT 7.15% 04/15/2020
            5901884M7  5901884M7
Merrill Lynch 6.05% NTS 5/16/16
            590188CC0590188CC0
MERRILL LYNCH & CO INC NT        8.4% 11/01/19
            590188JB5 590188JB5
Merrill Lynch & Co Inc 6.750% NTS 06/01/28
            590188JF6 590188JF6
Merrill Lynch & Co Inc 6.500% NTS 07/15/18
            590188JN9 590188JN9
Merrill Lynch & Co Inc 6.875% NTS 11/15/18
            59018SQ2359018SQ23
Merrill Lynch & Co Inc 0% NTS 09/25/18
            59018YJ36 59018YJ36
Merrill Lynch 6.05% MTNs 8/15/12
            59018YJ69 8/28/17
Merrill Lynch 6.4% NTS59018YJ69
            59018YM40  59018YM40
Merrill Lynch 5.45% NTS 2/5/13
            59018YMV0 MTN BE FR
MERRILL LYNCH CO INC59018YMV0 6.5% 04/16/12
            59018YN5659018YN56
Merrill Lynch 6.15% NTS 4/25/13
            59018YN6459018YN64
Merrill Lynch 6.875% NTS 4/25/18
            59018YRZ6 59018YRZ6
Merrill Lynch & Co Inc 5.3% NTS 9/30/2015
            59018YSU659018YSU6
Merrill Lynch & Co Inc 5% NTS 2/3/14
            59018YTM3 MTN BE FR
MERRILL LYNCH CO INC59018YTM3 6.05% 06/01/34
            59018YTZ4 59018YTZ4
Merrill Lynch & Co Inc 5.45% MTNs 7/15/14
            59018YUP459018YUP4
MERRILL LYNCH CO INC MTN BE FR 4.9325% 10/28/14
            59018YUW9  59018YUW9
Merrill Lynch & Co Inc 5% MTNs 1/15/2015
            59018YVH159018YVH1
MERRILL LYNCH CO INC MTN BE FR 4.7725% 06/16/15
            59018YXQ959018YXQ9
MERRILL LYNCH CO INC MTN BE CALL 6.9% 06/23/36
            5901M0HD4901M0HD4
                       5
MERRILL LYNCH & CO INC MERRILL FR 6.375% 11/20/37
            59022CAB959022CAB9
MERRILL LYNCH & CO INC SUB NT 6.22% 09/15/2026
            59022CAJ2 59022CAJ2
MERRILL LYNCH & CO INC SUB NT 6.11% 01/29/2037
            59022CAP859022CAP8
MERRILL LYNCH & CO INC BRL$ 10.71% 03/08/2017
            59022CCS059022CCS0
MERRILL LYNCH & CO INC SUB NT 5.7% 05/02/2017
            59023VAA859023VAA8
MERRILL LYNCH & CO INC SUB NT 7.75% 05/14/2038
            6.125% SR NTS 12/01/11
MetLife Inc 59156RAC259156RAC2
            5.375% SR NTS 12/15/12
MetLife Inc 59156RAD059156RAD0
            6.500% SR NTS 12/15/32
MetLife Inc 59156RAE859156RAE8
            5.000% SR NTS 11/24/13
MetLife Inc 59156RAG359156RAG3
            5.500% SR NTS 06/15/14
MetLife Inc 59156RAH159156RAH1
            6.375% SR 59156RAJ7
MetLife Inc 59156RAJ7 NTS 06/15/34
            5.7% SR NTS59156RAM0
MetLife Inc 59156RAM0 06/15/2035
            5% due 06/15/2015
MetLife Inc 59156RAN859156RAN8
            59156RAP359156RAP3
METLIFE INC. 6.4% JR SUB 12/15/36
             6.817% SR NTS 8/15/18
MetLife Inc.59156RAR959156RAR9
            59156RAT559156RAT5
METLIFE INC SR DB-B 7.717% 02/15/19
            59156RAU259156RAU2
METLIFE INC 6.75% SR NTS 06/01/16
            59156RAV059156RAV0
METLIFE INC 10.75% SR NTS 08/01/39
            59156RAW8 59156RAW8
METLIFE INC FIXED RT NT 2.375% 02/06/2014
            59156RAX659156RAX6
METLIFE INC FIXED RT NT 4.75% 02/08/2021
            59156RAY459156RAY4
METLIFE INC FIXED RT NT 5.875% 02/06/2041
            WIRELESS INC. 7.875%
METROPCS 591709AK6591709AK6 09/01/18
            WIRELESS INC. 6.625%
METROPCS 591709AL4 591709AL4 11/15/20
            591894BU3591894BU3
METROPOLITAN EDISON CO SR NT 4.95% 03/15/13
            591894BW9 591894BW9
METROPOLITAN EDISON CO SR NT 4.875% 04/01/14
            591894BX7591894BX7
METROPOLITAN EDISON 7.7% NTS 01/15/19
            592663MS4 592663MS4
METRO WTR REF BDS SO CAL A93 5 3/4% 07/01/21
            594457BT9594457BT9
MICHIGAN CONS GAS CO SR NT 5.7% 03/15/33
            594457BU6594457BU6
MICHIGAN CONS GAS CO SR NT-E 5% 10/01/19
            595620AC9595620AC9
MIDAMERICAN ENERGY CO. 5.125% SR NTS 01/15/13
            59562VAM9 59562VAM9
MidAmerican Energy Holdings 6.125% 04/01/36
            59562VAP259562VAP2
MIDAMERICAN ENERGY HLDGS 5.95% SR NTS 05/15/37
            59562VAR859562VAR8
MIDAMERICAN ENERGY HLDGS 6.50% SR NTS 09/15/37
            59562VAT459562VAT4
MIDAMERICAN ENERGY HLDGS 5.75% SR NTS 04/01/18
            59562VAV959562VAV9
MIDAMERICAN ENERGY HLDGS 3.15% SR NTS 07/15/12
            597433AC5597433AC5
MIDLAND BK PLC SUB NT 7.65% 05/01/2025
            604059AE5604059AE5
Minnesota Mining & Mfg. 6 3/8% DEBS 2/15/28
            60467PAJ3 60467PAJ3
MIRANT AMERICAS GENERATION LLC SR NT 9.125% 05/01/2031
            60467PAQ760467PAQ7
MIRANT AMERICAS GENERATION LLC SR NT 8.5% 10/01/2021
             POWER CO SR NT-G 5.4%
MISSISSIPPI605417BT0605417BT0 07/01/35
             POWER CO SR NT-07A
MISSISSIPPI605417BU7605417BU7 5.6% 11/15/17
             POWER CO SR NT-08A
MISSISSIPPI605417BV5605417BV5 6% 11/15/13
             POWER CO.605417BW3
MISSISSIPPI605417BW3 5.55% SR NTS 03/01/19
             POWER CO. 2.35% 10/15/16
MISSISSIPPI605417BX1605417BX1
             POWER CO. 4.75% 10/15/41
MISSISSIPPI605417BY9605417BY9
            606198LF4 606198LF4
MISSOURI PACIFIC RR CO 4 3/4% 1/1/20
            606198LG2606198LG2
MISSOURI PACIFIC RR CO 4 3/4% 1/1/30
            606198LH0606198LH0
MISSOURI PACIFIC RR 5% DEBS 1/1/45
            8.625% GTD NTS 8/15/21
Mobil Corp 607059AT9607059AT9
            608190AF1608190AF1
Mohawk Industries 7.2% NTS 4/15/12
            611662BM8SR NTS 04/15/16
MONSANTO CO. 2.75%611662BM8
            61166WAA9 NTS 8/15/12
                      6
Monsanto Co 7.375% SR1166WAA9
            61166WAC5 61166WAC5
Monsanto Co 5.5% bonds 7/30/2035
            61166WAE1 61166WAE1
Monsanto Co 5.5% SR NTS 8/15/25
            61166WAF8 61166WAF8
Monsanto Co 5.125% SR NTS 4/15/18
            61166WAG61166WAG6
                      6
Monsanto 5.875% SR NTS 4/15/38
            611688AA0611688AA0
MONSANTO FIN CDA CO GTD SR NT 35 07/30/35
            614810AA7614810AA7
MONTPELIER RE HLDGS LTD SR NT 6.125% 08/15/13
            615369AA3615369AA3
MOODY'S CORPORATION 5.50% SR NTS 09/01/20
            SR SUB NT 6.25% 01/15/2015
MOOG INC 615394AF0615394AF0
            SR SUB NT 615394AJ2
MOOG INC 615394AJ27.25% 06/15/2018
           6174462T56174462T5
MORGAN STANLEY MTN-F 5.25% 11/02/2012
           6174466Q76174466Q7
MORGAN STANLEY SR NT 6.625% 04/01/2018
           6174467N36174467N3
MORGAN STANLEY 4.0% SR NTS 07/24/15
           6174467P86174467P8
MORGAN STANLEY 5.50% SR NTS 07/24/20
           617446AS8617446AS8
Morgan Stanley Dean Wttr 7.000% DEB 10/01/13
           617446C23617446C23
MORGAN STANLEY FR 5.45% 01/09/2017
           617446H51617446H51
MORGAN STANLEY FR 5.55% 04/27/2017
           617446HC6617446HC6
Morgan Stanley Dean Wttr 6.6% NTS 04/1/12
           617446HD4617446HD4
Morgan Stanley Dean Witter 7.25% SR NTS 4/1/32
           617446HR3617446HR3
Morgan Stanley Dean Wttr 5.3% NTS 3/1/13
           617446V71617446V71
MORGAN STANLEY FR 6.25% 08/28/2017
           617446V89617446V89
MORGAN STANLEY GBL MTN-F5.75% 08/30/2012
           61744YAD061744YAD0
MORGAN STANLEY FR 5.95% 12/28/2017
           61745EG3961745EG39
MORGAN STANLEY D W DISC SRMTNS CALL 6.125% 11/12/24
           61746BCW4  61746BCW4
MORGAN STANLEY FR 5.625% 01/09/2012
           61746BCY061746BCY0
MORGAN STANLEY FR 6.25% 08/09/2026
           61746BDB961746BDB9
MORGAN STANLEY NT 5.75% 10/18/2016
           61746SBR961746SBR9
Morgan Stanley Dean Wttr 5.375% NTS 10/15/15
           61747WAD1 1747WAD1
                      6
MORGAN STANLEY FIXED RT SR NT, SER F 2.875% 01/24/2014
           61747WAF6  61747WAF6
MORGAN STANLEY FIXED RT SR NT, SER F 5.75% 01/25/2021
           61747WAK5  61747WAK5
MORGAN STANLEY 2.875% 07/28/14
           61747WAL3  61747WAL3
MORGAN STANLEY 5.5% 07/28/21
           61747YCE3 61747YCE3
MORGAN STANLEY FR 6% 04/28/2015
           61747YCF0 61747YCF0
MORGAN STANLEY SR NT 6% 05/13/2014
           61747YCG861747YCG8
MORGAN STANLEY SR NT 7.3% 05/13/2019
           61747YCJ2 61747YCJ2
MORGAN STANLEY SR NT 5.625% 09/23/2019
           61747YCK961747YCK9
MORGAN STANLEY SR NT-F 4.2% 11/20/2014
           61747YCL7 61747YCL7
MORGAN STANLEY 4.1% SR NTS 01/26/15
           61747YCM5  61747YCM5
MORGAN STANLEY 5.50% NTS 01/26/20
           61747YCT0 61747YCT0
MORGAN STANLEY FOR FUTURE EQUITY SEE 61747S SR NT FIXED RT, SER F 3.45% 11/02/2015
           61747YDD461747YDD4
Morgan Stanley 3.80% SR NTS 04/29/16
           61748AAE661748AAE6
Morgan Stanley Dean Wttr 4.75% NTS 4/1/14
           61757UAB661757UAB6
MORGAN STANLEY FDIC GTD TLGP GTD NT 3.25% 12/01/2011
           61757UAH3  61757UAH3
MORGAN STANLEY FDIC GTD TLGP GTD NT 1.95% 06/20/2012
           61757UAP561757UAP5
MORGAN STANLEY FDIC GTD TLGP GTD NT 2.25% 03/13/2012
            3.75% SR NTS 11/15/21
MOSAIC CO61945CAA161945CAA1
            4.875% SR NTS 11/15/41
MOSAIC CO61945CAB961945CAB9
           620076AH2620076AH2
Motorola Inc 7.500% DEB 05/15/25
           620076AK5620076AK5
Motorola Inc 6.500% DEB 09/01/25
           620076AM1  620076AM1
Motorola Inc 5.22% DEBS 10/1/97
           620076AP4620076AP4
Motorola Inc 6.500% DEB 11/15/28
           620076AY5620076AY5
Motorola Inc. 5.375% SR NTS 11/15/12
           620076AZ2620076AZ2
Motorola Inc. 6% SR NTS 11/15/17
           620076BA6620076BA6
Motorola Inc. 6.625% SR NTS 11/15/37
            FUEL SUPPLY CO MTN
MOUNTAIN62402XAZ462402XAZ4 BE FR 6.91% 08/06/12
            STS TEL & TELEG CO DEB 7.375% 05/01/30
MOUNTAIN624284BD6624284BD6
           624756AA0624756AA0
MUELLER INDS INC SUB DEB 6% 11/01/14
            624758AB4624758AB4
MUELLER WTR PRODS INC SR SB NT7.375% 06/01/17
            624758AD0624758AD0
MUELLER WTR PRODS INC SR NT 8.75% 09/01/2020
             7.050% NTS 05/01/29
Murphy Oil 626717AA0626717AA0
             6.375% NTS 05/01/12
Murphy Oil 626717AB8626717AB8
              SUB NT 10.2% 07/15/15
NCNB CORP628855AN8628855AN8
            628931AB3628931AB3
NBD BANCORP INC SUB NT 8.25% 11/01/2024
            629121AC8629121AC8
NGC CORP SR DEB 7.625% 10/15/26
            629121AF1629121AF1
NGC CORP SR DEB 7.125% 05/15/18
            629491AA9629491AA9
NYSE Euronext 4.8% NTS 6/28/13
            629568AH9629568AH9
Nabors Industries 5.375% GTD NTS 8/15/12
            629568AQ9629568AQ9
Nabors Industries 6.15% GTD NTS 2/15/18
            629568AT3629568AT3
NABORS INDS INC GTD SR NT9.25% 01/15/19
            63534PAC163534PAC1
NATL CITY BK CLEVE SUB MTN BE FR 6.20% 12/15/2011
            63534PAD963534PAD9
NATL CITY BK CLEVE SUB MTN BE FR 4.625% 05/01/2013
            63534PAE763534PAE7
NATL CITY BK CLEVE SUB MTN BE FR 5.25% 12/15/2016
            63534PAG263534PAG2
NATL CITY BK CLEVE SUB MTN BE FR 5.8% 06/07/2017
            63536SAA763536SAA7
NATIONAL CITY BK INDIANAPOLIS FR 4.25% 07/01/2018
            635405AM5   635405AM5
National City Corp 6.875% SUB NTS 05/15/19
            635405AQ6635405AQ6
National City Corp 4.900% SR NTS 01/15/15
            635421AA8635421AA8
National City PFD Capital Trust I FIX-FLT Rate APEX Securities
            636180BE0636180BE0
National Fuel Gas Co NJ 5.250% NTS 03/01/13
            636180BG5636180BG5
NATIONAL FUEL GAS CO N J NT 6.5% 04/15/18
            636180BJ9 636180BJ9
NATIONAL FUEL GAS CO 8.75% NTS 05/01/19
            63618EAM3   63618EAM3
NATIONAL FUEL GAS CO MTNS B E FR 7.395% 03/30/23
            63618EAR263618EAR2
NATIONAL FUEL GAS CO MTNS B E FR 7.375% 06/13/25
            63618EBA863618EBA8
NATIONAL FUEL GAS CO MTNS B E FR 6.70% 11/21/11
            636274AC6636274AC6
NATIONAL GRID PLC 6.30% NTS 8/1/2016
            637071AG6637071AG6
NATIONAL OILWELL VARCO INC SR NT 5.65% 11/15/12
            637071AH4637071AH4
NATIONAL OILWELL VARCO INC SR NT 6.125% 08/15/15
            637417AB2637417AB2
National Retail Properties 6.875% NTS 10/15/17
            637417AD8637417AD8
Natl Retail Properties 5.50% 07/15/21
            637432BK0637432BK0
NATIONAL RURAL UTIL FINC 7.20% NTS 10/01/2015
            637432BS3 FINC 7.35%
NATIONAL RURAL UTIL 637432BS3 NTS 11/01/2026
            637432CG8637432CG8
NATIONAL RURAL UTIL FINC 6.55% NTS 11/01/2018
            637432CU7637432CU7
National Rural UTIL 7.25% 03/01/12
            637432LT0 COOP. 2.625% 09/16/2012
NATIONAL RURAL UTIL 637432LT0
            637640AD5637640AD5
National Semiconductor 6.15% SR NTS 6/15/12
            637640AE3637640AE3
National Semiconductor 6.6% SR NTS 6/15/17
            637640AF0637640AF0
NATIONAL SEMICONDUCTOR 3.95% Sr. Unsecured 04/15/15
            638585AN9638585AN9
NationsBank Corp 7.75% NTS 8/15/15
            638585AP4638585AP4
NationsBank Corp. 7.25% NTS 10/15/25
            638585AU3638585AU3
NationsBank Corp 7.8% NTS 9/15/16
            638585BF5 NTS 3/15/28
NationsBank Corp 6.8%638585BF5
            63858REN763858REN7
NATIONSBANK CORP SR MTN BE CALL 7.23% 08/15/12
            63858SAA763858SAA7
NATIONSBANK CORP MTN SUB NT BE FR 8.57% 11/15/24
            63858SBC263858SBC2
NationsBank Corp. 6.975% NTS 3/7/37
            63934EAM0   63934EAM0
NAVISTAR INTL CORP NEW SR NT 8.25% 11/01/21
           639365AB1639365AB1
NAVIOS MARITIME HOLDINGS INC SR NT 9.5% 12/15/2014
           640079AC3640079AC3
NEENAH PAPER INC SR NT 7.375% 11/15/14
           641423BH0641423BH0
Nevada Power 6.5% NTS 4/15/12
           641423BK3641423BK3
Nevada Power 5.875% NTS 1/15/15
           641423BM9   641423BM9
Nevada Power 5.95% NTS 3/15/16
           641423BS6 641423BS6
Nevada Power 6.5% NTS 5/15/18
           641423BU1641423BU1
Nevada Power 6.75% NTS 7/1/37
           641423BW7   641423BW7
Nevada Power 6.5% NTS 8/1/18
           641423BX5641423BX5
NEVADA POWER CO. 7.375% 01/15/2014
           641423BY3641423BY3
NEVADA POWER CO. 7.125% 03/15/19
           641423CA4641423CA4
Nevada Power Co. 5.45% 05/15/41
           644239AY1644239AY1
New England Tel & Tel 7.875% DEBS 11/15/29
           Bell Tel 7.85%
                       645767AW4
New Jersey 645767AW4 DEBS 11/15/29
           Bell Tel 8% DEBS 6/1/22
New Jersey 645767AY0645767AY0
           CMNTY BANCP FDIC TLGP
NEW YORK 649446AA9649446AA9 GTD NT 2.55% 06/22/12
           CMNTY BK FDIC TLGP GTD NT 3% 12/16/11
NEW YORK 64944QAA5     64944QAA5
           CITY GO BDS FY 93A 6.50% 08/01/14
NEW YORK 649657GY3649657GY3
           CITY GO BDS FY 93B 7.00% 10/01/14
NEW YORK 649657HB2649657HB2
           CITY GO BDS FY 94D 5.75% 08/15/14
NEW YORK 649657LY7 649657LY7
           650094BT1650094BT1
New York Telephone 7% DEBS 5/1/13
           650094BV6650094BV6
New York Telephone 7% DEBS 6/15/13
           650094CA1650094CA1
New York Telephone 6.7% DEBS 11/1/23
           650094CB9650094CB9
New York Telephone 7% DEBS 12/1/33
           650094CJ2 650094CJ2
New York Telephone 6.500% DEB 04/15/28
           650111AE7650111AE7
New York Times 5.000% NTS 03/15/15
           TIMES CO MTN65011QAG7
NEW YORK 65011QAG7 BE FR 4.61% 09/26/12
            MED TERM NTS BK ENT
NEWELL CO65119QBF965119QBF9 PUT 6.11% 07/17/28
           651229AB2651229AB2
Newell Rubbermaid Inc 6.750% NTS 03/15/12
           651229AF3651229AF3
NEWELL RUBBERMAID INC SR NT 5.5% 04/15/13
           651229AG1651229AG1
NEWELL RUBBERMAID INC SR NT 6.25% 04/15/18
           651229AJ5 INC 10.6%
NEWELL RUBBERMAID 651229AJ5SR NTS 04/15/19
           651229AK2651229AK2
Newell Rubbermaid Inc. 4.7% Sr Unsec 8/15/20
           651290AH1651290AH1
Newfield Exploration 6.625% NTS 9/1/14
           651290AJ7 651290AJ7
Newfield Exploration 6.625% NTS 4/15/16
           651290AK4651290AK4
Newfield Exploration 7.125% SR NTS 5/15/18
           651290AN8651290AN8
NEWFIELD EXPLORATION CO 6.875% SR NTS 02/01/20
           651290AP3651290AP3
NEWFIELD EXPLORATION CO 5.75% SR NTS 01/30/22
           651587AC1651587AC1
NEWMARKET CORP SR NT 7.125% 12/15/16
           651639AE6651639AE6
Newmont Mining Corp 5.875% NTS 04/01/35
           MINING CORP GTD NT
NEWMONT651639AL0 651639AL0 5.125% 10/01/19
           MINING CORP 651639AM8
NEWMONT651639AM8 GTD NT 6.25% 10/01/39
           65332VBD465332VBD4
NEXTEL COMMUNICATIONS INC SR NT 7.375% 08/01/15
           65332VBE265332VBE2
NEXTEL COMMUNICATIONS INC SR NT 6.875% 10/31/13
           65332VBF965332VBF9
NEXTEL COMMUNICATIONS INC SR NT 5.95% 03/15/14
           65332VBG765332VBG7
Nextel Communications 7.375% GTD NTS 8/1/15
           65332VBH565332VBH5
NEXTEL COMMUNICATIONS INC SR NT SER-E 13 10/31/13
           65332VBJ1 65332VBJ1
NEXTEL COMMUNICATIONS INC SR NT SER-F 14 03/15/14
           65334HAA065334HAA0
NEXEN INC NT 7.875% 03/15/32
           65334HAD465334HAD4
Nexen Inc. 5.2% notes due 3/10/2015
           65334HAE265334HAE2
Nexen Inc. 5.875% notes due 3/10/2035
           65334HAF965334HAF9
Nexen Inc. 5.65% NTS due 5/15/17
           65334HAG7   65334HAG7
Nexen Inc. 6.4% NTS due 5/15/37
           65334HAJ1 65334HAJ1
NEXEN INC NT 7.5% 07/30/39
           65334HAK865334HAK8
NEXEN INC NT 6.2% 07/30/19
           65338LAA765338LAA7
NCO GROUP INC SR SB 11.875% 11/15/14
           65339KAA865339KAA8
Nextera Energy Capital 4.50% 06/01/21
           653922AG9653922AG9
NIKE INC MTN BE FR 4.7% 10/01/13
           653922AH7653922AH7
NIKE INC MTN BE FR 5.15% 10/15/15
           65463PAB365463PAB3
NIPSCO CAP MKTS INC MTN BE FR 7.86% 03/27/17
           65463PAH065463PAH0
NIPSCO CAP MKTS INC MTN BE FR 7.99% 04/01/22
           65463PBA465463PBA4
NIPSCO CAP MKTS INC MTN BE FR 7.99% 05/05/27
           65473QAK965473QAK9
NiSource Finance 6.15% SR NTS 3/1/13
           65473QAL765473QAL7
NiSource Finance 5.4% GTD NTS 7/15/14
           65473QAQ6   65473QAQ6
NiSource Finance 5.25% due 9/15/2017
           65473QAR465473QAR4
NiSource Finance 5.45% due 9/15/2020
           65473QAS265473QAS2
Nisource Finance Corp 6.4% NTS 3/15/18
           65473QAT065473QAT0
NISOURCE FIN CORP GTD NT 6.80% 01/15/19
           65473QAU7   65473QAU7
NISOURCE FIN CORP GTD SR CR SEN 16 03/15/16
           65473QAV565473QAV5
NISOURCE FIN CORP GTD SRNT6.125% 03/01/22
           65473QAW35473QAW3
                       6
NISOURCE FINANCE CORP. 6.25% 12/15/40
           65473QAX165473QAX1
NISOURCE Finance Corp. 5.95% 06/15/41
           654894AE4654894AE4
NOBLE AFFILIATES INC SR NT 7.25% 10/15/23
           654894AF1654894AF1 04/01/27
NOBLE AFFILIATES INC SR NT      8%
           654894AG9654894AG9
NOBLE AFFILIATES INC SR DEB 7.25% 08/01/97
           654902AB1654902AB1
NOKIA CORP SR NT 5.375% 05/15/19
           654902AC9654902AC9
NOKIA CORP SR NT 6.625% 05/15/39
           655042AD1655042AD1
NOBLE CORPORATION, BAAR 7 1/2 % NOTES 1999-15.3.19 SENIOR 7.5% 03/15/2019
           655044AA3655044AA3
Noble Energy Inc 5.250% NTS 04/15/14
           655044AD7655044AD7
NOBLE ENERGY INC 8.25% SR NTS 03/01/19
           655044AE5655044AE5
NOBLE ENERGY INC. 6.0% SR NTS 03/01/41
           65504LAB365504LAB3
Noble Holding Intl LTD 3.45% 08/01/15
           65504LAC165504LAC1
NOBLE HOLDING INTL LTD 4.9% 08/01/20
           65504LAD965504LAD9
Noble Holdings Intl LTD 6.2% 08/01/40
           65504LAE7 LTD 3.05%
NOBLE HOLDINGS INTL 65504LAE7 03/01/16
           65504LAF4 65504LAF4
NOBLE HOLDING INTL LTD 4.625% 03/01/21
           65504LAG265504LAG2
NOBLE HOLDING INTL LTD 6.05% 03/01/41
           65535HAA765535HAA7
NOMURA HLDGS INC SR NT 5% 03/04/15
           65535HAB565535HAB5
NOMURA HLDGS INC SR NT 6.7% 03/04/20
           65535HAC365535HAC3
NOMURA HLDGS INC FIXED RT, SER A 4.125% 01/19/2016
           65539AAA865539AAA8
NOMURA AMERICA FINANCE, LLC 4.00% SR NTS 10/25/2018
           Inc 6.950% SR DEB 03/15/28
Nordstrom 655664AH3655664AH3
           Inc. 6.25% SR NTS 1/15/18
Nordstrom 655664AK6655664AK6
           Inc. 7% SR NTS 1/15/38
Nordstrom 655664AL4 655664AL4
           655664AM2   655664AM2
NORDTSTROM INC 6.75% NTS 06/01/14
           655664AN0655664AN0
NORDSTROM INC. 4.75% SR NTS 05/01/20
           Inc. 4.00% 10/15/21
Nordstrom,655664AP5655664AP5
           655844AA6655844AA6
Norfolk Southern Corp 9.000% NTS 03/01/21
           655844AE8655844AE8
Norfolk Southern Corp 7.700% NTS 05/15/17
           655844AF5655844AF5
Norfolk Southern Corp 7.050% NTS 05/01/37
           655844AJ7 7.800% NTS
Norfolk Southern Corp 655844AJ7 05/15/27
           655844AK4655844AK4
Norfolk Southern Corp 7.9% NTS 05/15/2097
           655844AQ1655844AQ1
Norfolk Southern Corp 7.250% SR NTS 02/15/31
           655844AU2655844AU2
NORFOLK SOUTHERN CORP NT 5.257% 09/17/14
           655844AV0655844AV0
Norfolk Southern Corp 6.000% SR NTS 03/15/05
           655844AW8    5.59% NTS 05/17/25
Norfolk Southern Corp 655844AW8
           655844AX6655844AX6
Norfolk Southern Corp 5.64% NTS 05/17/29
           655844AZ1655844AZ1
Norfolk Southern 5.75% SR NTS 4/1/18
           655844BB3655844BB3
NORFOLK SOUTHERN CORP SR NT 5.75% 01/15/16
           655844BC1655844BC1
NORFOLK SOUTHERN CORP 5.9% NTS 06/15/19
           655844BD9655844BD9
Norfolk Southern Corp. 6.00% 05/23/11
           655855FA7655855FA7
NORFOLK SOUTHN RY CO DEB 9.75% 06/15/20
           655855FB5 655855FB5
NORFOLK SOUTHN RY CO DEB 7.875% 05/15/43
           656531AB6656531AB6
Norsk Hydro / Statoil ASA 9.00% 04/15/2012
           656531AC4656531AC4
Norsk Hydro / Statoil ASA 7.75% 06/15/2023
           656531AD2656531AD2
Norsk Hydro / Statoil ASA 7.15% 11/15/2025
           656531AE0656531AE0
Norsk Hydro / Statoil ASA 7.50% 10/1/2016
           656531AF7656531AF7
Norsk Hydro / Statoil ASA 6.70% 01/15/2018
           656531AG5656531AG5
Norsk Hydro / Statoil ASA 6.80% 01/15/2028
           656531AJ9 656531AJ9
Norsk Hydro / Statoil ASA 7.15% 01/15/2029
           656531AL4 656531AL4
Norsk Hydro / Statoil ASA 9.125% 07/15/2014
           656531AM2    656531AM2
Norsk Hydro / Statoil ASA 7.25% 09/23/2027
           659421AD3659421AD3
NORTH FORK BANCORPORATION INC SB NT 5.875% 08/15/12
           664397AE6664397AE6
Northeast Utilities 7.250% SR NTS 04/01/12
           664397AG1664397AG1
Northeast Utilities 5.65% SR NTS 6/1/13
           BORDER PIPELINE CO SR
NORTHERN 664787AD0664787AD0 NT 7.5% 09/15/21
           IND PUB SVC CO MTN
NORTHERN 66526HCL066526HCL0BE FR 7.59% 06/12/17
           PACIFIC RY 3% 1/1/47
NORTHERN 665585JP1 665585JP1
           PACIFIC RY 3% STAMPED
NORTHERN 665585KH7665585KH7 1/1/47
           665772BN8665772BN8
Northern States Pwr (MN) 7.125% 1ST 07/01/25
           665772BW8    665772BW8
Northern States Pwr (MN) 8.000% NTS 08/28/12
           665772CB3665772CB3
Northern States Pwr (MN) 6.25% BDS 06/01/36
           665772CD9665772CD9
Northern States Power MN 5.25% 1st Mtg 3/1/18
           665789AW36.375% 1st
Northern States Power665789AW3MTG NTS 9/1/38
           666807AP7666807AP7
Northrop Grumman 7.75% DEBS 3/1/16
           666807AQ5666807AQ5
Northrop Grumman 7.875% DEBS 3/1/26
           666807AW2    666807AW2
Northrop Grumman 7.75% DEBS 2/15/31
           GRUMMAN 5.05% SR
NORTHROP666807BA9666807BA9NTS 08/01/19
           GRUMMAN CORP 3.7%
NORTHROP666807BB7666807BB7 SR NTS 08/01/14
           GRUMMAN CORP SR FIXED RT NT 1.85% 11/15/2015
NORTHROP666807BC5666807BC5
           GRUMMAN CORP SR FIXED RT NTS 5.05% 11/15/2040
NORTHROP666807BD3666807BD3
           GRUMMAN CORP SR FIXED RT NT 3.5% 03/15/2021
NORTHROP666807BE1666807BE1
           66765RAA466765RAA4
NORTHWEST NAT GAS CO SEC MTNBE FR 9.05% 08/13/21
           66765RAS566765RAS5
NORTHWEST NAT GAS CO SEC MTNBE FR 8.31% 09/21/19
           66765RAT366765RAT3
NORTHWEST NAT GAS CO SEC MTNBE FR 8.26% 09/21/14
           66765RAU066765RAU0
NORTHWEST NAT GAS CO SEC MTNBE PUT 6.52% 12/01/25
           66765RAV866765RAV8
NORTHWEST NAT GAS CO SEC MTNBE PUT 7.05% 10/15/26
           66765RAW6  66765RAW6
NORTHWEST NAT GAS CO SEC MTNBE PUT 7.0% 05/21/27
           66765RAY266765RAY2
NORTHWEST NAT GAS CO SEC MTNBE FR 7.0% 08/01/17
           66765RAZ966765RAZ9
NORTHWEST NAT GAS CO SEC MTNBE PUT 6.65% 11/10/27
           66765RBA366765RBA3
NORTHWEST NAT GAS CO SEC MTNBE FR 6.6% 03/16/18
           66765RBB166765RBB1
NORTHWEST NAT GAS CO SEC MTNBE FR 6.65% 06/01/28
           66765RBF266765RBF2
NORTHWEST NAT GAS CO SEC MTNBE FR 7.63% 12/09/19
           66765RBG066765RBG0
NORTHWEST NAT GAS CO SEC MTNBE FR 7.74% 08/29/30
           66765RBH866765RBH8
NORTHWEST NAT GAS CO SEC MTNBE FR 7.85% 09/01/30
           66765RBJ4 66765RBJ4
NORTHWEST NAT GAS CO SEC MTNBE FR 7.72% 09/01/25
           66765RBQ866765RBQ8
NORTHWEST NAT GAS CO SEC MTNBE FR 5.82% 09/24/32
           66765RBR666765RBR6
NORTHWEST NAT GAS CO SEC MTNBE FR 5.66% 02/25/33
           66765RBS466765RBS4
NORTHWEST NAT GAS CO SEC MTNBE FR 5.62% 11/21/23
           66765RBU966765RBU9
NORTHWEST NAT GAS CO SEC MTNBE CALL 4.7% 06/22/15
           66765RBV766765RBV7
NORTHWEST NAT GAS CO SEC MTNBE CALL 5.25% 06/21/35
           66765RBW5  66765RBW5
NORTHWEST NAT GAS CO SEC MTNBE CALL 5.15% 12/15/16
           66765RBX366765RBX3
NORTHWEST NAT GAS CO SEC MTNBE CALL 5.37% 02/01/20
           66765RBY166765RBY1
NORTHWEST NAT GAS CO SEC MTNBE CALL 3.95% 07/15/14
           667748AF4667748AF4
NORTHWEST PIPELINE CORP DEB 7.125% 12/01/25
           667748AM9  667748AM9
NORTHWEST PIPELINE CORP SR NT 7% 06/15/16
           667748AP2667748AP2
NORTHWEST PIPELINE CORP SR NT 5.95% 04/15/17
           667752AB5667752AB5
NORTHWEST PIPELINE GP SR NT 6.05% 06/15/18
           668027AT2668027AT2
NORTHWESTERN BELL TELEPHONE 7.75% SR NTS 05/01/30
           668074AP2668074AP2
Northwestern Corp. 6.04% 1st MTG 9/1/16
           669380AW7  669380AW7
NORWEST CORP SUB DEB 6.65% 10/15/23
           66938FJU9 66938FJU9
NORWEST CORP MEDTERM NTS BK EN FR 6.75% 12/15/27
           669771AR8669771AR8
NOVA GAS TRANSMISSION LTD DEB        8.5% 12/15/12
           669771AS6669771AS6
NOVA GAS TRANSMISSION LTD DEB 7.875% 04/01/23
           66978QAE166978QAE1
NOVA GAS TRANSMISSION MTN BE FR 7.5% 08/20/26
           66989GAA866989GAA8
NOVARTIS SECURITIES INVESTMENT GTD NT 5.125% 02/10/19
           66989HAA666989HAA6
NOVARTIS CAPITAL CORP. 4.125% 02/10/14
           66989HAB466989HAB4
NOVARTIS CAPITAL CORP 1.9% 04/24/13
           66989HAC266989HAC2
NOVARTIS CAPITAL CORP. 2.9% 04/24/15
           66989HAD066989HAD0
NOVARTIS CAPITAL CORP 4.4% 04/24/2020
           4.5% 11/15/19
NSTAR DEB 67019EAB367019EAB3
           67021CAA567021CAA5
NSTAR Electric 4.875% DEBS 10/15/12
           67021CAB367021CAB3
NSTAR Electric 4.875% DEBS 4/15/14
           67021CAC167021CAC1
NSTAR Electric 5.75% DEBS 3/15/36
           67021CAE767021CAE7
NSTAR Electric 5.625% SR NTS 11/15/17
            CO DEB 5.5% 03/15/40
NSTAR ELEC67021CAF467021CAF4
           670346AE5670346AE5
NUCOR CORP SR NT 4.875% 10/01/12
           5% NTS 12/1/12
Nucor Corp 670346AF2670346AF2
           5.75% NTS 12/1/17
Nucor Corp 670346AG0670346AG0
            6.4% NTS 12/1/37
Nucor Corp 670346AH8670346AH8
            5% NTS 6/1/13
Nucor Corp 670346AJ4 670346AJ4
            5.85% NTS 6/1/18
Nucor Corp 670346AK1670346AK1
            670346AL9 670346AL9
NUCOR CORP 4.125% SR NTS 09/15/22
            67059TAA367059TAA3
NUSTAR LOGISTICS L P SR NT CR SEN 18 04/15/18
            67059TAB167059TAB1
NUSTAR LOGISTICS LP 4.8% 09/01/20
             INC FIXED RATE SR NT
NV ENERGY67073YAA467073YAA46.25% 11/15/2020
             Corp 5.000% SR NTS 11/15/14
OGE Energy670837AA1670837AA1
            674215AD0674215AD0
OASIS PETROLEUM INC. 6.50% 11/01/21
            674599BE4674599BE4
OCCIDENTAL PETROLEUM 9 1/4% DEBS 8/1/19
            674599BM6   674599BM6
Occidental Petroleum 7.200% SR DEB 04/01/28
            674599BT1674599BT1
Occidental Petroleum 8.450% SR NTS 02/15/29
            674599BV6674599BV6
Occidental Petroleum 6.750% SR NTS 01/15/12
            674599BW4   674599BW4
Occidental Petroleum 7% SR NTS 11/1/13
            674599BX2674599BX2
OCCIDENTAL PETE CORP DEL SR NT 4.125% 06/01/16
            674599BY0674599BY0
OCCIDENTAL PETROLEUM CORP 4.1% SR NTS 02/01/2021
            674599BZ7674599BZ7
OCCIDENTAL PETROLEUM CORP 2.50% SR NTS 02/01/16
            674599CA1674599CA1
OCCIDENTAL PETROLEUM CORP 1.45% SR NTS 12/13/13
            674599CB9674599CB9
Occidental Petroleum Corp. 1.75% 02/15/17
            674599CC7674599CC7
Occidental Petroleum Corp. 3.125% 02/15/22
            67461FED567461FED5
OCCIDENTAL PETE CORP MTN BK EN FR 8.75% 01/15/23
            674812AK8674812AK8
OCEAN ENERGY INC SR NT 8.25% 07/01/18
            676220AF3676220AF3
Office Depot 6.250% SR NTS 08/15/13
              Co 5.450% SR NTS 05/01/15
Ohio Edison677347CB0677347CB0
              Co 6.4% NTS 07/15/16
Ohio Edison677347CD6677347CD6
              Co 6.875% SR NTS 07/15/36
Ohio Edison677347CE4677347CE4
              8.25% 1st 677347CF1
Ohio Edison677347CF1 Mtg 10/15/38
             Co. 5.5% SR NTS 2/15/13
Ohio Power677415CD1677415CD1
             Co. 6.6% SR NTS 2/15/33
Ohio Power677415CF6 677415CF6
             Co. 4.85% SR NTS 1/15/14
Ohio Power677415CG4677415CG4
             Co. 6.375% SR NTS 7/15/33
Ohio Power677415CJ8 677415CJ8
             Co. 6% SR 677415CL3
Ohio Power677415CL3 NTS 6/1/16
             5.75% SR NTS 9/1/13
Ohio Power677415CN9677415CN9
            677415CP4677415CP4
OHIO PWR CO SR NT 5.375% 10/01/21
            678858AZ4678858AZ4
Oklahoma Gas & Electric 6.65% NTS 7/15/27
            678858BB6678858BB6
Oklahoma Gas & Electric 6.5% NTS 7/15/17
            678858BC4678858BC4
Oklahoma Gas & Electric 6.5% NTS 4/15/28
            678858BE0678858BE0
Oklahoma Gas & Electric 6.5% BDS 8/1/34
            678858BF7 678858BF7
Oklahoma Gas & Electric 5.75% BDS 1/15/36
            678858BG5678858BG5
Oklahoma Gas & Electric 5.15% NTS 1/15/16
            678858BH3678858BH3
OKLAHOMA GAS & ELEC CO SR NT 6.45% 02/01/38
            678858BJ9 678858BJ9
Oklahoma Gas & Electric 6.35% SR NTS 9/1/18
            678858BK6678858BK6
OKLAHOMA GAS & ELEC CO SR NT 8.25% 01/15/19
            678858BM2   678858BM2
OKLAHOMA GAS & ELEC CO. 5.25% SR NTS 05/15/41
            680665AD8680665AD8
Olin Corp 9.125% SR NTS 12/15/11
            680665AF3680665AF3
Olin Corp 6.75% SR NTS 6/15/16
            SR NT 8.875% 08/15/19
OLIN CORP 680665AG1680665AG1
           INC GTD FIXED
                      681904AM0
OMNICARE 681904AM0 RT SR SUB NT 7.75% 06/01/2020
           681919AS5681919AS5
Omnicom Group 5.9% SR NTS 4/15/16
           GROUP INC 6.25% NTS
OMNICOM 681919AY2681919AY2 07/15/19
           681936AS9681936AS9
OMEGA HEALTHCARE INVS INC SR NT 7% 01/15/16
           681936AV2681936AV2
OMEGA HEALTHCARE INVS INC SR NT 7.5% 02/15/2020
           682134AC5682134AC5
Omnicom Group 4.45% Sr Unsec 8/15/20
           US HOLDINGS 5.875%
ONEBEACH 68245JAA8 68245JAA8 05/15/13
            NEW SR INSD NT6.5%
ONEOK INC 682680AA1682680AA109/30/28
           682680AB9682680AB9
Oneok Inc New 6.875% DEB 10/01/28
            NEW SR INSD NT6.4% 02/01/19
ONEOK INC 682680AD5682680AD5
           682680AM506/15/15
Oneok Inc 5.2% SR NTS682680AM5
           682680AN3682680AN3
Oneok Inc 6% NTS 06/15/35
           68268NAA168268NAA1
Oneok Partners 5.9% NTS 4/1/12
           68268NAB968268NAB9
Oneok Partners 6.15% NTS 10/1/16
           68268NAC768268NAC7
Oneok Partners 6.65% NTS 10/1/36
           68268NAD5  68268NAD5
Oneok Partners 6.85% GTD NTS 10/15/37
           68268NAE368268NAE3
ONEOK PARTNERS LP 8.625% SR NTS 03/01/19
           68268NAF068268NAF0
ONEOK PARTNERS LP 3.25% 02/01/16
           68268NAG8  68268NAG8
ONEOK PARTNERS LP 6.125% 02/01/41
           ROCKLAND UTILS INC DEB
ORANGE & 684065AT2684065AT2           6.5% 12/01/27
           68620GAA968620GAA9
ORIENTAL BK & TR FDIC GTD TLGP GTD NT 2.75% 03/16/12
           NT 5.48% 11/22/11
ORIX CORP 686330AC5686330AC5
           SR NT 4.71% 04/27/15
ORIX CORP 686330AE1686330AE1
           FIXED RATE NT 5% 01/12/2016
ORIX CORP 686330AF8686330AF8
           690368AB1690368AB1
OVERSEAS SHIPHOLDING GROUP INC DEB 8.75% 12/01/13
           690368AG0690368AG0
OVERSEAS SHIPHOLDING GROUP INC SR NT 7.5% 02/15/24
           690368AH8690368AH8
OVERSEAS SHIPHOLDING GROUP INC SR NT 8.125% 03/30/18
           690732AC6690732AC6
Owens & Minor 6.35% NTS 4/15/16
           69073TAL7 69073TAL7
OWENS-BROCKWAY GLASS CONTAINER GTD SR NT6.75% 12/01/2014
           69073TAP869073TAP8
OWENS-BROCKWAY GLASS CONTAINER GTD SRNT7.375% 05/15/16
           690742AA9690742AA9
Owens Corning 6.5% GTD NTS 12/1/16
           690742AB7690742AB7
Owens Corning 7% GTD NTS 12/1/36
           690742AC5690742AC5
OWENS CORNING NEW GTD SR NT 9% 06/15/19
           690768BF2 690768BF2
Owens-Illinois 7.8% DEBS 5/15/18
           691497AE1691497AE1
OXFORD INDS INC GTD SR 11.375% 07/15/15
           693070AD6693070AD6
P & O PRINCESS CRUISES P L C GTD DEB 7.875% 06/15/2027
           693304AD9693304AD9
PECO Energy Company 4.750% 1ST 10/01/12
           693304AG2693304AG2
PECO Energy Company 5.900% 1ST 05/01/34
           693304AH0693304AH0
PECO Energy Company 5.95% 1ST 10/1/36
           693304AL1 Mtge NTS
PECO Energy 5.35% 1st693304AL13/1/18
           693304AM9  693304AM9
Peco Energy 5.6% MTNs 10/15/13
            SR NT 5.75% 04/01/14
PG&E CORP69331CAE869331CAE8
           69331VAA469331VAA4
PECO ENERGY CAP TRUST III 7.38% 04/06/28
           693320AF0693320AF0
PHH Corporation 7.125% NTS 03/01/13
           69344MAH4 9344MAH4
                      6
PMI Group 6% NTS 9/15/16
           69344MAJ069344MAJ0
PMI Group 6.625% NTS 9/15/36
           693476AT0693476AT0
PNC Funding 5.25% nts 11/15/15
             693476BB8693476BB8
PNC FUNDING CORP SUB NT 5.625% 02/01/17
             693476BD4693476BD4
PNC FUNDING CORP GTD SR NT 5.5% 09/28/12
             693476BE2693476BE2
PNC FUNDING CORP GTD SR NT 5.4% 06/10/14
             693476BF9 693476BF9
PNC FUNDING CORP GTD SR NT 6.7% 06/10/19
             693476BG7693476BG7
PNC FUNDING CORP GTD SRNT 4.25% 09/21/15
             693476BH5693476BH5
PNC FUNDING CORP SR NT 3.625% 02/08/15
             693476BJ1 NT 5.125%
PNC FUNDING CORP SR693476BJ1 02/08/20
             693476BL6 693476BL6
PNC FUNDING CORP 4.375% 08/11/20
             69349HAB369349HAB3
PNM Resources 9.25% SR NTS 5/15/15
              PITTSBURGH PA FR 5.25% 01/15/2017
PNC BK N A69349LAA669349LAA6
             69349LAC269349LAC2
PNC Bank NA 4 7/8% nts 9/21/17
              PITTSBURGH PA FR 6%
PNC BK N A69349LAD069349LAD0 12/07/2017
              PITTSBURGH PA FR 6.875% 04/01/2018
PNC BK N A69349LAE8 69349LAE8
             693506AQ0693506AQ0
PPG Industries Inc 9.000% DEB 05/01/21
             693506AS6693506AS6
PPG Industries Inc 7.375% NTS 06/01/16
             693506AU1693506AU1
PPG Industries Inc 6.875% NTS 02/15/12
             693506AW7     693506AW7
PPG Industries Inc 6.875% NTS 11/01/17
             693506AZ0693506AZ0
PPG Industries Inc 7.400% DEB 08/15/19
             693506BA4693506BA4
PPG Industries 5.75% NTS 3/15/13
             693506BB2693506BB2
PPG Industries 6.65% NTS 3/15/18
             693506BC0693506BC0
PPG Industries 7.7% NTS 3/15/38
             693506BD8693506BD8
PPG INDUSTRIES INC. 3.6% SR NTS 11/15/20
             693506BE6693506BE6
PPG INDUSTRIES INC 5.50% SR NTS 11/15/40
             693506BF3 693506BF3
PPG INDUSTRIES INC. 1.9% SR NTS 01/15/16
             69351CAC769351CAC7
PNC FUNDING CORP 2.3% FDIC GTD NTS 06/22/12
              Utilities 6.45%
                           69351UAH6
PPL Electric69351UAH6 NTS 8/15/37
             69351UAK969351UAK9
PPL ELEC UTILS CORP SR SECD AMBAC 37 08/15/37
             69351UAN3 5.2% 07/15/41
PPL ELECTRIC UTILITIES69351UAN3
             69351UAP869351UAP8
PPL ELECTRIC UTILITIES 3% 09/15/21
             69352JAF4 69352JAF4
PPL ENERGY SUPPLY LLC SR NT 5.4% 08/15/14
             69352JAG269352JAG2
PPL ENERGY SUPPLY LLC RES PUT SEC 35 10/15/35
             Supply 6.2% NTS 5/15/16
PPL Energy 69352JAH0 69352JAH0
             69352JAK3 69352JAK3
PPL ENERGY SUPPLY LLC SR NT 6% 12/15/36
             69352JAL1 69352JAL1
PPL ENERGY SUPPLY LLC SR NT 6.5% 05/01/18
             Supply 6.3% SR NTS 7/15/13
PPL Energy 69352JAM969352JAM9
             69352PAC769352PAC7
PPL CAPITAL FUNDING 6.7% FIX TO FLT JR SUB NTS 3/30/67
             693627AX9693627AX9
PSI Energy Inc 5.000% DEB 09/15/13
             693627AY7693627AY7
PSI Energy 6.12% bonds due 10/15/35
              INC DEB 6.05% 06/15/16
PSI ENERGY693627AZ4693627AZ4
             69362BAJ1 69362BAJ1
PSEG POWER LLC 8.625% 04/15/31
             69362BAM4     69362BAM4
PSEG PWR LLC SR NT 6.95% 06/01/12
             69362BAN269362BAN2
PSEG PWR LLC SR NT 5.5% 12/01/15
             69362BAP769362BAP7
PSEG PWR LLC SR NT 5% 04/01/14
              INC SECD MTN BE FR 8.57% 12/27/2011
PSI ENERGY69363FAH569363FAH5
             69371RJ98 69371RJ98
PACCAR FINANCIAL CORP 2.05% NTS 06/17/13
             694032AT0694032AT0
Pacific Bell 7.125% DEBS 3/15/26
             694032AV5694032AV5
Pacific Bell 7.375% DEBS 7/15/43
             694032AX1694032AX1
Pacific Bell 6.625% DEBS 10/15/34
             694308GD3694308GD3
Pacific Gas & Electric 4.8% 3/1/14
             694308GE1694308GE1
Pacific Gas & Electric 6.05% 3/1/34
             694308GJ0 694308GJ0
Pacific Gas & Electric 5.8% 3/1/37
             694308GK7694308GK7
PACIFIC GAS & ELEC CO AMBAC 5.8% 03/01/37
             694308GL5694308GL5
PACIFIC GAS & ELEC CO SR NT 5.625% 11/30/17
             694308GM3   694308GM3
Pacific Gas & Electric 6.35% SR NTS 2/15/38
             694308GN1694308GN1
Pacific Gas & Electric 8.25% SR NTS 10/15/18
             694308GP6694308GP6
Pacific Gas & Electric 6.25% SR NTS 12/1/13
             694308GQ4694308GQ4
PACIFIC GAS & ELECTRIC 6.25% SR NTS 03/01/39
             694308GS0694308GS0
PACIFIC GAS & ELEC CO SR NT 5.4% 01/15/40
             694308GV3694308GV3
Pacific Gas & Electric 4.25% SR NTS 05/15/21
             694308GW1 3.25% 09/15/21
                         6
PACIFIC GAS & ELECTRIC94308GW1
              MTN AMBAC 8.05% 09/01/22
PACIFICORP695114BR8695114BR8
              6.1% 08/01/36
PACIFICORP695114CB2695114CB2
             695114CM8
Pacificorp 3.85% 06/15/21695114CM8
              SECD MTN-BOOK ENTRY
PACIFICORP69512EBY069512EBY0 FR 8.53% 12/16/2021
              SECD MTN-BOOK ENTRY
PACIFICORP69512EDP769512EDP7 FR 8.12% 09/09/2022
              SECD MTN-BOOK ENTRY
PACIFICORP69512EDS169512EDS1 FR 8.05% 09/14/2022
              SECD MTN-BOOK ENTRY
PACIFICORP69512EDZ569512EDZ5 FR 8.05% 09/01/2022
              SECD MTN-BOOK ENTRY
PACIFICORP69512EFE0 69512EFE0 FR 8.13% 01/22/2013
             695156AM1   695156AM1
Packaging Corp of America 5.750% NTS 08/01/13
             695156AN9695156AN9
PACKAGING CORP AMER SR NT CR SEN 18 03/15/18
             695629AQ8695629AQ8
PAINE WEBBER GROUP INC SR NT 7.625% 02/15/14
             69563AFR769563AFR7
PAINE WEBB GROUP INC SR MTN BE FR 8.06% 01/17/17
             69563AFY269563AFY2
PAINE WEBB GROUP INC SR MTN BE FR 7.74% 01/30/2012
             69563AFZ9 69563AFZ9
PAINE WEBB GROUP INC SR MTN BE FR 7.93% 02/06/2017
             69563AGD7   69563AGD7
PAINE WEBB GROUP INC SR MTN BE FR 7.81% 02/13/2017
             69563AGK169563AGK1
PAINE WEBB GROUP INC SR MTN BE FR 7.91% 03/17/2017
             69563AGX369563AGX3
PAINE WEBB GROUP INC SR MTN BE FR 7.99% 06/09/2017
             69563AHC869563AHC8
PAINE WEBB GROUP INC SR MTN BE FR 7.605% 07/17/2017
             69563AHL869563AHL8
PAINE WEBB GROUP INC SR MTN BE FR 7.633% 09/11/2017
             69563AHT169563AHT1
PAINE WEBB GROUP INC SR MTN BE FR 7.39% 10/16/2017
             696429AC3696429AC3
PALL CORP 5.0% NTS 06/15/20
             69806LAC869806LAC8
Pan Pacific Retail Ppty 6.125% NTS 01/15/13
             69806LAD669806LAD6
Pan Pacific Retail Ppty 4.700% NTS 06/01/13
             69806LAE4 69806LAE4
Pan Pacific Retail Ppty 5.950% NTS 06/01/14
             69806LAF1 69806LAF1
PAN PACIFIC RETAIL PPTYS INC NT 5.25% 09/01/15
             698455AA0698455AA0
PANHANDLE EASTN PIPE LINE CO L SR NT 6.2% 11/01/17
             698455AB8698455AB8
Panhandle Eastern Pipeline 7% SR NTS 6/15/18
             698455AC6698455AC6
PANHANDLE EASTERN PIPE LINE 8.125% SR NTS 06/01/19
             698465BJ9 698465BJ9
PANHANDLE EASTERN PIPE 6.O50% NTS 8/15/2013
             698900AG2698900AG2 11/01/31
PANCANADIAN PETE LTD NT          7.2%
             701081AT8701081AT8
PARKER DRILLING CO SR NT 9.125% 04/01/2018
             701094AG9701094AG9
Parker Hannifin Corp 4.875% SR NTS 02/15/13
             70109HAE570109HAE5
PARKER-HANNIFIN CORP MTNS BE FR 6.55% 07/15/18
             70109HAH870109HAH8
Parker-Hannifin 5.5% MTNs 5/15/18
             70109HAJ4 70109HAJ4
Parker-Hannifin 6.25% NTS 5/15/38
             70109HAK170109HAK1
PARKER-HANNIFIN CORP. 3.5% 09/15/2022
             70212FAA170212FAA1
Partnerre Finance 6.875% GTD NTS 6/1/18
             70336TAC870336TAC8
PATRIOT COAL CORP 8.25% 04/30/18
             704379AB2704379AB2
PAYLESS SHOESOURCE INC SR SB NT 8.25% 08/01/13
             704549AE4704549AE4
Peabody Energy 7.375% SR NTS 11/1/16
             704549AF1704549AF1
Peabody Energy 7.875% SR NTS 11/1/26
             704549AH7704549AH7
PEABODY ENERGY CORP 6.50% 09/15/20
             707882AB2707882AB2
PENN VA CORP SR NT 10.375% 06/15/16
             707882AC0707882AC0
PENN VIRGINIA CORP. 7.25% 04/15/19
             70788AAA670788AAA6
PENN VA RESOURCE PARTNERS LP / PENN VA RESOURCE FIN CORP SR NT 8.25% 04/15/2018
             708130AB5708130AB5
JC PENNEY 5.75% SR NTS DUE 2/15/2018
             708130AC3708130AC3
JC PENNEY 6.375% SR NTS DUE 10/15/36
              CORPORATION, INC. 5.65% SR NTS 06/01/20
J.C. PENNEY708130AD1708130AD1
             708160BE5708160BE5
JC Penney 7.125% DEBS 11/15/23
             708160BJ4 8/15/16
JC Penney 7.65% DEBS 708160BJ4
             708160BK1708160BK1
JC Penney 6.9% DEBS 8/15/26
             708160BL9 708160BL9
JC Penney 7.625% DEBS 3/1/97
             708160BQ8708160BQ8
JC Penney 7.95% DEBS 4/1/17
             708160BS4 708160BS4
JC Penney 7.4% DEBS 4/1/37
             708160BY1708160BY1
JC Penney 9% NTS 8/1/12
             70816FAD570816FAD5
JC Penney 6.875% NTS 10/15/15
             708696BM0  708696BM0
PENNSYLVANIA ELEC CO SR NT-C 6.625% 04/01/19
             708696BS7 708696BS7
PENNSYLVANIA ELEC CO SR NT 5.125% 04/01/14
             708696BU2708696BU2
PENNSYLVANIA ELEC CO SR NT 6.05% 09/01/17
             708696BV0708696BV0
PENNSYLVANIA ELEC CO SR NT 6.15% 10/01/38
             708696BW8  708696BW8
PENNSYLVANIA ELEC CO SR NT 5.2% 04/01/20
             5.00% 05/15/21
Pentair Inc. 709631AD7709631AD7
             713278AQ2713278AQ2
Pep Boys 7.5% GTD NTS 12/15/14
             713291AH5713291AH5
Pepco Holdings Inc 7.450% NTS 08/15/32
             713291AP7713291AP7
PEPCO HOLDINGS INC NT 6.125% 06/01/17
             713291AR3713291AR3
PEPCO HOLDINGS INC. 2.7% SR NTS 10/01/15
             713409AC4713409AC4
Pepsi Bottling 7% SR NTS 3/1/29
             71343PAA971343PAA9
PepsiAmericas Inc 4.875% NTS 01/15/15
             71343PAB771343PAB7
PepsiAmericas Inc 5.000% NTS 05/15/17
             71343PAC571343PAC5
PepsiAmericas Inc 5.500% NTS 05/15/35
             71343PAE171343PAE1
PEPSIAMERICAS INC NT 5.75% 07/31/12
             71343PAF871343PAF8
PEPSIAMERICAS INC 4.375% NTS 02/15/14
             71343XAD671343XAD6
PEPSIAMERICAS INC MTN BE FR 4.5% 03/15/2013
              5.15% SR NTS 5/15/12
Pepsico Inc.713448BF4 713448BF4
              4.65% SR NTS 2/15/13
Pepsico Inc.713448BG2713448BG2
              5% SR NTS 6/1/18
Pepsico Inc.713448BH0713448BH0
              7.9% SR NTS 11/1/18
Pepsico Inc.713448BJ6 713448BJ6
             713448BK3713448BK3
PEPSICO INC 3.75% SR NTS 03/01/14
             713448BM9  713448BM9
PEPSICO INC SR NT 3.1% 01/15/15
             713448BN7713448BN7
PEPSICO INC SR NT 4.5% 01/15/20
             713448BP2713448BP2
PEPSICO INC SR NT 5.5% 01/15/40
             713448BQ0713448BQ0
PEPSICO INC. .875% SR NTS 10/25/13
             713448BR8713448BR8
PEPSICO INC. 3.125% SR NTS 11/01/20
             713448BS6 713448BS6
PEPSICO INC. 4.875% SR NTS 11/01/40
             713448BT4713448BT4
PEPSICO INC. 2.50% NTS 05/10/16
             713448BV9713448BV9
PEPSICO INC 0.80% 08/25/14
             713448BW7  713448BW7
PEPSICO INC 3.0% 08/25/21
             714046AE9714046AE9
PERKINELMER INC 5.0% 11/15/21
             DEB 9.7% 06/30/2018
PETRO CDA716442AC2716442AC2
             DEB 8.8% 06/01/2019
PETRO CDA716442AD0716442AD0
             716442AG3716442AG3
SUNCOR ENERGY INC, CALGARY AB SR NT 4% 07/15/2013
             SR NT 5.35% 07/15/2033
PETRO CDA716442AH1716442AH1
              DEB 9.25% 10/15/2021
PETRO-CDA71644EAB871644EAB8
              FIXED RT DEB 7.875%
PETRO-CDA71644EAE271644EAE206/15/2026
              DEB 7% 11/15/2028
PETRO-CDA71644EAF971644EAF9
              SR NT 5.95% 05/15/2035
PETRO-CDA71644EAG771644EAG7
              SR NT 6.05% 05/15/2018
PETRO-CDA71644EAH571644EAH5
              SR NT 6.8% 05/15/2038
PETRO-CDA71644EAJ1 71644EAJ1
              INTL FIN CO GLBL NT 9.125% 07/02/13
                        7
PETROBRAS71645WAG61645WAG6
              INTL FIN CO GLBL NT 8.375% 12/10/18
                        7
PETROBRAS71645WAH4 1645WAH4
              INTL FIN CO GLBL NT 7.75% 09/15/14
PETROBRAS71645WAJ071645WAJ0
              INTERNATIONAL 6.125% GLB NTS 10/6/16
PETROBRAS71645WAL5      71645WAL5
             71645WAM3   Finance 5.875% SR NTS 3/1/18
Petrobras International71645WAM3
              INTERNATIONAL FINANCE
                        7
PETROBRAS71645WAN11645WAN1 COMPANY 7.875% NTS 03/15/19
              INTL FIN CO
                        71645WAP6
PETROBRAS71645WAP6 GLBL NT 5.75% 01/20/20
              INTERNATIONAL FINANCE
                        7
PETROBRAS71645WAQ41645WAQ4 COMPANY 6.875 GLOBAL NTS 01/20/70
             71645WAR2  71645WAR2
PETROBAS INTERNATIONAL FINANCE COMPANY 5.375% GLOBAL NTS 01/27/21
             71645WAS0  71645WAS0
PETROBAS INTERNATIONAL FINANCE COMPANY 6.75% GLOBAL NTS 01/27/41
             71645WAT8  71645WAT8
PETROBAS INTERNATIONAL FINANCE COMPANY 3.875% GLOBAL NTS 01/27/16
             716495AD8716495AD8
PETROHAWK ENERGY CORP SR NT 7.875% 06/01/2015
             716495AH9716495AH9
PETROHAWK ENERGY CORP GTD SRNT 10.5% 08/01/14
             716495AL0 716495AL0
PETROHAWK ENERGY CORP GTD SR NT 7.25% 08/15/2018
             716748AA6716748AA6
PETROQUEST ENERGY LLC 10.0% 09/01/17
             717081AQ6717081AQ6
Pfizer Inc 4.650% NTS 03/01/18
             717081AR4717081AR4
Pfizer Inc 4.500% NTS 02/15/14
             717081CY7717081CY7
PFIZER INC SR NT 7.2% 03/15/39
             717081CZ4 717081CZ4
PFIZER INC SR NT 4.45% 03/15/12
             717081DA8717081DA8
PFIZER INC SR NT 5.35% 03/15/15
             717081DB6717081DB6
PFIZER INC SR NT 6.2% 03/15/19
             71713UAQ5 6.5% 12/01/18
PHARMACIA CORP DEB71713UAQ5
             71713UAT971713UAT9
Pharmacia Corp. 6.75% DEB 12/15/27
             717265AJ1 717265AJ1
Phelps Dodge Corp 7.125% DEB 11/01/27
             717265AL6 717265AL6
Phelps Dodge Corp 9.500% SR NTS 06/01/31
             717265AM4  717265AM4
Phelps Dodge Corp 6.125% SR NTS 03/15/34
             718154CF2 718154CF2
Philip Morris 7.75% DEB 1/15/27
             718172AA7718172AA7
Philip Morris International 5.65% NTS 5/16/18
             718172AB5718172AB5
Philip Morris 4.875% NTS 5/16/13
             718172AC3718172AC3
Philip Morris International 6.375% NTS 5/16/38
            718172AE9718172AE9
Philip Morris International 5.875% Euros 9/4/15
            718172AG4718172AG4
Philip Morris International 6.875% SR NTS 3/17/14
            718172AH2718172AH2
PHILLIP MORRIS INTERNATIONAL INC. 4.50% NTS 03/26/20
            718172AJ8 718172AJ8
Philip Morris International Inc. 2.50% NTS 05/16/16
            718172AK5718172AK5
Philip Morris International Inc. 4.125% 05/17/21
            718252AK5718252AK5
Philippine Long Distance Tel 11.375% NTS 5/15/12
            71825PAD071825PAD0
Philippine Long Distance Tel 8.35% NTS 3/6/17
            718337AB4718337AB4
PHILIPS ELECTRS N V DEB SER A 7.125% 05/15/2025
            718337AC2718337AC2
ROYAL PHILIPS ELECTRONICS NV, EINDHOVEN DEB SER B 7.75% 05/15/2025
            718337AE8718337AE8
PHILIPS ELECTRS N V NT 7.2% 06/01/2026
            718448AB9718448AB9
PHILIPS ELECTRS N V DEB 7.25% 08/15/13
            718507BH8718507BH8
PHILLIPS PETROLEUM 6.65% DEBS 7/15/18
            718507BK1718507BK1
PHILLIPS PETROLEUM 7% DEB 03/30/2029
            718592AB4718592AB4
PHILLIPS VAN HEUSEN CORP DEB 7.75% 11/15/23
            718592AK4718592AK4
PHILLIPS-VAN HEUSEN 7.375% SR NTS 05/15/20
            720186AD7720186AD7
Piedmont Natural Gas Co 5.000% NTS 12/19/13
            720186AE5720186AE5
Piedmont Natural Gas Co 6.000% NTS 12/19/33
            NATL GAS INC MTN BE
PIEDMONT 72018QAB772018QAB7FR 6.87% 10/06/23
            NATL GAS INC72018QAD3
PIEDMONT 72018QAD3 MTN BE FR 7.40% 10/03/2025
            NATL GAS INC MTN BE
PIEDMONT 72018QAE172018QAE1FR 7.50% 10/09/2026
            NATL GAS INC72018QAG6
PIEDMONT 72018QAG6 MTN BE FR 7.95% 09/14/2029
            723456AG4723456AG4
PINNACLE ENTMT INC SR SUB NT 15 06/15/15
            723456AK5723456AK5
PINNACLE ENTERTAINMENT INC GTD SR NT 8.625% 08/01/2017
            723456AN9723456AN9
PINNACLE ENTMT INC SR SUB NT 8.75% 05/15/2020
            723787AB3723787AB3
Pioneer Natural Resources 7.200% NTS 01/15/28
            723787AE7723787AE7
PIONEER NAT RES CO SR NT 5.875% 07/15/16
            723787AF4723787AF4
Pioneer Natural Resources 6.875% BDS 05/1/18
            723787AG2723787AG2
Pioneer Natural Resources 6.65% SR NTS 3/15/17
            723787AJ6 723787AJ6
PIONEER NAT RES CO SR NT 7.5% 01/15/20
            724479AF7724479AF7
Pitney Bowes Inc 4.625% NTS 10/01/12
            724479AG5724479AG5
Pitney Bowes Inc 5.000% NTS 03/15/15
            724479AH3724479AH3
PITNEY BOWES INC. 6.25% SR NTS 03/15/19
            72447WAA7 2447WAA7
                        7
Pitney Bowes Inc 4.75% NTS 5/15/18
            72447WAN92447WAN9
                        7
Pitney Bowes Inc 3.875% NTS 6/15/13
            72447WAU32447WAU3
                        7
Pitney Bowes Inc 4.875% NTS 8/15/14
            72447XAA572447XAA5
Pitney Bowes Inc 4.75% NTS 1/15/16
            72447XAB372447XAB3
Pitney Bowes Inc 5.25% NTS 1/15/37
            72447XAC172447XAC1
Pitney Bowes 5.75% NTS 9/15/17
            72447XAD972447XAD9
Pitney Bowes 5.6% MTNs 3/15/18
            725906AD3725906AD3
Placer Dome Inc 7.750% NTS 06/15/15
            725906AH4725906AH4
PLACER DOME INC DEB 6.375% 03/01/33
            725906AN1725906AN1
PLACER DOME INC DEB 6.45% 10/15/35
            726505AC4726505AC4
PLAINS EXPL& PRODTN CO SR NT 7% 03/15/17
            726505AD2726505AD2
Plains Exploration & Production 7.75% SR NTS 6/15/15
            726505AF7726505AF7
Plains Exploration & Production 7.625% SR NTS 6/1/18
            726505AG5726505AG5
PLAINS EXPLORATION & PRO 10.0% SR NTS 03/01/16
            726505AH3726505AH3
PLAINS EXPLORATION & PRODTN 8.625% SR NTS 10/15/19
             726505AJ9 CO SR NT
PLAINS EXPL& PRODTN726505AJ97.625% 04/01/20
             726505AK6726505AK6
PLAINS EXPLORATION & PRODUCTION 6.625% 05/01/21
             AMERN PIPELINE L P SR
PLAINS ALL 72650RAF972650RAF9 NT 5.875% 08/15/16
             AMERN PIPELINE L P SR
PLAINS ALL 72650RAJ1 72650RAJ1 NT 5.25% 06/15/15
             AMERN PIPELINE L P SR NT 6.7% 05/15/36
PLAINS ALL 72650RAM4    72650RAM4
             72650RAP772650RAP7
Plains All American Pipeline 6.125% GTD NTS 1/15/17
             AMERN PIPELINE L P SR
PLAINS ALL 72650RAR372650RAR3 NT 6.65% 01/15/37
             AMER PIPE 6.50 NTS 05/01/08
PLAINS ALL 72650RAT972650RAT9
             AMERN PIPELINE L P SR
PLAINS ALL 72650RAU672650RAU6 NT 8.75% 05/01/19
             AMERN PIPELINE L P SR
PLAINS ALL 72650RAV472650RAV4 NT 4.25% 09/01/12
             AMERICA PIPELINE 5.75% 01/15/2020
PLAINS ALL 72650RAW2    72650RAW2
             72650RAX072650RAX0
Plains All Amer Pipeline 3.95% 09/15/2015
             72650RAY872650RAY8
Plains All Amer Pipeline 5.00% 02/01/2021
             Timber 5 7/8% debs 11/15/15
Plum Creek 72925PAB172925PAB1
             72925PAC972925PAC9
PLUM CREEK TIMBER 4.7% SR NTS 03/15/21
             73179PAB273179PAB2
POLYONE CORP SR NT 8.875% 05/01/12 CALLED FOR REDEMPTION
             73179PAH973179PAH9
POLYONE CORP SR NT FIXED RT 7.375% 09/15/2020
             GENERAL ELECTRIC 6.1%
PORTLAND 736508BQ4736508BQ4 04/15/19
             GEN ELEC CO MTNS BE
PORTLAND 73651HAV373651HAV3 FR 9.31% 08/11/21
             737415AH2737415AH2
POST APT HOMES L P NT 5.45% 06/01/12
             737415AJ8 6.3% NTS
Post Apartment Homes737415AJ86/1/13
             737415AK5737415AK5
POST APARTMENT HOMES LP 4.75% SR NTS 10/15/17
             73755LAC173755LAC1
Potash Corp 4.875% NTS 3/1/13
             73755LAD973755LAD9
Potash Corp 5.875% NTS 12/1/36
             73755LAE7 73755LAE7
POTASH CORP SASK INC SR NT 5.25% 05/15/14
             73755LAF4 73755LAF4
POTASH CORP SASK INC SR NT 6.5% 05/15/19
             73755LAG273755LAG2
POTASH CORP SASK INC NT 3.75% 09/30/15
             73755LAH073755LAH0
POTASH CORP SASK INC NT 4.875% 03/30/20
             73755LAJ6 73755LAJ6
POTASH CORP-SASKATCHEWAN 3.25% SR NTS 12/01/17
             73755LAK373755LAK3
POTASH CORP 5.625% SR NTS 12/01/40
             737662BP0737662BP0
Potomac Edison 5.35% 1st MTG 11/15/14
             737662BR6737662BR6
Potomac Edison 5.125% 1st MTG 8/15/15
             737679CW8  737679CW8
POTOMAC ELEC PWR CO SR NT 4.95% 11/15/13
             737679CX6737679CX6
POTOMAC ELEC PWR CO SR NT 4.65% 04/15/14
             737679CY4737679CY4
POTOMAC ELEC PWR CO SR NT 5.75% 04/15/34
             737679CZ1 737679CZ1
POTOMAC ELEC PWR CO SR NT 5.4% 06/01/35
             737679DA5737679DA5
POTOMAC ELEC PWR CO SR NT AMBAC 34 04/15/34
             737679DB3737679DB3
POTOMAC ELEC PWR CO SR NT 6.5% 11/15/37
             737679DC1737679DC1
POTOMAC ELECTRIC POWER 7.9% 1ST MTG NTS 12/15/2038
             74005PAJ3 74005PAJ3
PRAXAIR INC NT 6.375% 04/01/12
             74005PAL874005PAL8
Praxair Inc 3.950% NTS 06/01/13
             74005PAN474005PAN4
Praxair Inc 5.375% NTS 11/1/16
             74005PAP974005PAP9
PRAXAIR INC NT 5.2% 03/15/17
             5.25% NTS 11/15/14
Praxair Inc. 74005PAQ774005PAQ7
             4.625% SR NTS 3/30/15
Praxair Inc. 74005PAR574005PAR5
             74005PAS374005PAS3
PRAXAIR INC 4.375% NTS 03/31/14
             74005PAU874005PAU8
PRAXAIR INC NT 4.5% 08/15/19
             74005PAV674005PAV6
PRAXAIR INC. 3.25% SR NTS 09/15/15
             74005PAW4   11/15/12
PRAXAIR INC NT 1.75% 74005PAW4
             74005PAX274005PAX2
PRAXAIR INC NT 2.125% 06/14/13
             74005PAY074005PAY0
PRAXAIR INC. 4.05% SR NTS 03/15/21
             3.00% 09/01/21
Praxair Inc. 74005PAZ774005PAZ7
             740189AF2740189AF2
Precision Castparts Corp 5.600% NTS 12/15/13
             INC DEL SR NT
                        74153QAG7
PRIDE INTL 74153QAG7 8.5% 06/15/19
             INC DEL FIXED
                        74153QAH5
PRIDE INTL 74153QAH5 RT NT 6.875% 08/15/2020
             74251VAA074251VAA0
Principal Financial Group 6.05% NTS 10/15/36
             74251VAB874251VAB8
PRINCIPAL FINL GROUP INC GTD SR 7.875% 05/15/14
             74251VAD474251VAD4
PRINCIPAL FINL GROUP INC GTD SR 8.875% 05/15/19
             74254PAK874254PAK8
Principal Life Insurance 5.100% MTN 04/15/14
             74254PYE6 74254PYE6
PRINCIPAL LIFE INCOME FUNDINGS TRUST 36 5.30% SECURED NTS 04/24/13
             74254PYF3 74254PYF3
Principal Life Income Funding 5.55% MTNs 4/27/15
             742718AV1742718AV1
Procter & Gamble Co 8.000% DEB 10/26/29
             742718BG3742718BG3
Procter & Gamble Co 8% DEBS 09/1/24
             742718BH1742718BH1
Procter & Gamble Co 6.450% DEB 01/15/26
             742718BJ7 742718BJ7
Procter & Gamble Co 8.750% DEB 06/01/22
             742718BZ1742718BZ1
Procter & Gamble Co 4.850% NTS 12/15/15
             742718CB3742718CB3
Procter & Gamble Co 5.500% NTS 02/01/34
             742718DA4742718DA4
Procter & Gamble Co 4.95% SR NTS 08/15/14
             742718DB2742718DB2
Procter & Gamble Co 5.8% BDS 08/15/34
             742718DF3742718DF3
Procter & Gamble Co 5.55% NTS 3/5/37
              GAMBLE 3.50% NTS 2/15/15
PROCTER &742718DM8      742718DM8
              GAMBLE 4.7% NTS 02/15/19
PROCTER &742718DN6742718DN6
              GAMBLE 3.15% SR NTS
PROCTER &742718DQ9742718DQ9 09/01/15
              GAMBLE CO NT 1.375%
PROCTER &742718DR7742718DR7 08/01/12
              GAMBLE CO FIXED RT
PROCTER &742718DS5742718DS51.8% 11/15/2015
             742718DU0742718DU0
Procter & Gamble Company 0.7% 08/15/14
             742718DV8742718DV8
Procter & Gamble Company 1.45% 08/15/16
             743263AE5743263AE5
Progress Energy Inc 7.750% SR NTS 03/01/31
             743263AG0743263AG0
Progress Energy Inc 7.000% SR NTS 10/30/31
             743263AJ4 SR NTS 4/15/12
Progress Energy 6.85% 743263AJ4
             743263AL9 743263AL9
Progress Energy 5.625% SR. NTS 1/15/16
             743263AM76.05% SR NTS
PROGRESS ENERGY INC743263AM7 03/15/14
             743263AN5743263AN5
PROGRESS ENERGY INC 7.05% SR NTS 03/15/19
             743263AP0743263AP0
PROGRESS ENERGY INC SR NT 6% 12/01/39
             743263AQ8743263AQ8
PROGRESS ENERGY INC SR NT 4.875% 12/01/19
             743263AR6743263AR6
PROGRESS ENERGY INC. 4.4% SR NTS 01/15/21
              Corp 7.000% NTS 10/01/13
Progressive743315AF0743315AF0
              Corp 6.625% SR NTS 03/01/29
Progressive743315AJ2 743315AJ2
              Corp 6.375% NTS 01/15/12
Progressive743315AK9743315AK9
              Corp 6.250% SR NTS 12/01/32
Progressive743315AL7 743315AL7
             743315AN3743315AN3
PROGRESSIVE CORP 3.75% SR NTS 08/23/21
             74340XAF874340XAF8
PROLOGIS LP 5.625% 11/15/15
             743410AE2743410AE2
Prologis Trust 5.500% NTS 03/01/13
             743410AJ1 743410AJ1
PROLOGIS NT 5.625% 11/15/15
            743410AK8743410AK8
Prologis Trust 5.500% SR NTS 4/1/12
            743410AL6 NTS 4/1/16
Prologis Trust 5.75% SR743410AL6
            743410AN2743410AN2
Prologis Trust 5.625% SR NTS 11/15/16
            743410AT9743410AT9
Prologis Trust 6.625% SR NTS 5/15/18
            743410AU6743410AU6
PROLOGIS NT 7.625% 08/15/14
            743410AV4743410AV4
PROLOGIS 7.375 SR NTS 10/30/19
            743410AW2   743410AW2
PROLOGIS NT 6.875% 03/15/20
            743410AX0743410AX0
PROLOGIS NT 6.25% 03/15/17
            743674AR4743674AR4
Protective Life Corp 4.300% SR NTS 06/01/13
            743674AT0743674AT0
Protective Life Corp 4.875% SR NTS 11/01/14
            743674AU7743674AU7
PROTECTIVE LIFE CORP SR NT 6.4% 01/15/18
            743674AX1743674AX1
PROTECTIVE LIFE CORP SR NT 7.375% 10/15/19
            743674AY9743674AY9
PROTECTIVE LIFE CORP SR NT 8.45% 10/15/39
            74367CAJ4 TRS CALL 5.5% 02/15/20
PROTECTIVE LIFE SECD 74367CAJ4
            74367CFD274367CFD2
PROTECTIVE LIFE SECD TRS FR 4.3% 02/15/13
            74367CFF7 TRS FR 4.5%
PROTECTIVE LIFE SECD 74367CFF7 03/15/13
            74367CFQ374367CFQ3
PROTECTIVE LIFE SECD TRS FR 5% 06/15/12
            74367CFR174367CFR1
PROTECTIVE LIFE SECD TRS FR 5% 06/15/12
            74367CFV274367CFV2
PROTECTIVE LIFE SECD TRS FR 5.05% 07/15/12
            74367CFW0   74367CFW0
PROTECTIVE LIFE SECURED TRUST 6.75% MTN 08/15/33
            74367FAN874367FAN8
Protective Life 5.45% NTS 9/28/12
             BK MD BALTIMORE NT
PROVIDENT743849EU1743849EU1 SUB 9.5% 05/01/18
             COS INC SR NT 7.25%
PROVIDENT743862AA2743862AA2 03/15/28
             COS INC SR NT      7%
PROVIDENT743862AD6743862AD607/15/18
            744320AK8744320AK8
PRUDENTIAL FINANCIAL INC. 8.875% FIX TO FLOAT BONDS 06/15/38
            74432QAB174432QAB1
Prudential Financial 4.5% MTNs 7/15/13
            74432QAC974432QAC9
Prudential Financial 5.75% MTNs 7/15/33
            74432QAD7   74432QAD7
Prudential Financial 4.75% MTNs 4/1/14
            74432QAE574432QAE5
Prudential Financial 5.1% MTNs 9/20/14
            74432QAG0   74432QAG0
Prudential Financial 4.75% MTNs 6/13/15
            74432QAH8   74432QAH8
Prudential Financial 5.4% MTNs 6/13/35
            74432QAJ474432QAJ4
Prudential Financial 5.5% MTNs 3/15/16
            74432QAK174432QAK1
Prudential Financial 5.9% MTNs 3/17/36
            74432QAP074432QAP0
Prudential Financial 5.1% MTN 12/14/11
            74432QAQ8   74432QAQ8
Prudential Financial 5.7% MTNs 12/14/36
            74432QAX374432QAX3
Prudential Financial 5.8% MTN 6/15/12
            74432QAY174432QAY1
Prudential Financial 6.1% MTNs 6/15/17
            74432QBC874432QBC8
Prudential Financial 6% NTS 12/1/17
            74432QBE474432QBE4
PRUDENTIAL FINANCIAL INC. 5.15% SR NTS 01/15/13
            74432QBG9   74432QBG9
PRUDENTIAL FINANCIAL INC. 7.375% SR NTS 06/15/19
            74432QBH7   74432QBH7
PRUDENTIAL FINANCIAL INC. 3.625% SR NTS 09/17/12
            74432QBJ374432QBJ3
PRUDENTIAL FINANCIAL INC. 4.75 09/17/2015
            74432QBK074432QBK0
PRUDENTIAL FINANCIAL INC. 2.75% SR NTS 01/14/13
            74432QBL874432QBL8
Prudential Financial, Inc. 3.875% 01/14/15
            74432QBM6 INC. 5.375%
                        7
PRUDENTIAL FINANCIAL 4432QBM6 SR NTS 06/21/20
            74432QBN4   74432QBN4
PRUDENTIAL FINANCIAL INC. 6.625% SR NTS 06/21/40
            74432QBP974432QBP9
PRUDENTIAL FINANCIAL INC. 4.50% SR NTS 11/15/20
            74432QBQ7   74432QBQ7
PRUDENTIAL FINANCIAL INC. 6.2% SR NTS 11/15/40
            74432QBR574432QBR5
Prudential Financial, Inc. 3.00% 05/12/16
            74432QBS374432QBS3
Prudential Financial, Inc. 5.625% 05/12/41
            744448BU4744448BU4
Public Service of Colorado 7.875% 1st Mtg 10/1/12
            744448BX8744448BX8
Public Service of Colorado 5.5% 1st Mtg 4/1/14
            744448BY6744448BY6
Public Service of Colorado 4.875% 1st Mtg 3/1/13
            744448BZ3744448BZ3
Public Service of Colorado 6.25% 1st mtg 9/1/37
            744448CA7744448CA7
Public Service Colorado 6.5% 1st MTG 8/1/38
            744448CB5744448CB5
Public Service Colorado 5.8% 1st MTG 8/1/18
            744448CD1744448CD1
PUBLIC SERVICE COLORADO 3.2% 11/15/20
            744482BH2744482BH2
Public Service NH 6.15% 1st Mtg 9/1/17
            744482BJ8 744482BJ8
Public Service NH 6% 1st Mtg 5/1/18
            744482BK5744482BK5
PUB SVC NEW HAMP 4.05% 06/01/21
             CO N MEX SR NT-B 7.5%
PUBLIC SVC744499AN4744499AN4 08/01/18
            744499AP9744499AP9
Public Service Co of New Mexico 7.95% SR NTS 5/15/18
             CO N C INC SR DEB 6.99% 01/15/26
PUBLIC SVC744516AA3744516AA3
             CO N C INC SR DEB 7.45% 12/15/26
PUBLIC SVC744516AB1744516AB1
            744533BH2744533BH2
Public Service Oklahoma 6.15% SR NTS 8/1/16
            744533BJ8 744533BJ8
PUBLIC SERVICE CO OKLA SR NT-G 6.625% 11/15/37
            744533BK5744533BK5
PUBLIC SERVICE CO OKLA SR NT 5.15% 12/01/19
            744533BL3 744533BL3
PUBLIC SERVICE OKLAHOMA 4.4% SR NTS 02/01/21
            744538AA7744538AA7
Public Service NH 5.6% 1st Mtg 10/5/35
             NEW HAMPSHIRE 4.50%
PUBLIC SVC744538AB5744538AB5 12/01/19
            744538AC3744538AC3
PUB SVC NEW HAMP 3.20% 09/01/21
            744542AB7744542AB7
Public Service Co Of New Mexico 5.35% 10/01/21
            744567BA5744567BA5
PUBLIC SERV ELEC & GAS 8% 6/1/37
            744567BB3744567BB3
PUBLIC SERV ELEC & GAS 5% 7/1/37
            744567CN6744567CN6
PUBLIC SERV ELEC & GAS 9 1/4% SER CC 6/1/21
            744567EP9744567EP9
PUBLIC SERV ELEC & GAS 6 3/4% SER VV 1/1/16
             ELEC GAS CO MTN BE
PUBLIC SVC74456QAJ574456QAJ5CALL5.125% 09/01/12
             ELEC GAS CO MTN BE CALL 5% 01/01/13
PUBLIC SVC74456QAK274456QAK2
            74456QAL074456QAL0
Public Service E&G 5.375% 1st MTG 9/1/13
             ELEC GAS CO74456QAN6
PUBLIC SVC74456QAN6 MTN BE FR 5% 08/15/14
            74456QAP174456QAP1
Public Service Elec & Gas 5.25% due 7/1/35
             ELEC GAS CO74456QAQ9
PUBLIC SVC74456QAQ9 MTN BE CALL 5.7% 12/01/36
             ELEC GAS CO MTN BE FR
PUBLIC SVC74456QAR774456QAR7 5.8% 05/01/37
            74456QAS574456QAS5
Public Service Electric & Gas 5.3% MTNs 5/1/18
            74456QAT374456QAT3
Public Service Electric & GAs 6.33% secured Mtns Ser F 11/1/13
            74456QAU0   74456QAU0
PUBLIC SERVICE ELECTRIC & GAS 5.375% 11/01/39
            & GAS 5.50% 3/1/40
PUB SVC EL 74456QAV874456QAV8
            74456QAX474456QAX4
PUB SVC ELEC & GAS 3.50% 08/15/20
            74456QAY274456QAY2
PUB SVC ELEC & GAS 0.85% 08/15/14
            745867AD3745867AD3
Pulte Corp 7.625% SR NTS 10/15/17
            745867AM3   745867AM3
Pulte Homes 7 7/8% due 6/15/2032
            745867AN1745867AN1
Pulte Homes Inc 6.250% SR NTS 02/15/13
            745867AP6745867AP6
Pulte Homes Inc 6.375% SR NTS 05/15/33
            745867AQ4745867AQ4
Pulte Corp 5.250% SR NTS 01/15/14
            745867AS0745867AS0
Pulte Homes 5.2% NTS 2/15/2015
            745867AT8745867AT8
Pulte Homes 6% SR NTS 2/15/35
            74733VAA874733VAA8
QEP RESOURCES INC.6.875% SR NTS 03/01/21
            747402AD7747402AD7
QUAKER OATS FR 7.47% 03/14/2024
            747402AH8747402AH8
QUAKER OATS MTN-D 7.77% 05/12/25
            747402AJ4 747402AJ4
QUAKER OATS MTN 7.49% 06/02/25
            74740FEX0 74740FEX0
QUAKER OATS CO MEDTERM NTS BE FR 6.81% 09/01/2023
            74740FEZ5 74740FEZ5
QUAKER OATS CO MEDTERM NTS BE FR 6.63% 09/01/2023
            74740FFD374740FFD3
QUAKER OATS CO MEDTERM NTS BE FR 6.96% 01/18/2024
            74740FGF774740FGF7
QUAKER OATS CO MEDTERM NTS BE FR 7.38% 06/15/2012
            74740FGG574740FGG5
QUAKER OATS CO MEDTERM NTS BE FR 7.28% 10/16/2015
            74740FGL4 74740FGL4
QUAKER OATS CO MEDTERM NTS BE FR 7.44% 03/02/2026
            74740FGN074740FGN0
QUAKER OATS CO MEDTERM NTS BE FR 7.55% 03/22/2016
            74834LAL4 74834LAL4
Quest Diagnostics Inc 5.45% SR NTS 11/1/15
            74834LAM2  74834LAM2
Quest Diagnostic 6.4% SR NTS 7/1/17
            74834LAN074834LAN0
Quest Diagnostic 6.95% SR NTS 7/1/37
            74834LAP574834LAP5
QUEST DIAGNOSTICS INC SR NT 4.75% 01/30/20
            74834LAQ374834LAQ3
QUEST DIAGNOSTICS INC SR NT 5.75% 01/30/40
            74834LAR174834LAR1
QUEST DIAGNOSTIC INC. 3.20% 04/01/16
            74834LAS9 74834LAS9
QUEST DIAGNOSTIC INC. 4.70% 04/01/21
            748356AA0748356AA0
QUESTAR CORP SR NT FIXED RT 2.75% 02/01/2016
            74836HAC174836HAC1
Questar Pipeline 5.83% NTS 2/1/18
            74836JAD5 SR NTS 9/1/16
Questar Market 6.05% 74836JAD5
            74836JAE3 NT 6.8% 04/01/18
QUESTAR MKT RES INC74836JAE3
            74836JAF0 SR NT 6.8%
QUESTAR MKT RES INC74836JAF0 03/01/20
            74837HAA474837HAA4
QUESTAR GAS CO NT 7.2% 04/01/38
            74837HAB274837HAB2
QUESTAR GAS CO NT 6.3% 04/01/18
             INC SR NT 6.875% 04/15/2015
QUIKSILVER74837NAC774837NAC7
            Resources 7.125% GTD
Quicksilver 74837RAC874837RAC8 NTS 4/1/16
            Resources 8.25% SR NTS
Quicksilver 74837RAE474837RAE4 8/1/15
            74837RAF174837RAF1
QUICKSILVER RESOURCES INC SR NT 11.75% 01/01/16
            74837RAG974837RAG9
QUICKSILVER RESOURCES INC SR NT 9.125% 08/15/19
            749121BR9749121BR9
QWEST CORP 7.5% SR NTS 02/15/14
            749121BV0749121BV0
QWEST COMMUNICATIONS INTL NTS 02/15/2014
            749121CA5749121CA5
QWEST COMMUNICATIONS INTL INC SR NT 8% 10/01/2015
              FDG INC NT    7.75%
QWEST CAP74913EAJ9 74913EAJ9 02/15/31
              FDG INC GTD NT 7.625% 08/03/21
QWEST CAP74913EAQ374913EAQ3
             7.5% SR NTS
                       74913GAG0
Qwest Corp74913GAG0 10/1/14
             7.625% SR NTS 6/15/15
Qwest Corp74913GAK174913GAK1
             6.5% SR NTS 6/1/17
Qwest Corp74913GAT274913GAT2
            74913GAW54913GAW5
                       7
QWEST CORP NT 8.375% 05/01/16
            74913GAX374913GAX3
QWEST CORP. 6.7%5 12/01/21
            749607AB3749607AB3
RLI Corp 5.950% SR NTS 01/15/14
            749685AM5  749685AM5
RPM International Inc 6.250% SR NTS 12/15/13
            749685AQ6749685AQ6
RPM International 6.5% NTS 2/15/18
            749685AR4749685AR4
RPM INTERNATIONAL INC. 6.125% SR NTS 10/15/19
            74971XAB374971XAB3
RRI Energy 7.625% SR NTS 6/15/14
           74971XAC174971XAC1
RRI Energy 7.875% SR NTS 6/15/17
           750236AH4750236AH4
Radian Group Inc 5.625% SR NTS 02/15/13
           750236AJ0 NT 5.375%
RADIAN GROUP INC SR 750236AJ0 06/15/15
           750753AC9750753AC9
RAILAMERICA INC SR NT 9.25% 07/01/17
           751028AE1751028AE1
RALCORP HLDGS INC NEW GTD FIXED RT NT 6.625% 08/15/2039
           751028AF8751028AF8
Ralcorp Holdings Corp. 4.95% 08/15/20
           75281AAH275281AAH2
Range Resources 7.5% GTD NTS 10/1/17
           75281AAJ8 75281AAJ8
Range Resources 7.25% GTD NTS 5/1/18
           CORP GTD SR SB NT8%
RANGE RES 75281AAK575281AAK5 05/15/19
           75281AAL375281AAL3
Range Resources Corp. 6.75% 8/1/20
           75281AAM1   75281AAM1
RANGE RESOURCES CORP 5.75% 06/01/21
           754730AB5754730AB5
RAYMOND JAMES FINANCIAL INC SR NT 8.6% 08/15/19
           754730AC3754730AC3
RAYMOND JAMES FINANCIAL 4.25% 04/15/2016
           755111AF8755111AF8
Raytheon Co 7.200% DEB 08/15/27
           755111AJ0 755111AJ0
Raytheon Co 6.750% DEB 03/15/18
           755111AP6755111AP6
Raytheon Co 7.000% DEB 11/01/28
           CO DEB      6.4% 12/15/18
RAYTHEON 755111AU5755111AU5
           CO NT 4.4% 02/15/20
RAYTHEON 755111BR1755111BR1
           COMPANY 755111BS9
RAYTHEON 755111BS91.625% SR NTS 10/15/15
           COMPANY 3.125% SR NTS 10/15/20
RAYTHEON 755111BT7755111BT7
           CO 4.875% SR NTS 10/15/40
RAYTHEON 755111BU4755111BU4
           756109AE4756109AE4
Realty Income Corp 5.375% SR NTS 03/15/13
           756109AF1756109AF1
Realty Income Corp 5.500% SR NTS 11/15/15
           756109AG9756109AG9
Realty Income Corp 5.875% SR DEB 03/15/35
           756109AH7756109AH7
REALTY INCOME CORP SR NT 5.375% 09/15/17
           756109AJ3 756109AJ3
Realty Income Corp 5.95% NTS 9/15/16
           756109AK0756109AK0
Realty Income 6.75% SR NTS 8/15/19
           756109AL8 FIXED RT NT
REALTY INCOME CORP 756109AL8 5.75% 01/15/2021
           75621LAH775621LAH7
RECKSON OPER PARTNERSHIP L P SR NT 5.875% 08/15/14
           75621LAK075621LAK0
RECKSON OPER PARTNERSHIP L P NT 6% 03/31/16
           75625AAC875625AAC8
RECKSON OPERATING PARTNERSHIP 5.0% SR NTS 08/15/18
           758202AF2758202AF2
REED ELSEVIER PLC 7.75% GTD NTS 01/15/14
           758202AG0758202AG0
REED ELSEVIER PLC 8.625% GTD NTS 01/15/2019
           758753AD9758753AD9
REGAL CINEMAS CORP GTD SR NT 19 07/15/19
           758766AE9758766AE9
REGAL ENTERTAINMENT GRP 9.125% SR NTS 08/15/18
           75884RAJ2 7.25% 12/12/11
REGENCY CTRS L P NT 75884RAJ2
           75884RAK975884RAK9
REGENCY CTRS L P NT      6.75% 01/15/12
           75884RAL775884RAL7
REGENCY CTRS L P NT 4.95% 04/15/14
           75884RAP875884RAP8
REGENCY CTRS L P GTD NT 5.25% 08/01/15
           75884RAQ675884RAQ6
REGENCY CTRS L P UNSEC SR NT 17 06/15/17
           75884RAS275884RAS2
REGENCY CTRS L P GTD FIXED RT NT 4.8% 04/15/2021
           758940AB6758940AB6
Regions Financial 7.75% NTS 9/15/24
           758940AG5758940AG5
Regions Financial 6.375% NTS 5/15/12
           75913MAA7   75913MAA7
REGIONS BK BIRMINGHAM ALA NT 6.45% 06/26/2037
           75913MAB5   75913MAB5
REGIONS BK BIRMINGHAM ALA SUB NT 7.5% 05/15/2018
           7591EAAB97591EAAB9
REGIONS BANK 3.25% FDIC GTD NTS 12/09/11
           7591EPAE07591EPAE0
Regions Financial 7.375% SR NTS 12/10/37
           7591EPAF77591EPAF7
REGIONS FINANCIAL CORP NEW SR NT 7.75% 11/10/14
           7591EPAG57591EPAG5
REGIONS FINANCIAL CORP 5.75% SR NTS 06/15/15
           7591EPAH37591EPAH3
REGIONS FINANCIAL CORP 4.875% SR NTS 04/26/13
           759351AC3759351AC3
Reinsurance Group of Amer 6.750% NTS 12/15/11
           759351AF6759351AF6
REINSURANCE GROUP AMER INC SR NT 5.625% 03/15/17
           759351AG4759351AG4
REINSURANCE GROUP AMER INC SR NT 6.45% 11/15/19
           759351AJ8 759351AJ8
REINSURANCE GROUP OF AMERICA 5.0% SR NTS 06/01/21
           759454AC5759454AC5
RELIANCE CAP TR I GTD CAP-B8.17% 05/01/28
           759509AB8759509AB8
RELIANCE STEEL & ALUMINUM CO SR NT 6.85% 11/15/36
           759509AD4759509AD4
RELIANCE STEEL & ALUMINUM CO SR NT 6.2% 11/15/16
           75968NAB775968NAB7
RENAISSANCERE HLDGS LTD SR NT 5.875% 02/15/13
           759891AA2759891AA2
RENRE NORTH AMER HLDGS INC SR NT 5.75% 03/15/20
           76010RAC276010RAC2
RENTAL SVC CORP/ RSC HLDGS SR NT 9.5% 12/01/14
            Y CORP SUB DEB 9.5%
REPUBLIC N760719AL8 760719AL8 04/15/14
            Y CORP SUB NT 9.125%
REPUBLIC N760719AR5760719AR5 05/15/21
            Y CORP SUB NT 9.30%
REPUBLIC N760719AS3760719AS3 06/01/21
            Y CORP SUB DEB 7.2%
REPUBLIC N760719BH6760719BH6 07/15/97
           760759AF7760759AF7
REPUBLIC SVCS INC NT 6.086% 03/15/35
           760759AH3760759AH3
REPUBLIC SVCS INC GTD NT 5% 03/01/2020
           760759AK6760759AK6
REPUBLIC SVCS INC NT 6.2% 03/01/2040
           760759AL4 760759AL4
Republic Services Inc. 3.80% 05/15/18
           760759AM2    760759AM2
Republic Services Inc. 4.75% 05/15/23
           760759AN0760759AN0
Republic Services Inc. 5.70% 05/15/41
           760761AB2760761AB2
REPUBLIC SVCS INC SR NT 5.5% 09/15/2019
           760761AD8760761AD8
REPUBLIC SVCS INC NT 5.25% 11/15/2021
           8 1/8% SER A 10/15/19
RESOL FND 761157AA4761157AA4
           8 5/8% SER A 01/15/30
RESOL FND 761157AB2761157AB2
           8 7/8% SER B 4/15/30
RESOL FND 761157AC0761157AC0
           8.875% SER A 07/15/20
RESOL FND 761157AD8761157AD8
           9.375% SER B 10/15/20
RESOL FND 761157AE6761157AE6
           8 5/8% SER A 01/15/21
RESOL FND 761157AG1761157AG1
           SER A 2019 76116EBW9
RESOL FND 76116EBW9BONDS INT COMP 04/15/12
           SER A 2019 BONDS INT
RESOL FND 76116EBX776116EBX7 COMP 10/15/12
           SER A 2019 BONDS INT
RESOL FND 76116EBY576116EBY5 COMP 04/15/13
           SER A 2019 BONDS INT
RESOL FND 76116EBZ2 76116EBZ2 COMP 10/15/13
           SER A 2019 BONDS INT
RESOL FND 76116ECA676116ECA6 COMP 04/15/14
           SER A 2019 BONDS INT
RESOL FND 76116ECB476116ECB4 COMP 10/15/14
           SER A 2019 BONDS INT
RESOL FND 76116ECC276116ECC2 COMP 04/15/15
           SER A 2019 BONDS INT
RESOL FND 76116ECD076116ECD0 COMP 10/15/15
           SER A 2019 BONDS INT
RESOL FND 76116ECE8 76116ECE8 COMP 04/15/16
           SER A 2019 BONDS INT
RESOL FND 76116ECF5 76116ECF5 COMP 10/15/16
           SER A 2019 BONDS INT
RESOL FND 76116ECG376116ECG3 COMP 04/15/17
           SER A 2019 BONDS INT
RESOL FND 76116ECH176116ECH1 COMP 10/15/17
           SER A 2019 BONDS INT
RESOL FND 76116ECJ7 76116ECJ7 COMP 04/15/18
           SER A 2019 BONDS INT
RESOL FND 76116ECK476116ECK4 COMP 10/15/18
           SER A 2019 BONDS INT
RESOL FND 76116ECL2 76116ECL2 COMP 04/15/19
           SER A 2019 76116ECM0
RESOL FND 76116ECM0BONDS INT COMP 10/15/19
          SER A 2030 BONDS INT
RESOL FND 76116EFD776116EFD7 COMP 01/15/12
          SER A 2030 BONDS INT
RESOL FND 76116EFE5 76116EFE5 COMP 07/15/12
          SER A 2030 BONDS INT
RESOL FND 76116EFF2 76116EFF2 COMP 01/15/13
          SER A 2030 BONDS INT
RESOL FND 76116EFG076116EFG0 COMP 07/15/13
          SER A 2030 BONDS INT
RESOL FND 76116EFH876116EFH8 COMP 01/15/14
          SER A 2030 BONDS INT
RESOL FND 76116EFJ4 76116EFJ4 COMP 07/15/14
          SER A 2030 BONDS INT
RESOL FND 76116EFK1 76116EFK1 COMP 01/15/15
          SER A 2030 BONDS INT
RESOL FND 76116EFL9 76116EFL9 COMP 07/15/15
          SER A 2030 BONDS INT
RESOL FND 76116EFM776116EFM7 COMP 01/15/16
          SER A 2030 BONDS INT
RESOL FND 76116EFN576116EFN5 COMP 07/15/16
          SER A 2030 BONDS INT
RESOL FND 76116EFP0 76116EFP0 COMP 01/15/17
          SER A 2030 BONDS INT
RESOL FND 76116EFQ876116EFQ8 COMP 07/15/17
          SER A 2030 BONDS INT
RESOL FND 76116EFR6 76116EFR6 COMP 01/15/18
          SER A 2030 BONDS INT
RESOL FND 76116EFS4 76116EFS4 COMP 07/15/18
          SER A 2030 BONDS INT
RESOL FND 76116EFT2 76116EFT2 COMP 01/15/19
          SER A 2030 BONDS INT
RESOL FND 76116EFU976116EFU9 COMP 07/15/19
          SER A 2030 BONDS INT
RESOL FND 76116EFV7 76116EFV7 COMP 01/15/20
          SER A 2030 76116EFW5
RESOL FND 76116EFW5BONDS INT COMP 07/15/20
          SER A 2030 BONDS INT
RESOL FND 76116EFX3 76116EFX3 COMP 01/15/21
          SER A 2030 BONDS INT
RESOL FND 76116EFY1 76116EFY1 COMP 07/15/21
          SER A 2030 BONDS INT
RESOL FND 76116EFZ8 76116EFZ8 COMP 01/15/22
          SER A 2030 BONDS INT
RESOL FND 76116EGA276116EGA2 COMP 07/15/22
          SER A 2030 BONDS INT
RESOL FND 76116EGB076116EGB0 COMP 01/15/23
          SER A 2030 BONDS INT
RESOL FND 76116EGC876116EGC8 COMP 07/15/23
          SER A 2030 BONDS INT
RESOL FND 76116EGD676116EGD6 COMP 01/15/24
          SER A 2030 BONDS INT
RESOL FND 76116EGE476116EGE4 COMP 07/15/24
          SER A 2030 BONDS INT
RESOL FND 76116EGF176116EGF1 COMP 01/15/25
          SER A 2030 BONDS INT
RESOL FND 76116EGG976116EGG9 COMP 07/15/25
          SER A 2030 BONDS INT
RESOL FND 76116EGH776116EGH7 COMP 01/15/26
          SER A 2030 BONDS INT
RESOL FND 76116EGJ3 76116EGJ3 COMP 07/15/26
          SER A 2030 BONDS INT
RESOL FND 76116EGK076116EGK0 COMP 01/15/27
          SER A 2030 BONDS INT
RESOL FND 76116EGL876116EGL8 COMP 07/15/27
          SER A 2030 76116EGM6
RESOL FND 76116EGM6BONDS INT COMP 01/15/28
          SER A 2030 BONDS INT
RESOL FND 76116EGN476116EGN4 COMP 07/15/28
          SER A 2030 BONDS INT
RESOL FND 76116EGP976116EGP9 COMP 01/15/29
          SER A 2030 BONDS INT
RESOL FND 76116EGQ776116EGQ7 COMP 07/15/29
          SER A 2030 BONDS INT
RESOL FND 76116EGR576116EGR5 COMP 01/15/30
          SER B 2030 BONDS INT
RESOL FND 76116EGT176116EGT1 COMP 04/15/20
          SER B 2030 BONDS INT
RESOL FND 76116EGU876116EGU8 COMP 10/15/20
          SER B 2030 BONDS INT
RESOL FND 76116EGV676116EGV6 COMP 04/15/21
          SER B 2030 76116EGW4COMP 10/15/21
RESOL FND 76116EGW4  BONDS INT
          SER B 2030 BONDS INT
RESOL FND 76116EGX276116EGX2 COMP 04/15/22
          SER B 2030 BONDS INT
RESOL FND 76116EGY076116EGY0 COMP 10/15/22
          SER B 2030 BONDS INT
RESOL FND 76116EGZ776116EGZ7 COMP 04/15/23
          SER B 2030 BONDS INT
RESOL FND 76116EHA176116EHA1 COMP 10/15/23
          SER B 2030 BONDS INT
RESOL FND 76116EHB976116EHB9 COMP 04/15/24
          SER B 2030 BONDS INT
RESOL FND 76116EHC776116EHC7 COMP 10/15/24
            SER B 2030 BONDS INT
RESOL FND 76116EHD576116EHD5 COMP 04/15/25
            SER B 2030 BONDS INT
RESOL FND 76116EHE376116EHE3 COMP 10/15/25
            SER B 2030 BONDS INT
RESOL FND 76116EHF076116EHF0 COMP 04/15/26
            SER B 2030 BONDS INT
RESOL FND 76116EHG876116EHG8 COMP 10/15/26
            SER B 2030 BONDS INT
RESOL FND 76116EHH676116EHH6 COMP 04/15/27
            SER B 2030 BONDS INT
RESOL FND 76116EHJ2 76116EHJ2 COMP 10/15/27
            SER B 2030 BONDS INT
RESOL FND 76116EHK976116EHK9 COMP 04/15/28
            SER B 2030 BONDS INT
RESOL FND 76116EHL776116EHL7 COMP 10/15/28
            SER B 2030 76116EHM5
RESOL FND 76116EHM5BONDS INT COMP 04/15/29
            SER B 2030 BONDS INT
RESOL FND 76116EHN376116EHN3 COMP 10/15/29
            SER B 2030 BONDS INT
RESOL FND 76116EHP876116EHP8 COMP 04/15/30
            SER A 2019 BONDS PRIN
RESOL FND 76116FAA576116FAA5 COMP 10/15/19
            SER A 2030 BONDS PRIN
RESOL FND 76116FAB376116FAB3 COMP 01/15/30
            SER B 2030 BONDS PRIN
RESOL FND 76116FAC176116FAC1 COMP 04/15/30
            SER A 2020 BONDS PRIN
RESOL FND 76116FAD976116FAD9 COMP 07/15/20
            SER B 2020 BONDS PRIN
RESOL FND 76116FAE776116FAE7 COMP 10/15/20
            SER A 2021 BONDS PRIN
RESOL FND 76116FAG276116FAG2 COMP 01/15/21
            761713AD8761713AD8
Reynolds American 7.25% GTD NTS 6/1/13
            761713AE6761713AE6
Reynolds American 7.625% GTD NTS 6/1/16
            761713AF3761713AF3
Reynolds American 7.75% GTD NTS 6/1/18
            761713AP1761713AP1
Reynolds American 7.25% GTD NTS 6/1/12
            761713AR7761713AR7
Reynolds American 7.3% GTD NTS 7/15/15
            761713AT3761713AT3
Reynolds American 7.25% GTD NTS 6/15/37
            761713AU0761713AU0
Reynolds American 6.75% NTS 6/15/17
            76182KAN576182KAN5
REYNOLDS R J TOB HLDGS INC SR NT 7.25% 06/01/12
            767201AC0767201AC0
Rio Tinto Finance USA 6.5% NTS 7/15/18
            767201AD8767201AD8
Rio Tinto Finance USA 7.125% GTD NTS 7/15/28
            767201AE6767201AE6
Rio Tinto Finance 5.875% GTD NTS 7/15/13
            767201AF3767201AF3
RIO TINTO FINANCE (USA) LIMITED 8.95% NTS 05/01/14 LOWEST TRADING INCREMENT 2000
            767201AH9767201AH9
RIO TINTO FINANCE (USA) LIMITED 9.00% NTS 05/01/19 LOWEST TRADING INCREMENT 2000
            767201AJ5 767201AJ5
RIO TINTO FINANCE (USA) LIMITED 1.875% NTS 11/2/15
            767201AK2767201AK2
RIO TINTO FINANCE (USA) LIMITED 3.50% NTS 11/02/20
            767201AL0 767201AL0
RIO TINTO FINANCE (USA) LIMITED 5.20% NTS 11/2/40
            767201AM8  767201AM8
RIO TINTO FINANCE (USA) LIMITED 2.50% 05/20/16
            767201AN6767201AN6
RIO TINTO FINANCE (USA) LIMITED 4.125% 05/20/21
            767754AD6767754AD6
Rite Aid 6.875% DEBS 8/15/13
            767754AJ3 767754AJ3
Rite Aid 7.7% DEBS 2/15/27
            767754BH6767754BH6
Rite Aid Corp 9.25% SR NTS 6/1/13
            767754BL7 767754BL7
Rite Aid 7.5% NTS 3/1/17
            767754BM53/1/15
Rite Aid 8.625% SR NTS767754BM5
            767754BQ6767754BQ6
Rite Aid 9.375% GTD NTS 12/15/15
            767754BT0767754BT0
Rite Aid 9.5% GTD NTS 6/15/17
            767754BV5767754BV5
Rite Aid 10.375% SR NTS 7/15/16
            767754BX1767754BX1
RITE AID CORP GTD SR NT9.75% 06/12/16
            767754BZ6767754BZ6
RITE AID CORP GTD SRNT10.25% 10/15/19
            767754CB8767754CB8
RITE AID CORP SR SECD NT 8% 08/15/2020
             CO NT 5.625% 03/15/13
ROCK-TENN772739AD0772739AD0
            CO SR NT 9.25% 03/15/16
ROCK-TENN772739AF5772739AF5
           773903AB5773903AB5
Rockwell Intl Corp NEW 6.700% DEB 01/15/28
           AUTOMATION INC DEB
ROCKWELL 773903AC3773903AC3 5.2% 01/15/98
           773903AD1773903AD1
Rockwell Automation 5.65% NTS 12/1/17
           773903AE9773903AE9
Rockwell Automation 6.25% DEBS 12/1/37
           774341AA9774341AA9
Rockwell Collins Inc 4.750% NTS 12/01/13
           COLLINS INC SR NT 5.25%
ROCKWELL 774341AB7774341AB7 07/15/19
           77509NAF077509NAF0
ROGERS CABLE INC SR SEC 2PRI NT32 05/01/32
           77509NAH6SR SEC NT 13
ROGERS CABLE INC PRI 77509NAH6 06/15/13
           77509NAK977509NAK9
Rogers Cable 5.5% Priority NTS 3/15/14
           775109AK7775109AK7
Rogers Communications 6.8% GTD NTS 8/15/18
           775109AL5 775109AL5
Rogers Communications 7.5% GTD NTS 8/15/38
           77531QAD0    77531QAD0
Rogers Wireless 6.375% NTS 3/1/14
           77531QAM0 NTS 3/15/15
                        7
Rogers Cantel 7.5% GTD 7531QAM0
           775371AU1775371AU1
ROHM & HAAS CO DEB 7.85% 07/15/29
           775371AV9775371AV9
ROHM & HAAS CO NT 6% 09/15/17
           775371AW7    775371AW7
ROHM & HAAS CO NT 5.6% 03/15/13
           776696AB2776696AB2
ROPER INDUSTRIES INC. 6.625% 08/15/2013
           776696AC0776696AC0
ROPER INDUSTRIES 6.25% SR NTS 09/01/19
           779382AK6779382AK6
ROWAN COS INC SR NT 7.875% 08/01/19
           779382AN0779382AN0
ROWAN COS INC FIXED RT SR NT 5% 09/01/2017
           78008EKA478008EKA4
ROYAL BK CDA GLBL MEDIUM TM SR MTN 6.05% 06/12/37
           78008ELM778008ELM7
ROYAL BK CDA GLBL MEDIUM TM SR CALL 6.05% 06/28/37
           78008EVY078008EVY0
ROYAL BK CDA GLBL MEDIUM TM SR CALL 6.1% 10/03/37
           78008HX9678008HX96
ROYAL BANK OF CANADA 2.1% SR NTS 07/29/13
           78008K5V178008K5V1
ROYAL BANK OF CANADA 2.875% SR NTS 04/19/16
           78008KBS178008KBS1
ROYAL BK CANADA 2.625% SR NTS 12/15/15
           78008KNA778008KNA7
ROYAL BANK OF CANADA 1.125% SR NTS 01/15/14
           78008TLB8 78008TLB8
ROYAL BANK OF CANADA 2.3% SR NTS 07/20/16
           78008TXA778008TXA7
ROYAL BANK CANADA 1.45% 10/30/14
           780097AH4780097AH4
ROYAL BANK OF SCOTLAND PLC 7.648% PERP SECUR
           780097AL5 780097AL5
ROYAL BANK OF SCOTLAND GROUP PLC, EDINBURGH GLOBAL NT 5% 10/01/2014
           780097AM3    780097AM3
ROYAL BANK OF SCOTLAND GROUP PLC, EDINBURGH SUB NT 4.7% 07/03/2018
           780097AN1780097AN1
ROYAL BK SCOTLAND GROUP PLC SUB NT 11/12/2003 5% 11/12/2013
           780097AP6780097AP6
ROYAL BK SCOTLAND GROUP PLC NT 5.05% 01/08/2015
           780097AW1    780097AW1
ROYAL BANK OF SCOTLAND GROUP PLC, EDINBURGH FIXED RT 6.4% 10/21/2019
           78009KAA078009KAA0
ROYAL BANK OF SCOTLAND N.V. (THE) S&P 500 INDEX STRUCTURED HYBRID EQUITY LINKED SECURITIES
           78009KAB878009KAB8
ROYAL BANK OF SCOTLAND N.V. (THE)
           BANK OF SCOTLAND PLC
THE ROYAL 78009PCC378009PCC3 4.375% SR NTS 03/16/16
           BANK OF SCOTLAND PLC
THE ROYAL 78010XAC578010XAC5 4.875 SR NTS 03/16/15
           78010XAD378010XAD3
ROYAL BK OF SCOTLAND PLC 3.4% 08/23/13
           78010XAE178010XAE1
ROYAL BANK OF SCOTLAND PLC 5.625% 08/24/20
           BANK OF SCOTLAND PLC
THE ROYAL 78010XAF878010XAF8 SR FLT RATE NTS 08/23/13
           BANK OF SCOTLAND PLC
THE ROYAL 78010XAG678010XAG6 3.95% SR NTS 09/21/15
           78010XAJ0 78010XAJ0
ROYAL BANK OF SCOTLAND PLC 3.25% 01/11/14
           78010XAK778010XAK7
ROYAL BANK OF SCOTLAND PLC 6.125% 01/11/21
           780153AG7780153AG7
Royal Caribbean Cruises 7.5% SR NTS 10/15/27
             780153AJ1 780153AJ1
Royal Caribbean Cruises 7.25% SR NTS 3/15/18
             780153AP7780153AP7
Royal Caribbean Cruises 6.875% SR NTS 12/1/13
             780153AQ5780153AQ5
Royal Caribbean Cruises 7% SR NTS 6/15/13
             780153AR3780153AR3
Royal Caribbean Cruises 7.25% SR NTS 6/15/16
             780153AT9780153AT9
ROYAL CARIBBEAN CRUISES 11.875% SR NTS 07/15/2015
             783549AZ1783549AZ1
Ryder System Inc 6.950% DEB 12/01/25
             78355HBE878355HBE8
RYDER SYS MTN BE FR 5.125% 11/15/12
             78355HBF578355HBF5
RYDER SYS MTN BE FR 6.50% 04/01/2015
             78355HJH378355HJH3
Ryder System Inc 5% notes 6/15/12
             78355HJK6 78355HJK6
Ryder System 5.85% NTS 11/1/16
             78355HJL4 78355HJL4
Ryder System Inc 5.85% MTNs 3/1/14
             78355HJM278355HJM2
Ryder System 6% MTNs 3/1/13
             78355HJN078355HJN0
Ryder System 7.2% NTS 9/1/15
             78355HJP5 78355HJP5
RYDER SYSTEM INC. 3.6% NTS 03/01/16
             78355HJQ378355HJQ3
RYDER SYSTEM INC. 3.15% SR NTS 03/02/15
             78355HJR1 78355HJR1
Ryder System, Inc. 3.50% 06/01/17
             783764AK9783764AK9
Ryland Group Inc 5.375% SR NTS 01/15/15
             783764AM5 783764AM5
Ryland Group Inc 6.875% NTS 06/15/13
             783764AN3783764AN3
RYLAND GROUP INC SR NT 8.4% 05/15/17
             783764AP8783764AP8
RYLAND GROUP INC SR NT 6.625% 05/01/20
             78387GAH6 78387GAH6
SBC Communications Inc 5.875% NTS 02/01/12 CALLED FOR REDEMPTION
             78387GAK978387GAK9
SBC Communications Inc 5.875% NTS 08/15/12
             78387GAL778387GAL7
SBC Communications 5.625% NTS 6/15/2016
             78387GAM5 8387GAM5
                       7
SBC Communications 6.45% NTS 6/15/2034
             78387GAP878387GAP8
SBC Communications 5.1% NTS 9/15/2014
             78387GAQ6 78387GAQ6
SBC Communications 6.15% NTS 9/15/34
             78412FAF1 06/01/14
SESI L L C SR NT 6.875%78412FAF1
             78442FAB478442FAB4
SLM Corp 5.125% MTNS 8/27/12
             78442FAE878442FAE8
SLM Corp 5.05% NTS 11/14/14
             78442FAG378442FAG3
SLM Corp 5.375% MTNS 1/15/13
             78442FAQ178442FAQ1
SLM Corp 5% MTNS 4/15/15
             78442FAX678442FAX6
SLM Corp 5% MTNS 6/15/18
             78442FAZ1 78442FAZ1
SLM Corp 5.625% NTS 8/1/33
             78442FBG278442FBG2
SLM Corp 5% MTNS 10/1/13
             78442FCD878442FCD8
SLM Corp 5.19% MTNS 4/24/19
             78442FCJ5 78442FCJ5
SLM Corp 5.375% MTNs 5/15/14
             78442FDC978442FDC9
SLM CORP MTN BOOK ENTRY FR 6.5% 12/15/2014
             78442FDJ4 ENTRY FR
SLM CORP MTN BOOK 78442FDJ45.625% 01/25/25
             78442FDW5ENTRY CALL6.465% 03/13/36
SLM CORP MTN BOOK 78442FDW5
             78442FDZ878442FDZ8
SLM CORP MTN BOOK ENTRY CALL 6.72% 06/13/36
             78442FEB0 ENTRY CALL
SLM CORP MTN BOOK 78442FEB0 6.85% 07/07/36
             78442FEH778442FEH7
SLM Corp. 8.45% NTS 6/15/18
             78442FEJ3 ENTRY SR
SLM CORP MTN BOOK 78442FEJ3NT 8% 03/25/20
             78442FEK0 78442FEK0
SLM CORP 6.25% SR NTS 01/25/16
             784635AL8 784635AL8
SPX CORP SR NT 7.625% 12/15/14
             FIXED INCOME
                       78478QAA9
SYNTHETIC 78478QAA9 SEC 5.37% 08/01/2035
             78490FGA178490FGA1
SLM CORP EDNOTES BOOK ENTRY FR 5.05% 03/15/14
            78490FJJ9 78490FJJ9
SLM CORP EDNOTES BOOK ENTRY CALL 6% 03/15/29
            78490FLW778490FLW7
SLM CORP EDNOTES BOOK ENTRY CALL 6% 06/15/29
            78490FSM278490FSM2
SLM CORP EDNOTES BOOK ENTRY CALL 5.15% 03/15/17
            78490GAE778490GAE7
SLM CORP EDNOTES BOOK ENTRY CALL 6% 03/15/37
            786514AS8786514AS8
SAFEWAY INC 7.45% SR DEB 09/15/2027
             7.250% DEB 02/01/31
Safeway Inc786514BA6786514BA6
             5.800% NTS 08/15/12
Safeway Inc786514BF5 786514BF5
            786514BM0   786514BM0
Safeway 5.625% SR NTS 8/15/14
            786514BP3786514BP3
Safeway Inc. 6.35% SR NTS 8/15/17
            786514BQ1786514BQ1
SAFEWAY INC 6.25% NTS 03/15/2014
            786514BR9786514BR9
SAFEWAY INC NT 5% 08/15/19
            786514BS7 NT 3.95%
SAFEWAY INC FIXED RT786514BS708/15/2020
            786609AC1786609AC1
Norsk Hydro / Statoil ASA 7.5% 09/23/2027
            790849AE3790849AE3
ST JUDE MED INC SR NT 3.75% 07/15/14
            790849AF0790849AF0
ST JUDE MED INC SR NT 4.875% 07/15/19
            790849AG8790849AG8
ST JUDE MED INC SR NT 2.2% 09/15/13
            790849AH6790849AH6
ST JUDE MEDICAL INC. 2.50% SR NTS 01/15/16
            792860AH1792860AH1
St. Paul Travelers 5.5% due 12/1/15
            792860AJ7 792860AJ7
St. Paul Travelers 6.25% NTS 6/20/16
            792860AK4792860AK4
St. Paul Travelers 6.75% NTS 6/20/36
            79377WAM0   79377WAM0
SAKS INC NT 7% 12/01/2013
            797440BF0 797440BF0
San Diego Gas & Electric 5.35% due 5/15/35
            797440BG8797440BG8
San Diego Gas & Electric 5.3% due 11/15/15
            797440BH6797440BH6
San Diego Gas & Electric 6% 1st mtg 6/1/26
            G&E 4.50% 797440BM5
SAN DIEGO 797440BM5 08/15/40
            797440BN3797440BN3
San Diego G & E 3.00% 08/15/21
             ENERGY INC FIXED RT
SANDRIDGE80007PAL380007PAL3 SR NT GTD 8.75% 01/15/2020
            80105NAB180105NAB1
SANOFI-AVENTIS 1.625% SR NTS 03/28/14
            801060AA2801060AA2
SANOFI. 1.20% 09/30/14
            802813AD7802813AD7
SANTANDER FINCL ISSUANCES LTD GTD SBNT 7.25% 11/01/2015
            803111AM5   803111AM5
Sara Lee Corp 6.125% NTS 11/01/32
            803111AQ6803111AQ6
Sara Lee Corp 3.875% NTS 06/15/13
            803111AR4803111AR4
SARA LEE CORP FIXED RT 2.75% 09/15/2015
            803111AS2803111AS2
SARA LEE CORP FIXED RT NT 4.1% 09/15/2020
            80589MAB8   80589MAB8
SCANA CORP NEW NT 6.25% 04/01/20
            80589MAD4 0589MAD4
                        8
SCANA Corporation 4.75% SR NTS 05/15/21
            805901AQ8805901AQ8
SCANA CORP MED TERM NTS BK ENT FR 6.25% 02/01/12
            806605AH4806605AH4
Schering-Plough 6.55% SR NTS 9/15/37
            806605AJ0 NTS 9/15/17
Schering-Plough 6% SR 806605AJ0
            808513AC9808513AC9
SCHWAB CHARLES CORP NEW SR NT 4.95% 06/01/14
            808513AD7808513AD7
Charles Schwab Corp 4.45% Sr Nts 7/22/20
            80851QDA9   80851QDA9
SCHWAB CHARLES CORP SR MTN BE FR 6.375% 09/01/17
            808626AC9808626AC9
Science Applications Int'l 6.25% NTS 7/1/12
            808626AE5808626AE5
Science Applications Int'l 7.125% NTS 7/1/32
            808626AG0808626AG0
Science Applications Int'l 5.5% NTS 7/1/33
            810186AH9810186AH9
SCOTTS MIRACLE GRO CO SR NT 7.25% 01/15/18
            811904AG6811904AG6
Seacor SMIT Inc 5.875% SR NTS 10/01/12
           811904AK7811904AK7
SEACOR HOLDINGS INC SR NT 7.375% 10/01/19
           812007AE2812007AE2
SEAGULL ENERGY CORP SR NT 7.5% 09/15/27
           812141AN9812141AN9
SEALY MATTRESS CORP SR SUB NTS 06/15/14
           812293AB4812293AB4
SEARIVER MARITIME INC. ZERO COUPON 09/01/12
           814138AK9814138AK9
SECURITY CAP INDL TR NT 7.625% 07/01/17
           81413PAG081413PAG0
SECURITY CAP GROUP INC NT         7.7% 06/15/28
           816196AJ8 SR SB NT7.625% 02/01/15
SELECT MEDICAL CORP816196AJ8
           81619PAA581619PAA5
Select Notes Trust 6.05% Series 2003-1 2/22/33 (JPM)
           81619PAB381619PAB3
Select Notes Trust 5.8% Series 2003-2 2/22/33 (JPM)
           81619PAC181619PAC1
Select Notes Trust Series 2003-1 5.7% 6/15/33 (JPM)
           81619PAD981619PAD9
Select Notes Trust Series 2003-4 5.78% 6/15/33 (JPM)
           81619PAE781619PAE7
Select Notes Trust Series 2003-5 5.875% 2/15/33 (JPM)
           81619PAF481619PAF4
Select Notes Trust Series 2004-1 6.3% 2/1/34 (JPM)
           816300AD9816300AD9
SELECTIVE INS GROUP INC SR NT 7.25% 11/15/34
           816300AG2816300AG2
SELECTIVE INS GROUP INC SR NT 6.7% 11/01/35
           816851AF6816851AF6
Sempra Energy 6.000% NTS 02/01/13
           816851AJ8 816851AJ8
Sempra Energy 6.15% NTS 6/15/18
           816851AK5816851AK5
SEMPRA ENERGY 9.8% SR NTS 02/15/09
           816851AL3 SR NTS 11/15/13
SEMPRA ENERGY 8.9 %816851AL3
           816851AN9816851AN9
SEMPRA ENERGY NT 6.5% 06/01/16
           816851AP4816851AP4
SEMPRA ENERGY NT 6% 10/15/39
           816851AQ2816851AQ2
SEMPRA ENERGY 2.00% 03/15/14
           81721MAA7   81721MAA7
SENIOR HSG PPTYS TR SR NT 8.625% 01/15/12
           81721MAE9   81721MAE9
SENIOR HSG PPTYS TR SR NT 6.75% 04/15/20
           81721MAF6   81721MAF6
SENIOR HSG PPTYS TR FIXED RT SR NT 4.3% 01/15/2016
           817565AC8817565AC8
SERVICE CORP INTL DEB 7.875% 02/01/13
           817565BA1817565BA1
SERVICE CORP INTL 6.75% SR NTS 04/01/16
           817565BF0 817565BF0
SERVICE CORP INTL 7.0% SR NTS 06/15/17
           817565BJ2 817565BJ2
SERVICE CORP INTL SR NT 7.375% 10/01/14
           817565BM5   817565BM5
SERVICE CORP INTL SR NT 7.625% 10/01/18
           817565BQ6817565BQ6
SERVICE CORP INTL SR NT 6.75% 04/01/15
           817565BT0817565BT0
SERVICE CORP INTL SR NT 7.5% 04/01/27
           817565BU7817565BU7
SERVICE CORP INTL SR NT 8% 11/15/21
           817565BV5817565BV5
SERVICE CORP INTL 7.0% SR NTS 05/15/19
           822582AB8822582AB8
SHELL INTERNATIONAL FINANCE 4.95% GTD NTS DUE 3/22/12
           822582AC6822582AC6
SHELL INTERNATIONAL FINANCE 5.2% GTD NTS DUE 3/22/17
           822582AD4822582AD4
SHELL INTL FIN 6.375% GTD NTS 12/15/38
           822582AF9822582AF9
SHELL INTERNATIONAL FINANCE B.V. 4.00% GTD NTS 03/21/14
           822582AH5822582AH5
SHELL INTERNATIONAL FINANCE F.V. 3.25% GTD NTS 09/22/15
           822582AJ1 FINANCE B.V.
SHELL INTERNATIONAL 822582AJ1 4.30% GTD NTS 09/22/19
           822582AL6 FINANCE B.V. 1.875% GTD NTS 03/25/13
SHELL INTERNATIONAL 822582AL6
           822582AM4FINANCE B.V.
SHELL INTERNATIONAL 822582AM4 4.375% GTD NTS 03/25/20
           822582AN2822582AN2
SHELL INTERNATIONAL FINANCE B.V. 5.50% GTD NTS 03/28/40
           822582AP7822582AP7
SHELL INTERNATIONAL FINANCE B.V. FLOATING RATE NOTES DUE 06/22/12
           822582AQ5822582AQ5
SHELL INTERNATIONAL FINANCE B.V. 3.10% GTD NTS 06/28/150
           824348AL0 824348AL0
Sherwin Williams Co 7.375% DEB 02/01/27
           824348AM8   824348AM8
SHERWIN WILLIAMS CO DEB 7.45% 02/01/97
             824348AN6824348AN6
SHERWIN WILLIAMS CO SR NT 3.125% 12/15/14
             824689AC7824689AC7
SHIP FIN INTL LTD SR NT 8.5% 12/15/13
             82567DAF182567DAF1
Shurgard Storage Centers 5.875% NTS 03/15/13
             826418BD6826418BD6
Sierra Pacific 6% NTS 5/15/16
             826418BF1 826418BF1
Sierra Pacific Power 6.75% NTS 7/1/37
             826418BH7826418BH7
Sierra Pacific Power 5.45% 1st MTG 9/1/13
             828783AT7828783AT7
SIMON DEBARTOLO GROUP L P NT 7.375% 06/15/18
             828806AF6828806AF6
Simon Property Group LP 4.900% NTS 01/30/14
             828807AQ0828807AQ0
SIMON PPTY GROUP LP NT 6.35% 08/28/12
             828807AW7NT 5.45% 03/15/13
SIMON PPTY GROUP LP828807AW7
             828807BF3 NT 5.625%
SIMON PPTY GROUP LP828807BF3 08/15/14
             828807BM8  828807BM8
Simon Property Group LP 5.1% NTS 6/15/15
             828807BP1828807BP1
Simon Property 5.75% NTS 12/1/15
             828807BS5 828807BS5
Simon Property Group LP 5.75% NTS 5/1/12
             828807BT3828807BT3
SIMON PPTY GROUP LP NT 6.1% 05/01/16
             828807BV8828807BV8
Simon Property Group 5.875% NTS 3/1/17
             828807BW6  828807BW6
Simon Property Group LP 5.25% NTS 12/1/16
             828807BX4828807BX4
SIMON PPTY GROUP LP NT 5% 03/01/12
             828807BY2828807BY2
Simon Property Group 5.3% NTS 5/30/13
             828807BZ9828807BZ9
Simon Property Group 6.125% NTS 5/30/18
             828807CA3828807CA3
SIMON PPTY GROUP LP SR NT 10.35% 04/01/19
             828807CB1828807CB1
SIMON PPTY GROUP LP NT 6.75% 05/15/14
             828807CC9828807CC9
SIMON PROPERTY GROUP INC. 4.2% SR NTS 02/01/15
             828807CD7828807CD7
SIMON PROPERTY GROUP LP 5.65% SR NTS 02/01/20
             828807CE5828807CE5
SIMON PROPERTY GROUP LP 6.75% SR NTS 02/01/40
             828807CF2 828807CF2
SIMON PROPERTY GROUP LP 4.375% SR NTS 03/01/21
             83066RAC183066RAC1
Skilled Healthcare 11% GTD NTS 1/15/14
             832248AH1832248AH1
SMITHFIELD FOODS INC SR NT 7.75% 05/15/13
             832248AQ1832248AQ1
Smithfield Foods 7.75% SR NTS 7/1/17
             832696AB4832696AB4
SMUCKER (J.M) CO. 3.50% 10/15/21
             833034AE1833034AE1
Snap-On Inc 5.5% BDS 01/15/17
             833034AF8833034AF8
SNAP-ON INC 5.85% NTS 03/01/14
             833034AG6833034AG6
SNAP-ON INC 6.7% NTS 03/01/19
             833034AH4833034AH4
SNAP ON INC NT 6.125% 09/01/21
             833034AJ0 833034AJ0
SNAP-ON INC. 4.25% SR NTS 01/15/18
             834376AK1834376AK1
SOLUTIA INC GTD SRNT 8.75% 11/01/17
             834376AL9 834376AL9
SOLUTIA INC 7.875% SR NTS 03/15/20
             DEB     7% 02/01/18
SONAT INC 835415AH3835415AH3
             83545GAT983545GAT9
SONIC AUTOMOTIVE INC SR SUB NT 9% 03/15/18
             835495AA0835495AA0
Sonoco Products Co 9.200% DEB 08/01/21
             835495AF9835495AF9
Sonoco Products Co 6.500% NTS 11/15/13
             835495AH5835495AH5
Sonoco Products Co 5.625% NTS 06/15/16
             835495AJ1 835495AJ1
SONOCO PRODUCTS 5.75% SR NTS 11/01/40
             835495AK8835495AK8
SONOCO PRODUCTS CO 4.375% 11/01/21
             835898AE7835898AE7
SOTHEBYS SR NT 7.75% 06/15/2015
             837004BC3837004BC3
South Carolina Elec & Gas 7.125% 1ST 06/15/13
             837004BV1837004BV1
South Carolina Elec & Gas 6.625% 1ST 02/01/32
           837004BW9   837004BW9
South Carolina Elec & Gas 5.800% 1ST 01/15/32
           837004BX7837004BX7
South Carolina Elec & Gas 5.300% 1ST 05/15/33
           837004BY5837004BY5
South Carolina Elec & Gas 5.250% 1ST 11/01/18
           837004BZ2837004BZ2
South Carolina Elec & Gas 5.250% 1ST 03/01/35
           837004CB4837004CB4
SOUTH COROLINA ELEC & GAS 6.05% 01/15/38
           837004CC2837004CC2
South Carolina E&G 6.5% 1st Mtg 11/1/18
           837004CE8837004CE8
SOUTH CAROLINA ELEC & GAS 5.45% 02/01/41
           83851MAB3   SECD MTN FR
SOUTH JERSEY GAS CO 83851MAB3 7.125% 10/22/18
           842400EB5842400EB5
Southern California Edison 6.65% NTS 4/1/29
           842400ER0842400ER0
Southern California Edison 5% 1/15/14
           842400ES8 842400ES8
Southern California Edison 6% due 1/15/34
           842400EU3842400EU3
Southern California Edison 4.65% 4/1/15
           842400EY5 842400EY5
Southern California Edison 5% 1/15/16
           842400EZ2 842400EZ2
Southern California Edison 5.55% due 1/15/36
           842400FA6842400FA6
Southern California Edison 5.35% due 7/15/35
           842400FC2 842400FC2
Southern California Edison 5.625% due 2/1/36
           842400FF5 842400FF5
Southern California Edison 5.55% due 1/15/37
           842400FH1842400FH1
Southern California Edison 5.95% 1st REF MTG 2/1/38
           842400FJ7 842400FJ7
Southern California Edison 5.5% 1st Mtg 8/15/18
           842400FK4 842400FK4
Southern California Edison 5.75% 1st Mtg 3/15/14
           CAL EDISON 4.50% 09/01/40
SOUTHERN 842400FQ1842400FQ1
           CAL EDISION 3.875% 06/01/21
SOUTHERN 842400FR9 842400FR9
           CALIF GAS CO. NOTES 5.5% 03/15/2014
SOUTHERN 842434CH3842434CH3
           CALIF GAS CO84243QAH6
SOUTHERN 84243QAH6 MTNS BE PUT 5.67% 01/18/2028
           CALIF WTR CO NT
SOUTHERN 842502AB2842502AB2      7.23% 12/15/31
           CALIFORNIA WTR CO MTN FR 6.59% 01/25/29
SOUTHERN 84250QAT084250QAT0
           CALIFORNIA  84250QAU7
SOUTHERN 84250QAU7 WTR CO MTN FR 7.875% 12/01/30
           842587AB3842587AB3
Southern Company 5.3% SR NTS 1/15/12
           CO SR NT 4.15% 05/15/14
SOUTHERN 842587CE5842587CE5
           CO. 1.95% SR NTS 09/01/16
SOUTHERN 842587CH8842587CH8
           COPPER CORP NT 7.5%
SOUTHERN 84265VAA384265VAA3 07/27/2035
           COPPER CORP NT 6.375%
SOUTHERN 84265VAB184265VAB1 07/27/2015
           COPPER CORP NT 5.375%
SOUTHERN 84265VAD784265VAD7 04/16/20
           COPPER CORP NT 6.75%
SOUTHERN 84265VAE584265VAE5 04/16/40
           IND GAS & ELEC CO SR
SOUTHERN 843163AX4843163AX4 NT 6.72% 08/01/29
           NAT GAS CO NT       7.35%
SOUTHERN 843452AY9843452AY9 02/15/31
           NAT GAS CO NT         8%
SOUTHERN 843452AZ6843452AZ6 03/01/32
           PWR CO SR NT 6.25% 07/15/12
SOUTHERN 843646AC4843646AC4
           PWR CO SR NT 4.875%
SOUTHERN 843646AF7843646AF7 07/15/15
           PWR CO SR NT-E 6.375%
SOUTHERN 843646AG5843646AG5 11/15/36
           844030AA4844030AA4
Southern Union Co 7.600% SR NTS 02/01/24
           844030AC0844030AC0
Southern Union Co 8.250% SR NTS 11/15/29
           844730AG6844730AG6
SOUTHTRUST CORP SUB NT 5.8% 06/15/14
           844741AN8844741AN8
Southwest Airlines 7.375% DEB 03/01/27
           844741AV0844741AV0
Southwest Airlines 6.500% NTS 03/01/12
           844741AW8   844741AW8
Southwest Airlines 5.250% NTS 10/01/14
           844741AX6844741AX6
Southwest Airlines 5.125% NTS 03/01/17
            844741AY4844741AY4
Southwest Airlines 5.75% NTS 12/15/16
            8447HBAA08447HBAA0
SOUTHTRUST BK BIRMGHAM SUB MTN PUT 7.69% 05/15/2025
            8447HBAC68447HBAC6
SOUTHTRUST BK BIRMGHAM SUB MTN FR 6.565% 12/15/27
            8447HBAE28447HBAE2
SOUTHTRUST BK BIRMGHAM SUB MTN PUT 6.125% 01/09/2028
            8447HBAF98447HBAF9
SOUTHTRUST BK BIRMGHAM SUB MTN FR 4.75% 03/01/2013
            8447HEAA48447HEAA4
SOUTHTRUST BK ATLANTA SUB MTN PUT 7.74% 05/15/2025
            844895AL6 844895AL6
Southwest Gas Corp 8.000% DEB 08/01/26
            844895AM4  844895AM4
SOUTHWEST GAS CORP DB MBIA-IBC 8% 08/01/26
            844895AS1844895AS1
Southwest Gas Corp 7.625% SR NTS 05/15/12
            844895AT9844895AT9
SOUTHWEST GAS CORP SR NT FIXED RT 4.45% 12/01/2020
            845335BQ0845335BQ0
Southwestern Bell Tel 7% DEBS 7/1/15
            845437BE1845437BE1
SOUTHWESTERN ELEC PWR CO SR NT-C 5.375% 04/15/15
            845437BG6845437BG6
SOUTHWESTERN ELEC PWR CO SR NT-D 4.9% 07/01/15
            845437BH4845437BH4
Southwestern Electric Power 5.55% SR NTS 01/15/17
            845437BJ0 845437BJ0
Southwestern Electric Power 5.875% SR NTS 3/1/18
            845437BK7845437BK7
Southwestern Electric Power 6.45% SR NTS 1/15/19
            845437BL5 845437BL5
SOUTHWESTERN ELEC PWR CO SR NT-H 6.2% 03/15/40
            845467AE9845467AE9
SOUTHWESTERN ENERGY CO SR NT 7.5% 02/01/18
            845743BJ1 845743BJ1
Southwestern Public Service 6% BDS 10/1/33
            845743BK8845743BK8
Southwestern Public Service 5.6% SR NTS 10/1/16
            845743BL6 845743BL6
Southwestern Public Service 6% SR NTS 10/1/36
            845743BM4  845743BM4
SOUTHWESTERN PUBLIC SERV 8.75% SR NTS 12/1/18
            845743BN2845743BN2
SOUTHWESTERN PUBLIC SERV 4.50% 08/15/41
             BK FSB WYOMISSING PA SUB NT 8.75% 05/30/2018
SOVEREIGN84603MXU5     84603MXU5
            846042AA7846042AA7
SOVERIGN BANK 2.75% FDIC GTD NTS 01/17/12
            84755TAA584755TAA5
Spectra Energy Capital 6.2% GTD NTS 4/15/18
            84755TAB384755TAB3
Spectra Energy Capital 5.9% GTD NTS 9/15/13
            84755TAC184755TAC1
Spectra Energy Capital 7.5% SR NTS 9/15/38
            84755TAD984755TAD9
SPECTRA ENERGY CAPITAL 5.65% 03/01/20
            MOTORSPORTS INC GTD
SPEEDWAY 847788AN6847788AN6 SRNT 8.75% 06/01/16
            85171RAA285171RAA2
SPRINGFLEAF FINANCE CORP 6.90% MED TERM NTS SER j 12/15/17
            85205TAB685205TAB6
SPIRIT AEROSYSTEMS INC GTD SR NT 7.5% 10/01/17
            852060AD4852060AD4
SPRINT CAPITAL CORP 6.875% NTS 11/15/2028
            852060AG7852060AG7
Sprint Capital Corp 6.900% NTS 05/01/19
            852060AS1852060AS1
Sprint Capital Corp 8.375% NTS 03/15/12
            852060AT9852060AT9
Sprint Capital Corp 8.750% NTS 03/15/32
            852061AA8852061AA8
Sprint Corporation 9.250% DEB 04/15/22
            852061AD2852061AD2
Sprint Nextel 6% BDS 12/1/16
            852061AF7852061AF7
SPRINT NEXTEL CORP NT 8.375% 08/15/17
            852891AA8852891AA8
StanCorp Financial Group 6.875% NTS 10/01/12
            85375CAK785375CAK7
Standard Pacific 9.25% SR NTS 4/15/12
            PACIFIC CORP 6.25 NTS
STANDARD 85375CAR285375CAR2 04/01/2014
            85375CAT885375CAT8
Standard Pacific 7% SR NTS 8/15/15
            PAC CORP NEW GTD SR 10.75% 09/15/16
STANDARD 85375CAW1     85375CAW1
            PACIFIC CORP 8.375% 05/15/18
STANDARD 85375CAX985375CAX9
            854502AA9854502AA9
STANLEY BLACK & DECKER INC GTD FIXED RT 5.2% 09/01/2040
            854616AK5854616AK5
Stanley Works 4.900% NTS 11/01/12
            854616AN9854616AN9
Stanley Works 6.15% NTS 10/1/13
            85590AAD685590AAD6
Starwood Hotels 7.875% GTD NTS 5/1/12
            85590AAK085590AAK0
Starwood Hotels 6.25% NTS 2/15/13
            85590AAL885590AAL8
Starwood Hotels 6.75% NTS 5/15/18
            85590AAM6  85590AAM6
STARWOOD HOTELS&RESORTS WRLDWD SR NT 7.875% 10/15/14
            85590AAN485590AAN4
STARWOOD HOTELS&RESORTS WRLDWD SR NT 7.15% 12/01/19
            857449AB8857449AB8
STATE STR BK & TR BOSTON MASS SB NT 5.25% 10/15/18
            85744NAA985744NAA9
STATE STR BK & TR CO SUB NT 5.3% 01/15/2016
            857473AE2857473AE2
STATE ST BOSTON CORP DEB 7.35% 06/15/26
            857477AD5857477AD5
STATE STR CORP NT 5.375% 04/30/17
            857477AE3857477AE3
STATE STR CORP SR NT 4.3% 05/30/14
            857477AG8857477AG8
STATE STREET CORP 4.375% 03/07/21
             Corporation 2.875% 03/07/16
State Street857477AH6857477AH6
            857477AJ2 857477AJ2
STATE STREET CORPORATION 5.2995% FIXED TO FLOATING RATE 03/07/14
            85748KAA185748KAA1
STATE STREET CORP 2.15% FDIC GTD 04/30/2012
            85771PAB885771PAB8
STATOIL ASA GTD FIXED RT NTS 3.125% 08/17/2017
            85771PAC685771PAC6
STATOIL ASA GTD FIXED RT NT 5.1% 08/17/2040
            85771SAA485771SAA4
STATOILHYDRO ASA GTD NT 5.25% 04/15/19
            85771SAB285771SAB2
STATOILHYDRO ASA GTD NT 3.875% 04/15/14
            85771SAC085771SAC0
STATOILHYDRO ASA GTD SR NT 2.9% 10/15/14
            858155AD6858155AD6
STEELCASE INC. 6.375% SR NTS 02/15/21
            858585AA0858585AA0
MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SERIES 2010-2012 (BAC) BACKED BY BANK OF
            85858AAA985858AAA9
MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SER 2010-03(ALCOA)BACKED BY ALCOA INC.6.1
            85858TAA885858TAA8
MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SERIES 2010-05(GS) BACKED BY GOLDMAN SACH
            861642AG1861642AG1
STONE ENERGY CORP SR SB NT 6.75% 12/15/14
            861642AK2861642AK2
STONE ENERGY CORP SR NT 8.625% 02/01/17
             INC. 9.50% SR NTS 10/15/17
STONRIDGE86183PAE286183PAE2
            FIXED INCOME
                       86311MAA2
SYNTHETIC 86311MAA2 SEC INC 09/15/2014
            FIXED INC SEC 4/1/2014
SYNTHETIC 86311VAC886311VAC8
            FIXED INC SEC 2/15/2034
SYNTHETIC 86312BAA586312BAA5
            FIXED INC SEC (STRATS)
SYNTHETIC 86312BAB386312BAB3 02/15/2034
            863667AA9863667AA9
STRYKER CORP SR NT 3% 01/15/15
            863667AB7863667AB7
STRYKER CORP SR NT 4.375% 01/15/20
            863871AM1  863871AM1
STUDENT LOAN MARKETING ZERO CPN 10/3/22 (5+5)
            86387RLU486387RLU4
STUDENT LN MKTG ASSN MED TERM FR 6.55% 12/02/2013
            PROPANE PARTNERS L
SUBURBAN 864486AC9864486AC9 P SR NT 7.375% 03/15/20
            866762AG2866762AG2
SUN COMPANY 6 3/4% CV DEBS 6/15/12
            866762AK3866762AK3
Sun Inc 9.000% DEB 11/01/24
            866930AB6866930AB6
SUNAMERICA INC DEB 8.125% 04/28/23
            866930AD2866930AD2
SUNAMERICA INC DEB 9.95% 02/01/12
            866930AG5866930AG5
SUNAMERICA INC DEB 5.6% 07/31/97
            86703QBJ986703QBJ9
SUNAMERICA INC MTN BE FR 7.05% 12/01/25
            86703QBN0 BE FR 7.00%
SUNAMERICA INC MTN86703QBN0 02/13/26
            867229AC0867229AC0
Suncor Energy 7.15% NTS 2/1/32
            867229AD8867229AD8
Suncor Energy 5.95% NTS 12/1/34
            6.5% NTS 6/15/38
Suncor Inc. 867229AE6867229AE6
            86722TAA086722TAA0
Suncor Energy 6.1% NTS 6/1/18
            6.85% SR NTS 6/1/39
Suncor Inc. 86722TAB886722TAB8
            86764PAC386764PAC3
Sunoco Inc 4.875% NTS 10/15/14
            86764PAD186764PAD1
Sunoco Inc 5.75% NTS 1/15/17
            86764PAE986764PAE9
SUNOCO INC 9.625% SR NTS 04/15/15
            86765BAB586765BAB5
SUNOCO LOGISTICS PARTNERS SR NT 7.25% 02/15/12
            86765BAE986765BAE9
Sunoco Logistics 6.125% NTS 5/15/16
            86765BAF686765BAF6
SUNOCO LOGISTICS PARTNER 8.75% NTS 02/15/14
            86765BAG486765BAG4
SUNOCO LOGISTICS PARTNERS SR NT 5.5% 02/15/20
            86765BAH286765BAH2
SUNOCO LOGISTICS PARTNERS SR NT 6.85% 02/15/40
            86765BAJ8 86765BAJ8
SUNOCO LOGISTICS PARTNER 4.65% 02/15/22
            86765BAK586765BAK5
SUNOCO LOGISTICS PARTNER 6.1% 02/15/42
            86787EAM9  86787EAM9
SUNTRUST BK ATL SR MD TM BK NT FR 7.25% 03/15/2018
            86787GAC686787GAC6
Suntrust Banks 5.45% MTNs 12/1/17
            86787GAD4  86787GAD4
SUNTRUST BK ATLANTA MDTMSBNTBE FR 5.2% 01/17/2017
            86787GAE286787GAE2
Suntrust Banks 5.4% bonds due 4/1/20
            86787GAG7  86787GAG7
Suntrust Banks 5% nts due 9/1/2015
            867914AH6867914AH6
Suntrust Banks 6.000% SUB NTS 02/15/26
            867914AN3867914AN3
Suntrust Banks 6.000% SR DEB 01/15/28
            867914AZ6867914AZ6
SUNTRUST BKS INC SR NT 6% 09/11/2017
            867914BB8867914BB8
SUNTRUST BKS INC SR NT 5.25% 11/05/2012
            867914BD4867914BD4
SUNTRUST BANKS INC. 3.60% 04/15/16
            867914BE2867914BE2
SUNTRUST BANKS INC. 3.50% SR NTS 01/20/17
            86800XAA686800XAA6
Suntrust Preferred Capitl I 5.853% Fixed-Flt Pfd
            86800YAA486800YAA4
SUNTRUST CAPITAL VIII 6.1% TR. PFD DUE 12/15/36
            86801BAB186801BAB1
SUNTRUST BK MTN FDIC TLGP GTD SR NT 3% 11/16/2011
            868536AR4868536AR4
SuperValu 7.500% NTS 05/15/12
            868536AS2868536AS2
SuperValu 7.500% NTS 11/15/14
             INC SR NT 8% 05/01/16
SUPERVALU868536AT0868536AT0
            869049AC0869049AC0 06/01/17
SUSA PARTNERSHIP L P NT         8.2%
            869049AE6869049AE6 12/01/27
SUSA PARTNERSHIP L P DEB         7.5%
            869049AG1869049AG1
SUSA PARTNERSHIP L P DEB 7.45% 07/01/18
            870738AF8870738AF8
Swift Energy 7.125% SR NTS 6/1/17
            870738AG6870738AG6
SWIFT ENERGY CO GTD SR 8.875% 01/15/20
            870836AB9870836AB9
SWISS BANK CORP SUB NT 7.375% 07/15/2015
            870836AC7870836AC7
SWISS BANK CORP SUB DEB 7.5% 07/15/2025
            870836AD5870836AD5
SWISS BANK CORP SUB DB 7% 10/15/2015
            87083KAM4MTNS B E FR
SWISS BANK CORP DEP87083KAM4 7.375% 06/15/17
            870845AC8870845AC8
SWISS BK CORP N Y BRH SUB DEB 7.75% 09/01/2026
            87161CAE587161CAE5
Synovus Financial Corp 4.875% NTS 02/15/13
            87161CAG087161CAG0
SYNOVUS FINL CORP SUB NT 5.125% 06/15/17
            871829AD9871829AD9
Sysco Corporation 7.16% DEBS 4/15/27
            871829AF4871829AF4
Sysco Corporation 6.500% DEB 08/01/28
            871829AJ6 871829AJ6
Sysco Corporation 5 3/8% NTS 9/21/35
            871829AK3871829AK3
Sysco Corp 4.2% SR NTS 2/12/13
            871829AL1 871829AL1
Sysco Corp 5.25% SR NTS 2/12/18
            871829AM9  871829AM9
SYSCO CORP 5.375% SR NTS 03/17/19
            871829AN7871829AN7
SYSCO CORP 6.625 03/17/39
           87182RAC187182RAC1
Sysco International 6.1% GTD NTS 6/1/12
           871924AE6871924AE6
SYN TREAS OFF-THE-RUN 6.00% 94-5 02/15/12
           871928AJ6 871928AJ6
STRUCT PRODUCTS TIERS (IBM 97-4) 6/1/17
           871928AU1871928AU1
STRUCT PRODUCTS TIERS (APA 97-8) 8/15/17
           871928BF3 871928BF3
STRUCT PRODUCTS TIERS (JPM 98-2) 12/24/12
           871928BK2871928BK2
STRUCT PRODUCTS TIERS (MOT 98-5) 4/1/18
           872375AP5872375AP5
TECO Energy 6.75% SR NTS 5/1/15
           872384AA0872384AA0
Teppco Partners LP 7.625% SR NTS 02/15/12
           872384AB8872384AB8
TEPPCO Partners LP 6.125% SR NTS 02/01/13
           872384AD4872384AD4
TEPPCO Partners 5.9% SR NTS 4/15/13
           872384AE2872384AE2
TEPPCO Partners 6.65% SR NTS 4/15/2018
           872384AF9872384AF9
TEPPCO Partners 7.55% SR NTS 4/15/38
           87243BAB587243BAB5
Boardwalk Pipeline 5.20% 06/01/2018
           872456AA6872456AA6
TELECOM ITALIA CAPITAL 7.175% 06/18/19
            6.95% SR NTS
                       872540AM1
TJX COS INC872540AM1 04/15/19
            NEW SR NT 4.2% 08/15/15
TJX COS INC872540AN9872540AN9
TRW INC NT      6.65% 01/15/28
           872649AQ1872649AQ1
           872649BH0872649BH0
TRW INC DEB 7.75% 06/01/29
            MEDTERMNTS BK EN FR
TRW INC SR87265CAD287265CAD2 9.25% 12/30/2011
            MEDTERMNTS BK EN PUT 9.35% 06/04/20
TRW INC SR87265CAH387265CAH3
            MEDTERMNTS BK EN FR
TRW INC SR87265CAU487265CAU4 9.375% 04/15/2021
           87425EAE387425EAE3
Talisman Energy 7.25% DEBS 10/15/27
           87425EAG887425EAG8
Talisman Energy 5.125% DEBS 5/15/15
           87425EAH687425EAH6
Talisman Energy 5.75% NTS 5/15/35
           87425EAJ2 NTS 2/1/37
Talisman Energy 5.85%87425EAJ2
           87425EAK987425EAK9
Talisman Energy 6.25% NTS 2/1/38
           87425EAL7 87425EAL7
TALISMAN ENERGY 7.75% SR NTS 06/01/19
           87425EAM5FIXED RT NT
TALISMAN ENERGY INC87425EAM5 3.75% 02/01/2021
           875127AS1875127AS1
Tampa Electric 6.875% NTS 6/15/12
           875127AU6875127AU6
Tampa Electric 6.375% NTS 8/15/12
           875127AV4875127AV4
Tampa Electric 6.55% NTS 5/15/36
           875127AW2   875127AW2
TAMPA ELEC CO NT 6.15% 05/15/37
           875127AX0875127AX0
Tampa Electric 6.1% NTS 5/15/18
           875484AD9875484AD9
TANGER PPTYS LTD PARTNERSHIP SR NT 6.15% 11/15/15
            7.000% DEB 07/15/31
Target Corp87612EAF387612EAF3
            5.875% NTS 03/01/12
Target Corp87612EAH987612EAH9
            6.350% DEB 11/01/32
Target Corp87612EAK287612EAK2
            4.000% NTS 87612EAM8
Target Corp87612EAM8 06/15/13
           87612EAN687612EAN6
TARGET CORP SR NT 5.875% 07/15/2016
           87612EAP187612EAP1
TARGET CORP NT 5.375% 05/01/2017
           87612EAR787612EAR7
TARGET CORP NT 6.5% 10/15/2037
           87612EAS587612EAS5
TARGET CORP FR 6% 01/15/2018
           87612EAT387612EAT3
TARGET CORP FR 5.125% 01/15/2013
           87612EAU087612EAU0
TARGET CORP FR 7% 01/15/2038
           87612EAV887612EAV8
TARGET CORPORATION 3.875% Sr Unsecured 7/15/20
           87612EAW6   87612EAW6
TARGET CORP 1.125% SR NTS 07/18/14
            4.875% NTS 5/15/18
Target Corp87612FAB987612FAB9
             878742AD7878742AD7
TECK RESOURCES LTD NT 7% 09/15/12
             878742AE5878742AE5
TECK RESOURCES LTD SR NT 6.125% 10/01/35
             878742AF2878742AF2
TECK RESOURCES LTD SR NT 5.375% 10/01/15
             878742AJ4 878742AJ4
TECK RESOURCES LTD GTD SR NT9.75% 05/15/14
             878742AM7  878742AM7
TECK RESOURCES LTD GTD SRNT10.25% 05/15/16
             878742AQ8878742AQ8
TECK RESOURCES LTD GTD SRNT10.75% 05/15/19
             878742AR6878742AR6
TECK RESOURCES LIMITED GTD FIXED RT NT 3.85% 08/15/2017
             878742AS4878742AS4
TECK RESOURCES LIMITED GTD FIXED RT NT 6% 08/15/2040
             878742AT2878742AT2
TECK RESOURCES LIMITED GTD FIXED RT NT 4.5% 01/15/2021
             87875UAC687875UAC6
Teco Finance 6.75% GTD NTS 5/1/15
             87875UAH5  87875UAH5
Teco Finance 6.572% GTD NTS 11/1/17
             87875UAJ187875UAJ1
TECO FIN INC SR NT 4% 03/15/16
             87875UAK887875UAK8
TECO FIN INC SR NT 5.15% 03/15/20
             87900YAA187900YAA1
TEEKAY CORP 8.50% SR NTS 01/15/20
             879246AB2879246AB2
TELE NORTE LESTE PART S A NT 8% 12/18/13
             87927VAE887927VAE8
Telecom Italia Capital 5.25% NTS 11/15/13
             87927VAF587927VAF5
Telecom Italia Capital 6.375% GTD NTS 11/15/33
             87927VAL287927VAL2
Telecom Italia Capital 4.95% NTS 9/30/14
             87927VAM0  87927VAM0
Telecom Italia Capital 6% NTS 9/30/34
             87927VAQ187927VAQ1
Telecom Italia Capital 5.25% NTS 10/1/15
             87927VAR987927VAR9
Telecom Italia Capital 7.2% SR NTS 7/18/36
             87927VAU287927VAU2
Telecom Italia Capital 6.999% GTD NTS 6/4/18
             87927VAV087927VAV0
Telecom Italia Capital 7.721% GTD NTS 6/4/38
             87927VAW8 7927VAW8
                        8
TELECOM ITALIA CAP GTD SRNT6.175% 06/18/14
              6.875% 06/1/19
Teleflex Inc.879369AB2879369AB2
             879385AD4879385AD4
Telefonica Europe BV 8.25% GTD NTS 9/15/30
             87938WAB9  87938WAB9
TELEFONICA EMISIONES S.A.U. FIXED RATE 6.421% SR NTS 06/20/16
             87938WAC7  87938WAC7
TELEFONICA EMISIONES S.A.U. FIXED RATE 7.045% SR NTS 06/20/36
             87938WAE3  87938WAE3
Telefonica Emisiones SAU Floating Rate 2/04/2013
             87938WAF0  87938WAF0
Telefonica Emisiones SAU 5.855% GTD NTS 2/4/13
             87938WAG87938WAG8
                        8
Telefonica Emisiones SAU 6.221% GTD NTS 7/3/17
             87938WAH6 S.A.U SR NTS
                        8
TELEFONICA EMISIONES,7938WAH6 07/15/2019
             87938WAJ287938WAJ2
TELEFONICA EMISIONES, S.A.U. SR NTS 01/15/2015
             87938WAK9  87938WAK9
TELEFONICA, S.A. 2.582% FIXED RATE SR NTS 04/26/2013
             87938WAL7  87938WAL7
TELEFONICA, S.A. 3.729% FIXED RATE SR NTS 04/27/2015
             87938WAM5  87938WAM5
TELEFONICA, S.A. 5.134% FIXED RATE SR NTS 04/27/20
             87938WAN3 S.A.U FIXD
                        8
TELEFONICA EMISIONES,7938WAN3 RATE 3.992 SR NTS 02/16/16
             87938WAP8  87938WAP8
TELEFONICA EMISIONES, S.A.U.5.462% SR NTS 02/16/21
              DE MEXICO S A B SR NT
TELEFONOS879403AS2879403AS2 5.5% 01/27/2015
              DE MEXICO S A DE 8.75%
TELEFONOS879403AT0879403AT0 NTS1/31/2016
             879868AH0879868AH0
Temple Inland Inc 7.875% SR NTS 05/01/12
             879868AK3879868AK3
Temple Inland Inc 6.375% BDS 1/15/16
             879868AL1 879868AL1
Temple Inland Inc 6.625% BDS 1/15/18
             88033GAT788033GAT7
TENET HEALTHCARE CORP 6 3/8% NTS 12/01/2011 called for redemption 012709
             88033GAV288033GAV2
TENET HEALTHCARE CORP 6 7/8% NTS 11/15/2031
             88033GAW08033GAW0
                        8
TENET HEALTHCARE CORP 6 1/2% NTS 06/01/2012
             88033GAY688033GAY6
TENET HEALTHCARE CORP 7.375% NTS 2/1/2013
           88033GBA788033GBA7
TENET HEALTHCARE CORP 9.875%NTS 07/01/2014
           88033GBC388033GBC3
TENET HEALTHCARE CORP 9.25 NTS 02/01/2015
           88033GBE988033GBE9
TENET HEALTHCARE CORP SR SECD NT 9% 05/01/2015
           88033GBG488033GBG4
TENET HEALTHCARE CORP SR SECD NT 10% 05/01/2018
           88033GBJ8 88033GBJ8
TENET HEALTHCARE CORP SR SECD NT 8.875% 07/01/2019
           88033GBM1 8033GBM1
                     8
TENET HEALTHCARE CORP FIXED NOTE 8% 08/01/2020
           880349AK1880349AK1
Tenneco Inc. 8.125% GTD NTS 11/15/15
           880370BP5880370BP5
TENNECO INC DEB 7.25% 12/15/25
           GAS PIPELINE CO DEB
TENNESSEE 880451AJ8 880451AJ8        6% 12/15/11
           GAS PIPELINE CO DEB
TENNESSEE 880451AS8880451AS8         7% 03/15/27
           GAS PIPELINE CO DEB
TENNESSEE 880451AT6880451AT6 7.5% 04/01/17
           GAS PIPELINE CO DEB
TENNESSEE 880451AU3880451AU3 7.625% 04/01/37
           GAS PIPELINE CO DEB
TENNESSEE 880451AV1880451AV1         7% 10/15/28
           GAS PIPELINE
                     880451AW9
TENNESSEE 880451AW9 CO NT 8.375% 06/15/32
           GAS PIPELINE CO SR NT
TENNESSEE 880451AY5880451AY5 8% 02/01/16
           VALLEY AUTH 8 1/4%
TENNESSEE 880591BL5 880591BL504/15/42
           VALLEY AUTH 6.235%
TENNESSEE 880591CF7 880591CF707/15/45
           VALLEY AUTH 6 3/4%
TENNESSEE 880591CJ9 880591CJ9 11/1/25
           VALLEY AUTH 5.98% 04/01/36
TENNESSEE 880591CK6880591CK6
           VALLEY AUTH 6.15% BDS
TENNESSEE 880591CP5880591CP5 01/15/2038
           VALLEY AUTH 5.88% 4/1/36
TENNESSEE 880591CS9 880591CS9
           VALLEY AUTH 6 1/4% 12/15/2017
TENNESSEE 880591CU4880591CU4
           VALLEY AUTH
                     880591CW0
TENNESSEE 880591CW0 6% 03/15/13
           VALLEY AUTH 5.35% BP
TENNESSEE 880591DC3880591DC3 BDS 06/07/2021
           VALLEY AUTH 7.14% BDS
TENNESSEE 880591DL3880591DL3 5/23/2012
           VALLEY AUTH
                     880591DM1
TENNESSEE 880591DM1 7 1/8% BDS 5/1/2030
           VALLEY AUTH 5.625%BP
TENNESSEE 880591DP4880591DP4 BDS 06/07/2032
           VALLEY AUTH 4 7/8% NTS 12/15/16
TENNESSEE 880591DS8880591DS8
           VALLEY AUTH 6.790%
TENNESSEE 880591DT6880591DT6BDS 05/23/2012
           VALLEY AUTH 4.625% BDS 6/7/2043
TENNESSEE 880591DU3880591DU3
           VALLEY AUTH 4.70% BDS
TENNESSEE 880591DV1880591DV1 07/15/2033
           VALLEY AUTH 4.750% NTS
                     8
TENNESSEE 880591DW9 80591DW9 8/1/2013
           VALLEY AUTH. 4.65% BDS
TENNESSEE 880591DX7880591DX7 6/15/2035
           VALLEY AUTH 4 3/8 BDS
TENNESSEE 880591DY5880591DY5 06/15/2015
           VALLEY AUTHORITY 5 3/8
TENNESSEE 880591DZ2880591DZ2 NTS 4/1/2056
           880591EA6880591EA6
Tennessee Valley Authority 5.5% GLB PWR BDS Series A 7/18/17
           880591EB4880591EB4
Tennessee Valley Authority 4.875% GLB PWR BDS 1/15/48
           880591EC2880591EC2
Tennessee Valley Authority 4.5% NTS 4/1/18
           VALLEY AUTHORITY 5.25% GLOBAL POWER BONDS 2009 SERIES C 09/15/39
TENNESSEE 880591EH1880591EH1
           880591EJ7 880591EJ7
TENN VALLEY AUTHORITY 4.625% SR NTS 09/15/60
           VALLEY AUTHORITY 3.875% GLOBAL POWER BONDS SER A 02/15/21
TENNESSEE 880591EL2 880591EL2
           8% SR NTS 11/15/17
Terex Corp.880779AU7880779AU7
           880779AW3 880779AW3
TEREX CORP NEW SR NT 10.875% 06/01/16
           880812AB8880812AB8
TERM RR ASSN ST LOUIS 4% 7/1/19
           881609AQ4881609AQ4
Tesoro Corp. 6.25% GTD NTS 11/1/12
           881609AS0881609AS0
Tesoro Corp. 6.625% GTD NTS 11/1/15
           881609AT8881609AT8
Tesoro Corp 6.5% GTD NTS 6/1/17
            881609AW1  881609AW1
TESORO CORP SR NT 9.75% 06/01/19
            881685AN1881685AN1
Texaco Capital 9.75% due 3/15/2020
            881685AV3881685AV3
Texaco Capital 8.875% due 9/1/2021
            881685AX9881685AX9
Texaco Capital 8.625% due 11/15/2031
            881685AY7881685AY7
Texaco Capital 8.625% due 4/1/2032
            881685BB6881685BB6
Texaco Capital 8% due 8/1/2032
            881685BD2881685BD2
Texaco Capital 7.5% due 3/1/2043
            88168LAG188168LAG1
TEXACO CAP INC MTNS B E FR 8.875% 02/15/21
            88168LCV688168LCV6
TEXACO CAP INC MTNS B E FR 7.84% 02/15/33
            882389CC1882389CC1
TEXAS EASTN TRANSMISSION CORP SR NT 7% 07/15/32
            882440AN0882440AN0
TEXAS GAS TRANSMISSION CORP DEB 7.25% 07/15/27
            882440AS9882440AS9
TEXAS GAS TRANSMISSION CORP NT 4.6% 06/01/15
             INC GTD SR NT 9.25% 08/15/2020
TEXAS INDS882491AQ6882491AQ6
            882508AP9882508AP9
Texas Instrument Inc. 0.875% 05/15/13
            882508AQ7882508AQ7
Texas Instrument Inc. 1.375% 05/15/14
            882508AR5882508AR5
Texas Instrument Inc. 2.375% 05/16/16
            88319QG5688319QG56
TEXTRON FINANCIAL CORP 5.125% 08/15/2014
            88319QL6888319QL68
TEXTRON FINL CORP MTN BE FR 6.2% 07/17/37
            88319QM59 4/28/13
                       NTS
Textron Financial 5.4% 88319QM59
            6.500% NTS 06/01/12
Textron Inc 883203BH3883203BH3
             5.6% NTS 883203BL4
Textron Inc.883203BL412/1/17
            883203BP5883203BP5
TEXTRON INC NT 6.2% 03/15/15
            883203BQ3883203BQ3
TEXTRON INC NT 7.25% 10/01/19
            883556AP7883556AP7
Thermo Fisher 5% SR NTS 6/1/15
            883556AS1883556AS1
THERMO FISHER SCIENTIFIC INC SR NT 3.2% 05/01/15
            883556AT9883556AT9
THERMO FISHER 4.7% SR NTS 05/01/20
            883556AU6883556AU6
THERMO FISHER SCIENTIFIC INC SR NT 3.25% 11/20/2014
            883556AV4883556AV4
THERMO FISHER SCIENTIFIC INC SR NT 2.15% 12/28/2012
            883556AW2  883556AW2
THERMO FISHER SCIENTIFIC 2.05% SR NTS 02/21/14
            883556AX0883556AX0
THERMO FISHER SCIENTIFIC 4.50% SR NTS 03/01/21
            883556AY8883556AY8
THERMO FISHER SCIENTIFIC 3.2% SR NTS 03/01/16
            883556AZ5883556AZ5
Thermo Fisher Scientific, Inc. 3.6% 08/15/21
            883556BA9883556BA9
Thermo Fisher Scientific, Inc. 2.25% 08/15/16
            BETTS CORP SR NT 5.625% 11/15/21
THOMAS & 884315AG7884315AG7
            884903AT2884903AT2
Thomson Corp 5.25% NTS 8/15/13
            884903AY1884903AY1
Thomson Corp 5.5% NTS 8/15/35
            884903AZ8884903AZ8
Thomson Corp 5.7% NTS 10/1/14
            884903BA2884903BA2
Thomson Reuters 5.95% NTS 7/15/13
            884903BB0884903BB0
Thomson Reuters 6.5% NTS 7/15/18
            884903BG9884903BG9
THOMSON REUTERS CORP NT 4.7% 10/15/19
            884903BH7884903BH7
THOMSON REUTERS CORP NT 5.85% 04/15/40
            884903BK0884903BK0
Thomson Reuters Corp. 3.95% 09/30/21
            88579EAC988579EAC9
3M Company 5.7% MTNs 3/15/37
            88579EAD788579EAD7
3M Co 4.65% MTNs 12/15/12
            88579EAE588579EAE5
3M Company 4.375% MTNs 8/15/13
            88579YAD388579YAD3
3M Company 1.375% 09/29/16
            88633PAB088633PAB0
TICKETMASTER ENTMT INC SR NT 10.75% 08/01/16
           886525AA2886525AA2
STRUCT PRODUCTS CORP TIERS 8.85% 2/15/27
           886525AE4886525AE4
STRUCT PRODUCTS CORP 8.0% 07/15/2037
           887315AK5887315AK5
TIME WARNER COMPANIES INC NT 9.125% 01/15/13
           887315AM1 DEBS 2/1/23
Time Warner Inc 9.15%887315AM1
           887315AY5887315AY5
TIME WARNER COMPANIES INC DEB 6.875% 06/15/18
           887315BA6887315BA6
TIME WARNER COMPANIES INC DEB 8.05% 01/15/16
           887315BB4887315BB4
TIME WARNER COMPANIES INC DEB 6.85% 01/15/26
           887315BH1887315BH1
Time Warner Inc 7.570% GTD DEB 02/01/24
           887315BJ7 887315BJ7
Time Warner Inc 7.250% GTD DEB 10/15/17
           887315BM0   887315BM0
TIME WARNER COMPANIES INC GTD DEB 6.95% 01/15/28
           887315BN8887315BN8
Time Warner Inc 6.625% DEB 05/15/29
           887317AC9887317AC9
Time Warner Inc 5.875% NTS 11/15/16
           887317AD7887317AD7
Time Warner Inc 6.5% DEBS 11/15/36
           887317AE5887317AE5
TIME WARNER INC DEB 6.2% 03/15/40
           887317AF2887317AF2
TIME WARNER INC SR NT 4.875% 03/15/20
           887317AG0887317AG0
TIME WARNER INC NEW GTD FIXED RT NT 4.7% 01/15/2021
           887317AH8887317AH8
TIME WARNER INC NEW FIXED RT DEB 6.1% 07/15/2040
           887317AJ4 887317AJ4
TIME WARNER INC NEW GTD FIXED RT NT 3.15% 07/15/2015
           887317AK1887317AK1
TIME WARNER INC. 4.75% 03/29/21
           887317AL9 887317AL9
TIME WARNER INC. 6.25% 03/29/41
           887317AM7   887317AM7
TIME WARNER INC. 5.375% 10/15/41
           887317AN5887317AN5
TIME WARNER INC. 4.0% 01/15/22
           88731EAC488731EAC4
TIME WARNER ENTMT CO LP SR NT 10.15% 05/01/2012
           88731EAD288731EAD2
TIME WARNER ENTMT CO LP SR NT 8.875% 10/01/12
           88731EAF788731EAF7
TIME WARNER ENTMT CO LP SR DEB 8.375% 03/15/23
           88731EAJ9 CO LP SRSUBDB 8.375% 07/15/33
TIME WARNER ENTMT 88731EAJ9
           88732JAG388732JAG3
Time Warner Cable 5.4% GTD NTS 7/2/12
           88732JAH1 88732JAH1
Time Warner Cable 5.85% GTD NTS 5/1/17
           88732JAJ7 88732JAJ7
Time Warner Cable 6.55% GTD NTS 5/1/37
           88732JAK4 88732JAK4
Time Warner Cable 6.2% SR NTS 7/1/13
           88732JAL2 88732JAL2
Time Warner Cable 6.75% SR NTS 7/1/18
           88732JAN888732JAN8
Time Warner Cable 7.3% SR NTS 7/1/38
           88732JAP3 88732JAP3
Time Warner Cable 8.75% GTD NTS 2/14/19
           88732JAQ188732JAQ1
Time Warner Cable 8.25% GTD NTS 2/14/14
           88732JAR9 88732JAR9
TIME WARNER CABLE INC 7.50% 04/01/14
           88732JAS7 88732JAS7
TIME WARNER CABLE INC 8.25% 04/01/19
           88732JAU288732JAU2
TIME WARNER CABLE INC 6.75% 06/15/39
           88732JAV0 88732JAV0
TIME WARNER CABLE INC 3.50% 02/01/15
           88732JAW888732JAW8
TIME WARNER CABLE INC. 5.0% 02/01/2020
           88732JAX6 88732JAX6
TIME WARNER CABLE INC. 4.125% SR NTS 02/15/21
           88732JAY4 88732JAY4
TIME WARNER CABLE INC. 5.875% 11/15/40
           88732JAZ1 88732JAZ1
TIME WARNER CABLE INC. 5.75% SR NTS 06/02/31
           88732JBA5 88732JBA5
TIME WARNER CABLE INC. 4.0% 09/01/41
           88732JBB3 88732JBB3
TIME WARNER CABLE INC. 5.50% 09/01/41
            SR NT 6% 09/15/14
TIMKEN CO887389AG9887389AG9
           INC ILL SR NT 8% 01/15/12
                       8
TITAN INTL 88830MAD4 8830MAD4
           889175BD6889175BD6
TOLEDO EDISON CO SR NT 6.15% 05/15/37
           889175BE4889175BE4
TOLEDO EDISON CO SR SEC NT7.25% 05/01/20
           88947EAA888947EAA8
TOLL BROS FINANCE CORP 6.875% NTS 11/15/2012
           88947EAC488947EAC4
TOLL BROTHERS FINANCE 5.950% NTS 9/15/2013
           88947EAE088947EAE0
TOLL BROS FINANCE CORP 4.950% NTS 3/15/2014
           88947EAG588947EAG5
TOLL BROTHERS FINC CORP 5.15% NTS 5/15/15
           88947EAH388947EAH3
TOLL BROS FINANCE CORP 8.91% 10/15/17
           88947EAJ9 88947EAJ9
TOLL BROS FINANCE CORP 6.75% 11/01/19
           891027AF1891027AF1
Torchmark Corp 7.875% NTS 05/15/23
           891027AG9891027AG9
Torchmark Corp 7.375% NTS 08/01/13
           891027AN4891027AN4
Torchmark Corp 6.375% NTS 06/15/16
           891027AP9891027AP9
TORCHMARK CORP 9.25% SR NTS 06/15/19
           891092AD0891092AD0
Toro Company 7.800% DEB 06/15/27
           891092AE8891092AE8
TORO CO NT 6.625% 05/01/37
           89114QAE889114QAE8
TORONTO DOMINION BANK 2.375% SR NTS 10/19/16
           891490AR5891490AR5
TOSCO CORP DEB      7.8% 01/01/27
           891490AS3891490AS3
TOSCO CORP DEB      7.9% 01/01/47
           891490AT1891490AT1
TOSCO CORP NT 8.125% 02/15/30
           89152UAA089152UAA0
TOTAL CAPITAL GTD NT 3.125% 10/02/15
           89152UAB889152UAB8
TOTAL CAPITAL GTD NT 4.25% 12/15/21
           89152UAC689152UAC6
TOTAL CAPITAL SA 3.0% 06/24/15
           89152UAD4  89152UAD4
TOTAL CAPITAL SA 4.45% 06/24/20
           89152UAE289152UAE2
TOTAL CAPITAL SA 2.3% 03/15/16
           89153UAB789153UAB7
TOTAL CAPITAL CANADA LTD 1.625% 01/28/14
           89233P3T189233P3T1
TOYOTA MTR CRD CORP MTN BE FR 1.9% 12/05/12
           89233P3Z7 89233P3Z7
TOYOTA MTR CRD CORP MTN BE FR 2% 01/29/13
           89233P4B989233P4B9
TOYOTA MOTOR CREDIT CORP % SR NTS 06/17/15
           89233P4H689233P4H6
TOYOTA MOTOR CREDIT CORP 1.375% SR NTS 08/12/13
           89233P4R489233P4R4
TOYOTA MOTOR CREDIT CORP 2.8% SR NTS 01/11/16
           89233PC3889233PC38
TOYOTA MTR CRD CORP MTN BE FR 5.17% 01/11/12
           89233PSK3 89233PSK3
TOYOTA MTR CRD CORP MTN BE FR 4.27% 03/30/2014
           89233PY5989233PY59
Toyota Motor Credit Variable Rate NTS 6/18/18
           89240AGY089240AGY0
TOYOTA MTR CR CORP TMCC CORENO CALL 6% 07/20/37
           89240AHK989240AHK9
TOYOTA MTR CR CORP TMCC CORENO CALL 6% 08/20/37
           89240AHQ6TMCC CORENO CALL 6% 09/21/37
TOYOTA MTR CR CORP 89240AHQ6
            CORP SR NT 6.75% 07/15/12
TRANSALTA89346DAA589346DAA5
            CORP SR NT 5.75% 12/15/13
TRANSALTA89346DAB389346DAB3
           89346DAC189346DAC1
TransAlta Corp 6.65% NTS 5/15/18
            CORP SR NT 4.75% 01/15/15
TRANSALTA89346DAD989346DAD9
            CORP SR NT 6.5% 03/15/40
TRANSALTA89346DAE789346DAE7
           893521AA2893521AA2
TRANSATLANTIC HLDGS INC SR NT 5.75% 12/14/2015
           893521AB0893521AB0
TRANSATLANTIC HOLDINGS 8.0% SR NTS 11/30/39
           8935268Y28935268Y2
TRANS-CANADA PIPELINES 7.125% NTS 01/15/19
           8935268Z9 8935268Z9
TRANS-CANADA PIPELINES 7.625% SR NTS 01/15/39
           893526BY8893526BY8
Trans-Canada Pipeline 9.875% DEBS 1/1/21
           893526CC5893526CC5
Trans-Canada 8.625% DEBS 5/15/12
           893526DF7893526DF7
TRANSCANADA CORP SR NT 5.6% 03/31/34
           893526DG5893526DG5
Trans-Canada Pipelines 4.875% SR NTS 1/15/15
           893526DH3893526DH3
TRANS-CANADA PIPELINES 3.40% 06/01/15
           893526DJ9 893526DJ9
TRANS-CANADA PIPELINES 6.10% 06/01/40
           893526DK6893526DK6
TRANS-CANADA PIPELINES 3.8% SR NTS 10/01/20
           89352HAA789352HAA7
Trans-Canada Pipeline 4% SR NTS 6/15/2013
           89352HAB589352HAB5
Trans-Canada Pipelines 5.85% BDS 3/15/36
           89352HAD189352HAD1
Trans-Canada Pipelines 6.2% SR NTS 10/15/37
           89352HAE989352HAE9
Trans-Canada Pipelines 7.25% SR NTS 8/15/38
           89352HAF689352HAF6
Trans-Canada Pipelines 6.5% SR NTS 8/15/18
           89352LAB689352LAB6
Trans-Canada Pipelines 7.69% NTS 6/30/16
           89352LAC489352LAC4
TRANSCANADA PIPELINES MTN BE FR 7.06% 10/14/25
           89352LAG589352LAG5
Trans-Canada Pipelines 7.7% NTS 6/15/29
           893570BL4 893570BL4
Transcontinental Gas Pipe 7.08% DEBS 7/15/26
           893570BM2   893570BM2
Transcontinental Gas Pipe 7.25% DEBS 12/1/26
           893570BT7893570BT7
Transcontinental Gas 8.875% NTS 7/15/12
           893570BW0   893570BW0
Transcontinental Gas Pipe 6.4% SR NTS 4/15/16
           893570BY6893570BY6
TRANSCONTINENTAL GAS PIPE LINE SR NT 6.05% 06/15/18
             Inc 7.45% 04/15/2027
TransOcean893817AA4893817AA4
             Inc 8.00% 04/15/2027
TransOcean893817AB2893817AB2
             Inc 7.50% 4/15/2031
TransOcean893830AF6893830AF6
             Inc 7.375% 04/15/2018
TransOcean893830AK5893830AK5
            5.25% SR NTS 3/15/13
Transocean893830AR0893830AR0
            Inc. 6% SR NTS 3/15/18
Transocean893830AS8893830AS8
            Inc. 6.8% SR NTS 3/15/38
Transocean893830AT6893830AT6
           893830AX7893830AX7
TRANSOCEAN INC. 4.95% 11/15/15
           893830AY5893830AY5
TRANSOCEAN INC 6.50% 11/15/20
            PPTY CAS CORP NT
TRAVELERS 893939AE8893939AE8 7.75% 04/15/26
           89417EAB589417EAB5
Travelers Companies 5.375% NTS 6/15/12
           89417EAC389417EAC3
Travelers Companies 5.75% NTS 12/15/17
           89417EAD189417EAD1
Travelers Companies 6.25% SR NTS 6/15/37
           89417EAE989417EAE9
Travelers Companies 5.8% SR NTS 5/15/18
            COMPANIES INC SR NT
TRAVELERS 89417EAF689417EAF6 5.9% 06/02/19
            COS INC FIXED RT SR NT
TRAVELERS 89417EAG489417EAG4 3.9% 11/01/2020
            COS INC FIXED RT SR NT
TRAVELERS 89417EAH289417EAH2 5.35% 11/01/2040
            PPTY CAS CORP NEW SR
TRAVELERS 89420GAE989420GAE9 NT 6.375% 03/15/33
            PPTY CAS CORP NEW SR
TRAVELERS 89420GAJ889420GAJ8 NT 5% 03/15/13
           89465F206 89465F206
MS STRUCTURED ASSET CORP 5.850 NTS 08/01/2035
           89465GAA389465GAA3
MS STRUCTURED ASSET CORP NTS 02/15/2034
           89469AAA289469AAA2
TREEHOUSE FOODS INC 7.75% SR NTS 03/01/18
           89579KAE989579KAE9
TRIAD HOSPS INC SR SUB NT 7% 11/15/2013
           89579KAF689579KAF6
TRIAD HOSPS INC SR NT 7% 05/15/2012
           896678AD1896678AD1
TRINOVA CORP DEB 7.875% 06/01/26
           896818AD3896818AD3
TRIUMPH GROUP INC NEW SR SUB NT 8% 11/15/17
           896818AF8896818AF8
TRIUMPH GROUP INC NEW GTD SR NT 8.625% 07/15/2018
           898813AK6898813AK6
TUCSON ELECTRIC POWER 5.15% SR NTS 11/15/21
           900262AR7900262AR7
Turner Broadcasting Senior Notes 8.375% 07/01/2013
           INTERNATIONAL GROUP
AMERICAN 90130NAB990130NAB9 INC, NEW YORK, NY SR NT 5.9% 12/15/2013
           902118BK3902118BK3
Tyco International 6% due 11/15/2013
             902118BL1 902118BL1
TYCO INTERNATIONAL FINANC 8.50% 01/15/2019
             902118BM9  902118BM9
TYCO INTERNATIONAL FINANCIAL 4.125% 10/15/14
             902118BN7902118BN7
TYCO INTERNATIONAL FINANCE 3.375% 10/15/15
             902118BP2902118BP2
TYCO INTERNATIONAL FINANCIAL 3.75% 01/15/18
             902133AE7902133AE7
TYCO ELECTRONICS GROUP 6.00% 10/01/12
             902133AF4902133AF4
TYCO ELECTRONICS GROUP 6.55% 10/01/17
             902133AG2902133AG2
TYCO ELECTRONICS GROUP 7.125% 10/01/37
             902133AK3902133AK3
TYCO ELECTRONICS GROUP 4.875% 01/15/21
             9021EQAC89021EQAC8
Tyco International Finance 7% GTD NTS 12/15/19
             9021EQAD6  9021EQAD6
Tyco International Finance 6.875% GTD NTS 1/15/21
             902494AD5902494AD5
Tyson Foods Inc 7.000% NTS 01/15/28
             902494AF0902494AF0
Tyson Foods Inc 7.000% NTS 05/01/18
             Inc. 6.6% SR NT 4/1/16
Tyson Food902494AN3902494AN3 multi step bond
             902494AS2902494AS2
TYSON FOODS INC GTD SRNT 10.5% 03/01/14
             902549AF1902549AF1
UAL CORP SR SUB NT 6% 02/01/2031
             90261XBY790261XBY7
UBS AG BRH MTN SR DEP NT BE SB FR 5.875% 07/15/2016
             90261XEM0  90261XEM0
UBS AG BRH MTN SR DEP NT BE FR 5.875% 12/20/2017
             90261XFA590261XFA5
UBS AG BRH MTN SR DEP NT BE SR NT 5.75% 04/25/2018
             90261XFW7  90261XFW7
UBS AG BRH MTN SR DEP NT BE FR 2.75% 01/08/2013
             90261XFY3 90261XFY3
UBS AG BRH MTN SR DEP NT BE SR NT 3.875% 01/15/2015
             90261XGD890261XGD8
UBS AG STAMFORD CT 4.875% SR NTS 08/04/20
             90261XGF390261XGF3
UBS AG STAMFORD CT 2.25% SR NTS 08/12/13
             90261XGX490261XGX4
UBS AG STAMFORD CT 2.25% SR NTS 01/28/14
             90264AAA790264AAA7
UBS PR FD TRUST V 6.243 TR PFD SEC 05/15/2016
             90265EAA890265EAA8
UDR Inc. 5.5% SR NTS 4/1/14
              5.753% SR NTS 9/30/16
UGI Utilities902691AD6902691AD6
             902691AE4902691AE4
UGI UTILS INC SR NT 6.206% 09/30/36
              6.375% SR NTS 9/30/13
UGI Utilities902691AF1902691AF1
             90269QAM1 5.16% 05/15/2015
                        FR
UGI UTILS INC MTN BR 90269QAM1
             90269QAN9 5.64% 12/01/2015
                        FR
UGI UTILS INC MTN BR 90269QAN9
             902748AA0902748AA0
UIL HOLDINGS CORP 4.625% SR NTS 10/01/20
             902905AK4902905AK4
USX-MARATHON GROUP DEB 9.375% 02/15/2012
             902905AL2 902905AL2
USX-MARATHON GROUP DEB 9.375% 05/15/2022
             902905AM0  902905AM0
USX-MARATHON GROUP DEB 9.125% 01/15/2013
             902905AN8902905AN8
USX-MARATHON GROUP DEB 8.5% 03/01/2023
             902905AQ1902905AQ1
USX-MARATHON GROUP DEB 8.125% 07/15/2023
             NT 6.625% 07/15/12
UST INC SR 902911AM8    902911AM8
             NT 5.75% 03/01/18
UST INC SR 902911AN6902911AN6
             7.125% SR NTS 12/15/17
USA Waste 902917AF0902917AF0
             7% SR NTS 7/15/28
USA Waste 902917AH6902917AH6
             902973AV8902973AV8
US BANCORP 3.442% 02/01/16
             903192AA0903192AA0
UnumProvident 6.75% NTS 12/15/28
             903293AR9903293AR9
USG Corp 6.3% SR NTS 11/15/16
             903293AS7903293AS7
USG Corp 7.75% SR NTS 1/15/18
             90331HKP790331HKP7
US BANK NA 4.95% 10/30/14
              ASSN MINNEAPOLISMTN
US BK NATL90331HLG690331HLG6 FR 5.92% 05/25/2012
             90333WAB4  90333WAB4
US BANK NA 6.30% 02/04/14
             DIAMOND SHAMROCK
ULTRAMAR904000AA4904000AA4 CORP SR NT 7.2% 10/15/17
             DIAMOND SHAMROCK
ULTRAMAR904000AB2904000AB2 CORP SR NT 6.75% 10/15/37
             DIAMOND SHAMROCK
ULTRAMAR904000AC0904000AC0 CORP SR NT 7.45% 10/15/97
             904677AG6904677AG6
Unifi Inc. 11.5% NTS 5/15/14
             904764AH0904764AH0
Unilever Capital 5.9% GTD NTS 11/15/32
             904764AJ6 904764AJ6
UNILEVER CAP CORP GTD SR NT3.65% 02/15/2014
             904764AK3904764AK3
UNILEVER CAP CORP GTD SR NT 4.8% 02/15/2019
             904764AM9  904764AM9
Unilever Capital Corp. 4.25% 02/10/21
             904851AA0904851AA0
UNIONBANCAL CORP SUB NT 5.25% 12/16/2013
             90520GAA490520GAA4
UNION BK CALIFORNIA NA SB NT 5.95% 05/11/2016
             905581AQ7905581AQ7
UNION CARBIDE CORP DEB 6.79% 06/01/2025
             905581AR5905581AR5
Union Carbide 7.5% NTS 6/1/25
             905581AS3905581AS3
UNION CARBIDE CORP DEB 7.75% 10/01/2096
             906548BX9906548BX9
Union Electric Co 5.250% 1ST 09/01/12
             906548BY7906548BY7
Union Electric Co 5.500% 1ST 03/15/34
             906548BZ4906548BZ4
Union Electric Co 4.750% 1ST 04/01/15
             906548CA8906548CA8
UNION ELEC CO SR SEC NT 18 08/01/18
             906548CB6906548CB6
Union Electric Co 4.650% 1ST 10/01/13
             906548CC4906548CC4
Union Electric Co 5.500% NTS 05/15/14
             906548CD2906548CD2
Union Electric Co 5.000% NTS 02/01/20
             906548CE0906548CE0
UNION ELEC CO SR SEC NT 6.4% 06/15/17
             906548CF7 NT 6% 04/01/18
UNION ELEC CO SR SEC906548CF7
             906548CG5906548CG5
Union Electric 6.7% 1st MTG 2/1/19
             906548CH3906548CH3
UNION ELECTRIC CO 8.45 SR NTS 03/15/39
             906888AQ5906888AQ5
UNION LT HEAT & PWR CO DEB 5% 12/15/14
             907818AZ1907818AZ1
Union Pacific Corp 7.000% DEB 02/01/16
             907818BY3907818BY3
Union Pacific Corp 7.125% DEB 02/01/28
             907818CF3 907818CF3
Union Pacific Corp 6.625% DEB 02/01/29
             907818CN6907818CN6
Union Pacific Corp 6.125% NTS 01/15/12
             907818CP1907818CP1
Union Pacific Corp 6.500% NTS 04/15/12
             907818CS5 907818CS5
Union Pacific Corp 5.375% DEB 06/01/33
             907818CT3907818CT3
Union Pacific Corp 5.375% NTS 05/01/14
             907818CU0907818CU0
Union Pacific Corp 6.250% DEB 05/01/34
             907818CV8907818CV8
Union Pacific Corp 4.875% NTS 01/15/15
             907818CW6  907818CW6
Union Pacific 5.65% NTS 5/1/17
             907818CX4907818CX4
Union Pacific 6.15% DEBS 5/1/37
             CORP NT 5.45% 01/31/13
UNION PAC907818CY2907818CY2
             907818CZ9 NTS 11/15/17
Union Pacific 5.75% SR 907818CZ9
             907818DA3907818DA3
Union Pacific 5.7% NTS 8/15/18
             907818DB1907818DB1
Union Pacific 7.875% NTS 1/15/19
             907818DC9907818DC9
UNION PACIFIC CORP 5.125% SR NTS 02/15/14
             CORP 6.125% SR NTS 02/15/20
UNION PAC907818DD7907818DD7
             907818DF2907818DF2
Union Pacific Corp. 5.78% 07/15/40
             907818DG0907818DG0
Union Pacific Corp. 4% Sr Unsec 2/1/21
             907818DJ4 907818DJ4
Union Pacific Corp 4.75% 09/15/41
              8% nts due 10/15/12
Unisys Corp909214BJ6 909214BJ6CALLED FOR REDEMPTION
              12.5% SR NTS 1/15/16
Unisys Corp909214BL1 909214BL1
            6.625% 05/15/21
UNIT CORP 909218AB5909218AB5
            909440AP4909440AP4
United Auto Group 7.75% GTD NTS 12/15/16
            910197AC6910197AC6
United Dominion Realty Tr 8.500% DEB 09/15/24
            91019PCJ9 91019PCJ9
United Dominion Realty 5.13% MTNs 1/15/14
            91019PCN091019PCN0
United Dominion Realty 5% MTNs 1/15/12
            91019PCP591019PCP5
United Dominion Realty 5.25% SR NTS 1/15/15
            91019PCQ391019PCQ3
United Dominion Realty 5.25% NTS 1/15/16
            91019PCR191019PCR1
United Dominion Realty 6.05% SR NTS 6/1/13
            91019PCS9 91019PCS9
UDR, Inc. 4.25% 06/01/18
            911308AA2911308AA2
United Parcel Service 8.375% DEB 04/01/20
            911308BA1911308BA1
UPS OF AMERICA INC FR NTS 10/26/2049
            911312AG1911312AG1
United Parcel Service 4.5% SR NTS 1/15/13
            911312AH9911312AH9
United Parcel Service 5.5% SR NTS 1/15/18
            911312AJ5 911312AJ5
United Parcel Service 6.2% SR NTS 1/15/38
            911312AK2911312AK2
UNITED PARCEL SERVICE INC NT 5.125% 04/01/19
            911312AL0 911312AL0
UNITED PARCEL SERVICE INC NT 3.875% 04/01/14
            911312AM8  911312AM8
UNITED PARCEL 3.125% SR NTS 01/15/21
            911312AN6911312AN6
UNITED PARCEL SERVICE 4.875% SR NTS 11/15/40
            911365AU8911365AU8
UNITED RENTALS NORTH AMER INC SR NT 9.25% 12/15/19
            911365AV6911365AV6
UNITED RENTALS NORTH AMER INC SR NT 10.875% 06/15/16
            911365AW4  911365AW4
UNITED RENTAL NORTH AM 8.375% 09/15/20
            911596AL8 DEB 7.5% 06/01/2026
U S BANCORP ORE SUB911596AL8
            91159HGR591159HGR5
U S BANCORP MTNS BK ENT FR 4.2% 05/15/14
            91159HGS391159HGS3
US BANCORP 2.125% SR NTS 02/15/13
            91159HGT191159HGT1
U S BANCORP MTNS BK ENT SR NT-R 2.875% 11/20/14
            91159HGU8NTS 03/04/15
US BANCORP 3.15% SR 91159HGU8
            91159HGV6 ENT SR NT-R
U S BANCORP MTNS BK91159HGV6 3.125% 04/01/15
            91159HGW41159HGW4
                       9
US BANCORP 2.0% SR NTS 06/14/13
            91159HGX291159HGX2
US BANCORP 2.45% 07/27/15
            91159HGY091159HGY0
US BANCORP 1.375% 09/13/13
            91159HHA1  91159HHA1
US BANCORP 4.125% SR NTS 05/24/21
            91160HAA591160HAA5
US BANCORP 2.25% FDIC GTD 03/13/12
            91160HAC191160HAC1
US BANCORP 1.8% FDIC GTD 05/15/12
            911684AD0911684AD0
US Cellular 6.7% SR NTS 12/15/33
            912656AG0912656AG0
UNITED STATES STL CORP SR NT 7% 02/01/18
            912803AA1912803AA1
USA TREA 02/15/15 11 1/4% PRIN COM 2/15/15
            912803AQ6912803AQ6
USA TREA 02/15/19 8 7/8% PRIN COM 02/15/19
            912803AR4912803AR4
USA TREA 08/15/19 8 1/8% PRIN COM 8/15/19
            912803AS2912803AS2
USA TREA 2/15/20 8 1/2% PRIN COM 2/15/20
            912803AT0912803AT0
USA TREA 05/15/20 8 3/4% PRIN COM 05/15/20
            912803AU7912803AU7
USA TREA 08/15/20 8 3/4% PRIN COM 8/15/20
            912803AV5912803AV5
USA TREA 02/15/21 7 7/8% PRIN COM 02/15/21
            912803AW3  912803AW3
USA TREA 05/15/21 8 1/8% PRIN COM 05/15/21
            912803AX1912803AX1
USA TREA 08/15/21 8 1/8% PRIN COM 8/15/21
            912810DP0912810DP0
USA TREASURY BONDS 11 1/4% BDS 02/15/2015
            912810DS4912810DS4
USA TREASURY BONDS 10 5/8% BDS 08/15/2015
            912810DT2912810DT2
USA TREASURY BONDS 9 7/8% 11/15/15
          912810DV7912810DV7
USA TREASURY BONDS 9 1/4% BDS 02/15/2016
          912810DW5 1/4% BDS
                     7
USA TREASURY BONDS 912810DW505/15/2006
          912810DX3912810DX3
USA TREASURY BONDS 7 1/2% 11/15/16
          912810DY1912810DY1
USA TREASURY BONDS 8 3/4% BDS 05/15/2017
          912810DZ8912810DZ8
USA TREASURY BONDS 8 7/8% BDS 08/15/2017
          912810EA2912810EA2
USA TREASURY BONDS 9 1/8% BDS 05/15/2018
          912810EB0912810EB0
USA TREASURY BONDS 9% BDS 11/15/2018
          912810EC8912810EC8
USA TREASURY BONDS 8 7/8% BDS 02/15/2019
          912810ED6912810ED6
USA TREASURY BONDS 8 1/8% BDS 08/15/2019
          912810EE4 8 1/2% BDS
USA TREASURY BONDS 912810EE4 02/15/2020
          912810EF1 8 3/4% 5/15/20
USA TREASURY BONDS 912810EF1
          912810EG9912810EG9
USA TREASURY BONDS 8 3/4% BDS 08/15/2020
          912810EH7912810EH7
USA TREASURY BONDS 7 7/8% BDS 02/15/2021
          912810EJ3 8 1/8% 5/15/21
USA TREASURY BONDS 912810EJ3
          912810EK0912810EK0
USA TREASURY BONDS 8 1/8% BDS 08/15/2021
          912810EL8 8% BDS 11/15/2021
USA TREASURY BONDS 912810EL8
          912810EM67 1/4% BDS
USA TREASURY BONDS 912810EM6 08/15/2022
          912810EN4912810EN4
USA TREASURY BONDS 7 5/8% BDS 11/15/2022
          912810EP9912810EP9
USA TREASURY BONDS 7 1/8% BDS 02/15/2023
          912810EQ7912810EQ7
USA TREASURY BONDS 6 1/4% BDS 08/15/2023
          912810ES3 7 1/2% BDS
USA TREASURY BONDS 912810ES3 11/15/24
          912810ET1 7 5/8% BDS
USA TREASURY BONDS 912810ET1 02/15/2025
          912810EV6912810EV6
USA TREASURY BONDS 6 7/8% BDS 08/15/2025
          912810EW46% 3OYR BDS
USA TREASURY BONDS 912810EW4 02/15/2026
          912810EX2912810EX2
USA TREASURY BONDS 6 3/8% 30YR BDS 08/15/2026
          912810EY0 912810EY0
USA TREASURY BOND 6 1/2% 30 YR BDS 11/15/2026
          912810EZ7 6 5/8% 30YR
USA TREASURY BONDS 912810EZ7 BDS 02/15/2027
          912810FA1912810FA1
USA TREASURY BONDS 6 3/8% 30YR BDS 08/15/2027
          912810FB9 6 1/8% 30YR
USA TREASURY BONDS 912810FB9 BDS 11/15/2027
          912810FD5912810FD5
USA TREASURY BONDS 3 5/8% TII 30YR BD 4/15/28
          912810FE3 5 1/2% BDS
USA TREASURY BONDS 912810FE3 08/15/2028
          912810FF0 5 1/4% BDS
USA TREASURY BONDS 912810FF0 11/15/2028
          912810FG8912810FG8
USA TREASURY 30 YR 5 1/4% BDS 02/15/2029
          912810FH6912810FH6
USA TREASURY NOTES 3 7/8% 30YR NTS 04/15/2029
          912810FJ2 1/8% BDS
USA TREASURY 30YR 6 912810FJ208/15/2029
          912810FM530YR NTS 05/15/2030
USA TREASURY 6 1/4% 912810FM5
          912810FP8 912810FP8
US TREASURY BOND 5 3/8% DUE 2/15/2031
          912828CT5912828CT5
US TREASURY NOTES 4 1/4% DUE 8/15/2014
          912828DC1912828DC1
US TREASURY NOTES 4 1/4% DUE 11/15/2014
          912828DM9DUE 2/15/2015
US TREASURY NOTE 4%912828DM9
          912833DB3912833DB3
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/12
          912833DC1912833DC1
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/12
          912833DD9912833DD9
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/13
          912833DE7912833DE7
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/13
          912833DF4912833DF4
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/14
          912833DG2912833DG2
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/14
          912833DH0912833DH0
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/15
            912833JT8 INT COM
USA TREA BDS 8/15/19912833JT8(TINT)8/15/15
            912833JX9 INT COM (TINT) 11/15/11
USA TREA BDS 5/15/20912833JX9
            912833JY7 INT COM
USA TREA BDS 5/15/20912833JY7(TINT) 5/15/12
            912833JZ4 INT COM
USA TREA BDS 5/15/20912833JZ4(TINT) 11/15/12
            912833KA7912833KA7
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/13
            912833KB5912833KB5
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/13
            912833KC3912833KC3
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/14
            912833KD1912833KD1
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/14
            912833KE9912833KE9
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/15
            912833KF6 INT COM (TINT) 11/15/15
USA TREA BDS 5/15/20912833KF6
            912833KG4912833KG4
USA TREA BDS 8/15/19 INT COM (TINT) 2/15/16
            912833KH2912833KH2
USA TREA BDS 05/15/20 INT COM (TINT) 05/15/16
            912833KJ8 INT COM (TINT) 8/15/16
USA TREA BDS 8/15/19912833KJ8
            912833KK5912833KK5
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/16
            912833KL3 912833KL3
USA TREA BDS 08/15/19 INT COM (TINT) 02/15/17
            912833KM1INT COM (TINT) 5/15/17
USA TREA BDS 5/15/20912833KM1
            912833KN9912833KN9
USA TREA BDS 08/15/19 INT COM (TINT) 08/15/17
            912833KP4912833KP4
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/17
            912833KQ2912833KQ2
USA TREA BDS 8/15/19 INT COM (TINT) 2/15/18
            912833KR0912833KR0
USA TREA BDS 05/15/20 INT COM(TINT) 05/15/18
            912833KS8 INT COM (TINT) 8/15/18
USA TREA BDS 8/15/19912833KS8
            912833KT6912833KT6
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/18
            912833KU3912833KU3
USA TREA BDS 8/15/19 INT COM (TINT) 2/15/19
            912833KV1912833KV1
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/19
            912833KW9 912833KW9
USA TREA BDS 08/15/19 INT COM (TINT) 08/15/19
            912833KX7912833KX7
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/19
            912833KY5912833KY5
USA TREA BDS 8/15/20 INT COM (TINT) 2/15/20
            912833KZ2 912833KZ2
USA TREA BDS 05/15/20 INT COM (TINT) 05/15/20
            912833LA6 INT COM (TINT) 8/15/20
USA TREA BDS 8/15/20912833LA6
            912833LB4 912833LB4
USA TREA BDS 05/15/21 INT COM (TINT) 11/15/20
            912833LC2 912833LC2
USA TREA BDS 02/15/21 INT COM (TINT) 02/15/21
            912833LD0912833LD0
USA TREA BDS 05/15/21 INT COM (TINT) 05/15/21
            912833LE8 912833LE8
USA TREA BDS 08/15/21 INT COM (TINT) 8/15/21
            912909AB4912909AB4
US Steel 5.65% SR NTS 6/1/13
            912909AC2912909AC2
US Steel 6.05% SR NTS 6/1/17
            912909AD0912909AD0
US STEEL 6.65% SR NTS 06/01/37
            912909AF5912909AF5
UNITED STATES STL CORP NEW SR NT 7.375% 04/01/20
            912912AQ5912912AQ5
US WEST CAPITAL FUNDING 6.875% 07/15/28
            912920AB1912920AB1
US West Communications 7.5% DEBS 6/15/23
            912920AC9912920AC9
US West Communications 6.875% DEBS 9/15/33
             7.125% DEBS 11/15/43
Qwest Corp912920AG0912920AG0
            912920AK1912920AK1
US West Communications 7.25% SR NTS 9/15/25
            912920AL9 912920AL9
US West Communications 7.2% DEBS 11/10/26
             7.25% DEBS
                      912920AM7
Qwest Corp912920AM7 10/15/35
            912920AQ8912920AQ8
US WEST COMM 7.2% SR NTS 11/10/26
            912920AR6912920AR6
US WEST COMMUNICATIONS INC DEB MBIA6.875% 09/15/33
            913017AR0913017AR0
United Technologies Corp 8.875% DEB 11/15/19
             913017AS8913017AS8
United Technologies Corp 8.750% DEB 03/01/21
             913017AT6913017AT6
United Technologies Corp 6.700% NTS 08/01/28
             913017BA6913017BA6
United Technologies Corp 7.500% NTS 09/15/29
             913017BF5 913017BF5
United Technologies Corp 6.100% NTS 05/15/12
             913017BH1913017BH1
United Technologies Corp 4.875% NTS 05/01/15
             913017BJ7 913017BJ7
United Technologies Corp 5.400% NTS 05/01/35
             913017BK4913017BK4
UNITED TECHNOLOGIES CORP NT 6.05% 06/01/36
             913017BM0 913017BM0
United Technologies 5.375% NTS 12/15/17
             913017BP3913017BP3
United Technologies 6.125% NTS 7/15/38
             913017BQ1913017BQ1
UNITED TECHNOLOGIES CORP 6.125% NTS 02/01/19
             913017BR9913017BR9
UNITED TECHNOLOGIES CORP 4.50% SR NTS 04/15/20
             913017BS7 913017BS7
UNITED TECHNOLOGIES CORP 5.7% SR NTS 04/15/40
             91324PAE291324PAE2
UnitedHealth Group Inc 4.875% NTS 04/01/13
             91324PAH591324PAH5
UnitedHealth Group Inc 4.750% NTS 02/10/14
             91324PAL691324PAL6
UnitedHealth Group Inc 5.000% NTS 08/15/14
             91324PAM4 91324PAM4
UnitedHealth Group Inc 4.875% NTS 03/15/15
             91324PAQ591324PAQ5
UnitedHealth Group 5.375% BDS 3/15/16
             91324PAR391324PAR3
UnitedHealth Group 5.8% NTS 3/15/36
             91324PAW2 91324PAW2
UnitedHealth Group 6% NTS 6/15/17
             91324PAX091324PAX0
UnitedHealth Group 6.5% NTS 6/15/37
             91324PBA991324PBA9
UnitedHealth Group 5.5% NTS 11/15/12
             91324PBC591324PBC5
UnitedHealth Group 6% NTS 11/15/17
             91324PBE191324PBE1
UnitedHealth Group 6.625% NTS 11/15/37
             91324PBH491324PBH4
UnitedHealth Group 4.875% NTS 2/15/13
             91324PBJ0 91324PBJ0
UnitedHealth Group 6% NTS 2/15/18
             91324PBK791324PBK7
UnitedHealth Group 6.875% NTS 2/15/38
             91324PBM3 91324PBM3
UNITEDHEALTH GROUP INC FIXED RT NTS 3.875% 10/15/2020
             91324PBN191324PBN1
UNITEDHEALTH GROUP INC FIXED RT 5.7% 10/15/2040
             91324PBP691324PBP6
UNITEDHEALTH GROUP INC. 4.7% SR NTS 02/15/21
             91324PBQ491324PBQ4
UNITEDHEALTH GROUP INC. 5.95% SR NTS 02/15/41
             6% SR NTS 5/15/17
Unitrin Inc. 913275AC7913275AC7
             913275AD5913275AD5
UNITRIN INC. 6.0% SR NTS 11/30/15
             CORP VA SR NT 6.25%
UNIVERSAL 913456AG4913456AG412/01/14
             91345HAT291345HAT2
Universal Corp. 5.2% notes 10/15/2013
             913903AM2 913903AM2
Universal Health Services 6.750% NTS 11/15/11
             913903AN0913903AN0
Universal Health Services 7.125% NTS 6/30/16
             91529YAD891529YAD8
UnumProvident 7.375% DEBS 6/15/32
             91529YAG191529YAG1
UNUM GROUP SR NT 7.125% 09/30/16
             91529YAH991529YAH9
UNUM GROUP FIXED RT SR NT 5.625% 09/15/2020
             918005AT6918005AT6
UTILICORP UTD INC SR NT 8.27% 11/15/21
             918204AR9918204AR9
VF Corporation 6.000% NTS 10/15/33
             918204AS7918204AS7
VF Corp. 5.95% NTS 11/1/17
             918204AT5918204AT5
VF Corp. 6.45% NTS 11/1/37
             918204AV0918204AV0
VF CORP 3.50% SR NTS 09/01/21
             91911TAD591911TAD5
VALE OVERSEAS LIMITED 9.0% GTD NTS 0/15/13
             91911TAE391911TAE3
VALE OVERSEAS LTD 8.25% NTS 01/17/2034
             91911TAF091911TAF0
VALE OVERSEAS LIMITED 6.250 GTD NTS 1/11/2016
           91911TAG891911TAG8
Vale Overseas 6.25% NTS 1/23/17
           91911TAH691911TAH6
Vale Overseas 6.875% NTS 11/21/36
           91911TAJ2 91911TAJ2
Vale Overseas Limited 5.625% GTD NTS 09/15/2019
           91911TAK991911TAK9
VALE OVERSEAS LIMITED 6.875% GTD NTS 11/10/39
           91911TAL7 91911TAL7
VALE OVERSEAS LIMITED 4.625% GTD NTS 09/15/20
           919138AD9919138AD9
VALERO ENERGY CORP SR NT 6.7% 01/15/13
           91913YAB691913YAB6
Valero Energy Corp 8.750% NTS 06/15/30
           91913YAD291913YAD2
Valero Energy Corp 6.875% NTS 04/15/12
           91913YAE091913YAE0
Valero Energy Corp 7.5% due 4/15/2032
           91913YAG591913YAG5
Valero Energy Corp 4.750% NTS 06/15/13
           91913YAK691913YAK6
Valero Energy Corp 4.750% SR NTS 04/01/14
           91913YAL4 91913YAL4
Valero Energy 6.625% NTS 6/15/37
           91913YAM2   91913YAM2
Valero Energy 6.125% NTS 6/15/17
           91913YAN091913YAN0
VALERO ENERGY CORP 9.375% SR NTS 03/15/19
           91913YAP591913YAP5
VALERO ENERGY 10.50 SR NTS 03/15/39
           91913YAQ391913YAQ3
VALERO ENERGY CORP NEW NT 4.5% 02/01/15
           91913YAR191913YAR1
VALERO ENERGY CORP NEW NT 6.125% 02/01/20
           91914CAA591914CAA5
VALERO LOGISTICS OPERATIONS LP GTD SR NT 12 07/15/12
           91914CAC191914CAC1
VALERO LOGISTICS OPERATIONS LP SR NT 6.05% 03/15/13
           91915WAB8   91915WAB8
VALIDUS HOLDINGS LTD 8.875% SR NTS 01/26/40
           920253AD3920253AD3
VALMONT INDS INC SR NT 6.625% 04/20/20
           920355AC8920355AC8
VALSPAR CORP NT 5.1% 08/01/15
           920355AD6920355AD6
Valspar Corp 5.625% SR NTS 5/1/12
           920355AE4920355AE4
Valspar Corp. 6.05% SR NTS 5/1/17
           920355AF1920355AF1
VALSPAR CORP SR NT 7.25% 06/15/19
           922122AD8922122AD8
VARCO INTL INC DEL SR NT 5.5% 11/15/12
           92239MAC5   92239MAC5
VECTREN UTIL HLDGS INC SR NT 6.625% 12/01/11
           92239MAD3 2239MAD3
                       9
Vectren Utility Holdings 5.250% NTS 08/01/13
           92239MAE1   92239MAE1
Vectren Utility Holdings 5.750% NTS 08/01/18
           92239MAF8   92239MAF8
VECTREN UTIL HLDGS INC SR NT 5.45% 12/01/15
           92239MAG6    NTS 12/1/35
Vectren Utility 6.1% SR92239MAG6
           92239MAH4 2239MAH4
                       9
VECTREN UTIL HLDGS INC NT 5.95% 10/01/36
           92239MAJ092239MAJ0
VECTREN UTIL HLDGS INC SR NT 6.25% 04/01/39
           92240MAP3 SECD 11% 08/15/15
VECTOR GROUP LTD SR92240MAP3
           92240MAV0SECD NT GTD
VECTOR GROUP LTD SR92240MAV0 11% 08/15/2015
           92275PAD192275PAD1
VENOCO INC SR NT 11.5% 10/01/17
           92276MAD7 2276MAD7
                       9
Ventas Realty 9% GTD NTS 5/1/12
           92276MAT2   92276MAT2
Ventas Realty 6.75% GTD NTS 4/1/17
           92276MAU9 2276MAU9
                       9
VENTAS RLTY LTD PARTNERSHIP SR NT 6.5% 06/01/16
           92276MAV7   92276MAV7
VENTAS REALTY LP/CAP CORP 3.125% 11/30/15
           92276MAW5   92276MAW5
Ventas Realty LP/CAP CRP 4.75% 06/01/21
           92334NAA192334NAA1
VEOLIA ENVIRONNEMENT NT 5.25% 06/03/13
           92334NAB992334NAB9
VEOLIA ENVIRONNEMENT NT 6% 06/01/18
           92334NAC792334NAC7
VEOLIA ENVIRONNEMENT NT 6.75% 06/01/38
           92343VAC892343VAC8
Verizon Communications 5.55% NTS 2/15/16
           92343VAF192343VAF1
Verizon Communications 6.25% NTS 4/1/37
           92343VAG992343VAG9
Verizon Communications 5.5% NTS 4/1/17
           92343VAJ3 92343VAJ3
Verizon Communications 4.35% NTS 2/15/13
           92343VAK092343VAK0
Verizon Communications 6.4% NTS 2/15/38
           92343VAL892343VAL8
Verizon Communications 5.5% NTS 2/15/18
           92343VAM6   92343VAM6
Verizon Communications 6.1% NTS 4/15/18
           92343VAN492343VAN4
Verizon Communications 5.25% NTS 4/15/13
           92343VAP992343VAP9
Verizon Communications 6.9% NTS 4/15/38
           92343VAQ792343VAQ7
Verizon Communications 8.75% SR NTS 11/1/18
           92343VAR592343VAR5
Verizon Communications 8.95% SR NTS 3/1/39
           92343VAU892343VAU8
VERIZON COMMUNICATIONS 7.35% SR NTS 04/01/39
           92343VAV692343VAV6
VERIZON COMMUNICATIONS 6.35% SR NTS 04/01/19
           92343VAW4 2343VAW4
                       9
VERIZON COMMUNICATIONS 6.0% SR NTS 04/01/41
           92343VAX292343VAX2
VERIZON COMMUNICATIONS INC. 4.6% SR NTS 04/01/21
           92343VAY092343VAY0
VERIZON COMMUNICATIONS 3.0 SR NTS 04/01/16
           92343VBA192343VBA1
VERIZON COMMUNICATIONS 1.95% SR NTS 03/28/14
           92343VBB992343VBB9
VERIZON COMMUNICATIONS 1.25% 11/3/14
           92343VBC792343VBC7
VERIZON COMMUNICATIONS 3.5% 11/1/21
           92343VBD592343VBD5
VERIZON COMMUNICATIONS 2.0% 11/01/16
           92343VBE392343VBE3
VERIZON COMMUNICATIONS 4.75% 11/1/41
           92344GAM8Co 7.750% NTS
Verizon Global Funding92344GAM8 12/01/30
           92344GAQ9Co 6.875%
Verizon Global Funding92344GAQ9NTS 06/15/12
           92344GAS592344GAS5
Verizon Global Funding Co 7.750% NTS 06/15/32
           92344GAT392344GAT3
Verizon Global Funding Co 7.375% NTS 09/01/12
           92344GAV892344GAV8
Verizon Global Funding Co 4.375% NTS 06/01/13
           92344GAW6 4.9% NTS
                        Co
Verizon Global Funding92344GAW6 9/15/15
           92344GAX492344GAX4
Verizon Global Funding Co 5.85% NTS 9/15/35
           92344RAB892344RAB8
Verizon New England Inc 4.750% SER C 10/01/13
           92344SAJ9 92344SAJ9
VERIZON WIRELESS CAP LLC SR NT 7.375% 11/15/13
           92344SAK692344SAK6
VERIZON WIRELESS CAP LLC SR NT 8.5% 11/15/18
           92344SAN092344SAN0
VERIZON WIRELESS CAP LLC SR NT 5.25% 02/01/12
           92344SAP592344SAP5
VERIZON WIRELESS CAP LLC SR NT 5.55% 02/01/14
           92344UAA392344UAA3
Verizon New Jersey 5.875% DEBS 01/17/12
           92344WAA9 2344WAA9
                       9
Verizon Maryland Inc 6.125% SER A 03/01/12
           92344WAB7   92344WAB7
Verizon Maryland Inc 5.125% SER B 06/15/33
           92344XAA792344XAA7
Verizon NY Inc. 6 7/8% debs 4/1/12
           92344XAB592344XAB5
Verizon NY Inc. 7.375% debs 4/1/32
           92345NAA892345NAA8
Verizon Virginia 4.625% DEBS 03/15/13
           923474AA8923474AA8
Verizon Florida 6.125% DEBS 01/15/13
           92531XAF992531XAF9
VERSO PAPER HLDGS LLC / VERSO SR SB 11.375% 08/01/16
           925524AH3925524AH3
Viacom Corp 7.875% SR DEB 07/30/30
           925524AT7925524AT7
Viacom Corp 5.625% SR NTS 08/15/12
           925524AU4925524AU4
Viacom Corp 4.625% SR NTS 05/15/18
           925524AV2925524AV2
Viacom Corp 5.500% SR DEB 05/15/33
            6.875% SR NTS 4/30/36
Viacom Inc.925524AX8925524AX8
            6.25% SR NTS 4/30/16
Viacom Inc.925524BB5925524BB5
           925524BG4925524BG4
VIACOM INC. 4.50% SR NTS 03/01/21
           92553PAB892553PAB8
VIACOM INC NEW SR NT 6.125% 10/05/17
           92553PAC692553PAC6
VIACOM INC NEW SR NT 6.75% 10/05/37
            92553PAD492553PAD4
VIACOM INC. 5.625% NTS 09/15/19
            92553PAE292553PAE2
VIACOM INC NEW SR NT 4.375% 09/15/14
            92553PAF992553PAF9
VIACOM INC NEW SR NT 4.25% 09/15/15
            92553PAG792553PAG7
VIACOM INC. 3.50% SR NTS 04/01/17
            927804EU4927804EU4
Virginia Electric & Power 4.750% NTS 03/01/13
            927804EW0  927804EW0
Virginia Electric & Power 5.250% NTS 12/15/15
            927804EY6 927804EY6
VIRGINIA ELEC & PWR CO SR NT-A 7.25% 10/15/17
            927804EZ3 927804EZ3
Virginia Elec & Power 5.4% NTS due 1/15/16
            927804FA7927804FA7
Virginia Elec & Power 6% NTS due 1/15/36
            927804FB5 927804FB5
Virginia Electric & Power 6% SRNTS 5/15/37
            927804FC3 927804FC3
Virginia Elec & Power 5.95% SR NTS 9/15/17
            927804FD1927804FD1
Virginia Electric & Power 5.1% SR NTS 11/30/12
            927804FE9 927804FE9
Virginia Electric & Power 6.35% SR NTS 11/30/37
            927804FF6 927804FF6
Virginia Electric & Power 5.4% SR NTS 4/30/18
            927804FG4927804FG4
Virginia Electric & Power 8.875% SR NTS 11/15/38
            927804FH2927804FH2
VIRGINIA ELEC & PWR CO SR NT-09A 5% 06/30/19
             GROUP PLC 92857WAB6
VODAFONE92857WAB6 6.250% NTS 11/30/2032
             GROUP PLC 2857WAD2
                       9
VODAFONE92857WAD25.375% NTS 1/30/2015
             GROUP 4.625% NTS 07/15/2018
VODAFONE92857WAE0      92857WAE0
             GROUP 5.000% NTS 12/16/2013
VODAFONE92857WAF7      92857WAF7
             GROUP PLC 2857WAG5
                       9
VODAFONE92857WAG55.00 NTS 09/15/2015
             GROUP PLC 92857WAK6
VODAFONE92857WAK6 5.75 NTS 03/15/2016
             GROUP FLT92857WAN0
VODAFONE92857WAN0RATE NOTES DUE 2/27/12
             GROUP 5.625% NTS DUE 2/27/17
VODAFONE92857WAP5      92857WAP5
             GROUP 6.15% NTS DUE
                       9
VODAFONE92857WAQ32857WAQ3 2037
             GROUP 5.35%
                       92857WAR1
VODAFONE92857WAR1 NTS DUE 2/27/12
             GROUP PLC 92857WAS9
VODAFONE92857WAS9 5.45% NTS 06/10/19
             GROUP PLC 92857WAT7
VODAFONE92857WAT7 4.150% NTS 06/10/14
             GROUP PIC92857WAU4
VODAFONE92857WAU43.375% NTS 11/24/15
             GROUP PLC 2857WAV2
                       9
VODAFONE92857WAV2 4.375 NTS 03/16/21
             GROUP PLC 2.875% NTS 03/16/16
VODAFONE92857WAW0      92857WAW0
            929043AF4929043AF4
VORNADO REALTY TRUST 4.25% SR NTS 4/1/15
            929160AE9929160AE9
Vulcan Materials 5.6% NTS 11/30/12
            929160AF6929160AF6
Vulcan Materials 6.4% NTS 11/30/17
            929160AG4929160AG4
Vulcan Materials 7.15% NTS 11/30/37
            929160AJ8 929160AJ8
Vulcan Materials 6.3% SR NTS 6/15/13
            929160AK5929160AK5
Vulcan Materials 7% SR NTS 6/15/18
            929160AQ2929160AQ2
VULCAN MATERIALS 6.50% SR NTS 12/01/16
            92928WAF2 NT 5.125%
WMC FIN USA LTD GTD92928WAF205/15/13
            92928WAH8 2928WAH8
WMC FIN USA LTD GTD9NT 6.25% 05/15/33
            92929QAQ0  92929QAQ0
WMX TECHNOLOGIES INC SR NT 7.1% 08/01/26
            92931BAB292931BAB2
WPS Resources Corp 5.375% SR NTS 12/01/12
             BK NATL ASSN MTN SUB
WACHOVIA92976GAA992976GAA9 FR 5% 08/15/2015
             BK NATL ASSN MTN SUB
WACHOVIA92976GAB792976GAB7 FR 4.8% 11/01/2014
             BK NATL ASSN
                       92976GAD3
WACHOVIA92976GAD3 MTN SUB FR 4.875% 02/01/2015
             BK NATL ASSN MTN SUB
WACHOVIA92976GAE192976GAE1 CALL 5.6% 03/15/16
             BK NATL ASSN
                       92976GAG6
WACHOVIA92976GAG6 MTN SUB FR 5.85% 02/01/2037
           BK NATL ASSN92976GAH4
WACHOVIA92976GAH4 MTN SUB FR 6% 11/15/2017
           BK NATL ASSN MTN SUB
WACHOVIA92976GAJ092976GAJ0 FR 6.6% 01/15/2038
          92976WBA3    92976WBA3
Wachovia Corp 5.7% NTS 8/1/2013
          92976WBH8 2976WBH8
                       9
Wachovia Corp 5.75% SR NTS 2/1/18
          92976WBJ492976WBJ4
Wachovia Corp. 5.5% SR NTS 5/1/13
          929771AE3929771AE3
Wachovia Corp 6.605% notes 10/1/2025
           CAPITAL TRUST III 5.80
WACHOVIA92978AAA092978AAA0
          929903AE2929903AE2
Wachovia Corp 4.875% SUB NTS 02/15/14
          929903AJ1 SUB NTS 08/01/14
Wachovia Corp 5.250%929903AJ1
          929903AM4    929903AM4
Wachovia Corp 5.5% notes 8/1/2035
          929903CH3929903CH3
Wachovia Corp 5.625% NTS 10/15/2016
          929903DT6929903DT6
Wachovia Corp 5.75% NTS 6/15/17
          931142AS2931142AS2
Wal Mart Stores Inc 7.25% DEBS 06/01/13
          931142AU7931142AU7
Wal Mart Stores Inc 6.750% DEB 10/15/23
          931142BF9 931142BF9
Wal Mart Stores Inc 7.550% NTS 02/15/30
          931142BT9931142BT9
Wal Mart Stores Inc 4.550% NTS 05/01/13
          931142BY8931142BY8
Wal Mart Stores Inc 4.5% NTS 7/1/2015
          931142CB7931142CB7
Wal Mart Stores Inc 5.25% NTS 9/1/2035
          931142CF8 931142CF8
Wal-Mart Stores 5% NTS 4/5/12
          931142CG6931142CG6
Wal-Mart 5.375% NTS 4/5/17
          931142CH4931142CH4
Wal-Mart 5.875% NTS 4/5/27
          931142CJ0 931142CJ0
Wal-Mart Stores 5.8% NTS 2/15/18
          931142CK7931142CK7
Wal-Mart Stores 6.5% NTS 8/15/37
          931142CL5 SR NTS 4/15/13
Wal-Mart Stores 4.25%931142CL5
          931142CM3    931142CM3
Wal-Mart Stores 6.2% SR NTS 4/15/38
           STORES INC NT 3% 02/03/14
WAL MART 931142CN1931142CN1
           STORES INC NT 4.125%
WAL MART 931142CP6931142CP6 02/01/19
           STORES INC NT 3.2% 05/15/14
WAL MART 931142CQ4931142CQ4
           STORES INC NT 2.875%
WAL MART 931142CR2931142CR2 04/01/15
           STORES INC SR NT 5.625% 04/01/40
WAL MART 931142CS0 931142CS0
           STORES INC FIXED RATE
WAL-MART931142CT8931142CT8 NTS 2.25% 07/08/2015
           STORES INC FIXED RT NTS
WAL-MART931142CU5931142CU5 3.625% 07/08/2020
           STORES INC FIXED RT NT
WAL-MART931142CV3931142CV3 4.875% 07/08/2040
           STORES INC. 931142CW1
WAL-MART931142CW1 .75% SR NTS 10/25/13
           STORES INC. 1.50% SR
WAL-MART931142CX9931142CX9 NTS 10/25/15
           STORES INC. 5.0% SR NTS
WAL-MART931142CY7931142CY7 10/25/40
           STORES 3.25% SR NTS
WAL-MART931142CZ4 931142CZ4 10/25/20
          931142DA8931142DA8
Wal-Mart Stores, Inc. 1.625% SR NTS 04/15/14
          931142DB6931142DB6
Wal-Mart Stores, Inc. 5.625% SR NTS 04/15/41
          931142DC4931142DC4
Wal-Mart Stores, Inc. 2.80% SR NTS 04/15/16
          931142DD2931142DD2
Wal-Mart Stores, Inc. 4.25% SR NTS 04/15/21
          931422AD1931422AD1
Walgreen Co. 4.875% NTS 8/1/13
           CO 5.25% SR NTS 01/15/2019
WALGREEN931422AE9931422AE9
          93884PCJ7 93884PCJ7
WASHINGTON GAS LT CO MTNS BE PUT 6.82% 10/09/26
          93884PCK493884PCK4
WASHINGTON GAS LT CO MTNS BE PUT 6.63% 10/23/26
          93884PCS7 93884PCS7
WASHINGTON GAS LT CO MTNS BE FR 6.72% 02/15/28
          93884PDG293884PDG2
WASHINGTON GAS LT CO MTNS BE FR 6% 02/27/12
           93884PDQ0  93884PDQ0
WASHINGTON GAS LT CO MTNS BE CALL5.781% 03/15/36
           93884PDT493884PDT4
WASHINGTON GAS LIGHT CO. 5.2% SR NTS 12/3/40
           939640AD0939640AD0
WASHINGTON POST 7.25% NTS 02/01/19
           939653AD3939653AD3
Washington REIT 5.125% SR NTS 03/15/13
           939653AE1939653AE1
Washington REIT 5.250% SR NTS 01/15/14
           939653AF8939653AF8
WASHINGTON REAL ESTATE INVT TR SR NT 5.05% 05/01/12
           939653AG6939653AG6
WASHINGTON REAL ESTATE INVT TR SR NT 5.35% 05/01/15
           939653AL5 939653AL5
WASHINGTON REIT 4.95% SR NTS 10/01/20
           939671AA1939671AA1
WASHINGTON REAL EST INV TR MTN FR 7.25% 02/25/28
           941063AQ2941063AQ2
WASTE MANAGEMENT 4.6% NTS 03/01/21
           94106LAG494106LAG4
Waste Management Inc 7.375% GTD NTS 5/15/29
           94106LAN994106LAN9
Waste Management Inc 7.750% SR NTS 05/15/32
           94106LAP494106LAP4
Waste Management Inc 6.375% SR NTS 11/15/12
           94106LAR094106LAR0
Waste Management Inc 5.000% SR NTS 03/15/14
           94106LAS8 94106LAS8
Waste Management 6.1% GTD NTS 3/15/18
           94106LAT6 6.375% 03/11/15
WASTE MANAGEMENT94106LAT6
           94106LAU394106LAU3
WASTE MANAGEMENT INC 7.375% 03/11/19
           94106LAV194106LAV1
WASTE MGMT INC DEL SR NT 6.125% 11/30/39
           94106LAW9GTD SR NT
WASTE MGMT INC DEL94106LAW9FIXED RT 4.75% 06/30/2020
           94106LAX794106LAX7
WASTE MANAGEMENT 2.6% 09/01/16
           942683AD5942683AD5
WATSON PHARMACEUTICALS INC NT 5% 08/15/14
           942683AE3942683AE3
WATSON PHARMACEUTICALS INC NT 6.125% 08/15/19
           947074AD2947074AD2
Weatherford International 6.625% SR NTS 11/15/11
           947074AH3947074AH3
Weatherford International 5.95% GTD NTS 6/15/12
           947074AJ9 947074AJ9
Weatherford International 6.35% GTD NTS 6/15/17
           947074AK6947074AK6
Weatherford International 6.8% GTD NTS 6/15/37
           947075AA5947075AA5
Weatherford International 4.95% NTS 10/15/13
           947075AB3947075AB3
Weatherford International 6.5% SR NTS 8/1/36
           947075AC1947075AC1
Weatherford International 5.15% GTD NTS 3/15/13
           947075AD9947075AD9
Weatherford International 6% GTD NTS 3/15/18
           947075AE7947075AE7
Weatherford International 7% GTD NTS 3/15/38
           947075AF4947075AF4
WEATHERFORD INTL LTD 9.875% 03/01/19
           947075AG2947075AG2
WEATHERFORD INTL LTD 9.875% 03/01/39
           947076AB1947076AB1
Weatherford International 5.5% SR NTS 2/15/16
           94707VAA894707VAA8
WEATHERFORD INTL LTD 5.125% 09/15/20
           94707VAB694707VAB6
WEATHERFORD INTL 6.75% 09/15/40
           947890AF6947890AF6
Webster Financial Corp 5.125% SR NTS 04/15/14
            HEALTH NETWORK NEW
WELLPOINT94973HAC294973HAC2 NT 6.375% 01/15/12
            INC NT 5% 12/15/14
WELLPOINT94973VAG294973VAG2
            INC NT 5.95% 12/15/34
WELLPOINT94973VAH094973VAH0
           94973VAK394973VAK3
Wellpoint Inc. 5.25% NTS 1/15/16
           94973VAL194973VAL1
Wellpoint Inc. 5.85% NTS 1/15/36
           94973VAM9  94973VAM9
Wellpoint Inc. 5.875% NTS 6/15/17
           94973VAN794973VAN7
Wellpoint Inc. 6.375% NTS 6/15/37
            INC 6.0% NTS 02/15/14
WELLPOINT94973VAQ094973VAQ0
            INC. 7.0% 02/15/19
WELLPOINT94973VAR894973VAR8
            INC. 4.35% SR NTS 08/15/20
WELLPOINT94973VAS694973VAS6
             INC. 5.8% SR NTS 08/15/40
WELLPOINT94973VAT494973VAT4
            94973VAV994973VAV9
Wellpoint, Inc. 2.375% 02/15/17
            94973VAW7 4973VAW7
                         9
Wellpoint, Inc. 3.7% 08/15/21
             3% FDIC GTD NTS 12/9/11
Wells Fargo949744AA4949744AA4
            949744AC0949744AC0
WELLS FARGO & CO FDIC GTD TLGP GTD NT 2.125% 06/15/2012
             & Co 5.125% SUB NTS
Wells Fargo949746CL3 949746CL3 09/01/12
             & Co 5.000% SUB NTS
Wells Fargo949746CR0949746CR0 11/15/14
             & Co 4.950% SUB NTS
Wells Fargo949746FJ5 949746FJ5 10/16/13
             & Co 4.625% SUB NTS
Wells Fargo949746FS5 949746FS5 4/15/14
             & Co. 5.125% NTS 9/15/16
Wells Fargo949746JE2 949746JE2
             & Co. 5.375% NTS 2/7/35
Wells Fargo949746JM4949746JM4
            949746ME8    949746ME8
WELLS FARGO & CO NEW NT 4.5% 06/20/12
             5.25% SR NTS 10/23/12
                         9
Wells Fargo949746NW7 49746NW7
             5.625% SR NTS 12/11/17
Wells Fargo949746NX5949746NX5
             4.375% SR NTS 1/31/13
Wells Fargo949746NY3949746NY3
            94974BET394974BET3
WELLS FARGO CO MTN BE SR NT 3.75% 10/01/14
            94974BEU094974BEU0
WELLS FARGO & COMPANY 3.625% SR NTS 04/15/15
             & Company 4.60% NTS
Wells Fargo94974BEV894974BEV8 04/01/21
            94975CAJ6 94975CAJ6
WELLS FARGO FINANCIAL 6.125% NTS 04/18/2012
             Financial Inc 5.500% NTS
Wells Fargo94975CAL194975CAL1 08/01/12
            94978SAA794978SAA7
WELLS FARGO CAP X CAP SEC 5.95% 12/01/86
             Bank NA 4.75% 02/09/15
Wells Fargo94980VAA694980VAA6
            95058TAB395058TAB3
WENDYS / ARBYS RESTAURANTS LLC SR NT 10% 07/15/16
            950590AG4950590AG4
Wendys International 7.000% DEB 12/15/25
            950590AK5950590AK5
Wendys International 6.200% SR NTS 06/15/14
            95081QAH7    95081QAH7
WESCO DISTR INC SR SB NT 7.5% 10/15/17
            95082PAH895082PAH8
WESCO INTERNATIONAL, INC. 6.0% CONVERTIBLE SR DEBENTURES DUE 09/15/16
             PWR CO NT 6.625% 04/15/12
WEST PENN955278BF2 955278BF2
            95709TAA895709TAA8
Westar Energy Inc 6.000% 1ST 07/01/14
            95709TAB695709TAB6
Westar Energy Inc 5.150% 1ST 01/01/17
            95709TAG595709TAG5
WESTAR ENERGY INC. 8.625% 1st Mtg 12/01/18
            957638AB5957638AB5
WESTERN ALLIANCE BANCORP 10.0% SR NTS 09/01/15
            957674AD6957674AD6
WESTERN ATLAS INC DEB 8.55% 06/15/24
            958254AA2958254AA2
Western Gas Partners 5.375% 06/01/21
            958587BD8958587BD8
WESTERN MASS ELEC CO SR NT-B 13 09/01/13
            958587BE6958587BE6
WESTERN MASS ELEC CO SR NT 5.9% 09/15/34
            958587BF3 958587BF3
WESTERN MASS ELEC CO SR NT 5.24% 08/01/15
            958587BG1958587BG1
WESTERN MASS ELEC CO SR NT-D 6.7% 08/15/37
            958587BH9958587BH9
WESTERN MASS ELEC CO SR NT-E 5.1% 03/01/20
            959802AB5959802AB5
Western Union 5.93% GTD NTS 10/1/16
            959802AD1959802AD1
Western Union 5.4% SR NTS 11/17/11
            959802AH2959802AH2
Western Union 6.2% SR NTS 11/17/36
            959802AJ8 959802AJ8
WESTERN UNION CO 6.50% SR NTS 02/26/14
            959802AL3 5.253% 04/01/2020
WESTERN UN CO SR NT959802AL3
            959802AM1    959802AM1
WESTERN UNION CO 6.2% SR NTS 06/21/40
            959802AP4959802AP4
WESTERN UNION CO 3.65% SR NTS 08/22/18
            960386AG5960386AG5
WESTINGHOUSE AIR BRAKE CO NEW SR NT 6.875% 07/31/13
           960394AP9960394AP9
WESTINGHOUSE CR CORP NT 8.875% 06/14/14
           960402AQ8960402AQ8
WESTINGHOUSE ELEC CORP DEB 8.625% 08/01/12
           960402AS4960402AS4
WESTINGHOUSE ELEC CORP NT 7.875% 09/01/23
           960413AE2960413AE2
WESTLAKE CHEM CORP SR NT 6.625% 01/15/16
           961214AH6961214AH6
Westpac Banking Corp 4.625% SUB NTS 06/01/18
           961214BH5961214BH5
WESTPAC BKG CORP SR NT 4.2% 02/27/15
           961214BJ1 961214BJ1
WESTPAC BKG CORP SR NT 2.25% 11/19/12
           961214BK8961214BK8
WESTPAC BKG CORP SR NT 4.875% 11/19/19
           961214BM4  961214BM4
WESTPAC BKG CORP FIXED RT GLOBAL NT 2.1% 08/02/2013
           961214BN2961214BN2
WESTPAC BKG CORP FIXED RT GLOBAL NT 3% 08/04/2015
           961214BP7961214BP7
WESTPAC BKG CORP FIXED RT NT 3% 12/09/2015
           961214BR3961214BR3
WESTPAC BKG CORP FIXED RT NT 1.85% 12/09/2013
           961548AL8 DEBS 6/15/20
Westvaco Corp. 9.75% 961548AL8
           961548AQ7961548AQ7
Westvaco Corp. 7.65% DEBS 3/15/27
           961548AS3961548AS3
Westvaco Corp. 7.5% DEBS 6/15/27
           961548AV6961548AV6
Westvaco Corp. 8.2% DEBS 1/15/30
           961548AY0961548AY0
Westvaco Corp. 7.95% DEBS 2/15/31
           962166AQ7962166AQ7
Weyerhaeuser Co 7.500% DEB 03/01/13
           962166AR5962166AR5
Weyerhaeuser Co 7.250% DEB 07/01/13
           962166AS3962166AS3
Weyerhaeuser Co 7.125% DEB 07/15/23
           962166AT1962166AT1
Weyerhaeuser Co 8.500% DEB 01/15/25
           962166AU8962166AU8
Weyerhaeuser Co 7.950% DEB 03/15/25
           962166AV6962166AV6
Weyerhaeuser Co 6.95% due 8/1/2017
           962166AW4  962166AW4
Weyerhaeuser Co 6.950% DEB 10/01/27
           962166BR4962166BR4
Weyerhaeuser Co 7.375% DEB 03/15/32
           962166BT0962166BT0
Weyerhaeuser Co 6.875% DEB 12/15/33
           962166BV5962166BV5
WEYERHAEUSER CO SR NT 7.375% 10/01/19
           963320AH9963320AH9
Whirlpool Corp 7.75% DEBs 7/15/16
           963320AN6963320AN6
Whirlpool Corp 6.5% SR NTS 6/15/16
           96332HCA596332HCA5
Whirlpool Corp. 5.5% MTNs 3/1/13
           96332HCC196332HCC1
WHIRLPOOL CORP SERA MTN BE NT CR SEN 8% 05/01/12
           96332HCD996332HCD9
WHIRLPOOL CORP 4.85% NTS 06/15/21
           966387AE2966387AE2
Whiting Petroleum 7% GTD NTS 2/1/14
           966387AF9966387AF9
WHITING PETROLEUM CORP 6.50% 10/1/18
           96647KAF996647KAF9
WHITMAN CORP NT 7.29% 09/15/2026
           96647KAG796647KAG7
WHITMAN CORP NT DTD 09/23/1996 7.44% 09/15/2026
           969133AG2969133AG2 10/01/21
WILLAMETTE INDS INC DEB       9%
           Industries 969133AJ6
Willamette 969133AJ67.35% debs 7/1/26
           969133AK3969133AK3
WILLAMETTE INDS INC DEB 7.85% 07/01/26
           969133AM9  DEB     7%
WILLAMETTE INDS INC 969133AM9 02/01/18
           96913QAN6MTN BE FR
WILLAMETTE INDS INC 96913QAN6 7.18% 07/08/13
           96913QAS596913QAS5
WILLAMETTE INDS INC MTN BE FR 7.125% 07/22/13
           969457AH3969457AH3
WILLIAMS COMPANIES INC DEB 10.25% 07/15/2020
           969457AK6969457AK6
WILLIAMS COMPANIES INC DEB 9.375% 11/15/2021
           969457AM2INC DEB 8.875% 09/15/2012
WILLIAMS COMPANIES969457AM2
           969457AW0  969457AW0
Williams Companies 7.625% SR NTS 7/15/19
           969457BB5969457BB5
Williams Companies 7.5% DEBS 1/15/31
            969457BD1969457BD1
Williams Companies 7.75% SR NTS 6/15/31
            969457BG4969457BG4
Williams Companies 7.875% SR NTS 9/1/21
            969457BK5969457BK5
Williams Companies 8.125% SR NTS 3/15/12
            969457BM1  969457BM1
Williams Companies 8.75% NTS 3/15/32
            96950FAB096950FAB0
WILLIAMS PARTNERS L P SR NT 3.8% 02/15/2015
            96950FAD696950FAD6
WILLIAMS PARTNERS L P SR NT 5.25% 03/15/2020
            96950FAF1 96950FAF1
WILLIAMS PARTNERS LP 6.3% SR NTS 04/15/40
            96950FAG996950FAG9
WILLIAMS PARTNERS L P SR NT FIXED RT 4.125% 11/15/2020
            96950HAD296950HAD2
Williams Partners 7.25% GTD NTS 2/1/17
            97063PAA297063PAA2
Willis Group Holdings 4.125% 03/15/16
            97063PAB097063PAB0
Willis Group Holdings 5.75% 03/15/21
            970648AB7970648AB7
Willis NA Inc. 5.625% GTD NTS 7/15/15
            970648AD3970648AD3
Willis NA Inc. 6.2% GTD NTS 3/28/17
            976656BL1 976656BL1
Wisconsin Electric 6.875% DEBS 12/1/95
            976656BP2976656BP2
Wisconsin Electric 6.5% BDS 6/1/28
            976656BW7  976656BW7
Wisconsin Electric 5.625% DEBS 5/15/33
            976656BX5976656BX5
Wisconsin Electric 4.5% DEBS 5/15/13
            976656BZ0976656BZ0
Wisconsin Electric 5.7% BDS 12/1/36
            976656CA4976656CA4
Wisconsin Electric 6% NTS 4/1/14
             ELEC PWR 6.25% NOTES
WISCONSIN976656CB2976656CB2 12/01/15
             ELEC POWER 4.25% SR
WISCONSIN976656CC0976656CC0 NTS 12/15/19
            976656CD8976656CD8
WISC ELEC POWER 2.95% SR NTS 09/15/21
            976657AG1976657AG1
Wisconsin Energy Corp 6.200% SR NTS 04/01/33
             GAS CO DEB
WISCONSIN976707AK5976707AK5 6.6% 09/15/13
             GAS CO DEB 5.2% 12/01/15
WISCONSIN976707AN9976707AN9
             GAS LLC DEB
                       97670MAA4
WISCONSIN97670MAA4 5.9% 12/01/35
             PWR & LT CO DEB 6.25%
WISCONSIN976826BD8976826BD8 07/31/34
            976826BE6976826BE6
Wisconsin Power & Light 6.375% DEBS 8/15/37
            976826BF3 976826BF3
Wisconsin Power & Light 7.6% SR DEBS 10/1/38
             P&L 5.0% SR NTS 07/15/19
WISCONSIN976826BG1976826BG1
             POWER & LIGHT 4.6%
WISCONSIN976826BH9976826BH9 SR NTS 06/15/20
             PUB SVC CORP SR SECD
WISCONSIN976843AZ5976843AZ5 6.08% 12/01/28
            976843BC5976843BC5
Wisconsin Public Service 4.875% NTS 12/1/12
            976843BD3976843BD3
Wisconsin Public Service 4.8% NTS 12/1/13
            976843BE1976843BE1
Wisconsin Public Service 5.55% 1ST MTG 12/1/36
            976843BF8 976843BF8
Wisconsin Public Service 5.65% 1st Mtg NTS 11/1/17
             PUBLIC SERVICE 6.375%
WISCONSIN976843BG6976843BG6 1ST MTG NTS 12/1/215
            980883AC6980883AC601/15/22
WOOLWORTH CORP DEB           8.5%
            98105GAE298105GAE2
WOORI BK GLOBAL MTN BK FR 7% 02/02/2015
            981811AD4981811AD4
WORTHINGTON INDS INC SR NT 6.5% 04/15/20
            983024AE0983024AE0
WYETH SR NT 5.5% 02/01/14
            983024AF7983024AF7
WYETH SR NT 6.45% 02/01/24
            983024AG5983024AG5
WYETH SR NT 6.5% 02/01/34
            983024AJ9 983024AJ9
WYETH 5.5% NTS 2/15/16
            983024AL4 983024AL4
WYETH 6% NTS 2/15/36
            983024AM2
WYETH 5.45% NTS 4/1/17 983024AM2
            983024AN0983024AN0
WYETH 5.95% NTS 4/1/37
             WORLDWIDE  98310WAB4
WYNDHAM98310WAB4 CORP NT 6% 12/01/16
             WORLDWIDE CORP NT
                        9
WYNDHAM98310WAD0 8310WAD09.875% 05/01/14
             WORLDWIDE  98310WAE8
WYNDHAM98310WAE8 CORP SR NT 7.375% 03/01/20
             WORLWIDE   98310WAF5
WYNDHAM98310WAF5 5.75% SR NTS 02/01/18
             WORLDWIDE 5.625% SR
                        9
WYNDHAM98310WAG38310WAG3 NTS 03/01/21
            98372PAF598372PAF5
XL Capital LTD 5.25% due 9/15/14
            98372PAG398372PAG3
XL Capital 6.375% SR NTS due 11/15/24
            98372PAK498372PAK4
XL Capital 6.25% SR NTS due 5/15/27
            98372PAM0   98372PAM0
XL GROUP LTD. 5.75% 10/01/21
            983730AA0983730AA0
XL CAP FIN EUROPE PLC GTD SR NT 6.5% 01/15/12
             Inc 7.500% SR NTS 04/15/12
XTO Energy98385XAA498385XAA4
             Inc 6.250% SR NTS 04/15/13
XTO Energy98385XAC098385XAC0
             Inc 4.900% SR NTS 02/01/14
XTO Energy98385XAD898385XAD8
             Inc 5% SR NTS 01/31/15
XTO Energy98385XAF398385XAF3
             Inc 5.300% SR NTS 06/30/15
XTO Energy98385XAG198385XAG1
             Inc 5.65% SR NTS 04/1/16
XTO Energy98385XAH998385XAH9
             Inc 6.1% SR NTS 04/1/36
XTO Energy98385XAJ5 98385XAJ5
             5.9% SR NTS 8/1/12
XTO Energy98385XAK298385XAK2
             6.25% SR NTS 8/1/17
XTO Energy98385XAL098385XAL0
             6.75% SR NTS
                        98385XAM8
XTO Energy98385XAM8 8/1/37
             4.625% SR NTS 6/15/13
XTO Energy98385XAN698385XAN6
             5.5% SR NTS 6/15/18
XTO Energy98385XAP198385XAP1
             6.375% SR NTS 6/15/38
XTO Energy98385XAQ998385XAQ9
             5.75% SR NTS 12/15/13
XTO Energy98385XAS598385XAS5
             6.5% NTS 12/15/18
XTO Energy98385XAT398385XAT3
             6.5% SR NTS 7/1/36
Xcel Energy98389BAH398389BAH3
            98389BAK698389BAK6
XCEL ENERGY INC NT 5.613% 04/01/17
            98389BAM2   98389BAM2
XCEL ENERGY INC FIXED RT SR NT 4.7% 05/15/2020
            98389BAN098389BAN0
XCEL ENERGY INC. 4.8% SR NTS 09/15/41
            6.4% SR NTS 3/15/16
Xerox Corp 984121BP7984121BP7
            6.75% NTS 2/1/17
Xerox Corp 984121BQ5984121BQ5
            984121BS1 984121BS1
Xerox Corporation 5.5% SR NTS due 5/15/12
             5.65% SR NTS 5/15/13
Xerox Corp.984121BV4984121BV4
             6.35% SR NTS
                        984121BW2
Xerox Corp.984121BW2 5/15/18
            984121BY8984121BY8
XEROX CORP 8.25% SR NTS 05/15/14
            984121BZ5984121BZ5
XEROX CORP SR NT 4.25% 02/15/15
            984121CA9984121CA9
XEROX CORP SR NT 5.625% 12/15/19
            984121CB7984121CB7
XEROX CORP SR NT 6.75% 12/15/39
            984121CD3984121CD3
XEROX CORP 4.50% SR NTS 05/15/21
            7.2% DEBS 98412JBA1
Xerox Corp 98412JBA1 4/1/16
            984245AF7984245AF7
YPF SOCIEDAD ANONIMA NT 10% 11/02/2028
            986667AC7986667AC7
YORK INTL CORP SR NT 5.8% 11/15/12
            988498AA9988498AA9
Yum! Brands Inc 7.700% SR NTS 07/01/12
            988498AB7988498AB7
Yum! Brands 6.25% SR NTS 4/15/16
            988498AC5988498AC5
Yum Brands! 6.25% SR NTS 3/15/18
            988498AD3988498AD3
Yum Brands! 6.875% SR NTS 11/15/37
            988498AE1988498AE1
YUM! BRANDS INC 4.25% SR NTS 09/15/15
            988498AF8988498AF8
YUM! BRANDS INC 5.3% SR NTS 09/15/19
            988498AG6988498AG6
YUM! BRANDS INC 3.875% SR NTS 11/01/20
            988498AH4988498AH4
YUM! BRANDS INC 3.75 11/01/21
            98934KAB698934KAB6
ZENECA WILMINGTON INC GTD DEB 7% 11/15/23
            98956PAA098956PAA0
ZIMMER HLDGS INC NT 4.625% 11/30/19
            98956PAB898956PAB8
ZIMMER HLDGS INC NT 5.75% 11/30/39
            989701AJ6 989701AJ6
ZIONS BANCORPORATION 6.000% NTS 09/15/2015
            989701AL1 989701AL1
ZIONS BANCORPORATION SB NT 5.65% 05/15/14
            989701AM9  989701AM9
ZIONS BANCORPORATION SUB NT 5.5% 11/16/15
            989701AU1989701AU1
ZIONS BANCORPORATION SB NT 5.65% 05/15/14
            989701AV9989701AV9
ZIONS BANCORPORATION SUB NT 6% 09/15/15
            989701AW7  989701AW7
ZIONS BANCORPORATION SB NT 5.5% 11/16/15
            989701AX5989701AX5
ZIONS BANCORPORATION SR NT 7.75% 09/23/14
            A          00846U101
Agilent Technologies Inc.
ALCOA, INCAA            13817101
            AA-
ALCOA INC $3.75 PFD 13817200
            AAC        G06368107
Australia Acquisition Corp.
            AACC       04543P100
Asset Acceptance Capital Corp.
            ACQUISITION CORP
AUSTRALIA AACOU        G06368123
            AACOW G06368115
Australia Acquisition Corp Warrant
             Mellon 00768Y206
WCM / BNYAADR Focused Growth ADR ETF
            AAME
Atlantic American Corp 48209100
            A
Aaron's, Inc. AN          2535300
Aaon Inc AAON               360206
            AAP          INC
ADVANCE AUTO PARTS00751Y106
Apple Inc. AAPL         37833100
            AAR            Income
AMR Corp 7.875% Public 1765866Notes Pines
AMERICAN AAT            24013104
            ASSETS TRUST, INC.
            AATI       00752J108
Advanced Analogic Technologies, Inc.
            AAU
Almaden Minerals Ltd. 20283107
            AAV        00765F101
Advantage Oil & Gas LTD.
            AAVX       90268A873
ETRACS Daily Short 1-Month S&P 500 VIX Futures ETN due September 6, 2041
            AAWW        49164205
Atlas Air Worldwide Holdings, Inc.
            AAXJ           Asia ex Japan Index Fund
iShares MSCI All Country4.64E+08
            AB         01881G106
AllianceBernstein Holding, L.P.
            ABAT       00752H102
Advanced Battery Technologies, Inc.
Abaxis Inc ABAX           2567105
ABB Ltd. ABB                375204
            ABC
AmerisourceBergen Corp. 3.07E+108
            ABCB
Ameris Bancorp         03076K108
            ABCD       13201A107
Cambium Learning Group, Inc.
            ABCO
Advisory Board Co/The00762W107
            ABCS       18383Q788
Guggenheim ABC High Dividend ETF
            ABCW        32839102
Anchor Bancorp Wisconsin Inc
            ABD
Acco Brands Corporation00081T108
            ABFS
Arkansas Best Corp      40790107
            ABG
ASBURY AUTO GROUP AB ADS43436104
             ABH
ABITIBIBOWATER             3687209
             ABI         78648B109
Principal-Protected Trust Certificate Linked to the Dow Jones Industrial Average 5/8/14
             ABIO
ARCA biopharma, Inc. 00211Y100
             ABL
American Biltrite Inc. 24591109
             ABM
ABM Industries, Inc.        957100
             A
Abiomed Inc BMD            3654100
             ABR
Arbor Realty Trust, Inc. 38923108
             ABT
Abbott Laboratories        2824100
Autobytel IncABTL        05275N106
             ABV          Bebidas Das
AmBev Compamhia De20441W203 Ame
             de Bebidas 20441W104 (AmBev)
Companhia ABV.C          das Americad
             ABVA
Alliance Bankshares Corp  18535104
ABOVENET,ABVTInc.        00374N107
             ABW-A
ASBC Capital I           2.09E+209
             ABW-B
ASSOCIATED BANC-CORP      45488202
             ABX
Barrick Gold Corp.        67901108
             ACAD
Acadia Pharmaceuticals Inc.4225108
             ACAS
American Capital Ltd 02503Y103
             ACAT
Arctic Cat Inc            39670104
             ACC          24835100
American Campus Communities, Inc.
             ACCL
Accelrys, Inc.           00430U103
ACE LimitedACE           H0023R105
               (Switzerland) (New)
Aceto Corp ACET            4446100
             ACFC         Corporation
Atlantic Coast Financial 48426100
             ACFN
Acorn Energy, Inc.         4848107
             ACG         1.88E+104
Allianceberstein Income Fund, Inc.
             ACGL
Arch Capital Group Ltd G0450A105
             ACH
Alum Corp of China Limited22276109
             ACHC        00404A109
ACADIA HEALTHCARE COMPANY, INC.
             ACHN        00448Q201
Achillion Pharmaceuticals, Inc.
             ACI
Arch Coal, Inc.           39380100
             ACIW
ACI Worldwide, Inc.        4498101
             ACLS
Axcelis Technologies Inc54540109
             ACM         00766T100
Aecom Technology Corporation
             ACMR         Inc
AC Moore Arts & Crafts00086T103
Accenture PLCACN         G1151C101
ACNB CORPACNB               868109
             ACO
Amcol International Corp.02341W103
             ACOM
Ancestry.com, Inc.        32803108
             ACOR
Acorda Therapeutics, Inc.00484M106
             ACP         5.36E+109
Avenue Income Credit Strategies Fund
             ACPW
Active Power Inc         00504W100
             ACRX        00444T100
AcelRx PHARMACEUTICALS, INC.
             ACTG          Techn
Acacia Research - Acacia 3881307
             ACTS         Co., Ltd.
Actions Semiconductor5.07E+109
             NETWORK,00506D100
THE ACTIVEACTV            INC.
             ACU
Acme United Corporation    4816104
           ACUR         00509L703
ACURA PHARMACEUTICALS INC
           ACW
ACCURIDE CORP           00439T206
           ACWI
iShares MSCI ACWI         4.64E+08
           ACWV            World Minimum Volatility Index Fund
iShares MSCI All Country4.64E+08
           ACWX           4.64E+08
iShares MSCI ACWI ex US Index Fund
           A
Acxiom Corp CXM           5125109
           ACY
AeroCentury Corporation   7737109
           ADAT         52666104
Authentidate Holding Corp
           ADBE
Adobe Systems Inc       00724F101
           ADC
Agree Realty Corporation  8492100
           ADEP
Adept Technology, Inc. 6854202
           A
ADA-ES, Inc. DES          5208103
            DG ENERGY 25398108
AMERICAN ADGE            INC COM
           ADGF
ADAMS GOLF INC            6228209
           ADI
Analog Devices, Inc.    32654105
           ADK          00650W300
Adcare Health Systems, Inc.
Adolor CorpADLR         00724X102
           ADM            Co
Archer-Daniels-Midland39483102
           ADP          53015103
Automatic Data Processing
           ADPI         25353103
American Dental Partners Inc
            50 ADR      09348R102
BLDRS Asia ADRA Index Fund
           ADRD         09348R201
BLDRS Developed Markets 100 ADR INDEX FUND
           ADRE         09348R300
BLDRS Emerging Markets 50 ADR INDEX FUND
           ADRU          Index FunD
BLDRS Europe 100 ADR09348R409
           ADS
Alliance Data Systems 18581108
           ADSK
Autodesk Inc            52769106
Adtran Inc ADTN         00738A106
           ADUS
Addus HomeCare Corp. 6739106
           ADVS
Advent Software Inc       7974108
           ADX
Adams Express Company6212104
           ADY          31429Y103
FEIHE International, Inc.
           ADZ          25154H541
PowerShares DB Agriculture Short ETN
           AE
Adams Resources & Energy  6351308
           AEA           Advance Centers, Inc.
Advance America, Cash00739W107
           A
AEGON N.V. EB             7924509
           AEC          45604105
Associated Estates Realty
Aegon N.V. AED            7924400
           AEE
Ameren Corporation 23608102
Aegon N.V. AEF          N00927348
           A
AEGON N.V. EG             7924103
Aegion CorpAEGN         00770F104
           AEGR         7.67E+104
Aegerion Pharmaceuticals, Inc.
Aegon N.V. AEH            7924301
           AEHR
Aehr Test Systems       00760J108
           AEIS           7973100
Advanced Energy Industries Inc
           AEL          25676206
American Equity Investment Life holding Company
           AEM
Agnico-Eagle Mines Ltd. 8474108
            AEN         00685T108
ADEONA PHARMACEUTICALS, INC.
            AEO         2.55E+109
American Eagle Outfitters
            AEP
American Electric Power  25537101
            AEP-A       02557T208
American Electric Power Company, Inc 8.75% Junior Subordinated Debentures due March 1, 2063
            AEPI
AEP Industries Inc        1031103
            AER
Aercap Holdings N.V. N00985106
            AERG
Applied Energetics, Inc 03819M106
            AERL        & RESOURCES
ASIA ENTERTAINMENT G0539K108 LTD
            AES
AES Corporation         00130H105
            AES-C       00808N202
AES TRUST III 6.75% CONV PFD
Aetna Inc. AET          00817Y108
            AETI         25576109
American Electric Technologies
Aegon N.V. AEV          N00927306
            AEY           6743306
ADDvantage Technologies Group, Inc.
            AEZS
Aeterna Zentaris, Inc. 7975204
            AF
Astoria Financial        46265104
            AFAM
Almost Family Inc        20409108
            AFB         01864U106
Alliance National Municipal Income Fund, Inc.
            AFC         01903Q207
Allied Capital Corporation
            AFCB         47042106
Athens Bancshares Corporation
            AFCE
AFC Enterprises, Inc. 00104Q107
            AFE          25932203
American Financial Group, Inc 7.125% Senior Debentures due 2/3/2034
            AFF          Group INC.
American International 26874800
            Insurance Holdings, Inc.
Affirmative AFFM          8272106
            AFFX
Affymetrix Inc          00826T108
            AFFY
Affymax, Inc.           00826A109
            AFG
American Financial Group 25932104
            AFK         Index ETF
Market Vectors- Africa 57060U787
Aflac Inc. AFL            1055102
            AFOP         18680306
Alliance Fiber Optic Products
AMERICAN AFQ             25932302
            FINANCIAL GROUP, INC. 7% SR NTS DUE 2050
            AFSI         32359309
AmTrust Financial Services, Inc.
            AFT          37636107
APOLLO SENIOR FLOATING RATE FUND INC.
            AG           CORP
FIRST MAJESTIC SILVER32076V103
            AGA         25154H566
PowerShares DB Agriculture Double Short ETN
            AGC            Convertible Securities & Income Fund
Advent/Claymore Global 7639107
            AGCO
AGCO Corporation          1084102
            AGD         Dividend Fund
Alpine Global Dynamic 2.08E+109
            AGEM          2.68E+08
EGShares GEMS Composite ETF
Agenus Inc.AGEN         00847G705
            AGF         25154H533
PowerShares DB Agriculture Long ETN
            AGG           4.64E+08
iShares Barclay Aggregate Bond Fund
             International Holdings LTD
Argo GroupAGII          G0464B107
            AGL
AGL Resources Inc.        1204106
            AGM
Fed Agricult. Mortg.      3.13E+08
            AGM.A
FED AGRIL MTGE CL A VTG   3.13E+08
            AGN
Allergan, Inc.           18490102
             AGNC       02503X105
American Capital Agency Corp.
             AGO
Assured Guaranty, LTD G0585R106
             AGO-B      04623A205
ASSURED GUARANTY MUNICIPAL HOLDINGS INC.
             AGO-E      04623A304
ASSURED GUARANTY MUNICIPAL HOLDINGS INC.
             AGO-F      04623A403
ASSURED GUARANTY MUNICIPAL HOLDINGS INC.
             AGOL
ETFS Asian Gold Trust 26923C102
AmerigroupAGP           03073T102
              Corporation
             AGQ
ProShares Ultra Silver 74347W841
             AGRG         7.82E+08
Russell Aggressive Growth ETF
             AGRO
ADECOAGRO S.A.          L00849106
Agrium Inc.AGU            8916108
Argan, Inc AGX          4.01E+112
             AGYS
Agilysys, Inc.          00847J105
             AGZ          Bond Fund
iShares Barclays Agency 4.64E+08
             AH
Accretive Health, Inc. 00438V103
             AHB        78647Y100
Global Index Basket PPC ( SPX, SX5E, & SBR) Maturity 09/12/2013
             AHC
A.H. Belo Corporation 1282102
             AHGP       01861G100
Alliance Holdings GP,L.P.
             AHL        G05384105
Aspen Insurance Holding Limited
             AHL-       G05384113
Alliance Insurance Holdings Lmtd. 5.625% Prptl. Prfrd. Incm. Replcmnt. Sec.
             AHL-A      G05384139
Aspen Insurance Holdings Limited
             AHPI        19222108
Allied Healthcare Products
             AHS
AMN Healthcare Services1744101
             AHT         44103109
Ashford Hospitality Trust, Inc.
             AHT-A       44103208
Ashford Hospitality Tr Inc 8.55% Ser A
             AHT-D       44103406
Ashford Hospitality Trust, Inc.
             AHT-E       TRUST, INC.
ASHFORD HOSPITALITY 44103505 9.000% Series E Cumulative Preferred Stock,
             AHY        78647A102
S & P 500 Index PPC Maturity 10/10/2013
             AI          41356205
Arlington Asset Investment Corp.
              Asia        4.64E+08
iShares S+P AIA 50 Index Fund
             AIG         26874784
American Int'l Group, Inc (NEW)
AMERICAN AIG+            26874156
             INTERNATIONAL GROUP, INC.
             AIM
Aerosonic Corporation 8015307
             AIMC
Altra Holdings, Inc.    02208R106
             AIN
Albany International 12348108
             AINV       03761U106
Apollo Investment Corporation
             AIP
Hadera Paper Ltd.       M52514102
             AIQ         18606202
Alliance Healthcare Services, Inc.
AAR Corp. AIR               361105
             AIRM
Air Methods Corp          9128307
Air T Inc AIRT            9207101
             AIS
Antares Pharma, Inc. 36642106
             AIT
Applied Industrial Tech.03820C105
             AIV        Co.
Apartment Inv. & Mgt. 03748R101
             AIV-T      and Management Co. 8.00% Class T Cumul Pfd Stk
Apartment Investment 03748R838
             AIV-U      & Mgmt. Co.
Apartment Investment 03748R820 7.75% Cl U
             AIV-V      and Management Co. 8.00% CL V
Apartment Investment 03748R812
             AIV-Y       and Management Company 7.875% Class Y
Apartment Investment 03748R796
             AIV-Z       Co.
Apartment Inv. & Mgt. 03748R770
AIXTRON SEAIXG             9606104
             AIZ
Assurant, Inc.           04621X108
             Trust       78648D204
Safety First AJB Certificate on S&P 500 due 03/27/2014
             AJG
Arthur J. Gallagher & Co.3.64E+08
             AKAM
Akamai Technologies Inc  00971T101
             AKE          7.86E+08
Global Index Basket Principal Protected Certificates (SPX, SX5E, NKY, & SBR) Maturity 07/11/201
US-EUR-JAPAKN            78647V205
              Basket Principal Protected Certificates (SPX, SX5E, & NKY) Maturity 05/23/2013
             AKO.A
Embotelladora Andina SA  29081P204
             AKO.B       29081P303
EMBOTELLADORA ANDINA'B'ADS
             AKP         18546101
Alliance California Municipal Income Fund, Inc.
             AKR
Acadia Realty Trust        4239109
Akorn, Inc. AKRX           9728106
             AKS
AK Steel Holding Corp. 1547108
             AL
Air Lease Corporation 00912X302
             ALB
Albemarle Corporation 12653101
             ALC         04544X300
Assisted Living Concepts, Inc. New
Alico Inc ALCO           16230104
             ALD          Debt Fund
WisdomTree Asia Local97717X842
ALLETE, Inc.ALE          18522300
             ALEX
Alexander & Baldwin Inc  14482103
             ALG
Alamo Group, Inc.        11311107
             ALGN
Align Technology Inc 16255101
             ALGT
Allegiant Travel Company 01748X102
             ALIM
Alimera Sciences, Inc. 16259103
             ALJ
Alon USA Energy, Inc. 20520102
             ALK
Alaska Air Group, Inc. 11659109
             ALKS
Alkermes Inc. plc        G01767105
             ALL
Allstate Corporation 20002101
             ALLB        01890A108
Alliance Bancorp, Inc. of Pennsylvania
             ALLT
Allot Communication Ltd  M0854Q105
             ALLY-A       3.62E+08
GMAC Capital Trust I 8.125% Fixed Rate/Floating Rate Trust Preferred Securities, Series 2
             ALLY-B      02005N308
ALLY FINANCIAL INC. Fixed Rate/Floating Rate Perpetual Preferred Stock, Series A, liquidation a
             ALM
Alabama Power Company    10392496
             ALN         27297100
American Lorain Corporation Common Stock
             ALNC
Alliance Financial Corp 19205103
             ALNY        02043Q107
Alnylam Pharmaceuticals, Inc.
Analogic CorpALOG        32657207
Astro-Med IncALOT        04638F108
             ALP-N
ALABAMA PWR 5.20% 'A' PFD10392595
             ALP-O
ALABAMA PWR 5.83% 'A' PFD10392611
             ALP-P       10392561
Alabama Power Company 5.30% Class A Preferred Stock Cumulative
Alere Inc. ALR           01449J105
Alere Inc. ALR-B         01449J204
AMERICAN ALRN            27135102
             LEARNING CORP
             ALSK        01167P101
Alaska Communications Systems
             ALT          4.64E+08
iShares Diversified Alternatives Trust
             ALTE
Alterra Capital HoldingsG0229R108
             ALTH
Allos Therapeutics       19777101
             ALTI         Inc
Altair Nanotechnologies21373204
Altera CorpALTR          21441100
             ALU
Alcatel-Lucent           13904305
             ALUM
Global X Aluminum ETF37950E713
Autoliv Inc. ALV         52800109
AUTOLIV, Inc.ALV-Z       52800208
Alvarion Ltd ALVR       M0861T100
             Inc.
Alexanders ALX           14752109
             ALXA         Inc.
Alexza Pharmaceuticals,15384100
             ALXN        15351109
Alexion Pharmaceuticals Inc
             AM
American Greetings       26375105
             AMAC        Corp
American Medical Alert27904101
             AMAG       00163U106
AMAG Pharmaceuticals, Inc.
             AMAP
AutoNavi Holdings Ltd. 05330F106
             AMAT
Applied Materials Inc 38222105
             AMBO
Ambow Education         02322P101
AMBIENT CORP AMBT       02318N201
             AMCC       03822W406
Applied Micro Circuits Corporation New
             AMCF       67086W105
Andatee China Marine Fuel Services Corp.
             AMCN
AirMedia Group Inc.        9411109
             AMCX       00164V103
AMC Networks Inc. Class A
             AMD
Advanced Micro Devices 7903107
Ametek, Inc. AME         31100100
Amedisys Inc AMED        23436108
             AMG
Affiliated Managers Group  8252108
Amgen Inc AMGN           31162100
             AMIC        26760405
American Independence Corp
AMERICAN AMID           02752P100
             MIDSTREAMPARTNERS, LP
             AMJ        46625H365
JP MORGAN ALERIAN MLP INDEX ETN 5/24/24
             AMKR
Amkor Technology Inc 31652100
             AMLN         Inc
Amylin Pharmaceuticals32346108
             AMLP
Alerian MLP ETF         00162Q866
             AMM        78647X201
S & P 500 Index PPC Maturity 07/11/2013
             AMNB        27745108
American National Bankshares I
             AMOT        19330109
Allied Motion Technologies Inc
             AMOV
America Movil SAB de CV 02364W204
             AMP        03076C106
Ameriprise Financial, Inc.
             AMP-A      03076C205
Ameriprise Financial, Inc. 7.75% Senior Notes due 6/15/2039
             AMPE       03209T109
AMPIO PHARMACEUTICALS, INC
             AMPL
Ampal American Israel 32015109
             AMR
AMR Corporation            1765106
             AMRB
American River Bankshares29326105
             AMRC
Ameresco, Inc.          2.36E+111
             AMRI        12423109
Albany Molecular Research Inc
            AMRN
Amarin Corp Plc         23111206
AMYRIS INC. AMRS       03236M101
            AMS
American Shared Hospital29595105
            AMSC        30111108
American Superconductor Corp
            AMSF
AMERISAFE, Inc.        03071H100
            A
Amsurg CorpMSG         03232P405
            AMSWA
American Software, Inc.29683109
            AMT
American Tower Corp. 29912201
            Capital
Ameritrans AMTC Corp   03073H108
            Capital    03073H207
Ameritrans AMTCP Corporation - 9.375% participating Preferred Stock
            AMTD        Corp
TD Ameritrade Holding87236Y108
            AMTG       03763V102
APOLLO RESIDENTIAL MORTGAGE INC
            AMWD
American Woodmark Corp  30506109
            AMX         C.V
America Movil S.A.B de02364W105
            AMZN
Amazon.Com Inc          23135106
            AN
AutoNation, Inc.       05329W102
            ANAC        32420101
Anacor Pharmaceuticals, Inc.
            ANAD
Anadigics Inc           32515108
            ANAT        28591105
American National Insurance
            ANCB
Anchor Bancorp          32838104
            ANCI       02505A103
American Caresource Holdings, Inc.
            ANCX         4337101
Access National Corporation
            AND        37950E655
Global X FTSE Andean 40 ETF
            ANDE
Andersons Inc/The       34164103
            ANDS       03252Q408
Anadys Pharmaceuticals, Inc.
Anaren Inc ANEN         32744104
            ANF
Abercrombie & Fitch Co. 2896207
Angeion CorpANGN       03462H404
            ANGO
AngioDynamics, Inc. 03475V101
            ANH
Anworth Mortgage Asset  37347101
            ANH-A       37347200
Anworth Mortgage Asset Corp 8.625% Ser A Pfd
            ANH-B       37347309
Anworth Mortgage Asset Corporation
            ANIK
Anika Therapeutics Inc 35255108
            ANLY        32681207
Analysts International Corp.
ANN INC. ANN            35623107
            ANNB
Annapolis Bancorp Inc 35848100
            ANO         CORPORATION
ANOORAQ RESOURCES3.63E+111
            ANR        02076X102
Alpha Natural Resources, Inc.
Ansys Inc ANSS         03662Q105
            ANTH       03674U102
Anthera Pharmaceuticals, Inc.
Phazar Corp ANTP       71722R108
            ANV
Allied Nevada Gold Corp.19344100
            ANW        Y0017S102
Aegean Marine Petroleum Network, Inc.
            ANX        00764X202
ADVENTRX Pharmaceuticals, Inc.
             Aggressive Allocation Fund
iShares S&PAOA           4.64E+08
            AOB         28731107
American Oriental Bioengineering, Inc.
             Dynamic Dividend Fund
Alpine TotalAOD         21060108
            AOI         18772103
Alliance One International, Inc.
iShares S&PAOK            4.64E+08
              Conservative Allocation Fund
AOL Inc. AOL            00184X105
iShares S&PAOM            4.64E+08
              Moderate Allocation Fund
            AON
Aon Corporation         37389103
            AONE
A123 SYSTEMS, INC. 03739T108
iShares S&PAOR            4.64E+08
              Growth Allocation Fund
            AOS
AO. Smith Corporation 8.32E+08
            AOSL        G6331P104
Alpha and Omega Semiconductor Limited
            AP
Ampco-Pittsburgh Corp.32037103
            APA
Apache Corporation 37411105
            APA-D
APACHE CORPORATION37411808
            APAGF       G0471F109
Apco Oil and Gas International Inc.
            APB
ASIA PACIFIC FUND       44901106
            APC
Anadarko Petroleum Corp.32511107
            APD
Air Products & Chemicals9158106
            APEI        02913V103
American Public Education, Inc.
            APF         61744U106
MORGAN STAN ASIA-PAC FD INC
            APFC
American Pacific Corp 28740108
            APH
Amphenol Corporation 32095101
            API
Advanced Photonix, Inc. 7.54E+109
            APKT
Acme Packet, Inc.         4764106
            APL
Atlas Pipeline Partners 49392103
            APO         37612306
Apollo Global Management, LLC
            APOG
Apogee Enterprises Inc 37598109
            APOL
Apollo Group Inc        37604105
            APP
American Apparel Inc. 23850100
            APPY
AspenBio Pharma, Inc. 45346202
            APRI        03832V109
Apricus Biosciences, Inc.
            APSA
Alto Palermo SA         02151P107
            APT
Alpha Pro Tech, Ltd. 20772109
            APTS        74039L103
Preferred Apartment Communities, Inc.
            APU
AmeriGas Partners, L.P. 30975106
            APWC        G0535E106
ASIA PACIFIC WIRE & CABLE CORP
            AQQ
AMER SPECTRUM REALTY    02970Q203
            ARAY
Accuray Incorporated 4397105
            ARB
Arbitron Inc.           03875Q108
Ariba, Inc. ARBA        04033V203
            ARC         29263100
American Reprographics Co.
              Corporation
Ares CapitalARCC        04010L103
             RECYCLING 03814F205 AMERICA, INC.
APPLIANCE ARCI          CENTERS OF
            ARCL        03956P102
ARCHIPELAGO LEARNING, INC.
            ARCO        G0457F107
ARCOS DORADOS HOLDINGS INC.
            REALTY      02917T104
AMERICAN ARCP CAPITAL PROPERTIES, INC.
            ARCW        Inc. New Common Stock
Arc Wireless Solutions, 03878K207
            ARDNA
Arden Group Inc         39762109
            ARE
Alexandria RE Equities 15271109
             ARE-C      15271406
Alexandria Real Estate Equities, Inc. 8.375% Ser C
             AREX
Approach Resources Inc. 03834A103
Airgas, Inc. ARG          9363102
Amerigon Inc ARGN       03070L300
             ARGT        20 ETF
Global XFTSE Argentina37950E697
             ARH-A      Non-Cum. Prfrd. Shrs. Ser.A
Arch Capital Group Ltd G0450A147
             ARH-B      G0450A154
Arch Capital Group Ltd.7.875% Non-Cumulative Pfd Shs, Ser B, $0.01 par value
             ARI        REAL ESTATE
APOLLO COMMERCIAL 03762U105 FINANCE, INC.
             ARIA       04033A100
Ariad Pharmaceuticals Inc
             ARII       02916P103
American Railcar Industries, Inc.
             ARK        09255T109
Blackrock Senior High Income Portfolio, Inc.
             ARKR
Ark Restaurants Corp 40712101
             ARL        29174109
American Realty Investors
             ARLP       01877R108
Alliance Resource Partners LP
             ARMH
ARM Holdings, Plc       42068106
             ARNA       40047102
Arena Pharmaceuticals Inc
             ARO
Aeropostale, Inc          7865108
             AROW
Arrow Financial Corp 42744102
Arqule Inc ARQL         4.27E+110
             ARR        42315101
ARMOUR Residential REIT, Inc.
             ARR+       42315119
ARMOUR Residential REIT, Inc.
             Inc
Arris GroupARRS         04269Q100
             ARRY
Array Biopharma Inc 04269X105
             ARSD       38465100
Arabian American Development Company
             ART        04315B107
ARTIO GLOBAL INVESTORS INC.
             ARTC
ARTHROCARE CORP         43136100
             ARTNA
Artesian Resources Corp 43113208
             ARTW       43168103
Arts-Way Manufacturing Co Inc
             ARTX
Arotech Corporation 42682203
             ARUN
Aruba Networks, Inc. 43176106
             ARW
Arrow Electronics, Inc. 42735100
             Research 42797100
Arrowhead ARWR Corporation
             ARX
AeroFlex Holding Corp. 7767106
             ARY        04010L202
ARES CAPITAL CORPORATION 7.75 SR NOTES DUE 2040
             ASA        G3156P103
ASA GOLD AND PRECIOUS METALS LIMITED
             ASBB
ASB BANCORP INC         00213T109
             ASBC
Associated Banc-Corp 45487105
             ASBI
Ameriana Bancorp        23613102
             ASCA
Ameristar Casinos Inc 03070Q101
             ASCMA      43632108
Ascent Capital Group, Inc. Series A
             ASEA       37950E648
Global X FTSE ASEAN 40 ETF
             ASEI       29429107
American Science and Engineering, Inc
             ASFI
Asta Funding Inc        46220109
             ASG
LIBERTY ALL-STAR GROWTH FD 5.3E+08
             ASGN
On Assignment Inc        6.82E+08
             A
Ashland Inc. SH         44209104
             ASI        G02995101
American Safety Insurance Holdings, Ltd.
            ASIA
AsiaInfo-Linkage, Inc 04518A104
             & Gold      53906103
Avino SilverASM Mines Ltd. (Canada)
            ASMI
ASM International NV N07045102
            ASML
ASML Holding NV         N07059186
            ASNA        04351G101
Ascena Retail Group, Inc.
            ASP          30098107
AMER STRATEGIC INC PORTFOLIO
            ASPS        L0175J104
Altisource Portfolio Solutions S.A.
            ASR         4.01E+206
Grupo Aeroportuario Del S
            ASRV
AmeriServ Financial Inc03074A102
            ASRVP       03074B100
Ameriserv Financial Trust I
            ASTC
Astrotech Corporation 46484101
            ASTE
Astec Industries Inc     46224101
            ASTI         43635101
Ascent Solar Technologies, Inc.
            ASTM
Aastrom Biosciences Inc 00253U305
            ASTX         Inc.
Astex Pharmaceuticals,04624B103
            ASUR
Asure Software, Inc 04649U102
            ASX
Advanced Semiconductor  00756M404
            ASYS
Amtech Systems Inc 32332504
            AT          04878Q863
Atlantic Power Corporation
US-EUR-JAPATA             (SPX, SX5E,
             Basket PPC78647M106 & NKY) Maturity 03/06/2014
ATA Inc. ATAI           00211V106
            ATAX        02364V107
America First Tax Exempt Investors, L.P. Beneficial Unit Certificates (BUCS) representing Limit
            ATC           2.33E+08
Cycle Country Accessories Corp.
            ATE
ADVANTEST CORP ADS 00762U200
            ATEA
Astea International Inc.4.62E+211
            ATEC
Alphatec Holdings, Inc. 02081G102
            ATHN
Athenahealth, Inc.      04685W103
            ATHX         Stock
Athersys, Inc. Common04744L106
            ATI
Allegheny Technologies  01741R102
            ATK
Alliant Techsystems Inc.18804104
AMES NATLATLOCORP        31001100
            ATLS
ATLAS ENERGY, L.P. 04930A104
ATMI Inc ATMI           00207R101
Atmel CorpATML           49513104
            ATNI
Atlantic Tele-Network,Inc49079205
            ATNY
API Technologies Corp 1.87E+205
            ATO
Atmos Energy Corporation 49560105
            ATPG
ATP Oil & Gas Corp      00208J108
            ATR
AptarGroup, Inc.         38336103
            ATRC
AtriCure, Inc.          04963C209
Atrion CorpATRI          49904105
Aetrium IncATRM         00817R103
            ATRO
Astronics Corp           46433108
            ATSC        2.11E+106
ATS Corporation Common Stock
            ATSG        00922R105
Air Transport Services Group, Inc.
ATT 6.375%ATT           00211G208
             SENIOR NOTES 2/15/56
            ATU
Actuant Corporation 00508X203
            ATV
Acorn International, Inc 4854105
            ATVI
Activision Blizzard Inc. 00507V109
            ATW
Atwood Oceanics, Inc. 50095108
            ATX
A.T. Cross Company         2.27E+08
            AU
AngloGold Ashanti Limited35128206
            AU-A         03512Q206
AngloGold Ashanti Holdings Finance PLC
            AUBN         50473107
Auburn National Bancorporation
            AUD          72201R742
PIMCO Australia Bond Index Fund
AudioCodesAUDCLtd        M15342104
            AUMN
Golden Minerals Company    3.81E+08
            AUNZ         97717W216
Wisdom Tree Dreyfus Australia & New Zealand Debt Fund
            AUO
AU Optonics Corp           2255107
            AUQ
AuRico Gold Inc.         05155C105
            AUSE         97717W810
WisdomTree Australia Dividend Fund
            AUTH
AUTHENTEC,INC.           52660107
            AUXL         05334D107
Auxilium Pharmaceuticals, Inc.
            AUY
Yamana Gold, Inc.        98462Y100
AVIVA PLC AV             05382A104
            AVA
Avista Corporation       05379B107
            AVAV
AeroVironment, Inc.        8073108
            AVB
AvalonBay Communities    53484101
ADVOCAT INC AVCA           7586100
            AVD
American Vanguard Corp.  30371108
            AVEO          Inc.
AVEO Pharmaceuticals, 53588109
            AVF           Group, Inc.
American International 26874859 7.70% Series A-5 Junior Subordinated Debentures
            AVGO
Avago Technologies Ltd.  Y0486S104
            AVID
Avid Technology Inc 05367P100
            AVII
AVI BioPharma Inc          2346104
            AVK          00764C109
Advent Claymore Convertible Securities and Income Fund
            AVL
Avalon Rare Metals, Inc. 53470100
            AVNR         05348P401
Avanir Pharmaceuticals, Inc. Class A
            AVNW
Aviat Networks, Inc. 05366Y102
            AVP
Avon Products, Inc.      54303102
Avnet, Inc. AVT          53807103
            AVTR
Avatar Holdings Inc      53494100
            AVX
AVX Corporation            2444107
            AVY
Avery Dennison Corp. 53611109
            AWAY
HOMEAWAY, INC.           43739Q100
            AWC
Alumina Limited          22205108
            AWF          01879R106
ALLIANCEBERSTEIN GLOBAL HIGH INCOME FUND, INC.
            AWH           Company Holdings, LTD.(SWITZERLAND)
Allied World AssuranceH01531104
            AWI
Armstrong World, Inc. 04247X102
            AWK           Company,
American Water Works 30420103 Inc
            AWP          02083A103
Alpine Global Premier Properties Fund
            AWR           Co.
American States Water 29899101
Aware Inc AWRE           05453N100
            AWX
Avalon Holdings Corp. 05343P109
            AXAS          3830106
Abraxas Petroleum Corporation
            AXDI          4.64E+08
iShares MSCI ACWI ex US Consumer Discretionary Sector Index Fund
            AXE         35290105
Anixter International Inc
            AXEN          4.64E+08
iShares MSCI ACWI ex US Energy Sector Index Fund
            AXFN          4.64E+08
iShares MSCI ACWI ex US Financials Sector Index Fund
            AXHE          4.64E+08
iShares MSCI ACWI ex US Health Care Sector Index Fund
            AXID          4.64E+08
iShares MSCI ACWI ex US Industrials Sector Index Fund
            AXIT          4.64E+08
iShares MSCI ACWI ex US Information Technology Sector Index Fund
            AXJL        97717W828
WisdomTree Asia-Pacific ex-Japan Fund
            AXK
Accelr8 Technology Corp.  4304200
            AXL         24061103
American Axle & Manufact.
            AXMT          4.64E+08
iShares MSCI ACWI ex US Materials Sector Index Fund
            AXN         03740A106
AOXING PHARMACEUTICAL COMPANY, INC.
            AXP
American Express Company25816109
            AXR
AMREP Corporation 32159105
             Holders Limited
Axis CapitalAXS         G0692U109
             Holdings Limited 7.25% Ser A
Axis CapitalAXS-A       G0692U208
            AXSL          4.64E+08
iShares MSCI ACWI ex US Consumer Staples Sector Index Fund
            AXTE          4.64E+08
iShares MSCI ACWI ex US Telecommunication Services Sector Index Fund
AXT Inc     AXTI        00246W103
            AXU
Alexco Resource Corp. 01535P106
            AXUT          4.64E+08
iShares MSCI ACWI ex US Utilities Sector Index Fund
            AYI
Acuity Brands, Inc.     00508Y102
            AYN         18714105
Alliance New York Municipal Income Fund, Inc.
            AYR
Aircastle Limited       G0129K104
            AYT
Barclays GEMS Asia-8 ETN06738G878
            AZC         50912203
Augusta Resource Corporation
            AZK
AURIZON MINES LTD 05155P106
            AZN
AstraZeneca PLC         46353108
            AZO
AutoZone, Inc.          53332102
            AZPN
Aspen Technology Inc 45327103
            AZZ
AZZ incorporated          2474104
            B
Barnes Group Inc.       67806109
            BA
Boeing Company          97023105
            BAA
Banro Corporation       66800103
            BAB         73937B407
POWERSHARES BUILD AMERICA BOND PORTFOLIO
            BABS        78464A276
SPDR Nuveen Barclays Capital Build America Bond ETF
            BABY
Natus Medical Inc         6.39E+08
            BABZ        72201R825
PIMCO Build America Bond Strategy Fund
            BAC
Bank of America Corp. 60505104
            BAC+A       60505146
BANK OF AMERICA WARRANTS CLASS A
            BAC+B       60505153
BANK OF AMERICA CORPORATION WARRANTS CLASS B
             Trust      55189203
BAC CapitalBAC-B X 6.25% Capital Securities
             Trust
BAC CapitalBAC-C XII 05633T209
            BAC-D       60505831
Bank of America Corporation Depositary Shares representing 1/1,000th Interest in a share of 6.2
            BAC-E       60505815
Bank of America Corporation
            BAC-H       60505765
Bank of America Corporation, Series H
             BAC-I       60505740
Bank Of America Corporation
             BAC-J       60505724
BANK OF AMERICA 1/1000th interest in a share of 7.25% Non-Cumulative Preferred Stock, Series J
              Trust      55185201
BAC CapitalBAC-UIV 5 7/8% Capital Securities
              Trust
BAC CapitalBAC-VII       55188205
              Trust I
BAC CapitalBAC-W         55187207
              Trust     5.52E+205
BAC CapitalBAC-X III 7.0% Capital Securities
              Trust      55184204
BAC CapitalBAC-Y V 6% Capital Securities
              Trust     05518T209
BAC CapitalBAC-Z VIII 6% Capital Securities
BLACKROCKBAF            09250G102
              MUNICIPAL INCOME INVESTMENT QUALITY TRUST
             BAGL       28257U104
Einstein Noah Restaurant Group INC.Common Stock
             BAH         99502106
Booz Allen Hamilton Holding Corporation
Braskem S.A. BAK          1.06E+08
             BAL        06739H271
iPath Dow Jones-UBS Cotton Subindex Total Return ETN due June 24, 2038
             BALT
Baltic Trading Limited Y0553W103
             BAM          1.13E+08
Brookfield Asset Management Inc
             BAMM
Books-A-Million Inc      98570104
             BANC       33589V101
First Pactrust Bancorp Inc
             BANF
Bancfirst Corp          05945F103
             BANFP       BFC Capital
BancFirst Corporation -05539S206 Trust II Cumulative Trust Pfd Secs
Banner Corp. BANR       06652V208
Credicorp LTDBAP        G2519Y108
             BARI
Bancorp Rhode Island Inc 59690107
             BARL       61760E390
Morgan Stanley S&P 500 Crude Oil Linked ETNs due July 1, 2031
             BARN
Global X Farming ETF 37950E523
             BAS        06985P100
Basis Energy Services, Inc.
             BASI       09058M103
Bioanalytical Systems Inc
             BAX
Baxter International Inc.71813109
             Beyond
Bed Bath & BBBY Inc 75896100
             BBD         59460303
BANCO BRADESCO (New) ADS (each rep. 1 Pfd share)
             BBEP         1.07E+08
BreitBurn Energy Partners, L.P.
BLACKROCKBBF            09248H105
              MUNICIPAL INC TR
             BBG
Bill Barrett Corporation06846N104
             BBGI        74014101
Beasley Broadcasting Group Inc
             BBH
BIO TECH HOLDRS TRUST   09067D201
             BBK        09249H104
Blackrock Municipal Bond Trust
             BBL
BHP BILLITON PLC        5.55E+212
             BBN        09248X100
BlackRock Build America Bond Trust
             BBND
BigBand Networks, Inc. 89750509
             BBNK
Bridge Capital Holdings 1.08E+08
             BBOX
Black Box Corp           91826107
             BBRG       10567B109
BRAVO BRIO RESTAURANT GROUP INC.
             BBSI
Barrett Business Services68463108
             BBT
BB&T Corporation         54937107
             BBT-A
BB&T Capital Trust V 05530J205
             BBT-B
BB&T Capital Trust VI 05531B201
             BBT-C
BB&T CAPITAL TRUST VII  05531H208
             BBVA       05946K101
Banco Bilbao Vizcaya Argentaria, S.A.
            BBVX        90268A865
ETRACS Daily Short 2-Month S&P 500 VIX Futures ETN due September 6, 2041
            BBW
Build-A-Bear Workshop, Inc.1.2E+08
            BBX
BankAtlantic Bancorp Inc 65908808
             Trust
BBC CapitalBBXT II      05527K207
            BBY
Best Buy Company, Inc. 86516101
            BC
Brunswick Corporation 1.17E+08
Corpbanca BCA           21987A209
            BCAR        06425J102
BANK OF THE CAROLINAS CORPORATION
            BCBP
BCB BANCORP INC (NJ) 55298103
            BCDS         55347207
BCD Semiconductor Manufacturing Limited American Depositary Shares
BCE, Inc. BCE           05534B760
            BCF         09254B109
Blackrock Real Asset Equity Trust
            BCH
Banco de Chile           59520106
             Beta        Commodity
iPath® PureBCM Broad06740P114 ETN
            BCO
The Brink's Company        1.1E+08
            BCOM
B Communications Ltd M15629104
            BCON
Beacon Power Corp. 73677205
            BCPC
Balchem Corporation 57665200
            BCR
C.R. Bard, Inc.          67383109
            BCRX        09058V103
BioCryst Pharmaceuticals Inc
Barclays PLCBCS         6.74E+207
            BCS-        06739F390
Barclays Bank PLC (Each rep. 1 Non-Cum. Callable Dollar Pref. Shrs. Ser. 2, Nom. Val. $0.25)
            BCS-A
Barclays Bank PLC       06739H776
            BCS-C
Barclays Bank PLC       06739H511
            BCS-D
Barclays Bank PLC       06739H362
            BCSB
BCSB Bankcorp, Inc       55367106
            BCSI
Blue Coat Systems Inc 09534T508
            BCV
Bancroft Fund Ltd.       59695106
BLACKROCKBCX            09257A108
              RESOURCES & COMMODITIES STRATEGY TRUST
Belden Inc. BDC          77454106
            BDCL        90267B765
2×Leveraged Long Exchange Traded Access Securities (E-TRACS) Linked to the Wells Fargo Busines
            BDCO
Blue Dolphin Energy Co 95395307
            BDCS          9.03E+08
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo® Business Developme
            BDD         25154K841
PowerShares DB Base Metals Double Long Exchange Traded Notes due 6/1/38
            BDE
Black Diamond, Inc. 09202G101
             Fund
Rivus Bond BDF             7.7E+08
            BDG         25154K825
PowerShares DB Base Metals Long Exchange Traded Notes due 6/1/38
            BDGE
BRIDGE BANCORP INC 1.08E+08
            BDH
BROADBAND HOLDRS TRUST  11130P104
            BDJ         09251A104
BlackRock Enhanced Equity Dividend Trust
            BDL
Flanigan's Enterprises 3.39E+08
            BDMS         91283200
Birner Dental Management Servi
              Realty
BrandywineBDN Trust1.05E+08
              Realty       7.50% Series C Cumul Rdmble Pfd Shs. of Beneficial Interest
BrandywineBDN-C Trust1.05E+08
              Realty       7.375% Ser
BrandywineBDN-D Trust1.05E+08 D Cumulative Rdmble Pfd Shs of Ben. Interest
            BDR
Blonder Tongue Labs, Inc.93698108
             Sciences Internati
BioDelivery BDSI        09060J106
             BDT        09249Y107
BlackRock Strategic Equity Dividend Trust
             BDV        09250N107
BlackRock Equity Dividend Trust
             BDX        75887109
Becton, Dickinson and Co.
BEAM INC. BEAM          73730103
BEAM, INC.BEAM-A        73730202
             BEAT
CardioNet, Inc.         14159L103
             BEAV
BE Aerospace Inc        73302101
              Inc
Bebe StoresBEBE         75571109
             BECN        Inc.
Beacon Roofing Supply, 73685109
             BEE        86272T106
Strategic Hotels & Resorts, Inc.
             BEE-A      86272T304
Strategic Hotels & Resorts, Inc.
             BEE-B      86272T403
Strageic Hotels & Resorts, Inc. 8.25% Series B Cumulative Redeemable Pfd Stock
             HOTELS     86272T502
STRATEGIC BEE-C & RESORTS, INC. 8.25 % series C Cumulative Redeemable Preferred Stk
Bel Fuse IncBELFA       77347201
Bel Fuse IncBELFB       77347300
             BEM        61746S422
Morgan Stanley Protectd. Notes Based on the Val of 15 Enery Co's 03/30/12
             BEN
Franklin Resources        3.55E+08
             BERK
Berkshire Bancorp, Inc. 84597202
             BEST
SHINER INTL INC.          8.25E+08
             BEXP
Brigham Exploration Co 1.09E+08
             BF.A
BROWN-FORMAN CORP 1.16E+08CL A
             BF.B
Brown-Forman Corporation  1.16E+08
             BFED       73582108
Beacon Federal Bancorp, Inc.
             BFIN       06643P104
BankFinancial Corporation
BLACKROCKBFK            09248F109
              MUNICIPAL INC TR
Bluefly Inc. BFLY       96227301
             BFO        09250M109
Blackrock Florida Municipal 2020 Term Trust
             BFR
BBVA Banco Frances S.A. 07329M100
             BFS
Saul Centers, Inc.        8.04E+08
             BFS-A        Series A Cumul Rdmble Pfd
Saul Centers, Inc. 8.00% 8.04E+08
             BFS-B
Saul Centers, Inc.        8.04E+08
             BFSB         1.14E+08
Brooklyn Federal Bancorp, Inc.
             BFY        09249R102
Black Rock New York Municipal Income Trust II
              CA        9.25E+105
BLACKROCKBFZ MUNICIPAL INC TR
Bunge LimitedBG         G16962105
             BGC
General Cable Corp.       3.69E+08
             BGCP
BGC Partners, Inc.      05541T101
             Trust      05541Q206
BGE CapitalBGE-B II 6.20% Trust Preferred Secs
             BGFV       08915P101
Big 5 Sporting Goods Corp
             BGG
Briggs & Stratton Corp. 1.09E+08
             BGMD
BG Medicine, Inc.       08861T107
             BGR        09250U101
Blackrock Energy and Resources Trust
B&G Foods,BGS Inc.      05508R106
             BGT         Income Trust
Blackrock Floating Rate 91941104
             BGU        25459W862
Direxion Daily Large Cap Bull 3x Shares
             BGX        09257D102
Blackstone/GSO Long-Short Credit Income Fund
             BGY         Real Estate
Blackrock International 92524107 Fund, Inc.
             BGZ         25459W151
Direxion Daily Large Cap Bear 3x Shares
             BH
Biglari Holdings, Inc. 08986R101
             BHB
Bar Harbor Bankshares 66849100
             BHD
BlackRock, Inc.          09249G106
Benchmark BHEElectronics 08160H101
             BHH
B2B INTERNET HOLDERS     56033103
             BHI
Baker Hughes Inc.        57224107
               CORE
BLACKROCKBHK BD TR       9.25E+104
             BHL         09255Q105
Blackrock Defined Opporunity Credit Trust
             BHLB        84680107
Berkshire Hills Bancorp,Inc.
B&H OceanBHO             55090104
             Carriers Ltd.
              Limited
BHP BillitonBHP          88606108
             BHV           Bond Trust
BlackRock Virginia Muni92481100
               HIGH
BLACKROCKBHY YIELD TRUST 09248N102
             BIB         74347R214
ProShares Ultra NASDAQ Biotechnology
             BICK        33733H107
FIRST TRUST BICK INDEX FUND
Sotheby's BID              8.36E+08
Baidu, Inc. BIDU         56752108
             BIDZ
Bidz.Com, Inc.           08883T200
             BIE         09249K107
Blackrock Muni Yield Insured Fund, Inc.
             BIF           1.02E+08
Boulder Growth & Income Fund, Inc.
             BIG
Big Lots, Inc.           89302103
             BIIB
Biogen Idec, Inc.        09062X103
             BIK
SPDR S&P BRIC 40 ETF 78463X798
             BIL         78464A680
SPDR Barclays Capital 1-3 Month T-Bill ETF
             Waste Solutions Ltd.
ProgressiveBIN           74339G101
             BIO
Bio-Rad Laboratories 90572207
             BIO.B
BIO-RAD LABS CLB         90572108
             BIOC
BioClinica, Inc          09071B100
Biodel Inc. BIOD         09064M105
             BIOF
BioFuel Energy Corp. 09064Y109
             BIOS
BioScrip, Inc.           09069N108
             BIP         G16252101
Brookfield Infrastructure Partners L.P. Limited Partnership Units
             BIR-A       84690205
Berkshire Income Realty, Inc. 9% Series A Cumulative Preferred
Actuate Corp.BIRT        00508B102
             BIS         74347R198
ProShares UltraShort NASDAQ Biotechnology
             BITA
Bitauto Holdings Limited 91727107
Bitstream IncBITS        91736108
             BIV           9.22E+08
Vanguard Intermediate-Term Bond ETF
             BJK         57060U829
Market Vectors ETF Trust-- Gaming ETF
             BJRI
BJ's Restaurants, Inc. 09180C106
               CA        09249C105
BLACKROCKBJZ MUNI 2018 TRM TR
             BK          64058100
Bank of New York Mellon Corporation
             6.875% PFD SR E
BNY CAP IV BK-E          09656G201
              V, 5.95% Trust Pfd Series F
BNY CapitalBK-F          09656H209
             BKBK          Corp
Britton & Koontz Capital1.11E+08
               KELSO     92533108
BLACKROCKBKCC CAPITAL CORPORATION
             BKD           Inc.
Brookdale Senior Living, 1.12E+08
             Inc.
The Buckle,BKE            1.18E+08
             BKEP       09625U109
Blueknight Energy Partners L.P.
             BKF           Fund
iShares MSCI BRIC Index 4.64E+08
             BKH
Black Hills Corporation 92113109
             BKI
Buckeye Technologies, Inc 1.18E+08
             BKJ         Inc.
Bancorp of New Jersey, 59915108
             BKK        09249X109
Blackrock Municipal 2020 Term Trust
             BKLN       73936Q769
PowerShares Senior Loan Portfolio
             BKMU
Bank Mutual Corp         63750103
              INV       09247D105
BLACKROCKBKN QUAL MUNI TR
             BKOR         6.72E+08
Oak Ridge Financial Services, Inc.
             BKR
Michael Baker Corporation57149106
             BKS
Barnes & Noble, Inc. 67774109
             BKSC
Bank of South Carolina 65066102
             BKT
BlackRock Income Trust  09247F100
             BKU
Bankunited, Inc.        06652K103
             BKYF        62896105
BANK KENTUCKY FINL CP (THE)
             BLC
Belo Corporation         80555105
             BLD
Baldwin Technology Co.58264102
             BLDP        58586108
Ballard Power Systems Inc.
             BLDR       12008R107
Builders FirstSource, Inc.
             BLE        09249N101
BlackRock New York Municipal Income Trust II
              NY        09248K108
BLACKROCKBLH MUNI 2018 TRM TR
             BLIN
Bridgeline Digital Inc. 10807Q205
             BLJ        09249A109
BlackRock N Jersey Muni Bond Trust
             BLK
Blackrock, Inc.         09247X101
             BLKB
Blackbaud, Inc.         09227Q100
             BLL
Ball Corporation         58498106
             BLMT
BSB BANCORP, INC. 05573H108
             Beta       06740P338
iPath® PureBLNG Precious Metals ETN
BIOLINERX LTDBLRX       09071M106
             BLT
Blount International, Inc95180105
             BLTI
Biolase Technology Inc 90911108
             BLV          9.22E+08
Vanguard Long-Term Bond ETF
             BLW        09249W101
Blackrock Limited Duration Income Trust
             BLX        P16994132
Banco Latinoamericano de Comercio Exterior, S.A
             BMA
Banco Macro S.A.        05961W105
             BMC
BMC Software, Inc.       55921100
             BME        09250W107
Blackrock Health Sciences Trust
             BMI
Badger Meter, Inc.       56525108
             BMJ
Birks & Mayors Inc.      90881103
             BML-G       60505633
Bank Of America Corporation Depositary Shares(Each representing a 1/1200th interest in a share
             BML-H       60505625
Bank Of America Corporation Depositary Shares(Each representing a 1/1200th interest in a share
             BML-I       60505617
Bank of America Depositary Shares(Each representing 1/1200th interest in a share of Bank of Ame
             BML-J       60505591
Bank of America Depositary Shares(Each representing 1/1200th interest in a share of Bank of Ame
             BML-N       60505575
Bank Of America Corporation Depositary Shares (Each representing a 1/40th interest in share of
            BML-O       60505567
Bank Of America Corporation Depositary Shares (Each representing a 1/40th interest in share of
            BML-Q       60505559
Bank of America Depositary Shares(Each representing 1/1200th interest in a share of Bank of Ame
            BMO
Bank of Montreal        63671101
            BMR         09063H107
Biomed Realty Trust, Inc.
            BMR-A       09063H206
Biomed Realty Trust, Inc.
            BMRC
Bank of Marin Bancorp 63425102
            BMRN        09061G101
BioMarin Pharmaceuticals Inc
            BMS
Bemis Company, Inc. 81437105
            Bank
Bryn Mawr BMTCCorp 1.18E+08
            Therapeutics, Inc.
BioMimeticBMTI          09064X101
            BMY
Bristol-Myers Squibb Co. 1.1E+08
            BMY-          1.1E+08
BRISTOL-MYERS SQUIBB $2 CV PFD
            BNA         92475102
BlackRock Income Opportunity Trust Inc. (The) INC
            BNCL        08173R104
Beneficial Mutual Bancorp, Inc.
BNC BANCORP BNCN        05566T101
            BND          9.22E+08
Vanguard Total Bond Market
Benihana IncBNHN        82047101
            BNHNA
Benihana Inc. Class A 82047200
             NJ         09248J101
BLACKROCKBNJ MUNICIPAL INC TR
            BNO         Fund, LP
United States Brent Oil 91167Q100
            BNS
Bank of Nova Scotia     64149107
            BNSO        98529308
Bonso Electronic International
            BNVI
Bionovo, Inc.           90643206
            BNX
Banks.com,Inc           66470105
             NY         09248L106
BLACKROCKBNY MUNICIPAL INC TR
            BOBE
BOB Evans Farms         96761101
            BOCH        06424J103
Bank of Commerce Holdings (CA)
            BODY
Body Central Corp.      09689U102
            BOE         92501105
Blackrock Global Opportunities Equity Trust
            BOFI
Bofl Holding, Inc.      05566U108
            BOH
Bank of Hawaii Corp. 62540109
            BOIL         Natural Gas
ProShares Ultra DJ-UBS74347W775
            BOKF
BOK Financial Corp      05561Q201
            BOLT
Bolt Technology Corp. 97698104
            BOM         25154K858
PowerShares DB Base Metals Double Short Exchange Traded Notes due 6/1/38
            BONA
Bona Film Group Limited 09777B107
            INTL
BARCTERIN BONEHLDG 05644R101
            BONO        Aggregate Bond ETF
Market Vectors LatAm 57060U431
            BONT
Bon-Ton Stores Inc/The  09776J101
            BOOM
Dynamic Materials Corp 2.68E+08
            BOOT
Lacrosse Footwear Inc 5.06E+08
            BORN        16890T105
China New Borun Corporation
            BOS         25154K833
PowerShares DB Base Metals Short Exchange Traded Notes due 6/1/2038
            BOSC        M20115164
B.O.S. Better On-Line Solutions Ltd.
            BOVA
Bank of Virginia        06544P104
            BOX         G79978105
Seacube Container Leasing Ltd
BP p.l.c. BP            55622104
            BPAX        09065V203
BioSante Pharmaceuticals Inc.
            BPFH          Holdi
Boston Private Financial 1.01E+08
            BPFHW         1.01E+08
BOSTON PRIVATE FINANCIAL HOLDINGS, INC.
            BPHX         Ltd.
BluePhoenix Solutions, M20157109
            BPI         10807M105
BRIDGEPOINT EDUCATION, INC
             MUNI
BLACKROCKBPK 2018 TRM TR09248C106
            BPL
Buckeye Partners, L.P. 1.18E+08
            BPO           1.13E+08
Brookfield Office Properties Inc.
Popular Inc BPOP          7.33E+08
            BPOPM       73317H206
Popular, Inc. Popular Capital Tr II 6.125%
            BPOPN       73317W203
Popular Capital Trust I 6.70% Cumul Mnthly Income Tr Pfd Secs.
            BPP         09249V103
Blackrock Credit Allocation Income Trust III
             PA         09248R103
BLACKROCKBPS STRATEGIC MUNI TR
             Bay
BP PrudhoeBPT Royalty55630107
            BPZ
BPZ Resources, Inc.      55639108
            BQH         09249P106
BlackRock New York Municipal
            BQI
Oilsands Quest, Inc.      6.78E+08
BLACKROCKBQR             92546100
             ECOSOLUTIONS INVESTMENT TRUST
            BQY         Rankings Global Equity Managed Trust
BlackRock S&P Quality 09250D109
            Financial Solutions Inc
Broadridge BR           11133T103
            BRAF        37950E838
Global X Braziil Financials ETF
            BRAQ
GLOBAL X BRAZIL CONSUMER37950E846
            BRAZ         ETF
Global X Brazil Mid Cap37950E788
            BRC
Brady Corporation         1.05E+08
            BRCD          1.12E+08
Brocade Communications Systems, Inc. NEW
            BRCM
Broadcom Corp             1.11E+08
            Corp.
Brigus GoldBRD            1.09E+08
            BRE
BRE Properties, Inc. 5.56E+109
            BRE-D       05564E601
BRE Properties, Inc. 6.75% Ser D
            BRF         57060U613
Market Vectors Brazil Small-Cap ETF
            FOODS
BRF-BRASIL BRFS S.A.10552T107
            BRID
Bridgford Foods Corp 1.09E+08
            BRIL          2X Shares
Direxion Daily BRIC Bull25459W367
            BRIS        25459W359
Direxion Daily BRIC Bear 2X Shares
            HATHAWAY 84670702
BERKSHIRE BRK.B           Class B
            BRKL
Brookline Bancorp Inc 11373M107
            BRKR
Bruker Corporation        1.17E+08
            BRKS
Brooks Automation Inc 1.14E+08
            BRLI
Bio-Reference Labs Inc 09057G602
            BRN
Barnwell Industries, Inc.68221100
            BRO
Brown & Brown, Inc. 1.15E+08
            BRP         11283W104
Brookfield Residential Properties Inc.
            BRS
Bristow Group, Inc.         1.1E+08
            BRT
BRT Realty Trust         55645303
            BRXX          2.68E+08
EGShares Brazil Infrastructure ETF
            BRY
Berry Petroleum Company  85789105
            BSBR        05967A107
BANCO SANTANDER (BRASIL) SA
             BSCB       18383M886
Guggenheim BulletShares 2011 Corporate Bond ETF
             BSCC       18383M597
Guggenheim BulletShares 2012 Corporate Bond ETF
             BSCD       18383M589
Guggenheim BulletShares 2013 Corporate Bond ETF
             BSCE       18383M571
Guggenheim BulletShares 2014 Corporate Bond ETF
             BSCF       18383M563
Guggenheim BulletShares 2015 Corporate Bond ETF
             BSCG       18383M555
Guggenheim BulletShares 2016 Corporate Bond ETF
             BSCH       18383M548
Guggenheim BulletShares 2017 Corporate Bond ETF
BLACKROCKBSD              MUNI TR
              STRATEGIC09248T109
             BSDM
BSD Medical Corporation  55662100
              NEW         MUNICIPAL
BLACKROCKBSE YORK09249U105 INCOME QUALITY TRUST
             BSET        70203104
Bassett Furniture Industries I
             BSFT
BROADSCOFT,INC.         11133B409
             BSI        02051Q106
Alon Holdings-Blue Square-Israel Ltd.
             BSJC       18383M456
Guggenheim BulletShares 2012 High Yield Corporate Bond ETF
             BSJD       18383M449
Guggenheim BulletShares 2013 High Yield Corporate Bond ETF
             BSJE       18383M431
Guggenheim BulletShares 2014 High Yield Corporate Bond ETF
             BSJF       18383M423
Guggenheim BulletShares 2015 High Yield Corporate Bond ETF
             BSL        09256U105
BLACKSTONE/GSO SR FLOATING RATE TERM FUND
             BSP         30099105
AMER STRATEGIC INC PORTFOLIO I
             BSPM        90678103
BIOSTAR PHARMACEUTICALS, INC
             BSQ        Notes Linked
Market Linked Step Up 06052E640 to S&P 500 Index 11/26/12
             BSQR
BSQUARE Corporation 11776U300
             BSRR
Sierra Bancorp          82620P102
              Technologies Corp.
BioSpecificsBSTC         90931106
             BSV          9.22E+08
Vanguard Short-Term Bond ETF
             BSX
Boston Scientific Corp. 1.01E+08
             BT
BT Group plc (ADR)      5.58E+104
             BTA        09250B103
Blackrock Long-Term Municipal Advantage Trust
             BTAH         3.52E+08
QuantShares U.S. Market Neutral High Beta Fund
             BTAL         3.52E+08
QuantShares U.S. Market Neutral Anti-Beta Fund
CommunityBTC              2.04E+08
              Bankers Trust Corporation
             BTE        07317Q105
Baytex Energy Corp. (New)
             BTF          1.02E+08
BOULDER TOTAL RETURN FD INC
             BTFG       05978R107
BancTrust Financial Group Inc
             BTH
Blyth, Inc. (New)       09643P207
             BTI
British American Tobacco 1.1E+08
             BTM        10553M101
BRASIL TELECOM SA PFD ADS
             BTM.C
BRASIL TELECOM, S.A. 10553M200
             BTN
Ballantyne Strong, Inc 58516105
             BTO           4.1E+08
JOHN HANCOCK BK/THRIFT OPP (NEW)
             BTU
Peabody Energy Corp. 7.05E+08
             BTUI
BTU International Inc 56032105
Biotime, Inc.BTX        09066L105
             BTZ         92508100
Blackrock Credit Allocation Income Trust IV
             BUD         SA/NV
Anheuser-Busch INBEV 03524A108
             BUNL       25154W506
PowerShares DB German Bund Futures Exchange Traded Notes due March 31, 2021
             BUNT       25154W407
PowerShares DB 3x German Bund Futures Exchange Traded Notes due March 31, 2021
            BUR          1.21E+08
Burcon NutraScience Corporation
            BUSE
First Busey Corp-Cl A 3.19E+08
            BVN
Compania de Minas Buenav.2.04E+08
            BVSN         NEW
BROADVISION INC COM 1.11E+08
            BVX         10211F100
BOVIE MEDICAL CORPORATION
            BWA
BorgWarner Inc.         99724106
            BWC
THE BABCOCK & WILCOX CO.05615F102
            BWEN
BROADWIND ENERGY INC    11161T108
             Capital    94985V202
Wells FargoBWF XII 7.875% Enhanced Trust Preferred Securities (Enhanced TRUPS)
            BWINA
Baldwin & Lyons Inc 57755100
            BWINB
Baldwin & Lyons Inc 57755209
            BWL.A
Bowl America Incorporated1.03E+08
            BWLD
Buffalo Wild Wings, Inc. 1.2E+08
            BWN         61748A643
8% CBOE S&P 500 BuyWrite Index Targeted Income STRS due January 15, 2012
WOWJOINTBWOW            LIMITED
             HOLDINGSG9796W101
             HOLDINGS LTD UNITS
WOWJOINTBWOWU G9796W200
             HOLDINGS LTD WTS
WOWJOINTBWOWW G9796W119
            BWP         96627104
Boardwalk Pipeline Partners, LP
            BWS
Brown Shoe Company, Inc. 1.16E+08
            BWV         06739F135
iPath ETN linked to CBOE S&P 500 Buy Write Index
            BWX         78464A516
SPDR Barclays Capital International Treasury Bond ETF
            BWZ         78464A334
SPDR Barclays Capital Short Term International Treasury Bond ETF
            BX
The Blackstone Group L.P09253U108
            BXC
BlueLinx Holdings Inc. 09624H109
            BXDB        06740H658
Barclays Short B Leveraged Inverse S&P 500 TR ETN
            BXDC        06740H641
Barclays Short C Leveraged Inverse S&P 500 TR ETN
            BXG
Bluegreen Corporation 96231105
            BXP
Boston Properties, Inc. 1.01E+08
            BXS
BancorpSouth, Inc.      59692103
            BXS-A       05969E305
BancorpSouth Capital Trust I, 8.15% TruPS Trust Pfd Securities
            BXUB        06740H674
Barclays Long B Leveraged S&P 500 TR ETN
            BXUC        06740H666
Barclays Long C Leveraged S&P 500 TR ETN
            BYD
Boyd Gaming Corporation  1.03E+08
            BYFC         1.11E+08
Broadway Financial Corp/Del
            BYI
Bally Technologies, Inc.05874B107
BLACKROCKBYM             INCOME
             MUNICIPAL92479104QUALITY TRUST
Boise Inc BZ            09746Y105
            BZC          1.07E+08
Breeze Eastern Corporation
            BZF         97717W240
WisdomTree Dreyfus Brazilian Real Fund
            BZH
Beazer Homes USA, Inc.  07556Q105
            BZM         09249L105
BlackRock Maryland Muni Bond Trust
            BZMD        07556Q402
BEAZER HOMES USA, INC. 7.50% MANDATORY CONV SUB NTS DUE 2013
PROSHARESBZQ            74347X401
             ULTRASHORT MSCI BRAZIL
            BZU
BEAZER HOMES USA, INC.  07556Q501
            C
Citigroup Inc.           1.73E+08
            C+A          1.73E+08
Citigroup Inc. Warrants expiring 1/4/2019
            C+B          1.73E+08
Citigroup Inc. Warrants expiring 10/28/2018
            C-E
Citigroup Capital XVII 17311H209
            CAPITAL XIX 7.250% Enhanced Trust Preferred Securities
CITIGROUP C-F            17311U200
            C-G
Citigroup Capital XX       1.73E+08
            C-H
Citigroup Inc.             1.73E+08
            C-I
Citigroup Inc.             1.73E+08
            C-J          17315D204
CitiGroupCapital XII 8.5% Fixed Rate/Floating Rate Trust Preferred Securities (TRUPS)
            C-M             Shares
Citigroup Inc. Depositary1.73E+08
            C-N            1.73E+08
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
            C-O          1.73E+204
Citigroup Capital XIV PFD O
            C-P
Citigroup Inc.             1.73E+08
            C-Q          17307Q205
Citigroup Capital XI 6.00% Capital Secs (TruPS)
            C-R            1.73E+08
Citigroup Capital X 6.10% Capital Securities (TRuPS)
            C-S            1.73E+08
Citigroup Capital IX 6.00% Capital Securities (TruPS)
            CAPITAL XV17310G202
CITIGROUP C-U
            C-V
Citigroup Capital VII 17306N203
            C-W
Citigroup Capital XVI 17310L201
            C-Z          17306R204
Citigroup Capital VIII 6.950% Cumul Redeem TruPS Pfd
CA, Inc.    CA           12673P105
            CAAS         16936R105
China Automotive Systems, Inc.
            CAB
Cabela's Incorporated 1.27E+08
            CAC
Camden National Corporation1.33E+08
            CACB
Cascade Bancorp            1.47E+08
            CACC
Credit Acceptance Corp 2.25E+08
Cache Inc CACH             1.27E+08
            CACI
CACI INTERNATIONAL CLA     1.27E+08
            CADC           1.69E+08
CHINA ADVANCED CONSTR MATLS GROUP INC Common Stock
            CADX         12738T100
Cadence Pharmaceuticals, Inc.
CAE INC CAE                1.25E+08
            CAF            6.17E+08
MORGAN STANLEY CHINA A SHARE FUND, INC
             Beta        06740P148
iPath® PureCAFE Coffee ETN
            CAFI
Camco Financial Corp 1.33E+08
            CAG
ConAgra Foods, Inc.        2.06E+08
            CAH
Cardinal Health, Inc. 14149Y108
Canon, Inc. CAJ            1.38E+08
            CAK
CAMAC Energy Inc.          1.32E+08
             Factory
CheesecakeCAKE (The)       1.63E+08
            CALD
Callidus Software, Inc. 13123E500
            CALI
CHINA AUTO LOGISTICS INC 16936J103
MAGICJACKCALL             LTD
             VOCALTEC M6787E101
            CALM
Cal-Maine Foods Inc        1.28E+08
CALIX, INC. CALX         13100M509
            CAM          Corporation
Cameron International 13342B105
CalAmp Corp.CAMP           1.28E+08
Camtek LtdCAMT           M20791105
            CANE
Teucrium Sugar Fund 88166A409
            CAP
CAI International, Inc. 12477X106
             Group, Inc. 53774105
Avis BudgetCAR
CARBONITECARB             1.41E+08
              INC COMMON STOCK
             CART
Carolina Trust Bank       1.44E+08
             CARVD
Carver Bancorp, Inc. New  1.47E+08
             CARZ       33734X309
First Trust NASDAQ Global Auto Index Fund
             & Co.
A.M. Castle CAS           1.48E+08
             CASC
Cascade Corporation 1.47E+08
             CASH       59100U108
Meta Financial Group, Inc.
             CASM
CAS Medical Systems, Inc. 1.25E+08
             CASS       14808P109
Cass Information Systems Inc
             CAST       16946T109
ChinaCast Education Corporation Common Stock
             CASY
Casey's General Stores Inc1.48E+08
             CAT
Caterpillar Inc.          1.49E+08
             CATM
Cardtronics, Inc.       14161H108
CATO CORPCATO             1.49E+08
             CATY
Cathay General Bancorp 1.49E+08
             C
Cavium, Inc. AVM        14964U108
             CAW
CCA Industries, Inc.      1.25E+08
             CAZA       G19867103
CAZADOR ACQUISITION CORPORATION LTD
             CAZAU      G19867111
CAZADOR ACQUISITION CORPORATION LTD
             CAZAW      G19867129
CAZADOR ACQUISITION CORP LTD WARRANT
             CB
Chubb Corporation         1.71E+08
             CBAK
China BAK Battery, Inc. 16936Y100
             CBAN
Colony Bankcorp Inc 19623P101
             CBB
Cincinnati Bell Inc.      1.72E+08
             CBB-B        1.72E+08
Cincinnati Bell Inc. DEP SHS
             CBD        20440T201
COMPANHIA BRASILEIRA DE DISTRIBUICAO
             CBE        G24140108
Cooper Industries LTD (NEW)
Cbeyond, Inc.CBEY          1.5E+08
             CBG
CBRE GROUP, INC.        12504L109
             CBI
Chicago Bridge & Iron Co. 1.67E+08
CommunityCBIN             2.04E+08
              Bk Shares/Indiana
              and
ChristopherCBK Banks Corp.1.71E+08
             CBKN
Capital Bank Corp          1.4E+08
             CBL
CBL & Assoc. Properties 1.25E+08
             CBL-C        1.25E+08
CBL & Associates Properties, Inc. 7.75% Ser C Cumul Rdmble Pfd
             CBL-D        1.25E+08
CBL & Associates Properties, Inc.
             CBLI
Cleveland Biolabs, Inc 1.86E+08
             CBM
Cambrex Corporation 1.32E+08
             CBMX
CombiMatrix Corporation 20009T105
             CBMXW 20009T113
CombiMatrix Corporation
             CBND       78464A144
SPDR Barclays Capital Issuer Scored Corporate Bond ETF
             CBNJ
Cape Bancorp, Inc.        1.39E+08
             CBNK
Chicopee Bancorp, Inc. 1.69E+08
             Test       CBOCBOCBO
NYSE ListedCBO Stock For CTS and CQS
             CBOE
CBOE HOLDINGS, INC. 12503M108
             CBOU         1.42E+08
Caribou Coffee Company, Inc.
             CBP        16890Y104
China Botanic Pharmaceutical Inc.
             CBPO      16938C106
CHINA BIOLOGIC PRODUCTS INC
CIBER, Inc. CBR        17163B102
             CBRL      22410J106
Cracker Barrel Old Country Store, Inc,.
             CBRX        1.98E+08
Columbia Laboratories Inc.
             CBS
CBS Corporation Class B 1.25E+08
             CBS.A
CBS Corporation Class A 1.25E+08
             CBSH
Commerce Bancshares Inc  2.01E+08
             CBST
Cubist Pharmaceuticals Inc2.3E+08
             CBT
Cabot Corporation        1.27E+08
              Bank
CommunityCBU System      2.04E+08
             Test      CBXCBXCBX
NYSE ListedCBX Stock For CTS and CQS
CBIZ, Inc. CBZ           1.25E+08
             CCA       59318C106
MFS California Municipal Fund
             Bank         1.4E+08
Capital City CCBG Group Inc
             CCC
Calgon Carbon Corporation 1.3E+08
             CCCL
CHINA CERAMICS CO. Ltd.G2113X100
             CCCLU
CHINA CERAMICS CO LTD  G2113X209
             CCCLW     G2113X118
CHINA CERAMICS CO LTD WTS EXP 2012
             CCE       19122T109
Coca-Cola Enterprises, Inc.
             CCF
Chase Corporation      16150R104
             CCG       13466Y105
CAMPUS CREST COMMUNITIES, INC.
             CCGM
China CGame, Inc       16946P107
             CCH       1912EP104
Coca-Cola-Hellenic Bottling Company S.A.
             CCI
Crown Castle Intl. Corp. 2.28E+08
             CCIH      16950M107
CHINACACHE INTERNATIONAL HOLDINGS LTD
             CCIX
Coleman Cable Inc.       1.93E+08
             CCJ
Cameco Corporation 13321L108
             CCK
Crown Holdings Inc.      2.28E+08
             CCL
Carnival Corporation 1.44E+08
             CCM         2.06E+08
Concord Medical Services Holding Limited
             CCMP       Corp
Cabot Microelectronics12709P103
             CCNE
CNB Financial Corp/PA 1.26E+08
             CCO        Holdings, Inc.
Clear Channel Outdoor 18451C109
             CCOI
Cogent Communication   19239V302
             CCRN        2.27E+08
Cross Country Healthcare Inc
             CCRT      20478T107
CompuCredit Holdings Corp.
             CCS       20030N507
Comcast Corporation 6.25% Notes due Dec 31, 2055
             CCSC      22238M109
COUNTRY STYLE COOKING RESTAURANT CHAIN CO., LTD
             CCU
Compania Cervecerias Uni.2.04E+08
             Computer Corp.
Concurrent CCUR          2.07E+08
             CCVX      90268A857
ETRACS Daily Short 3-Month S&P 500 VIX Futures ETN due September 6, 2041
             CCW       20030N408
Comcast Corporation 7% Notes due 9/15/2055 Series B
             CCX       97717X859
WisdomTree Dreyfus Commodity Currency Fund
             CCXE      97717W752
WisdomTree Commodity Country Equity Fund
             CCZ            2E+08
Comcast Holdings Corp. 2.0% Exchangeable Subordinated Debentures due October 15, 2029 (ZONES)
             CDCS
CDC Software Corp. 12507Y108
             CDE
Coeur d'Alene Mines Corp.1.92E+08
            CDI
CDI Corporation           1.25E+08
            CDII          1.69E+08
China Direct Industries, Inc.
SPX CappedCDKLIRN       06052K356
            CDNS
Cadence Design Systems1.27E+08
            CDR            Inc.
Cedar Shopping Centers,1.51E+08
            CDR-A          Inc.
Cedar Shopping Centers,1.51E+08
            CDTI        18449C401
Clean Diesel Technologies, Inc.
            CDXS
Codexis, Inc.             1.92E+08
            CDY         14140U105
Cardero Resource Corporation
CADIZ, Inc. CDZI          1.28E+08
            CE
Celanese Corporation 1.51E+08
            CEA
China Eastern Airlines 16937R104
            CEBK
Central Bancorp Inc       1.52E+08
            CEC
CEC Entertainment, Inc. 1.25E+08
            CECE
Ceco Environmental Corp   1.25E+08
            CECO
Career Education Corp 1.42E+08
            CEDC          1.53E+08
Central European Distribution
            CEDU
ChinaEdu Corporation 16945L107
            CEE           1.53E+08
THE CENTRAL EUROPE AND RUSSIA FUND, INC.
            CEF
Central Fund of Canada 1.54E+08
            CEG
Consellation Energy Grp. 2.1E+08
            CEG-A           GROUP,
CONSETLLATION ENERGY 2.1E+08 INC.
            CEL
Cellcom Israel, Ltd.    M2196U109
Celgene CorpCELG          1.51E+08
            CELGZ         1.51E+08
Celgene Corporation Contingent Value Rights
            Inc
Brightpoint CELL          1.09E+08
             Energy       Fund Inc.
ClearBridgeCEM MLP 1.85E+08
            CENT
Central Garden and Pet Co 1.54E+08
            CENTA         1.54E+08
Central Garden & Pet Company
            CENX
Century Aluminum Co 1.56E+08
            CEO
CNOOC Limited             1.26E+08
            CEP         2.10E+105
Constellation Energy Partners, LLC
Cerner Corp CERN          1.57E+08
            CERP
Cereplast, Inc.           1.57E+08
Cerus Corp CERS           1.57E+08
            CET
Central Securities Corp. 1.55E+08
            CETV        G20045202
Central European Media Enterpr
            CEU         16938Y306
CHINA EDUCATION ALLIANCE, INC.
            CEV         27826F101
EATON VANCE CALIF MUNI INC TR
CEVA Inc. CEVA            1.57E+08
            CEW         97717W133
Wisdom Tree Dreyfus Emerging Currency Fund
            CF            1.25E+08
CF Industries Holding, Inc.
            CFBK        15346Q103
Central Federal Corporation
            CFC-A       6.75% Trust
Countrywide Capital IV 2.22E+210 Preferred Securities (NEW)
            CFC-B         2.22E+08
Countrywide Capital V (NEW)
            CFD         67074P104
NUVEEN DIVERSIFIED COMMODITY FUND
CommunityCFFC           20365L100
             Financial Corp/Va
            CFFI
C&F Financial Corp      12466Q104
            CFFN        14057J101
Capitol Federal Financial, Inc.
Culp, Inc. CFI             2.3E+08
             Ltd.
CE Franklin CFK           1.25E+08
            CFN
Carefusion Corp.        14170T101
            CFNB           1.3E+08
California First National Banc
            CFNL
Cardinal Financial Corp 14149F109
            CFP         21925C101
Cornerstone Progressive Return Fund
            CFR
Cullen/Frost Bankers Inc. 2.3E+08
            CFT           4.64E+08
iShares Barclay Credit Bond Fund
            CFW
Cano Petroleum, Inc. 1.38E+08
            CFX
Colfax Corporation        1.94E+08
            CGA         16943W105
CHINA GREEN AGRICULTURE INC
            CGEI        G2114K107
China Growth Equity Investment Ltd.
            CGEIU       G2114K115
CHINA GROWTH EQUITY INVESTMENT LTD
            CGEIW       G2114K123
China Growth Equity Investment Ltd.
Compugen LtdCGEN        M25722105
            CGI
Celadon Group, Inc.       1.51E+08
            C
Cognex Corp GNX           1.92E+08
            CGO           1.28E+08
Calamos Global Total Return Fund
SPX CappedCGQ            Index Return
              Leveraged 06052H742 Notes
            CGR
Claude Resources, Inc. 1.83E+08
CGG VERITAS CGV           2.04E+08
            CGW         18383Q507
Guggenheim S&P Global Water Index ETF
            CGX
Consolidated Graphics 2.09E+08
            CH          00301W105
Aberdeen Chile Fund, Inc.
            CHA           1.69E+08
China Telecom Corporation, LTD
            CHC         16949D101
China Hydroelectric Corp.
            CHC+        G2112E145
China Hydroelectric Corporation
            CHCI           Companies,
Comstock Homebuilding2.06E+08 Inc. Cl A
            CHCO
City Holding Co           1.78E+08
            CHD
Church & Dwight Co., Inc. 1.71E+08
            CHDN
Churchill Downs Inc       1.71E+08
            CHDX
Chindex International Inc 1.69E+08
            CHE
Chemed Corporation (New)16359R103
            CHEF
The Chef's Warehouse Inc  1.63E+08
            CHEP          3.52E+08
QuantShares U.S. Market Neutral Value Fund
            CHEV
Cheviot Financial Corp 1.67E+08
            CHFC
Chemical Financial Corp 1.64E+08
            CHFN
Charter Financial Corp 16122M100
            CHG
CH Energy Group, Inc. 12541M102
            CHGS        16942P101
China GengSheng Minerals, Inc. Common Stock
            CHH
Choice Hotels Intnl.       1.7E+08
            CHI           1.28E+08
Calamos Convertible Opportunities and Income Fund
            CHIB        37950E804
Global X China Technology ETF
            CHIE        37950E507
Global X China Energy ETF
            CHII        37950E705
Global X China Industrials ETF
             CHIM       37950E879
GLOBAL X CHINA MATERIALS ETF
             CHIQ       37950E408
Global X China Consumer ETF
             CHIX       37950E606
Global X China Financials ETF
             CHK
Chesapeake Energy Corp.   1.65E+08
             CHK-D        1.65E+08
Chesapeake Energy Corp. 4.5% Cum. Cnvrtbl. Prfrd. Stock
Cherokee Inc CHKE       16444H102
             CHKM       16524K108
CHESAPEAKE MIDSTREAM PARTNERS L.P.
              Software Technolog
Check PointCHKP         M22465104
             CHL
China Mobile Limited 16941M109
             CHLC       57060U282
Market Vectors Renminbi Bond ETF
             CHLN       16939V103
China Housing & Land Development, Inc.
             CHMP
Champion Industries Inc/WV1.59E+08
CHEMTURACHMT  CORPORATION 1.64E+08
CHINA FUNDHN C            1.69E+08
             GAS INC
CHINA NAT CHNG            1.69E+08
             CHNR       G2110U109
China Natural Resources, Inc.
              Beta        ETN
iPath® PureCHOCCocoa06740P130
              Advanced Materials Group Limited
China GeruiCHOP         G21101103
             CHRM       16112R101
Charm Communications Inc.
             CHRS
Charming Shoppes          1.61E+08
             CHRW       12541W209
C.H. Robinson Worldwide, Inc.
             Inc.
Chicos FAS, CHS           1.69E+08
              Cumulative Redeemable Pfd
CHS Inc. 8%CHSCP        12542R209
             CHSI       14888B103
CATALYST HEALTH SOLUTIONS, INC.
             CHSP
Chesapeake Lodging Trust  1.65E+08
             CHT        CO., LTD
CHUNGHWA TELECOM 17133Q502
             CHTP         1.63E+08
Chelsea Therapeutics International Ltd.
             CHTR       16117M305
CHARTER COMM INC DEL CL A
             CHU        16945R104
China Unicom (HONG KONG) Limited
             CHUX
O'Charleys Inc            6.71E+08
             CHW        12811L107
Calamos Global Dynamic Income Fund
             CHXX         2.68E+08
EGShares China Infrastructure ETF
             CHY        12811P108
Calamos Convertible and High Income Fund
             CHYR
CHYRON CORPORATION 1.72E+08
             CI
CIGNA Corporation         1.26E+08
             CIA
Citizens, Inc.            1.75E+08
             CIB
Bancolombia S.A.        05968L102
             CIDM          Corp.
Cinedigm Digital Cinema1.72E+08
             CIE        19075F106
Cobalt International Energy, Inc.
             CIEN
Ciena Corporation         1.72E+08
             CIF         Income Fund
MFS Intermediate High59318T109
Companhia CIGEnergetica 2.04E+08
             Energetica De Minas Gerais-Cemig
Companhia CIG.C           2.04E+08
             CIGX
Star Scientific Inc     85517P101
             CII        09256A109
Blackrock Enhanced Captial and Income Fund, Inc.
             CIIC       16944H107
CHINA INFRASTRUCTURE INVT CORP
             CIK
Credit Suisse AM Inc Fund 2.25E+08
             CIM
Chimera Investment Corp.16934Q109
             C
Cimatron LtdIMT         M23798107
             CINF
Cincinnati Financial Corp1.72E+08
             CIR        17273K109
CIRCOR International, Inc
             CIS        13322V105
Camelot Information Systems Inc.
             C
CNinsure Inc ISG        18976M103
             CIT
CIT Group Inc. New         1.26E+08
             CITZ
CFS Bancorp Inc         12525D102
             CIU           4.64E+08
iShares Barclay Intemediate Credit Bond Fund
             CIX        20563P101
Comp X International Inc.
             CIZN
Citizens Holding Co.       1.75E+08
             CJES        INC.
C&J ENERGY SERVICES, 12467B304
             Drugstores,16949A206
China Jo-Jo CJJD          Inc.
              II 6.75% Guaranteed Notes due June 15, 2012, Series VALE-2012
Vale CapitalCJS         91912F201
              II 6.75% Guaranteed Notes due June 15, 2012, Series VALE.P-2012
Vale CapitalCJT         91912F300
             CKEC
Carmike Cinemas Inc 1.43E+08
             CKH
Seacor Holdings Inc.       8.12E+08
             Systems, Inc.1.63E+08
Checkpoint CKP
             CKSW       M25082104
Clicksoftware Technologies Ltd
             CKX
CKX Lands, Inc.         12562N104
             CL
Colgate-Palmolive Company  1.94E+08
             CLB
Core Laboratories N.V. N22717107
             CLBH
Carolina Bank Holdings Inc 1.44E+08
CLARCOR Inc. CLC            1.8E+08
             CLCT
Collectors Universe 19421R200
             CLD
CLOUD PEAK ENERGY, INC. 18911Q102
             CLDT
CHATHAM LODGING TRUST   16208T102
             CLDX       15117B103
CELLDEX THERAPEUTICS, INC
             CLF        18683K101
Cliffs Natural Resources Inc.
             CLFC
Center Financial Corp 1.51E+106
             CLFD
Clearfield, Inc.        18482P103
             CLGX
Corelogic, Inc.         21871D103
             CLH
Clean Harbors, Inc         1.84E+08
             CLI
Mack-Cali Realty Corp. 5.54E+08
             CLM        21924B203
CORNERSTONE STRATEGIC VALUE FD
             CLMS       12811R104
Calamos Asset Management, Inc.
             CLMT          1.31E+08
Calumet Specialty Products Partners, L.P.
             CLNE
Clean Energy Fuels Corp.1.84E+08
             CLNT       18451N105
Cleantech Solutions International, Inc.
             CLNY
COLONY FINANCIAL, INC.  19624R106
             CLP
Colonial Properties Trust1.96E+08
             CLR
CONTINENTAL RESOURCES INC. 2.12E+08
             CLRO          1.85E+08
ClearOne Communications, Inc.
             CLS
Celestica, Inc.         15101Q108
             CLSN
Celsion Corporation 15117N305
             CLUB       89214A102
Town Sports International Holdings, Inc.
             Paper      18538R103
Clearwater CLW Corporation
            CORPORATION CLASS A
CLEARWIRECLWR           18538Q105
           CLWT         G32030101
Euro Tech Holdings Co Ltd
           CLX
Clorox Company           1.89E+08
            Year         4.64E+08
iShares 10+CLY Credit Bond Fund
           CM
Canadian Imperial Bank 1.36E+08
           CMA
Comerica Incorporated        2E+08
           CMA+
Comerica Incorporated        2E+08
           CMC
Commercial Metals Company2.02E+08
           CMCO
Columbus McKinnon Corp/NY1.99E+08
           CMCSA
Comcast Corp            20030N101
           CMCSK
Comcast Corp            20030N200
           CMD          74347W676
ProShares UltraShort DJ-UBS Commodity
CME GroupCMEInc.        12572Q105
           CMED          1.69E+08
China Medical Technologies, Inc.
           CMF           4.64E+08
iShares Trust S&P Calif Mun Bd Fd
           CMFB
COMMERCEFIRST BANCORP INC2.01E+08
           CMFO         16943R106
CHINA MARINE FOOD GROUP LTD
           CMG             1.7E+08
Chipotle Mexican Grill, Inc.
           CMI
Cummins Inc.             2.31E+08
           CMK          59318R103
MFS Intermarket Income Trust I
            Midstream Partners LP
CrestWood CMLP           2.26E+08
           CMLS
Cumulus Media Inc        2.31E+08
            Media        1.69E+08
China Mass CMM International Advertising Corp.
           CMN           1.38E+08
Cantel Medical Corporation
           CMO
Capstead Mortgage Corp. 14067E506
           CMO-A        1.41E+213
CAPSTEAD MTGE $1.60CM CV PFD
           CMO-B         CM CV PFD
CAPSTEAD MTGE $1.2614067E308
           CMP          20451N101
Compass Minerals International, Inc.
           CMRE
Costamare Inc.          Y1771G102
           CMRG          1.49E+08
Casual Male Retail Group Inc New
CMS EnergyCMSCorporation1.26E+08
           CMS-A
CONSUMERS EGY $4.16 PFD  2.11E+08
           CMS-B
CONSUMERS EGY $4.50 PFD  2.11E+08
           CMSB
CMS Bancorp, Inc.       12600U102
           CMT           2.19E+08
Core Molding Technologies, Inc.
           CMTL          2.06E+08
Comtech Telecommunications
           CMU          5.93E+106
MFS High Yield Municipal Trust
           CMVT
Comverse Technology Inc  2.06E+08
           CNA
CNA Financial Corporation1.26E+08
           CNAF          2.02E+08
Commercial National Financial
           CNAM
CHINA ARMCO METALS, INC.16936C108
           CNBC
Center Bancorp Inc       1.51E+08
           CNBKA
Century Bancorp Inc/Mass 1.56E+08
           CNC
Centene Corporation 15135B101
           CNDA
IQ Canada Small Cap ETF 45409B867
           CNET         16949H102
ChinaNet Online Holdings Inc.
           CNGL         16944U108
China Nutrifruit Group Limited
            N.V.
CNH Global CNH          N20935206
            CNI
Canadian National Railway1.36E+08
            CNIT        16950L109
China Information Technology, Inc.
            CNK
Cinemark Holdings, Inc.17243V102
            CNL
CLECO Corporation       12561W105
Conmed Corp CNMD         2.07E+08
            CNO         1.26E+107
CNO Financial Group, Inc.
            CNP
CenterPoint Energy, Inc.15189T107
            CNPF        37950E481
Global X Canada Preferred ETF
            CNQ          1.36E+08
Canadian Natural Resources Limited
            CNQR
Concur Technologies Inc2.07E+08
            CNR         G3163G104
China Metro-Rural Holdings Limited
            CNS
Cohen & Steers Inc. 19247A100
            CNSL         2.09E+08
Consolidated Communications Holdings, Inc.
            CNTF         1.69E+08
China TechFaith Wireless Communication Technology Ltd
            CNTR
Russell Contrarian ETF 7.82E+08
            CNTY
Century Casinos Inc      1.56E+08
Convio, Inc.CNVO        21257W105
Con-way Inc.CNW          2.06E+08
            CNX
CONSOL Energy Inc. 20854P109
            CNY
Market Vectors-Renminbi 61747W257
             HLDG
CHINA YIDACNYD CO 16945D204
            CO
CHINA CORD BLOOD CORP   G21107100
            COBK        19566B101
Colonial Financial Services, Inc.
            COBR
Cobra Electronics Corp 1.91E+08
            COBZ
CoBiz Financial,Inc      1.91E+08
            COCO
Corinthian Colleges Inc 2.19E+08
            CODE
Spansion Inc.           84649R200
            CODI        20451Q104
Compass Diversified Holdings Shares of Beneficial Interest
             Financial 14040H105
Capital OneCOF
            COF+        14040H139
CAPITAL ONE FINANCIAL CORP WARRANTS EXPIRING 11/14/2018
             Capital    14041L204
Capital OneCOF-B II 7.50% Enhanced Trust Preferred Securities (Enhanced TRUPS)
            Gas
Cabot Oil &COG Corp. 1.27E+08
            COGO
Cogo Group,Inc.         G22538105
Coach, Inc. COH            1.9E+08
Coherent IncCOHR         1.92E+08
Cohu Inc COHU            1.93E+08
            COKE         1.91E+08
Coca-Cola Bottling Co Consolid
            COL
Rockwell Collins, Inc. 7.74E+08
            COLB         1.97E+08
Columbia Banking Systems Inc
            COLM
Columbia Sportswear Co1.99E+08
            COLX        57060U415
Market Vectors Colombia ETF
            COMV          Stock
Comverge,Inc. Common 2.06E+08
            CONG         7.82E+08
Russell Consistent Growth ETF
            CONM        20741M103
Conmed Healthcare Management, Inc. Common Stock
Conn's Inc. CONN         2.08E+08
            COO
Cooper Companies         2.17E+08
             COOL         5.61E+08
Majesco Entertainment Company
             COP
ConocoPhillips          20825C104
             COPX
Copper Miners ETF       37950E861
             COR        21870Q105
Coresite Realty Corporation
             CORE         2.19E+08
Core Mark Holding Co., Inc.
             CORN
Teucrium Corn Fund 88166A102
             CORP       72201R817
PIMCO Investment Grade Corporate Bond Index Fund
             CORT
Corcept Therapeutics Inc. 2.18E+08
Cosi Inc     COSI       22122P101
             COST
Costco Wholesale Corp22160K105
             COT
COTT Corporation        22163N106
             COV
Covidien PLC. NEW       G2554F113
             TECHNOLOGIES INC
COVER-ALL COVR            2.23E+08
             COW        06739H743
iPath Dow Jones-UBS Livestock Subindex Total Return ETN due October 22, 2037
             COWL       25459W276
Direxion Daily Agribusiness Bull 3x Shares
             COWN
Cowen Group, Inc.         2.24E+08
             COWS       25459W268
Direxion Daily Agribusiness Bear 3x Shares
             COY        09255L106
Blackrock Corporate high Yield Fund, Inc.
             CP
Canadian Pacific Railway13645T100
             CPA
Copa Holdings, S.A.     P31076105
             CPB
Campbell Soup Company     1.34E+08
CommunityCPBC             2.04E+08
              Partners Bancorp
             CPE
Callon Petroleum Company13123X102
             CPF          1.55E+08
Central Pacific Financial Corp. (New)
             CPGI        Group. Inc.
China Shengda Packing 16950V107
             Park        1.38E+105
Canterbury CPHCHolding Corporation
Cepheid IncCPHD         15670R107
             CPHI       16941T104
China Pharma Holdings, Inc.
             CPI
CPI Inflation Hedged ETF45409B602
             CPIX         2.31E+08
Cumberland Pharmaceuticals Inc
             CPK
Chesapeake Utilities      1.65E+08
             CPL
CPFL Energia S.A.         1.26E+08
             CPLA
Capella Education Company   1.4E+08
             CPLP       Y11082107
Capital Product Partners L.P.
             CPN          1.31E+08
Calpine Corporation When Issued
             CPNO
Copano Energy, LLC        2.17E+08
             CPO
Corn Products Intl., Inc. 2.19E+08
             CPP            7.4E+08
ML Depositor PreferredPlus 8.05% Countrywide Cap Certificates CCR-1
Copart Inc CPRT           2.17E+08
             CPRX       14888U101
Catyalyst Pharmaceutical Partners, Inc.
             CPSI         2.05E+08
Computer Programs & Systems In
             CPSL       16941J106
China Precision Steel, Inc.
             CPSS         2.11E+08
Consumer Portfolio Services
             CPST
Capstone Turbine Corp14067D102
             CPT
Camden Property Trust 1.33E+08
Conceptus IncCPTS         2.06E+08
             CPV
CBS Corporation           1.25E+08
             CPWM
Cost Plus Inc /California 2.21E+08
             CPWR
Compuware Corp            2.06E+08
             CPX         2.05E+113
Complete Production Services, Inc.
CPI Corp. CPY             1.26E+08
             CQB            1.7E+08
Chiquita Brands International
             CQP        16411Q101
Cheniere Energy Partners, LP
             CQQQ       18383Q135
Guggenheim China Technology ETF
Crane CompanyCR           2.24E+08
             CRAI
CRA International, Inc. 12618T105
Cray, Inc. CRAY           2.25E+08
             CRBA       00162Q403
TR/J CRB Global Agriculture Equity Index Fund
             CRBC         1.74E+08
Citizens Republic Bancorp, Inc.
             CRBI       00162Q601
TR/J CRB Global Industrial Metals Equity Index Fund
             CRBQ       00162Q304
Thomson Reuters/Jefferies CRB Global Commodity Equity Index Fund
             Revington 1.71E+08
Chromcraft CRC
             CRD.A
CRAWFORD&CO CL'A'NON-VTG  2.25E+08
             Company 2.25E+08
Crawford &CRD.B
             C
Cardica, Inc. RDC       14141R101
Ceradyne Inc CRDN         1.57E+08
             Systems, Inc.
Crossroads CRDS         22765D209
             CRED
CREDO Petroleum Corp 2.25E+08
Cree Inc CREE             2.25E+08
             CREG         1.69E+08
China Recycling Energy Corporation Common Stock
             CRESW
Cresud S.A.C.I.F. y A. P3311R192
Cresud SA CRESY           2.26E+08
             CRF        21924U201
Cornerstone Total Return Fund, Inc
             CRFN
Crescent Financial Corp 2.26E+08
             CRH        12626K203
CRH Public Limited Company
Carter's Inc.CRI          1.46E+08
             CRIC       16948Q103
CHINA REAL ESTATE INFORMATION CORP
Curis Inc CRIS            2.31E+08
             CRK
Comstock Resources, Inc.  2.06E+08
             CRL
Charles River Laboratorie 1.6E+08
             CRM
Salesforce.com, Inc. 79466L302
             CRMB
Crumbs Bake Shop, Inc. 2.29E+08
             CRMBU
Crumbs Bake Shop, Inc. 2.29E+08
             CRMBW
Crumbs Bake Shop, Inc. 2.29E+08
CorMedix Inc.CRMD       21900C100
CorMedix Inc.CRMD+      21900C118
             CRME       14159U202
Cardiome Pharma Corporation
             CRMT
America's Car Mart Inc 03062T105
             CRNT
Ceragon Networks Ltd M22013102
             CROP       45409B834
IQ Global Agribusiness Small Cap ETF
Crocs, Inc. CROX          2.27E+08
             CRP          1 Capital
Credit Suisse 7.90% Tier 2.25E+08Notes
             CRR
Carbo Ceramics Inc.       1.41E+08
             CRRB
Carrollton Bancorp        1.45E+08
            C
Courier Corp RRC          2.23E+08
            CRS
Carpenter Technology Corp 1.44E+08
            CRT
Cross Timbers Royalty 22757R109
            CRTX        21924P103
Cornerstone Therapeutics, Inc.
            CRUD
Teucrium Crude Oil Fund 88166A300
             Inc
Cirrus LogicCRUS          1.73E+08
            CRV
Coast Distribution         1.9E+08
Corvel CorpCRVL           2.21E+08
            CRVP        22940F103
CRYSTAL ROCK HOLDINGS, INC.
            CRWN
Crown Media Holdings Inc  2.28E+08
            CRWS
CROWN CRAFTS INC          2.28E+08
            CRY
CryoLife, Inc.            2.29E+08
              Limited G3159C109
CryptoLogicCRYP
            CRZO
Carrizo Oil & Gas Inc     1.45E+08
            CS
Credit Suisse Group       2.25E+08
            CSA
Cogdell Spencer, Inc. 19238U107
            CSA-A
Cogdell Spencer Inc. 19238U206
            CSBC          1.77E+08
Citizens South Banking Corp
            CSBK        18712Q103
Clifton Savings Bank, SLA
            CSC
Computer Sciences Corp.   2.05E+08
            CSCD
Cascade Microtech, Inc. 1.47E+08
            CSCO
Cisco Systems Inc       17275R102
            CSD
Guggenheim Spin-Off ETF 18383M605
            CSE
CapitalSource Inc.      14055X102
             Banks
CenterstateCSFL Inc. 15201P109
            CSFS        14756F103
The Cash Store Financial Services Inc.
            CSGP
CoStar Group Inc        22160N109
            CSGS
CSG Systems International 1.26E+08
            CSH         14754D100
Cash America International, Inc.
            CSII          Inc.
Cardiovascular Systems, 1.42E+08
            CSIQ
Canadian Solar, Inc.      1.37E+08
            CSJ           Credit Bond
iShares Barclay 1-3 Year 4.64E+08 Fund
            CSKI         Inc.
China Sky One Medical,16941P102
            CSL
Carlisle Companies, Inc. 1.42E+08
            CSLS        22542D878
Credit Suisse Long/Short Liquid Index ETN 2/19/20
            CSM          130-30
ProShares Credit Suisse74347R248
            CSMA        22542D845
Exchange Traded Notes due October 6, 2020 Linked to the Credit Suisse Merger Arbitrage Liquid I
            CSMB        22542D753
Exchange Traded Notes due March 13, 2031 Linked on a Leveraged Basis to the Credit Suisse Merge
            CSMN        22542D720
Market Neutral Global Equity ETN Linked to the HS Market Neutral Index Powered by HOLT due Sept
            CSOD        21925Y103
CORNERSTONE ONDEMAND, INC.
            CSP         03009T101
AMER STRATEGIC INC PORTFOL III
CSP Inc. CSPI             1.26E+08
            CSQ           1.28E+08
Calamos Strategic Total Return Fund
CSR PLC CSRE            12640Y205
            CSS
CSS Industries, Inc.      1.26E+08
Coinstar IncCSTR        19259P300
            CSU
Capital Senior Living      1.4E+08
             CSUN
China Sunergy Co.,Ltd 16942X104
             CSV
Carriage Services, Inc. 1.44E+08
             CSWC
Capital Southwest Corp 1.41E+08
             CSX
CSX Corporation           1.26E+08
             CT
Capital Trust, Inc.      14052H506
Cintas CorpCTAS           1.73E+08
Cooper TireCTB            2.17E+08
               & Rubber Co.
             CTBC         2.08E+08
Connecticut Bank & Trust Company
               Trust
CommunityCTBI Bancorp Inc 2.04E+08
             CTC
IFM INVESTMENTS LIMITED  45172L100
             CTCH
Commtouch Software Ltd.  M25596202
              Inc.
CTC Media, CTCM          12642X106
             CTCT
Constant Contract, Inc. 2.1E+08
             CTDC        G84384109
China Technology Development Group Corporation
             CTEL
City Telecom Ltd          1.79E+08
             CTFO         1.69E+08
China TransInfo Technology Corp.
             CTGX
Computer Task Group, Inc. 2.05E+08
             CTHR
Charles & Colvard Ltd      1.6E+08
             CTIB
CTI Industries Corp       1.26E+08
             CTIC         1.51E+08
Cell Therapeutics, Inc. New
             CTL
CenturyLink, Inc.         1.57E+08
               Beta      06740P155
iPath® PureCTNN Cotton ETN
             CTO
Consolidated-Tomoka Land   2.1E+08
             Executive Search Inc.
CTPartners CTP           22945C105
             CTQ         7.375% NOTES DUE 2051
QWEST CORPORATION 74913G204
              Inc.
Citi Trends, CTRN        17306X102
             CTRP        22943F100
Ctrip.com International, Ltd.
             CTS
CTS Corporation           1.27E+08
             CTSH         1.92E+08
Cognizant Technology Solutions
             CTW         7.50% Notes
QWEST CORPORATION 74913G303 due 2051,
             CTWS         2.08E+08
Connecticut Water Service Inc
             CTXS
Citrix Systems Inc        1.77E+08
             CTZ-A
CITIZENS FUNDING TRUST I  1.75E+08
             CU          33733J103
First Trust ISE Global Copper Index Fund
             CUB
Cubic Corporation          2.3E+08
             CUBA        42804T106
Herzfeld Caribbean Basin Fund
CubeSmart CUBE             2.3E+08
             CUBE-A
CUBESMART 7.75% SER A2.3E+08
Carnival PLC CUK         14365C103
ContinentalCUO Materials 2.12E+08
               Beta
iPath® PureCUPMCopper ETN06740P189
             CUR
Neuralstem, Inc.         64127R302
             CURE        25459Y876
Direxion Daily Healthcare Bull 3X Shares
             CUT
Guggenheim Timber ETF    18383Q879
Cutera, Inc.CUTR          2.32E+08
             CUZ
Cousins Properties Inc. 2.23E+08
             CUZ-A        2.23E+08
Cousins Properties Incorporated 7.75% Ser A Cumul Rdmble Pfd
            CUZ-B         2.23E+08
Cousins Properties Incorporated 7 1/2% Ser B Cum Rdmbl Pfd
            CV
Central Vermont Public 1.56E+08
            CVA        2.23E+106
Covanta Holding Corporation
            CVB        21988G460
Lehman ABS Corp Bkd Trust Certs 2002-06, 7.75% Kinder Morgan Deb
            CVBF
CVB Financial Corp        1.27E+08
            CVBK          1.56E+08
Central Virginia Bankshares In
            Systems Corp.
Cablevision CVC        12686C109
            CVCO
Cavco Industries Inc.       1.5E+08
            CVCY          1.56E+08
CENTRAL VALLEY COMMUNITY BNCP
Covance Inc.CVD           2.23E+08
            CVE
Cenovus Energy Inc. 15135U109
SPX CappedCVF           Index Return
             Leveraged 06052H577 Notes due April 27, 2012
            CVG
Convergys Corporation 2.12E+08
            CVGI          2.03E+08
Commercial Vehicle Group, Inc.
            CVGW
Calavo Growers Inc        1.28E+08
            CVH
Coventry Health Care, Inc 2.23E+08
            CVI
CVR ENERGY, INC.       12662P108
            CVLT
Commault Systems, Inc. 2.04E+08
            CVLY          Inc
Codorus Valley Bancorp 1.92E+08
            CVM
Cel-Sci Corporation       1.51E+08
            C
Cenevo, Inc. VO        15670S105
            CVOL       17316G727
C-Tracks Exchange Traded Notes Based on the Performance of the Citi Volatility Index Total Retu
            CVR
Chicago Rivet & Machine   1.68E+08
            CVRT       73936Q751
PowerShares Convertible Securities Portfolio
            CVS
CVS Caremark Corporation  1.27E+08
            CVTI       22284P105
Covenant Transportation Group, Inc.
            CVU
CPI Aerostructures, Inc. 1.26E+08
            CVV
CVD Equipment Corp. 1.27E+08
            CVVT          1.69E+08
CHINA VALVES TECHNOLOGY INC
            CVX
Chevron Corporation 1.67E+08
            CVY        18383M506
Guggenheim Multi-Asset Income ETF
            CW
Curtiss-Wright Corp.      2.32E+08
            CWB        78464A359
SPDR BARCLAYS CAPITAL CONVERTIBLE SECURITIES ETF
             West
CommunityCWBC BanCshares  2.04E+08
            CWCO         Inc
Consolidated Water CoG23773107
            CWEI           Inc
Clayton Williams Energy 9.69E+08
            CWH
Commonwealth REIT 2.03E+08
            CWH-C
Commonwealth REIT 2.03E+08
            CWH-D
Commonwealth REIT 2.03E+08
            CWH-E
COMMONWEALTH REIT 2.03E+087.25% SERIES E
            CWHN          2.03E+08
HRPT PROPERTIES TRUST 7.50% SR NTS DUE 2019
            ACWI         ETF
SPDR MSCI CWI ex-US78463X848
            CWST
Casella Waste Systems Inc 1.47E+08
            CWT
California Water Service 1.31E+08
            CWTR
Coldwater Creek Inc       1.93E+08
            CWZ        21988G650
Lehman ABS Corp Bkd Trust Certs 2001-27, 8.875% Royal Carib
            CX
Cemex S.A.B. de C.V. 1.51E+08
            CXA         78464A441
SPDR Nuveen Barclays Capital California Municipal Bond ETF
            CXDC        16948F107
China XD Plastics Company Limited
            CXE         59318D104
MFS High Income Municipal Trust
            CXH          Municipal
MFS Investment Grade59318B108Trust
            CXM
Cardium Therapeutics, Inc.1.42E+08
            CXO
CONCHO RESOURCES INC.   20605P101
            CXPO
Crimson Exploration Inc.22662K207
            CXS
Crexus Investment Corp.2.27E+08
             Corp.
CorrectionsCXW of Amer  22025Y407
CROSSHAIR CXZ           22765F105
             ENERGY CORPORATION
            CY
Cypress Semiconductor 2.33E+08
            CYAN
Cyanotech Corp            2.32E+08
            CYB         97717W182
WisdomTree Dreyfus Chinese Yuan Fund
             Corp
CyberopticsCYBE           2.33E+08
            CYBI        2.33E+110
Cybex International, Inc.
Cyberonics CYBX         23251P102
            CYCC        23254L108
Cyclacel Pharmaceuticals, Inc
            CYCCP       23254L207
Cyclacel Pharmaceuticals, Inc. 6% Cnvrtbl. Prfrd. Stock
            CYD
China Yuchai Int'l Ltd. G21082105
            CYDE        23248L107
CYBERDEFENDER CORPORATION
            CYE         09255M104
Blackrock Corporate High Yield Fund III, Inc.
CommunityCYH              2.04E+08
             Health S. (New)
Cymer Inc CYMI            2.33E+08
            CYN
City National Corporation 1.79E+08
            CYNO
Cynosure, Inc. Class A 2.33E+08
            CYOU         American Depositary Share
Changyou.com Limited 15911M107
            CYS
CYS INVESTMENTS, INC.   12673A108
            CYT
Cytec Industries Inc.     2.33E+08
            CYTK
Cytokinetics Inc.       23282W100
CytRx Corp CYTR           2.33E+08
            CYTX
Cytori Therapeutics Inc.23283K105
            CYTXW
Cytori Therapeutics Inc.23283K113
            CZA         18383M720
Guggenheim Mid-Cap Core ETF
            CZFC
CITIZENS FIRST CORP 17462Q107
            CZNC          1.73E+08
Citizens & Northern Corporation
            CZWI          1.75E+08
Citizens Community Bancorp, Inc.
            CZZ
Cosan Limited           G25343107
            D
Dominion Resources 25746U109
            DAC
Danaos Corporation Y1968P105
Daegis Inc DAEG           2.34E+08
            DAG         25154H558
PowerShares DB Agriculture Double Long ETN
            DAIO
Data I/O Corp             2.38E+08
            DAKT
Daktronics Inc            2.34E+08
            DAL
Delta Air Lines, Inc.     2.47E+08
            DAN
Dana Holdings Corp.       2.36E+08
            DANG        26833A105
E-Commerce China Dangdang Inc.
            DAR
Darling International Inc 2.37E+08
             DARA
DARA Biosciences, Inc. 23703P205
             DATE         4.77E+08
Jiayuan.com International Ltd.
             DAVE         3.07E+08
Famous Dave's Of America Inc
             DB
Deutsche Bank AG        D18190898
             DBA        73936B408
PowerShares DB Agricultural Fund
             DBB        73936B705
PowerShares DB Base Metals Fund
             DBBR         2.33E+08
db-X MSCI Brazil Currency-Hedged Equity Fund
             DBC        73935S105
PowerShares DB Commodity Index Tracking Fund
             DBCN         2.33E+08
db-X MSCI Canada Currency-Hedged Equity Fund
             DBD
Diebold Incorporated 2.54E+08
             DBE        73936B101
PowerShares DB Energy Fund
             DBEF         2.33E+08
db-X MSCI EAFE Currency-Hedged Equity Fund
             DBEM         2.33E+08
db-X MSCI Emerging Markets Currency-Hedged Equity Fund
             DBJP         2.33E+08
db-X MSCI Japan Currency-Hedged Equity Fund
             DBLE         Co
Double Eagle Petroleum 2.59E+08
             DBLEP        Company
Double Eagle Petroleum 2.59E+08 Series A Cumulative Preferred Stock
             DBO
PowerShares DB Oil Fund 73936B507
             DBP        73936B200
PowerShares DB Precious Metals Fund
             DBS        Fund
PowerShares DB Silver 73936B309
             DBU        97717W653
WisdomTree Global ex-US Utility Fund
             DBV        73935Y102
PowerShares DB G10 Currency Harvest Fund
DCA TOTAL DCARETURN FUND  2.33E+08
             DCE        25154D102
Deutsche Bank Capital Funding Trust X
             DCI
Donaldson Company, Inc.   2.58E+08
             DCIX       Y2069P101
Diana Containerships Inc. Common Shares
             DCM
NTT DOCOMO, Inc.        62942M201
             DCNG       06740P239
iPath® Seasonal Natural Gas ETN
DucommunDCO  Incorporated 2.64E+08
             DCOM
Dime Community Bancshares 2.54E+08
             DCT
DCT Industrial Trust, Inc.2.33E+08
             DCTH
Delcath Systems Inc 24661P104
             de
E.I. DuPont DD Nemours 2.64E+08
             DD-A
DU PONT (EI) $3.50 PFD 2.64E+08
             DD-B
DU PONT (EI) $4.50 PFD 2.64E+08
3D SystemsDDDCorp       88554D205
             DDE
Dover Downs Gaming         2.6E+08
             DDF          2.46E+08
DELEWAREINVT DIVIDEND INCOME
             DDG        74347R222
Proshares Short Oil & Gas
DDi Corp. DDIC            2.33E+08
             DDM
ProShares Ultra Dow3074347R305
             DDP        25154H467
PowerShares DB Commodity Short ETN
DDR Corp. DDR           23317H102
             DDR-H      Cumul Rdmble
DDR Corp. 7 3/8% Cl H 23317H508 Pfd Shs.
             DDR-I
DDR Corp. 7.50% CL I 23317H201
Dillards Inc.DDS          2.54E+08
             DDT        25406P200
DILLARD'S CAP TR 7.50% CAP SEC
             DDVX       90268A840
ETRACS Daily Short 4-Month S&P 500 VIX Futures ETN due September 6, 2041
              DE
Deere & Company          2.44E+08
              DEAR
Dearborn Bancorp Inc 24242R108
              DECK
Deckers Outdoor Corp 2.44E+08
              DEE      25154H483
PowerShares DB Commodity Double Short ETN
              DEER
DEER CONSUMER PRODS INC24379J200
              DEF       Equity ETF
Guggenheim Defensive18383M878
Delhaize GroupDEG      29759W101
              DEI
Douglas Emmett, Inc. 25960P109
              DEJ
Dejour Energy Inc.     24486R103
              DEL
Deltic Timber Corp.      2.48E+08
Dell Inc      DELL     24702R101
              DEM       Markets Equity Income Fund
WisdomTree Emerging 97717W315
DENNY'S CORP  DENN     24869P104
              DENT
Dent Tactical ETF      00768Y107
Diageo plc DEO         25243Q205
DepoMed, Inc. DEPO        2.5E+08
              DES      Dividend Fund
WisdomTree SmallCap 97717W604
              DEST     25065D100
DESTINATION MATERNITY CORP
              DEW       EQUITY INCOME FUND(BASED ON THE WISDOMTREE GLOBAL HIGH-YIELDING EQUITY INDEX)
WISDOMTREE GLOBAL 97717W877
DELAWARE DEX             2.46E+08
              ENHANCED GLOBAL DIVIDEND & INCOME FUND
              DEXO
Dex One Corporation 25212W100
Dean FoodsDF   Co.       2.42E+08
              DFE      97717W869
WisdomTree Europe SmallCap Dividend Fund
              DFF      06052K174
MITTS Linked to the Dow Jones Industrial Average due June 26, 2015
              DFG
Delphi Financial Group 2.47E+08
              DFJ      97717W836
WisdomTree Japan SmallCap Dividend Fund
              DFP        2.47E+08
Delphi Financial Group, Inc.
CIFC CORP DFR          12547R105
              DFS        2.55E+08
Discover Financial Services
              DFT      26613Q106
Dupont Fabros Technology, Inc.
              DFT-A    26613Q205
Dupont Fabros Technology, Inc.
              DFT-B    26613Q304
Dupont Fabros Technology, Inc.
              DFVL     06740P650
iPath® US Treasury 5-year Bull ETN
              DFVS     06740P643
iPath® US Treasury 5-year Bear ETN
              DFZ
R.G. Barry Corporation 68798107
              DG
Dollar General Corp.     2.57E+08
              DGAS
Delta Natural Gas Co Inc2.48E+08
              DGI
DIGITALGLOBE, Inc. 25389M877
              DGICA
Donegal Group Inc        2.58E+08
              DGICB
Donegal Group Inc        2.58E+08
              DGII
Digi International Inc 2.54E+08
              DGIT     INC.
DIGITAL GENERATION, 25400B108
              DGL      73936B606
PowerShares DB Gold Fund
              DGLD     22542D670
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI® Gold Index ER
              Inc. Common Stock
Digital Ally, DGLY     25382P109
              DGP       Bank Gold
PowerShares Deutsche25154H749Double Long ETN
              DGS       Markets SmallCap Dividend Fund
WisdomTree Emerging 97717W281
DGSE Cos Inc DGSE      23323G106
             DGT       78464A706
SPDR Global Dow ETF (based on The Global Dow)
             DGW         Inc.
DUOYUAN Global Water2.66E+08
             DGX
Quest Diagnostics Inc. 74834L100
             DGZ        Bank Gold
PowerShares Deutsche25154H731Short ETN
             DHF       26200S101
DREYFUS HIGH YIELD STRATEGIES
             DHFT      25264C101
Diamond Hill Financial Trends Fund, Inc.
             DHG       23339M204
DWS High Income Opportunities Fund, Inc.
D.R. HortonDHIInc.     23331A109
             DHIL      25264R207
Diamond Hill Investment Group
             DHR
Danaher Corporation 2.36E+08
             DHRM      G27010100
Dehaier Medical Systems Limited
             DHS       97717W208
WisdomTree Equity Income Fund
             DHT
DHT HOLDINGS, INC. Y2065G105
             DHX
DICE HOLDINGS, INC. 2.53E+08
             DHY       22544F103
CREDIT SUISSE HIGH YLD BOND FD
             DIA       78467X109
SPDR Dow Jones Industrial Average ETF Trust
             DIAL        9.62E+08
Westwood One, Inc.Common Stock Class A
             DIET
EDIETS.COM INC.          2.81E+08
             DIG       74347R719
ProShares Ultra Oil & Gas
             DIM       97717W778
WisdomTree International MidCap Dividend Fund
             Inc.
DineEquity,DIN           2.54E+08
Diodes Inc DIOD          2.55E+08
             Beta      06740P262
iPath® PureDIRT Agriculture ETN
             DIS
The Walt Disney Company  2.55E+08
             DISCA     25470F104
Discovery Communications Inc Series A
             DISCB     25470F203
Discovery Holding Communications Inc Series B
             DISCK     25470F302
Discovery Communications Inc Series C
             DISH
DISH Network Corp. 25470M109
             DIT
AMCON Distributing Co. 02341Q205
             DITC
Ditech Networks, Inc. 25500T108
             DJCI        9.03E+08
UBS E-TRACS Linked to Dow Jones-ubs Commodity Index Totals Return
             DJCO
Daily Journal Corp       2.34E+08
             DJP       06738C778
iPath Dow Jones-UBS Commodity Index Total Return ETN due June 12, 2036
             DK
Delek US Holdings, Inc. 2.47E+08
             DKP       80411D106
MS Structured Asset Corp. Saturns Goldman Sachs G
             DKQ       8.04E+207
MS Structured Asset SATURNS 2003-07, 6.25% May Dept Stores
             DKS         2.53E+08
Dick's Sporting Goods,Inc.
             DKT       25150L108
Deutsche Bank Contingent Capital Trust V 8.05% Trust Pfd.
             DL        16944W104
China Distance Education Holdings Limited
             DLA
Delta Apparel Inc.       2.47E+08
             DLB       25659T107
Dolby Laboratories, Inc.-Class A
             DLBL      06740L527
iPath® US Treasury Long Bond Bull ETN
             DLBS      06740L444
iPath® US Treasury Long Bond Bear ETN
             DLGC
Dialogic, Inc.         25250T100
dELIA*s INC. DLIA        2.47E+08
             Corp.
DFC Global DLLR        23324T107
            DLN          Dividend Fund
WisdomTree LargeCap 97717W307
            DLR
Digital Realty Trust, Inc. 2.54E+08
            DLR-E          2.54E+08
Digital RealtyTrust, Inc. 7.00% Series E Cumulative Redeemable Preferred Stock
            DLS          97717W760
WisdomTree International SmallCap Dividend Fund
            Inc.
Dollar Tree DLTR           2.57E+08
            DLX
Deluxe Corporation         2.48E+08
            DM
DOLAN COMPANY            25659P402
            DMAN
DemandTec, inc           24802R506
            DMD
Demand Media, Inc. 24802N109
            DMED
D. Medical Industries LTDM28091102
            DMF
Dreyfus Municipal Income 26201R102
             Minerals
Dorchester DMLP LP25820R105
            DMND
Diamond Foods Inc.         2.53E+08
            DMO          95790B109
Western Asset Mortage Defined Opportunity Fund Inc.
            DMRC
Digimarc Corporation 25381B101
            DNB
Dun & Bradstreet Corp 2.65E+104
            DNBF
DNB FINL CORP              2.33E+08
            DNDN
Dendreon Corp            24823Q107
            DNI          25538A105
Dividend and Income Fund, Inc.
            DNKN
Dunkin' Brands Group, Inc. 2.66E+08
            DNL          97717W844
WisdomTree Global ex-U.S. Growth Fund
            DNN
Denison Mines Corp         2.48E+08
            DNO            9.13E+08
UNITED STATES SHORT OIL FUND
            Income
DNP Select DNP           23325P104
            DNR
Denbury Resources, Inc. 2.48E+08
            DNY
The Denali Fund Inc. 24823A102
            DO
Diamond Offshore Drilling25271C102
            DOD          25153Q658
ELEMENTS "Dogs of the Dow" Total Return Index Note
            DOG
ProShares Short Dow30    74347R701
            DOL          97717W794
WisdomTree Intenational LargeCap Dividend Fund
            DOLE
Dole Food Company, Inc.    2.57E+08
            DOM
Dominion Resources Black 25746Q108
            DON          97717W505
WisdomTree MidCap Dividend Fund
            DOO          97717W786
Wisdom Tree international Dividend Ex-Financials Fund
            DORM
Dorman Products, Inc. New  2.58E+08
            DOV
Dover Corporation           2.6E+08
            DOVR
Dover Saddlery, Inc.        2.6E+08
            DOW
Dow Chemical Company2.61E+08
            DOX
Amdocs Limited           G02602103
            DPD            2.61E+08
Dow 30 Premium & Dividend Income Fund, Inc.
            DPG          26433C105
DUFF & PHELPS GLOBAL UTILITY INCOME FUND INC.
            DPK          25459W169
Direxion Daily Developed Markets Bear 3x Shares
DPL Inc. DPL               2.33E+08
            DPM          23311P100
DCP Midstream Partners, LP
            DPO            2.61E+08
DOW 30 Enhanced Premium & Income Fund, Inc.
            DPS          2.61E+113
DR Pepper Snapple Group, Inc.
            DPTR
Delta Petroleum Corp. 2.48E+08
             DPU        25154H459
PowerShares DB Commodity Long ETN
             DPW
Digital Power Corporation2.54E+08
             DPZ
Domino's Pizza Inc.     25754A201
DAQO NEWDQ              23703Q104
              ENERGY CORP.
             DRAD
Digirad Corporation      2.54E+08
Dataram Corp DRAM        2.38E+08
             DRC
Dresser-Rand Group, Inc. 2.62E+08
             DRCO
Dynamics Research Corp2.68E+08
Duke RealtyDRECorp.      2.64E+08
              Corporation2.64E+08Ser J Cumul Rdmble Pfd
Duke RealtyDRE-J          6.625%
              Corporation2.64E+08 K Cumulative Redeemable Preferred Shares
Duke RealtyDRE-K          6.5% Series
              Corporation2.64E+08 Shares (Each Representing 1/10th of a 6.95% Ser M Cumul Rdmb
Duke RealtyDRE-M          Depositary
              Corporation2.64E+08
Duke RealtyDRE-O
             DRGS       Exchange Traded Notes
RBS Global Big Pharma 78009P135
             DRH         2.53E+08
DiamondRock Hospitality Company
             DRI
Darden Restaurants, Inc.2.37E+08
             DRIV
Digital River Inc       25388B104
             DRJ         2.62E+08
Dreams, Inc. New Common Stock
             DRL        25811P886
Doral Financial Corporation (NEW)
             DRN        25459W755
Direxion Daily Real Estate Bull 3X
DRDGOLD Ltd. DROOY      26152H301
             DRQ
Dril-Quip, Inc.          2.62E+08
             DRR         6.17E+08
Market Vectors Double Short Euro ETN
Durect Corp  DRRX        2.67E+08
DOMINION DRU            25746U604
             RESOURCES, INC.
             DRV        25459W334
Direxion Daily Real Estate Bear 3X Shares
             DRW        97717W331
WisdomTree Global ex-US Real Estate Fund
             DRWI
DRAGONWAVE, INC. 26144M103
             DRYS
DryShips, Inc.          Y2109Q101
             DSCI
DERMA SCIENCES INC NEW    2.5E+08
             DSCO        2.55E+08
Discovery Laboratories, Inc.
             DSGX          Inc
Descartes Systems Group 2.5E+08
             DSI         4.64E+08
iShares MSCI KLD 400 Social Index Fund
             DSLV       22542D654
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI® Silver Inverse Index ER
             DSM        Fnd
Dreyfus Strat Mun Bnd 26202F107
DSP Group IncDSPG       23332B106
             DSS
DOCUMENT SECURTY SYS    25614T101
             DST
DST Systems, Inc.        2.33E+08
             DSTI       23962Q308
DayStar Technologies, Inc.
             DSTJ       46634X864
JPMorgan Double Short US Long Bond Treasury Futures ETN
             DSU        09255R103
Blackrock Debt Strategies Fund, Inc.
             DSUM       73937B753
PowerShares Chinese Yuan Dim Sum Bond Portfolio
             DSW
DSW, Inc Class A        23334L102
             DSWL
Deswell Industries Inc 2.51E+08
             DSX
Diana Shipping, Inc. Y2066G104
             DSXJ       46634X823
JPMorgan Double Short US 10 Year Treasury Futures ETN
             DTD        97717W109
WisdomTree Total Dividend Fund
             Company 2.33E+08
DTE Energy DTE
             Trust
DTE Energy DTE-AI       23333Q201
             Trust      23334U201
DTE Energy DTE-C II 7.50% TOPrS
            DTF         23334J107
DUFF/PHELPS UTIL TAX-FREE INC
            DTG
Dollar Thrifty Automotive 2.57E+08
            DTH         97717W802
WisdomTree DEFA Equity Income Fund
            DTK         25154A108
Deutsche Bank Contingent Capital Trust III 7.60% Trust Preferred Securities
            DTLK
Datalink Corp             2.38E+08
            DTN          Ex-Financials
Wisdom Tree Dividend 97717W406 Fund
            DTO          Oil Double
PowerShares DB Crude25154K809 Short Exchange Traded Notes due 6/1/2038
DTS, Inc. DTSI          23335C101
            DTT         25153Y206
DEUTSCHE BANK FUNDING TRUST IX 6.625%NONCUMULATIVE PREFERRED SECURITIES
            DTUL        06740L469
iPath® US Treasury 2-year Bull ETN
            DTUS        06740L519
iPath® US Treasury 2-year Bear ETN
            DTV
DIRECTV CLASS A         25490A101
            DTYL        06740L493
iPath® US Treasury 10-year Bull ETN
            DTYS        06740L451
iPath® US Treasury 10-year Bear ETN
            DUA         25153U204
DEUTSCHE BANK CAPITAL FUNDING TRUST VIII
            DUC         26432K108
DUFF/PHELPS UTIL & CP BD TR
            DUCK
Duckwall-ALCO Stores Inc  2.64E+08
            DUF         26433B107
Duff & Phelps Corporation
            DUG         74347X591
ProSharesUltraShort Oil & Gas
            DUK         26441C105
Duke Energy Corporation (Holding Company)
            DUSA
Dusa Pharmaceuticals Inc  2.67E+08
            DUST        25459W235
Direxion Daily Gold Miners Bear 2X Shares
DeVRY, Inc.DV             2.52E+08
DaVita Inc. DVA         23918K108
            DVAX          2.68E+08
Dynavax Technologies Corporation
            DVD
Dover Motorsports          2.6E+08
            DVF         09255W102
Blackrock Diversified Income Strategies Portfolio, Inc
            DVM         19248G106
Cohen & Steers Dividend Majors Fund, Inc.
            DVN
Devon Energy Corporation25179M103
DynaVox Inc.DVOX        26817F104
            DVR         12802T101
Cal Dive International, Inc.
            DVY
iShares DJ Select Dividend4.64E+08
            DW
Drew Industries, Inc. 26168L205
            DWA         26153C103
DreamWorks Animation SKG, Inc.
            DWCH
Datawatch Corp            2.38E+08
            DWM
WisdomTree DEFA Fund    97717W703
            DWSN
Dawson Geophysical Co 2.39E+08
            DWX           Dividend ETF
SPDR S&P International78463X772
            DX
Dynex Capital, Inc.     26817Q506
            DXB         25153X208
DEUTSCHE BANK CONTINGENT TRUST II
DexCom, Inc.DXCM          2.52E+08
            DXD         74347R867
ProShares UltraShort Dow 30
            DXJ         97717W851
WisdomTree Japan Total Dividend Fund
            DXPE
DXP Enterprises Inc       2.33E+08
            DXR
Daxor Corporation          2.39E+08
             Inc
Dixie GroupDXYN            2.56E+08
            DY
Dycom Industries, Inc. 2.67E+08
Dyax Corp DYAX           2.67E+107
            DYII
Dynacq Healthcare, Inc.  26779V105
            DYN
Dynegy Inc.(Delaware) 26817G300
              Corp
DynatronicsDYNT            2.68E+08
            DYSL
DYNASIL CORP OF AMERICA    2.68E+08
            DYY          25154H475
PowerShares DB Commodity Double Long ETN
            DZK          25459W789
Direxion Daily Developed Markets Bull 3x Shares
            DZZ           Bank Gold
PowerShares Deutsche25154H756Double Short ETN
ENI S.p.A. E             26874R108
            EAA          29364D779
Entergy Arkansas, Inc. First Mortage Bonds, 5.75% Series Due 11/1/2040
            EAD          94987B105
WELLS FARGO ADVANTAGE INCOME OPPORTUNITIES FUND
            EAG           25351107
American Defense Systems, Ic.
            EAGL         37951D102
Global Eagle Acquisition Corp.
            EAGLU        37951D201
Global Eagle Acquisition Corp.
            EAGLW        37951D110
Global Eagle Acquisition Corp.
            EAPS         70422P206
Pax MSCI EAFE ESG Index ETF
            EAT
Brinker International        1.1E+08
            EATX
Global X Food ETF        37950E564
eBay Inc EBAY              2.79E+08
Ennis, Inc. EBF            2.93E+08
Ebix Inc    EBIX           2.79E+08
            EBK          61746S778
Morgan Stanley PROPELS / Three Int'l Indices Exp. 12/30/2011
            EBMT         26942G100
EAGLE BANCORP MONTANA, INC.
            EBND         78464A391
SPDR Barclays Capital Emerging Markets Local Bond ETF
            EBR          15234Q207
CENTRAIS ELECTRICAS BRASILEIRAS S.A.-ELETROBRAS
            EBR.B        15234Q108
CENTRAIS ELETRICAS BRASILEIRAS S.A.-ELETROBRAS
            EBS           Inc.
Emergent Biosolutions,29089Q105
            EBSB         58964Q104
Meridian Interstate Bancorp, Inc.
            EBTC
Enterprise Bancorp Inc. 2.94E+08
            EBTX
Encore Bancshares, Inc.  29255V201
            EC
Ecopetrol S.A              2.79E+08
            ECA
EnCana Corporation         2.93E+08
            ECBE
ECB Bancorp Inc            2.68E+08
            ECF
Ellsworth Fund Ltd         2.89E+08
            ECGI
Envoy Capital Group, Inc.29413B105
            ECH            4.64E+08
iShares MSCI Chile Investable Market Index Fund
             Logistics, Inc.
Echo GlobalECHO          27875T101
Ecolab, Inc.ECL            2.79E+08
            ECNS         46429B200
iShares MSCI China Small Cap Index Fund
             Inc.
US Ecology,ECOL          91732J102
            ECON           2.68E+08
EGShares Emerging Markets Consumer ETF
            ECPG
Encore Capital Group, Inc. 2.93E+08
            ECT          26827L109
ECA Marcellus Trust 1 Interest
            ECTE
ECHO THERAPEUTICS INC    27876L107
             ECTY       Stock
Ecotality, Inc. Common27922Y202
             ECYT      29269A102
Endocyte, Inc. Common Stock
             ED
Consolidated Edison, Inc.2.09E+08
             ED-A        $5 CUM
CONSOLIDATED EDISON 2.09E+08PFD
             ED-C        4.65% C
CONSOLIDATED EDISON 2.09E+08
             EDAC
EDAC TECHNOLOGIES CORP   2.79E+08
EDAP TMS SA  EDAP        2.68E+08
             EDC       25459W300
Direxion Daily Emerging Markets Bull 3x Shares
             EDD         6.17E+08
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
             EDE
Empire District Elect    2.92E+08
             EDF       86164T107
STONE HARBOR EMERGING MARKETS INCOME FUND
             EDGR
EDGAR Online Inc          2.8E+08
             EDGW
Edgewater Technology Inc  2.8E+08
             EDIV      78463X533
SPDR S&P Emerging Markets Dividend ETF
             EDMC      28140M103
Education Management Corp
             EDN       29244A102
Empresa Distribuidora Y Comercializadora Norte S.A. (Edenor)
             EDR        Inc.
Education Realty Trust,28140H104
             EDS
Exceed Company Ltd. G32335104
             EDT       29365T203
Entergy Texas, Inc. Mortgage Bonds, 7.875% Series due June 1,2039
             EDU         and Technology Group, Inc.
New Oriental Education 6.48E+08
              Development Corp
EducationalEDUC          2.81E+08
             EDV         9.22E+08
Vanguard World Funds Extended Duration ETF
             EDZ       25459W482
Direxion Daily Emerging Markets Bear 3x Shares
             EE
El Paso Electric Company 2.84E+08
             EEA         2.99E+08
The European Equity Fund, Inc.
             EEB
Guggenheim BRIC ETF 18383M100
             EEE
Evergreen Energy Inc. 30024B203
             EEFT
Euronet Worldwide Inc 2.99E+08
             EEH          8.7E+08
ELEMENTS Linked to the SPECTRUM Large Cap U.S.Sector Momentum Index
             EEI
Ecology and Environment  2.79E+08
             EEM         4.64E+08
iShares MSCI Emerging Markets Index Fund
             EEMS        4.64E+08
iShares MSCI Emerging Markets Small Cap Index Fund
             EEMV        4.64E+08
iShares MSCI Emerging Markets Minimum Volatility Index Fund
             EEN       18383Q101
Guggenheim EW Euro-Pacific LDRs ETF
             EEP       29250R106
Enbridge Energy Partners,
             EEQ       29250X103
Enbridge Energy Management L.L.C
             EES       Earnings Fund
WisdomTree SmallCap 97717W562
             EET       74347X302
ProShares Ultra MSCI Emerging Markets
             EEV       74347X575
ProShares Trust UltraShort MSCI Emerging Markets
             EEVX      90268A832
ETRACS Daily Short 5-Month S&P 500 VIX Futures ETN due September 6, 2041
             EF        27943Q105
Edelman Financial Group Inc.
             EF4265585 EF4265585
TEST BLOOMBERG BOND TEST SYMBOL -HELEN BAROUNIS
             EFA
iShares MSCI EAFE Index4.64E+08
             EFAV      46429B689
iShares MSCI EAFE Minimum Volatility Index Fund
             EFC
Ellington Financial LLC 2.89E+08
             EFG         4.64E+08
iShares MSCI EAFE Growth Index Fund
             EFII
Electronics for Imaging 2.86E+08
            EFM         29364N843
ENTERGY MISSISSIPPI, INC.
            EFO         74347X500
ProShares Ultra MSCI EAFE
            EFOI
Energy Focus, Inc.      29268T102
            EFR         27828Q105
Eaton Vance Senior Floating-Rate Fund
            EFSC          2.94E+08
Enterprise Financial Services Corporation
            EFT           2.78E+08
Eaton Vance Floating-Rate Income Trust
            EFU         74347R339
ProShares Trust UltraShort MSCI EAFE
            EFUT        G29438101
e-Future Information Technology, Inc.
            EFV            Index Fund
iShares MSCI EAFE Value4.64E+08
            EFX
Equifax, Incorporated 2.94E+08
            EFZ         74347R370
ProShares Trust Short MSCI EAFE
            EGAN         Corporation
eGain Communications28225C806 (New)
            EGAS
GAS NATURAL INC.          3.67E+08
            EGBN
Eagle Bancorp Inc         2.69E+08
            EGF         09255K108
Blackrock Enhanced Government Fund, Inc.
8x8 Inc     EGHT          2.83E+08
            EGI
Entree Gold, Inc.       29383G100
            EGLE
Eagle Bulk Shipping Inc.Y2187A101
            EGN
Energen Corporation 29265N108
            EGO
Eldorado Gold Corporation 2.85E+08
NIC Inc     EGOV        62914B100
            EGP
EastGroup Properties Inc. 2.77E+08
            EGPT        57060U548
Market Vectors Egypt Index ETF
            EGT         Asia Inc.
Entertainment Gaming 29383V107
Engex, Inc. EGX           2.93E+08
            EGY
Vaalco Energy, Inc.     91851C201
            EHI         95766B109
Western Asset Global High Income Fund, Inc
            EHTH
eHealth, Inc.           28238P109
            EIA         Municipal Bond II Shares of Ben. Int.
Eaton Vance California 27828C106
            EIDO         Investable
iShares MSCI Indonesia46429B309 Market Index Fund
            EIG
Employers Holdings, Inc.2.92E+08
            EIHI          2.77E+08
Eastern Insurance Holdings, Inc.
            EIM
EATON VANCE MUN BND     27827X101
            EIO         27828L106
Eaton Vance Ohio Municipal Bond Fund
            EIP         27828W102
Eaton Vance Pennsylvannia Municipal Bond Fund
            EIPL        90268A766
MONTHLY 2xLEVERAGED ETRACS INTERNET IPO ETN
            EIPO
ETRACS INTERNET IPO ETN 90268A774
            EIRL        46429B507
iShares MSCI Ireland Capped Investable Market Index Fund
            EIS           4.64E+08
iShares MSCI Israel Capped Investable Market Index Fund
            EIV          Bond Fund
Eaton Vance Municipal27827K109 II
            EIX
Edison International      2.81E+08
            EJ          26852W103
E-House(China) Holdings Limited
            EK
Eastman Kodak Company     2.77E+08
            HOLDRS DEP RECPT 12/31/40
EUROPE 01 EKH           29875G105
            EL
Estee Lauder Co.          5.18E+08
            ELA         29364W405
ENTERGY LOUISIANA LLC FIRST MORTGAGE BONDS 5.875% SER DUE 06/15/41
            ELB         First Mortage
Entergy Louisiana, LLC 29364W306 Bonds,6.0% Series Due 3/15/2040
            ELC           2.77E+08
Eastern Light Capital, Inc.
            ELD          Markets Local
WisdomTree Emerging 97717X867 Debt Fund
            ELGX
Endologix Inc            29266S106
            INC.
ELLIE MAE, ELLI          28849P100
            ELLO
Ellomay Capital LTD M39927120
            ELMD
Electromed, Inc.          2.85E+08
            ELN
Elan Corp., plc           2.84E+08
            E
Earthlink Inc LNK           2.7E+08
Echelon CorpELON         27874N105
            ELOS
Syneron Medical Ltd M87245102
Companhia ELP            20441B407
             Paran. de Energ
            ELR           Cap ETF
SPDR Dow Jones Large78464A854
            ELRC
Electro Rent Corp         2.85E+08
            ELS          29472R108
Equity Lifestyle Properities, Inc.
            ELS-A        29472R207
EQUITY LIFESTYLE PROPERTIES, INC. 8.034% SER A
            ELSE
Electro-Sensors Inc       2.85E+08
            ELT
ELSTER GROUP SE             2.9E+08
Eltek Ltd ELTK           M40184109
Emulex Corp.ELX           2.92E+08
            ELY
Callaway Golf Company 1.31E+08
            EMAN
eMagin Corporation 29076N206
            EMB           4.64E+08
iShares JP Morgan USD Emerging Markets Bond Fund
            EMC
EMC Corporation           2.69E+08
            EMCF
EMCLAIRE FINANCIAL CORP   2.91E+08
            EMCI
EMC INS Group Inc         2.69E+08
            EMD          9.58E+107
Western Asset Emerging Markets Income Fund II, Inc.
            EME
EMCOR Group, Inc.        29084Q100
            EMER         45409B644
IQ Emerging Markets Mid Cap ETF
            EMF             8.8E+08
Templeton Emerging Markets Fund
            EMFN          4.64E+08
iShares MSCI Emerging Markets Financials Sector Index Fund
            EMGX         37950E663
Global X Russell Emerging Markets Growth ETF
            EMI          27826D106
EATON VANCE MICH MUNI INC TR
            EMIF          4.64E+08
iShares S&P Emerging Markets Infrastructure Index Fund
            EMITF
Elbit Imaging Ltd        M37605108
            EMJ          27828R103
Eaton Vance New Jersey Municipal Bond Fund
            E
Emcore CorpMKR            2.91E+08
            EML
Eastern Company           2.76E+08
             Enhanced MSCI Emerging Markets Index ETN
iPath® LongEMLB          06740P874
            EMLC         57060U522
Market Vectors Emerging Markets Local Currency Bond ETF
            EMM          78464A847
SPDR Dow Jones Mid Cap ETF
            EMMS           Corp
Emmis Communications 2.92E+08
            EMMSP          Corp
Emmis Communications 2.92E+08
            EMMT          4.64E+08
iShares MSCI Emerging Markets Materials Sector Index Fund
            EMN
Eastman Chemical Company  2.77E+08
            EMO          MLP OPPORTUNITY FUND INC.
CLEARBRIDGE ENERGY 18469P100
            EMQ
Entergy Mississippi, Inc.29364N876
Emerson EMR               2.91E+08
            EMSA        MSCI Emerging Markets Index ETN
iPath® Short Enhanced 06740P866
            EMT          2.68E+08
EGShares Emerging Markets Metals & Mining ETF
            EMVX        37950E671
Global X Russell Emerging Markets Value ETF
            EMZ         29364N835
ENTERGY MISSISSIPPI, INC. First Mortgage Bonds, 6.0% Series due May 1, 2051
            ENA
Enova Systems Inc.      29355M200
            ENB
Enbridge, Inc           29250N105
            END         Corporation
Endeavor International29259G200
            ENDP        29264F205
Endo Pharmaceuticals Holdings
            ENER         2.93E+08
Energy Conversion Devices Inc
            ENG
ENGlobal Corp            2.93E+08
            ENH         G30397106
Endurance Specialty Holdings Ltd.
            ENH-A       29267H208
Endurance Speciality Holdings Ltd 7.75% Non-Cumulative Ser A
            ENH-B       G30397304
ENDURANCE SPECIALTY HOLDINGS LTD
Enersis S.A.ENI         29274F104
            ENL
Reed Elsevier NV         7.58E+08
            ENMD
EntreMed, Inc. New 29382F202
            ENOC
EnerNOC, Inc.            2.93E+08
            ENP         29257A106
ENCORE ENERGY PARTNERS LP
            ENR
Energizer Holdings, Inc.29266R108
            ENS
EnerSys, Inc.           29275Y102
            ENSG
The Ensign Group, Inc. 29358P101
Entegris IncENTG        29362U104
            ENTR        29384R105
Entropic Communications, Inc.
            ENV
ENVESTNET, INC.         29404K106
            ENX         27827Y109
EATON VANCE NY MUN BND FUND
            ENY         Energy Income ETF
Guggenheim Canadian 18383Q606
            ENZ
Enzo Biochem, Inc.       2.94E+08
            ENZL         4.64E+08
iShares MSCI New Zealand Investable Market Index Fund
            ENZN
Enzon Pharmaceuticals Inc2.94E+08
            EOC         29244T101
Empresa Nacional de Elec.
            EOD         94987C103
WELLS FARGO ADVANTAGE GLOBAL DIVIDEND OPPORTUNITY FUND
            EOG
EOG Resources, Inc. 26875P101
            EOI          2.78E+08
Eaton Vance Enhanced Equity Income Fund
            EONC
eOn Communications Corp  2.69E+08
            EOS          2.78E+08
Eaton Vance Enhance Equity Income Fund II
            EOSPN       26878J201
EOS Preferred Corporation
            EOT         27829L105
EATON VANCE NATIONAL MUNICIPAL OPPORTUNITIES TRUST
            EP
EL Paso Corporation 28336L109
            EP-C         2.84E+08
El Paso Energy Capital Trust I
            EPAX
Ambassadors Group Inc23177108
            Technologies Inc
Bottomline EPAY          1.01E+08
            EPB          2.84E+08
El Paso Pipeline Partners, L.P.
            EPD
Enterprise Products Part.2.94E+08
            EPHC
Epoch Holding Corp. 29428R103
            EPHE        46429B408
iShares MSCI Philippines Investable Market Index Fund
            EPI         97717W422
WisdomTree India Earnings Fund ETF
            EPIQ
EPIQ Systems Inc        26882D109
            EPL
ENERGY PARTNERS, LTD    29270U303
            EPM         30049A107
Evolution Petroleum Corporation
             PETROLEUM CORP 8.5% SERIES A
EVOLUTIONEPM-A          30049A206
            EPOC
EPOCRATES, INC.         29429D103
            EPOL        46429B606
iShares MSCI Poland Investable Market Index Fund
            EPP           4.64E+08
iShares MSCI Pacific Free Ex-Japan Index Fund
            EPR
Entertainment Properties29380T105
            EPR-C       29380T402
Entertainment Properties Trust
            EPR-D       29380T501
Entertaninment Properties Trust 7.375% Series D
            EPR-E       29380T600
Entertainment Properties Trust
            EPS         97717W588
WisdomTree Total Earnings Fund
            EPU           4.64E+08
iShares MSCI All Peru Capped Index Fund
PROSHARESEPV            74348A301
              ULTRASHORT MSCI EUROPE
            EQIN
Russell Equity Income ETF 7.82E+08
Equinix Inc EQIX        29444U502
            EQL         00162Q205
ALPS Equal Sector Weight ETF
            EQR
Equity Residential      29476L107
            EQR-N       29476L784
EQUITY RESIDENTIAL 6.48% Series N Cumul Rdmble Pfd Shs
             Return, Inc. 2.95E+08
Equus TotalEQS
EQT CORP EQT            26884L109
            EQU
EQUAL ENERGY LTD 29390Q109
             Inc.
Equity One,EQY            2.95E+08
            ERC         94987D101
WELLS FARGO ADVANTAGE MULTI SECTOR INCOME FUND
            ERF           2.93E+08
Enerplus Resources Fund (New)
            ERH         9.50E+113
WELLS FARGO ADVANTAGE UTILITIES AND HIGH INCOME FUND
            ERIC
Ericsson Telephone Company2.95E+08
            ERIE
Erie Indemnity Co       29530P102
            ERII
Energy Recovery, Inc. 29270J100
Embraer S.A.ERJ         29082A107
            ERO         06739F184
Barclays Bank PLC iPath EUR/USD Exchange Rate ETN
            EROC        26985R104
Eagle Rock Energy Partners, L.P.
            EROCW       26985R120
EAGLE ROCK ENERGY PARTNERS L.P.
            ERT
eResearch Technology Inc29481V108
            ERTS
Electronic Arts Inc       2.86E+08
            ERUS        46429B705
iShares MSCI Russia Capped Index Fund
            ERX         25459W888
Direxion Daily Energy Bull 3x Shares
            ERY         25459W342
Direxion Daily Energy Bear 3x Shares
            ES
EnergySolution, Inc.      2.93E+08
            ESA         29271Q103
Energy Services of America Corporation
            ESBF
ESB Financial Corp      26884F102
            ESBK
Elmira Savings Bank FSB. 2.9E+08
            ESC
Emeritus Corporation 2.91E+08
Escalade IncESCA          2.96E+08
            ESD         95766A101
Western Asset Emerging Markets Debt Fund, Inc
            ESE
ESCO Technologies, Inc. 2.96E+08
            ESEA        Islands)
Euroseas Ltd.(Marshall Y23592200
Enstar GroupESGR        G3075P101
            ESI
ITT Educational Services 45068B109
            ESIC          2.78E+08
EasyLink Services International Corporation
            ESIO          2.85E+08
Electro Scientific Industries
            ESL
Esterline Technologies 2.97E+08
            ESLT
Elbit Systems Ltd        M3760D101
            ESMC
Escalon Medical Corp 2.96E+08
            ESP
Espey Manufacturing & Ele 2.97E+08
            ESR           4.64E+08
iShares MSCI Emerging Markets Eastern Europ Index Fund
            ESRX
Express Scripts Inc       3.02E+08
            ESS
Essex Property Trust, Inc2.97E+08
            ESS-H          INC. 7.125% SER H
ESSEX PROPERTY TRUST,2.97E+08
            ESSA
ESSA Bancorp, Inc.       29667D104
            ESSX
ESSEX RENTAL CORP         2.97E+08
            ESTE         INC.
EARTHSTONE ENERGY, 27032D205
Ensco PLC ESV            29358Q109
            ESYS
Elecsys Corporation 28473M100
            ETB          27828X100
Eaton Vance Tax-Managed Buy-Write Income Fund
            ETE          29273V100
Entergy Transfer Equity, L.P.
            ETF          00301T102
Aberdeen Emerging Markets Telecommunications and Infrastructure Fund, Inc.
            ETFC          2.69E+08
E*Trade Financial Corporation
            ETG          27828S101
Eaton Vance Tax-Advantaged Global Dividend Income Fund
            Interiors Inc 2.98E+08
Ethan Allen ETH
            ETJ          27829G106
Eaton Vance Risk - Managed Diversified Equity Income Fund
            ETM
Entercom Communications   2.94E+08
            ETN
Eaton Corporation         2.78E+08
            ETO          27828U106
Eaton Vance Tax-Advantaged Global Div Oppor. Fund
            ETP          29273R109
Energy Transfer Partners, L.P.
            ETR
Entergy Corporation 29364G103
            ETRM
EnteroMedics Inc.        29365M208
            ETV          27828Y108
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
            ETW          27829C105
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
            ETY          27828N102
Eaton Vance Tax-Managed Diversified Equity Income Fund
            EU            Fund
WisdomTree Euro Debt97717W174
            EUFN          4.64E+08
iShares MSCI Europe Financials Sector Index Fund
            EUM          74347R396
ProShares Trust Short MSCI Emerging Markets
            EUO
ProShares UltraShort Euro74347W882
            EUSA          4.64E+08
iShares MSCI USA Index Fund
            EV
Eaton Vance Corp.         2.78E+08
            EVBN
Evans Bancorp Inc        29911Q208
            EVBS          2.77E+08
Eastern Virginia Bankshares In
            Communication
Entravision EVC          29382R107
            EVEP
EV Energy Partners, L.P. 26926V107
            EVF
EATON VANCE SR INCOME TR 27826S103
            EVG          27828V104
Eaton Vance Short Duration Diversified Income Fund
            EVI
ENVIROSTAR, INC.         29414M100
            EVJ          27826V106
EATON VANCE N.J. MUNI INCOME T
            EVK               3E+08
Ever-Glory International Group, Inc.
           EVM         27828A100
EATON VANCE CA MUN BND FUND
           EVN         27826U108
EATON VANCE MUNI INCOME TR
           EVO         27826G109
EATON VANCE OHIO MUNI INCOME T
           EVOL
Evolving Systems, Inc. 30049R209
           EVP         27826T101
EATON VANCE PENN MUNI INCOME T
           EVR
Evercore Partners Inc. 29977A105
           EVT         27828G107
Eaton Vance Tax-Advantaged Dividend Income Fund
           EVV         27828H105
Eaton Vance Limited Duration Income Fund
           EVX         57060U209
Market Vectors Environmental Services Index Fund
           EVY
E N.Y. MUNI INCOME T27826W104
           EW          2.82E+112
Edwards Lifesciences Corp
           EWA           4.64E+08
iShares MSCI Australia Index Fund
            ACWI       78355W528
Rydex MSCIEWAC Equal Weight ETF
           EWBC
East-West Bancorp Inc 27579R104
           EWC           4.64E+08
iShares MSCI Canada Index Fund
           EWD
iShares MSCI Sweden Index4.64E+08
            EAFE        Weight ETF
Rydex MSCIEWEF Equal78355W544
            Emerging Markets Equal Weight ETF
Rydex MSCIEWEM         78355W536
           EWG           4.64E+08
iShares MSCI Germany Index Fund
           EWH           Index
iShares MSCI Hong Kong4.64E+08
           EWI
iShares MSCI Italy Index 4.64E+08
           EWJ
iShares MSCI Japan Fund4.64E+08
           EWK           4.64E+08
iShares MSCI Belgium Investable Market Index Fund
           EWL
iShares MSCI Switzerland 4.64E+08
           EWM
iShares MSCI Malyasia 4.64E+08
           EWMD         Equal Weight
Rydex S&P MidCap 40078355W510 ETF
           EWN           4.64E+08
iShares MSCI Netherlands Investable Market Index Fund
           EWO           4.64E+08
iShares MSCI Austria Investable Market Index Fund
           EWP
iShares MSCI Spain Index 4.64E+08
           EWQ
iShares MSCI France Index4.64E+08
           EWRI        78355W593
Rydex Russell 1000 Equal Weight ETF
           EWRM        78355W577
Rydex Russell Midcap Equal Weight ETF
           EWRS        78355W585
Rydex Russell 2000 Equal Weight ETF
           EWS           4.64E+08
iShares MSCI Singapore Index
           EWSM        78355W494
Rydex S&P SmallCap 600 Equal Weight ETF
           EWT
iShares MSCI Taiwan Index4.64E+08
           EWU           4.64E+08
iShares MSCI United Kingdom IX
           EWV         74347R347
ProShares Trust UltraShort MSCI Japan
           EWW           4.64E+08
iShares MSCI Mexico Investable Market Index Fund
           EWX         78463X756
SPDR S&P Emerging Markets Small Cap ETF
           EWY
iShares MSCI South Korea 4.64E+08
           EWZ
iShares MSCI Brazil IX 4.64E+08
           EWZS          4.64E+08
iShares MSCI Brazil Small Cap Index Fund
           E
Exactech Inc XAC       3.01E+113
            Group,
ExamworksEXAM Inc.30066A105
Exar Corp EXAR           3.01E+08
           EXAS
Exact Sciences Corp 30063P105
             EXBD        21988R102
Corporate Executive Board Co
             EXC
Exelon Corporation       30161N101
             EXD         27829M103
Eaton Vance Tax-Advantaged Bond And Option Strategies Fund
             EXE
Crexendo, inc.             2.27E+08
Exelixis Inc EXEL        30161Q104
EXFO INC. EXFO             3.02E+08
             EXG         27829F108
Eaton Vance Tax-Managed Global Diversifed Equity Income Fund
             EXH
Exterran Holdings Inc. 30225X103
iShares S&PEXI             4.64E+08
              Global Industrials Sector Index Fund
             EXK
Endeavour Silver Corp. 29258Y103
             Inc.
Excel Trust, EXL         30068C109
             EXLP        30225N105
Exterran Partners, L.P. Common Units representing Limited Partner Interests
             EXLS
ExlService Holdings, Inc. 3.02E+08
             EXM
Excel Maritime CarriersV3267N107
             EXP
Eagle Materials, Inc. 26969P108
             EXPD           Washi
Expeditors International 3.02E+08
Expedia, Inc.EXPE        30212P105
Exponent Inc EXPO        30214U102
             E
Express, Inc. XPR        3.02E+107
Extra SpaceEXR           30225T102
              Storage, Inc.
             EXT         97717W596
WisdomTree Total Earnings top 100 Fund
             EXTR
Extreme Networks         30226D106
             EXXI        G10082140
Energy XXI Limited (BERMUDA)
             EZA           4.64E+08
iShares MSCI South Africa Index Fund
             EZCH
EZchip Semiconductor Ltd M4146Y108
             EZJ         74347X708
ProShares Ultra MSCI Japan
             EZM         97717W570
WisdomTree MidCap Earnings Fund
Ezcorp Inc EZPW            3.02E+08
             EZU
iShares Inc MSCI Emu IX 4.64E+08
             EZY         97717W547
WISDOM TREE LARGECAP VALUE FUND (BASED ON THE WISDOMTREE LARGECAP VALUE INDEX)
Ford MotorF   Company 3.45E+08
Ford MotorF+  Company 3.45E+08
              Co.          3.45E+08
Ford MotorF-A 7.50% Notes due 6/10/2043
             FAA
Guggenheim Airline ETF   18383Q812
             FAB         33733C108
First Trust Multi Cap Value AlphaDEX Fund
             FABK
First Advantage Bancorp  31848L104
             FAC
First Acceptance Corp. 3.18E+08
             FACE          7.19E+08
Physicians Formula Holdings, Inc.
             FAD         33733F101
First Trust Multi Cap Growth AlphaDEX Fund
             FAF
First American Corp. 31847R102
             FALC
FalconStor Software Inc 3.06E+08
             FAM           3.37E+08
First Trust/Aberdeen Global Opportunity Income Fund
             FAN         33736G106
FirstTrust Global Wind Energy ETF
             FARM
Farmer Bros Co             3.08E+08
             FARO
Faro Technologies Inc 3.12E+08
             FAS          Bull 3x Shares
Direxion Daily Financial25459W516
Fastenal CoFAST            3.12E+08
             FAV         33731L100
First Trust Active Dividend Income Fund
             FAX
Aberdeen Asia-Pacific 3009107
             FAZ          Bear 3x Shares
Direxion Daily Financial25459W144
             FBC
Flagstar Bancorp, Inc. 3.38E+08
             FBF-M       33889X203
FLEET CAPITAL TRUST VIII 7.20% TRUST PREFERRED SECURITIES
             FBF-N       33889Y201
Fleet Capital Trust IX 6.00% Trust Pfd Securities (TruPS)
             FBHS        34964C106
FORTUNE BRANDS HOME & SECURITY, INC.
             FBIZ         3.19E+08
First Business Financial Services, Inc.
             FBM         34416W882
Focus Morningstar Basic Materials Index ETF
             FBMI
Firstbank Corp/MI        33761G104
             FBMS
First Bancshares, Inc. 3.19E+08
             FBN
Furniture Brands Intl     3.61E+08
             FBNC
First Bancorp/NC          3.19E+08
             FBNK           3.2E+08
FIRST CONNECTICUT BANCORP, INC.
             FBP
First BanCorp.            3.19E+08
             FBP-A        3.19E+08
FIRST BANORP 7.125% MIPS SR A
              8.35%       3.19E+08
FIRST BANCFBP-B NONCUM PFD B
             FBP-C
FIRST BANCORP 7.4% PFD C  3.19E+08
             FBP-D        3.19E+08
FIRST BANCORP (HOLDING COMPANY) 7.25% NONCUMULATIVE PERPET MNTLY PF
             FBP-E        3.19E+08
First Bancorp 7% Noncumulative Perpetual Monthly Income Ser E Pfd
             FBR
FIBRIA CELULOSE S.A. 31573A109
             FBRC
FBR & Co. Common Stock   30247C301
             FBS-A       33610A209
First Preferred Capital Trust IV
             FBSI
First Bancshares Inc/MO3.19E+08
             FBSS
Fauquier Bankshares Inc3.12E+08
             FBT         3.37E+207
First Trust NYSE Arca Biotechnology Index Fund
             FBZ         33737J133
First Trust Brazil AlphaDEX Fund
             FC
Franklin Covey Company3.53E+08
             FCA         33737J141
First Trust China AlphaDEX Fund
             FCAL         3.19E+08
FIRST CALIFORNIA FINANCIAL GROUP
              Inc
First CapitalFCAP        31942S104
             FCBC        31983A103
First Community Bancshares Inc
             FCCO
First Community Corp        3.2E+08
             FCCY
1st Constitution Bancorp 31986N102
             FCD         34416W858
Focus Morningstar Consumer Defensive Index ETF
             FCE.A
Forest City Enterprises 3.46E+08
             FCE.B        3.46E+08
FOREST CITY ENTERPRICES CL B
             FCEL
FuelCell Energy Inc      35952H106
             FCF
First Commonwealth Fncl.    3.2E+08
             FCFC
Firstcity Financial Corp 33761X107
             FCFS        31942D107
First Cash Financial Services
             FCG         33734J102
First Trust ISE-Revere Natural Gas Index Fund
             FCH
Felcor Lodging Trust Inc.31430F101
             FCH-A       31430F200
FELCOR LODGING TR $1.95 PFD
             FCH-C       31430F507
Felcor Lodging Trust Shares(1/100th share 8% Ser C Prfd)
             FCHI         4.64E+08
iShares FTSE China (HK Listed) Index Fund
             FCL         34416W866
Focus Morningstar Consumer Cyclical Index ETF
             Leaf        31969M105
First Clover FCLF Financial Corp.
             FCN
FTI Consulting, Inc.       3.03E+08
             FCNCA       31946M103
First Citizens BancShares Inc
             FCO           3013109
ABERDEEN COMMONWEALTH INC FD
             FCQ         34416W874
Focus Morningstar Communication Services Index ETF
             FCS
Fairchild Semiconductor 3.04E+08
             FCT         33733U108
First Trust Senior Floating Rate Income Fund II
              Bancshares, Inc
1st CenturyFCTY          31943X102
              Bancorp, Inc.
First CapitalFCVA          3.19E+08
             FCX          G
Freeport-McMoran C &35671D857
             FCY           3.46E+08
Forest City Enterprises, Inc. 7.375% Senior Notes 2/1/2034
             FCZA
First Citizens Banc Corp 3.19E+08
             FDD         33735T109
First Trust STOXX European Select Dividend Income Fund
             FDEF        Corp
First Defiance Financial32006W106
             FDI
Fort Dearborn Income Secs  3.47E+08
             FDL           3.37E+08
First Trust Morningstar Dividend Leaders Index Fund
             FDM         33718M105
First Trust Dow Jones Select MicroCap Index Fund
             FDML
Federal-Mogul Corporation  3.14E+08
             FDN         3.37E+306
First Trust Dow Jones Internet Index Fund ETF
             FDO
Family Dollar Stores, Inc 3.07E+08
             FDP
Fresh Del Monte Produce  G36738105
             FDS
Factset Research Systems   3.03E+08
             FDT         33737J174
First Trust Developed Markets ex-US AlphaDEX Fund
             FDUS
Fidus Investment Corp. 3.17E+08
             FDV         3.37E+108
First Trust Strategic Value Index Fund(based on the Credit Suisse U.S. Value Index, Powered by
             FDX
FedEx Corporation        31428X106
             Corp.
FirstEnergy FE             3.38E+08
             FEED        Common Stock
AgFeed Industries, Inc. 00846L101
             FEFN          4.64E+08
iShares MSCI Far East Financials Sector Index Fund
             FEG         34416W841
Focus Morningstar Energy Index ETF
FEI Co       FEIC        30241L109
             FEIM
Frequency Electronics, Inc.3.58E+08
             FELE
Franklin Electric Co Inc 3.54E+08
             FEM         33737J182
First Trust Emerging Markets AlphaDEX Fund
             FEN           2.93E+08
Energy Income and Growth Fund
             FENG
PHOENIX NEW MEDIA LIMITED71910C103
             FEO         33731K102
First Trust/Aberdeen Emerging Opportunity Fund
             FEP         33737J117
First Trust Europe AlphaDEX Fund
             FES
Forbes Energy Services Ltd 3.45E+08
             FEU          ETF
SPDR STOXX Europe 5078463X103
             FEX         33734K109
First Trust Large Cap Core AlphaDEX Fund
SPDR EUROFEZ             78463X202
              STOXX 50 ETF
             Corporation
Future Fuel FF           36116M106
             FFA           3.37E+08
First Trust Enhanced Equity Income Fund.
             FFBC
First Financial Bancorp 3.2E+08
             FFBCW          3.2E+08
First Financial Bancorp. Warrant
             FFBH        32020F303
First Federal Bancshares of Arkansas, Inc.
             FFC           3.38E+08
Flaherty & Crumrine/ Claymore Preferred Securities Income Fund Incorporated
             FFCH
First Financial Holdings Inc 3.2E+08
             FFCO        31429C101
FedFirst Financial Corporation
             FFD         61757P101
Morgan Stanley Frontier Emerging Markets Fund,Inc.
             FFDF
FFD Financial Corp       30243C107
             FFEX          3.59E+08
Frozen Food Express Industries
             FFFD          6.58E+08
North Central Bancshares Inc
             FFG
FBL Financial Group 30239F106
              (Holdings) Co., Ltd.
Fuwei FilmsFFHL          G3704F102
             FFI
Fortune Industries, Inc.34963X200
             FFIC
Flushing Financial Corp 3.44E+08
             FFIN        32020R109
First Financial Bankshares Inc
             FFIV
F5 Networks Inc            3.16E+08
             FFKT
Farmers Capital Bank Corp    3.1E+08
             FFKY        32022D108
First Financial Service Corporation
             FFL         34416W833
Focus Morningstar Financial Services Index ETF
             FFN
FriendFinder Networks Inc. 3.58E+08
             FFNM        32021X105
First Federal of Northern Michigan Bancorp, Inc.
             FFNW        32022K102
First Financial Northwest, Inc
             FFR         33736N101
First Trust FTSE EPRA/NAREIT GLobal Rela Estate Index Fund
             FFVX        90268A824
ETRACS Daily Short 6-Month S&P 500 VIX Futures ETN due September 6, 2041
             FGB         33733G109
First Trust Specialty Finance and Financial Opportunities Fund
             FGC         Holdings, Inc.
NextEra Energy Capital 65339K308
             FGD         33734X200
First Trust Dow Jones Global Select Dividend Index Fund
             FGE         Holdings, Inc.
NextEra Energy Capital 65339K407 Series E Junior Subordinated Debentures due 9/1/2067
             FGEM          2.68E+08
EGShares Financials GEMS ETF
SunAmericaFGF              8.67E+08
              Focused Alpha Growth Fund, Inc.
SunamericaFGI              8.67E+08
              Focused Alpha Large-Cap Fund, Inc.
             FGP
Ferrellgas Partners, L.P. 3.15E+08
             FHC         34416W825
Focus Morningstar Health Care Index ETF
             FHCO
THE FEMALE HEALTH CO3.14E+08
             FHN           3.21E+08
First Horizon National Corporation
             FHY            Income Fund II
First Trust Strategic High3.37E+08
             FIBK        32055Y201
FIRST INTERSTATE BANCSYSTEMS, INC CLASS A
             FICO
Fair Isaac Coporation 3.03E+08
             FIF         33738C103
FIRST TRUST ENERGY INFRASTRUCTURE FUND
             FIG         34958B106
Fortress Investment Group LLC
             FII
Federated Investors, Inc.3.14E+08
             FIL         34416W817
Focus Morningstar Industrials Index ETF
Finish Line FINL           3.18E+08
             INC.
FUSION-IO, FIO           36112J107
             FIRE
SOURCEFIRE, INC.         83616T108
             FIS         31620M106
Fidelity National Information Services, Inc.
             FISI
Financial Institutions Inc 3.18E+08
             FISN        37950E580
Global X Fishing Industry ETF
Fiserv Inc FISV            3.38E+08
             FITB
Fifth Third Bancorp        3.17E+08
             FITBP         3.17E+08
Fifth Third Bancorp Dep Srs G Pfd
             FIVZ        72201R601
PIMCO 3-7 Year US Treasury Index Fund
             FIW         33733B100
First Trust ISE Water Index Fund
             FIX
Comfort Systems USA, Inc. 2E+08
             FIZZ
National Beverage Corp.6.35E+08
             FJA          Inc.
Merill Lynch Depositor,73941X528
             FJP         33737J158
First Trust Japan AlphaDEX Fund
             FKO         AlphaDEX
First Trust South Korea 33737J166Fund
             FL
Foot Locker, Inc.          3.45E+08
             FLAT        06740L485
iPath® US Treasury Flattener ETN
             FLC           3.38E+08
Flaherty & Crumrine/Claymore Total Return Fund Incorporated
             FLDM
Fliudigm Corporation 34385P108
             FLEX        Y2573F102
Flextronics International Ltd
             FLG         34416W601
Focus Morningstar Large Cap Index ETF
             FLIC          3.21E+08
First of Long Island Corp/The
              Inc
Flir SystemsFLIR           3.02E+08
             FLL
Full House Resorts, Inc. 3.6E+08
             FLM         33736M103
First Trust ISE Global Engineering and Construction Index Fund
             FLML
Flamel Technologies        3.38E+08
             FLN         33737J125
First Trust Latin America AlphaDEX Fund
             FLO
Flowers Foods, Inc.        3.43E+08
             FLOT        46429B655
iShares Floating Rate Note Fund
             FLOW
Flow International Corp 3.43E+08
             FLR
Fluor Corporation (New)3.43E+08
             FLS
Flowserve Corporation 34354P105
             FLT
Fleetcor Technologies, Inc.3.39E+08
             FLTR        57060U514
Market Vectors Investment Grade Floating Rate ETF
             FLWS
1-800-FLOWERS.COM Inc    68243Q106
             FLXS
Flexsteel Industries       3.39E+08
             FLY
Fly Leasing Limited      34407D109
             FMBI          3.21E+08
First Midwest Bancorp Inc/IL
             FMC
FMC Corporation            3.02E+08
             FMCN        34415V109
Focus Media Holding Limited
             FMD
The First Marblehead Corp. 3.21E+08
             FMER
FirstMerit Corp            3.38E+08
             FMFC
First M & F Corp           3.21E+08
             FMK         33737M508
First Trust Mega Cap AlphaDEX Fund
             FMM          Cap Index ETF
Focus Morningstar Mid34416W700
             FMN         31423P108
Federated Premeir Municipal Income Fund
             FMNB
FARMERS NATL BANC CORP OH   3.1E+08
             FMO         31647Q106
Fiduciary / Claymore MLP Opportunity Fund
             FMS           3.58E+08
Fresenius Medical Care AG & Co. KGaA
             FMS-          3.58E+08
Fresenius Medical Care AG & Co. KGaA ADS (Each rep 1/3rd of a Preference Share)
             FMU         34416W502
Focus Morningstar US Market Index ETF
             FMX           MEXICANO,
FOMENTO ECONOMICO 3.44E+08 S.A.B. DE C.V.
             FMY         3.37E+107
FIRST TRUST MORTGAGE INCOME FUND
Fabrinet FN              G3323L100
F.N.B. Corp FNB             3.03E+08
              Corp. New 3.03E+08
FNB United FNBND
Fundtech Ltd FNDT         M47095100
             FNF          31620R105
Fidelity National Financial, Inc. Class A Common Stock
             FNFG         33582V108
First Niagara Financial Group
             FNGN
FINANCIAL ENGINES, INC.     3.17E+08
             FNI          33733A102
First Trust ISE Chindia Index Fund
             FNIO           4.64E+08
iShares FTSE NAREIT Industrial/Office Capped Index Fund
             FNK          33737M201
First Trust Mid Cap Value AlphaDEX Fund
             FNLC
First Bancorp, Inc. (ME)31866P102
Finisar CorpFNSR          31787A507
             FNV
Franco-Nevada Corporation   3.52E+08
             FNX          33735B108
First Trust Mid Cap Core AlphaDEX Fund
             FNY          33737M102
First Trust Mid Cap Growth AlphaDEX Fund
             FOE
Ferro Corporation           3.15E+08
             FOF          End Opportiunity Fund
Cohen & Steers Closed 19248P106
             FOH          35582T108
Frederick's of Hollywood Group, Inc.
              Beta        06740P171
iPath® PureFOIL Aluminum ETN
             FOL          30304P104
FactorShares 2X: Oil Bull/S&P500 Bear
             FOLD
Amicus Therapeutics, Inc  03152W109
             FONE         33737K106
FIRST TRUST NASDAQ OMX CEA SMARTPHONE INDEX FUND
             FONR
Fonar Corporation           3.44E+08
             FOR
Forestar Group Inc.         3.46E+08
             FORD
Forward Industries Inc-N Y   3.5E+08
FormFactorFORMInc.          3.46E+08
             FORR
Forrester Research Inc 3.47E+08
             FORTY
Formula Systems 1985 Ltd    3.46E+08
             FOS          34416W809
Focus Morningstar Small cap Index ETF
Fossil Inc FOSL              3.5E+08
             FPA          33737J109
First Trust Asia Pacific ex-Japan AlphaDEX Fund
             FPC-A          3.03E+08
FPC CAPITAL 7.10% CUM INCM PFD A
             FPFC         33610T109
First Place Financial Corp (Wa
             FPO
First Potomac Realty Trust33610F109
             FPO-A        33610F307
First Potomac Realty Trust 7.750% Series A Cumulative Redeemable Perpetual Preferred Shares
             FPP            3.17E+08
FieldPoint Petroleum Corporation
             FPT          31423M105
Federate Premier Intermediate Municipal Income Fund
             FPX            3.37E+08
First Trust IPOX-100 Index Fund
             FR
1st Industrial Realty 32054K103
             FR-J         32054K798
First Industrial Realty Trust, Inc. Depositary Shares( Each representing 1/10,000 of a share of
             FR-K         32054K772
First Industrial Realty Trust, Inc. Depositary Shares (1/10,000th Share of 7.25% Series K Cumul
             FRA           Income Strategies Fund, Inc.
Blackrock Floating Rate09255X100
             FRAN
FRANCESCA'S HOLDINGS3.52E+08 CORP
             FRB           Income Strategies Fund II, Inc.
Blackrock Floating Rate09255Y108
             FRBK
Republic First Bancorp Inc7.6E+08
             FRC
First Republic Bank       33616C100
             FRCCO          3.36E+08
First Republic Preferred Capital Corp. Pfd. D
             FRD
Friedman Industries         3.58E+08
Fred's Inc FRED            3.56E+08
FreeSeas, Inc.FREE       Y26496144
              FRF
Fortegra Financial Corp. 34954W104
              FRI        33734G108
First Trust S&P REIT Index Fund
              FRL        34416W791
Focus Morningstar Real Estate Index ETF
              FRM
Furmanite Corporation 3.61E+08
              FRME
First Merchants Corp 3.21E+08
              FRN        18383Q838
Guggenheim Frontier Markets ETF
              FRNK       35353C102
FRANKLIN FINANCIAL CORPORATION
Frontline Ltd.FRO        G3682E127
              FRP          3.06E+08
Fairpoint Communications, Inc.
              FRPT
Force Protection, Inc. 3.45E+08
              FRS
Frischs Restaurants,Inc. 3.59E+08
              FRT
Federal Realty Inv. Trust 3.14E+08
              FRX
Forest Laboratories, Inc. 3.46E+08
              FRZ
Reddy Ice Holdings, Inc. 75734R105
              FSA          3.03E+08
FactorShares 2X: TBond Bull/S&P500 Bear
              FSBI
Fidelity Bancorp Inc/PA 3.16E+08
              FSBK       33646W100
First South Bancorp Inc/VA
              Finance Corp.
Fifth Street FSC         31678A103
              FSCI
Fisher Communications Inc  3.38E+08
              FSD        3.37E+113
FIRST TRUST HIGH INCOME LONG/SHORT FUND
              FSE          3.03E+08
FactorShares 2X: S&P500 Bull/TBond Bear
              FSFG       3.36E+113
First Savings Financial Group, Inc
              FSG        30304T106
FactorShares 2X: Gold Bull/S&P500 Bear
              FSGI          New
First Security Group, Inc.3.36E+08
              FSI        33938T104
Flexible Solutions International, Inc.
              FSII
FSI International Inc      3.03E+08
              FSIN
FUSHI COPPERWELD, INC.   3.61E+111
FREESCALE FSL            G3727Q101
              SEMICONDUCTOR HOLDINGS I, LTD
              FSLR
First Solar, Inc.          3.36E+08
              FSM
FORTUNA Silver Mines Inc.   3.5E+08
              FSP        35471R106
Franklin Street Properties Corp
              FSR        L3466T104
Flagstone Reinsurance Holdings, S.A. (Luxembourg)
              Corp
FirstServiceFSRV         33761N109
              FSS
Federal Signal Corp.       3.14E+08
              FST
Forrest Oil Corporation 3.46E+08
Foster (Lb) CoFSTR          3.5E+08
              FSU          3.03E+08
FactorShares 2X: S&P500 Bull/USD Bear
              FSYS        Inc.
Fuel Systems Solutions,35952W103
              FT
FRANKLIN UNIVERSAL TR      3.55E+08
              FTA        33735J101
First Trust Large Cap Value AlphaDEX Fund (based on the Defined Large Cap Value Index--symbol D
              FTB-A      31678W204
FIFTH THIRD CAPITAL TRUST V 7.25% Trust Preferred Securities
              FTB-B       VI
Fifth Third Capital Trust31678V206
              FTC        33735K108
First Trust Large Cap Growth AlphaDEX Fund (based on the Defined Large Cap Growth Index--symbol
France TelecomFTE        35177Q105
              FTEK
Fuel Tech, Inc.             3.6E+08
             FTF          35472T101
Franklin Templeton Limited Duration Income Trust Common Shrs. of Beneficial Interest
             FTI
FMC Technologies, Inc.30249U101
             FTK
FLOTEK INDS INC            3.43E+08
             FTNT
FORTINET, INC.            3.50E+113
             FTQ          34416W783
Focus Morningstar Technology Index ETF
             FTR          35906A108
Frontier Communications Corp.
FEDERATEDFTT               3.14E+08
              ENHANCED TREASURY INCOME FUND
             Corporation
FiberTower FTWR           31567R209
             FTY           4.64E+08
iShares FTSE NAREIT Real Estate 50 Index Fund
             FUBC
1st United Bancorp, Inc.  33740N105
             FUD            CMCI Food
E-TRACS UBS Bloomberg9.03E+08 ETN
             FUE             8.7E+08
AB Svensk Ekportkredit (Swedish Export Credit Corporation
SMF EnergyFUELCorporation 78453M208
             FUI          34416W775
Focus Morningstar Utilities Index ETF
             FUL
H.B. Fuller Company          3.6E+08
             FULL            3.6E+08
Full Circle Capital Corporation
             FULT
Fulton Financial Corp        3.6E+08
             FUN
Cedar Fair, L.P.             1.5E+08
              Corp
First UnitedFUNC          33741H107
             FUND
Royce Focus Trust Inc 78080N108
             FUR
Winthrop Realty Trust 9.76E+08
             FURX         36106P101
FURIEX PHARMACEUTICALS, INC.
             FVD          33734H106
First Trust Value Line Dividend Fund
             FVE
Five Star Qual Care       33832D106
             FVI           3.37E+08
First Trust Value Line Eqty Allocation Index Fnd
             FVL          33735G107
First TrustValue Line 100 Exchange-Traded
             FWDB
Madrona Global Bond ETF   00768Y834
             FWDD
Madrona Domestic ETF00768Y859
             FWDI         ETF
Madrona International 00768Y842
Wells FargoFWF            94979S207
              Capital XI 6.25% Enhanced Trust
             FWLT         H27178104
Foster Wheeler AG (SWITZERLAND)
              Corp
Forward AirFWRD              3.5E+08
             FWV
First West Virginia Banc. 3.37E+08
             FXA          23129U101
Currencyshares Australian Dollar Trust
             FXB          23129S106
Currencyshares British Pound Sterling Trust
             FXC          23129X105
Currencyshares Canadian Dollar Trust
             FXCB
Fox Chase Bancorp, Inc.   35137T108
             FXCH         23131C107
CurrencyShares Chinese Renminbi Trust
FXCM, INC. FXCM            3.03E+08
             FXD          33734X101
First Trust Consumer Discretionary AlphaDEX Fund
             FXE
CurrencyShares Euro Trust 23130C108
FX Energy IncFXEN          3.03E+08
             FXF          23129V109
Currencyshares Swiss Franc Trust
             FXG          33734X119
First Trust Consumer Staples AlphaDEX Fund
             FXH          33734X143
First Trust Health Care AlphaDEX Fund
             FXI           4.64E+08
iShares FTSE China 25 Index Fund
             FXL          33734X176
First Trust Technology AlphaDEX Fund
             FXM          23130H107
Currencyshares Mexican Peso Trust
             FXN          33734X127
First Trust Energy AlphaDEX Fund
             FXO          33734X135
First Trust Financials AlphaDEX Fund
             FXP          74347X567
ProShares Trust UltraShort FTSE China 25
             FXR          33734X150
First Trust Industrials/Producer Durables AlphaDEX Fund
             FXRU         23130M106
CurrencyShares Russian Ruble Trust
             FXS          23129R108
Currencyshares Swedish Krona Trust
             FXU          33734X184
First Trust Utilities AlphaDEX Fund
             FXY          23130A102
Currencyshares Japanese Yen Trust
             FXZ          33734X168
First Trust Materials AlphaDEX Fund
             FYC          33737M300
First Trust Small Cap Growth AlphaDEX Fund
             FYT          33737M409
First Trust Small Cap Value AlphaDEX Fund
             FYX          33734Y109
First Trust Small Cap Core AlphaDEX Fund
             G
GENPACT LIMITED           G3922B107
             GA
Giant Ineractive Group Inc.3.75E+08
             GAB
GABELLI EQUITY TRUST 3.62E+08
             Equity        3.62E+08
The Gabelli GAB-D Trust Inc. 5.875% Ser D Cumul Pfd
             GAB-F
Gabelli Equity Trust, Inc. 3.62E+08
             GABC          3.74E+08
German American Bancorp, Inc.
             GAF          78463X806
SPDR S&P Emerging Middle East & Africa ETF
             GAGA
LA GAGA HOLDINGS LIMITED   5.21E+08
Global-TechGAI            G39320117
               Advanced Innovations Inc.
Gaiam Inc GAIA            36268Q103
             GAIN          3.77E+08
Gladstone Investment Corporation
             GALE
Galena Biopharma, Inc. 3.63E+08
             GAM
GNL AMER INVESTORS 3.69E+08
             GAM-B         3.69E+08
General American Investors Company, Inc 5.95% Cumul Pfd Stock, Ser B
             GAME
Shanda Games Ltd.         81941U105
             GAR           3.73E+08
GEORGIA POWER COMPANY SERIES 2007D 6.375% SENIOR NOTES due July 15, 2047
NICOR Inc. GAS             6.54E+08
             GASL         25459W227
Direxion Daily Natural Gas Related Bull 2X Shares
              Inc.
StealthGas, GASS          Y81669106
             GASX         25459W219
Direxion Daily Natural Gas Related Bear 2X Shares
               Futures 90267B799
Natural GasGASZ Contango ETN due June 14, 2041
             GAT
Georgia Power Company      3.73E+08
             GAZ          06739H644
iPath Dow Jones-UBS Natural Gas Subindex Total Return ETN due October 22, 2037
Greatbatch,GB  Inc.       39153L106
             GBAB          4.02E+08
Guggenheim Build America Bonds Managed Duration Trust
             GBB          06739F176
Barclays Bank PLC iPath GBP/USD Exchange Rate ETN
             GBCI
Glacier Bancorp Inc 37637Q105
             GBDC
GOLUB CAPITAL BDC, INC.   38173M102
             GBE
Grubb & Ellis Company         4E+08
             GBF           4.64E+08
iShares Barclay Government/Credit Bond Fund
              Gold
Great BasinGBG Ltd.         3.9E+08
             GBL
GAMCO Investors, Inc. 3.61E+08
             GBLI         G39319101
GLOBAL INDEMNITY PLC (IRELAND)
             GBNK
Guaranty Bancorp          40075T102
             GBR
New Concept Energy 6.44E+08
             GBX
Greenbrier Companies 3.94E+08
Global CashGCA            3.79E+08
              Access Holdings, Inc.
             GCAP       36268W100
Gain Capital Holdings, Inc.
             GCBC         Inc
Greene County Bancorp 3.94E+08
             GCC           Commodity
GreenHaven Continuous3.95E+08 Index Fund
             GCE          3.62E+08
Claymore/Robb CEF GS Connect ETN
             GCF          3.79E+08
Global Income & Currency Fund, Inc.
              Food      38724Q404
Granite CityGCFB & Brewery Ltd
             GCH
GREATER CHINA FUND 39167B102
             GCI
Gannett Co., Inc.         3.65E+08
Genesco Inc. GCO          3.72E+08
             GCOM
Globecomm Systems Inc   37956X103
             Convertible36240B109 Securities Fund, Inc.
The Gabelli GCV          and Income
             GCV-B       Income Securities Fund Series 6.00% Cumulative
Gabelli Convertible and36240B307
             GCVRZ      80105N113
Sanofi Contingent Value Rights
             GD
General Dynamics           3.7E+08
             GDF        95766G108
Western Asset Global Partners Income Fund, Inc.
             GDI
Gardner Denver, Inc. 3.66E+08
The GDL Fund GDL          3.62E+08
THE GDL FUND GDL-B        3.62E+08
             GDO        95790C107
Western Asset Global Corporate Defined Opportunity Fund Inc.
             GDOT
Green Dot Corporation39304D102
             GDP
Goodrich Petroleum Corp.  3.82E+08
             Dividend & 36242H104
The Gabelli GDV         Income Trust
             GDV-A      36242H203
Gabelli Dividend & Income Trust 5.875% Ser A
             & Inc.      6% Series D
Gabelli Div. GDV-DTrust36242H500 Cum. Prfrd. Shares
             GDX        57060U100
Market Vectors Gold Miners ETF
             GDXJ       57060U589
Market Vector Junior Gold Miners ETF
             GE
GENERAL ELECTRIC           3.7E+08
             GE-A          3.7E+08
General Electric Captial Corporation
             GEA           3.7E+08
General Electric Capital Corp., 6.625% Public Income Notes PINES
             GEC           3.7E+08
General Electric Capital Corporation 6.10% Public Income Notes "PINES"
             GED           3.7E+08
General Electric Capital Corporation 5.875% Notes
             GEDU       37951A108
Global Education & Technology Group Ltd
Greif, Inc. GEF           3.98E+08
Greif, Inc. GEF.B         3.98E+08
             GEG           3.7E+08
GENERAL ELECTRIC CAPITAL CORP
             GEJ           3.7E+08
General Electric Capital Corporation 6.00% Notes due April 24, 2047
             GEL
Genesis Energy, L.P.      3.72E+08
             GEN
GENON ENERGY, INC. 3.72E+111
             GENC
Gencor Industries, Inc. 3.69E+08
             GENE       37185R109
Genetic Technologies Ltd.
             G
Gentium SpAENT          37250B104
             GEO
The GEO Group, Inc. 36159R103
             GEOI
GeoResources Inc          3.72E+08
GeoEye, Inc. GEOY       37250W108
            GEP             Step-Up
Gnrl Elctrc Cptl Corp 4.5%3.7E+08 PINES due 01/28/35
            GEQ         40167M106
GUGGENHEIM EQUAL WEIGHT ENHANCED EQUITY INCOME FUND
            GER            3.7E+08
General Electric Capital Corporation
            GERJ        57060U381
Market Vectors Germany Small-Cap ETF
Geron CorpGERN            3.74E+08
Guess?, Inc.GES           4.02E+08
            GET
Gaylord Entertainment Co  3.68E+08
            GEVA
SYNAGEVA BIOPHARMA CORP.87159A103
Gevo, Inc. GEVO           3.74E+08
            GEX         Alternative
Market Vectors Global 57060U407 Energy ETF
            GF
NEW GERMANY FUND Inc      6.44E+08
GAFISA S.A.GFA            3.63E+08
            GFED        40108P101
Guaranty Federal Bancshares In
Griffon CorpGFF           3.98E+08
            Ltd
Gold Fields GFI ADR 38059T106
            GFIG
GFI Group Inc.            3.62E+08
            GFN
General Finance Corporation3.7E+08
            GFNCL
General Finance Corp. Units3.7E+08
            GFNCZ          3.7E+08
General Finance Corp. Warrants
            GFW             7.5% Sr
AAG Holding Company Inc336206 Dbtrs due 11/05/2033
            GFY           9.58E+08
Western Asset Variable Rate Strategic Fund, Inc
            GFZ             336305
AAG Holding Company Inc. 7.25 Deb 1/23/34
            GG
Goldcorp, Inc.            3.81E+08
            GGAL
Grupo Financiero Galicia SA4E+08
Gerdau S.A.GGB            3.74E+08
            GGC
Georgia Gulf Corp.        3.73E+08
            GGE          Equity Strategy Fund
Guggenheim Enhanced40167K100
            GGEM          2.68E+08
EGShares Consumer Goods GEMS ETF
Graco Inc GGG             3.84E+08
            GGGG        37950E614
Global X Pure Gold Miners ETF
             Global     36244N109
The Gabelli GGN Gold, Natural Resources & Income Trust
             Global     36244N208
The Gabelli GGN-A Gold, Natural Resources & Income Trust 6.625% Series A Cumulative Pfd Shares
            GGP            3.7E+08
GENERAL GROWTH PROPERTIES, INC.
            GGR
GeoGlobal Resources Inc.37249T109
            GGS         37946S107
Global Geophysical Services, Inc.
            GGT
GLOBAL MULTIMEDIA TR    36239Q109
            GGT-B       36239Q307
Gabelli Global Multimedia Trust Inc. 6.00% Series B
            GHDX
Genomic Health, Inc. 37244C101
            GHI         37933G108
GLOBAL HIGH INC DOLLAR FD
             Co.,
Greenhill & GHL Inc.      3.95E+08
            GHM
Graham Corporation 3.85E+08
            GIB
CGI Group Inc.          39945C109
            GIFI          4.02E+08
Gulf Island Fabrication Inc
            GIGA
Giga-Tronics Inc          3.75E+08
            GIGM
GigaMedia Ltd           Y2711Y104
            GII         78463X855
SPDR FTSE/Macquarie Global Infrastructure 100 Index Fund
            GIII
G-Iii Apparel Group Ltd36237H101
             GIL
Gildan Activewear Inc. 3.76E+08
             GILD
Gilead Sciences Inc       3.76E+08
             GILT       M51474118
Gilat Satellite Networks Ltd
             GIM            Fund (Delaware)
Templeton Global Income8.8E+08
             GIS
General Mills, Inc.        3.7E+08
             GIVN
Given Imaging Ltd       M52020100
             GIY        Core Bond ETF
Guggenheim Enhanced18383M662
             GJD          7.85E+08
Synthetic Fixed-Income Sec STRATS 2004-02, 6.50% Sprint Capital Corp.
             GJH         Sec STRATS
Synthetic Fixed-Income86311Q204 2004-06, 6.375% US Cellular Corp.
             GJI        86311N201
Synthetic Fixed-Inc Sec., Inc. STRATS for IBM Corp.
             GJJ         Sec STRATS
Synthetic Fixed-Income86311R202 2004-08, Float Rate Goldman Sachs
             GJK         Sec STRATS
Synthetic Fixed-Income86311T208 2004-09, Float Rate JPMorgan Chase
             GJM
GMAC LLC 7.35% Pfd 36186C301
             GJN         Securities,
Synthetic Fixed Income78478Q101Inc.
             GJO         Sec on behalf of STRATS for Wal-Mart Series 2005-4
Synthetic Fixed Income8.63E+204
             GJP         Securities
Synthetic Fixed Income78478P889on the behalf of STRATS for Dominion Resources Series 2005-6
             GJR          8.63E+08
Synthetic Fixed Income Securities
             GJS         Securities
Synthetic Fixed Income86311R301
             GJT         Securities
Synthetic Fixed Income86310N202
             FIXED        8.63E+08
SYNTHETIC GJV INCOME SECURITIES, INC
             GKK
Gramercy Capital Corp. 3.85E+08
             GKK-A
Gramercy Capital Corp 3.85E+08
             GKM        36186C400
GMAC LLC 7.25% Notes due 02/07/2033
             G
Geeknet, Inc KNT        36846Q203
             GKSR
G&K Services Inc          3.61E+08
             GLAD
Gladstone Capital Corp 3.77E+08
             GLAD-A       3.77E+08
GLADSTONE CAPITAL CORPORATION 7.125% Series 2016
             GLBL
Global Industries Ltd     3.79E+08
             GLBS
GLOBUS MARITIME LIMITED Y27265209
              Bancorp
Glen BurnieGLBZ           3.77E+08
             GLCH
GLEACHER & CO, INC. 3.77E+08
             GLD        Gold Shares
SPDR Gold Trust, SPDR 78463V107
             GLDC
Golden Enterprises        3.81E+08
              Dredge      3.91E+08
Great LakesGLDD & Dock Corporation
             GLDX        ETF
Global X Gold Explorers37950E739
             GLF          4.03E+08
Gulfmark Offshore, Inc. (New)
             GLGL
GLG LIFE TECH CORP        3.62E+08
              Year        4.64E+08
iShares 10+GLJ Government/Credit Bond Fund
             GLL        74347W718
ProShares UltraShort Gold
Golar LNG LtdGLNG       G9456A100
             GLO        1.89E+110
Clough Global Opportunites Fund
             GLP
Global Partners LP      37946R109
             GLPW       37941P306
Global Power Equipment Group, Inc. New
             GLQ        18914C100
Clough Global Equity Fund
             GLRE       G4095J109
Greenlight Captial RE, LTD. Class A
Glatfelter GLT            3.77E+08
             GLTR       26922W109
ETFS Precious Metals Basket Trust
            Utility    36242L105
The Gabelli GLU & Income Trust
            Inc.
Glu Mobile GLUU            3.8E+08
            GLV        18913Y103
Clough Global Allocation Fund
            GLW
Corning Incorporated 2.19E+08
            GM
General Motors Company 37045V100
            GM+A       37045V118
General Motors Company Warrants (expiring 7/10/2016)
            GM+B       37045V126
General Motors Company Warrants (expiring 7/10/2019)
            GM-B
General Motors Company 37045V209
             7.30%     36186C202
GMAC LLC.,GMA Redeem "PINES"
            GMAN
Gordmans Stores, Inc. 38269P100
            GMCR         3.93E+08
Green Mountain Coffee Roasters
            GME        36467W109
GameStop Corp (Holding Company)
GeoMet, Inc.GMET       37250U201
GeoMet, Inc.GMETP      37250U300
            GMF        78463X301
SPDR S&P Emerging Asia Pacific ETF
            GMK
Gruma, S.A.B de C.V.         4E+08
            GML        78463X707
SPDR S&P Emerging Latin America ETF
GOLAR LNGGMLP           LP
             PARTNERS Y2745C102
            GMM        78463X509
SPDR S&P Emerging Markets ETF
            GMMB        Municipal
Columbia Intermediate19761R703Bond Strategy Fund
            GMO
General Moly, Inc.         3.7E+08
            GMR        Y2693R101
General Maritime Corporation (NEW)
            GMT
GATX Corporation         3.61E+08
            GMT-
GATX CORP,$2.50 CV PFD   3.61E+08
            GMTB       19761R802
Columbia Core Bond Strategy Fund
            GMXR
GMX Resources Inc      38011M108
            GMXR-      38011M405
GMX Resources, Inc. Series B Cumulative Preferred Stock
            GNAT       97717W711
WisdomTree Global Natural Resources Fund
            GNC
GNC Holdings, Inc.     36191G107
            GNCMA
General Communication3.69E+08
            GNE
GENIE ENERGY LTD         3.72E+08
            GNI           Ppty
Great Northern Iron Ore3.91E+08
            GNK        Y2685T107
Genco Shipping & Trading Limited
            GNMK
GENMARK DIAGNOSTICS, INC.3.72E+08
            GNOM
Complete Genomics, Inc.20454K104
            GNR        78463X541
SPDR S&P Global Natural Resources ETF
            GNRC
GENERAC HOLDINGS INC     3.69E+08
            Natural Resources, Gold & Income Trust
The Gabelli GNT        36249M106
Gentex Corp GNTX         3.72E+08
GenVec, Inc.GNVC       37246C307
            GNW        37247D106
Genworth Financial, Inc.
            GOF        40167F101
Guggenheim Strategic Opportunities Fund
            GOK
GEOKINETICS INC          3.73E+08
            GOL        38045R107
Gol Linhas Aereas Inteligentes S.A.
            GOLD
Randgold Resources Ltd 7.52E+08
            GOLF         Holdings, Inc.
Golfsmith International38168Y103
            GOM        36186C509
GMAC LLC 7.375% Notes(due 12/16/2044)
             GOOD        3.77E+08
Gladstone Commercial Corporation - REIT
             GOODO       3.77E+08
Gladstone Commercial Corporation 7.50% Series B Cumulative Redeemable Preferred Stock
             GOODP       3.77E+08
Gladstone Commercial Corporation 7.75% Series A Cumulative Convertible Preferred Stock
Google, Inc.GOOG       38259P508
             GORO      38068T105
GOLD RESOURCE CORPORATION COM STK
             GOV       38376A103
Government Properties Income Trust
             GPC
Genuine Parts Company 3.72E+08
             GPE-A
Georgia Power Company    3.73E+08
             GPI
Group 1 Automotive, Inc. 3.99E+08
             GPIC      36467A107
Gaming Partners International Corporation
             GPK         3.89E+08
Graphic Packaging Holding Company
             GPL       39115V101
Great Panther Silver Limited
             GPM        Equity Income Fund
Guggenheim Enhanced40167B100
             GPN
Global Payments, Inc. 37940X102
             GPOR
Gulfport Energy Corp. 4.03E+08
             GPR       37248H304
GeoPetro Resources Company
             GPRC
GUANWEI RECYCLING CORP   4.01E+08
             GPRE        Energy, Inc.
Green Plains Renewable 3.93E+08
Gen-Probe IncGPRO      36866T103
Gap, Inc. GPS            3.65E+08
             GPX
GP Strategies Corp.    36225V104
             GR
Goodrich Corporation 3.82E+08
             & Co.
W.R. Grace GRA         38388F108
             GRC
Gorman-Rupp Company 3.83E+08
             GRES
IQ ARB Global Resources45409B883
             GRF         2.69E+08
Eagle Capital Growth Fund, Inc.
Grifois, S.A.GRFS        3.98E+08
             GRH       39530A104
GreenHunter Energy, Inc.
             GRI       Realty Majors
Cohen & Steers Global 00162Q106 ETF
             GRID      33737A108
FIRST TRUST NASDAQ CLEAN EDGE SMART GRID INFRASTRUCTURE INDEX FUND
             & Nurseries 3.98E+08
Griffin LandGRIF         Inc
GRAYMARKGRMH             3.89E+08
             HEALTHCARE INC.
Garmin Ltd GRMN        H2906T109
             GRN
iPath Global Carbon ETN06739H164
             GRNB
Green Bankshares, Inc.` 3.94E+08
             GRO
Agria Corporation      00850H103
             GROW
US Global Investors Inc 9.03E+08
             GRPC        7.82E+08
Russell Growth at a Reasonable Price ETF
             GRPN        3.99E+08
Groupon, Inc. Class A Common Stock
             GRR
Asia Tigers Fund, Inc. 04516T105
             GRRF      16938P107
China Grentech Corporation Limited
             GRT
Glimcher Realty Trust 3.79E+08
             GRT-F       3.79E+08
Glimcher Realty TrusT 8.75% Ser F Cumul Rdmble Pfd Shares
             GRT-G       3.79E+08
Glimcher Realty Trust 8.125% Ser G Cum Rdmble Pfd Shs of Beneficial Int Pfd Stock
             GRU          8.7E+08
AB Svensk Ekportkredit (Swedish Export Credit Corporation Linked to the MLCX Grains Index - Tot
             GRV       00768Y404
MARS HILL GLOBAL RELATIVE VALUE ETF
             GRVY
GRAVITY Co., Ltd.      38911N107
              Beta Softs ETN
iPath® PureGRWN          06740P288
             Healthcare 36246K103 Trust
The Gabelli GRX          & Wellness
             Healthcare 36246K202 Trust 5.76% Series A Cumulative Preferred Shares
The Gabelli GRX-A        & wellness
            GRZ
Gold Reserve Inc. CL A 38068N108
            GS
Goldman Sachs Group 38141G104
            GS-A         Inc. (The) Depositary shares
Goldman Sachs Group, 38143Y665
            GS-B         38144X500
Goldman Sachs Group Depositary Shares (1/1000 Interest of 6.2% Non-Cum. Prfrd. Stock, Series B)
            GS-C         38144X609
Goldman Sachs Group Dep. Shares (1/1000 Int. of Floating Rate Non-Cum. Prfrd. Stk., Ser. C)
            GS-D         Inc. (Each representing 1/1000th Interest in a Share of Floating Rate Non-
Goldman Sachs Group, 38144G804
            GSAT
Globalstar, Inc.          3.79E+08
            GSB
GLOBALSCAPE INC          37940G109
            GSBC           Inc
Great Southern Bancorp3.91E+08
             S&P         38144L852
GS ConnectGSC GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to pos
            GSF          Inc., The 6.125% Notes due 2060
Goldman Sachs Group, 38145X111
               GSCI      46428R107
iShares S&PGSG Commodity-Indexed Trust
Guangshen GSH             Ltd
             Railway Co.40065W107
            GSI           3.71E+08
General Steel Holdings, Inc.
             INC.
GSI GROUP GSIG           36191C205
            GSIT
GSI Technology           36241U106
            GSJ          38144G184
GOLDMAN SACHS GROUP, INC., THE 6.50% Notes due 2061
            GSJK
Compressco Partners, L.P.20467A101
            GSK
GlaxoSmithKline plc 37733W105
             Lease,
Global Ship GSL Inc. Y27183105
            GSM          Inc.
Globe Specialty Metals 37954N206
            GSOL
Global Sources Ltd       G39300101
            GSP          06738C794
Barclays Bank PLC iPath Exchange Traded Notes due 2036 Linked to GSCI Total Return Index
Golden StarGSS           Ltd.
              Resources 38119T104
            GST
Gastar Exploration Ltd. 3.67E+08
            GST-A        36729P207
Gastar Exploration USA, Inc. 8.625% Series A Cumulative Preferred Stock
             Corp.
GSV CapitalGSVC          36191J101
            GSX
Gasco Energy, Inc.        3.67E+08
            GSY           Ultra-Short
Guggenheim Enhanced18383M654 Bond ETF
            GT
Goodyear Tire & Rubber3.83E+08
            GT-A          3.83E+08
The Goodyear Tire & Rubber Company 5.875% Mandatory Convertible Preferred Stock
            GTAA         00768Y800
Cambria Global Tactical ETF
            GTAT         36191U106
GT Advanced Technologies, Inc.
             Energy Inc. 38500T101
Gran Tierra GTE
            GTI           3.84E+08
GRAFTECH INTERNATIONAL LTD. (HOLDING COMPANY)
Good TimesGTIM             Inc.
              Restaurants3.82E+08
            GTIP         46429B812
iShares Global Inflation-Linked Bond Fund
            GTIV         37247A102
Gentiva Health Services Inc
            GTLS
Chart Industries, Inc. 16115Q308
            GTN
Gray Television, Inc.     3.89E+08
            GTN.A         3.89E+08
Gray Television, Inc. Class A
            GTS
Triple-s Management Corp. 8.97E+08
GTSI Corp GTSI           36238K103
            GTU
Central Gold Trust        1.54E+08
GTX Inc. GTXI            40052B108
             GTY
Getty Realty Corp.         3.74E+08
             GU          Energy Limited
Gushan Environmental 40330W205
             GUA            5.75% SR
GULF POWER COMPANY4.02E+08 NOTES DUE 06/01/51
             GUID
Guidance Software, Inc. 4.02E+08
             GUL           H 5.25%
GULF POWER COMP Ser 4.02E+08Sr Nts due 07/15/2033
             GULF        97717X305
Wisdom Tree Middle East Dividend Fund
             GUNR        33939L407
FlexShares Global Upstream Natural Resources Index Fund
             GUR         78463X608
SPDR S&P Emerging Europe ETF
             GURE
GULF RESOURCES INC. 40251W309
             GUT
GABELLI UTILITY TRUST36240A101
             GUT-A       36240A200
Gabelli Utility Trust 5.625% Ser A Cumul Pfd Shs
             GV
Goldfield Corporation 3.81E+08
             GVA
Granite Construction Inc.  3.87E+08
             GVI           4.64E+08
iShares Barclay Intermideate Government/Credit Bond Fund
             GVP
GSE Systems, Inc.        36227K106
             GVT         19761R109
Columbia Concentrated Large Cap Value Strategy Fund
              Capital     5.625% Trust
Wells FargoGWF VIII94979D200 Pfd Securities
             GWL          ETF
SPDR S&P World ex-US78463X889
             GWO         22542D407
ELEMENTS CS Global Warming ETN
Genesee & GWRWyoming Inc.  3.72E+08
             GWW
W.W. Grainger, Inc.        3.85E+08
             GWX          Small Cap
SPDR S&P International78463X871ETF
             GXC
SPDR S&P China ETF 78463X400
             GXF         3.80E+105
Global X FTSE Nordic Region ETF
             GXG          20 ETF
Global X FTSE Columbia3.80E+204
             GXP
Great Plains Energy Incor  3.91E+08
             GXP-A         3.91E+08
GREAT PLAINS ENERGY 3.80% PFD
             GXP-D         3.91E+08
GREAT PLAINS ENERGY 4.35% PFD
             GXP-E         3.91E+08
GREAT PLAINS ENERGY 4.50% PFD
             GXP-F
Great Plains Energy Inc. 3.91E+08
GenCorp Inc. GY            3.69E+08
             GYA         12679Q206
Corporate Asset Backed Corp., CABCO Trust 2004-1 Goldman Sachs 6.00%
             GYB         12679N203
Corporate Asset Backed Corp., CABCO Trust 2004-101 Goldman Sachs Float
             GYC         12679R204
Corporate Asset Backed Corp., CABCO Trust 2004-102 SBC Commun Float Rate
             GYRO          Inc
Gyrodyne Co of America4.04E+08
             H
Hyatt Hotels Corporation   4.49E+08
             HA
Hawaiian Holdings, Inc. 4.2E+08
             HAE
Haemonetics Corporation    4.05E+08
             HAFC
Hanmi Financial Corp        4.1E+08
             HAIN
Hain Celestial Group Inc 4.05E+08
             Company 4.06E+08
Halliburton HAL
             HALL        40624Q203
Hallmark Financial Services, Inc.
             HALO        40637H109
Halozyme Therapeutics, Inc.
             HANS
Hansen Natural Corp 4.11E+08
             HAO         18383Q853
Guggenheim China Small Cap ETF
             HAP         57060U795
Market Vectors- RVE Hard Assests Producer ETF
             Industries 4.13E+08
Harman IntlHAR
            Savings
HarleysvilleHARL Financial4.13E+08
Hasbro, Inc.HAS           4.18E+08
            HAST
Hastings Entertainment Inc4.18E+08
            Digital
Hauppauge HAUP Inc 4.19E+08
            HAV         42327W206
HELIOS ADVANTAGE INCOME FUND, INC. (NEW)
            HAVNP
Haven Capital Trust II 41935L206
            HAYN
Haynes International, Inc.4.21E+08
            HBA-D        SER D
HSBC USA INC DEP SHR40428H706
            HBA-F       Rate Non-Cumlu Ser F
HSBC USA Inc. Floating 40428H805
            HBA-G       each reprensting 1/40th of a sh of Fltng Rate of Non Cumul Pfd Ser G
HSBC USA Inc. Dep Shs 40428H888
            HBA-H       40428H862
HSBC USA INC., Dep. Shrs. (1/40th Share 6.5% Non-Cum. Prfrd. Stck.)
            HBA-Z       CM PFD
HSBS USA INC $2.8575 40428H201
            Bancshares Inc
Huntington HBAN           4.46E+08
            Bancshars Inc. Pfd Ser A
Huntington HBANP          4.46E+08
            HBC
HSBC Holdings PLC         4.04E+08
             CAP          4.15E+08
HARRIS PFDHBC- 7.375%EXCHPFDA
            HBC-A         4.04E+08
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
            HBCP
Home Bancorp, Inc. 4.37E+111
            HBHC
Hancock Holding Co         4.1E+08
            HBI
Hanesbrands, Inc.          4.1E+08
            HBIO
Harvard Bioscience Inc 4.17E+08
            HBM
HUDBAY MINERALS INC 4.44E+08
            HBNC
Horizon Bancorp Indiana 4.4E+08
            HBNK
Hampden Bancorp, Inc.4.09E+111
            HBOS
Heritage Financial Group42726X102
            HBP
HELIX BIOPHARMA CORP (F)  4.23E+08
            HBTA
Russell 1000 High Beta ETF7.82E+08
            HCA
HCA HOLDINGS, INC. 40412C101
            HCBK
Hudson City Bancorp Inc4.44E+08
            HCC
HCC Insurance Holdings 4.04E+08
            HCCI        Inc.
Heritage-Crystal Clean, 42726M106
            HCF         43005Q107
Highland Credit Strategies Fund
            HCII
HOMEOWNERS CHOICE INC.  4.37E+107
            HCIIP       4.37E+305
Homeowners Choice, Inc. 7% Series A Cumulative Redeemable Preferred Stock
            HCIIW
HOMEOWNERS CHOISE, INC. 4.37E+115
            HCKT
Hackett Group Inc (The).4.05E+08
             REIT,
Health CareHCN Inc. 42217K106
             Reit, Inc. 7/8% Ser D
Health CareHCN-D 7 42217K304 Cumul Rdmble Pfd Stock
             REIT,      42217K403
Health CareHCN-FInc. 7.625% Ser. F Cum. Rdmbl. Prfrd. Stock
            HCN-I       42217K601
HEALTH CARE REIT, INC. 6.50% Series I Cumulative Convertible Perpetual Preferred Stock,
            HCOM
HAWAIIAN TELCOM HOLDCO INC 4.2E+08
HCP, INC. HCP           40414L109
            HCP-E       40414L307
HCP, Inc. 7.25% Ser E Cumul Rdmble Pfd
            HCP-F       40414L208
HCP,Inc. 7.1% Ser F Cumul Rdmble Pfd
            HCS           4.04E+08
HSBC Holding PLC 8.125% Perpetual Capital Securities
            HCS-B
HSBC Holdings PLC         4.04E+08
            HCSG
Healthcare Services Group 4.22E+08
            HD
Home Depot, Inc.          4.37E+08
            Limited
HDFC Bank HDB           40415F101
            HDG         74347X294
ProShares Hedge Replication ETF
            HDGE        00768Y883
AdvisorShares Active Bear ETF
            H
Hardinge Inc DNG          4.12E+08
            HDSN
Hudson Technologies Inc   4.44E+08
            HDV         46429B663
iShares High Dividend Equity Fund
            HDY
Hyperdynamics Corporation 4.49E+08
            HE
Hawaiian Electric Indus. 4.2E+08
            HE-U          4.04E+08
HECO Capital Trust III 6.5% QUIPS
            HEAT
SmartHeat Inc.          83172F104
HemispherxHEB           42366C103
              BioPharma, Inc
            HEDJ        97717X701
WisdomTree Int'l Hedged Equity Fund
            HEES          4.04E+08
H&E Equipment Services, Inc.
            HEI
HEICO Corporation         4.23E+08
            HEI.A
HEICO CORP CL A           4.23E+08
            HEK
Heckmann Corporation 4.23E+08
            HELE
Helen Of Troy Ltd       G4388N106
            HEOP
Heritage Oaks Bancorp 42724R107
            HEP           4.36E+08
Holly Energy Partners, L.P.
            HEQ         47804L102
JOHN HANCOCK HEDGED EQUITY & INCOME FUND
            HERO
Hercules Offshore, Inc. 4.27E+08
            HES
Hess Corporation        42809H107
             Beta       06740P296
iPath® PureHEVY Industrial Metals ETN
            HF
HFF, Inc. Class A       40418F108
            HFB         59022W182
Merrill Lynch Factor Model Index SRN due November 07, 2012
            HFBC
HopFed Bancorp Inc         4.4E+08
            HFBL        43708L108
Home Federal Bancorp, Inc. of Louisiana
            HFC
HOLLYFRONTIER CORP 4.36E+08
              Corp
HF FinancialHFFC          4.04E+08
            HFWA
Heritage Financial Corp42722X106
            HGEM          2.68E+08
EGShares Health Care GEMS ETF
            HGG
HHGREGG, Inc.           42833L108
            HGI         18383Q804
Guggenheim International Muti-Asset Income ETF
             Group
HarleysvilleHGIC Inc 4.13E+08
            HGR
Hanger Orthopedic Group 41043F208
            HGSH        Inc.
China HGS Real Estate, 16948W100
            HGSI
Human Genome Sciences Inc 4.45E+08
            HGT
Hugoton RoyaltyTrust 4.45E+08
            HH
Hooper Holmes, Inc.       4.39E+08
            HHC         44267D107
The Howard Hughes Corporation
            HHGP
Highland Group Inc.       4.44E+08
            HHH
INTERNET HLDRS TRUST    46059W102
            HHS
Harte-Hanks, Inc.         4.16E+08
             Yield
Helios High HHY Fund 42328Q109
            HI
Hillenbrand, Inc.         4.32E+08
             HIBB
Hibbett Sports, Inc.       4.29E+08
             HIF         95766H106
Western Asset High Income Fund, Inc.
             HIFS          4.33E+08
Hingham Institution for Saving
             HIG
Harford Financial Svcs. 4.17E+08
             HIG+          4.17E+08
The Hartford Financial Services Group, Inc.
             FINL SVCS GRP INC., 7.25% MANDATORY CONVERTIBLE PFD SER F
HARTFORD HIG-A             4.17E+08
             HIH         42327X204
HELIOS HIGH INCOME FUND, INC. (NEW)
             HIHO
Highway Holdings Ltd G4481U106
             Ingalls Industries
Huntington HII             4.46E+08
             HIL
Hill International, Inc 4.31E+08
             HILL
Dot Hill Systems Corp. 25848T109
             HILO          2.68E+08
EGShares Low Volatility Emerging Markets Dividend ETF
             HIMX
Himax Technologies, Inc. 43289P106
             HIO         95766K109
Western Asset High Income Opportunity Fund, Inc.
             HIS          Shares
BlackRock High Income9.25E+110
Hitachi, Ltd.HIT           4.34E+08
             HITK
Hi-Tech Pharmacal Co Inc 42840B101
             HITT        43365Y104
Hittite Microwave Corporation
Highwoods HIW              4.31E+08
             Properties,Inc.
             HIX         95766J102
Western Asset High Income Fund II, Inc.
             HJA           8.04E+08
MS Structured Asset SATURNS 2003-15, 7.00% Hertz Corp.
             HJG         80411U207
MS Structured Asset SATURNS 2004-02, 5.75% Goldman Sachs
             HJJ         80411Y209
MS Structured Asset Corp 6.00% Goldman Sachs Capital I SATURNS
             HJL           8.04E+08
MS Structured Asset SATURNS 2004-06, 6.00% Goldman Sachs Cap I
             HJN         80412A200
MS Structured Asset SATURNS 2005-01, 6.125% Goldman Sachs Capital I
             HJO         03738Q204
MS Structured Asset SATURNS 2005-02, 6.875% Aon Capital A
             HJR
MS Structured Asset Corp 80410Q207
             HJT
MS STRUCTURED ASSET      86360Y207
             HJV         8.04E+206
SATURNS J.C. Penney Company Inc. Deb Backed Ser 2007-1 7.00% Callable Class A Units
             HKK         CAP ETF
IQ HONG KONG SMALL45409B818
             HKN
Harken Energy Corporation40420K103
             HL
Hecla Mining Company 4.23E+08
             HL-B
HECLA MINING SRBCV PFD     4.23E+08
             HLF
Herbalife Ltd.           G4412G101
Harmonic Inc HLIT          4.13E+08
             HLM-        43162L206
Hillman Group Capital Trust
             HLS
Healthsouth Corporation    4.22E+08
             HLX         42330P107
Helix Energy Solutions Group, Inc.
Heelys, Inc.HLYS         42279M107
             HMA
Health Management Assoc.   4.22E+08
             HMC
Honda Motor Co., Ltd. 4.38E+08
             HME
Home Properties, Inc. 4.37E+08
             HMG
HMG / Courtland Properties 4.04E+08
             HMH         HIHG INCOME FUND INC. (NEW)
HELIOS MULTI-SECTOR 42327Y202
             HMIN        43713W107
Home Inns & Hotels Management, Inc.
             HMN
Horace Mann Educators 4.4E+08
             HMNF
HMN Financial Inc        40424G108
            HMNY        42327L200
Helios & Matheson Information Technology Inc.
            HMPR
HAMPTON ROADS BKSHS NEW  4.09E+08
            HMSY
HMS Holdings Corp. 40425J101
            HMTM         7.82E+08
Russell 1000 High Momentum ETF
            HMY          4.13E+08
Harmony Gold Mining Company Limited
            HNB
HERALD NATIONAL BANK    42703Q104
            HNH            4.1E+08
Handy & Harman Holdings Ltd.
            HNI
HNI Corporation          4.04E+08
            HNP
Huaneng Power Intl, Inc.4.43E+08
              Res
Harvest NatHNR Inc 41754V103
            HNRG
HALLADOR ENERGY CO.     40609P105
            HNSN
Hansen Medical, Inc. 4.11E+08
             Inc.
Health Net, HNT         42222G108
            HNW           Income Trust
Pioneer Diversified High 7.24E+08
            HNZ
H.J. Heinz Company       4.23E+08
            HNZ-
HEINZ $1.70 CM CV PFD 4.23E+08
            HOFT
Hooker Furniture Corp 4.39E+08
            HOG
Harley-Davidson, Inc. 4.13E+08
            HOGS
Zhongpin Inc.           98952K107
Hoku Corp HOKU           4.35E+08
            HOLI        G45667105
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
            HOLL
Hollywood Media Corp 4.36E+08
Hologic Inc HOLX         4.36E+08
            HOMB
Home BancShares, Inc. 4.37E+08
            HOME        43710G105
Home Federal Bancorp, Inc.
            HON
Honeywell International 4.39E+08
            HOOK         2.24E+08
Craft Brewers Alliance, Inc.
            HOS          4.41E+08
Hornbeck Offshore Services, Inc.
            HOT         85590A401
Starwood Hotels & Resorts
            HOTT
HOT Topic Inc            4.41E+08
            HOV
Hovnanian Enterprises 4.42E+08
            HOVNP        4.42E+08
Hovnanian Enterprises Inc. Dep Shr Srs A Pfd
            HOVU        44248W208
HOVNANIAN ENTERPRISES, INC.
            HP
Helmerich & Payne, Inc. 4.23E+08
            Preferred Capital, Inc. - Class C Preferred Stock
Huntington HPCCP        44667X208
            HPF         41013X106
John Hancock Preferred Income Fund II
            HPI         41013W108
John Hancock Preferred Income Fund
            HPJ         43113X101
HIGHPOWER INTERNATIONAL INC.
            HPOL
Harris Interactive Inc 4.15E+08
            HPP          4.44E+08
Hudson Pacific Properties, Inc.
            HPP-B        4.44E+08
Hudson Pacific Properties, Inc.
            HPQ
HEWLETT PACKARD CO 4.28E+08
            HPS         41021P103
John Hancock Preferred Income Fund III
            HPT         44106M102
Hospitality Properties Trust
            HPT-B       44106M409
Hospitality Properties Trust 8.875% Ser B Cum Redem
            HPT-C       44106M508
Hospitality Properties Trust
            HPY         42235N108
Heartland Payment Systems, Inc.
            HQH
Healthcare Investors 4.04E+08
            HQL
Life Sciences Inves.      4.04E+08
HeallthcareHRRealty Trust 4.22E+08
            Inc.
H&R Block, HRB           93671105
            HRC
HILL-ROM HOLDINGS, INC.   4.31E+08
HARBINGERHRG  GROUP INC.41146A106
            HRL
Hormel Foods Corporation   4.4E+08
            HRS
Harris Corporation        4.14E+08
            Research Technology
Arrhythmia HRT           42698308
            HRZN        44045A102
HORIZON TECHNOLOGY FINANCE CORP.
            HS
Healthspring, Inc.      42224N101
            HSA         42328A203
HELIOS STRATEGIC INCOME FUND, INC.
            HSBC-B      40429C607
HSBC Finance Corporation Depositary Shares (each rep 1/13th of a shr of 6.36% Non-Cumul Ser B)
            HSC
Harsco Corporation        4.16E+08
            HSFT        43358R108
HiSoft Technology International Ltd.
            HSIC
Henry Schein Inc          8.06E+08
            HSII
Heidrick & Struggles Inc 4.23E+08
Heska CorpHSKA          42805E306
            HSM         42327M109
HELLOS STRATEGIC MORTGAGE INCOME FUND
HSN, Inc. HSNI            4.04E+08
            HSOL         Ltd.
Hanwha SolarOne Co., 41135V103
            HSP
Hospira, Inc.             4.41E+08
             & Resorts, 44107P104
Host HotelsHST          Inc.
            HSTM
HealthStream Inc        42222N103
            HSWI
HSW International, Inc.40431N203
            HSY
The Hershey Company 4.28E+08
            HT
Hersha Hospitality Trust 4.28E+08
            HT-A          4.28E+08
Hersha Hospitlality Tr 8% Ser A Pfd Shrs of Ben Int
            HT-B          4.28E+08
HERSHA HOSPITALITY TRUST 8.00% SERIES B
            HTBK
Heritage Commerce Corp    4.27E+08
            Technology Inc
Hutchinson HTCH           4.48E+08
            HTCO
Hickory Tech Corp         4.29E+08
            HTD         41013V100
John Hancock Tax-Advantaged Dividend Income Fund
            HTGC          4.27E+08
Hercules Technology Growth Capital, Inc.
            HTH
HILLTOP HOLDINGS INC. 4.33E+08
            HTHT        16949N109
CHINA LODGING GROUP, LIMITED
            HTLD
Heartland Express Inc 4.22E+08
            HTLF        42234Q102
Heartland Financial USA, Inc.
            HTM
U.S. Geothermal Inc. 90338S102
            HTR          FUND, INC.
HELLOS TOTAL RETURN42327V109
            HTS
Hatteras Financial Corp.41902R103
            HTWR          Inc
Heartware International 4.22E+08
            HTY         41013P749
JOHN HANCOCK TAX-ADVANTAGED GLOBAL SHAREHOLDER YIELD FUND
            HTZ         42805T105
Hertz Global Holdings, Inc.
HUBBELL CLA HUB.A         4.44E+08
            HUB.B
Hubbell Incorporated 4.44E+08
            Inc
HUB Group HUBG            4.43E+08
Humana Inc. HUM           4.45E+08
            HUN
Huntsman Corporation 4.47E+08
            HURC
Hurco Cos Inc             4.47E+08
            HURN           Inc.
Huron Consulting Group 4.47E+08
            HUSA         44183U100
Houston American Energy Corp
            HVB           4.44E+08
Hudson Valley Holding Corp.
            HVOL          7.82E+08
Russell 1000 High Volatility ETF
            HVT
Haverty Furniture Cos. 4.2E+08
            HVT.A           4.2E+08
HAVERTY FURNITURE CO INC CL A
            HW
Headwaters Incorporated  42210P102
            HWAY
Healthways, Inc.          4.22E+08
            HWBK
Hawthorn Bancshars Inc. 4.2E+08
            HWCC         44244K109
Houston Wire & Cable Company
            HWD          41587B100
Harry Winston Diamond Corporation
            HWG
Hallwood Group Inc.       4.06E+08
Hawkins IncHWKN             4.2E+08
            HXL
Hexcel Corporation        4.28E+08
            HXM
Homex Development Corp.  25030W100
NEW AMERHYB               6.42E+08
             HI INCOME FUND, INC (NEW)
            HYD          57060U878
Market Vectors High Yield Municipal Index ETF
            HYF
MANAGED HIGH YIELD PLUS FD5.62E+08
            HYG           4.64E+08
iShares iBoxx $ High Yield Corporate Bond Fund
            HYGS
Hydrogenics Corp          4.49E+08
            HYH          22082N203
Structured Products Corp. 6.00% CorTS issued for Weyerhauser Co. Dbntrs
            HYI          95768B107
Western Asset High Yield Defined Opportunity Fund Inc.
            HYK          22083B208
Structured Products Corp 6.0% CorTS,Issued for Goldman Sachs Capital I
            HYL          22082P208
Structured Products Corp. 6.00% CorTS Cl A Certificates
            HYLD
Peritus High Yield ETF 00768Y503
            HYM          22082Q206
Structured Products Corp. 6.125% CorTS Certificates
            HYMB          Yield Municipal Bond ETF
SPDR Nuveen S&P High78464A284
            HYS          72201R783
PIMCO 0-5 Year High Yield Corporate Bond Index Fund
            HYT          09255P107
Blackrock Corporate High Yield Fund VI, Inc.
            HYV          09255N102
Blackrock Corporate High Yield Fund V, Inc.
            HYY           6.35% CorTS
Structured Products Cp22082R204 Cl A Certificates
            HZD
STRUCTURED PRODUCTS CORP 12618Y203
            HZK
HEALTHSHARES INC 22080F202
            HZNP
Horizon Pharma Inc. 44047T109
            HZO
MarineMax, Inc.           5.68E+08
            IACI
IAC/InterActiveCorp 44919P508
            IAE          44983J107
Ing Asia Pacific High Dividend Equity Income Fund
            IAF            3011103
ABERDEEN AUSTRALIA EQUITY FD
            IAG
IAMGold Corporation 4.51E+08
            IAH          46060A107
INTERNET ARCH HOLDRS DEP RCPT
            IAI           4.64E+08
iShares Dow Jones U.S. Broker-Dealers Index Fund
            IAK           4.64E+08
iShares Dow Jones U.S. Insurance Index Fund
            IART          4.58E+08
Integra LifeSciences Holdings
            IAT           4.64E+08
iShares Dow Jones U.S. Regional Banks Index Fund
             IAU
iShares Gold Trust         4.64E+08
             IBA           4.56E+08
Industrias Bachoco SAB De C.V.
             IBB           4.64E+08
iShares Nasdaq Biotechnology Index Fund
             IBCA
Intervest Bancshares Corp  4.61E+08
             IBCP
Independent Bank Corp.4.54E+08
             IBCPO
IBC Capital Finance II 44921B208
             IBI
Interline Brands Inc.      4.59E+08
iBio, Inc. IBIO            4.51E+08
             IBKC
IBERIABANK Corp            4.51E+08
             IBKR        45841N107
Interactive Brokers Group, Inc.
             IBM           4.59E+08
International Business Machines
             IBN
ICICI Bank Limited       45104G104
             IBND        78464A151
SPDR Barclays Capital International Corporate Bond ETF
              Listed     Stock For
NYSE AMEXIBO Test IBOIBOIBOCTS CQS
             IBOC          4.59E+08
International Bancshares Corp
             ICA
Empresas ICA, S.A. de C.V. 2.92E+08
Icad Inc     ICAD        44934S107
             ICB
Morg St.D.W. Income Sec  61745P874
Immucell CorpICCC          4.53E+08
             ICE         45865V100
Intercontinental Exchange, Inc.
             ICF           4.64E+08
iShares Cohen&Steers Rlty Mjrs Index Fund
             ICFI
ICF International, Inc. 44925C103
             ICGE
ICG Group, Inc.          44928D108
             ICH
Investors Capital Holding46147M108
             ICI         06739H412
iPath Optimized Currency Carry ETN
             ICLK
interCLICK, Inc            4.58E+08
             ICLN          4.64E+08
iShares S&P Global Clean Energy Index Fund
Icon Plc     ICLR        45103T107
             ICN         97717W166
WisdomTree Dreyfus Indian Rupee Fund
             ICON
Iconix Brand Group, Inc. 4.51E+08
             ICS         46130W105
INVESCO INSURED CALIFORNIA MUNICIPAL SECURITIES
             ICUI
ICU Medical Inc          44930G107
IdaCorp, Inc.IDA           4.51E+08
              Inc.
InterDigital,IDCC        45867G101
             IDE         INDUSTRIALS
ING INFRASTRUCTURE, 45685U100 AND MATERIALS FUND
             IDG
ING Groep N.V.             4.57E+08
             IDI         G8005Y106
SearchMedia Holdings Limited
             IDI+        G8005Y114
SearchMedia Holdings Limited
             IDI.U       G8005Y205
SearchMedia Holdings Limited
             IDIX        45166R204
Idenix Pharmaceuticals, Inc.
              Mobilsa, Inc
IntelliCheckIDN          45817G102
             IDRA        Inc.
Idera Pharmaceuticals, 45168K306
             IDSA          4.56E+08
Industrial Services of America
             IDSY
ID Systems Inc             4.49E+08
             IDT
IDT Corporation (NEW) 4.49E+08
             IDTI          4.58E+08
Integrated Device Technology I
             IDU
iShares DJ US Utility Sec 4.64E+08
            IDV            Select Dividend Index Fund
iShares Dow Jones EPAC4.64E+08
            IDX          57060U753
MARKET VECTORS INDONESIA INDEX ETF
            IDXX
Idexx Laboratories Inc 45168D104
            IEC
IEC Electronics Corp. 44949L105
            IEF            Treasury
iShares Barclays 7-10 yrs4.64E+08 Bond Fund
            IEI           4.64E+08
iShares Barclays 3-7 Year Treasury Bond Fund
            IEO           4.64E+08
iShares Dow Jones U.S. Oil & Gas Exploration & Production Index Fund
            IEP
ICAHN Enterprises L.P 4.51E+08
            IESC         4.58E+305
Integrated Electrical Systems, Inc.
iShares S&PIEV            Index
              Europe 350 4.64E+08
            IEX
IDEX Corporation         45167R104
            IEZ           4.64E+08
iShares Dow Jones U.S. Oil Equipment & Services Index Fund
            IF           00305P106
Aberdeen Indonesia Fund (The)
            IFAS          4.64E+08
iShares FTSE EPRA/NAREIT Developed Asia Index Fund
            IFEU          4.64E+08
iShares FTSE EPRA/NAREIT Europe Index Fund
            IFF
International Flavors       4.6E+08
            IFGL          4.64E+08
iShares FTSE EPRA/NAREIT Globa Real Estate ex-U.S. Index Fund
            IFMI         45779L107
Institutional Financial Markets, Inc.
INDIA FUND  IFN           4.54E+08
            IFNA          4.64E+08
iShares FTSE EPRA/NAREIT North America Index Fund
SPX LASERSIFO12/06/12 17314V502
            IFON
InfoSonics Corporation 4.57E+08
            I
Interface IncFSIA         4.59E+08
            IFSM          4.64E+08
iShares FTSE Small Cap ex-North America Index Fund
            IFT
IMPERIAL HOLDINGS, INC.   4.53E+08
IGI, Inc.   IG              4.5E+08
            IGA          44982N109
ING Global Advantage and Premium Opportunity Fund
            IGC          45408X100
India Globalization Capital, Inc.
            IGC+         45408X118
India Globalization Capital, Inc. Warrants, exp. 03/08/2013
            IGC.U        45408X209
India Globalization Capital, Inc. Units
            IGD          4.57E+111
ING Global Equity Div & Premium Opportunity Fund
iShares S&PIGE            4.64E+08
              North American Natural Resources Sector Index Fund
            IGEM          2.68E+08
EGShares Industrials GEMS ETF
iShares S&PIGF            4.64E+08
              Global Infrastructure Index Fund
            IGI          95790A101
Western Asset Investment Grade Defined Opportunity Trust Inc.
             N.V.         4.57E+08
ING GROEP IGK 8.50% ING Perpetual Hybrid Capital Securities
            IGLD         M56595107
Internet Gold-Golden Lines Ltd
              North       4.64E+08
iShares S&PIGM American Technology Sector Index Fund
              North       4.64E+08
iShares S&PIGN American Technology-Multimedia Networking Index Fund
iGo, Inc    IGOI            4.5E+08
            IGOV          4.64E+08
iShares S&P/Citigroup International Treasury Bond Fund
            IGR          12504G100
CBRE Clarion Global Real Estate Income Fund
            IGS          74347R123
ProShares Short Investment Grade Corporate
            IGT
International Game Tech. 4.6E+08
iGate Corp IGTE          45169U105
            IGU          74348A806
ProShares Ultra Investment Grade Corporate
iShares S&PIGV            4.64E+08
              North American Technology-Software Index Fund
             IGZ         IGZIGZIGZ
NYSE Arca Listed Test Stock For CTS CQS
             IHC           4.53E+08
Independence Holding Company
             IHD         45685X104
ING EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
             IHE           4.64E+08
iShares Dow Jones U.S. Pharmaceuticals Index Fund
             IHF           4.64E+08
iShares Dow Jones U.S. Health Care Providers Index Fund
             IHG           Group Plc
InterContinental Hotels45857P301
             IHI           4.64E+08
iShares Dow Jones U.S. Medical Devices Index Fund
             IHS
IHS, Inc. Class A          4.52E+08
             IHT
InnSuites Hospitality Tr. 4.58E+08
             IIC         46130L109
INVESCO CALIFORNIA INSURED MUNICIPAL INCOME TRUST
             IID         45684Q100
ING INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
             IIF
MS DW INDIA INVSMT FD    61745C105
             IIH         46059V104
INTERNET NFRA HOLDRS DEP RCPT
InformationIII           45675Y104
               Services Group, Inc.
             IIIN
Insteel Industries, Inc. 45774W108
             IIJI        46059T109
Internet Initiative Japan Inc
             IILG         Inc.
Interval Leisure Group, 46113M108
             IIM         46132P108
INVESCO INSURED MUNICIPAL INCOME TRUST
             IIN
IntriCon Corporation 46121H109
             IIT
PT Indosat TBK             7.44E+08
Ii-Vi Inc    IIVI          9.02E+08
iShares S&PIJH              Index Fund
              Midcap 400 4.64E+08
iShares S&PIJJ              Value Index
              MidCap 4004.64E+08 Fund
iShares S&PIJK              Growth
              MidCap 4004.64E+08Index Fund
              Sm
iShares S&PIJR Cap 600 4.64E+08
iShares S&PIJS             4.64E+08
              SmallCap 600 Value Index Fund
iShares S&PIJT             4.64E+08
              SmallCap 600 Growth Index Fund
             IKAN        4.52E+109
Ikanos Communications, Inc.
             IKJ          60505401
Bank of America Corporation 6.50% Subordinated InterNotes
             IKL          60505500
Bank of America Corporation 5.50% Subordinated InterNotes due 7/15/2033
             IKM          60505609
Bank of America Corp. 5.875% Subordinated InterNotes due 12/15/2033
Ikonics Corp IKNX        45172K102
             IKR          60505864
Bank of America Corp. 6.000% Sub InterNotes Due 08/05/2034
             IL
Intralinks Holdings, Inc.46118H104
              Latin        4.64E+08
iShares S&PILF American 40 Index Fund
Illumina IncILMN           4.52E+08
             IM
Ingram Micro Inc.          4.57E+08
Imax Corp IMAX           4.52E+113
             IMC         46130Y101
INVESCO INSURED MUNICIPAL BOND TRUST
             IMF           Management
Western Asset Inflation95766U107 Fund, Inc.
Immunogen IncIMGN        45253H101
             IMH         45254P508
Impac Mortage Holdings, Inc.
             IMKTA
Ingles Markets Inc         4.57E+08
             IMMR
Immersion Corp             4.53E+08
             IMMU
Immunomedics Inc           4.53E+08
Imation Corp.IMN         45245A107
              Limited
Imperial OilIMO            4.53E+08
             IMOS        G2110R114
ChipMOS TECHNOLOGIES Bermuda L
Imris Inc. IMRS          45322N105
             IMS         46132T100
INVESCO INSURED MUNICIPAL SECURITIES
             IMT         46132W103
INVESCO INSURED MUNICIPAL TRUST
             IN
Intermec, Inc.             4.59E+08
             INAP        45885A300
Internap Network Services Corp
             INB         Income Builder, Inc.
Cohen & Steers Global 19248M103
             INCB
Indiana Community Bancorp  4.55E+08
             INCO          2.68E+08
EG Shares India Consumer ETF
             INCY
Incyte Genomics Inc 45337C102
             IND           4.57E+08
ING Groep N.V. 7.05% ING Perpetual Debt Securities
             INDB
Independent Bank Corp/MA   4.54E+08
             INDL        25459W383
Direxion Daily India Bull 2X Shares
             INDY          4.64E+08
ISHARES S&P INDIA NIFTY 50 INDEX FUND
             INDZ        25459W375
Direxion Daily India Bear 2X Shares
             INF         11273Q109
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
InformaticaINFACorp      45666Q102
             INFI        45665G303
Infinity Pharmaceuticals, Inc.
             INFN        45667G103
Infinera Corporation Common Stock
             INFU
INFUSYSTEM HLDGS INC     45685K102
             INFY
Infosys Limited            4.57E+08
             ING
ING Groep N.V.             4.57E+08
             INHX
Inhibitex, Inc.          45719T103
             ININ         Group, inc.
Interactive Intelligence 45841V109
               America 45810N302
IntegramedINMD Inc
             INN           8.66E+08
Summit Hotel Properties, Inc.
             INN-A         8.66E+08
SUMMIT HOTEL PROPERTIES, INC. 9.25% SER A
             INO         45773H102
Inovio Pharmaceuticals, Inc.
Innotrac CorpINOC        45767M109
             INOD
Innodata Isogen Inc.       4.58E+08
             INP         06739F291
iPath ETNs Linked to the MSCI India Total Return Index
             INPH
Interphase Corp            4.61E+08
             INR
Market Vectors-Rupee 61747W265
             INS
Intelligent Systems Corp.45816D100
             I
Insmed, Inc.NSM            4.58E+08
             INSP
InfoSpace, Inc. (New) 45678T300
Insweb Corp  INSW        45809K202
             Services Corporation
World Fuel INT             9.81E+08
Intel Corp INTC            4.58E+08
             INTG          4.59E+08
Intergroup Corporation (The)
             INTL
INTL FCSTONE INC.        46116V105
Intest Corp INTT           4.61E+08
Intuit Inc INTU            4.61E+08
             INTX
Intersections, Inc.        4.61E+08
Inuvo, Inc. INUV         46122W204
Innovaro Inc.INV         45777T102
             INVE
IDENTIVE GROUP, INC. 45170X106
            INWK
InnerWorkings, Inc. 45773Y105
INX Inc.    INXI        46185W109
            INXN
Interxion Holding N.V. N47279109
            INXX          2.68E+08
EGShares India Infrastructure ETF
            INY         78464A433
SPDR Nuveen Barclays Capital New York Municipal Bond ETF
            INZ           4.57E+08
ING Group N.V. 7.20% ING Perpetual Debt Securities
            IO            4.62E+08
ION Geophysical Corporation
            IOC
InterOil Corporation      4.61E+08
            IOIL        45409B842
IQ GLOBAL OIL SMALL CAP ETF
             Global 100 Index Fund
iShares S&PIOO            4.64E+08
            IOSP
Innospec Inc.           45768S105
            IOT
Income Opportunity Realty 4.53E+08
            IP
International Paper Co. 4.6E+08
            IPAL        22542D613
VelocitySharesTM 2x Inverse Palladium ETN linked to the S&P GSCI® Palladium Index ER
            IPAR
Inter Parfums Inc         4.58E+08
iPass Inc. IPAS         46261V108
            IPB         45408V203
Merrill Lynch 6.0518% Index Plus Trust Certificates Series 2003-1
            IPCC        45665Q103
Infinity Property & Casualty C
            IPCI          4.58E+08
Intellipharmaceuticals International Inc.
            IPCM        44984A105
IPC The Hospitalist Company, Inc.
            IPD         78463X731
SPDR S&P INTERNATIONAL CONSUMER DISCRETIONARY SECTOR
            IPE         78464A656
SPDR Barclays Capital TIPS ETF
SPDR S&P IPF            78463X699
            INTERNATIONAL FINANCIAL SECTOR
            IPG
Interpublic Group of Cos. 4.61E+08
            IPGP        44980X109
IPG Photonics Corporation
            IPHI
INPHI CORPORATION 45772F107
            IPHS
Innophos Holdings, Inc.45774N108
            IPI
Intrepid Potash, Inc 46121Y102
            IPK         78463X657
SPDR S&P INTERNATIONAL TECHNOLOGY SECTOR
            IPL-B         4.61E+08
Interstate Power and Light Company 8.75% Ser B Pfd Stock
            IPLT        22542D639
VelocitySharesTM 2x Long Platinum ETN linked to the S&P GSCI® Platinum Index ER
            IPN         78463X673
SPDR S&P INTERNATIONAL INDUSTRIAL SECTOR
            IPS         78463X723
SPDR S&P INTERNATIONAL CONSUMER STAPLES SECTOR
            IPSU
Imperial Sugar Company4.53E+08
iParty Corp.IPT         46261R107
            IPU         78463X632
SPDR S&P INTERNATIONAL UTILITIES SECTOR
            IPW         78463X715
SPDR S&P INTERNATIONAL ENERGY SECTOR
            IPXL        INC
IMPAX LABORATORIES 45256B101
            IQC         46130M107
INVESCO CALIFORNIA QUALITY MUNICIPAL SECURITIES
            IQI         46133G107
INVESCO QUALITY MUNICIPAL SECURITIES
            IQM         46133J101
INVESCO QUALITY MUNICIPAL SECURITIES
            IQN         46133F109
INVESCO NEW YORK QUALITY MUNICIPAL SECURITIES
            IQT         46133H105
INVESCO QUALITY MUNICIPAL INVESTMENT TRUST
            IR          G47791101
Ingersoll-Rand PLC ( Ireland) (New)
            IRBT
iRobot Corporation        4.63E+08
            Estate        4.57E+08
Inland Real IRC Corporation
            IRC-A         4.57E+08
INLAND REAL ESTATE CORPORATION 8.125% SER A
             IRDM         46269C102
Iridium Communications Inc.
             IRDMU        46269C201
Iridium Communications Inc.
             IRDMW        46269C110
Iridium Communications Inc.
             IRDMZ        46269C128
IRIDIUM COMMUNICATIONS INC.
             IRE
Bank of Ireland           46267Q202
             IRET
Investors Real Estate Trust4.62E+08
             IRETP         4.62E+08
Investors Real Estate Trust Series A / Cum Rdmbl Pfd Shrs Beneficial Interest
             IRF
International Rectifier 4.6E+08
             IRIS
IRIS International Inc. 46270W105
Iridex Corp IRIX           4.63E+08
             IRL
NEW IRELAND FUND INC6.46E+08
             IRM
Iron Mountain Inc.         4.63E+08
             Inc.
IF Bancorp, IROQ          44951J105
             IRR            4.5E+08
ING Risk Managed Natural Resources Fund
              Repres.
Inversiones IRS             4.5E+08
             IRV          78463X665
SPDR S&P INTERNATIONAL MATERIALS SECTOR
             IRWD         46333X108
IRONWOOD PHARMACEUTICALS, INC. CL A
             IRY          78463X681
SPDR S&P INTERNATIONAL HEALTH CARE SECTOR
             ISBC
Investors Bancorp, Inc. 46146P102
             ISCA
International Speedway Corp 4.6E+08
ING GROEP ISF N.V.         4.57E+08
             ISG
ING Groep N.V.             4.57E+08
             ISH
Intl Shipholding Corp.      4.6E+08
             ISHG          4.64E+08
iShares S&P/Citigroup 1-3 Year International Treasury Bond Fund
iShares S&PISI             4.64E+08
               1500 Index Fund
             ISIG
Insignia Systems Inc 45765Y105
Intersil CorpISIL         46069S109
             ISIS
Isis Pharmaceuticals Inc 4.64E+08
ABERDEEM ISL  ISRAEL FUND 00301L109
               Casinos Inc 4.65E+08
Isle of CapriISLE
             ISM
SLM Corporation           78442P601
             ISNS         Inc
Image Sensing Systems45244C104
              N.V.         4.57E+08
ING GROEP ISP 6.20% ING Perpetual Debt Securities
IsoRay, Inc. ISR          46489V104
             ISRG
Intuitive Surgical Inc. 46120E602
Isramco IncISRL            4.65E+08
             ISS
ISOFTSTONE Holdings Ltd.  46489B108
             ISSC         Support
Innovative Solutions & 45769N105
             ISSI         45812P107
Integrated Silicon Solutions I
             IST          78463X640
SPDR S&P INTERNATIONAL TELECOMMUNICATIONS SECTOR
             ISTA
Ista Pharmaceuticals Inc  45031X204
Gartner, Inc.IT            3.67E+08
             ITA           4.64E+08
iShares Dow Jones U.S. Aerospace & Defense Index Fund
             ITB           4.64E+08
iShares Dow Jones U.S. Home Construction Index Fund
             ITC
ITC Holdings Corp.         4.66E+08
             ITE          78464A672
SPDR Barclays Capital Intermediate Term Treasuure ETF
             ITF           4.64E+08
iShares S&P/TOPIX 150 INDEX Fund
Investment ITG             Grp
               Technology46145F105
Iteris, Inc. ITI          46564T107
              ITIC
Investors Title Co         4.62E+08
              ITIP        46429B770
iShares International Inflation-Linked Bond Fund
              ITLT        25154W605
PowerShares DB 3x Italian Treasury Bond Futures Exchange Traded Notes due March 31, 2021
              ITLY         Treasury Bond
PowerShares DB Italian25154W704 Futures Exchange Traded Notes due March 31, 2021
              ITM         57060U845
Market Vectors- Intermediate Municipal Index ETF
InterMune Inc ITMN        45884X103
              ITR         78464A375
SPDR Barclays Capital Intermediate Term Credit Bond ETF
Itron Inc ITRI             4.66E+08
              ITRN        M6158M104
Ituran Location and Control Ltd.
              ITT
ITT Corporation            4.51E+08
              ITUB          MULTIPLO
ITAU UNIBANCO BANCO4.66E+08 S.A.
               Works
Illinois Tool ITW Inc. 4.52E+08
Intevac Inc IVAC           4.61E+08
              IVAN
Ivanhoe Energy Inc         4.66E+08
              IVC
Invacare Corporation 4.61E+08
              IVD
IVAX Diagnostics, Inc. 45070W109
               5OO         4.64E+08
iShares S&PIVE Value Index Fund
              IVN
Ivanhoe Mines Ltd.        46579N103
              IVOG         9.22E+08
Vanguard S&P Mid-Cap 400 Growth ETF
              IVOO         9.22E+08
Vanguard S&P Mid-Cap 400 ETF
              IVOP         VIX Short-Term Futures
iPath® Inverse S&P 50006741K486
              IVOV         9.22E+08
Vanguard S&P Mid-Cap 400 Value ETF
              IVR         46131B100
Invesco Mortage Capital Inc.
               500
iShares S&PIVV Index Fund  4.64E+08
               500          Index Fund
iShares S&PIVW Growth4.64E+08
Invesco LTDIVZ (NEW)      G491BT108
              IWB          4.64E+08
iShares Russell 1000 Index Fund
              IWC           Index Fund
iShares Russell Microcap4.64E+08
              IWD          4.64E+08
iShares Russell 1000 Value Index Fund
              IWF          4.64E+08
iShares Russell 1000 Growth Index Fund
              IWL          4.64E+08
ISHARES RUSSELL TOP 200 INDEX FUND
              IWM          4.64E+08
iShares Russell 2000 Index Fund
              IWN          4.64E+08
iShares Russell 2000 Value Index Fund
              IWO          4.64E+08
iShares Russell 2000 Growth Index Fund
              IWP          4.64E+08
iShares Russell Midcap Growth Index Fund
              IWR          4.64E+08
iShares Russell Midcap Index Fund
              IWS          4.64E+08
iShares Russell Midcap Value Index Fund
              IWV          4.64E+08
iShares Russell 3000 Index Fund
              IWW          4.64E+08
iShares Russell 3000 Value Index Fund
              IWX          4.64E+08
ISHARES RUSSELL TOP 200 VALUE INDEX FUND
              IWY          4.64E+08
ISHARES RUSSELL TO P200 GROWTH INDEX FUND
              IWZ          4.64E+08
iShares Russell 3000 Growth Index Fund
              IX
ORIX Corporation           6.86E+08
iShares S&PIXC             4.64E+08
               Global Energy Sector Index Fund
iShares S&PIXG             4.64E+08
               Global Financials Sector Index Fund
iShares S&PIXJ             4.64E+08
               Global Health Care Sector Index Fund
iShares S&PIXN             4.64E+08
               Global Technology Sector Index Fund
iShares S&PIXP             4.64E+08
               Global Telecomunications Sector Index Fund
IXYS Corp IXYS           46600W106
              IYC           Services
iShares DJ US Consumer 4.64E+08Sector Index Fund
              IYE          4.64E+08
iShares DJ US Energy Index Fund
              IYF          4.64E+08
iShares DJ US Financial Securities Index
              IYG          4.64E+08
iShares DJ US Financial Service Index
               US          4.64E+08
iShares T DJIYH Healthcare Index
              IYJ           IDX
iShares DJ US Indus Sec.4.64E+08
              IYK           Goods Sector Index Fund
iShares DJ US Consumer 4.64E+08
              IYM          4.64E+08
iShares DJ US Basic Mat Index
              IYR
iShares DJ US Real Estate  4.64E+08
              IYT           Transportation Average Index Fund
iShares Trust Dow Jones 4.64E+08
              IYW
iShares DJ US Tech Sector  4.64E+08
              IYY          4.64E+08
iShares DJ US Total Market IX
              IYZ          4.64E+08
iShares US Telecom Sec Index
              JACK
Jack in the Box Inc.       4.66E+08
              JADE
LJ International Inc     G55312105
              JAG
Jaguar Mining,Inc.       47009M103
              JAH
Jarden Corporation (JAH)   4.71E+08
              JAKK
Jakks Pacific Inc         4.70E+110
              JASO
JA Solar Holdings, Co., Ltd4.66E+08
              JAX
J. Alexanders Corp.        4.66E+08
               Bancorp Inc/FL
JacksonvilleJAXB           4.69E+08
              JAZZ
Jazz Pharmaceuticals, Inc. 4.72E+08
              JBHT         4.46E+08
JB Hunt Transport Services Inc
              JBI          Ctf.Lehman
Corporate-Backed trust21988G312 ABS Corp 7.875% Duke Capital Note Series 2003-3 Class A-1
              JBJ        21988G296
Lehman ABS Corporation Backed Trust Certs 6.25%
              JBK         Adj Corp Backed Tr Cert Goldman Cap I
Lehman ABS Corp 3.50 21988K859
               Inc.
Jabil Circuit,JBL          4.66E+08
              JBLU
JetBlue Airways Corp 4.77E+08
              JBN        21988T207
SELECT ASSET INC JC PENNY DEBENTURE 2007-1 TRUST
              JBO        21988K834
Lehman ABS Corp 6.30% Corp-backed Tr Certs Goldman Sach Cap I
              JBR        21988S209
SELECT ASSET INC CBTC SERIES 2006 - 1
              JBSS
John B. Sanfilippo & SON 8E+08
              JBT          Corporation
John Bean Technologies 4.78E+08
Jacada Ltd JCDA          M6184R119
              JCE        67090X107
Nuveen Core Equity Alpha Fund
              JCI
Johnson Controls, Inc. 4.78E+08
              JCI-Z
JOHNSON CONTROLS, INC      4.78E+08
              JCOM        4.66E+209
j2 Global Communications Inc
              JCP
Penney Company, Inc. 7.08E+08
              JCS          2.04E+08
Communications Systems, Inc.
              JCTCF
Jewett-Cameron Trading   47733C207
              JDAS
JDA Software Group Inc   46612K108
              JDD        6706EP105
Nuveen Diversified Dividend and Income Fund
            JDSU
JDS Uniphase Corp       46612J507
            JEC
Jacobs Engineering Group4.7E+08
            JEF
Jefferies Group, Inc.    4.72E+08
            JEM         06739H453
Barclays GEMS Index ETN due 2/4/2038
            JEQ
JAPAN EQUITY FUND 4.71E+08
            JFBC
Jeffersonville Bancorp 47559A103
            JFBI
Jefferson Bancshares Inc4.72E+08
            JFC         46614T107
JF CHINA REGION FUND, INC.
            JFP         6706EV102
Nuveen Tax-Advantaged Floating Rate Fund
            JFR         67072T108
Nuveen Floating Rate Income Fund
            JFT         46625H761
KEYnotes ETN Linked to the First Trust Enhanced 130/30 Large Cap Index
            JGBL        25154W308
PowerShares DB Japanese Govt Bond Futures Exchange Traded Notes due March 31, 2021
            JGBT        25154W209
PowerShares DB 3x Japanese Govt Bond Futures Exchange Traded Notes due March 31, 2021
            JGG         67073C104
Nuveen Global Government Enhanced Income Fund, Common Shares of Beneficial Interest
            JGT          Short-Term
Nuveen Multi-Currency67090N109 Goverment Income Fund
            JGV         6706EH103
Nuveen Global Value Opportunity Fund
            JHI
JOHN HANCOCK INV TR 4.1E+08
            JHP         67072W101
Nuveen Quality Preferred Income Fund 3
            JHS
JOHN HANCOCK INC SEC 4.1E+08
            JHX         47030M106
JAMES HARDIE INDUSTRIES SE
            JJA         06739H206
iPath Dow Jones-UBS Agriculture Subindex Total Return ETN due October 22, 2037
            JJC         06739F101
iPath Dow Jones-UBS Copper Subindex Total Return ETN due October 22, 2037
            JJE         06739H750
iPath Dow Jones-UBS Energy Subindex Total Return ETN due October 22, 2037
            JJG         06739H305
iPath Dow Jones-UBS Grains Subindex Total Return ETN due October 22, 2037
            JJM         06738G407
iPath Dow Jones-UBS Industrial Metals Subindex Total Return ETN due October 22, 2037
            JJN         06739F119
iPath Dow Jones-UBS Nickel Subindex Total Return ETN due October 22, 2037
            JJP         06739H248
iPath Dow Jones-UBS Precious Metals Subindex Total Return ETN due June 24, 2038
            JJS         06739H230
iPath Dow Jones-UBS Softs Subindex Total Return ETN due June 24, 2038
            JJSF
J&J Snack Foods Corp 4.66E+08
            JJT         06739H198
iPath Dow Jones-UBS Tin Subindex Total Return ETN due June 24, 2038
            JJU         06739H321
iPath Dow Jones-UBS Aluminum Subindex Total Return ETN due June 24, 2038
            JKD          4.64E+08
iShares Morningstar Large Core
            JKE          4.64E+08
iShares Morningstar Large Growth
            JKF          4.64E+08
iShares Morningstar Large Value
            JKG           Core
iShares Morningstar Mid4.64E+08
            JKH           Growth
iShares Morningstar Mid4.64E+08
            JKHY
Henry (Jack) & Associates4.26E+08
            JKI           Value
iShares Morningstar Mid4.64E+08
            JKJ          4.64E+08
iShares Morningstar Small Core
            JKK          4.64E+08
iShares Morningstar Small Growth
            JKL          4.64E+08
iShares Morningstar Small Value
            JKS
JINKOSOLAR HOLDINGS CO  47759T100
            JLA         6706ET107
Nuveen Equity Premium Advantage Fund
            JLL
Jones Lang LaSalle, Inc.48020Q107
            JLS          6.71E+08
Nuveen Motgage Opportunity Term Fund
Jamba, Inc. JMBA        47023A101
            JMF         67074U103
NUVEEN ENERGY MLP TOTAL RETURN FUND
JMP Group,JMPInc.       46629U107
            JMT         67074R100
Nuveen Mortage Opportunity Term Fund 2
            JNGW        47759G108
Jingwei International Limited Common Stock
            JNJ
Johnson & Johnson         4.78E+08
            JNK         78464A417
SPDR Barclays Capital High Yield Bond ETF
            JNPR
Juniper Networks Inc 48203R104
            JNS         47102X105
Janus Capital Group, Inc.
            JNY
The Jones Group Inc. 48020T101
            JO          06739H297
iPath Dow Jones-UBS Coffee Subindex Total Return ETN due June 24, 2038
            JOB
General Employment Ent.3.7E+08
51job, Inc. JOBS          3.17E+08
            JOE
St. Joe Company            7.9E+08
            JOEZ
Joe's Jean Inc.         47777N101
            JOF         47109U104
JAPAN SMALLER CAPITALIZATION FUND
            Clothiers Inc 4.81E+08
JOS A Bank JOSB
            JOUT
Johnson Outdoors Inc 4.79E+08
            JOYG
Joy Global Inc            4.81E+08
            JPC         Income and
Nuveen Multi-Strategy 67073B106 Growth Fund
            JPG         6706EW100
Nuveen Equity Premium and Growth Fund
            JPM
JPMorgan Chase & Co. 46625H100
            JPM+
JPMorgan Chase & Co. 4.66E+118
            JPM-B       48124Y204
JPMorgan Chase Capital XXVIII
            JPM-C       4.81E+211
JPMorgan Chase Capital XXIX 6.70% Capital Securities, Series CC
             CHASE      46625H621
JPMORGANJPM-I & CO. Depositary Shares (Each representing a 1/400th interest in a share of 8.62
            JPM-J       46623D200
J.P. MORGAN CHASE CAPITAL X 7.00% CAPITAL SECURITIES, SERIES J
            JPM-K       46626V207
JP Morgan Chase Capital XI - 5.875% Capital Securities Series K
            JPM-O       06423W204
BANK ONE CAPITAL VI 7.20%-PREFERRED SECURITIES
            JPM-P          XVI 6.35%
JP Morgan Chase Capital4.81E+08 Capital Sec. Series P $25.00 par
            JPM-S       48123A207
JP MORGAN CHASE CAPITAL XIX
            JPM-W       48123W209
JPMorgan Chase Capital XXIV
            Chase       46626X203
J P Morgan JPM-X Capital XII 6.25% Capital Securities, Ser L
            JPM-Y       48122F207
JP Mrgn Chs Cptl XIV 6.2% Cptl Sec Ser N Pub Co
             Chase      48124G104
JPMORGANJPM-Z Capital XXVI 8.00% Fixed -to-Floating Rate Capital Securities Series Z
            JPP         78463X830
SPDR Russell/Nomura PRIME Japan ETF
            JPS         67072C105
Nuveen Quality Preferred 2
PROSHARESJPX            74347X229
              ULTRASHORT MSCI PACIFIC EX-JAPAN
            JPZ         6706ER101
Nuveen Equity Premium Income Fund
            JQC         Income and
Nuveen Multi-Strategy 67073D102 Growth Fund 2
             Coal
James RiverJRCC Company    4.7E+08
            JRJC          1.69E+08
China Finance Online Co., Ltd.
            JRN           4.81E+08
Journal Communications, Inc.
            JRO         6706EN100
Nuveen Fltng Rt Incm Opprtnty Fnd
            JRS
Nuveen Real Estate Fund 67071B108
            JSC         78463X822
SPDR Russell/Nomura Small Cap Japan ETF
            JSD         67074X107
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
            JSDA
JONES SODA CO           48023P106
            JSM         78442P304
SLM Corp 6.0% Sr Nts Due 12/15/2043
            JSN          6706EM102
Nuveen Equity Premium Opportunity Fund
            JST
Jinpan International LTD G5138L100
            JTA          67090H102
Nuveen Tax-Advantaged Total Return Strategy Fund
            JTD          67073G105
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
            JTP          67071S101
NUVEEN QUALITY PREFERRED INCOME FUND SHARES OF BENIFICIAL INTEREST
            JVA
Coffee Holding Co., Inc. 1.92E+08
            JW.A
John Wiley & Sons         9.68E+08
            JW.B
WILEY(JOHN)SONS B         9.68E+08
             Capital IX 5.625% TOPrS
Wells FargoJWF           94979P203
Nordstrom,JWNInc.         6.56E+08
             Global Utilities Sector Index Fund
iShares S&PJXI            4.64E+08
             Bancorp Inc
JacksonvilleJXSB         46924R106
            JYF          97717W224
WisdomTree Dreyfus Japanese Yen Fund
            JYN          06739G851
Barclays Bank PLC iPath JPY/USD Exchange Rate ETN
            JZC          21988K875
Lehman ABS Corporation 6.0% Corp-Bckd Trust Certs., Goldman Sachs Capital I
            JZH          21988K701
Lehman ABS Corporation 6.00% Corp-Bckd Trust Certs, Prudential Financial
            JZJ          21988K503
Lehman ABS Corp. 7.125% Corp Backd Trst Certs, AT&T Note-Bckd
            JZK          21988K404
Lehman ABS Corporation 7% Corp-Bckd Trst Certs Sprint Capital Note-Bckd Ser 2003
            JZL          21988K305
Lehman ABS Corporation 6.25%Corp-Bckd Trst Certs Boeing Secs-Bckd Ser 2003
            JZS           Corp Backed
Lehman ABS Corp 5.8%21988G239 Trust Certs
            JZT          21988G171
LEHMAN ABS CORP Corp Bckd Trust Certs Kraft Foods Note-Bckd
            JZV          21988G122
Lehman ABS Corporation 7.00% Corp-Bckd Trust Certs, CNS Finan Dbntr-Bckd Ser 2003
            K
Kellogg Company           4.88E+08
Kadant Inc. KAI          48282T104
            KALU          4.83E+08
Kaiser Aluminum Corporation
Kaman Corp  KAMN          4.84E+08
            KAR          48238T109
KAR AUCTION SERVICES, INC.
KB FinancialKBGroup Inc 48241A105
            KBALB
Kimball International 4.94E+08
            KBE
SPDR S&P Bank ETF 78464A797
KB Home KBH              48666K109
KBR, Inc. KBR            48242W106
KBW, Inc. KBW             4.82E+08
            KBWB         73937B746
PowerShares KBW Bank Portfolio
            KBWC         73937B738
PowerShares KBW Capital Markets Portfolio
            KBWD         73936Q793
PowerShares KBW High Dividend Yield Financial Portfolio
            KBWI         73937B720
PowerShares KBW Insurance Portfolio
            KBWP         73936Q777
PowerShares KBW Property & Casualty Insurance Portfolio
            KBWR         73937B712
PowerShares KBW Regional Banking Portfolio
            KBWX         73936Q785
PowerShares KBW International Financial Portfolio
            KBWY         73936Q819
PowerShares KBW Premium Yield Equity REIT Portfolio
            KBX
Kimber Resources, Inc. 49435N101
            KCAP
Kohlberg Capital Corporation  5E+08
            KCC          22081B200
Structured Products CorTS Provident Financing Tr I, 8.20% Cert.
            KCE          78464A771
SPDR S&P Capital Markets ETF
            KCG
Knight Capital Group, Inc.4.99E+08
            Life
Kansas City KCLI Ins Co 4.85E+08
             KCP
Kenneth Cole Productions   1.93E+08
             KCW         22081G209
Structured Products CorTS US West Commun, 7.5% Cert.
             KDN
Kaydon Corporation         4.87E+08
             KED         48660Q102
Kayne Anderson Energy Development Company
             KEF
KOREA EQUITY FUND 50063B104
             Services Inc. 4.93E+08
Key Energy KEG
             KELYA
Kelly Services Inc         4.88E+08
             KELYB
Kelly Services Inc         4.88E+08
             KEM
KEMET Corporation          4.88E+08
             KENT
Kent Financial Services 4.91E+08
             KEP
Korea Electric Power Corp  5.01E+08
             KEQU
Kewaunee Scientific Corp   4.93E+08
             KERX          4.93E+08
Keryx Biopharmaceuticals Inc
             KEX
Kirby Corporation          4.97E+08
KeyCorp KEY                4.93E+08
             KEY-E
KEY CORP CAPITAL IX 49327Q204
             KEY-F       49327R103
KEYCORP CAPITAL X 8.000% Enhanced Trust Preferred Securities
KEYCORP KEY-G              4.93E+08
             KEYN
Keynote Systems Inc        4.93E+08
             KEYW          4.94E+08
THE KEYW HOLDING CORPORATION
             KF
KOREA FUND, INC (NEW)      5.01E+08
             KFFB          4.91E+08
Kentucky First Federal Bancorp
             KFFG          4.83E+08
Kaiser Federal Financial Group, Inc.
             KFN
KKR Financial Holding LLC48248A306
kforce Inc KFRC            4.94E+08
             KFS
Kingsway Financial         4.97E+08
             KFT
Kraft Foods, Inc.        50075N104
             KFY
Korn/Ferry International5.01E+08
             KGC
Kinross Gold Corporation   4.97E+08
             KGJI
KINGOLD JEWELRY INC.49579A204
             KGN
Keegan Resources Inc. 4.87E+08
             KH
China Kanghui Holdings16890V100
             KHI         23337C208
DWS High Income Trust Shares of Beneficial Interest (NEW)
             KID
KID BRANDS, INC.         49375T100
             KIE
SPDR S&P Insurance ETF   78464A789
             KIM
Kimco Realty Corp.       49446R109
             KIM-F       49446R869
KIMCO Realty Corporation 6.65% CL F Cumul Rdmble Pfd
             KIM-G
Kimco Realty Corporatin  49446R844
             KIM-H
KIMCO Realty Corporation 49446R828
             KINS
Kingstone Companies, Inc.  4.97E+08
KIOR, Inc. KIOR            4.97E+08
             KIPS
Kips Bay Medical, Inc. 49726K105
             KIRK
Kirkland's Inc             4.97E+08
              INC
KIT DIGITALKITD            4.82E+08
             KKD
Krispy Kreme Doughnuts5.01E+08
             KKR
KKR & CO. L.P.           48248M102
             KLAC
Kla-Tencor Corp            4.82E+08
             KLD         4.64E+08
iShares MSCI USA ESG Select Social Index Fund
             KLIC        5.01E+08
Kulicke & Soffa Industries Inc
             KMB
Kimberly-Clark Corp.     4.94E+08
             KME        78464A524
SPDR S&P Mortgage Finance ETF
             KMF        4.87E+112
KAYNE ANDERSON MIDSTREAM/ENERGY FUND, INC.
             KMGB
KMG Chemicals Inc        4.83E+08
             KMI
Kinder Morgan, Inc. 49456B101
             KMM        23338L108
DWS Multi-Market Income Trust Common Shares of Beneficial Interest
             KMP
Kinder Morgan Energy Ptnr4.95E+08
             KMPR
Kemper Corporation       4.88E+08
             KMR        49455U100
Kinder Morgan Management,
             KMT
Kennametal Inc.          4.89E+08
CarMax Inc.KMX           1.43E+08
             KND
Kindred Healthcare, Inc. 4.95E+08
             KNDI
KANDI TECHNOLOGIES, CORP.4.84E+08
Knoll, Inc. KNL          4.99E+08
             KNM
Konami Corporation 50046R101
             KNO        22082A201
Structured Products CorTS SunAmerica Debentures, 6.70% Cert.
Knology, Inc.KNOL        4.99E+08
             KNR        22082B209
Structured Products CorTS Bristol-Myers Squibb Deb, 6.80% Cert.
             KNSY
Kensey Nash Corp           4.9E+08
             KNX
Knight Transportation Inc4.99E+08
             KNXA
Kenexa Corporation       4.89E+08
             KO
Coca-Cola Company        1.91E+08
             KOF         DE C.V
Coca-Cola FEMSA, S.A.B 1.91E+08
             KOG
Kodiak Oil & Gas Corp. 50015Q100
             KOL
Market Vectors-Coal ETF 57060U837
             KOLD       74347W767
ProShares UltraShort DJ-UBS Natural Gas
             KONA
Kona Grill, Inc.        50047H201
             KONE        4.97E+08
Kingtone Wirelessinfo Solution Holding Ltd
             Corporation
KongZhong KONG          50047P104
             KOOL
Thermogenesis Corp. 8.84E+08
             KOP
Koppers Holdings, Inc. 50060P106
Kopin Corp KOPN          5.01E+08
             KOS
Kosmos Energy Ltd. G5315B107
Koss Corp KOSS           5.01E+08
             KR
Kroger Company           5.01E+08
             KRA        50077C106
Kraton Performance Polymers, Inc.
             KRB-D      55266J200
MNBA Capital D, 8.125% TRUPS Trust Pfd Securities, Series D
             KRB-E      Trust Originated Preferred Securities (TOPrS), Series E,
MBNA Capital E, 8.10%55270B201
             KRC
Kilroy Realty Corp.     49427F108
             KRC-E      49427F405
Kilroy Realty Corporation 7.80% Ser E Cumul Rdmble Pfd
             KRC-F      49427F504
Kilroy Realty Corp. 7.5% Ser. F Cum. Red. Pfd.
             KRE        78464A698
SPDR S&P Regional Banking ETF
             KRG
Kite Realty Group Trust49803T102
             KRG-A
Kite Realty Group Trust49803T201
             KRJ        22081P209
Structured Products CorTS III, Provident Financing I, 8.10% Cert
            KRNY        4.87E+08
Kearny Financial Corporation
            KRO
Kronos Worldwide, Inc.50105F105
             Small     45409B826
IQ AustraliaKROO Cap ETF
            KRS        74347X476
ProShares Short KBW Regional Bank
            KRU        74347X484
ProShares Ultra KBW Regional Bank
            KS         48562P103
KapStone Paper and Packaging Corporation
            KSA        22080X203
Structured Products CorTS Provident Financing Trust I, 8.5% Cert
            KSK        22080Q208
Structured Products CorTS Ford Debentures, 7.4% Cert.
            KSM        23338T101
DWS Strategic Municipal Income Trust Common Shares of Beneficial Interest
            KSS
Kohls Corporation           5E+08
            KST        23338N104
DWS Strategic Income Trust Shares of Beneficial Interest
            Southern Ind.
Kansas City KSU         4.85E+08
            KSU-         PFD
KANSAS CITY SO. IND 4%4.85E+08
KSW,Inc. KSW           48268R106
K-Swiss Inc KSWS        4.83E+08
KT Corp. KT            48268K101
            KTCC
KEY Tronic Corp         4.93E+08
            KTEC
Key Technology Inc      4.93E+08
            KTF         Trust Common Shares
DWS Municipal Income23338M106
            KTH        22080R206
Structured Products CorTS PECO Energy Cap Trust III, 8% Cert.
            KTN        22532R101
Structured Products CorTS Aon Capital A, 8.205% Cert.
            KTOS       50077B207
Kratos Defense & Security Solutions, Inc.
            KTP         2.21E+08
Structured Products CorTS J.C. Penney Debs, 7 5/8% Cert.
            KUB
Kubota Corporation      5.01E+08
            KUN        16941X105
China Shenghuo Pharmaceutical Holdings, Inc.
KU6 MEDIAKUTVCO. LTD 48274B103
            KV.A
KV PHARMACEUTICAL CLA   4.83E+08
            KV.B        4.83E+08
KV Pharmaceutical Company Class B
            KVHI
KVH Industries Inc      4.83E+08
            KW          4.89E+08
KENNEDY-WILSON HOLDINGS, INC.
            Resources Inc
Quicksilver KWK        74837R104
            KWR
Quaker Chemical Corp. 7.47E+08
            KWT        57060U811
Market Vectors-Solar Energy ETF
             Global Consumer Staples Sector Index Fund
iShares S&PKXI          4.64E+08
            KXM
Kobex Minerals Inc. 49989C105
            KYE        48660P104
Kayne Anderson Energy Total Return Fund, Inc.
            KYN         4.87E+08
Kayne Anderson MLP Investment Company
            KYN-D       4.87E+08
KAYNE ANDERSON MLP INVESTMENT COMPANY
            KYO
Kyocera Corporation 5.02E+08
            L
Loews Corporation         5.4E+08
            LABC
Louisiana Bancorp, Inc.54619P104
            Corp
Multi-ColorLABL         6.25E+08
            LACO
Lakes Entertainment Inc51206P109
            LAD
Lithia Motors, Inc.     5.37E+08
            LAG        78464A649
SPDR Barclays Capital Aggregate Bond ETF
            LAKE
Lakeland Industries Inc 5.12E+08
            LAMR
Lamar Advertising Co 5.13E+08
             LANC
Lancaster Colony Corp 5.14E+08
             LAQ         00306K106
Aberdeen Latin America Equity Fund, Inc. (The)
             LARK
Landmark Bancorp Inc 51504L107
             LAS
Lentuo International Inc.5.26E+08
             LATM        57060U530
Market Vectors Latin America Small-Cap Index ETF
             LAVA
Magma Design Automation Inc5.59E+08
             LAWS
Lawson Products            5.21E+08
             LAYN
Layne Christensen Co 5.21E+08
             LAZ
Lazard Ltd. Class A      G54050102
             LBAI
Lakeland Bancorp Inc 5.12E+08
              High       23338W104
DWS GlobalLBF Income Fund, Inc.
             LBIX
Leading Brands Inc NEW   52170U207
             LBJ         25459W698
Direxion Daily Latin America Bull 3X Shares
             LBND        25154N522
PowerShares DB 3x Long 25+ Year Treasury Bond Exchange Traded Note
             LBTA
Russell 1000 Low Beta ETF  7.82E+08
             LBTYA         A
Liberty Global, Inc. Class 5.31E+08
             LBTYB         B
Liberty Global, Inc. Class 5.31E+08
             LBTYK
Liberty Global, Inc. Ser C5.31E+08
Libbey, Inc.LBY             5.3E+08
             LCAPA          5.3E+08
Liberty Media Corporation Common Series A
             LCAPB           Common
Libert Media Corporation 5.3E+08 Series B
             LCAV
LCA-Vision Inc             5.02E+08
             Group, Inc. 90341W108
US Airways LCC
Lannett Comp LCI           5.16E+08
             LCM         7.65E+106
Advent/Claymore Enhanced Growth and Income Fund
             LCNB
LCNB CORPORATION 50181P100
LeCroy Corp  LCRY        52324W109
             LCUT
Lifetime Brands, Inc. 53222Q103
             LD          06739H263
iPath Dow Jones-UBS Lead Subindex Total Return ETN due June 24, 2038
             LDF         51828C106
LATIN AMERICAN DISCOVERY FD
             LDK
LDK Solar Co., LTD       50183L107
Lydall, Inc. LDL           5.51E+08
             LDR
Landauer, Inc.           51476K103
             LDX         06052H122
Capped Leveraged Index Return Notes Linked to the
             LEA
Lear Corporation           5.22E+08
             LEAP          5.22E+08
Leap Wireless International, Inc.
             LECO          Inc
Lincoln Electric Holdings 5.34E+08
              Beta
iPath® PureLEDD Lead ETN 06740P197
             LEDR
HouseValues, Inc.        57056R103
             LEDS
SemiLEDS Corporation 8.17E+08
             LEE
Lee Enterprises, Inc.      5.24E+08
             LEG
Leggett & Platt, Inc.      5.25E+08
             LEI
LUCAS ENERGY INC           5.49E+08
             LEMB          4.64E+08
iShares Emerging Markets Local Currency Bond Fund
             LEN
Lennar Corporation         5.26E+08
             LEN.B
LENNAR CORPORATION 5.26E+08
             LEO
Dreyfus Strategic Muni. 2.62E+08
             LF         52186N106
Leap Frog Enterprises, Inc. CLA
             LFC        16939P106
China Life Insurance Company Ltd.
              S.A.
Lan AirlinesLFL           5.02E+08
             L
Littelfuse IncFUS         5.37E+08
             LG
Laclede Group, Inc.       5.06E+08
             LGCY
Legacy Reserves LP        5.25E+08
             LGEM         2.68E+08
EGShares Basic Materials GEMS ETF
             LGF
Lions Gate Entertainment  5.36E+08
             LGI        52106W103
Lazard Global Total Return & Income Fund
             LGL
The LGL Group, Inc. 50186A108
             LGND       53220K504
Ligand Pharmaceuticals Inc.
              Corp.
Laboratory LH of Amer.  50540R409
             LHB        25459W649
Direxion Daily Latin America Bear 3X Shares
LHC Group LLCLHCG       50187A107
             LHO
LaSalle Hotel Properties 5.18E+08
             LHO-D        7.5% Ser
LaSalle Hotel Properties 5.18E+08D Cuml Rdmbl Pfd Shs
             LHO-E        5.18E+08
Lasalle Hotel Properties 8% Ser. E Cum. Rdmbl. Prfrd. Shrs. of Bnfcl. Int.
             LHO-G        7.25% Series G Cum. Rdmbl. Prfrd. Shares
LaSalle Hotel Properties 5.18E+08
             LHO-H        5.18E+08
Lasalle Hotel Properties 7.50% Series H Cumulative Redeemable Preferred Shares of Beneficial In
             LIFE       53217V109
Life Technologies Corporation
             LII
Lennox International Inc. 5.26E+08
             LIME
LIME ENERGY CO          53261U205
             LINC         5.34E+08
Lincoln Educational Services
             LINE
Linn Energy, LLC          5.36E+08
             LINTA      53071M104
LIBERTY INTERACTIVE CORPORATOIN INTERACTIVE SER A
             LINTB      53071M203
LIBERTY INTERACTIVE CORPORATION INTERACTIVE SER B
             LION
Fidelity Sourthern Corp 3.16E+08
             LIOX
Lionbridge Technologies 5.36E+08
             LIT
Global X Lithium ETF 37950E762
             LIVE
LiveDeal, Inc.            5.38E+08
             LIWA
Lihua International, Inc. 5.32E+08
             LIZ
Liz Claiborne, Inc.       5.39E+08
             LKFN
Lakeland Financial Corp 5.12E+08
             LKQX
LKQ Corporation           5.02E+08
             LL         55003T107
Lumber Liquidators Holdings, Inc.
             LLEN
L & L ENERGY, INC.      50162D100
             LLL
l 3 Communications Hldgs. 5.02E+08
             LLNW       53261M104
Limelight Networks INC.Common Stock
             LLTC
Linear Technology Corp 5.36E+08
             LLY
Eli Lilly & Co.           5.32E+08
             LM
Legg Mason, Inc.          5.25E+08
             LMAT
LeMaitre Vascular, Inc. 5.26E+08
             LMIA
LMI Aerospace Inc         5.02E+08
             LMLP
LML Payment Systems Inc 50208P109
LIMONEIRALMNR CO.         5.33E+08
Luminex Corp LMNX       5.50E+106
             LMOS
LUMOS NETWORKS CORP5.5E+08
             LMT
Lockheed Martin Corp. 5.4E+08
             LMZ         06052H163
CAPPED LEVERAGED INDEX RETURN NOTE LINKED to the S&P 500
             LNBB
LNB Bancorp Inc            5.02E+08
             LNC
Lincoln National Corp. 5.34E+08
             LNC+          5.34E+08
Lincoln National Corporation
             LNC-
LN NATL $3.00 CV PFD 5.34E+08
             LNCE
Snyders-Lance, Inc.        8.34E+08
             LNCR
Lincare Holdings Inc       5.33E+08
Landec Corp  LNDC          5.15E+08
             LNET
Lodgenet Interactive Corp5.4E+08
             LNG
Cheniere Energy, Inc. 16411R208
             LNKD
LINKEDIN CORPORATION     53578A108
             LNN
Lindaay Manufacturing Co.  5.36E+08
             LNT
Alliant Energy Corp.     18802108
             LO
Lorillard, Inc.            5.44E+08
             LOAN          5.63E+08
MANHATTAN BRIDGE CAPITAL INC.
Local.com LOCM           53954R105
COMSTOCKLODE  MINING INC2.06E+08
             LOGI
Logitech International SAH50430232
LogMein, Inc.LOGM        54142L109
LoJack CorpLOJN            5.39E+08
             LON
LONCOR RESOURCES INC.    54179W101
eLong, Inc. LONG            2.9E+08
              Ltd.
LookSmart, LOOK            5.43E+08
LoopNet, Inc.LOOP          5.44E+08
             LOPE        38526M106
Grand Canyon Education, Inc
             LOR           5.21E+08
Lazard World Dividend & Income Fund, Inc.
              and          5.44E+08
Loral Space LORLCommunications, Inc.
             LOV
Spark Networks Inc. 84651P100
             LOW
Lowes Companies Inc. 5.49E+08
             LPAL        22542D621
VelocitySharesTM 2x Long Palladium ETN linked to the S&P GSCI® Palladium Index ER
             LPH           5.43E+08
Longwei Petroleum Investment Holding Ltd.
             LPHI        53215T106
LIFE PARTNERS HOLDINGS INC
             Co.
LG. Display LPL Ltd.     50186V102
             LPLA        50213H100
LPL Investment Holdings Inc.
             LPLT        22542D647
VelocitySharesTM 2x Long Platinum ETN linked to the S&P GSCI® Platinum Index ER
             LPNT
LifePoint Hospitals Inc 53219L109
             LPR          INC.
LONE PINE RESOURCES54222A106
             LPS         5.26E+106
Lender Processing Services, Inc
             LPSB
LaPorte Bancorp, Inc. 5.17E+08
             LPSN
LivePerson Inc             5.38E+08
             LPTH
Lightpath Technologies Inc 5.32E+08
             LPX
Louisiana-Pacific Corp. 5.46E+08
             LQD           4.64E+08
iShares iBoxx $ Investment Grade Corporate Bond Fund
             LQDT
Liquidity Services, Inc. 53635B107
LRAD CORPLRAD            50213V109
             LRCX
Lam Research Corp          5.13E+08
            LRN
K12, Inc, Common Stock  48273U102
            LRY
Liberty Property Trust 5.31E+08
            LSBI
LSB Financial Corp       5.02E+08
            LSBK
Lake Shore Bancorp, Inc.5.11E+08
            LSC
ELEMENTS S&P CTI ETN    4042EP602
            LSCC         5.18E+08
Lattice Semiconductor Corp
            LSE
CapLease, Inc.            1.4E+08
            LSE-A         1.4E+08
CapLease, Inc. 8.125% Ser. A Cum. Rdmbl. Prfrd. Stock
            LSG
LAKE SHORE GOLD CORP5.11E+08
            LSI
LSI Corporation          5.02E+08
            LSKY        90267E330
ETRACS Monthly 2xLeveraged ISE Cloud Computing TR Index ETN due October 4, 2041
             Beta       06740P320
iPath® PureLSTK Livestock ETN
            LSTR
Landstar System Inc      5.15E+08
            LSTZA         5.3E+08
Liberty Media Corporation Ser A Common Stock
            LSTZB         5.3E+08
Liberty Media Corporationz Ser B Common Stock
             Corp.
Lightbridge LTBR        53224K104
            LTC
LTC Properties, Inc.     5.02E+08
            LTD
Limited Brands, Inc.     5.33E+08
            LTL         74347R263
ProShares Ultra Telecommunications
            LTM
Life Time Fitness, Inc. 53217R207
            LTON
Linkstone Ltd.           5.36E+08
             Year       72201R304
PIMCO 15+ LTPZ U.S. TIPS Index Fund
            LTRE         5.22E+08
Learning Tree International, Inc.
            LTRX
Lantronix Inc            5.17E+08
            LTS
Ladenburg Thalmann Fncl.50575Q102
            LTXC
LTX-Credence Corp        5.02E+08
Lubys, Inc. LUB          5.49E+08
            LUFK
Lufkin Industries Inc     5.5E+08
            LUK
Leucadia National Corp. 5.27E+08
            LULU
lululemon athletica inc. 5.5E+08
            LUNA          5.5E+08
Luna Innovations Incorporated
            LUV
Southwest Airlines Co. 8.45E+08
            LUX
Luxottica Group S.p.A. 55068R202
            LVB
Steinway Musical Instrum.8.58E+08
            LVL         18383M860
Guggenheim S&P Global Dividend Opportunities Index ETF
            LVLT        52729N308
Level 3 Communications Inc
            LVOL         7.82E+08
Russell 1000 Low Volatility ETF
            LVS
Las Vegas Sands Corp. 5.18E+08
            LWAY
Lifeway Foods Inc        5.32E+08
            LWC         78464A367
SPDR Barclays Capital Long Term Credit Bond ETF
             P/E ETF
Russell LowLWPE          7.82E+08
            LXK
Lexmark International Inc5.3E+08
            LXP
Lexington Realty Trust 5.29E+08
            LXP-B        5.29E+08
Lexington Realty Trust 8.05% Series B Cumul Rdmble Pfd
            LXP-C         Ser. C Cum.
Lxngtn.Realty Trust 6.5%5.29E+08 Cnvrtbl.
            LXP-D         5.3E+08
Lexington Realty Trust 7.55% Ser. D
            LXRX         5.29E+08
Lexicon Pharmaceuticals, Inc.
            LXU
LSB INDUSTRIES INC        5.02E+08
            LYB         N53745100
LyondellBasell IND NV ORD SHS CL A
            LYG
Lloyds Banking Group PLC  5.39E+08
            LYG-A         5.39E+08
Lloyds Banking Group PLC 7.75% Public Income Notes due 07/15/2050
            LYTS
LSI Industries Inc      50216C108
             Entertainment Inc.
Live Nation LYV           5.38E+08
            LZB
La-Z-Boy Incorporated 5.05E+08
            LZEN        G55329109
Lizhan Environmental Corporation
Macy's Inc. M           55616P104
             Symbol
Listed TEST M.TEST      MMMMMMMMN
MastercardMA            57636Q104
             Incorporated
            MAA
Mid-America Apartment   59522J103
            MAB         27828K108
Eaton Vance Massachusetts Municipal Bond Fund
            MAC
Macerich Company          5.54E+08
            MAG
MagneTek Inc.             5.59E+08
            MAGS        M6786D104
Magal Security Systems Ltd
             Ltd.
IncrediMail MAIL        M5364E104
              Captial   56035L104
Main StreetMAIN Corporation
            MAKO
MAKO Surgical Corp        5.61E+08
PC Mall Inc MALL        69323K100
            MAN
ManpowerGroup           56418H100
             Associates Inc
Manhattan MANH            5.63E+08
            MANT
Mantech International Corp5.65E+08
            MAPP
MAP Pharmaceuticals,Inc.56509R108
            MAR
Marriott Intl Inc. (NEW) 5.72E+08
            MAR#          5.72E+08
MARRIOTT INTERNATIONAL, INC.
            MARPS
Marine Petroleum Trust 5.68E+08
            MAS
Masco Corporation         5.75E+08
            MASC
Material Sciences Corp. 5.77E+08
            MASI
Masimo Corporation 5.75E+08
Mattel, Inc.MAT           5.77E+08
            MATH        00768Y826
Meidell Tactical Advantage ETF
            MATL        25459Y504
Direxion Daily Basic Materials Bull 3X Shares
              Corp.
MattersightMATR           5.77E+08
            MATS        25459Y603
Direxion Daily Basic Materials Bear 3X Shares
            MATW          5.77E+08
Matthews International Corp
            MAV           7.24E+08
Pioneer Municipal High Income Advantage Trust
Maxygen MAXY              5.78E+08
            MAY
MALAYSIA FUND             5.61E+08
             Inc
Mays (J.W.)MAYS           5.78E+08
            MBA
CIBT Eucation Group Inc 17163Y102
            MBB           4.64E+08
iShares Barclays MBS Fixed-Rate Bond Fund
            MBC          Principal Protected Note based upon Russell 2000 due 6/9/2014
Citigroup 3% Minimum17313T581
            MBF         17313G126
Citigroup Funding, 3% Minimum PPN Based Upon the S&P MidCap 400 Index due 2014
            MBFI
MB Financial Corp       55264U108
            MBG         78464A383
SPDR Barclays Capital Mortage Backed Bond ETF
MBIA Inc. MBI           55262C100
            Maturity 5/31/2013
DJIA MITTS MBL          60900479
           MBLX
Metabolix, Inc.          5.91E+08
           MBND
Multiband Corporation62544X209
           MBR         58734P105
Mercantile Bancorp, Inc.
            Financial 5.96E+08
MiddleburgMBRG Corp
           MBT
Mobile Telesystems OJSC  6.07E+08
           MBTF
MBT Financial Corporation5.79E+08
           MBVT
Merchants Bancshares Inc 5.88E+08
           MBWM
Mercantile Bank Corp 5.87E+08
BLACKROCKMCA           09254N103
             MUNIYIELD CALIFORNIA QUALITY FUND, INC
           MCBC
Macatawa Bank Corp 5.54E+08
           MCBF          6.09E+08
Monarch Community Bancorp Inc
            Bancshares Inc
MetroCorp MCBI           5.92E+08
           MCC         58503F106
MEDLEY CAPITAL CORPORATION
            Corporation 5.8E+08
McDonalds MCD
           MCF
Contango Oil & Gas Co.21075N204
           MCGC
MCG Capital Corp       58047P107
           MCHI        46429B671
iShares MSCI China Index Fund
           MCHP
Microchip Technology Inc 5.95E+08
           MCHX
Marchex, Inc. Class B 56624R108
           MCI
MASSMUTUAL CORP INV      5.76E+08
           MCK
McKesson Corporation 58155Q103
           MCN           5.57E+08
Madison/Claymore Covered Call & Equity Strategy Fund
           MCO
Moodys Corporation 6.15E+08
           MCOX
Mecox Lane Limited 58403M102
           MCP
MOLYCORP, INC.           6.09E+08
           MCP-A
MolyCorp, Inc.           6.09E+08
           MCR
MFS CHARTER INCOME TR    5.53E+08
           MCRI          6.09E+08
Monarch Casino & Resort Inc
Micrel Inc MCRL          5.95E+08
           MCRO
IQ Hedge Macro Tracker 45409B206
           MCRS
Micros Systems Inc       5.95E+08
           MCS
Marcus Corporation       5.66E+08
           MCY
Mercury General Corp. 5.89E+08
           MCZ
Mad Catz Interactive, Inc5.56E+08
           MD          58502B106
Mednax, Inc (Holding Company)
            Inc.
MedAssets,MDAS           5.84E+08
           MDC
M.D.C. Holdings, Inc. 5.53E+08
           MDCA          5.53E+08
MDC Partners Inc. Class A (new)
           MDCI        58449L100
Medical Action Industries Inc
           MDCO
Medicines Co             5.85E+08
            Shares     78463X764
SPDR Index MDD Funds SPDR S&P International Mid Cap ETF
           MDF           5.92E+08
Metropolitan Health Networks, Inc.
            Inc.
Medgenics,MDGN         58436Q203
            Inc.
Medgenics,MDGN+ 58436Q112
           MDH         55302L102
MHI Hospitality Corporation
            PROV       62426E402
MOUNTAINMDM DIAMONDS INC
            MDP
Meredith Corporation 5.89E+08
McDermottMDR International 5.8E+08
            MDRX        01988P108
Allscripts-Misys Healthcare Solution
Midas, Inc. MDS           5.96E+08
            MDSO
Medidata Solutions, Inc.58471A105
            Inc.
Medtronic, MDT            5.85E+08
Medcath CorpMDTH        58404W109
            MDU
MDU Resources Group, Inc. 5.53E+08
            MDVN
Medivation, Inc.        58501N101
            MDW
Midway Gold Corp          5.98E+08
            MDY          ETF Trust
SPDR S&P MidCap 400 78467Y107
            MDYG          Growth ETF
SPDR S&P 400 Mid Cap78464A821 (based on S&P MidCap 400 Growth Index--symbol MUV
            MDYV          Value ETF (based on S&P MidCap 400 Value Index--symbol: MGD)
SPDR S&P 400 Mid Cap78464A839
            MEA
Metalico, Inc.            5.91E+08
            MEAD
Meade Instruments Corp.   5.83E+08
            MEAS
Measurement Specialties   5.83E+08
            MED
Medifast, Inc.          58470H101
            HOLDINGS. 58506K102
MEDQUIST MEDH            INC.
            MEDW          5.85E+08
Mediware Information Systems, Inc.
            MEG
Media General, Inc.       5.84E+08
            MEI
Methode Electronics 5.92E+08
            MELA
MELA SCIENCES INC. 55277R100
            MELI
Mercado Libre, Inc      58733R102
MEMSIC, Inc.MEMS          5.86E+08
            MEN         09253Y100
Blackrock Muni Enhanced Fund, Inc.
            MENT
Mentor Graphics Corp 5.87E+08
            MEOH
Methanex Corp           59151K108
            MER-D
ML PREFCPTRIII 7%TOPRS  59021F206
            MER-E
ML PREFCPTRIV7.12%TOPRS 59021G204
            MER-F
ML CAP TR V 7.28%TOPRS  59021K205
            MER-K          5.9E+08
MERRILL LYNCH CAPITAL TRUST I
            MER-M       59024T203
Merrill Lynch Capital Trust II 6.45% Trust Preferred Securities
            MER-P       59025D207
Merrill Lynch Capital Trust III
            MERC
Mercer International Inc5.88E+08
            MERR
Merriman Holdings, Inc. 5.9E+08
            MERU
Meru Networks, Inc. 59047Q103
            MES         57060U779
Market Vectors - Gulf States ETF
            MET
MetLife, Inc.           59156R108
            MET-A       59156R504
Metlife, Inc. Floating Rate Non Cuml Series A
            MET-B       59156R603
MetLife, Inc. 6.50% Non Cuml Pfd Stk Series B
            METR
Metro Bancorp, Inc. 59161R101
            MEXS        37950E515
Global X Mexico Small-Cap ETF
            MFA
MFA Financial, Inc      55272X102
            MFA-A
MFA Financial, Inc      55272X201
            MFB
Maidenform Brands, Inc. 5.6E+08
            MFC
Manulife Financial Corp.56501R106
            MFD         55607W100
Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund
            MFG          60687Y109
Mizuho Financial Group, Inc.
            MFI
MicroFinancial Inc.       5.95E+08
            MFL          09254P108
BLACKOCK MUNIHOLDINGS INVESTMENT QUALITY FUND
             Enhanced MSCI EAFE® Index ETN
iPath® LongMFLA          06740P809
            MFLR
Mayflower Bancorp, Inc.5.78E+08
            MFLX         62541B101
Multi-Fineline Electronix, Inc.
            MFM
MFS MUNICIPAL INC TR 5.53E+08
            MFN            Ltd.
Minefinders Corporation6.03E+08
            MFNC          5.55E+08
Mackinac Financial Corporation
Mfri Inc    MFRI          5.53E+08
            MFSA         MSCI EAFE®
iPath® Short Enhanced 06740P882 Index ETN
             Financial Inc
MutualFirstMFSF          62845B104
BLACKROCKMFT             09254T100
             MUNIYIELD INVESTMENT QUALITY FUND
            MFV
MFS SPECIAL VALUE TRUST  5.53E+106
            MFW
M & F Worldwide Corp. 5.53E+08
            MG
Mistras Group Inc.       60649T107
            MGA
Magna International       5.59E+08
             Games        6.25E+08
MultimediaMGAM Holding Company, Inc.
            MGC            Index ETF
Vanguard Mega Cap 3009.22E+08
            MGEE
MGE Energy Inc           55277P104
            MGF
MFS GVT MKTS INCOME5.53E+08TR
Minco GoldMGHCorporation 60254D108
            MGI          60935Y109
MoneyGram International, Inc.
            MGIC          5.59E+08
Magic Software Enterprises Ltd
            MGJ          60900206
Market Index Target Term Securities (MITTS) Linked to the S&P 500 Index due 02/28/2014
            MGK            Growth
Vanguard Mega Cap 3009.22E+08Index ETF
            MGLN          5.59E+08
Magellan Health Services, Inc.
            MGM
MGM RESORTS INTERNATIONAL 5.53E+08
            MGN
Mines Management, Inc.    6.03E+08
            MGPI
MGP Ingredients Inc 55302G103
            MGRC
Mcgrath Rentcorp          5.81E+08
            MGT          55302P103
MGT Capital Investments, Inc.
            MGU          55608D101
Macquarie Global Infrastructure Total Return Fund, Inc.
            MGV            Value Index
Vanguard Mega Cap 3009.22E+08 ETF
            MGYR
Magyar Bancorp, Inc. 55977T109
            MHC
2% MINIMUM COUPON ON SPX 17313T359
            MHD          09253N104
Blackrock Muniholdings Fund, Inc.
             EDU
MA HLTH &MHE TAX-EXEMPT TR5.76E+08
            MHF          95766N103
Western Asset Municipal High Income Fund, Inc
            MHGC
Morgans Hotel Group Co.  61748W108
            MHH
Mastech Holdings, Inc. 57633B100
            MHI           7.24E+08
Pioneer Municipal High Income Trust
            MHK
Mohawk Industries, Inc. 6.08E+08
            MHLD
Maiden Hldgs Ltd         G5753U112
SPX MITTS MHM            06052K448
BLACKROCKMHN             09255C106
             MUNIHOLDINGS NEW YORK QUALITY FUND, INC
            MHNA         56029Q200
MAIDEN HOLDINGS NORTH AMERICA LTD 8.25% NTS DUE 06/15/41
M/I Homes,MHO Inc.      55305B101
            MHO-A
M/I HOMES, INC.         55305B200
            MHP           Inc
McGraw-Hill Companies 5.81E+08
            MHR         55973B102
Magnum Hunter Resources Corporation
            MHR-C       55973B201
Magnum Hunters Resources Corp.
            MHR-D       55973B300
MAGNUM HUNTER RESOURCES CORP 8.00% SERIES D
            MHS         58405U102
Medco Health Solutions, Inc.
            MHW         06052H676
MITTS linked to the Dow Jones Industrial Average due April 24, 2015
            MHY         95766L107
Western Asset Managed High Income Fund, Inc.
            MIC         55608B105
Macquarie Infrastructure Company LLC
            MIDD
Middleby Corp             5.96E+08
            MIF          SRN due February 02, 2012
S&P Industrial 15 Index59022C483
            MIG
Meadowbrook Insurance   58319P108
            MIL
MFC Industrial Ltd.     55278T105
            MILL          6.01E+08
MILLER ENERGY RESOURCES, INC.
            MIM
MI Developments Inc. 55304X104
            MIN
MFS INTERM INCOME SBI   55273C107
            MIND
Mitcham Industries Inc 6.07E+08
            MINI
Mobile Mini Inc         60740F105
            MINT        72201R833
PIMCO ENHANCED SHORT MATURITY STRATEGY FUND
            MIPS
MIPS Technologies Inc 6.05E+08
            MITI
Micromet, Inc.          59509C105
            MITK
Mitek Systems, Inc.       6.07E+08
            MITL        60671Q104
Mitel Networks Corporation
            MITT          1228105
AG MORTGAGE INVESTMENT TRUST, INC.
            MIW         Municipal Bond Fund
Eaton Vance Michigan 27828M104
BLACKROCKMIY            09254V105
              MUNIYIELD MICHIGAN QUALITY FUND, INC. i
            MJC         17313T391
3% MIN COUPON ON RUSSELL 2000 iNDEX (RUT)
            MJH         80409R109
MSDW Structured Asset SATURNS 2001-06, 7.25% Bank of America
            MJI         09255A100
Blackrock Muni Yield New Jersey Insured Fund, Inc.
            MJN           Company
Mead Johnson Nutrition 5.83E+08
McCormick MKC              5.8E+08
             & Company, Incorporated Non-VTG CS
             & Company, Incorporated Voting CS
McCormick MKC.V            5.8E+08
            MKF         60900750
Market Index Target Term Securities (MITTS)
            MKH         DEP REC
MARKET HOLDRS TRST 57059Y204
            MKL
Markel Corporation        5.71E+08
            MKN         17313T656
3% Minimum Coupon PPN Based Upon the Dow Jones-AIG Commodity Index due 04/07/2014
            MKS           SATURNS
MSDW Structured Asset 8.04E+08 2002-11, 6.00% AIG Cap Sec
            MKSI
MKS Instruments Inc 55306N104
Makita Corp MKTAY         5.61E+08
            Inc.
Responsys, MKTG           7.61E+08
            MKTX        57060D108
MarketAxess Holdings Inc.
MARKEL CORP MKV           5.71E+08
            MKZ         17313T524
Citigroup Funding, Inc. 3% Minimum Coupon PPN Based on Dow Jones-UBS Commodity Index Due 2014
            MLA         6.05E+280
MITTS Linked to the S&P 500 Index due 09/27/2013
            MLAB
Mesa Laboratories Inc 59064R109
            MLG          Notes, Nov.
Metlife, Inc. 5.875% Sr.59156R405 21, 2033
            MLHR
Herman Miller Inc         6.01E+08
            MLI
Mueller Industries, Inc. 6.25E+08
            MLM
Martin Marietta Materials 5.73E+08
            MLN         57060U886
Market Vectors- Long Municipal Index ETF
            Global      60786L107
ModusLink MLNK Solutions, Inc.
            MLNX        M51363113
Mellanox Technologies, Ltd.
            MLP
Maui Land & Pineapple Co. 5.77E+08
            MLPG          9.03E+08
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index
            MLPI          9.03E+08
UBS E-TRACS Alerian MLP Infrastructure ETN
            MLPL          9.03E+08
UBS AG 2xMonthly Leveraged Long Exchange Traded Access Securities (E-TRACS) linked to the Aleri
            MLPN        22542D852
Credit Suisse Cushing 30 MLP Index ETN
            MLPS          9.03E+08
UBS AG 1xMonthly Short Exchange Traded Access Securities (E-TRACS) Linked to the Alerian MLP In
            MLPW          9.03E+08
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Wells Fargo® MLP Index due Oct
            MLPY        61760E846
Morgan Stanley Cushing MLP High Income Index ETN
            MLR
Miller Industries, Inc. 6.01E+08
            M
Metlife, Inc. LU        59156R116
            MLVF          5.61E+08
Malvern Federal Bancorp, Inc
            MMC
Marsh & McLennan Cos 5.72E+08
            MMF         06052E574
MITTS linked to Dow Jones Industrial Average
            MMI            6.2E+08
Motorola Mobility Holdings, Inc.
            MMLP          5.73E+08
Martin Midstream Partners LP
3M Company  MMM         88579Y101
            MMP           5.59E+08
Magellan Midstream Partners, L.P.
            MMR
McMoran Exploration Co.   5.82E+08
            MMS
MAXIMUS, Inc.             5.78E+08
            MMSI
Merit Medical Systems Inc  5.9E+08
            MMT
MFS MULTIMKT INCOME       5.53E+08
            MMU         95766M105
Western Asset Managed Municipals Fund, Inc
            MMUS
MakeMusic! Inc          56086P202
            MMV         2.78E+108
EATON VANCE MASS MUNI INC TR
            MMY          Notes Linked
Market Linked Step Up 06052E731 to the S&P 500 Index
            MMYT
MakeMyTrip Limited V5633W109
            MNA         45409B800
IQ ARB MERGER ARBITRAGE ETF
            M
Mind CTI Ltd NDO        M70240102
            MNE         09255F109
Blackrock MUNI New York Intermediate Duration Fund, Inc.
            MNEL        Q62163110
Mission NewEnergy Limited Ordinary Shares
            MNGL        G11962100
Blue Wolf Mongolia Holdings Corp.
            MNGLU G11962126
Blue Wolf Mongolia Holdings Corp.
            MNGLW G11962118
Blue Wolf Mongolia Holdings Corp.
            MNI
McClatchy Company         5.79E+08
            MNKD
Mannkind Corporation 56400P201
            MNOV
Medicinova, Inc.        58468P206
            MNP         95766P108
Western Asset Municipal Partners Fund, Inc.
             Real          6.1E+08
Monmouth MNR Estate Investment Corp
             Real Estate Invetment Corporation 7.625% Series A Cumulative Redeemable Preferred Stoc
Monmouth MNR-A             6.1E+08
            MNRK        60907Q100
Monarch Financial Holdings, Inc.
            MNRKP       60907Q209
Monarch Financial Holdings, Inc.
            MNRO
Monro Muffler Inc         6.1E+08
            MNTA       60877T100
Momenta Phamaceuticals, Inc.
            MNTG
MTR Gaming Group Inc 5.54E+08
            MNTX         5.63E+08
Manitex International, Inc.
            MO
Altria Group, Inc.     02209S103
            MOBI
Sky-mobi Limited ADS 83084G109
            MOC        20050L100
Command Security Corporation
Mocon Inc MOCO           6.07E+08
            MOD
Modine Manufacturing Co  6.08E+08
            MOFG         5.99E+08
MidWestOne Financial Group
Moog Inc. MOG.A          6.15E+08
            CL B
MOOG INC MOG.B           6.15E+08
            MOH
Molina Healthcare, Inc.60855R100
            MOL        17314V403
2% Min Coupon Based on Gold 11/26/14
Molex Inc MOLX           6.09E+08
            MOLXA
Molex Inc Class A        6.09E+08
            MOM          3.52E+08
QuantShares U.S. Market Neutral Momentum Fund
            MON
Monsanto Company 61166W101
            MOO        57060U605
Market Vectors Agribusiness ETF
            MOR        61746Y858
Morgan Stanley Cap Prtctd Notes based on S&P 500 Indx
            MORN
Morningstar, Inc.        6.18E+08
            MORT       57060U324
Market Vectors Mortgage REIT Income ETF
The MosaicMOSCompany 61945C103
MoSys, Inc.MOSY           6.2E+08
             INC.
MOTRICITY,MOTR            6.2E+08
            MOU        Notes linked
3% Principal Protected 17313G142 to the Russell 2000 Index
            MOV
Movado Group, Inc.       6.25E+08
Move, Inc. MOVE        62458M108
            MP-D         6.05E+08
Mississippi Power Co. 5.25% Ser. D Cum. Prfrd. Stock
BLACKROCKMPA           09255G107
             MUNIYIELD PENNSYLVANIA QUALITY FUND
            MPAA          6.2E+08
Motorcar Parts of America, Inc.
MOD-PAC CorpMPAC         6.07E+08
            MPB
Mid Penn Bancorp, Inc.59540G107
            MPC        56585A102
MARATHON PETROLEUM CORPORATION
            MPD        06052E780
MARKET LINKED STEP UP NOTES LINKED TO THE S&P 500 INDEX
            MPE         60900412
Market Index Target Term Securities (MITTS) Linked to the S&P 500 Index
            MPEL         5.85E+08
Melco Crown Entertainment Limited
            MPET
Magellan Petroleum Corp  5.59E+08
             Trust,
MPG OfficeMPG Inc 5.53E+08
             Trust,      5.53E+08
MPG OfficeMPG-AInc. 7.625% Ser A Cumul Rdmble Pfd Stock
            MPJ          6.05E+08
Mississippi Power Company Ser E 5 5/8% Sr. Notes due May 1, 2033
            MPR
Met-Pro Corporation 5.91E+08
            MPV
MASSMUTUAL PARTN INV     5.76E+08
            MPW        58463J304
Medical Properties Trust, Inc.
            MPWR          6.1E+08
Monolithic Power Systems, Inc.
            MPX
Marine Products Corp. 5.68E+08
            MQC        06052H197
MARKET LINKED STEP UP NOTES LINKED to the S&P 500 INDEX
            MQT         09254G108
Blackrock Muni Yield Quality Fund II, Inc.
            MQY         09254F100
Blackrock Muni Yield Quality Fund, Inc
            MR            6.03E+08
Mindray Medical International Limited American Depositary Shares (One Class A ordinary share, H
            MRCY          5.89E+08
Mercury Computer Systems Inc
            MRF          Inc.
American Income Fund02672T109
            MRGE
Merge Healthcare Inc 5.89E+08
            Re Holdings Ltd.
Montpelier MRH          G62185106
            MRH-A       G62185114
MONTPELIER RE HOLDINGS LTD 8.875% SER A
            MRK
Merck & Co., Inc. (NEW) 58933Y105
            MRLN           Corp
Marlin Business Services5.71E+08
            MRNA
Marina Biotech, Inc. 56804Q102
            MRO
Marathon Oil Corporation  5.66E+08
            MRT           6.19E+08
Morton's Restaurant Group, Inc.
            MRT-A         6.19E+08
MORTON RESTAURANT GROUP, INC.
            MRTN
Marten Transport Ltd 5.73E+08
            MRVL        G5876H105
Marvell Technology Group Ltd
            MRX
Medicis Pharmaceutical 5.85E+08
            MS
Morgan Stanley            6.17E+08
            MS-A        61747S504
Morgan Stanley Floating Rate non-cumulative Preferred Series A
             Appliances 6.03E+08
Mine SafetyMSA
Mesabi TrustMSB           5.91E+08
            MSBF
MSB Financial Corp. 55352P102
            MSC         06052H825
MITTS Linked to the Dow Jones Industrial Average
            MSCC
Microsemi Corp            5.95E+08
MSCI, Inc. MSCI         55354G100
            MKTS         FD
MS EMERG MSD DEBT61744H105
            MSDXP       57520R200
Mason-Dixon Bancshares Inc
            MSEX
Middlesex Water Co        5.97E+08
            MKTS
MS EMERG MSF FD 61744G107
             Financial Group Inc
MainSourceMSFG          56062Y102
            MSFT
Microsoft Corp            5.95E+08
            MSG         55826P100
The Madison Square Garden Company
            MSHL
Marshall Edwards, Inc. 5.72E+08
            MSI            6.2E+08
Motorola Solutions, Inc. New
            MSJ           6.17E+08
Morgan Stanley Capital Trust VI 6.60% Capital Securities
            MSK          Trust VIII 6.45% Capital Securities
Morgan Stanley Capital61753R200
            MSL
Midsouth Bancorp, Inc. 5.98E+08
            MSM
MSC Industrial Direct Co. 5.54E+08
            MSN
Emerson Radio Corp. 2.91E+08
            MSO
Martha Stewart Living 5.73E+08
Misonix IncMSON           6.05E+08
            MSP           5.58E+08
Madison Strategic Sector Premium Fund
            Technologies Inc.
Mindspeed MSPD            6.03E+08
            MSS         59022C384
Select 10 Index SRN due March 08, 2012
            & Schmick's Seafood Restaurants, Inc.
McCormick MSSR             5.8E+08
            MSTR
MicroStrategy Inc         5.95E+08
            MSW           6.05E+08
Mission West Properties, Inc.
            MSY        46133K108
INVESCO HIGH YIELD INVESTMENTS FUND
            MSZ        61750K208
MORGAN STANLEY CAPITAL TRUST VII
            MT
ArcelorMittal          03938L104
            MTB
M&T Bank Corp.         55261F104
            MTB-A
M&T Capital Trust IV 55292C203
            MTD
Mettler-Toledo Intl      5.93E+08
            MTE
MAHANAGER TELEPHONE5.6E+08 NIGAM
            Inc
Mannatech MTEX           5.64E+08
            MTG
MGIC Investment Corp. 5.53E+08
            MTGE       02504A104
American Capital Mortgage Investment Corp.
            MTH        59001A102
Meritage Homes Corporation
            MTK        78464A102
SPDR Morgan Stanley Technology ETF
Mechel OAO  MTL          5.84E+08
Mechel OAO  MTL-         5.84E+08
            MTN
Vail Resorts, Inc.     91879Q109
            MTOR
MERITOR, Inc.          59001K100
            MTOX
Medtox Scientific, Inc. 5.85E+08
            MTP        55312N106
MLP & STRATEGIC EQUITY FUND INC.
            MTR
Mesa Royalty Trust       5.91E+08
            MTRN
Materion Corporation 5.77E+08
            MTRX
Matrix Service Co        5.77E+08
            MTS
MONTGOMERY ST INC SEC    6.14E+08
            MTSC
MTS Systems Corp         5.54E+08
            MTSL        Solutions
MER Telemanagement M69676126
            MTSN
Mattson Technology Inc 5.77E+08
            MTT        95768A109
Western Asset Municipal Defined Opportunity Trust Inc.
            MTU          group, Inc.
Mitsubishi UFJ Financial 6.07E+08
            Company, Inc.
Manitowoc MTW            5.64E+08
            MTX
Minerals Technologies Inc6.03E+08
            MTY        17313T482
3 % Minimum Coupon Principal Protected Notes Based Upon the Price of Gold Due 8/11/2014
MasTec, Inc.MTZ          5.76E+08
            MU
Micron Technology, Inc. 5.95E+08
            MUA        09254J102
Blackrock Muni Assets Fund, Inc.
            MUAA         4.64E+08
iShares 2012 S&P AMT-Free Municipal Series 9/4/12
            MUAB         4.64E+08
iShares 2013 S&P AMT-Free Municipal Series 9/3/13
            MUAC         4.64E+08
iShares 2014 S&P AMT-Free Municipal Series 9/2/14
            MUAD         4.64E+08
iShares 2015 S&P AMT-Free Municipal Series 9/1/15
            MUAE         4.64E+08
iShares 2016 S&P AMT-Free Municipal Series 9/1/16
            MUAF         4.64E+08
iShares 2017 S&P AMT-Free Municipal Series 9/1/17
             National Municipal Bond Fund
iShares S&PMUB           4.64E+08
BLACKROCKMUC           09254L107
             MUNIHOLDINGS CALIFORNIA QUALITY FUND, INC
BLACKROCKMUE           09254C107
             MUNIHOLDINGS QUALITY FUND II, INC
            MUH        09253P109
Blackrock Muniholdings Fund II, Inc.
BLACKROCKMUI           09253X102
             MUNIYIELD NEW JERSEY QUALITY FUND, INC.
BLACKROCKMUJ           09254X101
             MUNIHOLDINGS NEW JERSEY QUALITY FUND, INC.
            MUK        17313T466
3 % Minimum Coupon Principal Protected Notes Based Upon the S&P 500 Index 8/11/2014
            MUNI       72201R866
PIMCO Intermediate Municipal Bond Strategy Fund
            Corp.
Murphy Oil MUR          6.27E+08
BLACKROCKMUS           09254A101
             MUNIHOLDINGS QUALITY FUND, INC.
            MUSA
Metals USA, Inc.       59132A104
            MVC
MVC Capital, Inc.       5.54E+08
            MVF        09253R105
BlackRock MuniVest Fund, Inc
            Corp.
MAG Silver MVG         55903Q104
             Inc
MicrovisionMVIS         5.95E+08
            MVISW
Microvision, Inc.       5.95E+08
            M
MV Oil Trust VO         5.54E+08
            MVT        09253T101
Blackrock Munivest Fund II
            MVV        74347R404
ProShares Ultra MidCap400
            MW
Mens Wearhouse, Inc. 5.87E+08
            MWA          Inc.
Mueller Water Products,6.25E+08
            MWE         5.71E+08
MarkWest Energy Partners, LP
            MWG         6.17E+08
Morgan Stanley Capital Trust IV
            MWIV       55402X105
MWI Veterinary Supply, Inc.
            MWJ        Bull 3X Shares
Direxion Daily Mid Cap 25459W730
            MWN        Bear 3X Shares
Direxion Daily Mid Cap 25459W136
            MWO         6.17E+08
Morgan Stanley Capital Trust V 5.75% Capital Securities
            MWR         6.17E+08
Morgan Stanley Capital Trust III 6 1/4% Capital Securities
            MWV
Meadwestvaco Corp       5.83E+08
            MWW
Monster Worldwide Inc 6.12E+08
Magnachip MX           55933J203
            Semiconductor Corp.
            MXA
MN MUNI INC PORTFOLIO   6.04E+08
            MXC
MEXCO ENERGY CORP 5.93E+08
            INCOME FD 5.93E+08
ICO EQTY &MXE
            MXE-        5.93E+08
Mexico Equity and Income Fund, Inc.
MEXICO FUND MXF         5.93E+08
            MXH        59022Y634
Merrill Lynch Factor Model SRN due December 06, 2012
             Global Materials Sector Index Fund
iShares S&PMXI          4.64E+08
            MXIM       57772K101
Maxim Integrated Products
            MXL
MAXLINEAR, INC.        57776J100
            MXN        31849P104
First American Minnesota Municipal
            MXT        57773A508
MAXCOM TELECOMUNICACIONES,S.A.B. DE C.V.
            MXWL
Maxwell Technologies Inc5.78E+08
            MY         16951C108
CHINA MING YANG WIND POWER GROUP LIMITED
            MYC        09254M105
Blackrock Muni Yield California Fund, Inc.
            MYD        09253W104
Blackrock Muniyield Fund, Inc.
            MYE
Myers Industries, Inc. 6.28E+08
            MYF        09254R104
Blackrock Muni Yield Fund, Inc.
            MYGN
Myriad Genetics Inc 62855J104
BLACKROCKMYI           9.25E+106
             MUNIYIELD QUALITY FUND III, INC.
            MYJ        09254Y109
Blackrock Muni Yield New Jersey Fund, Inc.
Mylan Inc. MYL          6.29E+08
BLACKROCKMYM           09254W103
             MUNIYIELD MICHIGAN QUALITY FUND II, INC.
BLACKROCKMYN           9.26E+105
             MUNIYIELD NEW YORK QUALITY FUND, INC.
            MYP        17313T615
Citigroup, 3% Minimum Coupon Principal-Protected Notes Based Upon the S&P 500 Index due 05/12/
            MYRG
MYR Group, Inc.         55405W104
            MYRX
Myrexis, Inc.           62856H107
            MYY         74347R800
ProShares Short MidCap400
            MZA         09254K109
BlackRock MuniYield Arizona Fund, Inc
            MZF         56165R103
Managed Duration Investment Grade Municipal Fund
            MZW         Notes linked
Market Linked Step Up 06052E509 to S&P 500 Index 11/28/11
            MZZ         74347X211
ProShares UltraShort MidCap400
            N
NETSUITE INC.           64118Q107
            NABI
Nabi Biopharmaceuticals 6.3E+08
             DIV        67066Y105
NUVEEN CANAC ADVTG MUNI FD
            NAD
NUVEEN DIV ADVTG MUNI FD67066V101
            NAD-C       67066V507
Nuveen Dividend Advantage Municipal Fund
            Company 6.31E+08
Nash-Finch NAFC
            NAGS        88166A201
Teucrium Natural Gas Fund
            NAI         00119Q100
AGIC International International & Premium Strategy Fund
            NAII          6.39E+08
Natural Alternatives Internati
            NAK         66510M204
Northern Dynasty Minerals, Ltd.
             DIV        67066X107
NUVEEN NYNAN ADVTG MUNI FD
            NAN-C       67066X305
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND MUNIFUND TERM PFD SHRS OF BEN INT $10.00 LIQU
            NAN-D       67066X404
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND
            NANO
Nanometrics Inc            6.3E+08
            Technologies Corp
Nanophase NANX             6.3E+08
            NARA
Nara Bancorp Inc        63080P105
            NASB
NASB Financial Inc        6.29E+08
            NASI        70422P107
Pax MSCI North America ESG Index ETF
            NAT
Nordic American Tanker  G65773106
            NATH
Nathan's Famous Inc 6.32E+08
            NATI
National Instruments Corp 6.37E+08
            NATL        63654U100
National Interstate Corporation
            NATR          6.39E+08
Nature's Sunshine Products Inc.
            NAUH        63245Q105
National American University Holdings, Inc.
            NAV
Navistar International 6.39E+112
            NAV-D         PREF
NAVASTAR INTL CV JR D 6.39E+08
            NAVG
Navigators Group Inc 6.39E+08
Navarre CorpNAVR          6.39E+08
             PREM
NUVEEN AZNAZ INC MUNI FD67061W104
            NBB         67074C103
Nuveen Build America Bond Fund
            Bancorp 65080T102
NewBridge NBBC
            NBD         67074Q102
NUVEEN BUILD AMERICA BOND OPPORTUNITY FUND
            NBG
National Bank of Greece6.34E+08
            NBG-A         6.34E+08
National Bank of Greece, S.A.
            NBH         64124P101
NEUBERGER BERMAN INTMDT FD CLOSED END
            Biosciences64125C109
Neurocrine NBIX          Inc
            NBJ
OH DIV ADV MUNI FD 2    67070R104
            NBJ-A       Advantage
Nuveen Ohio Dividend 67070R302Municipal Fund 2
            NBL
Noble Energy, Inc.        6.55E+08
            NBN
Northeast Bancorp         6.64E+08
            NBO         Intermediate
Neuberger Berman NY 64124K102 Muni Fund, Inc.
            NBR
Nabors Industries Ltd. G6359F103
NeoStem,Inc NBS           6.41E+08
            NBS+
NeoStem, Inc.             6.41E+08
            NBTB
NBT Bancorp Inc           6.29E+08
            NBTF        Inc.
NB&T Financial Group, 62874M104
            NBW         64123C101
Neuberger Berman CA Intermediate Muni Fund, Inc.
            NBY         66987P102
NovaBay Pharmaceuticals, Inc.
            NC
NACCO Industries, Inc. 6.3E+08
            NCA         67062C107
Nuveen California Municipal Value Fund, Inc.
            NCB         6706EB106
NUVEEN CALIFORNIA MUNICIPAL VALUE FUND 2
            NCBC        Inc.
New Century Bancorp, 64353M100
            NCC-B       63540X201
National City Capital Trust III
            NCC-C       63540U207
National City Capital Trust IV
            NCI         63935N107
Navigant Consulting, Inc.
NCI, Inc. NCIT          62886K104
             PREM
NUVEEN CANCL INC MUNI 2 67061U108
            NCMI
National CineMedia, Inc.6.35E+08
             MUNI
NUVEEN CANCO MKT67062U107OPPT
             PERF        MUNI
NUVEEN CANCP PLUS 67062Q106
            NCR
NCR Corporation         6.29E+112
            NCS
NCI Building Systems, Inc 6.29E+08
            NCT         65105M108
Newcastle Investment Corporation
            NCT-B       65105M207
Newcastle Investment Corporation 9.75% Series B Cumulative
            NCT-C       65105M306
Newcastle Investment Corp. 8.05% Cum. Rdmbl. Prfrd. Stock
            NCT-D       65105M405
Newcastle Investment Corp 8.375% Series D Cumulative Redeemable Pfd. Stock $.01 par value
            N
The9 LimitedCTY         88337K104
             PREM
NUVEEN CANCU INC MUNI   6706L0102
            NCU-C       6706L0300
NUVEEN CALIFORNIA PREMIUM INCOME MUNICIPAL MUNIFUND TERM PFD
            NCV           1190107
AGIC Convertible & Income Fund
            NCZ           1191105
AGIC Convertible & Income Fund II
            NDAQ          6.31E+08
NASDAQ OMX Group, Inc. (The)
            NDN
99 Cents Only Stores 65440K106
            NDRO
ENDURO ROYALTY TRUST    29269K100
Nordson CorpNDSN          6.56E+08
            N
Nordion Inc. DZ         65563C105
            NE          H5833N103
Noble Corporation (Switzerland) (New)
            NEA           6.71E+08
NUVEEN INSURED TAX-FREE ADVANTAGE MUNICIPAL FUND
            NEA-C         6.71E+08
NUVEEN INSURED TAX-FREE ADVANTAGE MUNICIPAL FUND
            NEBS          6.44E+08
New England Bancshares, Inc.
            NECB          6.64E+08
Northeast Community Bancorp, Inc.
            NED         65487R303
Noah Education Holdings Ltd
            NEE
Nextra Energy, Inc.     65339F101
            NEE-C        I 5.875% Pfd
FPL Group Capital Trust30257V207 Trust Secs
            NEE-F        Holdings, Inc.
NextEra Energy Capital 65339K506 8.75% SERIES F DUE 03/01/2069
            NEI
Network Engines Inc 64121A107
            NEM
Newmont Mining Corp. 6.52E+08
            NEN          6.44E+08
New England Realty Associates Limited Partnership
Neogen Corp NEOG           6.4E+08
            CORPORATION
NEOPROBE NEOP            6.41E+08
            NEP         16941G102
CHINA NORTH EAST PETROLEUM HOLDINGS LTD
            NEPT        64077P108
Neptune Technologies & Bioresources Inc.
            NETC        64109T201
NET Servicos de Comunicacao SA
            NETL        64118B100
NetLogic Microsystems, Inc.
NewMarketNEU Corporation6.52E+08
            NEV         67074M101
NUVEEN ENHANCED MUNICIPAL VALUE FUND
            NEWL
NEWLEAD HOLDINGS LTD    G64626115
             Systems 6.44E+08
New EnergyNEWN Group
Newport CorpNEWP         6.52E+08
            NEWS
NewStar Financial, Inc. 65251F105
            NEWT         6.53E+08
Newtek Business Services, Inc.
            NEXS
Nexxus Lighting, Inc 6.53E+109
            NFBK
Northfield Bancorp, Inc.66611L105
            DIV
NUVEEN CTNFC ADV MUNI FD67069T103
            NFC-C       67069T301
Nuveen Connecticut Dividend Advantage Municipal Fund
            NFEC         6.29E+08
NF Energy Saving Corporation OF AMERICA
            NFG
National Fuel Gas Co. 6.36E+08
            NFJ         65337H109
NFJ Dividend, Interest & Premium Strategy Fund
NetFlix Inc NFLX        64110L106
            NFM         67069R107
NUVEEN MD DIV ADV MUNI FD
            NFM-C       67069R305
NUVEEN MARYLAND DIVIDEND ADVANTAGE MUNICIPAL FUND
            NFO         18383M209
Guggenheim Insider Sentiment ETF
            NFP         63607P208
National Financial Partners Corp.
            NFSB
Newport Bancorp, Inc. 6.52E+08
            NFX
New Field Exploration Co.6.51E+08
            DIV         67069L100
NUVEEN AZNFZ ADVANT MUNI FD
            NFZ-C       67069L308
NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNICIPAL FUND 2.05% SERIES 2015
            NG
NovaGold Resources Inc. 6.70E+210
            NGB         67069M108
NUVEEN VIRGINIA DIV ADV MUNI
            NGB-C       67069M306
NUVEEN VIRIGNIA DIVIDEND ADVANTAGE MUNICIPAL FUND
            NGD
New Gold Inc.            6.45E+08
            NGG
National Grid PLC        6.36E+08
            NGK
Nuveen CONN. DIVD II 67071R103
            NGK-C       67071R301
Nuveen Connecticut Dividend Advantage Municipal Fund 2
            NGL
NGL ENERGY PARTNERS LP  62913M107
            NGLS        87611X105
Targa Resources Partners LP
            DIV
NUVEEN CTNGOADV MUNI 3  67071Y108
            NGO-C       67071Y306
NUVEEN CONNECTICUT DIVIDEND ADVANTAGE MUNICIPAL FUND 3
             Resources 62912R107
NGP CapitalNGPC         Company
            Services Group, Inc.
Natural GasNGS          63886Q109
            Inc.
NeurogesX,NGSX           6.41E+08
            NGT          2.76E+08
Eastern American Natural Gas
            NGX         67072F108
Nuveen Insured Massachsetts Tax-Free Advantage Municipal Fund
            NGX-C       67072F306
NUVEEN INSURED MASSACHUSETTS TAX-FREE ADVANTAGE MUNICIPAL FUND
             NGZ       00119R108
AGIC GLOBAL EQUITY & CONVERTIBLE INCOME FUND
             NHC
National Healthcare Corp.6.36E+08
             NHC-A
National Healthcare Corp.6.36E+08
             NHI       63633D104
National Health Investors
             NHS       64128C106
Neuberger Berman High Yield Strategies Fund
             NHTB        6.45E+08
New Hampshire Thrift Bancshare
NiSource Inc.NI        65473P105
             NIB       06739H313
iPath Dow Jones-UBS Cocoa Subindex Total Return ETN due June 24, 2038
             NICE
Nice Systems Ltd         6.54E+08
             NICK
Nicholas Financial Inc 65373J209
             NIE       00119P102
AGIC Equity & Convertable Income Fund
             NIF          MUNI INC
NUVEEN PREM INSURED6.71E+08
             NIHD
NII Holdings Inc.      62913F201
              DIV
NUVEEN NCNII ADV MUN   67072D103
             NII-C     67072D301
NUVEEN NORTH CAROLINA DIVIDEND ADVANTAGE MUNICIPAL FUND 3
             NILE
Blue Nile, Inc.        09578R103
             NIM       67061T101
NUVEEN SELECT MATURITIES MUNI
             NINE        6.54E+08
Ninetowns Internet Technology Group Company Limited
             Beta       ETN
iPath® PureNINI Nickel06740P213
             NIO          FD
NUVEEN INS MUNI OPPT6.71E+08
             NJ
NIDEC CORP ADR           6.54E+08
             Resources Corp
New Jersey NJR           6.46E+08
             NJV         6.71E+08
NUVEEN NEW JERSEY MUNICIPAL VALUE FUND
             NKA         6.55E+08
Niska Gas Storage Partners LLC
             NKBP      16949B113
China Nuokang Bio-Pharmaceutical Inc.
Nike, Inc. NKE           6.54E+08
             NKG
NUVEEN GA DIV ADV MUN  67072B107
             NKG-C     67072B305
Nuveen Georgia Dividend Advantage Municipal Fund 2
             CAL.
Nuveen INSNKL DIV 67071M104
             NY
Nuveen INSNKODVD FD67071N102
             NKR
Nuveen ARIZ. DIVD II 67071P107
             NKR-C     67071P305
NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNICIPAL FUND 2
             NKSH        6.35E+08
National Bankshares Inc/VA
             NKTR
Nektar Therapeutics       6.4E+08
             NKX         6.71E+08
Nuveen Insured California Tax-Free Advantage Municipal Fund
             NKY       74016W106
MAXIS Nikkei 225 Index Fund
             NL
NL Industries, Inc.      6.29E+08
             NLC
Nalco Holding Company  62985Q101
             NLP         6.29E+08
NTS Realty Holdings Limited Partnership
             NLR       57060U704
Market Vectors Uranium + Nuclear Energy ETF
             NLS
Nautilus, Inc.         63910B102
             NLSN
Nielsen Holdings N.V. N63218106
Netlist, Inc.NLST      64118P109
             NLY        35710409
Annaly Capital Management. Inc.
             NLY-A      35710508
Annaly Capital Management, Inc. 7.87% Ser A Cum Reedmle
             NM        Y62196103
Navios Maritime Holdings Inc.(Marshall Islands)
             NMA       67062H106
NUVEEN MUNI ADVANTAGE FD
            NMAR       Y6255E101
Nautilus Marine Acquisition Corp.
            NMARW Y6255E119
Nautilus Marine Acquisition Corp.
            NMB        67069P101
NUVEEN MA DIV ADVANT MUNI FD
            NMB-C      67069P309
NUVEEN MASSACHUSETTS DIVIDEND ADVANTAGE MUNICIPAL FUND
            NMD          6.71E+08
Nuveen Municipal High Income Opportunity Fund 2
            NMFC         6.48E+08
NEW MOUNTAIN FINANCE CORPORATION
            NMI
Nuveen Municipal Income67062J102
            NMK-B        6.54E+08
Niagara Mohawk Holdings, Inc. 3.60% Ser B Pfd
            NMK-C        6.54E+08
Niagara Mohawk Holdings, Inc. 3.90% Ser C Pfd
            NMM        Y62267102
Navios Maritime Partners L.P.
            NMO
NUVEEN MUNI MKT OPPT   67062W103
            NMP
NUEEN MI PREM INC MUNI 67101Q109
            NMR
Nomura Holdings, Inc 65535H208
Numerex CorpNMRX       67053A102
            NMT
MA PREM INC MUNI FD    6.71E+108
            NMT-C      6.71E+306
NUVEEN MASSACHUSETTS PREMIUM INCOME MUNICIPAL FUND
            NMT-D       Premium Income Municipal Fund
Nuveen Massachusetts67061E401
            NMY
MD PREM INC MUNI FD    67061Q107
            NMY-C      67061Q404
Nuveen Maryland Premium Income Municipal Fund
            NMY-D      67061Q503
NUVEEN MARYLAND PREMIUM INCOME MUNICIPAL FUND
            NMZ          6.71E+08
Nuveen Muni High Inc Opp Fund
            NNA        Y62159101
Navios Maritime Acquisition Corporation
            NNA+       Y62159119
Navios Maritime Acquisition Corporation
            NNA.U      Y62159127
Navios Maritime Acquisition Corp.
            DIV
Nuveen VA NNBMUNI 267071C106
            NNB-C      67071C304
NUVEEN VIRGINIA DIVIDEND ADVANTAGE MUNICIPAL FUND 2
NN Inc      NNBR         6.29E+08
             PREM      MUNI
NUVEEN NCNNC INC 67060P100
            NNC-C      67060P308
NUVEEN NORTH CAROLINA PREMIUM INCOME MUNICIPAL FUND
            NNC-D      67060P407
NUVEEN NORTH CAROLINA PREMIUM INCOME MUNICIPAL FUND
            NNF        67101R107
NUVEEN INS NY PREM INC MUNI
            Class
Nelnet, Inc.NNI A      64031N108
            PREM
NUVEEN NJNNJ INC MUNI  67101N106
            NNN          6.37E+08
National Retail Properties, Inc.
            NNN-C        6.37E+08
NATIONAL RETAIL PROPERTIES
            DIV        67071D104
Nuveen NC NNOADV MUNI FD 2
            NNO-C       Dividend Advantage Municipal Fund 2
Nuveen North Carolina67071D302
NUVEEN NYNNP           PLUS MUNI
             PERFORM 67062R104
            Municipal Value
Nuveen NY NNY          67062M105
            NOA          6.57E+08
North American Energy Partners, Inc.
            NOAH
Noah Holdings Limited 65487X102
            NOBH
Nobility Homes Inc       6.55E+08
            NOC
Northrop Grumman Corp.   6.67E+08
            NOG          6.66E+08
Northern Oil and Gas, Inc. Common Stock
             Inc
MicroneticsNOIZ          5.95E+08
            NOK
Nokia Corporation        6.55E+08
            NOM         MUNI
NUVEEN MO PREM INC67060Q108
           NOM-C         67060Q306
NUVEEN MISSOURI PREMIUM INCOME MUNICIPAL FUND
           NOMO           3.52E+08
QuantShares U.S. Market Neutral Anti-Momentum Fund
           NOOF
New Frontier Media Inc 6.44E+08
           NOR           65542W107
Noranda Aluminum Holdings Corporation
           NORW          37950E747
Global X FTSE Norway 30 ETF
           NOV            6.37E+08
National Oilwell Varco, Inc.
           NOVB
North Valley Bancorp 66304M204
           NP
Neenah Paper, Inc.          6.4E+08
           NPBC           6.37E+08
National Penn Bancshares Inc
           NPBCO         62935R209
National Penn Bancshares, Inc.- Trust II - 7.85% Cumulative Trust Preferred Securities
           NPC           67061X102
NUVEEN INS CA PREM INC MUNI
           NPD           16943C109
China Nepstar Chain Drugstore LTD
           NPF
NUVEEN PREM MUNI INCOME   6.71E+08
           NPG           MUNI
NUVEEN GA PREM INC 67060F102
           NPG-C         67060F300
Nuveen Georgia Premium Income Municipal Fund
           NPI
NUVEEN PREM INCOME MUNI  67062T100
           NPK
National Presto Indust. 6.37E+08
           NPM
NUVEEN PREM INCOME MUNI 267063W102
           NPN           67074K105
NUVEEN PENNSYLVANIA MUNICIPAL VALUE FUND
           NPO
ENPRO INDUSTRIES 29355X107
           NPP
NUVEEN PERFORM PLUS MUNI 67062P108
           NPSP
NPS Pharmaceuticals Inc  62936P103
           NPT
NUVEEN PREM INCOME MUNI 46706K4105
           NPTN
NEOPHOTONICS CORP 64051T100
             PREM        MUNI FD
NUVEEN VANPV INC 67064R102
           NPV-A         67064R508
NUVEEN VIRGINIA PREMIUM INCOME MUNICIPAL FUND
           NPV-C         67064R409
NUVEEN VIRGINIA PREMIUM INCOME MUNICIPAL FUND
           NPX           MUNI 2
NUVEEN INS PREM INC6706D8104
             PREM
NUVEEN PANPY INC MUNI 2  67061F101
           NQ
NETQIN MOBILE INC. 64118U108
             INV
NUVEEN CANQC QUAL MUNI   67062A101
           NQI
NUVEEN INS QUALITY MUNI  67062N103
            INV
NUVEEN NJNQJ QUAL MUNI    6.71E+08
           NQM
NUVEEN INV QUALITY MUNI  6.71E+107
             INV
NUVEEN NYNQN QUAL MUNI   67062X101
             INV
NUVEEN PANQP QUAL MUNI    6.71E+08
           NQS
NUVEEN SELECT QUAL MUNI   6.71E+08
           NQU            MUNI FD
NUVEEN QUAL INCOME 6.71E+08
           NR
Newpark Resources, Inc.6.52E+08
             DIV
NUVEEN NCNRB ADV MUNI FD 67069N106
           NRB-C         Dividend Advantage Municipal Fund
Nuveen North Carolina67069N304
           NRC            6.37E+08
National Rural Utilities Cooperative Finance Corp 6.10% Sub Notes 2/01/2044
           NRCI
National Research Corp 6.37E+08
           NRF           66704R100
NorthStar Realty Finance Corp.
           NRF-A         66704R209
Northstar Realty Finance Corporation
           NRF-B         66704R308
Northstar Realty Finance Corp.
           NRG
NRG Energy, Inc.          6.29E+08
Inergy LP NRGY             4.57E+08
             NRIM
Northrim BanCorp Inc 6.67E+08
             NRK           6.71E+08
Nuveen Insured NY Tax-Free Advantage Municipal Fund
             NRK-C         6.71E+08
NUVEEN INSURED NEW YORK TAX-FREE ADVANTAGE MUNICIPAL FUND
             NRO         64190A103
Neuberger Berman Real Estate Sec. Income Fund Inc.
             NRP         63900P103
Natural Resource Partners L.P.
             NRT
North European Oil Rylty   6.59E+08
             NRU           6.37E+08
National Rural Utilities Coop Fin Corp 5.95% Subordinated Notes 2/15/45
             NS
Nustar Eneergy L.P. 67058H102
             NSC
Norfolk Southern Corp. 6.56E+08
             NSEC          Inc
National Security Group 6.38E+08
             NSFC          6.66E+08
Northern States Financial Corp
             NSH
Nustar GP Holdings, LLC  67059L102
             NSIT
Insight Enterprises Inc 45765U103
             NSL         FD
NUVEEN SENIOR INCM 67067Y104
             NSP
Insperity, Inc           45778Q107
             NSPH
Nanosphere, Inc          63009F105
             NSR
Neustar, Inc. Class A 64126X201
             NSSC            6.3E+08
Napco Security Technologies, Inc
NSTAR        NST         6.70E+111
             NSU
Nevsun Resources Ltd. 64156L101
             NSYS
Nortech Systems Inc        6.57E+08
NetApp, IncNTAP          64110D104
             PREM
NUVEEN CTNTC INC MUNI    67060D107
             NTC-C       67060D305
NUVEEN CONNECTICUT PREMIUM INCOME MUNICIPAL FUND
             NTC-D       67060D404
NUVEEN CONNECTICUT PREMIUM INCOME MUNICIPAL FUND
             NTCT
Netscout Systems Inc 64115T104
             NTE
Nam Tai Electronics, Inc 6.3E+08
Netease.com  NTES        64110W102
             NTG
TORTOISE MLP FUND INC.   89148B101
NETGEAR, Inc.NTGR        64111Q104
             NTIC          6.66E+08
Northern Technologies International Corp.
             NTL
Nortel Inversora S.A. 6.57E+08
             NTLSD        New
NTELOS Holdings Corp. 67020Q305
             NTN
NTN Buzztime, Inc          6.29E+08
             NTRI
NutriSystem, Inc.        67069D108
             NTRS
Northern Trust Corp        6.66E+08
             NTSC
National Technical SYS Inc 6.38E+08
             NTSP        INC.
NETSPEND HOLDINGS, 64118V106
             NTT
Nippon Telegraph & Telep.  6.55E+08
             NTWK
NetSol Technologies, Inc.64115A204
             QUAL
NUVEEN TXNTX INCOME MUNI   6.71E+08
             NTX-C          INCOME
NUVEEN TEXAS QUALITY6.71E+08 MUNICIPAL FUND
             NTZ
Natuzzi, S.p.A           63905A101
             NU
Northeast Utilities        6.64E+08
             NUAN        67020Y100
Nuance Communications, Inc.
              QUAL
NUVEEN CANUC INCOME MUNI   6.71E+08
            Global       4.64E+08
iShares S&PNUCL Nuclear Energy Index Fund
           NUE
Nucor Corporation         6.7E+08
           NUGT        25459W250
Direxion Daily Gold Miners Bull 2X Shares
           NUJ
Nuveen NJ DIV FD II 67071T109
           NUJ-C       67071T307
Nuveen New Jersey Dividend Advantage Municipal Fund 2
            QUAL
NUVEEN MINUM INCOME MUNI 6.71E+08
           NUN           6.71E+08
NUVEEN NY QUAL INCOME MUNI
           NUO           6.71E+08
NUVEEN OH QUAL INCOME MUNI
           NURO
NeuroMetrix, Inc.        6.41E+08
           NUS         67018T105
NuSkin Enterprises, Inc.
           NUTR        67060Y101
Nutraceutical International Co
           NUV
NUVEEN MUNI VALUE FD     6.71E+08
           NUVA
NuVasive, Inc.           6.71E+08
           NUW           Fund 2
Nuveen Municipal Value6.71E+08
Novavax IncNVAX           6.7E+08
NUVEEN CANVC             6.71E+08
            SELECT QUAL MUNI
Nvidia CorpNVDA        67066G104
           Inc
NV Energy, NVE         67073Y106
NVE Corp NVEC            6.29E+08
            DIVD
Nuveen INSNVG FD 67071L106
           NVG-C       67071L502
Nuveen Insured Dividend Advantage Municipal Fund
           N
Novogen Ltd VGN        67010F103
           NVJ
Nuveen OHIO DVD III 67071V104
           NVJ-A       Advantage
Nuveen Ohio Dividend 67071V302Municipal Fund 3
           NVLS
Novellus Systems Inc      6.7E+08
           NVMI        M7516K103
Nova Measuring Instruments Ltd
NUVEEN NYNVN             6.71E+08
            SELECT QUAL MUNI
           NVO
Novo-Nordisk A/S          6.7E+08
NVR, Inc. NVR          62944T105
Novartis AGNVS         66987V109
           NVSL        63906P107
Naugatuck Valley Financial Corporation New
           NVTL
Novatel Wireless Inc 66987M604
           NVX         67069X104
NUVEEN A DIV ADV MUNI FD II
           NVX-A       67069X500
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND 2
           NVX-C       67069X401
Nuveen California Dividend Advantage Municipal Fund 2
           NVY
Nuveen PENN DVD FD 67071W102
           NVY-C       67071W300
Nuveen Pennsylvania Dividend Advantage Municipal Fund 2
           NW-C
NATL WESTMINSTER PREFCADS6.39E+08
           NWBI
Northwest Bancshares, Inc6.67E+08
           NWE
NorthWestern Corporation 6.68E+08
           NWFL
Norwood Financial Corp 6.7E+08
           NWI
NUVEEN MD DIV ADV MUN  67072A109
           NWI-C       67072A307
Nuveen Maryland Dividend Advantage Municipal Fund 3
           NWI-D       67072A406
Nuveen Maryland Dividend Advantage Municipal Fund 3
           NWK           6.41E+08
Network Equipment Technologies, Inc.
           NWL
Newell Rubbermaid Inc. 6.51E+08
           NWLI
National Western Life INS6.39E+08
            NWN
Northwest Natural Gas 6.68E+08
            NWPX
Northwest Pipe Co       6.68E+08
            NWS
News Corporation CL B6.52E+207
            NWSA      6.52E+108
News Corporation - Class A Shares
New York &NWY           6.49E+08
             Company, Inc.
            NX          7.48E+08
Quanex Building Products Corporation
             SEL      67063R103
NUVEEN CANXC TAX-FREE INC
            DIV
NUVEEN AZNXE ADV MUN  6.71E+105
            NXE-C     67072E309
NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNICIPAL FUND 3
            NXI       67070C107
NUVEEN OH DIV ADV MUNI FD
            NXI-C     67070C305
NUVEEN OH DIV ADV MUNI FD MuniFund Term Preferred Shares of Beneficial Interest, $10.00 Liquida
            NXI-D     67070C404
NUVEEN OHIO DIVIDEND ADVANTAGE MUNICIPAL FUND
            DIV       67069Y102
NUVEEN NJNXJ ADV MUNI FD
            NXJ-A     67069Y300
NUVEEN NEW JERSEY DIVIDEND ADVANTAGE MUNICIPAL FUND
            NXK       67070A101
NUVEEN Y DIV ADV MUNI FD II
            NXK-C     67070A309
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND 2
             DIV      6.71E+107
NUVEEN PANXMADV MUNI FD
            NXM-C     6.71E+305
Nuveen Pennsylvania Dividend Advantage Municipal Fund
             SEL      67063V104
NUVEEN NYNXN TAX-FREE INC
            NXP       67062F100
NUVEEN SELECT TAX-FREE INC
            NXPI      N6596X109
NXP Semiconductors N.V.
            NXQ       67063C106
NUVEEN ELECT TAX-FREE INC 2
            NXR       67063X100
NUVEEN ELECT TAX-FREE INC 3
            NXST      65336K103
Nexstar Broadcasting Group, Inc.Class A
            NXTM
NxStage Medical Inc. 67072V103
Nexen, Inc. NXY       65334H102
            7.35%     Notes due 11-01-2043
NEXEN, Inc.NXY-B Sub 65334H508
            NXZ       67070F100
NUVEEN DIV ADV MUNI FD II
            NY          4.64E+08
iShares Trust NYSE 100 Index Fund
            NYB         6.49E+08
New York Community Bancorp, Inc.
            NYB-U     64944P307
New York Community Capital Trust V (BONUSES)
            NYC         4.64E+08
iShares Trust NYSE Comp Index Fund
            NYF         4.64E+08
iShares Trust S&P NY Mun Bd Fd
            NYH         Municipal
Eaton Vance New York27828T109Bond Fund II
            NYMT         6.5E+08
New York Mortgage Trust, Inc.
            NYMX       Corp
Nymox Pharmaceutical67076P102
            NYNY
Empire Resorts Inc      2.92E+08
            NYT
New York Times Co.       6.5E+08
            NYV         6.71E+08
NUVEEN NEW YORK MUNICIPAL VALUE FUND 2
            NYX
NYSE Euronext           6.29E+08
            NZF       67070X101
NUVEEN DIV ADV MUNI FD 3
            NZF-C     67070X507
NUVEEN DIVIDEND ADVANTAGE MUNICIPAL FUND 3
            NZH       67070Y109
NUVEEN DIV ADV MUNI FD 3
            NZH-A     67070Y406
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND 3 MuniFund Term Preferred Shares of Benefi
            NZH-B     67070Y505
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND 3
            NZH-C     67066Y501
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND 3 MuniFund Term Preferred Shares of Benefici
            NZR       67070V105
NUVEEN MD DIV ADV MUNI FD 2
            NZR-C       67070V303
NUVEEN MARYLAND DIVIDEND ADVANTAGE MUNICIPAL FUND 2
            NZT
Telecom Corp. New Zealand8.79E+08
            NZW         67070W103
NUVEEN MICH DIV ADV MUNI FD
            NZW-C       67070W301
Nuveen Michigan Dividend Advantage Municipal Fund
            NZX         67070T100
NUVEEN GA DIV ADV MUNI FD
            NZX-C       67070T308
Nuveen Georgia Dividend Advantage Municipal Fund
            O
Realty Income Corporation7.56E+08
            O-D          7.56E+08
Realty Income Corp 7.375% Mo. Income Cl D Cumul Rdmbl Pfd
            O-E
REALTY INCOME CORP 7.56E+08
            OABC        68216R107
OmniAmerican Bancorp, Inc.
            OAS
OASIS PETROLEUM INC. 6.74E+08
OnebeaconOB             G67742109
            Insurance Group, Ltd. Class A
            OBAF        Inc.
OBA Financial Services,67424G101
            O
Optibase Ltd BAS        M7524R108
            OBCI
Ocean Bio-Chem Inc       6.75E+08
            OBT
Orbital Corporation, Ltd.6.86E+08
            OC
Owens Corning            6.91E+08
            OC+B         6.91E+08
Owens Corning Series B Expiring 10/30/2013
            OCC
Optical Cable Corp.      6.84E+08
            OCFC
OceanFirst Financial Corp6.75E+08
Oclaro Inc. OCLR        67555N206
            OCLS        67575P108
Oculus Innovative Sciences, Inc.
            OCN          6.76E+08
Ocwen Financial Corporation
            OCR
Omnicare Inc.            6.82E+08
            OCR-A       I (PIERS)
Omnicare Capital Trust 68214L201
            OCR-B       B 4.00% Trust
Ominicare Cap Tr II Ser 68214Q200 (PIERS) Pfd.
            OCZ
OCZ TECHNOLOGY GROUP INC6.71E+307
            ODC          6.78E+08
Oil-Dri Corporation of America
            ODFL
Old Dominion Freight Line  6.8E+08
            ODP
Office Depot Inc.        6.76E+08
             100         4.64E+08
iShares S&POEF Index Fund CBOE
            OEH         G67743107
ORIENT-EXPRESS HOTELS LTD. CLASS A COMMON SHARES
            OESX         6.86E+08
Orion Energy Systems, Inc.
            OFC         22002T108
Corporate Office Properties Trust
            OFC-G       22002T504
Corporate Office Properties Trust 8% Ser G Cumul Rdmble Pfd Shs of Ben Int
            OFC-H       22002T603
Corporate Office Properties Trust 7.5% Ser H Cumul Rdmble Pfd
            OFC-J       22002T702
Corporate Office Properties Trust
            OFED         6.76E+08
OCONEE FEDERAL FINANCIAL CORP
            OFG
Oriental Financial Group68618W100
            OFG-A       68618W209
Oriental Financial Group Pfd. Ser. A 7.125%
            OFG-B       68618W308
Oriental Financial Group, Inc.
            OFI
Overhill Farms, Inc.       6.9E+08
            OFIX        N6748L102
Orthofix International NV
            OFLX
Omega Flex, Inc.         6.82E+08
OGE EnergyOGECorp.       6.71E+08
            OGEM
EGShares Energy GEMS ETF 2.68E+08
OncoGenexOGXI           68230A106
             Pharmaceuticals Inc.
             OHI           6.82E+08
Omega Healthcare Investors Inc.
             OI
Owens Illinois Inc.        6.91E+08
             OIA         46132X101
INVESCO MUNICIPAL INCOME OPPORTUNITIES TRUST
             OIB         46133A100
INVESCO MUNICIPAL INCOME OPPORTUNITIES TRUST II
             OIC         46133C106
INVESCO MUNICIPAL INCOME OPPORTUNITIES TRUST III
             OIH
OIL SERVICE HOLDERS TR     6.78E+08
             OII           6.75E+08
Oceaneering International Inc.
             OIIM        67107W100
02Micro International Limited
             OIL         06738C786
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
             OILT          L.P.
OILTANKING PARTNERS, 6.78E+08
             OILZ        90267B815
Oil Futures Contango ETN due June 14, 2041
             OINK
Tianli Agritech, Inc.    G8883T104
             INTERNATIONAL, INC. 4
OIL STATES OIS             6.78E+08
Oneok, Inc.OKE             6.83E+08
             OKS
Oneok Partners, L.P. 68268N103
             OKSB
Southwest Bancorp Inc/OK   8.45E+08
             OKSBP       84480C205
SOUTHWEST BANCORP, INC. SOUTWEST CAPITAL TRUST II
             OLBK
OLD LINE Bancshares, Inc.67984M100
             OLCB
Ohio Legacy Corp           6.77E+08
              Beta        Oil ETN
iPath® PureOLEMCrude06740P221
Olin Corp. OLN             6.81E+08
             OLO          Oil Short Exchange Traded Notes due 6/1/2038
PowerShares DB Crude25154K866
One LibertyOLP             6.82E+08
              Properties, Inc.
             OMAB           Centro Norte S.A.B. de C.V
Grupo Aeroportuario del4.01E+08
             OMC
Omnicom Group Inc. 6.82E+08
             O
Omnicell Inc MCL         68213N109
             OME
Omega Protein Corporation68210P107
             OMER
Omeros Corporation         6.82E+08
             OMEX          6.76E+08
ODYSSEY MARINE EXPLORATION INC
OM Group, OMGInc.          6.71E+08
             OMI
Owens & Minor, Inc.        6.91E+08
             OMN
Omnova Solutions Inc. 6.82E+08
             OMPI        67423R108
Obagi Medical Products, Inc.
             OMX
OfficeMax, Inc.          67622P101
             ONB
OLD NATIONAL BANCORP6.8E+08  4
             ONCY
Oncolytics Biotech Inc 6.82E+08
             ONE
HIGHER ONE HOLDINGS, INC.42983D104
             ONEF           Funds Trust--Russell Equity ETF
Russell Exchange Traded7.82E+08
             ONEQ          3.16E+08
Fidelity NASDAQ Composite Index Fund ETF-Tracking NASDAQ Composite Index
             ONFC
Oneida Financial Corp 6.82E+08
              Beta
iPath® PureONG Energy ETN06740P312
             ONNN
ON Semiconductor Corp 6.82E+08
             ONP
ORIENT PAPER INC. 68619F205
             ONSM
Onstream Media Corporation 6.83E+08
             ONTY
Oncothyreon Inc.           6.82E+08
Onvia, Inc. ONVI         68338T403
             ONXX
Onyx Pharmaceuticals Inc   6.83E+08
            OPEN
OPEN TABLE, INC.        68372A104
            OPHC        68401P205
OptimumBank Holdings, Inc.
            OPK
Opko Health INC.        68375N103
            OPLK        68375Q403
Oplink Communications, Inc.
            OPNT
Opnet Technologies Inc 6.84E+08
            OPOF
Old Point Financial Corp 6.8E+08
            OPTR        68401H104
Optimer Pharmaceuticals, Inc.
            OPTT          6.75E+08
Ocean Power Technologies, Inc.
            OPWV
Openwave Systems Inc. 6.84E+08
            OPXA
Opexa Therapeutics, Inc.68372T103
            OPXAW
Opexa Therapeutics, Inc.68372T111
            O
Opnext, Inc. PXT        68375V105
            OPY
Oppenheimer Holdings, Inc.6.84E+08
            ORA
Ormat Technologies, Inc.  6.87E+08
            ORB           6.86E+08
Orbital Sciences Corporation
            ORBC
ORBCOMM, Inc.           68555P100
Orbotech LtdORBK        M75253100
            ORBT
Orbit International Corp 6.86E+08
            ORCC
Online Resources Corp 68273G101
            ORCH
Orchid Cellmark Inc 68573C107
Oracle CorpORCL         68389X105
            ORCT          Ltd
Orckit CommunicationsM7531S206
            OREX          6.86E+08
Orexigen Therapeutics, Inc.
            ORI             6.8E+08
Old Republic International Corporation
            ORIG
Ocean Rig UDW Inc. Y64354205
            ORIT        68633D103
Oritani Financial Corp. New
            ORLY        67103H107
O'Reilly Automotive, Inc.
            ORN
Orion Marine Group, Inc.68628V308
            ORRF
ORRSTOWN FINL SVCS INC    6.87E+08
            Bancorp Inc 6.8E+08
Old Second OSBC
            Capital
Old Second OSBCP Trust I6.8E+08
            OSG             6.9E+08
Overseas Shipholding Group Inc.
            OSHC
Ocean Shore Holding Co. 67501R103
            OSIR        68827R108
Osiris Therapeutics, Inc.
            OSIS
OSI Systems Inc           6.71E+08
            OSK
Oshkosh Corp.             6.88E+08
            OSM         78442P403
SLM Corporation CPI-Linked Medium Term Notes, Ser A 03/15/17
            OSN
Ossen Innovation Co., Ltd.6.88E+08
            OSTK
Overstock.com Inc           6.9E+08
            OSUR
OraSure Technologies Inc68554V108
            OTEX
Open Text Corp            6.84E+08
            OTIV        M8791A109
OTI On Track Innovations Ltd
            OTP         18383M704
Guggenheim Tomo Patent ETF
            OTR          Growth Index
Claymore/Ocean Tomo18383M779 ETF
Otelco, Inc.OTT           6.89E+08
            OTTR
Otter Tail Corp             6.9E+08
            OUTD            6.9E+08
Outdoor Channel Holdings, Inc.
             Banc
Ohio Valley OVBC Corp 6.78E+08
            OVLY
Oak Valley Bancorp       6.72E+08
            OVRL
Overland Storage Inc       6.9E+08
             Technologies Inc
Omnivision OVTI          6.82E+08
            OWW
Orbitz Worldwide, Inc. 68557K109
            OXBT        69207P209
OXYGEN BIOTHERAPEUTICS, INC.
            OXF          6.92E+08
Oxford Resource Partners, LP
Oxigene IncOXGN          6.92E+08
            OXLC
OXFORD LANE CAPITAL CORP 6.92E+08
            OXM
Oxford Industries, Inc. 6.91E+08
            OXY          6.75E+08
Occidental Petroleum Corporation
            OYOG
OYO Geospace Corp        6.71E+08
            OZM         67551U105
Och-Ziff Capital Managment Group LLC
             Ozarks
Bank of theOZRK Inc 63904106
            P
PANDORA MEDIA, INC. 6.98E+08
            PAA          7.27E+08
Plains All American Pipeline, L.P.
            PAAS
PAN American Silver Corp 6.98E+08
            PAC            Pacifico,
Grupo Aeroportuario del4.01E+08 S.A.B. de C.V. Amer. Dep. Shares (each rep. 10 Ser. B shares)
            PACB        69404D108
Pacific Biosciences of California, Inc.
            PACQ
Prime Acquisition Corp. G72436101
            PACQU
PRIME ACQUISITION CORP  G72436119
            PACQW G72436127
Prime Acquisition Corp.
            PACR
Pacer International Inc 69373H106
            PACW
PacWest Bancorp          6.95E+08
            PAET
PAETEC Holding Corp. 6.95E+08
            PAF          Asia Pacific
Powershares FTSE RAFI73936T854 ex-Japan Portfolio
            PAG         70959W103
Penske Automotive Group, Inc.
            PAGG        73936Q702
PowerShares Global Agriculture Portfolio
            PAI         Fund
Western Asset Income 95766T100
            PAL          6.57E+08
North American Palladium Ltd.
            PALL        26923A106
ETFS Physical Palladium Shares
            PAM
PAMPA ENERGIA S.A. 6.98E+08
            PANL
Universal Display Corp 91347P105
            PAO         73936Q405
RiverFront Tactical Balanced Growth Portfolio
            PAR
PAR Technology Corp. 6.99E+08
            PARD         7.32E+08
Poniard Pharmaceuticals, Inc.
            PARL
Parlux Fragrances Inc 7.02E+08
NuPathe Inc.PATH        67059M100
            PATK
Patrick Industries Inc 7.03E+08
            PATR        70337B102
Patriot Transportation Holding
            PAY
Verifone Systems, Inc. 92342Y109
Paychex IncPAYX          7.04E+08
            PBCT         7.13E+08
People's United Financial,Inc
            PBD         73936T615
PowerShares global Clean Energy Portfolio
            PBE         73935X856
PowerShares Dynamic Biotechnology & Genome Portfolio
            PBH         74112D101
Prestige Brands Holdings, Inc.
            PBHC
Pathfinder Bancorp Inc 70320A103
             PBI
Pitney Bowes Inc.         7.24E+08
             PBI-         7.24E+08
Pitney Bowes Inc. Pfd $2.12
             PBIB
Porter Bancorp, Inc.      7.36E+08
             PBIO        7.41E+113
Pressure BioSciences, Inc.
             PBIP         of Pennsylvania
Prudential Bancorp, Inc. 7.44E+08
             PBJ         73935X849
PowerShares Dynamic Food & Beverage
             PBM         69403R108
Pacific Booker Minerals, Inc.
             PBNY
Provident New York Bancorp7.44E+08
             PBP         73936G308
PowerShares S&P 500 BuyWrite Portfolio
             PBR         S.A.-PETROBRAS ADS (REP 1 COMMON SHARE)
PETROLEO BRASILEIRO 71654V408
             PBR.A
Petroleo Brasileiro S.A. 71654V101
             PBS         73935X823
PowerShares Dynamic Media Portfolio
             PBSK
Poage Bankshares, Inc. 7.3E+08
             PBT          7.14E+08
Permian Basin Royalty Trust
             PBTH
PROLOR BIOTECH INC 74344F106
             PBW         73935X500
PowerShares WilderHill Clean Energy Portfolio
             PBY
Pep Boys (The)            7.13E+08
PANASONICPC   CORP       69832A205
             PCA         73936Q504
RiverFront Tactical Growth & Income Portfolio
Paccar Inc PCAR           6.94E+08
             PCBC
Pacific Capital Bancorp 69404P200
             PCBK
Pacific Continental Corp 69412V108
             PCC
PMC Commercial Trust 6.93E+08
             PCCC
PC Connection Inc        69318J100
             PCE          Trust, Inc
Pacific Office Properties 6.95E+08
             PCEF        73936Q843
PowerShares CEF Income Composite Portfolio
             PCF          7.47E+08
Putnam High Income Securities Fund
PG&E Corp PCG            69331C108
             PCG-A        6.94E+08
Pacific Gas and Electric Company 6% 1st Pfd.
             PCG-B        6.94E+08
Pacific Gas and Electric Company 5 1/2% 1st Pfd.
             PCG-C        6.94E+08
Pacific Gas and Electric Company 5% 1st Pfd.
             PCG-D        6.94E+08
Pacific Gas and Electric Company 5% Red. 1st Pfd.
             PCG-E        6.94E+08
Pacific Gas and Electric Company 5% Red. 1st Pfd.A
             PCG-G        6.94E+08
Pacific Gas and Electric Company 4.80% Red. 1st Pfd.
             PCG-H        6.94E+08
Pacific Gas and Electric Company 4.50% Red. 1st Pfd.
             PCG-I        6.94E+08
Pacific Gas & Electric Company 4.36% Red 1st Pfd
             PCH
Potlatch Corporation 7.38E+08
             PCK         72200M108
PIMCO CALIFORNIA MUNICIPAL INCOME FUND II COMMON SHARES OF BENEFICIAL INT.
             Timber Company, Inc.
Plum Creek PCL            7.29E+08
             PCLN
Priceline.com Inc.        7.42E+08
             PCM
PCM Fund, Inc.           69323T101
             PCN         72200U100
Pimco Corporate Income Fund
PENDRELL CORPPCO         70686R104
             PCOM          (Canada)
Points International Ltd. 7.31E+08
             PCP
Precision Castparts Corp. 7.4E+08
             PCQ         72200N106
Pimco California Municipal Income Fund
             PCRX         6.95E+08
PACIRA PHARMACEUTICALS, INC.
METROPCS PCS               5.92E+08
              Communications, Inc.
PC-Tel Inc PCTI          69325Q105
              Corporation
Patriot CoalPCX          70336T104
             PCY          Markets Sovereign Debt Portfolio
PowerShares Emerging73936T573
             PCYC
Pharmacyclics Inc          7.17E+08
             PCYG
Park City Group, Inc. new 7E+08
             PCYO
Pure Cycle Corporation 7.46E+08
             PDC
Pioneer Drilling Company   7.24E+08
             PDCO
Patterson Companies, Inc.  7.03E+08
              New
Pro-Dex IncPDEX          74265M205
             PDFS
PDF Solutions Inc          6.93E+08
PDI Inc      PDII        69329V100
             PDJ         61746S703
Morgan Stanley PROPELS 0.4% Dow Jones Industrial Average due 12/30/2011
             PDLI
PDL BioPharma, Inc. 69329Y104
             PDM             7.2E+08
Piedmont Office Realty Trust, Inc.
             PDN          Developed
PowerShares FTSE RAFI73936T771 Markets ex-US Small-Mid Portfolio
             PDO
PYRAMID OIL CO             7.47E+08
             PDP         73935X153
Powershares DWA Technical Leaders Portfolio
             PDS         74022D308
Precision Drilling Corporation
             PDT          Dividend Fund
John Hancock Premium41013T105
             PE-A
Peco Energy Co. Pfd. $3.80 6.93E+08
             PE-B
Peco Energy Co. Pfd. $4.30 6.93E+08
             PE-C
Peco Energy Co. Pfd. $4.40 6.93E+08
             PE-D
Peco Enercy Co. Pfd. $4.68 6.93E+08
             PEB
Pebblebrook Hotel Trust  70509V100
             PEB-A
Pebblebrook Hotel Trust  70509V209
             PEB-B       70509V308
PEBBLEBROOK HOTEL TRUST 8.00% SER B CUMULATIVE REDEEMABLE PFD SHRS OF BEN INT
             PEBK          7.11E+08
Peoples Bancorp of North Carol
             PEBO
Peoples Bancorp Inc/OH 7.1E+08
             PEDH          7.11E+08
Peoples Educational Holdings, Inc.
             PEET
Peet's Coffee & Tea Inc 7.06E+08
             PEG            Group Incorporated
Public Service Enterprise7.45E+08
             PEGA
Pegasystems Inc            7.06E+08
             PEI            Investment
Pennsylvania Real Estate7.09E+08 Trust
             PEIX
Pacific Ethanol, Inc. New69423U206
             PEJ         73935X757
PowerShares Dynamic Leisure & Entertainment Portfolio
             PEK         57060U597
Market Vectors China A-Shares ETF
             PEL         61746S877
Morgan Stanley PROPELS 0.50% S&P 500 Index
             PENN
Penn National Gaming Inc   7.08E+08
Penford Corp PENX          7.07E+08
             PEO           7.17E+08
Petroleum & Resources Corporation
             PEOP          7.11E+08
PEOPLES FEDERAL BANCSHARES, INC.
PepsiCo, Inc.PEP           7.13E+08
SANDRIDGEPER             80007A102
               PERMIAN TRUST
PerfumaniaPERF           71376C100
              Holdings, Inc.
             PERY          2.89E+08
Perry Ellis International Inc
             PESI          7.14E+08
Perma-Fix Environmental Servic
             PETD          Corporation
Petroleum Development7.17E+08
             P
Petsmart Inc ETM          7.17E+08
             PETS
PetMed Express, Inc. 7.16E+08
             PEY        73935X302
PowerShares High Yield Equity Dividend Achievers Portfolio
             PEZ        73935X419
PowerShares Dynamic Consumer Discetionary Sector Portfolio
             PFA        73936T805
PowerShares Dynamic Developed International Opportunities Portfolio
             PFBC
Preferred Bank             7.4E+08
             PFBI       74050M105
Premier Financial Bancorp
             PFBX       71103B102
Peoples Financial Corp/MS
             PFCB        Inc
PF Chang's China Bistro69333Y108
             PFD          3.38E+08
Flaherty & Crumrine Preferred Income Fund Incorporated
Pfizer Inc. PFE           7.17E+08
             PFED
Park Bancorp Inc             7E+08
              U.S.        4.64E+08
iShares S&PPFF Preferred Stock Index Fund
             PFG        74251V102
Principal Financial Group, Inc.
             PFG-B      74251V300
Pricipal Financial Group, Inc. 6.518% Ser.B Non-Cum. Prptl. Prfrd. Stock
             PFH
CabCo Trust for JC Penny  1.27E+08
             PFI        73935X377
PowerShares Dynamic Financial Sector Portfolio
             PFIG       73937B761
PowerShares Fundamental Investment Grade Corporate Bond Portfolio
             PFIN
P&F Industries            6.93E+08
             PFK
Prudential Financial Inc 7.44E+08
             PFL        72201H108
PIMCO Income Strategy Fund
             PFLT       70806A106
PENNANTPARK FLOATING RATE CAPITAL LTD
             PFM        Achievers Portfolio
PowerShares Dividend 73935X732
             PFN        72201J104
PIMCO Income Strategy Fund II
             PFO        3.38E+110
Flaherty & Crumrine Preferred Income Opportunity Fund Incorporated
             PFS        74386T105
Provident Financial Services, Inc.
PFSweb, Inc. PFSW         7.17E+08
             PFX        7.19E+212
The Phoenix Companies Inc.
             PG
Procter & Gamble Company  7.43E+08
             PGC          7.05E+08
Peapack-Gladstone Financial Corp
             PGD         Currency Revaluation ETN
Barclays Asian and Gulf06739H420
             PGEB       59021W464
Merrill Lynch/97% Protec. Notes Linked to Global Equity
             PGF        73935X229
PowerShares Financial Preferred Portfolio
Pengrowth PGH           70706P104
             EnergyCorp. New
             PGI          7.41E+08
Premiere Global Services, Inc.
             PGJ        73935X401
PowerShares Golden Dragon Halter USX China Portfolio
             PGM        06739H255
iPath Dow Jones-UBS Platinum Subindex Total Return ETN due June 24, 2038
             PGN
Progress Energy, Inc. 7.43E+08
             PGNX         7.43E+08
Progenics Pharmaceuticals Inc
             PGP          7.22E+08
PIMCO Global StockPLUS & Income Fund
             Corporation 7.43E+08
ProgressivePGR
PGT, Inc. PGTI          69336V101
             PGX         Portfolio
PowerShares Preferred73936T565
             PH
Parker Hannifin Corp 7.01E+08
              Inc.        Senior Notes due June 1, 2046
Pultegroup,PHA 7.375% 7.46E+08
             PHB        73936T557
PowerShares Fundamental High Yield Corporate Bond Portfolio (based on the RAFI High Yield Bond
             PHD        72369J102
Pioneer Floating Rate Trust
             PHF         6.94E+08
Pacholder High Yield Fund Inc.
              E NY
Koninkl PhilPHG SH           5E+08
             PHH
PHH Corporation          6.93E+08
             PHI          Telephone
Philippine Long Distance7.18E+08 Company
PHI, Inc. PHII          69336T106
             PHIIK      69336T205
PHI, Inc. Non-Voting Common Stock
             PHK
PIMCO High Income Fund   7.22E+08
Pultegroup,PHMInc.       7.46E+08
             PHMD
PhotoMedex, Inc.         7.19E+08
             PHO        73935X575
PowerShares Water Resource Portfolio
             PHR          INC.
PRUDENTIAL FINANCIAL,7.44E+08
             PHT        72369H106
PIONEER HIGH INCOME TRUST COMMON SHARES OF BENFICIAL INTEREST
             PHX         6.98E+08
Panhandle Oil and Gas Inc.
             PHYS       85207H104
Sprott Physical Gold Trust
             PIA        4.61E+106
INVESCO MUNICIPAL PREMIUM INCOME TRUST
             PIC        73935X641
PowerShares Dynamic Insurance Portfolio
             PICB       73936Q835
PowerShares International Corporate Bond Portfolio
             PICO
Pico Holdings Inc        6.93E+08
             PID        73935X716
PowerShares International Dividend Achievers Portfolio
             PIE        73936Q207
PowerShares DWA Emerging Markets Technical Leaders Portfolio
             PII
Polaris Industries Inc. 7.31E+08
             PIJ           7.4E+08
ML Depositor PreferredPlus 7.40% Ford Motor Co. Cert. FRD-1
             PIKE
Pike Electric Corporation7.21E+08
             PIM         7.47E+08
Putnam Master Intermediate Income Trust
             PIN        73935L100
PowerShares India Portfolio
             PIO        73936T623
PowerShares Global Water Portfolio
             PIP
PharmAthene,Inc         71714G102
             PIQ        73935X468
PowerShares Dynamic MagniQuant Portfolio
             PIR
Pier 1 Imports, Inc.       7.2E+08
             PIS           7.4E+08
ML Depositor PreferredPlus 8.75% Liberty Media Cert. LMG-1
             PIV        73935X682
S&P 500 High Quality Portfolio
             PIY           7.4E+08
ML Depositor PreferredPlus 8.375% Citizens Commun Cert. CZN-1
             PIZ        73936Q108
PowerShares DWA Developed Markets Technical Leaders Portfolio
             PJA           7.4E+08
ML Depositor PreferredPlus 8.00% Qwest Capital Cert. QWS-2
             PJB        73935X336
PowerShares Dynamic Banking Sector Portfolio
             PJC
Piper Jaffray Companies 7.24E+08
             PJI        73941X601
Merrill Lynch Depositor, Inc. PPLUS Cl A 6.00% Trust Certificates Series GSG-1
             PJL           7.4E+08
ML Depositor PreferredPlus 7.625% Verizon Global Cert. VER-1
             PJP        73935X799
PowerShares Dynamic Pharmaceuticals Portfolio
             PJR           7.4E+08
Merrill Lynch Depositor, Inc.
             PJS           7.4E+08
Merrill Lynch Depositor, Inc. 7.55% /Trust Certificate
             PKB        73935X666
PowerShares Dynamic Building & Construction Portfolio
             PKBK
Parke Bancorp Inc.       7.01E+08
             PKD
Parker Drilling Company 7.01E+08
             PKE
Park Electrochemical Corp. 7E+08
             PKG
Packaging Corp of America6.95E+08
             PKH             7.4E+08
ML Depositor PreferredPlus 7.75% Qwest Commun Cert. QWS-1
             PKI
PerkinElmer, Inc.           7.14E+08
             PKJ             7.4E+08
ML Depositor PreferredPlus 8.00% Cooper Tire Cert. CTR-1
             PKK             7.4E+08
ML Depositor PreferredPlus 8.50% Liberty Media Cert. LMG-2
             PKN          73937B100
PowerShares Global Nuclear Energy Portfolio
             PKO          72202B100
Pimco Income Opportunity Fund
             PKOH
Park-Ohio Holdings Corp7.01E+08
             PKOL         73936Q884
PowerShares Global Coal Portfolio
             PKT
Procera Networks, Inc. 74269U203
             PKW          73935X286
PowerShares Buyback Achievers Portfoilio
POSCO        PKX            6.93E+08
             PKY
Parkway Properties, Inc.  70159Q104
             PKY-D        70159Q401
Parkway Properties, Inc. 8.00% Ser D Cuml Rdmble Pfd
             PL
Protective Life Corporation 7.44E+08
             Trust        69340N202
PLC Capital PL-A IV 7.25% Trust Originated Preferred Securities (TOPrS)
             Trust        69340Y208
PLC Capital PL-B V 6.125% TOPrs
             PL-D
Protective Life Corporation 7.44E+08
             PL-S         69340M204
Plc Capital Trust III 7 1/2% TRUST ORIG. PFD SECS.(TOPRS)
             PLAB
Photronics Inc              7.19E+08
             PLBC
PLUMAS BANCORP (Quincy,CA)  7.29E+08
             PLCC
Paulson Capital Corp 7.04E+08
             PLCE
Childrens Place             1.69E+08
Polycom Inc  PLCM         73172K104
             PLD
PROLOGIS, INC.            74340W103
             PLD-M        74340W608
PROLOGIS, INC.6.75% SERIES M
             PLD-O        74340W707
PROLOGIS, INC. 7.0% SERIES O
             PLD-P        SERIES P
PROLOGIS, INC. 6.85% 74340W806
             PLD-R        R
PROLOGIS, INC. SERIES 74340W301
             PLD-S        S
PROLOGIS, INC. SERIES 74340W400
               Life
PresidentialPLFE Corp 7.41E+08
             PLG           LTD.
Platinum Group Metals72765Q205
             PLK          73935B409
PowerShares Active Low Duration Portfolio
             PLL
Pall Corporation            6.96E+08
             PLM
PolyMet Mining Corp. 7.32E+08
             PLMT
Palmetto Bancshares, Inc.   6.97E+08
             PLND         ETF
Market Vectors Poland57060U571
             PLNR
Planar Systems Inc          7.27E+08
             PLOW
DOUGLAS DYNAMICS, INC.    25960R105
             PLP
PROTECTIVE LIFE CORPORATION 7.44E+08
             PLPC
Preformed Line Products Co   7.4E+08
Plantronics,PLTInc.         7.27E+08
             PLTM         33737C104
First Trust ISE Global Platinum Index Fund
              Inc.
Plug Power PLUG           72919P202
ePlus Inc PLUS              2.94E+08
             Funding, Inc.
PPL Capital PLV           69352P889
             PLW          73936T524
PowerShares 1-30 Laddered Treasury Portfolio
             PLX          74365A101
Protalix BioTherapeutics, Inc. Common Stock
Plexus CorpPLXS          7.29E+08
            PLXT
PLX Technology Inc       6.93E+08
            PM           7.18E+08
Philip Morris International Inc.
            PMA         73935B300
PowerShares Active Mega-Cap Portfolio
            PMB-            9.0% Series due 12/31/27
Premier Cap Tr I Pfc. CUM7.4E+08
            PMBC         6.95E+08
Pacific Mercantile Bancorp
            PMC
PHARMERICA CORP. 71714F104
            PMCS
PMC - Sierra Inc        69344F106
            PMD
Psychemedics Corporation 7.44E+08
            PMF         72200R107
PIMCO MUNICIPAL INCOME FUND COMMON SHARES OF BENEFICIAL INTERST
PMFG, Inc. PMFG         69345P103
            Inc.
PMI Group,PMI (The) 69344M101
            PMIC         7.08E+08
Penn Millers Holding Corp.
            PML         72200W106
PIMCO MUNICIPAL INCOME FUND II COMMON SHARES OF BENEFICIAL INT.
            PMM          7.47E+08
Putnam Managed Municipal Income
            PMNA        73936Q603
Powershares MENA Frontier Countries Portfolio
            PMO          7.47E+08
Putnam Municipal Opportunities Trust
            PMR         73935X617
PowerShares Dynamic Retail Portfolio
PENNYMACPMT             70931T103
             MORTGAGE TRUST
            Technology Corporation
Parametric PMTC          6.99E+08
            PMTI         6.98E+08
Palomar Medical Technologies I
            PMX         72201A103
PIMCo Municipal Income Fund III
            PNBC         7.42E+08
Princeton National Bancorp Inc
            PNBK        70336F104
Patriot National Bancorp Inc
            PNC          6.93E+08
PNC Financial Services Group
            PNC+         6.93E+08
PNC Financial Services Group
            PNCL
Pinnacle Airlines Corp. 7.23E+08
            PNF         72200T103
PIMCO NEW YORK MUNICIPAL INCOME FUND COMMON SHARES OF BENIFICIAL INTERST
            PNFP        72346Q104
Pinnacle Financial Partners In
            PNG          6.93E+08
PAA Natural Gas Storage, L.P.
             Trust      69350S208
PNC CapitalPNH E 7 3/4% Trust Preferred Securities
            PNI         72200Y102
PIMCO NEW YORK MUNICIPAL INCOME FUND II COMMON SHARES OF BENEFICIAL INT.
            PNK          7.23E+08
Pinnacle Entertainment Inc.
            PNM
PNM Resources, Inc. 69349H107
            PNNT
Pennant Investment Corp  7.08E+08
            Corp
Pennichuck PNNW          7.08E+08
            PNQI        73935X146
PowerShares Nasdaq Internat Portfoilio
Pentair Inc.PNR            7.1E+08
            PNRA
Panera Bread Co         69840W108
            PNRG
PrimeEnergy Corp        7.42E+108
            PNS          7.23E+08
Pinnacle Data Systems, Inc
            PNSN
Penson Worldwide, Inc. 7.1E+08
            PNTR
Pointer Telocation Ltd. M7946T104
             Trust      69350H202
PNC CapitalPNU D 6.125% Capital Securities
            PNW          7.23E+08
Pinnacle West Capital Corporation
            PNX         7.19E+113
Phoenix Companies Inc. (The)
            PNY            7.2E+08
Piedmont Natural Gas Company, Inc.
             PODD
Insulet Corporation 45784P101
             POL        73179P106
POLYONE CORPORATION COMMON SHARES
             POM
PEPCO Holdings, Inc. 7.13E+08
             POOL
Pool Corporation        73278L105
             POPE         7.33E+08
Pope Resources Depositary Receipts of Limited Partnership Units
             POR          7.37E+08
Portland General Electric Company
             POT        73755L107
Potash Corporation of Saskatchewan Inc.
             POWI
Power Integrations Inc 7.39E+08
             POWL
Powell Industries Inc 7.39E+08
             POWR       73936N105
PowerSecure International, Inc.
Pozen Inc POZN          73941U102
             PPA        73935X690
PowerShares Aerospace & Defense Portfolio
             PPBI       69478X105
Pacific Premier Bancorp Inc
             PPC        72147K108
Pilgrims Pride Corporation
             PPDI         Develop
Pharmaceutical Product 7.17E+08
             PPG
PPG Industries, Inc.      6.94E+08
             PPH
PHARM HOLDRS TR DEP REC 71712A206
             PPHM         7.14E+08
Peregrine Pharmaceuticals Inc
             PPL
PPL Corporation         69351T106
             PPL-U
PPL Corporation         69351T601
             PPL-W
PPL CORPORATION         69351T114
             PPLT       Shares
ETFS Physical Platinum 26922V101
             PPO         Inc.
Polypore International,73179V103
             PPP
PRIMERO MINING CORP     74164W106
             PPR
ING Prime Rate Trust 44977W106
             PPS
Post Properties, Inc.     7.37E+08
             PPS-A        7.37E+08
Post Properties, Inc. Preferred 8.50%
             PPT           Trust
Putnam Premier Income7.47E+08
             PPW-
Pacificorp Preferred 5.00%6.95E+08
             PPY        61748A742
Mrgn Stnly *% Mkt Prtcptn Sec Linked to DJ High Yld Slct 10 Indx - Exp3/30/2012
Petroquest PQEnergy Inc 7.17E+08
             PRA        74267C106
PROASSURANCE CORPORATION (HOLDING COMPANY) 4
             PRAA       73640Q105
Portfolio Recovery Associates
             PRAN
Prana Biotechnology Ltd 7.4E+08
             PRB        57060U738
Market Vectors Pre-Refunded Muni Idx ETF
             Inc
Perceptron PRCP         71361F100
             PRD
Primus Guaranty, Ltd. G72457115
             PRE
PartnerRe Ltd.          G6852T105
              LTD.      G6852T204
PARTNERREPRE-C 6.75% Ser C Cumulative Rdmbl Pfd Shares
             PRE-D      G68603409
PartnerRe Ltd. 6.5% Ser D Cumul Rdmble
PARTNERREPRE-ELTD.      G68603508
             PRF         US 1000 Portfolio
PowerShares FTSE RAFI73935X583
             PRFT
Perficient Inc          71375U101
             PRFZ        US 1500 Small-Mid Portfolio
PowerShares FTSE RAFI73935X567
             PRGN       69913R309
Paragon Shipping Inc. Class A
Perrigo Co PRGO           7.14E+08
             PRGS
Progress Software Corp 7.43E+08
            PRGX
PRGX Global, Inc.       69357C503
PRIMERICA,PRIINC.       74164M108
            PRIM        74164F103
Primoris Services Corporation
            PRIS        74343G204
Promotora de Informaciones, S.A. (New)
            PRIS.B      74343G303
Promotora de Informaciones, S.A. (New) each representing (4) Class B covertible non-voting shar
            PRK
Park National Corporation 7.01E+08
            PRKR
Parkervision Inc          7.01E+08
            PRLS
Peerless Systems Corp 7.06E+08
            PRMW
Primo Water Corporation 74165N105
            PRN         73935X369
PowerShares Dynamic Industrials Sector Portfolio
            PRO
Pros Holdings, Inc.     74346Y103
Deltek, Inc PROJ        24784L105
            PROV
Provident Financial Hldgs 7.44E+08
            PRPH
PROPHASE LABS, INC. 74345W108
            PRS
Primus Guaranty, Ltd. G72457107
            PRSC          7.44E+08
The Providence Service Corporation
            PRSP
Prosperity Bancshares Inc 7.44E+08
Presstek IncPRST          7.41E+08
            PRTS        90343C100
U.S. Auto Parts Network, Inc.
            PRU
Prudential Financial, Inc.7.44E+08
            PRVT        74266R302
Private Media Group, Inc.
            PRWT
PremierWest Bancorp 7.41E+08
            PRX         69888P106
Par Pharmaceutical Companies, Inc.
            PRXI        7.41E+106
Premier Exhibitions, Inc.
            PRXL
Parexel International Corp6.99E+08
            PSA         74460D109
Public Storage(MARYLAND), Inc.
            PSA-A       74460D497
Public Storage, Inc.(Maryland) 6.125%Pfd Cum Series A
            PSA-C       74460D448
Public Storage, Inc. 6.60% Ser C (Maryland)
            PSA-D       74460D430
Public Storage, Inc. Depository Shs each rep 1/1000 of a sh of 6.18% Cum Pfd Ser D (Maryland)
            PSA-E       74460D398
Public Storage, Inc. Dep Shs (each rep 1/1000 of a shr of 6.75% Cum Pfd E)
            PSA-F       74460D380
Public Storage(MARYLAND), Inc. Dpstry. Shrs.(1/1,000 Shr. of 6.45% Cum. Prfrd. Stck., Ser. F)
            PSA-M       74460D232
Public Storage(MARYLAND), Inc. Pfd.
            PSA-N
Public Storage          74460D190
            PSA-O
Public Storage          74460D182
            PSA-P
Public Storage          74460D158
            PSA-Q
PUBLIC STORAGE          74460D141
            PSA-R        Representing
Depositary Shares Each74460D125 1/1,000 of a 6.35% Cumulative Preferred Share of Beneficial
            PSA-W       74460D570
Public Storage(MARYLAND), Inc. Dep Shrs.
            PSA-X       74460D554
Public Storage(MARYLAND), Inc.
            PSA-Z       74460D521
Public Storage(MARYLAND), Inc. 6.25% Series Z Cumul Pfd Stock
            PSAU        73936Q876
PowerShares Global Gold & Prcious metals Portfolio
            Parks,
PS BusinessPSB Inc. 69360J107
            parks,      69360J875
PS BusinessPSB-H Inc. 7.0% Ser H
            Parks,      69360J867
PS BusinessPSB-I Inc. 6.875% Pfd. Series I.
            Parks,      69360J784
PS BusinessPSB-M Inc. Dep. Shrs. Rprsntng 1/1,000th Shr. of 7.2% Cum. Prfrd. Stock
            Parks,      69360J750
PS BusinessPSB-O Inc. (Depositary Shares each representing 1/1000 of a share of 7.375% Cumula
            Parks,      69360J743
PS BusinessPSB-P Inc. Representing 1/1,000 of a Share of 6.70%
            PSB-R        69360J883
PS BUSINESS PARKS, INC. 6.875% CUMULATIVE SER R
            PSBH
PSB Holdings, Inc.       69360W108
            PSCC         73937B605
PowerShares S&P SmallCap Consumer Staples Portfolio
            PSCD         73937B506
PowerShares S&P SmallCap Consumer Discretionary Portfolio
            PSCE         73937B704
PowerShares S&P SmallCap Energy Portfolio
            PSCF         73937B803
PowerShares S&P SmallCap Financials Portfolio
            PSCH         73937B886
PowerShares S&P SmallCap Health Care Portfolio
            PSCI         73937B878
PowerShares S&P SmallCap Industrials Portfolio
            PSCM         73937B852
PowerShares S&P SmallCap Materials Portfolio
            PSCT         73937B860
PowerShares S&P SmallCap Information Technology Portfolio
            PSCU         73937B837
PowerShares S&P SmallCap Utilities Portfolio
            PSDV
pSivida Corp.            74440J101
            PSE          72388B106
Pioneer Southwest Energy Partners L.P.
            PSEC         74348T102
Prospect Capital Corporation
            PSEM          Corp
Pericom Semiconductor 7.14E+08
            PSF          19248Y107
COHEN & STEERS SELECT PREFERRED AND INCOME FUND
            PSI          73935X781
PowerShares Dynamic Semiconductors Portfolio
            PSJ          73935X773
PowerShares Dynamic Software Portfolio
            Fargo        78464A292
SPDR Wells PSK Preferred Stock ETF
            PSL          73935X393
PowerShares Dynamic Consumer Staples Sector Portfolio
            PSLV         85207K107
Sprott Physical Silver Trust
            PSMT
Pricesmart Inc            7.42E+08
Pearson plcPSO            7.05E+08
            PSOF
Pansoft Company Limited  G6891W101
            PSP          73935X195
PowerShares Global Listed Private Equity Portfolio
            PSQ
ProShares Short QQQ 74347R602
            PSR          73935B508
PowerShares Active U.S. Real Estate Fund
COLLECTIVEPSSBRANDS, INC.19421W100
            PSSI
PSS World Medical Inc 69366A100
            PST          74347R313
ProShares Trust UltraShort Lehman 7-10 Year Treasury
            PSTB
Park Sterling Corp.      70086Y105
PLURISTEMPSTI            72940R102
             THERAPEUTICS INC
            PSTL         73936Q868
PowerShares Global Steel Portfolio
            PSTR          7.38E+08
POSIROCK ENERGY CORPORATION
            PSUN          6.95E+08
Pacific Sunwear Of California
            PSW          09255J101
Blackrock Credit Allocation Income Trust I, Inc.
            PSY          09255H105
Blackrock Credit Allocation Income Trust II, Inc.
            PT
Portugal Telecom SGPS S.A.7.37E+08
             Short        9.03E+08
E-Tracs UBSPTD Platinum ETN
            PTEK
PokerTek, Inc.            7.31E+08
            PTEN
Patterson-UTI Energy Inc  7.03E+08
            PTF          73935X344
PowerShares Dynamic Technology Sector Portfolio
            PTGI          7.42E+08
PRIMUS TELECOMMUNICATIONS GROUP, INCORPORATED
            PTH          73935X351
PowerShares Dynamic Healthcare Sector Portfolio
            PTI            Limited (Each representing two Equity Shares)
Patni Computer Systems7.03E+08
            PTIE
Pain Therapeutics Inc 69562K100
            PTIX         71376K102
Performance Technologies Inc
             PTM         9.03E+08
E-TRACS UBS Long Platinum ETN
             PTN         6.96E+08
Palatin Technologies, Inc.
             PTNR
Partner Communications  70211M109
             PTO        73936Q306
Ibbotson Alternative Completion Portfolio
             PTP        Holdings, Ltd.
Platinum Underwriters G7127P100
             PTR        7.16E+104
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
             PTRY
Pantry Inc/The           6.99E+08
             PTSI        6.93E+08
PAM Transportation Services
Point.360 PTSX           7.31E+08
             PTX        71426V108
Pernix Therapeutics Holdings, Inc.
             PTY        72201B101
Pimco Corporate Opportunity Fund
             PUI        73935X591
PowerShares Dynamic Utilities Porfolio
             PUK        74435K204
PRUDENTIAL PLC ADS (REP 2 ORD SHARES)
             PUK-       G7293H114
Prudential Public Ltd Co. 6.75% Perp Sub Capital Sec.
             PUK-A      G7293H189
Prudential Public Limited Co. 6.50% Perp Sub Capital Sec.
             PULB
Pulaski Financial Corp 7.46E+08
             PULS       74586W106
PULSE ELECTRONICS CORPORATION
             PURE
PURE Bioscience, Inc. 74621T100
             PUW        73935X161
PowerShares WilderHill Progressive Energy Portifolio
             PVA
Penn Virginia Corp.      7.08E+08
             PVD        00709P108
Administradora de Fondos de Pensiones Providia S.A.
             Corp
PVF Capital PVFC         6.94E+08
PVH Corp. PVH            6.94E+08
             PVI        73936T433
PowerShares VRDO Tax Free Weekly Portfolio
             PVR         7.08E+08
PENN VIRGINIA RESOURCE PARTNERS, L.P. COMMON UNITS REP. LTD. PART. INTER.
             PVSA
Parkvale Financial Corp 7.01E+08
             PVSW
Pervasive Software Inc 7.16E+08
             PVTB
PrivateBancorp Inc       7.43E+08
             PVTBP      74272L208
PrivateBancorp, Inc. Capital Trust IV Trust Preferred
             PVX        (New)
Provident Energy Trust 74386V100
             West        7.25E+08
Pittsburg & PW Virginia Railroad
PowerwavePWAVD           7.39E+08
              Technologies Inc
             PWB        73935X609
PowerShares Dynamic Large Cap Growth Portfolio
             PWC        73935X104
PowerShares Dynamic Market Portfolio
             PWE         7.08E+08
Penn West Petroleum Ltd. (New)
             Inc New 73930R102
Power-One PWER
             PWND       73937B308
PowerShares Global Wind Energy Portfolio
             PWO        73935X203
PowerShares Dynamic OTC Portfolio
             PWOD
Penns Woods Bancorp Inc  7.08E+08
             PWR
Quanta Services, Inc. 7.48E+106
             PWRD
Perfect World Co.,Ltd. 71372U104
             PWV        73935X708
PowerShares Dynamic Large Cap Value Portfolio
             & Worcester7.44E+08 Company
Providence PWX            Railroad
             PWZ        73936T441
PowerShares Insured California Municipal Bond Portfolio
Praxair Inc. PX         74005P104
             PXD         7.24E+08
Pioneer Natural Resource Co.
             PXE        73935X658
PowerShares Dynamic Energy Exploration & Production Portfolio
             PXF          Developed
PowerShares FTSE RAFI73936T789 Markets Ex-U.S.Portfolio
             PXH          Emerging
PowerShares FTSE RAFI73936T763Markets Portfolio
             PXI         73935X385
PowerShares Dynamic Energy Sector Portfolio
             PXJ         73935X625
PowerShares Dynamic Oil Svcs Portfolio
             PXLC        73935X450
PowerShares Fundamental Pure Large Core Portfolio
             PXLG         7.39E+08
PowerShares Fundamental Pure Large Growth Portfolio
             PXLV         7.39E+08
PowerShares Fundamental Pure Large Value Portfolio
             PXLW
Pixelworks Inc           72581M305
             PXMC        73935X443
PowerShares Fundamental Pure Mid Core Portfolio
             PXMG        73935X807
PowerShares Fundamental Pure Mid Growth Portfolio
             PXMV        73935X880
PowerShares Fundamental Pure Mid Value Portfolio
             PXN         73935X633
PowerShares Lux Nanotech Portfolio
             PXP          7.27E+08
Plains Exploration & Production Company
             PXQ         73935X815
PowerShares Dynamic Netwoking Portfolio
             PXR         Infrastructure
PowerShares Emerging73937B209 Portfolio
             PXSC        73935X435
PowerShares Fundamental Pure Small Core Portfolio
             PXSG        73935X872
PowerShares Fundamental Pure Small Growth Portfolio
             PXSV        73935X864
PowerShares Fundamental Pure Small Value Portfolio
             PYA         Class A 7%
Mrrll Lnch Dpstr PPLUS73941X668 Trst Certs, Ser.LMG-3 (Liberty Media Group)
             PYB         73941X874
Merrill Lynch Depositor, Inc PPLUS CL A 5.75% Trust Certs Series GSG-2
             PYC         73941X643
Mrrll Lnch Dpstr, Inc. PPLUS Class A 6% Trst Certs, Series GSC-3
             PYG          Inc. PPLUS
Merrill Lynch Depositor73941X817 7.00% Trust Certs, Sprint Capital Corp.
             PYH         73935X179
Morningstar StockInvestor Core Portfolio
             PYJ         73941X775
Merrill Lynch Depositor/PPLUS Cl A 6.25% Tr Cert.
             PYK         73941X759
Merrill Lymch Depositor PPLUS Cl A 6.25% Tr Cert. Ser GSC-1
             PYL         73941X627
Merrill Lynch Depositor, Inc. PPLUS Cl A 6.70% Tr Cert Ser LMG-4 (issued by Liberty Med Corp)
             PYN         7.22E+109
PIMCO New York Municipal Income Fund III
             PYS          Inc
Merrill Lynch Depositor73941X593
             PYT          PPLUS Floating Rate Call TR Cert. Ser GSC-2(Goldman Sachs)
Merrill Lynch Depositor73941X684
             PYV         73941X676
Mrrll Lnch Dpstr, Inc. PPLUS Fltng Rt Trst Cert. Series JPM-1
             PYY          Inc
Merrill Lynch Depositor73941X577
             PYZ         73935X427
PowerShares Dynamic Basic Materials Sector Portfolio
             PZA         73936T474
PowerShares Insured National Municipal Bond Portfolio
             PZB          Inc
Merrill Lynch Depositor73941X551
             PZC         72201C109
PIMCO California Municipal Income Fund III
             PZD         73935X278
PowerShares Cleantech Portfolio
             PZE
Petrobras Argentina S.A. 71646J109
             PZG         69924P102
PARAMOUNT GOLD AND SILVER CORP.
             PZI         73935X740
PowerShares Zacks Micro Cap Portfolio
             PZN         74731Q103
Pzena Investment Management, Inc. Class A
             PZT         73936T458
PowerShares Insured New York Municipal Bond Portfolio
              International Inc
Papa John'sPZZA           6.99E+08
             PZZI
Pizza INN Holdings, Inc 7.26E+08
             QABA        33736Q104
First Trust NASDAQ ABA Community Bank Index Fund
QAD Inc. QADA            74727D306
             QADB
QAD Inc. Class B         74727D207
             QAI         45409B107
IQ Hedge Multi-Strategy Tracker ETF
Qualstar CorpQBAK       74758R109
             QBC
CUBIC ENERGY INC            2.3E+08
             QCCO
QC Holdings, Inc.       74729T101
             QCLN       33733E500
First Trust NASDAQ Clean Edge Green Energy Index Fund
Qualcomm QCOMInc          7.48E+08
             QCOR       74835Y101
Questcor Pharmacueticals, Inc.
             QCRH
QCR Holdings Inc        74727A104
Quidel CorpQDEL         74838J101
             QEP
QEP RESOURCES, INC. 74733V100
             QGEM         2.68E+08
EGShares Technology GEMS ETF
Qiagen NV QGEN          N72482107
             QID
ProShares UltraShort QQQ74347X237
QIHOO 360 QIHU           Co. Ltd.
              Technology74734M109
             QKLS
QKL STORES INC          74732Y105
             QLD
ProShares Ultra QQQ 74347R206
QLogic Corp  QLGC         7.47E+08
             QLIK
Qlik Technologies Inc. 74733T105
             QLT          3.52E+08
QuantShares U.S. Market Neutral Quality Fund
QLT Inc      QLTI         7.47E+08
             QLTY       74756M102
Quality Distribution, Inc.
             QMM
Quaterra Resources Inc. 7.48E+08
              Inc.
QuinStreet,QNST         74874Q100
Quepasa Corp.QPSA       74833W206
             QQEW          Equal Weighted Index Fund
First Trust NASDAQ-100 3.37E+08
             QQQ        73935A104
PowerShares QQQ Trust, Series 1
             QQQX       63110R105
NASDAQ Prmium Income and Growth Fund, Inc.
             QQXT       33733E401
First Trust NASDAQ - 100 Ex-Technology Sector Index Fund
             LP Common Units
QR Energy, QRE          74734R108
             QRM
QUEST RARE MINERALS LTD 74836T101
             QSFT
Quest Software Inc      74834T103
             QSII
Quality Systems Inc       7.48E+08
             QTEC          Technology
First Trust NASDAQ-100 3.37E+08 Index Fund
             QTM
Quantum Corporation 7.48E+08
             QTWW        Technologies
Quantum Fuel Systems7.48E+212 Worldwide, Inc
             QUAD
QUAD/GRAPHICS, INC. 7.47E+08
             QUIK
QuickLogic Corp         74837P108
             QXM        G73031109
Qiao Xing Mobile Communication Co.,LTD
             R
Ryder System, Inc.        7.84E+08
             RA
Railamerica, Inc.         7.51E+08
             RAD
Rite Aid Corporation      7.68E+08
             RADA       M81863116
Rada Electronic Industries Ltd
             RAH
Ralcorp Holdings, Inc. 7.51E+08
             RAI
Reynolds American Inc. 7.62E+08
             RAIL
FreightCar America, Inc. 3.57E+08
             RALS       74347X310
ProShares RAFI Long/Short
             RAM        75130P109
RAM Energy Resources, Inc.
             RAND
Rand Capital Corp         7.52E+08
            RAP          76970B101
RMR Asia Pacific Real Estate Fund (New)
            RAS
RAIT Financial Trust New7.49E+08
            RAS-A         7.49E+08
RAIT Financial Trust 7.75% Ser A Cum Reedml
            RAS-B         7.49E+08
RAIT Financial Trust 8.375% Ser B
            RAS-C         7.49E+08
Rait Financial Trust 8.875% Series C Cumulative Redeemable Preferred Shares of Beneficial Inter
             INC.
BANKRATE, RATE           06647F102
            RAVN
Raven Industries Inc      7.54E+08
            RAX
Rackspace Hosting, Inc. 7.5E+08
            RBA           7.68E+08
Ritchie Bros. Auctioneers Incorporated
            RBC
Regal-Beloit Corporation7.59E+08
            RBCAA
Republic Bancorp Inc/KY 7.6E+08
            RBCN
Rubicon Technology, Inc. 78112T107
            RBL
SPDR S&P Russia ETF 78463X558
            RBN
Robbins & Myers, Inc.      7.7E+08
            RBNF
Rurban Financial Corp 78176P108
            RBPAA          7.8E+08
Royal Bancshares Of Pennsylvan
            BANK           7.8E+08
THE ROYAL RBS OF SCOTLAND GROUP PLC (NEW)
             Funding 74928K208
RBS Capital RBS-E Trust V
            of Scotland Pfd 8.50% SER F NON ADR
Royal Bank RBS-F           7.8E+08
             Funding 74928P207
RBS Capital RBS-G Trust VII
            of Scotland Pfd 8.0556% SER H NON ADR
Royal Bank RBS-H           7.8E+08
             Funding 74928M204
RBS Capital RBS-I Trust VI
            of Scotland Group PLC(The)
Royal Bank RBS-M           7.8E+08
            of Scotland Group PLC
Royal Bank RBS-N           7.8E+08
            of Scotland Group PLC Series P
Royal Bank RBS-P           7.8E+08
            of Scotland Group PLC (The)
Royal Bank RBS-Q           7.8E+08
            RBS-R          7.8E+08
The Royal Bank of Scotland Group PLC
            RBS-S          7.8E+08
The Royal Bank OF Scotland Group PLC
            RBS-T          7.8E+08
The Royal Bank Of Scotland Group Plc.
            RBY           7.81E+08
Rubicon Minerals Corporation
            RC           40049C102
Groupo Radio Centro S.A.B. de C.V.
            RCD          78355W882
Rydex S&P Equal Weight Consumer Doscretionary ETF
            RCG            7.6E+08
RENN Global Enterpreneurs Fund, Inc
            RCI           7.75E+08
Rogers Communications, Inc.
            RCII
Rent-A-Center Inc        76009N100
            RCKB
Rockville Financial, Inc. 7.74E+08
            RCKY
Rocky Brands, Inc.        7.75E+08
            RCL          V7780T103
Royal Caribbean Cruises Ltd.
            RCMT
RCM Technologies Inc 7.49E+08
            RCON
Recon Technology, Ltd.G7415M108
            RCS           Government
PIMCO Strategic Global72200X104 Fund, Inc.
            RDA
RDA Microelectronics, Inc.7.49E+08
            RDC
Rowan Companies, Inc. 7.79E+08
Radcom Ltd. RDCM         M81865111
            RDEA
Ardea Biosciences, Inc. 03969P107
            RDEN
Elizabeth Arden Inc      28660G106
            RDI           7.55E+08
Reading International, Inc Class A Common Stock
            RDIB          7.55E+08
Reading International, Inc (Class B
            RDK
Ruddick Corporation       7.81E+08
            RDN
Radian Group Inc.          7.5E+08
            RDNT
RadNet, Inc. Common Stock  7.5E+08
            RDS.A          7.8E+08
Royal Dutch Shell PLC Class A
            RDS.B          7.8E+08
Royal Dutch Shell PLC Class B
RADWARE Ltd RDWR        M81873107
            Lab
Dr. Reddy's RDY LTD ADR2.56E+08
            RE
Everest Re Group, Ltd. G3223R108
            RE-B        29980R202
Everest Re Capital Trust II 6.20% Trust Pfd Secs
            RECN
Resources Connection 76122Q105
            RECV
RECOVERY ENERGY INC75626X202
            India
Rediff.Com REDF Ltd       7.57E+08
            REE         75381M102
RARE ELEMENT RESOURCES LTD
             COM
REEDS, INC.REED STK 7.58E+08
            REFR
Research Frontiers Inc 7.61E+08
            REG           7.59E+08
Regency Centers Corporation
            REG-C         7.59E+08
Regency Centers Corporation 7.45% Series 3 Cumulative Redeemable Pfd $0.01 par value
            REG-D         7.59E+08
Regency Centers Corp 7.25% Ser D Cumul Rdmbl Pfd
            REG-E         7.59E+08
Regency Centers Corporation 6.70% Ser S
            REGN        75886F107
Regeneron Pharmaceuticals Inc
Reis, Inc. REIS         75936P105
            REK         74347X641
ProShares Short Real Estate
            Electronics Ltd
Richardson RELL           7.63E+08
            RELV
Reliv International Inc 75952R100
            REM           4.64E+08
iShares FTSE NAREIT Mortgage Plus Capped Index Fund
            REMX        57060U472
Market Vectors Rare Earth/Strategic Metals ETF
            REN
RESOLUTE ENERGY CORP.   76116A108
            REN+
RESOLUTE ENERGY CORP.   76116A116
RENREN INC. RENN           7.6E+08
Rentrak CorpRENT           7.6E+08
RPC, Inc. RES              7.5E+08
            RETL        25459W417
Direxion Daily Retail Bull 2X Shares
            RETS        25459W391
Direxion Daily Retail Bear 2X Shares
             (NEW)
Revlon, Inc.REV           7.62E+08
            REVU
Princeton Review Inc 7.42E+08
            REW         74347X153
Proshares UltraShort Technology
            REX            Corp.
Rex American Resources7.62E+08
            REXI
Resource America Inc 7.61E+08
            Corporation 7.62E+08
Rex Energy REXX
            REZ           4.64E+08
iShares FTSE NAREIT Residential Plus Capped Index Fund
            RF
Regions Financial Corp.7591EP100
            RF-Z        7591EM107
Regions Financing Trust III
            RFA         Quality Municipal Trust
BlackRock Investment 09247B109
            RFG         Pure Growth
Rydex S&P Midcap 40078355W601 ETF
            RFI          Return Realty
Cohen and Steers Total19247R103 Fund
            RFIL
RF Industries Ltd          7.5E+08
            RFMD
RF Micro Devices Inc       7.5E+08
            RFMI
RF Monolithics Inc      74955F106
            RFO-A       78080N306
Royce Focus Trust,Inc 6.00% Cumulative Pfd
            RFV         Pure Value
Rydex S&P Midcap 40078355W502ETF
            RGA          7.59E+08
Reinsurance Group of America, Incorporated
            RGC
Regal Entertainment Group7.59E+08
            RGCO
RGC Resources Inc       74955L103
            RGDX
Response Genetics, Inc. 76123U105
            RGEN
Repligen Corp              7.6E+08
            RGI         78355W833
Rydex S&P Equal Weight Industrials ETF
            RGLD
Royal Gold Inc             7.8E+08
            RGP         75885Y107
Regency Energy Partners, Ltd.
            RGR          8.64E+08
Sturm, Ruger & Company, Inc.
            RGS
Regis Corporation        7.59E+08
             International Inc.
Robert Half RHI            7.7E+08
            RHS         78355W874
Rydex S&P Equal Weight Consumer Staples ETF
Red Hat IncRHT           7.57E+08
            RIC
Richmont Mines, Inc. 76547T106
            RICK         7.66E+08
Rick's Cabaret International I
            RIF         74964K609
RMR Real Estate Income Fund (New)
TransoceanRIG           H8817H100
             LTD.(SWITZERLAND) (NEW)
            RIGL         7.67E+08
Rigel Pharmaceuticals Inc. (New)
            R
Rimage Corp IMG          7.67E+08
             Motion
Research InRIMM Ltd 7.61E+08
            R
Rio Tinto plc IO         7.67E+08
            RIT         50208C108
LMP Real Estate Income Fund, Inc.
            RITT
RIT Technologies Ltd M8215Q110
             Bancorp
River ValleyRIVR         7.68E+08
            RJA            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture
            RJET            Inc.
Republic Airways Holding,7.6E+08
            RJF          7.55E+08
Raymond James Financial, Inc.
            RJI            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
            RJN            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total
            RJZ            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total
            RKH         7.59E+104
REGIONAL BANK HOLDRS TRUST
            RKT
Rock-Tenn Company        7.73E+08
            RL
Ralph Lauren Corporation 7.51E+08
RealD Inc. RLD          75604L105
            RLH          7.57E+08
Red Lions Hotel Corporation
            RLH-A       Trust 9.5%
Red Lion Hotels Capital75670L104 Trust
RLI Corp. RLI              7.5E+08
             Trust
RLJ LodgingRLJ          74965L101
              Inc.
ReachLocal,RLOC         75525F104
            RLOG
Rand Logistics, Inc.     7.52E+08
            RMB         18383Q747
GUGGENHEIM CHINA YUAN BOND ETF
Rambus IncRMBS           7.51E+08
            RMCF         7.75E+08
Rocky Mountain Choc Fact Inc
             R
ResMed Inc. MD             7.61E+08
             RMKR
Rainmaker Systems Inc 7.51E+08
             RMT
Royce Micro-Cap Trust Inc  7.81E+08
             RMT-A         7.81E+08
Royce Micro-Cap Trust,Inc. 6.00% Cumul Pfd
             RMTI          7.74E+08
Rockwell Medical Technologies
             RMTR
Ramtron International Corp 7.52E+08
             RNE           Europe Fund, Inc.
Morgan Stanley Eastern 6.17E+08
RigNet, Inc.RNET           7.67E+08
             RNF            7.6E+08
RENTECH NITROGEN PARTNERS, L.P.
             RNIN        97652A203
Wireless Ronin Technologies, Inc.
             RNJ         09247C107
BlackRock New Jersey Investment Quality Municipal Trust Inc.
             RNN           7.62E+08
Rexahn Pharmaceuticals, Inc.
             RNO
Rhino Resources, Inc. 76218Y103
             RNOW        76657R106
Right Now Technologies, Inc.
             RNP         Preferred Income Fund, Inc.
Cohen & Steers REIT & 19247X100
             RNR         G7496G103
RenaissanceRe Holdings Ltd.
             RNR-C       G7498P309
Renaissancere Holdings Ltd. 6.08% Series C Preference Shares
             RNR-D       G7498P408
Renaissancere Holdings, Ltd.
             RNST
Renasant Corporation 7.60E+111
             RNWK
RealNetworks Inc         75605L708
             RNY         9.25E+106
BlackRock New York Investment Quality Trust, Inc.
             ROC
Rockwood Holdings, Inc.7.74E+08
             ROCK
Gibraltar Industries, Inc. 3.75E+08
             ROCM
Rochester Medical Corp 7.71E+08
             RODM        77487R100
Rodman & Renshaw Capital Group, Inc. Common Stock
             ROG
Rogers Corporation         7.75E+08
             ROI         Growth Fund
WisdomTree LargeCap 97717X107
Radio One IncROIA        75040P108
Radio One IncROIAK       75040P405
             ROIC        76131N101
Retail Opportunity Investments Corp.
             ROICU       76131N200
Retail Opportunity Investments Corp.
             ROICW       76131N119
Retail Opportunity Investments Corp.
             ROK
Rockwell Automation, Inc.  7.74E+08
Rollins, Inc.ROL           7.76E+08
              Extended Russell 1000® TR Index ETN
iPath® LongROLA          06740P205
             ROLL
RBC Bearings Incorporated75524B104
             ROM         74347R693
ProShares Ultra Technology
             ROMA        77581P109
Roma Financial Corporation
             ESTATE      45409B628
IQ US REAL ROOF SMALL CAP ETF
             ROP
Roper Industries Inc.      7.77E+08
             ROSA        06740P304
iPath® Short Extended Russell 1000® TR Index ETN
             ROSE
Rosetta Resources, Inc. 7.78E+08
             ROSG
Rosetta Genomics Ltd. M82183118
             Inc
Ross StoresROST            7.78E+08
             ROVI
Rovi Corporation           7.79E+08
             ROX
Castle Brands, Inc.        1.48E+08
             ROYL
Royale Energy Inc        78074G200
            RP
RealPage, Inc.         75606N109
            RPG        78355W403
Rydex S&P 500 Pure Growth ETF
            RPI
Roberts Realty Invs Inc 7.7E+08
            RPM
RPM International, Inc. 7.5E+08
            RPRX       76028H209
Repros Therapeutics Inc.
            RPRXW      76028H118
Repros Therapeutics Inc.
            RPRXZ      76028H126
Repros Therapeutics, Inc. Series B
            RPT         7.51E+08
RAMCO-Gershenson Properties Trust
            RPT-D       7.51E+08
RAMCO-GERSHENSON PROPERTIES TRUST 7.25% SER D
            RPTP       Corp.
Raptor Pharmaceutical 75382F106
            RPV        78355W304
Rydex S&P 500 Pure Value ETF
            RPX        19761R307
Columbia Growth Equity Strategy Fund
            RPXC
RPX Corporation        74972G103
            RQI        19247L106
COHEN & STEERS QUALITY INCOME REALTY FUND, INC. COMMON SHARES
            RRC
Range Resources Corp 75281A109
            RRD
RR Donnelley & Sons Co.2.58E+08
            RRF        97717X883
WisdomTree Global Real Return Fund
            RRGB       75689M101
Red Robin Gourmet Burgers Inc
            RRR
RSC Holdings Inc.      74972L102
            RRST       M8183P102
RRSat Global Communications Network Ltd.
            RRTS       76973Q105
RoadRunner Transportation Systems, Inc.
            RS             7.6E+08
Reliance Steel & Aluminum Co.
            RSG
Republic Services Inc. 7.61E+08
            Corp.
Radioshack RSH             7.5E+08
            RSO
Resource Capital Corp. 76120W302
            Solar,     75601N104
Real Goods RSOL Inc. Class A
            RSP        78355W106
Rydex S&P Equal Weight ETF
            RST
ROSETTA STONE INC       7.78E+08
            Technologies7.75E+08
Rofin-Sinar RSTI          Inc
            RSU
Rydex 2x S+P 500       78355W783
            RSUN
IQ Japan Mid CAP ETF 45409B651
            RSW        78355W767
Rydex Inverse 2x S+P 500
            RSX        57060U506
Market Vectors Russia ETF
            RSXJ       57060U399
Market Vectors Russia Small-Cap ETF
            RSY        59022C111
Select 10 Index SRN due May 10, 2012
            R
Radisys Corp SYS           7.5E+08
            RT
Ruby Tuesday, Inc.      7.81E+08
            RTEC
Rudolph Technologies Inc7.81E+08
            RTH
RETAIL HOLDRS TRUST 76127U101
            RTI        74973W107
RTI International Metals Inc Ohio
            RTIX
RTI Biologics, Inc     74975N105
            RTK
Rentech, Inc.              7.6E+08
            RTL         4.64E+08
iShares FTSE NAREIT Retail Capped Index Fund
             Extended Russell 2000® TR Index ETN
iPath® LongRTLA        06740P403
Retalix Ltd RTLX       M8215W109
            RTM        78355W825
Rydex S&P Equal Weight Materials ETF
            RTN
Raytheon Company        7.55E+08
            RTR
RevenueShares ADR Fund     7.61E+08
            RTSA         Russell 2000®
iPath® Short Extended 06740P502 TR Index ETN
rue21, Inc. RUE            7.81E+08
            RUK
Reed Elsevier PLC          7.58E+08
            RUSHA
Rush Enterprises Inc       7.82E+08
            RUSHB
Rush Enterprises Inc       7.82E+08
            RUSL         25459W292
Direxion Daily Russia Bull 3x Shares
            RUSS         25459W284
Direxion Daily Russia Bear 3x Shares
            RUTH           7.83E+08
Ruth's Hospitality Group, Inc.
            RVBD
Riverbed Technology, Inc.  7.69E+08
            RVM
Revett Minerals Inc.       7.62E+08
             Technologies, Inc
RetractableRVP           76129W105
             Capital, Inc.
White RiverRVR           96445P105
            RVSB
Riverview Bancorp Inc 7.69E+08
            RVSN
RADVision Ltd            M81869105
            RVT
Royce Value Trust, Inc. 7.81E+08
            RVT-B          7.81E+08
Royce Value Trust, Inc. 5.90% Cumul Pfd
            RWC
R E L M WIRELESS            7.6E+08
            RWG          19761R406
Columbia Large-Cap Growth Equity
            RWJ
RevenueShares Small Cap ETF7.61E+08
            RWK            ETF
RevenueShares Mid Cap 7.61E+08
            RWL
RevenueShares Large Cap ETF7.61E+08
            RWM          74347R826
ProShares Short Russell2000
            Jones        78463X749
SPDR Dow RWO Global Real Estate ETF
            RWR
SPDR Dow Jones REIT ETF  78464A607
            RWT
Redwood Trust, Inc.        7.58E+08
            RWV             Overall A-100 Fund
RevenueShares Navellier7.61E+08
            RWW            7.61E+08
RevenueShares Financials Sector Fund
            RWX          78463X863
SPDR Dow Jones International Real Estate ETF
            RXD          74347R610
ProShares UltraShort Health Care
             Global Consumer Discretionary Sector Index Fund
iShares S&PRXI             4.64E+08
            RXL          Care
ProShares Ultra Health 74347R735
            of
Royal Bank RY Canada        7.8E+08
            RYAAY
Ryanair Holdings plc       7.84E+08
            RYE          78355W866
Rydex S&P Equal Weight Energy ETF
            RYF          78355W858
Rydex S&P Equal Weight Financial ETF
            RYH          78355W841
Rydex S&P Equal Weight Health Care ETF
            RYJ           James SB-1
Guggenheim/Raymond18383M613 Equity Fund
            RYL
Ryland Group, Inc. (The) 7.84E+08
            RYN
Rayonier Inc.              7.55E+08
            RYT          78355W817
Rydex S&P Equal Weight Technology ETF
            RYU          78355W791
Rydex S&P Equal Weight Utilities ETF
            RZG          78355W809
Rydex S&P Smallcap 600 Pure Growth ETF
            RZV          78355W700
Rydex S&P Smallcap 600 Pure Value ETF
            S
Sprint Nextel Corporation  8.52E+08
            SA
Seabridge Gold, Inc.       8.12E+08
            SAA          74347R818
ProShares Ulta SmallCap600
             SAAS
inContact, Inc.         4.53E+113
             SAB        40048P104
GRUPO CASA SABA, S.A. DE C.V. ADS (REP 10 ORD SHS)
             SABA
Saba Software Inc         7.85E+08
             SAFM
Sanderson Farms Inc          8E+08
             SAFT        Inc
Safety Insurance Group78648T100
             SAGG       25459Y306
Direxion Daily Total Bond Market Bear 1X Shares
             SAH
Sonic Automotive, Inc. 83545G102
SAIC, Inc. SAI          78390X101
Saia, Inc. SAIA         78709Y105
             SAL
Salisbury Bancorp, Inc. 7.95E+08
             SALM         7.94E+08
Salem Communications Corp /DE
             SAM
Boston Beer Company 1.01E+08
             SAN
Banco Santander-Chile 05965X109
             SANM
Sanmina-SCI Corp          8.01E+08
             SANW
S&W Seed Company          7.85E+08
             SANWW        7.85E+08
S&W Seed Company Class A Warrant
             SANWZ        7.85E+08
S&W Seed Company Class B Warrants
             SAP
SAP AKTIENGESELLSCHAFT    8.03E+08
             S
Sapient CorpAPE           8.03E+08
             SAPX       81783N102
Seven Arts Entertainment, Inc. (NV)
SARATOGA SAR            80349A208
              INVESTMENT CORP. NEW
SARATOGA SARA             8.04E+08
              RESOURCES INC
             SASR
Sandy Spring Bancorp Inc 8E+08
             SATC
SatCon Technology Corp8.04E+08
             SATS
EchoStar Corporation 2.79E+08
             SAVB
Savannah Bancorp Inc 8.05E+08
             SAVE
Spirit Airlines, Inc.     8.49E+08
             SB
Safe Bulkers, Inc.      Y7388L103
             SBA          Note (LIRN)
Leveraged Index Return60900735 Linked to the S&P 500 Index due July 27, 2012
             SBAC
SBA Communications Corp 78388J106
             SBB        74347R784
ProShares Short SmallCap600
             SBBX
Sussex Bancorp            8.69E+08
             SBCF         8.12E+08
Seacoast Banking Corp of Flori
             SBGI          Inc
Sinclair Broadcast Group8.29E+08
             SBH        7.95E+108
Sally Beauty Holdings, Inc.
             SBI          9.58E+08
Western Asset Intermediate Muni Fund, Inc.
             SBLK
Star Bulk Carriers Corp.Y8162K105
             SBM        74347X559
ProShares Short Basic Materials
             SBND       25154N530
PowerShares DB 3x Short 25+ Year Treasury Bond Exchange Traded Note
             SBNY
Signature Bank          82669G104
             SBNYW
Signature Bank Warrant  82669G112
             SBR
Sabine Royalty Trust      7.86E+08
             SBRA       Inc.
Sabra Healthcare REIT, 78573L106
             SBS        20441A102
COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S (EA. RE 250 COMMON SHARES)
             SBSA         8.46E+08
Spanish Broadcasting System Inc.
             SBSI
Southside Bancshares Inc84470P109
             SBUX
Starbucks Corp            8.55E+08
             Beta       06740P122
iPath® PureSBV S&P GSCI®-Weighted ETN
            SBW          9.58E+08
Western Asset Worldwide Income Fund, Inc
            SBX
Seabright Holdings, Inc 8.12E+08
            SCBT        78401V102
SCBT Financial Corporation
            SCC         74347R636
ProShares UltraShort Consumer Services
            SCCO        84265V105
Southern Copper Corporation
             and        50208A102
LMP CapitalSCD Income Fund, Inc.
            SCE-B        8.42E+08
Southern California Edison Company 4.08% Cum. Pfd.
            SCE-C        8.42E+08
Southern California Edison Company 4.24% Cum. Pfd.
            SCE-D        8.42E+08
Southern California Edison Company 4.32% Cum. Pfd.
            SCE-E        8.42E+08
Southern California Edison Company 4.78% Cum. Pfd.
            SCEI
Sino Clean Energy Inc. 82936G200
            SCG
SCANA Corporation 80589M102
             Small-
Schwab U.SSCHA Cap ETF   8.09E+08
            SCHB         8.09E+08
Schwab U.S. Broad Market ETF
            SCHC         8.09E+08
SCHWAB INTERNATIONAL SMALL-CAP EQUITY ETF
            SCHD         8.09E+08
Schwab US Dividend Equity ETF
            SCHE         8.09E+08
SCHWAB EMERGING MARKETS EQUITY ETF
            SCHF         8.09E+08
Schwab International Equity ETF
            SCHG         8.09E+08
Schwab U.S. Large-Cap Growth ETF
            SCHH
Schwab U.S. REIT ETF 8.09E+08
            SCHL
Scholastic Corp          8.07E+08
            SCHM
Schwab U.S. Mid-Cap ETF  8.09E+08
            SCHN         8.07E+08
Schnitzer Steel Industries Inc
            SCHO          Treasury
Schwab Short-Term U.S. 8.09E+08 ETF
            SCHP
Schwab U.S. TIPS ETF 8.09E+08
            SCHR         8.09E+08
Schwab Intermediately-Term U.S. Treasury ETF
            SCHS
School Specialty Inc     8.08E+08
            SCHV         8.09E+08
Schwab U.S. Large-Cap Value ETF
            SCHW         8.09E+08
Schwab Charles Corporation (The)
            SCHX         8.09E+08
Schwab U.S. Large- Cap ETF
            SCHZ         8.09E+08
Schwab US Aggregate Bond ETF
            SCI
Service Corp Intl.       8.18E+08
            SCIF        57060U563
Market Vectors India Small-Cap Index ETF
            SCIL
SCIENTIFIC LEARNING CORP 8.09E+08
            SCIN         2.68E+08
EGShares India Small Cap ETF
            SCJ          4.64E+08
iShares MSCI Japan Small Cap Index Fund
            SCKT
Socket Mobile, Inc. New 8.34E+204
Stepan Co. SCL           8.59E+08
            SCL-
Stepan Co. 5.50% PFD 8.59E+08
            SCLN        80862K104
Sciclone Pharmaceuticals Inc
            SCLP         7.82E+08
RUSSELL SMALL CAP LOW P/E/ ETF
            SCMF         8.43E+08
Southern Community Financial C
            SCMFO        8.43E+08
Southern Community Capital Trust II - % Cumul Trst Pfd Secs
            SCMP         8.65E+08
Sucampo Pharmaceuticals, Inc.
            SCMR
Sycamore Networks Inc 8.71E+08
            SCO         74347W668
ProShares UltraShort DJ-UBS Crude Oil
            SCOG          7.82E+08
RUSSELL SMALL CAP CONSISTENT GROWTH ETF
            Coal          8.29E+08
SinoCoking SCOKand Coke Chemical Industries, Inc.
            SCON          8.68E+08
Superconductor Technologies Inc.
            SCOR
COMSCORE, INC.          20564W105
            SCPB        78464A474
SPDR Barclays Capital Short Term Corp.
            SCR         82859P104
Simcere Pharmaceutical Group
            SCS
Steelcase, Inc.           8.58E+08
             Inc
Scansource SCSC           8.06E+08
            SCSS
Select Comfort Corp 81616X103
            SCT         60900321
Market Index Target Term Securities (MITTS) Linked to the S&P 500 Index Matures 03/28/2014
            SCTR          7.82E+08
RUSSELL SMALL CAP CONTRARIAN ETF
            SCU
SCANA CORPORATION 80589M201
            SCVL
Shoe Carnival Inc         8.25E+08
            SCX
The L.S. Starrett Company 8.56E+08
            SCZ           Cap Index
iShares MSCI EAFE Small4.64E+08 Fund
            SD
Sandridge Energy, Inc. 80007P307
            SDA         06052H353
Market Index Target Term Securities Linked to the Dow Jones Industrial Average
            SDBT          8.36E+08
SoundBite Communications, Inc.
            SDD         74348A400
ProShares UltraShort SmallCap600
            SDIV         ETF
Global X SuperDividend37950E549
            SDIX
Strategic Diagnostics Inc 8.63E+08
            SDK         74347X187
ProShares ULTRASHORT RUSSELL MIDCAP GROWTH
            SDO-A         Co.
San Diego Gas & Electric7.97E+08
            SDO-B         Co.
San Diego Gas & Electric7.97E+08
            SDO-C         Co.
San Diego Gas & Electric7.97E+08
            SDO-H         Co.
San Diego Gas & Electric7.97E+08
            SDOW        74347X674
ProShares UltraPro Short Dow 30
            SDP         74348A863
ProShares UltraShort Utilities
            SDRL
SEADRILL LIMITED        G7945E105
            SDS         74347R883
ProShares UltraShort S&P500
SANDRIDGESDT            80007T101
              MISSISSIPPIAN TRUST I
            SDY
SPDR S&P Dividend ETF78464A763
            SE
Spectra Energy Corp. 8.48E+08
            SEA
Guggenheim Shipping ETF 18383Q796
            SEAC          Inc
Seachange International8.12E+08
            SEB
Seaboard Corp.            8.12E+08
            SED           7.84E+08
SED INTERNATIONAL HLDGS INC
            SEE
Sealed Air Corp.        81211K100
            SEED
Origin Agritech LimitedG67828106
            SEF         74347R230
ProShares Short Financials
            SEH
Spartech Corp.            8.47E+08
            SEIC
SEI Investments Co        7.84E+08
            SEM         81619Q105
SELECT MEDICAL HOLDINGS CORP
SEMGROUPSEMG            81663A105
              CORPORATION
SEMGROUPSEMG+           81663A113
              CORPORATION
            SENEA
Seneca Foods Corp         8.17E+08
            SENEB
Seneca Foods Corp         8.17E+08
             SEP         84756N109
SPECTRA ENERGY PARTNERS, LP
SEVCON, INC. SEV         81783K108
             SF
Stifel Financial Corp.     8.61E+08
             Foods,
Smithfields SFD Inc. 8.32E+08
             SFE
Safeguard Scientifics, Inc.7.86E+08
             SFG
StanCorp Financial Group   8.53E+08
             SFI
iStar Financial Inc.     45031U101
             SFI-D       45031U408
iStar Financial Inc. Pfd Cum Redeem Series D 8.00%
             SFI-E       45031U507
ISTAR Financial Inc. 7 7/8 Ser E Cumul Rdmble Pfd Stock
             SFI-F       45031U606
iSTAR Financial Inc. 7.8% Ser F Cumul Rdmble Pfd
             SFI-G       45031U705
iSTAR Financial Inc. 7.65% Servies G Cumul Rdmble Pfd
             SFI-I       45031U804
iStar Financial Inc. 7.50% Series I Cumul. Rdmble Pfd Stock
             SFK         74347R461
ProShares ULTRASHORT RUSSELL 1000 GROWTH
             SFL         G81075106
Ship Finance International Limited
              Extended S&P 500® TR Index ETN
iPath® LongSFLA          06740P601
             SFLY
Shutterfly, Inc.         82568P304
             SFNC
Simmons First National Corp8.29E+08
             SFSA        06740P700
iPath® Short Extended S&P 500® TR Index ETN
             SFSF
SuccessFactors, Inc.       8.65E+08
             SFST          8.43E+08
Southern First Bancshares, Inc.
             SFUN
Soufun Holdings Limited8.36E+08
             S
Swift Energy FY            8.71E+08
             SGA           7.87E+08
Saga Communications, Inc. New
              Beta        ETN
iPath® PureSGAR Sugar 06740P163
             SGB         84502A104
Southwest Georgia Financial Corporation
             SGC           8.68E+08
Superior Uniform Group, Inc.
             SGEN
Seattle Genetics Inc /wa 8.13E+08
             SGF
Singapore Fund, Inc. 82929L109
             SGG         06739H214
iPath Dow Jones-UBS Sugar Subindex Total Return ETN due June 24, 2038
             SGGG          7.82E+08
RUSSELL SMALL CAP AGGRESSIVE GROWTH ETF
             SGI
Silicon Graphics Intl. 82706L108
Schawk, Inc. SGK           8.06E+08
             SGL           Fund, Inc.
Strategic Global Income 8.63E+08
             SGMA        82661L101
Sigmatron International Inc
             SGMO
Sangamo Biosciences Inc8.01E+08
             SGMS
Scientific Games Corp 80874P109
             SGNT           Inc.
Sagent Pharmaceuticals,7.87E+08
             SGOC        G80751103
SGOCO Group, Ltd (Caymen Islands)
             TRUST
ETF'S GOLDSGOL           26922Y105
             SGRP
SPAR Group Inc             7.85E+08
             SGS         86323M100
Stream Global Services, Inc.
             SGU
Star Gas Partners, L.P. 85512C105
             SGY
Stone Energy Corporation   8.62E+08
             SGZ
SELECTIVE INSURANCE GROUP  8.16E+08