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					This publication reflects options listed as of May 4, 2010.

This publication discusses exchange-traded options issued by The Options Clearing
Corporation.Reasonable effort has been used to ensure accuracy of the information
provided;however,there may be inaccuracies due to human or other error.Those inaccu-
racies include,but are not limited to,inconsistencies,omissions,and spelling mistakes.No
responsibility is assumed for any errors or for the consequences of relying or acting on the
information provided in this publication.Any reader wishing to confirm symbol or position
limits may do so by contacting a listing exchange.No statement in this publication is to be
construed as a recommendation to purchase or sell a security,or to provide investment
advice.Options involve risk and are not suitable for all investors.Prior to buying or selling
options,you must read the options disclosure document,Characteristics and Risks of
Standardized Options,which can be obtained from your broker,from any exchange on
which options are traded or by calling 1-888-OPTIONS.

Exchange Codes:
A = AMEX
B = BOX
C = CBOE
I = ISE
P = NYSE Arca
X = PHLX
Q = NSDQ
Z = BATS
Please note that Equity position limits
are represented in shares not contracts
For more information please refer to
Infomemo #19083 or contact 1-888-OPTIONS

 Option    Stock                                                        Position    Option      Stock                  Underlying
 Symbol   Symbol                      Name                  Exchanges    Limit      Symbol     Symbol                    Name                      Exchanges

COMS      COMS     3COM CORPORATION                        ABCIZ        25000000   ANJ       LTBR       Lightbridge Corporation                    AC
MMM       MMM      3M                                      ABCIPQX      25000000   QHA       LIHR       Lihir Gold Limited                         CIPX
MNZ       MMM      3M CO. (WRAP)                           ABCIPQX      25000000   LIWA      LIWA       Lihua International, Inc.                  CX
PAR       PAR      3PAR Inc                                ACIPX         7500000   QMZ       LLNW       Limelight Networks, Inc.                   APX
QXS       SSRX     3Sbio Inc.                              X             2500000   LTD       LTD        LIMITED BRANDS, INC.                       ABCIPQX
KDE       KDE      4 KIDS ENTERTAINMENT, INC.              X             2500000   LQN       LNCR       LINCARE HOLDINGS INC                       ABCIPX
UUJ       JOBS     51 Jobs Inc                             X             2500000   IUQ       LINC       Lincoln Educational Services Corporation   C
NDN       NDN      99 CENTS ONLY STORES                    ABCIPX       25000000   HUF       LECO       Lincoln Electric Holdings Inc              ACIPX
APWR      APWR     A Power Engery Generation Systems Ltd   ABCIPXZ      25000000   LNC       LNC        LINCOLN NATIONAL                           ABCIPQX
CAS       CAS      A. M. Castle & Co.                      X             2500000   LNV       LNC        LINCOLN NATIONAL (wrap)                    ABCIPQX
UFZ       SHLM     A. SCHULMAN, INC.                       X             5000000   LNN       LNN        Lindsay Corporation                        ACIPX
AONE      AONE     A123 Systems Inc.                       ABCIPXZ      25000000   NRR       LNN        Lindsay Corporation (wrap)                 ACIPX
AIR       AIR      AAR CORP.                               ABCIPXZ       7500000   LLQ       LLTC       LINEAR TECHNOLOGY CORP.                    ABCIPQX
AAN       AAN      Aaron's Inc                             ACIPXZ       37500000   TFU       LLTC       LINEAR TECHNOLOGY CORP. (wrap)             ABCIPQX
AAN1      AAN      Aaron's Inc )(150 shares)               ACIPXZ       37500000   QGJ       LINE       Linn Energy LLC-Units                      ABCIPX
ABAX      ABAX     ABAXIS, INC.                            BCIPXZ        5000000   LGF       LGF        Lions Gate Entertainment Corp.             ABCIPQX
ABB       ABB      ABB LTD-SPON ADR                        ABCIPX       25000000   LAD       LAD        Lithia Motors Inc                          ACPX
ABT       ABT      ABBOTT LABORATORIES                     ABCIPQXZ     25000000   GFQ       LFUS       LITTELFUSE INC                             CIX
ANF       ANF      ABERCROMBIE & FITCH CO                  ABCIPQXZ     25000000   LYV       LYV        Live Nation Entertainment Inc              CIPX
ABMD      ABMD     ABIOMED INC                             ACIPXZ        7500000   LQL       LPSN       LivePerson, Inc.                           C
ABM       ABM      ABM INDUSTRIES INCORPORATED             X             7500000   LIZ       LIZ        LIZ CLAIBORNE, INC.                        ABCIPX
ABVT      ABVT     AboveNet, Inc.                          AC            2500000   UOD       JADE       LJ International Inc.                      PX
AXAS      AXAS     ABRAXAS PETROLEUM CORPORATION           PX            7500000   AUG       LKQX       LKQ Corporation                            ACIPX
ACTG      ACTG     Acacia Research                         AX            5000000   LYG       LYG        Lloyds Banking Group Plc ADR               ACIPX
ACAD      ACAD     ACADIA Pharmaceuticals Inc.             CPX          25000000   LGA       LYG        Lloyds Banking Group Plc ADR(dist)         ACIPX
AKR       AKR      Acadia Realty Trust                     C             7500000   ERIC      ERIC       LM ERICSSON TELEPHONE                      ABCIPQXZ
ACCL      ACCL     ACCELRYS INC.                           X             2500000   LOCM      LOCM       Local.com Corporation                      PX
ACN       ACN      Accenture PLC                           ABCIPQXZ     25000000   LMT       LMT        LOCKHEED MARTIN                            ABCIPQX
ARAY      ARAY     Accuray Incorporated                    ABCIPXZ       7500000   EUB       LNET       LodgeNet Interactive Corp                  PX
ACE       ACE      ACE LIMITED                             ABCIPXZ      25000000   L         L          LOEWS CORPORATION                          ABCIPX
ACGY      ACGY     Acergy S.A.                             CIPXZ         7500000   LQG       LOGI       Logitech International S.A. Ord            ABCIPX
ACET      ACET     Aceto Corporation                       CX            5000000   ZQD       LOGM       LogMeIn, Inc.                              AC
ACIW      ACIW     ACI Worldwide Inc                       X             7500000   LQJ       LOJN       LOJACK CORPORATION                         X
APKT      APKT     Acme Packet, Inc.                       BCIPXZ        7500000   LFT       LFT        Longtop Financial Technologies Limited     ABCIPX
ACOR      ACOR     Acorda Therapeutics, Inc.               ABCIPQXZ     25000000   LQW       LOOP       LoopNet, Inc.                              X
ATV       ATV      Acorn International, Inc.               PX            5000000   LO        LO         Lorillard, Inc.                            ABCIPQX
ATV1      ATV      Acorn International, Inc. (dist)        PX            5000000   LPX       LPX        LOUISIANA PACIFIC                          ABCIPX
ATVI      ATVI     Activision Blizzard, Inc.               ABCIPQXZ     25000000   LOW       LOW        LOWES COS                                  ABCIPQX
ATU       ATU      Actuant Corporation                     ACIPXZ       25000000   LWW       LOW        LOWES COS (wrap)                           ABCIPQX
AYI       AYI      Acuity Brands, Inc.                     CIPXZ        20000000   LXU       LXU        LSB Industries, Inc.                       CX
ACUR    ACUR    Acura Pharmaceuticals, Inc.               CX           7500000   LSI    LSI    LSI Corp.                                  ABCIPQX
ACXM    ACXM    ACXIOM CORP.                              BCIXZ       20000000   BYQ    LYTS   LSI Industries Inc.                        C
ADCT    ADCT    ADC TELECOMMUNICATIONS, I                 ABCIPXZ     25000000   LTC    LTC    LTC Properties, Inc.                       P
ASF     ASF     ADMINISTAFF, INC                          ABCIPXZ      7500000   UFR    LUFK   LUFKIN INDUSTRIES INC                      ABCIPX
ADBE    ADBE    ADOBE SYSTEMS INC.                        ABCIPQXZ    25000000   QLN    LULU   Lululemon Athletica Inc.                   ABCIPX
ADLR    ADLR    ADOLOR CORPORATION                        BPX          5000000   LL     LL     Lumber Liquidators Holdings Inc            AP
ADTN    ADTN    ADTRAN, INC.                              ABCIPXZ     25000000   UQV    LMNX   Luminex Corporation                        X
AEA     AEA     Advance America Cash Advance Centers, Inc.X            7500000   LUX    LUX    LUXOTTICA GROUP SP A                       CX
AAP     AAP     ADVANCE AUTO PARTS, INC.                  ABCIPXZ     25000000   MTB    MTB    M & T BANK CORP                            ABCIPX
AATI    AATI    ADVANCED ANALOGIC TECHNOLOGIES INC        PX           7500000   MFW    MFW    M&F Worldwide Corp.                        X
ABAT    ABAT    Advanced Battery Technologies, Inc.       ACIPXZ      25000000   MDC    MDC    M.D.C. HOLDINGS INC.                       ABCIPX
AEIS    AEIS    ADVANCED ENERGY                           ACIPXZ       7500000   MHO    MHO    M/I Homes Inc                              CX
AMD     AMD     ADVANCED MICRO-DEVICES                    ABCIPQXZ    25000000   MAC    MAC    MACERICH COMPANY THE                       ABCIPX
ADVBQ   ADVBQ   ADVANTA CORP., CL B                       X            7500000   CLI    CLI    MACK-CALI REALTY CORPORATION               ACIPXZ
AAV     AAV     Advantage Oil & Gas Ltd.                  ABCIPXZ     25000000   MIC    MIC    Macquarie Infrastructure Company Trust ACIPX
ADVS    ADVS    ADVENT SOFTWARE, INC.                     X            5000000   M      M      Macy's Inc                                 ABCIPQX
ACM     ACM     Aecom Technology Corporation              ABCIPXZ     25000000   MCQ    M      Macy's Inc (wrap)                          ABCIPQX
ANW     ANW     Aegean Marine Petroleum Network Inc.      ACIPXZ       7500000   MSG    MSG    Madison Square Garden, Inc                 ACIPX
AEG     AEG     AEGON NV ADR                              CIPXZ       25000000   MVG    MVG    Mag Silver Corp.                           ACX
AER     AER     AerCap Holdings NV                        ACIPXZ       7500000   MJU    MGLN   MAGELLAN HEALTH SERVICES INC               ACIPX
ARO     ARO     AEROPOSTALE, INC.                         ABCIPQXZ    37500000   MMP    MMP    MAGELLAN MIDSTREAM PARTNERS L.P ABCIPX
ARO1    ARO     AEROPOSTALE, INC. (150 shares)            ABCIPQX     37500000   UPB    LAVA   MAGMA DESIGN AUTOMATION INC                CIPX
AVAV    AVAV    Aerovironment Inc                         ACIPXZ       7500000   MGA    MGA    Magna International Inc.                   ABCIPX
AES     AES     AES CORP.                                 ABCIPXZ     25000000   MHR    MHR    Magnum Hunter Resources Corporation        X
AET     AET     Aetna, Inc.                               ABCIPQXZ    25000000   MPG    MPG    Maguire Properties Inc                     ACPX
AGY     XRX     AFFILIATED COMPUTER SERVICES(merger)      ABCIPX     148250000   DHQ    MHLD   Maiden Holdings Ltd.                       CP
AMG     AMG     AFFILIATED MANAGERS GROUP INC             ABCIPXZ     25000000   MFB    MFB    Maidenform Brands, Inc.                    C
AFFY    AFFY    Affymax Inc.                              ACPXZ        2500000   UUN    MANT   MAN TECH INTERNATIONAL CORP CLASS A        ACIPX
AFFX    AFFX    AFFYMETRIX INC                            ABCIPXZ     25000000   MQR    MANH   MANHATTAN ASSOCS INCCOM                    APX
AFL     AFL     AFLAC INC.                                ABCIPXZ     25000000   RYQ    MTEX   MANNATECH, INCORPORATED                    PX
AGAM    AGAM    AGA Medical Holdings, Inc.                CX           5000000   MWU    MNKD   MANNKIND CORPORATION                       ACIPX
AGCO    AGCO    AGCO CORP                                 ABCIPXZ     25000000   MAN    MAN    MANPOWER INC.                              ABCIPX
FEED    FEED    AgFeed Industries, Inc.                   ABCIPXZ     25000000   MFC    MFC    MANULIFE FINANCIAL CORPORATION ABCIPX
A       A       AGILENT TECHNOLOGIES, INC.                ABCIPQXZ    25000000   QMJ    MAPP   MAP Pharmaceuticals Inc.                   CX
AGYS    AGYS    AGILYSYS INC                              PX           2500000   MRO    MRO    MARATHON OIL CORP                          ABCIPQX
AGL     AGL     AGL RESOURCES, INC.                       ACPZ         7500000   MWX    MRO    MARATHON OIL CORP (Wrap)                   ABCIPQX
AEM     AEM     AGNICO EAGLE MINES LTD                    ABCIPQXZ    25000000   QBB    MCHX   MARCHEX INC CLASS B                        X
AGU     AGU     AGRIUM INC.                               ABCIPQXZ    25000000   MCS    MCS    Marcus Corporation                         C
AIRM    AIRM    AIR METHODS CORPORATION                   AIPXZ        2500000   HZO    HZO    MARINEMAX , INC                            CIXZ
APD     APD     AIR PRODUCTS AND CHEMICALS,INC            ABCIPXZ     25000000   ME     ME     MARINER ENERGY INC                         ABCIPX
AYR     AYR     Aircastle Limited                         ABCIPXZ      7500000   BRF    BRF    Market Vectors Brazil Small Cap ETF        CIX
ARG     ARG     AIRGAS, INC.                              ABCIPXZ     25000000   BRF1   BRF    Market Vectors Brazil Small Cap ETF (dist) CIX
AMCN    AMCN    AirMedia Group Inc.                       CPX          5000000   GDXJ   GDXJ   Market Vectors Junior Gold Miners ETF      ABCIPXZ
AAI     AAI     AIRTRAN HOLDINGS                          ABCIPXZ     25000000   NLR    NLR    Market Vectors Nuclear Energy ETF          C
AIXG    AIXG    Aixtron AG - Sponsored ADR                ACIP         7500000   RSX    RSX    Market Vectors Russia ETF Trust            ABCPX
AKS     AKS     AK STEEL HOLDING CORP.                    ABCIPQXZ    25000000   RKM    RSX    Market Vectors Russia ETF Trust (wrap) ABCPX
AKAM    AKAM    AKAMAI TECHNOLOGIES, INC                  ABCIPQXZ    25000000   HAP    HAP                                               C
                                                                                               Market Vectors RVE Hard Assets Producers ETF
AKNS    AKNS    Akeena Solar Inc.                         X            7500000   KKJ    KWT    Market Vectors Solar Energy ETF (wrap) C
ALK     ALK    ALASKA AIR GROUP INC                      ABCIPXZ    25000000   MOO    MOO    Market Vectors-Agribusiness ETF           ABCIPX
ALSK    ALSK   Alaska Communications Systems Group, Inc. CIPXZ       7500000   MRJ    MOO    Market Vectors-Agribusiness ETF (wrap) ABCIPX
AIN     AIN    Albany International Corporation          C           7500000   MZD    MOO    Market Vectors-Agribusiness ETF (wrap) ABCIPX
AMRI    AMRI   ALBANY MOLECULAR RESEARCH                 X           2500000   KOL    KOL    Market Vectors-Coal ETF                   ABCIPX
ALB     ALB    ALBEMARLE CORPORATION                     ABCIPXZ    25000000   QLE    KOL    Market Vectors-Coal ETF (wrap)            ABCIPX
ACV     ACV    ALBERTO-CULVER COMPANY                    C          25000000   GEX    GEX                                              CPXZ
                                                                                             Market Vectors-Global Alternative Energy ETF
ALU     ALU    ALCATEL-LUCENT                            ABCIPX     25000000   SLX    SLX    Markets Vectors Steel ETF                 ACIPX
AA      AA     ALCOA, INC                                ABCIPQXZ   25000000   EZN    SLX    Markets Vectors Steel ETF (wrap)          ACIPX
ACL     ACL    ALCON INC                                 ABCIPXZ    25000000   EZO    SLX    Markets Vectors Steel ETF (wrap)          ACIPX
ALEX    ALEX   ALEXANDER & BALDWIN                       ABCIPXZ     7500000   MWE    MWE    Markwest Energy Partners, LP              ACIPX
ARE     ARE    ALEXANDRIA REAL EQUITIES INC              ACIPXZ     25000000   MAR    MAR    MARRIOTT INT'L                            ABCIPQX
ALXN    ALXN   ALEXION PHARM                             ABCIPXZ    25000000   TQJ    MAR    MARRIOTT INT'L (WRAP)                     ABCIPQX
ALXA    ALXA   Alexza Pharmaceuticals, Inc.              CX          5000000   MMC    MMC    MARSH & MCLENNAN INC                      ABCIPX
ALGN    ALGN   ALIGN TECHNOLOGY INC.                     ABCIPXZ    20000000   MI     MI     MARSHALL & ILSLEY CORP                    ABCIPX
ALKS    ALKS   ALKERMES, INC                             ABCIPXZ    25000000   KQT    MATK   MARTEK BIOSCIENCES CORP.                  ABCIPX
AYE     AYE    ALLEGHENY ENERGY INC.                     ABCIPXZ    25000000   WQN    MRTN   Marten Transport, Ltd.                    C
ATI     ATI    Allegheny Technologies, Inc.              ABCIPQXZ   25000000   MSO    MSO    MARTHA STEWART LIVING OMN                 ABCPX
ALGT    ALGT   Allegiant Travel Company                  ACIPXZ      7500000   MBZ    MLM    MARTIN MARIETTA MATERIALS (wrap) ABCIPQX
AGN     AGN    ALLERGAN, INC.                            ABCIPQXZ   25000000   MLM    MLM    MARTIN MARIETTA MATERIALS INC             ABCIPQX
ALE     ALE    ALLETE, INC.                              PX          5000000   DIS1   DIS    Marvel Entertainment, Inc (merger)        ABCIPQX
ARLP    ARLP   ALLIANCE RESOURCE PARTNERS                BCIPXZ      2500000   UVM    MRVL   MARVELL TECHNOLOGY GROUP                  ABCIPQX
ADS     ADS    ALLIANCE DATA SYSTEMS CORP.               ABCIPXZ    25000000   ULJ    MRVL   MARVELL TECHNOLOGY GROUP (Wrap) ABCIPQX
AIQ     AIQ    Alliance HealthCare Services, inc.        CX          7500000   MAS    MAS    MASCO CORP.                               ABCIPQX
AHGP    AHGP   Alliance Holdings GP LP                   X           2500000   MQS    MASI   Masimo Corporation                        CIPX
AOI     AOI    Alliance One International, Inc           X          25000000   MEE    MEE    MASSEY ENERGY COMPANY                     ABCIPQX
AB      AB     AllianceBernstein Holding L.P.            ACIPXZ     20000000   MQO    MEE    MASSEY ENERGY COMPANY (wrap)              ABCIPQX
LNT     LNT    ALLIANT ENERGY CORP.                      X          25000000   MTZ    MTZ    MASTEC INC                                ACIPX
ATK     ATK    ALLIANT TECHSYSTEM INC.                   ABCIPXZ     7500000   MA     MA     MAsterCard, Inc. Class A                  ABCIPQX
ARCC1   ARCC   ALLIED CAPITAL CORP (merger)              ACIPX      50000000   GSY    MA     MAsterCard, Inc. Class A (wrap)           ABCIPQX
AIB     AIB    Allied Irish Banks plc                    ACIPX      25000000   MAL    MA     MasterCard, Incorporated, Class A (wrap) ABCIPQX
ANV     ANV    Allied Nevada Gold Corporation            ACIPZ       7500000   XLB    XLB    MATERIALS SELECT SECTOR SPDR              ABCIPQX
AWH     AWH                                              C
               Allied World Assurance Company Holdings Ltd.          7500000   KYX    XLB    MATERIALS SELECT SECTOR SPDR (wrap)       ABCIPQX
ALY     ALY    Allis-Chalmers Energy Inc.                ABCIPXZ     7500000   QXW    MTRX   MATRIX SERVICE COMPANY                    ABCIPX
ALTH    ALTH   Allos Therapeutics, Inc.                  ACIPXZ     25000000   IHU    MTXX   MATRIXX INITIATIVES IN.                   ACIPX
MXQ     MDRX   Allscripts-Misys Healthcare Solutions     ABCIPX     25000000   MAT    MAT    MATTEL INC                                ABCIPQX
ALL     ALL    ALLSTATE CORPORATION                      ABCIPQXZ   25000000   UUQ    MATW   Matthews International Corporation        CX
AFAM    AFAM   Almost Family, Inc.                       ACIPXZ      7500000   MTSN   MTSN   Mattson Technology, Inc                   C
ALNY    ALNY   ALNYLAM PHARMACEUTICALS INC               ABCIPXZ     5000000   MGY    MXGL   Max Capital Group Ltd.                    P
ALJ     ALJ    ALON USA ENERGY INC.                      ACIPXZ      5000000   XIQ    MXIM   MAXIM INTEGRATED                          ABCIPX
ANR     ANR    ALPHA NATURAL RESOURCES INC               ABCIPXZ    52000000   MMS    MMS    MAXIMUS, INC.                             C
APT     APT    Alpha Pro Tech Limited                    CX          7500000   MXL    MXL    Maxlinear Inc.                            C
ALTR    ALTR   ALTERA CORPORATION                        ABCIPQXZ   25000000   QMW    MXWL   MAXWELL TECHNOLOGIES, INC.                X
ASPS    ASPS   Altisource Portfolio Solutions SA         CPX         2500000   MQQ    MAXY   MAYGEN, INC.                              P
AIMC    AIMC   Altra Holdings, Inc.                      C           5000000   MBW    MBFI   MB Financial Inc                          AC
MO      MO     ALTRIA GROUP, INC.                        ABCIPQX    25000000   MBI    MBI    MBIA INC.                                 ABCIPX
AWC     AWC    Alumina Limited                           CX         20000000   MFE    MFE    MCAFEE, INC                               ABCIPX
ACH     ACH    Aluminum Corp. of China Ltd.              ABCIPXZ    25000000   MKC    MKC    MCCORMICK AND COMPANY, INC.               IPX
ALVR    ALVR   ALVARION LTD.                             ABCIPXZ     7500000   MDR    MDR    MCDERMOTT INTRNATIONAL INC                ABCIPQX
AMAG   AMAG   AMAG Pharmaceuticals Inc              ABCIPXZ    20000000   MCD    MCD    MCDONALDS CORP                    ABCIPQX
AMZN   AMZN   AMAZON COM                            ABCIPQXZ   25000000   QML    MCGC   MCG CAPTIAL CORPORATION           CX
AMB    AMB    AMB Property Corporation              CIPXZ      25000000   MHP    MHP    MCGRAW HILL INC                   ABCIPQX
ABK    ABK    AMBAC INC                             ABCIPX     25000000   MCK    MCK    MCKESSON CORPORATION              ABCIPQX
ACO    ACO    AMCOL INTERNATIONAL CORP              X           5000000   PUV    MCK    MCKESSON CORPORATION (WRAP)       ABCIPQX
DOX    DOX    AMDOCS LTD                            ABCIPQXZ   25000000   MMR    MMR    MCMORAN EXPLORATION CO            ABCIPX
AMED   AMED   AMEDISYS INC                          ABCIPXZ    25000000   MZP    MRNA   MDRNA Inc                         P
BHU    UHAL   AMERCO                                X           2500000   MDZ    MDZ    MDS Inc.                          CPX
AEE    AEE    AMEREN CORPORATION                    ABCIPXZ    25000000   MDU    MDU    MDU RESOURCES GROUP INC.          X
AMX    AMX    America Movil S.A.B. de C.V.          ABCIPX     25000000   MJN    MJN    Mead Johnson Nutrition Company    ABCIPX
AMX1   AMX    America Movil S.A.B. de C.V. (dist)   ABCIPX     25000000   MIG    MIG    Meadowbrook Insurance Group, Inc. X
APP    APP    American Apparel Inc                  P           7500000   MWV    MWV    MeadWestvaco Corporation          ABCIPX
AXL    AXL    AMERICAN AXLE & MFG. HLDNGS           ABCIPXZ    25000000   MTL    MTL    Mechel                            ABCIPX
ACC    ACC    AMERICAN CAMPUS COMMUNITIES , INC ACIPXZ         25000000   TQX    TAXI   MEDALLION FINANCIAL, CORP.        X
AGNC   AGNC   American Capital Agency Corporation   ACIPXZ      7500000   QIG    MDAS   MedAssets Inc.                    ACIPX
ACAS   ACAS   American Capital Ltd.                 ABCIPXZ    25000000   MDTH   MDTH   Medcath Corp                      P
ACLI   ACLI   AMERICAN COMMERICAL LINES INC         CIXZ        5000000   MHS    MHS    MEDCO HEALTH SOLUTIONS INC        ABCIPQX
ADY    ADY    American Dairy Inc.                   CIPZ        7500000   MEG    MEG    Media General, Inc.               X
AEO    AEO    AMERICAN EAGLE OUTFITTERS             ABCIPQXZ   25000000   DMQ    MCCC   MEDIACOM COMMUNICATIONS CORP C
AEP    AEP    AMERICAN ELEC POWER                   ABCIPQXZ   25000000   MPW    MPW    Medical Properties Trust Inc      CIPX
AEL    AEL                                          X
              AMERICAN EQUITY INVESTMENT LIFE HOLDING CO.       7500000   MQL    MDCO   MEDICINES COMPANY (THE)           ABCIPX
AXP    AXP    AMERICAN EXPRESS                      ABCIPQXZ   25000000   MRX    MRX    MEDICIS PHARMACEUTICAL CORP       ABCIPX
AFG    AFG    AMERICAN FINANCIAL GROUP              X          25000000   QNM    MDSO   MEDIDATA SOLUTIONS INCCOM         C
AM     AM     AMERICAN GREETINGS CORP.              ACIPXZ     20000000   MED    MED    Medifast, Inc.                    ABCIPX
AIG1   AIG    American International Gr (5 shares)  ABCIPQX    25000000   QMD    MDVN   MEDIVATION INC                    ABCIPQX
AIG    AIG    AMERICAN INTERNATIONAL GROUP          ABCIPQXZ   25000000   AWB    MDVN   MEDIVATION INC (WRAP)             ABCIPQX
AIPC   AIPC   American Italian Pasta Company        ACIPXZ      7500000   MD     MD     Mednax Inc                        CP
AMMD   AMMD                                         AIPXZ
              AMERICAN MEDICAL SYSTEMS HOLDINGS, INC.          25000000   XMF    MEDQ   Medquist, Inc.                    X
AOB    AOB    American Oriental Bioengineering      ABCIPXZ    25000000   MDT    MDT    MEDTRONIC INC                     ABCIPQX
APEI   APEI   American Public Education Inc.        CIPXZ       7500000   JIW    MDT    MEDTRONIC INC (Wrap)              ABCIPQX
ARII   ARII   American Railcar Industries, Inc.     X           2500000   QBL    MELA   MELA Sciences, Inc                ACIPX
ASEI   ASEI   American Science and Engineering, Inc ABCIPXZ     5000000   NBQ    MPEL   Melco Crown Entertainment Ltd     ABCIPX
AMSC   AMSC   AMERICAN SUPERCONDUCTOR CORP          ABCIPQXZ   25000000   XNQ    MLNX   Mellanox Technologies Ltd.        ACIPX
AMT    AMT    AMERICAN TOWER CL A                   ABCIPQXZ   25000000   CJC    WFR                                      ABCIPQX
                                                                                        MEMC ELECTRONIC MATERIALS INC (wrap)
AVD    AVD    American Vanguard Corporation         X           5000000   MW     MW     MEN'S WEARHOUSE, INC. (THE)       ABCIPX
AWK    AWK    American Water Works Co., Inc.        ABCIPXZ    25000000   MGQ    MENT   MENTOR GRAPHICS                   BCIPX
CRMT   CRMT   America's Car-Mart, Inc.              CX          2500000   QMB    MELI   Mercadolibre Inc                  ABCIPX
ACF    ACF    AMERICREDIT CORP                      ABCIPXZ    25000000   MRK    MRK    MERCK & CO                        ABCIPQX
APU    APU    AmeriGas Partners, L.P.               CIPXZ       2500000   MZR    MRK    MERCK & CO (Wrap)                 ABCIPQX
ARGN   ARGN   Amerigon Incorporated                 X           5000000   MCY    MCY    Mercury General Corporation       AIX
AGP    AGP    AMERIGROUP CORPORATION                ABCIPXZ    25000000   MDP    MDP    Meredith Corporation              IX
AMP    AMP    AMERIPRISE FINANCIAL INC              ABCIPXZ    25000000   MQP    MRGE   Merge Healthcare Inc              P
AMSF   AMSF   Amerisafe Inc                         C           5000000   ZUG    VIVO   MERIDIAN BIOSCIENCE INC           ACIPX
ABC    ABC    AMERISOURCEBERGEN, CORP.              ABCIPQXZ   25000000   RMQ    MMSI   MERIT MEDICAL SYSTEMS, INC.       ACPX
ASCA   ASCA   AMERISTAR CASINOS, INC.               ACIPXZ     20000000   MTH    MTH    MERITAGE HOMES CORPORATION        ABCIPX
AMTD   AMTD   AMERITRADE HOLDING CORP               ABCIPQXZ   50000000   BAC1   BAC    MERRILL LYNCH (merger)            ACIPQX
AMN    AMN    Ameron International Corporation      CPXZ        2500000   MSB    MSB    Mesabi Trust                      P
AME    AME    AMETEK, INC.                          ACIPXZ     25000000   UQL    MBLX   Metabolix Inc.                    AX
AMGN    AMGN    AMGEN                                       ABCIPQXZ   25000000   MEA    MEA    Metalico Inc.                         BCIPX
AMKR    AMKR    AMKOR TECHNOLOGY                            ABCIPXZ    25000000   MUSA   MUSA   Metals USA Holdings Corporation       CPX
AHS     AHS     AMN HEALTHCARE SRVS                         AX          5000000   QPN    MEOH   Methanex Corp.                        ACIPX
APH     APH     AMPHENOL CORPORATION                        ABCIPXZ    25000000   MEI    MEI    METHODE ELECTRONICS, INC.             P
AMR     AMR     AMR CORPORATION                             ABCIPQXZ   25000000   MET    MET    METLIFE, INC.                         ABCIPQX
AMSG    AMSG    AMSURG CORPORATION                          X           5000000   JAJ    MET    METLIFE, INC. (Wrap)                  ABCIPQX
AFSI    AFSI    Amtrust Financial Services, Inc.            ACPXZ       5000000   PCS    PCS    MetroPCS Communications Inc.          ABCIPX
AMLN    AMLN    AMYLIN PHARMACEUTICALS                      ABCIPQXZ   25000000   MTD    MTD    METTLER-TOLEDO INTL. INC.             IPX
APC     APC     ANADARKO PETROLEUM CORPORATION ABCIPQXZ                25000000   MF     MF     MF Global Holdings Ltd                ABCIPX
ANAD    ANAD    ANADIGICS INC                               BCXZ       20000000   MFA    MFA    MFA Financial Inc                     BCIPX
ANDS    ANDS    Anadys Pharmaceuticals Inc.                 CP         25000000   MTG    MTG    MGIC INVESTMENT CORPORATION           ABCIPX
ADI     ADI     ANALOG DEVICES INC                          ABCIPQXZ   25000000   MGM    MGM    MGM Mirage                            ABCIPQX
ALOG    ALOG    Analogic Corporation                        CPXZ        2500000   MQK    MGPI   MGP INGREDIENTS, INC                  APX
ACOM    ACOM    Ancestry.com, Inc.                          CX          2500000   MIQ    MCRL   MICREL INC                            ACX
ANGO    ANGO    AngioDynamcis, Inc.                         X           5000000   QMT    MCHP   MICROCHIP TECHNOLOGY INC.             ABCIPQX
ANPI    ANPI    ANGIOTECH PHARMACEUTICALS                   CP         25000000   LQT    MITI   Micromet, Inc.                        ACIPX
AU      AU      ANGLOGOLD ASHANTI LTD.                      ABCIPQX    25000000   MU     MU     MICRON TECH                           ABCIPQX
BUD     BUD     Anheuser-Busch InBev                        C           7500000   MFK    MCRS   MICROS SYSTEMS INC                    BCIX
AXE     AXE     ANIXTER INTERNATIONAL, INC                  ACIPXZ      7500000   QMS    MSCC   MICROSEMI CORPORATION                 BCIPX
NLY     NLY     Annaly Capital Management Inc               ABCIPQX    25000000   MSQ    MSFT   Microsoft Corp.                       ABCIPQXZ
ANN     ANN     ANNTAYLOR STORES CORP                       ABCIPXZ    25000000   MQF    MSFT   Microsoft Corp. (wrap)                ABCIPQXZ
ANSS    ANSS    ANSYS, Inc.                                 ACIPXZ     25000000   EOU    MSTR   MICROSTRATEGY                         ACIPX
ACPIQ   ACPIQ   ANTHRACITE CAPITAL, INC.                    X          25000000   EOW    MSTR   MICROSTRATEGY (wrap)                  ACIPX
ANH     ANH     ANWORTH MORTAGE ASSET CORP                  ACIPXZ     25000000   XJQ    MVIS   Microvision, Inc.                     CPX
AOL     AOL     AOL Inc.                                    ABCIPQXZ   25000000   MAA    MAA                                          ACIPX
                                                                                                MID-AMERICA APARTMENT COMMUNITIES, INC.
AON     AON     AON CORPORATION                             ABCIPXZ    25000000   MDS    MDS    Midas Inc                             P
APAC    APAC    APAC Customer Services, Inc.                ACIPXZ      7500000   IJH    IJH    MIDCAP 400 INDEX SHARE                CIPZ
APA     APA     APACHE CORP                                 ABCIPQXZ   25000000   CQD    MICC   MILLICOM INTERNATIONAL CELLULAR ABCIPX
AIV     AIV     APARTMENT INVEST & MGMT CL. A               ACIPXZ     25000000   FJM    MICC   MILLICOM INTERNATIONAL CELLULAR (WRAP)ABCIPX
APOG    APOG    APOGEE ENTERPRISES INC                      ACIPXZ      7500000   MIL    MIL    MILLIPORE CORPORATION                 ABCPQ
ARI     ARI     Apollo Commercial Real Estate Finance, INC. C           2500000   MR     MR     Mindray Medical International Limited ABCIPX
APOL    APOL    APOLLO GROUP INC.                           ABCIPQXZ   25000000   QVP    MSPD   Mindspeed Technologies Inc.           CPX
AINV    AINV    Apollo Investment Corporation               ABCPXZ     25000000   ELNK   ELNK   MINDSPRING ENTERPRISES                ABCIPXZ
AAPL    AAPL    Apple Inc                                   ABCIPQXZ   25000000   MSA    MSA    MINE SAFETY APPLIANCES COMPANY AIPX
AIT     AIT     Applied Industrial Technologies Inc.        CI          7500000   MFN    MFN    Minefinders Corp                      ACIPX
AMAT    AMAT    APPLIED MATERIALS, INC.                     ABCIPQXZ   25000000   MTX    MTX    Minerals Technologies, Inc.           C
AMCC    AMCC    APPLIED MICRO CIRCUITS                      ACIPXZ     25000000   MIR    MIR    Mirant Corporation                    ABCIPQX
APSG    APSG    APPLIED SIGNAL TECHNOLOGY, INC              CX          5000000   MITL   MITL   Mitel Networks Corporation            C
ATR     ATR     AptarGroup Inc.                             AC          7500000   MTU    MTU    Mitsubishi UFJ Financial Group        ABCIPX
WTR     WTR     Aqua America Inc.                           ABCIPX     25000000   MFG    MFG    Mizuho Financial Group, Inc.          C
RZR     FBR     Aracruz Celulose S.A. (merger)              P          25000000   MKH    MKH    MKH Market 2000+ HOLDRS Trust
ARB     ARB     Arbitron Inc.                               ACPZ        7500000   QQB    MKSI   MKS INSTRUMENTS, INC.                 CIPX
MT      MT      Arcelor Mittal                              ABCIPQX    25000000   UAC    MINI   MOBILE MINI, INC.                     PX
MZB     MT      Arcelor Mittal (wrap)                       ABCIPQX    25000000   MBT    MBT    MOBILE TELE SYSTEMS OJSC              ABCIPX
ACGL    ACGL    ARCH CAPITAL GROUP Ltd                      CIPXZ       7500000   MBN    MBT    MOBILE TELE SYSTEMS OJSC (250 sh) ABCIPX
ARJ     ARJ     Arch Chemicals, Inc.                        C           2500000   MAJ    MBT    MOBILE TELE SYSTEMS OJSC (wrap)       ABCIPX
ACI     ACI     ARCH COAL, INC.                             ABCIPQXZ   25000000   MJR    MBT                                          ABCIPX
                                                                                                MOBILE TELE SYSTEMS OJSC (wrap)(250 sh)
ADM     ADM     ARCHER DANIELS MIDLAND CO                   ABCIPQXZ   25000000   MOD    MOD    Modine Manufacturing Co.              C
ARST    ARST   ArcSight, Inc.                         ACIPXZ     20000000   QXQ     MLNK   ModusLink Global Solutions Inc              CX
ARNA    ARNA   ARENA PHARMACEUTICALS INC              ABCIPXZ    25000000   MHK     MHK    MOHAWK INDUSTRIES, INC.                     ABCIPQX
ARD     ARD    ARENA RESOURCES INC                    ABCIPXZ    20000000   OXQ     MOLX   MOLEX INCORP.                               CIPX
ARCC    ARCC   Ares Capital Corporation               ABCIPXZ    50000000   MOH     MOH    MOLINA HEALTHCARE INC                       ACX
AGII    AGII   Argo Group International Holdings Ltd. P           5000000   TAP     TAP    Molson Coors Brewing Co.                    ABCIPX
TQC     STST   Argon ST iNC                           IPX         2500000   QMP     MNTA   MOMENTAL PHARMACEUTICALS INC                ABCIPX
ARIA    ARIA   ARIAD PHARMA                           ABCIPXZ    25000000   QIK     MCRI   MONARCH CASINO & RESORT, INC                ABCIPX
ARBA    ARBA   ARIBA, INC.                            ABCIPXZ    25000000   QPU     MPWR   Monolithic Power Systems Inc                ACIPX
ABFS    ABFS   ARKANSAS BEST CORPORATION              ABCIPXZ    20000000   OMQ     MNRO   MONRO MUFFLER BRAKE INCCOM                  C
ARMH    ARMH   ARM HOLDINGS PLC                       ACIPXZ     25000000   MON     MON    MONSANTO COMPANY (NEW)                      ABCIPQX
AWI     AWI    Armstrong World Industries, Inc.       ACIPXZ      7500000   MFP     MON    MONSANTO COMPANY (NEW) WRAP                 ABCIPQX
ARQL    ARQL   ArQule, Inc.                           CIPXZ       7500000   MWW     MWW    MONSTER WORLDWIDE INC                       ABCIPQX
ARRY    ARRY   ARRAY BIOPHARMA INC                    PX          7500000   MRH     MRH    MONTPELIER RE HOLDING LTD                   PX
ARRS    ARRS   ARRIS GROUP INC.                       ABCIPXZ    25000000   MCO     MCO    MOODY'S CORPORATION                         ABCIPQX
ARW     ARW    ARROW ELECTRONICS INC.                 ACIPXZ     25000000   MYW     MCO    MOODY'S CORPORATION (WRAP)                  ABCIPQX
ARTG    ARTG   Art Technology Group Inc.              P          25000000   MOG     MOGA   Moog Inc. Class A                           C
AJG     AJG    ARTHUR J. GALLAGHER & CO.              CPX        25000000   MS      MS     MORGAN STANLEY                              ABCIPQX
ART     ART    Artio Global Investors INC.            C           7500000   MFZ     MS     MORGAN STANLEY (wrap)                       ABCIPQX
ARUN    ARUN   Aruba Networks, Inc.                   ABCIPXZ    25000000   MKX     MS     MORGAN STANLEY (wrap)                       ABCIPQX
ARM     ARM    ARVINMERITOR, INC.                     ABCIPQXZ   25000000   IIF     IIF    MORGAN STANLEY INDIA INVS FD                X
ASA     ASA    ASA Ltd                                AC          7500000   QPR     MHGC   Morgans Hotel Group Co.                     CPX
ABG     ABG    ASBURY AUTOMOTIVE GROUP INCCOM C                   7500000   QMR     MORN   MORINGSTAR INC                              ACIX
ASTI    ASTI   Ascent Solar Technologies Inc          ABCIPXZ     5000000   MOS     MOS    MOSAIC COMPANY (THE)                        ABCIPQX
AHT     AHT    Ashford Hospitality Trust Inc.         CP         25000000   MWF     MOS    MOSAIC COMPANY (THE) (Distribution)         ABCIPQX
ASH     ASH    ASHLAND INC                            ABCIPQXZ   25000000   MOT     MOT    MOTOROLA INC                                ABCIPQX
ASIA    ASIA   ASIAINFO HOLDINGS, INC.                ACIPXZ     25000000   MOV     MOV    Movado Group, Inc.                          X
ASMI    ASMI   ASM International - NY Reg SHS         CX          2500000   MSM     MSM    MSC Industrial Direct Col, Inc. - Class A   ACIX
ASML    ASML   ASML HOLDING NV                        ABCIPXZ    25000000   MXB     MXB    MSCI Inc                                    ACIPX
AHL     AHL    ASPEN INSURANCE HOLDINGS LTDSHS C                 25000000   MLI     MLI    Mueller Industries Inc                      IX
APPY    APPY   AspenBio Pharma Inc.                   C           7500000   MWA     MWA    Mueller Water Products, Inc., Cl. A         ABCIPX
AACC    AACC   ASSET ACCEPTANCE CAPITAL CORPORATION   X           2500000   FUX     MFLX   MULTI - FINELINE ELECTRONIX INC             BCIPX
ASBC    ASBC   ASSOCIATED BANC CORP                   ACIPXZ     25000000   QMG     MGAM   MULTIMEDIA GAMES, INC.                      CIPX
AIZ     AIZ    ASSURANT INC                           ABCIPXZ    25000000   MUR     MUR    MURPHY OIL CORPORATION                      ABCIPQX
AGO     AGO    ASSURED GUARANTY LTD                   ABCIPXZ    25000000   MVC     MVC    MVC Capital Inc.                            CP
ASFI    ASFI   Asta Funding Inc.                      X           2500000   MYE     MYE    Myers Industries, Inc.                      C
ASTE    ASTE   ASTEC INDUSTRIES, INC                  ACIPXZ      7500000   MYL     MYL    Mylan Inc.                                  ABCIPQX
AF      AF     ASTORIA FINANCIAL CORP                 ACIPXZ     25000000   RQJ     MYRG   MYR GROUP INC DELCOM                        C
AZN     AZN    ASTRAZENECA                            ABCIPQXZ   25000000   MYGN1   MYGN   MYRIAD GENETICS (dist)                      ACIPX
T       T      AT & T Inc                             ABCIPQX    25000000   GSQ     MYGN   MYRIAD GENETICS INC                         ABCIPX
TTW     T      AT & T Inc (wrap)                      ABCIPQX    25000000   YLQ     MYRX   Myriad Pharmaceuticals Inc.                 CX
ATAC    ATAC   Atc Technology Corporation             C           5000000   NIQ     NABI   NABI BIOPHARMACEUTICALS                     X
ATHN    ATHN   Athenahealth, Inc.                     ABCIPXZ    20000000   NBR     NBR    NABORS INDS. INC.                           ABCIPQX
ATHR    ATHR   ATHEROS COMMUNICATIONS, INC.           ABCIPQXZ   25000000   BKM     NBR    NABORS INDS. INC. (WRAP)                    ABCIPQX
ATHX    ATHX   Athersys Incorporated                  CX         25000000   NLC     NLC    NALCO HOLDING COMPANY                       ACIPX
ATNI    ATNI   Atlantic Tele-Network, Inc.            C           2500000   NTE     NTE    NAM TAI ELECTRONICS INC                     CPX
AAWW    AAWW   Atlas Air Worldwide Holdings, Inc.     ACIPXZ      7500000   NTQ     NANO   Nanometrics Inc                             ACIP
ATLS1   ATLS   Atlas Energy Resources, LLC (merger)   CIPX       25000000   QAN     NARA   NARA BANCORP INC                            X
ATLS    ATLS   Atlas Energy, Inc.                     ACIPXZ     25000000   NQD     NDAQ   Nasdaq OMX Group                            ABCIPQX
APL     APL     Atlas Pipeline Partners, L.P.       ABCIPXZ    20000000   NQW     NAFC   NASH FINCH CO.                       CX
ATML    ATML    ATMEL CORP                          ABCIPXZ    25000000   CAM1    CAM    NATCO Group Inc. (merger)            CIPX
ATMI    ATMI    ATMI INC                            ABCIXZ      7500000   NBG     NBG    National Bank of Greece S.A.         ACPX
ATO     ATO     Atmos Energy Corp                   ACZ         7500000   FIZZ    FIZZ   NATIONAL BEVERAGE CORP               CPXZ
ATPG    ATPG    ATP OIL & GAS CORPORATION           ABCIPXZ    25000000   FIZZ1   FIZZ   NATIONAL BEVERAGE CORP (dist)        PX
ATSI    ATSI    ATS Medical, Inc.                   CX          7500000   QZX     NCMI   National Cienemedia Inc              CIP
ATW     ATW     ATWOOD OCEANICS , INC               ABCIPXZ    25000000   PNC1    PNC    NATIONAL CITY CORP. (merger)         IPQX
AUO     AUO     AU OPTRONICS CORP                   ABCIPX     25000000   RNQ     NCOC   National Coal Corporation            X
AUDC    AUDC    AUDIOCODES LTD.                     APXZ        2500000   NFP     NFP    NAtional Financial Partners Co       ACPX
VJX     VOXX    Audiovox Corporation                X           2500000   NFG     NFG    National Fuel Gas Company            ACIPX
AZC     AZC     Augusta Resource Corporation        C           5000000   SJQ     NATI   NATIONAL INSTRUMENTS CORP            X
AZK     AZK     Aurizon Mines Ltd.                  CIPZ       20000000   NON     NOV    National Oilwell Varco, Inc. (wrap)  ABCIPQX
ADSK    ADSK    AUTODESK INC                        ABCIPQXZ   25000000   NOY     NOV    National Oilwell Varco, Inc. (wrap)  ABCIPQX
ALV     ALV     AUTOLIV, INC                        ACIPXZ     25000000   PNQ     NPBC   National Penn Bancshares, Inc        X
ADP     ADP     AUTOMATIC DATA PROCESSINGINC        ABCIPQXZ   25000000   NNN     NNN    National Retail Properties, Inc.     CIPX
AN      AN      AUTONATION, INC                     ABCIPQXZ   25000000   NHP     NHP    Nationwide Health Properties, Inc.   CIX
AZO     AZO     AUTOZONE INC.                       ABCIPQXZ   25000000   NSM     NSM    NATL SEMICONDUCTOR CORP              ABCIPQX
AUXL    AUXL    Auxilium Pharmaceuticals Inc.       ABCIPXZ    20000000   NGS     NGS    Natural Gas Services Group           CIX
AVGO    AVGO    Avago Technologies Limited          CX         20000000   NRP     NRP    Natural Resource Partners L.P.       X
AVB     AVB     AVALONBAY COMMUNITIES INC           ABCIPXZ    25000000   BABY    BABY   Natus Medical, Inc.                  CIXZ
AVNR    AVNR    Avanir Pharmaceuticals Inc          P          25000000   NLS     NLS    NAUTILUS INC.                        BIPX
AVY     AVY     AVERY DENNISON CORP.                ABCIPXZ    25000000   NCI     NCI    NAVIGANT CONSULTING, INC             BCIPX
AVNW    AVNW    Aviat Networks Inc                  X           7500000   NM      NM     Navios Maritime Holdings, Inc.       ABCIPX
AVID    AVID    AVID TECHNOLOGIES,INC               ABCIPXZ     5000000   NMM     NMM    Navios Maritime Partners LP          C
CAR     CAR     Avis Budget Group Inc               ABCIPXZ    25000000   NAV     NAV    Navistar International Corp.         ABCIPX
AVA     AVA     AVISTA CORPORATION                  CX          7500000   NFH     NBTB   NBT Bancorp Inc                      P
AVT     AVT     AVNET INC                           ABCIPXZ    25000000   NTY     NTY    NBTY CORP                            ABCIPX
AVP     AVP     AVON PRODUCTS                       ABCIPQXZ   25000000   NCS     NCS    NCI BUILDING SYSTEMS, INC            ACPX
AXAHY   AXAHY   AXA S.A.                            C          25000000   UYS     NCS    NCI BUILDING SYSTEMS, INC(20 shares) ACPX
AXAH1   AXAHY   AXA S.A. (dist)                     C          25000000   NCR     NCR    NCR CORP                             ABCIPX
AXS     AXS     AXIS CAPITAL HOLDINGS LIMITED       ACIPXZ     25000000   NP      NP     NEENAH PAPER INC                     X
AZZ     AZZ     AZZ Incorporated                    CIPXZ       5000000   QNX     NKTR   NEKTAR THERAPEUTIC (WRAP)            ABCIPX
BGS     BGS     B&G Foods Inc.                      CX          7500000   NNI     NNI    Nelnet, Inc.                         CX
BMI     BMI     Badger Meter, Inc.                  CIXZ        5000000   UQZ     NSTC   Ness Technologies                    X
BIDU    BIDU    Baidu Inc                           ABCIPQX    25000000   QBS     UEPS   NET 1 UEPS TECHNOLOGIES              ABCIPX
BHI     BHI     BAKER HUGHES INC                    ABCIPQXZ   50000000   TQG     NETC   Net Servicos de Comunicacao SA       CX
BEZ     BEZ     Baldor Electric Company             IX         20000000   NJQ     NTAP   NetApp Inc                           ABCIPQX
BLL     BLL     BALL CORPORATION                    ABCIPXZ    25000000   NUL     NTAP   NetApp Inc (Wrap)                    ABCIPQX
BLDP    BLDP    BALLARD POWER SYSTEMS INC           ABIPX       7500000   NQG     NTES   NETEASE COM INC                      ABCIPQX
BYI     BYI     Bally Technologies Inc.             ABCIPXZ    25000000   NGH     NTES   NETEASE COM INC (Wrap)               ABCIPQX
BALT    BALT    Baltic Trading Limited              CPX         5000000   NZ      NZ     Netezza Corporation                  CX
BBVA    BBVA    BANCO BILBAO VIZCAYA                ACPX       25000000   QNQ     NFLX   NETFLIX INC                          ABCIPQX
BBD     BBD     Banco Bradesco - ADR                ABCIPX     27500000   QQS     NFLX   NETFLIX INC (wrap)                   ABCIPQX
BBD1    BBD     Banco Bradesco - ADR (110 shares)   ABCIPX     27500000   TUD     NTGR   NETGEAR INC                          ABCIPX
BSBR    BSBR    Banco Santander Brasil SA           ACPX       25000000   NQV     NLST   NetList Inc.                         CX
SAN     SAN     Banco Santander Chile               CX          5000000   LKT     NETL   NETLOGIC MICROSYSTEMS INC            ABCIPQX
STD     STD     Banco Santander S. A.               ACPX       50000000   NQH     NTCT   NETSCOUT SYS INC                     C
CIB     CIB     Bancolombia S.A.                    P          20000000   N       N      Netsuite Inc                         ACIPX
BXS    BXS    BANCORP SOUTH, INC.                        ACIPXZ      25000000   UOT     NBIX   NEUROCRINE BIOSCIENCES INC.         BCX
BAC    BAC    BANK OF AMERICA CORP.                      ABCIPQXZ    50000000   NSR     NSR    NEUSTAR INC - CLASS                 BCIX
BOH    BOH    Bank of Hawaii Corp.                       IPXZ        25000000   NQZ     TNDM   NEUTRAL TANDEM INCCOM               ABCIPX
BMO    BMO    Bank of Montreal                           ABCIPXZ     25000000   NGD     NGD    New Gold Inc.                       CPX
BNS    BNS    Bank of Nova Scotia                        ACIPXZ      25000000   NJR     NJR    New Jersey Resources Corporation    C
OWI    OZRK   Bank of the Ozarks Inc                     P            5000000   EDU     EDU    New Oriental Education & Tech       ABCIPX
BBX    BBX    BANKATLANTIC BANCORP, INC.- CL A           CPX         25000000   NWY     NWY    New York & Company, Inc.            C
BANR   BANR   Banner Corporation                         CP           5000000   NYB     NYB    NEW YORK COMM. BANCORP              ABCIPX
BCS    BCS    Barclays PLC                               ABCIPXZ     25000000   NYT     NYT    NEW YORK TIMES - CLASS A            ABCIPX
BCR    BCR    BARD C R INC                               ABCIPXZ     25000000   NAL     NAL    NEWALLIANCE BANCSHARES INC          ABCIPX
BKS    BKS    BARNES AND NOBLE                           ABCIPXZ     25000000   NCT     NCT    Newcastle Investment Corporation    AIPX
B      B      Barnes Group Inc.                          CIPXZ        7500000   NWL     NWL    NEWELL RUBBERMAID, INC.             ABCIPQX
ABX    ABX    BARRICK GOLD CORP                          ABCIPQXZ    25000000   NFX     NFX    NEWFIELD EXPLORATION COMPANY ABCIPX
BAS    BAS    Basic Energy Services, Inc                 CX           7500000   NEU     NEU    NEWMARKET CORPORATION               ABCIPX
BAX    BAX    BAXTER INTERNATIONAL INC.                  ABCIPQXZ    25000000   NWU     NEU    NEWMARKET CORPORATION (wrap)        ABCIPX
BTE    BTE    Baytex Energy Trust                        ACPXZ        7500000   NEM     NEM    NEWMONT MINING CO                   ABCIPQX
BBT    BBT    BB&T CORP                                  ABCIPQXZ    25000000   JFG     NEM    NEWMONT MINING CO (Wrap)            ABCIPQX
BCE    BCE    BCE INC                                    ABCIPXZ     25000000   NR      NR     Newpark Resources Inc               X
BEAV   BEAV   BE AEROSPACE INC.                          ABCIPXZ     25000000   NZZ     NEWP   NEWPORT CORP. (WRAP)                AC
BECN   BECN   BEACON ROOFING SUPPLY, INC                 BCIXZ        7500000   NXY     NXY    NEXEN                               ABCIPX
BZH    BZH    BEAZER HOMES USA INC.                      ABCIPXZ     25000000   NQR     NGAS   NGAS Resources, Inc                 CIX
BEBE   BEBE   BEBE STORES INC                            ABCIPXZ      7500000   NQB     NGPC   NGP CAPITAL RESOURCES COMPANY X
BEC    BEC    BECKMAN COULTER, INC.                      ABCIPXZ     20000000   EGOV    EGOV   Nic Inc                             P
BDX    BDX    BECTON, DICKINSON AND CO                   ABCIPXZ     25000000   EGOV1   EGOV   Nic Inc (dist)                      P
BBBY   BBBY   BED BATH & BEYOND INC.                     ABCIPQXZ    25000000   EQJ     NICE   NICE-SYSTEMS LTD, ADS               ACIPX
BDC    BDC    Belden Inc                                 ACIXZ        7500000   GAS     GAS    NICOR, INC.                         CIPXZ
BELM   BELM   Bell Microproducts Inc                     P           20000000   NQK     NHWK   NightHawk Radiology Holdings, Inc.  X
BLC    BLC    Belo Corp.                                 P           25000000   QHQ     NIHD   NII HOLDINGS, INC.                  ABCIPQX
BMS    BMS    BEMIS COMPANY                              ACIPXZ      25000000   NKE     NKE    NIKE INC. CLASS B                   ABCIPQX
BHE    BHE    BENCHMARK ELECTRONICS                      PX           7500000   NTT     NTT    NIPPON TELEGRAPH AND TELEPHONE CORP CPX
WRB    WRB    BERKLEY(WR) CORP                           AIPX        25000000   NI      NI     NISOURCE, INC                       ABCIPX
BRKB   BRKB   Berkshire Hathaway Inc. - Cl B             ABCIPQXZ   125000000   NQY     NMTI   NMT Medical Inc                     ACP
BRY    BRY    BERRY PETROLEUM -Class A                   ACIPXZ      25000000   NED     NED    Noah Education Holdings Ltd.        CX
BBY    BBY    BEST BUY CO. INC.                          ABCIPQXZ    25000000   NE      NE     NOBLE CORPORATION                   ABCIPQX
BGCP   BGCP   BGC Partners Inc                           PX           5000000   NND     NE     NOBLE CORPORATION (wrap)            ABCIPQX
BBL    BBL    BHP Billition Plc                          CIPXZ       25000000   NBL     NBL    NOBLE ENERGY INC                    ABCIPX
BHP    BHP    BHP BILLITON LMTD ADS                      ABCIPQXZ    25000000   NCW     NBL    NOBLE ENERGY INC (wrap)             ABCIPX
BIDZ   BIDZ   Bidz.com                                   ABPX         2500000   NOK     NOK    NOKIA CORP                          ABCIPQX
BGFV   BGFV   Big 5 Sporting Goods Corporation           C            5000000   NMR     NMR    Nomura Holdings, Inc.               ACX
BIG    BIG    BIG LOTS INC.                              ABCIPQXZ    25000000   NAT     NAT                                        LTD
                                                                                               NORDIC AMERICAN TANKER SHIPPING, ABCIPX
BBND   BBND   BigBand Networks, Inc.                     BCPXZ        7500000   ITN     NAT                                        LTD (WRAP)
                                                                                               NORDIC AMERICAN TANKER SHIPPING, ABCIPX
BBG    BBG    Bill Barrett Corporation                   CIPXZ       25000000   NQA     NDSN   Nordson Corporation                 CPX
BCRX   BCRX   BIOCRYST PHARMACEUTICAS INC                ABCIPXZ     25000000   JWN     JWN    NORDSTROM                           ABCIPQX
BIOD   BIOD   Biodel, Inc.                               C            5000000   JDI     JWN    NORDSTROM (wrap)                    ABCIPQX
BDSI   BDSI   BioDelivery Sciences International, Inc.   CX           5000000   NSC     NSC    NORFOLK SOUTHERN CORP               ABCIPQX
BIIB   BIIB   BIOGEN IDEC INC.                           ABCIPQXZ    25000000   JBC     NSC    NORFOLK SOUTHERN CORP (Wrap)        ABCIPQX
BMRN   BMRN   BIOMARIN PHARMACEUTICAL I                  ABCIPXZ     25000000   NOA     NOA    North American Energy Partners Inc. AC
BMR    BMR    Biomed Realty Trust                        CPXZ        25000000   PAL     PAL    NORTH AMERICAN PALLADIUM            BCIPX
BMTI   BMTI   BIOMIMETIC THERAPEUTICS INCCOM             ACIPXZ      2500000   NU     NU     NORTHEAST UTILITIES                     X
BIO    BIO    BIO-RAD LAB. INC CL. A                     CIPZ        2500000   NAK    NAK    Northern Dynasty Minerals Ltd.          ABCIPX
BRLI   BRLI   BIO-REFERENCE LABORATORIES, INC.           CIXZ        5000000   NOG    NOG    Northern Oil and Gas Inc                ACIPX
BPAX   BPAX   BIOSANTE PHARMACEUTICALS, INC              PX          7500000   NRQ    NTRS   NORTHERN TRUST CORPORATION              ABCIPQX
BIOS   BIOS   BIOSCRIP INC                               CP          7500000   NXG    NXG    Northgate Minerals Corp.                ACPX
BBH    BBH    BIOTECH HOLDRS TRUST                       ABCIPZ      5000000   NOC    NOC    NORTHROP GRUMMAN CORP                   ABCIPQX
BBH1   BBH    BIOTECH HOLDRS TRUST (dist)                ACIP        5000000   NRF    NRF    Northstar Realty Finance Corp.          CPX
BBH2   BBH    BIOTECH HOLDRS TRUST (dist)                ACIP        5000000   MJA    NWBI   Northwest Bancshares Inc                A
BBH3   BBH    Biotech HOLDRS Trust (dist)                ACIP        5000000   CBA    NWBI   Northwest Bancshares Inc (225 shares)   APX
BTIM   BTIM   Biotime, Inc.                              C           5000000   NWN    NWN    NORTHWEST NATURAL GAS COMPANY           C
BVF    BVF    BIOVAIL CORP                               ABCIPXZ    25000000   QXR    NWPX   Northwest Pipe Company                  CPX
BJRI   BJRI   BJ S RESTAURANTS INC                       CIPXZ       7500000   NWE    NWE    Northwestern Corp                       P
BJS    BHI    BJ SERVICES COMPANY                        ABCIPQXZ   50000000   NVMI   NVMI   Nova Measuring Instruments Ltd.         CX
BHI1   BHI    BJ SERVICES COMPANY (merger)               ABCIPQXZ   50000000   NG     NG     NOVAGOLD RESOURCES INC                  ABCIPX
BJ     BJ     BJS WHOLESALE CLUB INC                     ABCIPXZ    25000000   NVS    NVS    NOVARTIS AG                             ABCIPX
NOP    SWK    BLACK & DECKER (merger)                    ABCIPQX    25000000   NVU    NVTL   NOVATEL WIRELESS, INC.                  ABCIPX
NOS    SWK    BLACK & DECKER (WRAP)(merger)              ABCIPQX    25000000   NBU    NVAX   NOVAVAX INC                             CIPX
BBOX   BBOX   BLACK BOX CORP.                            BCIXZ       2500000   NKQ    NOVL   NOVELL, INC.                            ABCIPX
BKH    BKH    BLACK HILLS CORPORATION                    X           7500000   NLQ    NVLS   NOVELLUS SYSTEMS INC.                   ABCIPQX
BLKB   BLKB   Blackbaud, Inc.                            X           5000000   NUA    NVLS   NOVELLUS SYSTEMS INC. (wrap)            ABCIPQX
BBBB   BBBB   BLACKBOARD, INC                            BCIPXZ      7500000   NVO    NVO    Novo Nordisk                            CIPX
BLK    BLK    BLACKROCK INC                              ABCIPQXZ   25000000   QKK    NPSP   NPS PHARMACEUTICALS                     ABCPX
ADRE   ADRE   BLDRS Emerging Markets 50 ADR Index Fund   C           5000000   NRG    NRG    NRG Energy, Inc.                        ABCIPQX
BBI    BBI    BLOCKBUSTER, INC.                          CIP        25000000   NST    NST    NSTAR                                   CX
BLT    BLT    BLOUNT INTERNATIONAL INC                   ACIPXZ      5000000   DCM    DCM    NTT DOCOMO, INC.                        AC
BCSI   BCSI   BLUE COAT SYSTEMS INC                      ABCIPQXZ   25000000   NUS    NUS    NU SKIN ENTERPRISES, INC                ACIPX
BPHX   BPHX   Bluephoenix Solutions Ltd                  C           2500000   SSQ    NUAN   Nuance Communications, Inc.             ABCIPX
BMC    BMC    BMC SOFTWARE INC.                          ABCIPQXZ   25000000   NLV    NUE    NUCOR CORP (wrap)                       ABCIPQX
BWP    BWP    Boardwalk Pipline Partners, LP             ABCIPXZ     7500000   NUE    NUE    NUCOR CORPORATION                       ABCIPQX
BOBE   BOBE   Bob Evans Farms, Inc.                      CP          7500000   NS     NS     NuStar Energy LP                        ACIPX
BA     BA     BOEING CO                                  ABCIPQXZ   25000000   NSH    NSH    NuStar GP Holdings LLC                  ABCIPX
BZ     BZ     Boise, Incorporation                       CIPXZ      25000000   NSI    NTRI   NUTRI SYSTEM INC                        ABCIPQX
BOKF   BOKF   Bok Financial Corporation                  CX          5000000   QNU    NUVA   NuVasive, Inc.                          CIPX
BAMM   BAMM   Books-A-Million, Inc.                      C           2500000   NVE    NVE    NV Energy Inc                           X
BGP    BGP    BORDERS GROUP, INC.                        ABCPX      25000000   UVA    NVDA   NVIDIA CORPORATION                      ABCIPQX
BWA    BWA    BORGWARNER INC.                            ABCIPXZ    25000000   NAX    NVDA   NVIDIA CORPORATION (wrap)               ABCIPQX
SAM    SAM    Boston Beer Company, Inc.                  CIP         2500000   UKE    NXTM   NxStage Medical Inc.                    CPX
BPFH   BPFH   Boston Private Financial Holdings          X          20000000   NYX    NYX    NYSE Euronext                           ABCIPQX
BXP    BXP    BOSTON PROPERTIES INC                      ACIPXZ     25000000   NZV    NYX    NYSE Euronext (wrap)                    ABCIPQX
BSX    BSX    BOSTON SCIENTIFIC CORP                     ABCIPQXZ   25000000   OXY    OXY    OCCIDENTAL PETROLEUM                    ABCIPQX
EPAY   EPAY   BOTTOMLINE TECH DEL INC                    CIXZ        5000000   QJJ    OXY    OCCIDENTAL PETROLEUM (wrap)             ABCIPQX
BYD    BYD    BOYD GAMING CORP.                          ABCIPXZ    25000000   MHU    OPTT   Ocean Power Technologies Inc            P
BP     BP     BP PLC                                     ABCIPQXZ   25000000   OII    OII    OCEANEERING INTERNATIONAL, INC          ABCIPX
BPT    BPT    BP PRUDHOE BAY ROYALTY TRUST               ABCIPXZ     5000000   QZV    OCNF   Oceanfreight Inc                        CIPX
BPZ    BPZ    BPZ Resources Inc                          ABCIPXZ    25000000   CHUX   CHUX   O'Charley's Inc.                        C
BRC    BRC    Brady Corporation                          C           7500000   OZM    OZM    Och-Ziff Capital Management Group       CIPX
BDN    BDN    Brandywine Realty Trust                    CIXZ       25000000   QKG    OCLS   Oculus Innovative Sciences Inc          CP
BTM1   BTM    Brasil Telecom Participacoes S.A. (merger) C          12550000   OCN    OCN    Ocwen Financial Corporation             C
BAK    BAK    Braskem S.A.                                CX          7500000   UPE    ODSY   ODYSSEY HEALTHCARE INC               ACIPX
BRE    BRE    BRE PROPERTIES INC CLASS A                  ACPXZ      25000000   QOM    OMEX   Odyssey Marine Exploration Inc.      CX
BBEP   BBEP   BreitBurn Energy Partners L.P.              CIPZ        5000000   ODP    ODP    OFFICE DEPOT INC.                    ABCIPQX
BPI    BPI    Bridgepoint Education Inc.                  CIPXZ       7500000   OMX    OMX    OfficeMax Inc.                       ABCIPX
BGG    BGG    BRIGGS & STRATTON CORPORATION               ACIPXZ     20000000   OGE    OGE    OGE ENERGY CORP.                     X
BEXP   BEXP   BRIGHAM EXPLORATION COMPANY                 ABCIPXZ    25000000   OIH    OIH    OIL SERVICE HOLDRS TRUST             ABCIPQXZ
CELL   CELL   BRIGHTPOINT, INC                            ABCIPXZ    25000000   OIH1   OIH    OIL SERVICE HOLDRS TRUST (dist)      ACIPQXZ
EAT    EAT    BRINKER INT'L, INC.                         ABCIPXZ    25000000   OIH3   OIH    OIL SERVICE HOLDRS TRUST (dist)      ABCIPQXZ
BCO    BCO    BRINK'S COMPANY THE                         ABCIPQXZ   20000000   OIH4   OIH    Oil Service HOLDRS Trust (dist)      ABCIPQXZ
CFL    CFL    Brink's Home Security Holdings, Inc.        ACIXZ      20000000   OIH5   OIH    Oil Service HOLDRS Trust (dist)      ABCIPQXZ
BMY    BMY    BRISTOL-MYERS SQUIBB COMPANY                ABCIPQXZ   25000000   OIH6   OIH    Oil Service HOLDRS Trust (dist)      ABCIPQXZ
BRS    BRS    Bristow Group, Inc.                         CPXZ        7500000   OIH2   OIH    OIL SERVICE HOLDRS TRUST (spinoff)   ACIPQXZ
BTI    BTI    British American Tobacco PLC                C           7500000   OIS    OIS    Oil States International, Inc.       ABCIPX
BRCM   BRCM   BROADCOM CORP.                              ABCIPQXZ   25000000   BQI    BQI    Oilsands Quest Inc                   CIPX
BPSG   BPSG   Broadpoint Gleacher Securities Group Inc.   C          25000000   QPS    ODFL   Old Dominion Freight Line            ACIPX
BR     BR     Broadridge Financial Solutions LLC.         AIPXZ      25000000   ONB    ONB    Old National Bancorp                 CP
BWEN   BWEN   Broadwind Energy, Inc.                      CIPZ        7500000   ORI    ORI    OLD REPUBLIC INTL CORPORATION        AIPX
BRCD   BRCD   BROCADE COMM., SYSTEMS                      ABCIPQXZ   25000000   OLN    OLN    OLIN CORP.                           ABCIPX
BRNC   BRNC   Bronco Drilling Co., Inc.                   CPXZ        5000000   SBQ    ZEUS   OLYMPIC STEEL , INC                  ACIPX
BKD    BKD    Brookdale Senior Living Inc                 CIPXZ      25000000   OMG    OMG    OM GROUP INC                         ABCIPX
BAM    BAM    Brookfield Asset Management Inc             ABCIPXZ    25000000   OHI    OHI    OMEGA Healthcare Investors, Inc.     CIPX
BHS    BHS    Brookfield Homes Corporation                CX          2500000   ZQO    OMER   Omeros Corporation                   IX
BIP    BIP    Brookfield Infrastructure Partners L.P.     CI          2500000   OCR    OCR    OMNICARE INC                         ABCIPX
BPO    BPO    Brookfield Properties Corp                  C          25000000   UMK    OMCL   OMNICELL, INC                        ACIX
BRKS   BRKS   BROOKS AUTOMATION INC                       ACIXZ       7500000   OMC    OMC    OMNICOM GROUP                        ABCIPX
BRO    BRO    BROWN & BROWN, INC                          CX         25000000   UCM    OVTI   OMNIVISION TECHNOLOGIES              ABCIPX
BFB    BFB    Brown Forman Corporation Cl. B              C           7500000   OMN    OMN    Omnova Solutions Inc.                CP
BWS    BWS    Brown Shoe Company Inc                      X           7500000   OKU    ONNN   ON SEMICONDUCTOR CORP                ABCIPX
BRKR   BRKR   Bruker Corporation                          C          20000000   QQO    OGXI   OncoGenex Pharmaceutical Inc         X
BC     BC     BRUNSWICK CORP                              ABCIPQXZ   25000000   ONCY   ONCY   Oncolytics Biotech Inc.              CX
BW     BW     Brush Engineered Materials Inc.             BCIPXZ      5000000   KKQ    ONTY   Oncothyreon, Inc.                    ACPX
BSDM   BSDM   BSD Medical Corp                            P           5000000   OB     OB     One Beacon Insurance Group Ltd.      P
BPL    BPL    Buckeye Partners, L.P.                      ACIPXZ      5000000   OKS    OKS    ONEOK Partners, L.P.                 CIPX
BKI    BKI    Buckeye Technologies Inc.                   P           7500000   OKE    OKE    ONEOK, INC.                          ACIPX
BUCY   BUCY   Bucyrus International Inc                   ABCIPQXZ   25000000   QGF    ORCC   Online Resources Corporation         X
BWLD   BWLD   Buffalo Wild Wings Inc.                     ABCIPXZ     7500000   OIQ    ONXX   ONYX PHARMACEUTICALS                 ABCIPX
BBW    BBW    Build-A-Bear Workshop, Inc                  BCIPXZ      2500000   QFT    OTEX   OPEN TEXT CORPORATION                ABCIPX
BLDR   BLDR   Builder FirstSource, Inc                    X           5000000   TQK    OPEN   OpenTable, Inc.                      CIP
BG     BG     BUNGE LIMITED                               ABCIPQXZ   25000000   DQC    OPXA   Opexa Therapeutics Inc               CP
BKC    BKC    Burger King Holdings, Inc.                  ABCIPXZ    25000000   PEQ    OPLK   Oplink Communication Inc             X
CHRW   CHRW   C H ROBINSON WORLDWIDE INC                  ABCIPQXZ   25000000   QDT    OPTR   Optimer Pharmaceuticals, Inc.        CIPX
CA     CA     CA, Inc.                                    ABCIPQXZ   25000000   QYB    OXPS   OPTIONS XPRESS HOLDINGS INC.         ABCIPX
CAB    CAB    CABELA'S INC                                ACIPXZ     25000000   ORQ    ORCL   ORACLE CORP                          ABCIPQX
CVC    CVC    CABLEVISION SYSTEMS INC                     ABCIPXZ    25000000   QTP    OSUR   ORASURE TECHNOLOGIES                 AX
CVC1   CVC    CABLEVISION SYSTEMS INC (dist)              ABCIPX     25000000   URA    ORBC   ORBCOMM Inc.                         P
CBT    CBT    CABOT CORPORATION                           AIPXZ       7500000   ORB    ORB    ORBITAL SCIENCES CORP                ABCIPX
CCMP   CCMP   CABOT MICROELECTRONICS                      BCIPXZ      5000000   OWW    OWW    Orbitz Worldwide, Inc.               CIPX
COG    COG    CABOT OIL AND GAS CORP                      ABCIPXZ    75000000   QEO    ORCT   Orckit Communications Ltd.           ABIPX
CACH    CACH    CACHE, INC.                               X           2500000   OQR   ORLY   O'REILLY AUTOMOTIVE INC          ACIPX
CACI    CACI    CACI INTERNATIONAL, INC.                  ABCIPXZ     7500000   QRF   OREX   Orexigen Therapeutics Inc        ACIPX
CDSCY   CDSCY   Cadbury Plc                               X          25000000   ONP   ONP    Orient Paper, Inc.               CX
CDSC1   CDSCY   Cadbury Plc (dist)                        X          25000000   OFG   OFG    ORIENTAL FINANCIAL GROUP INC     PX
CDNS    CDNS    CADENCE DESIGN SYSTEMS, I                 ABCIPXZ    25000000   OEH   OEH    Orient-Express Hotels Ltd.       ACPX
CADX    CADX    CADENCE PHARMACEUTICALS INCCOM ACIPXZ                 5000000   QSW   SEED   Origin Agritech Limited          ABCIPQX
DVR     DVR     Cal Dive International, Inc.              ACIPXZ     25000000   ORN   ORN    Orion Marine Group, Inc.         ACIPX
CLMS    CLMS    Calamos Asset Management                  C           5000000   ORA   ORA    Ormat Technologies Inc.          P
CCC     CCC     Calgon Carbon Corporation                 ACIPXZ     20000000   QNK   VITA   Orthovita Inc                    P
CPKI    CPKI    CALIFORNIA PIZZA KITCHEN                  ACIPXZ      7500000   OSK   OSK    Oshkosh Corp                     ABCIPX
CWT     CWT     California Water Service Group            CX          5000000   GHU   OSIP   OSI PHARMACEUTICALS              ABCIPQX
CALP    CALP    Caliper Life Sciences, Inc.               CX          5000000   UOJ   OSIS   OSI SYSTEMS, INC.                CIPX
ELY     ELY     CALLAWAY GOLF CO                          ABCIPXZ    25000000   QIU   OSIR   Osiris Therapeutics, Inc.        ABCIPX
CPE     CPE     Callon Petroleum Co                       PX         25000000   OQB   OTTR   Otter Tail Corp.                 X
CALM    CALM    Cal-Maine Foods, Inc.                     ABCIPXZ     5000000   OSG   OSG    OVERSEAS SHIPHOLDING GROUP, INC ABCIPX
CPN     CPN     Calpine Corporation                       ABCIPQXZ   25000000   QKT   OSTK   OVERSTOCK.COM, INC.              ABCIPX
CLMT    CLMT    Calumet Specialty Products Partners, L.P. PX          2500000   OMI   OMI    OWENS & MINOR, INC               X
CAK     CAK     CAMAC Energy Inc.                         ACIPX       7500000   QOY   OMI    OWENS & MINOR, INC (150 shares)  X
CPT     CPT     Camden Property Trust                     CIPXZ      25000000   OC    OC     Owens Corning Inc.               ABCIPX
CCJ     CCJ     CAMECO CORPORATION                        ABCIPQXZ   25000000   OI    OI     OWENS-ILLINOIS INC.              ABCIPQX
CAM     CAM     Cameron International Corporation         ABCIPQXZ   25000000   OXM   OXM    Oxford Industries, Inc           BCIPX
CPB     CPB     CAMPBELL SOUP CO                          ABCIPXZ    25000000   HUO   PFCB   P.F. CHANG'S CHINA BISTRO INC    ABCIPX
CM      CM      Canadian Imperial Bank of Commerce        CIPZ       25000000   TLK   TLK    P.T. TELEKOMUNIKASI INDONESIA    AI
CNI     CNI     CANADIAN NATIONAL RAILWAY                 ABCIPXZ    25000000   PAQ   PCAR   PACCAR INC.                      ABCIPQX
CNQ     CNQ     CANADIAN NATURAL RESOURCES LIMITED        ABCIPQXZ   25000000   QAR   PCAR   PACCAR INC. (wrap)               ABCIPQX
CP      CP      Canadian Pacific Railway Limited          ABCIPXZ    25000000   QZT   PACR   PACER INTERNATIONAL, INC.        ACIPX
CSIQ    CSIQ    Canadian Solar Inc                        ABCIPXZ    25000000   PQE   PCBC   Pacific Capital Bancorp.         CX
CAJ     CAJ     Cannon Inc-Spons ADR                      C          25000000   PVQ   PSUN   PACIFIC SUNWEAR CALIF INC        BCIPX
CMN     CMN     CANTEL MEDICAL CORP                       ACXZ        5000000   PKG   PKG    PACKAGING CORP OF AMERICA        CIPX
CPLA    CPLA    Capella Education Company                 CIPXZ       5000000   PTV   PTV    PACTIV CORPORATION               ABCIPX
COF     COF     CAPITAL ONE FINANCIAL                     ABCIPQXZ   25000000   FHQ   PACW   PacWest Bancorp                  ACIPX
CPLP    CPLP    Capital Product Partners LP               CX          5000000   QLI   PAET   PAETEC Holding Corp.             A
CSE     CSE     CAPITAL SOURCE INC                        ABCIPXZ    25000000   UQ    PTIE   PAIN THERAPEUTICS, INC           BCIPX
CMO     CMO     Capstead Mortgage Corp                    ACIPXZ     25000000   PLL   PLL    PALL CORPORATION                 ACIPX
CFFN    CFFN    Captial Federal Financial                 X           5000000   UPY   PALM   PALM, INC                        ABCIPQX
CFFN1   CFFN    Captial Federal Financial (dist)          X           5000000   CMV   PALM   PALM, INC (WRAP)                 ABCIPQX
CRR     CRR     CARBO CERAMICS INC                        ACIPXZ     20000000   HKQ   PMTI   PALOMAR MEDICAL TECHNOLOGIES, INCABCIPX
CAH1    CAH     CARDINAL HEALTH CARE (dist)               AIPQX      25000000   USP   PAAS   PAN AMERICAN SILVER CORP.        ABCIPQX
CAH     CAH     CARDINAL HEALTH INC                       ABCIPQXZ   25000000   SKE   PAAS   PAN AMERICAN SILVER CORP. (wrap) ABCIPQX
CRME    CRME    CARDIOME PHARMA CORP                      ABCIPXZ     7500000   PC    PC     Panasonic Corporation            X
BEAT    BEAT    CardioNet, Inc.                           ACIPXZ     25000000   UPA   PNRA   PANERA BREAD CO. - CLASS A       ABCIPQX
CATM    CATM    Cardtronics, Inc.                         C           5000000   ZZQ   PZZA   PAPA JOHN'S INTERNATIONAL, INC   BCIX
CECO    CECO    CAREER EDUCATION CORP                     ABCIPQXZ   25000000   PRX   PRX    Par Pharmaceutical Cos., Inc.    ABCIPX
CFN     CFN     CareFusion Corporation                    ACIPQXZ    25000000   QXT   PRGN   Paragon Shipping Inc             ACIPX
CSL     CSL     CARLISLE COMPANES INCORPORATED X                      7500000   PAU   PMTC   PARAMETRIC TECHNOLOGY CORP.      CIX
KMX     KMX     CARMAX INC.                               ABCIPQX    25000000   VBQ   PRXL   PAREXEL INTL CORP                AX
CCL     CCL     CARNIVAL CORPORATION                      ABCIPQXZ   25000000   PKD   PKD    PARKER DRILLING CO               ABCIPX
CUK     CUK     Carnival plc                              CX          7500000   PH    PH     PARKER-HANNIFIN CORP             ABCIPX
CRS     CRS     CARPENTER TECHNOLOGY CORPORATION      ABCIPXZ    20000000   QER     PRKR   ParkerVision, Inc.                      PX
CRZO    CRZO    CARRIZO OIL & GAS, INC                ABCIPXZ    25000000   PKY     PKY    Parkway Properties, Inc.                C
CRI     CRI     CARTER'S , INC.                       ACIPXZ     25000000   PRE     PRE    PARTNERRE LTD.                          ACIPX
CWST    CWST    CASELLA WASTE SYSTEMS                 X           5000000   PTI     PTI    Patni Computer Systems                  CI
CASY    CASY    Casey's General Stores Inc            CP          7500000   PCX     PCX    Patriot Coal Corporation                ABCIPX
CSH     CSH     Cash America International, Inc.      BCIPXZ      7500000   DOU     PDCO   PATTERSON COMPANIES, INC.               ABCIPX
CHSI    CHSI    Catalyst Health Solutions, Inc.       ACIPXZ      5000000   NZQ     PTEN   PATTERSON-UTI ENERGY, INC.              ABCIPQX
CAT     CAT     CATERPILLAR INC                       ABCIPQXZ   25000000   PQX     PAYX   PAYCHEX, INC                            ABCIPQX
CATY    CATY    Cathay General Bancorp                X          25000000   PQI     PDLI   PDL BioPharma                           ABCIPX
CAVM    CAVM    Cavium Networks, Inc.                 ABCIPXZ    20000000   PDI     PDLI   PDL BioPharma (Cash Distribution)       ABCIPX
CBG     CBG     CB Richard Ellis Group, Inc.          ABCIPXZ    25000000   PDLI1   PDLI   PDL BioPharma INC. (DIST)               ACIPX
CBEY    CBEY    Cbeyond, Inc.                         CIXZ        7500000   BTU     BTU    PEABODY ENERGY CORPORATION              ABCIPQXZ
CBZ     CBZ     CBIZ, Inc.                            X           5000000   UKQ     PEET   PEETS COFFEE & TEA INC                  ACIPX
CBL     CBL     CBL & Associates Properties, Inc.     ACIPXZ     25000000   PQM     PEGA   Pegasystems Inc.                        CPX
CBS     CBS     CBS Corporation CL B                  ABCIPQXZ   25000000   PGH     PGH    PENGROWTH ENERGY TRUST                  ABCIPX
CBSA    CBSA    CBS Corporaton CL A                   CX          2500000   UQN     PENN   PENN NATIONAL GAMING INC                ABCIPX
CHINA   CHINA   CDC Corporation                       ABCIPXZ    25000000   PEI     PEI    Penn Real Estate Invest Tst             CIPX
CDI     CDI     CDI Corporation                       C           2500000   PVA     PVA    Penn Virginia Corporation               ACIPX
CEC     CEC     CEC Entertainment Inc.                ACIPXZ      7500000   PVR     PVR    Penn Virginia Resource Partners, L.P.   CPX
FUN     FUN     CEDAR FAIR L P                        CIPXZ       7500000   PWE     PWE    Penn West Energy Trust                  ABCIPQX
CDR     CDR     Cedar Shopping Centers Inc.           X           7500000   PMT     PMT    Pennymac Mortgage Investment Trust      CX
CGI     CGI     Celadon Group, Inc.                   X           2500000   PAG     PAG    Penske Auto Group Inc                   CX
CE      CE      CELANESE CORPORATION                  ABCIPXZ    25000000   BEU     PNSN   Penson Worldwide, Inc.                  X
CRA     CRA     Celera Corp                           CIPXZ      25000000   PNR     PNR    PENTAIR, INC.                           BCIPX
CLS     CLS     CELESTICA, INC.                       ABCIPXZ    25000000   OGQ     PPCO   PENWEST PHARMACEUTICAL CO.              CIPX
CELG    CELG    CELGENE CORP.                         ABCIPQXZ   25000000   UOB     PBCT   PEOPLES BANK                            ABCIPX
BPAX1   BPAX    Cell Genesys, Inc. (merger)           CPX         7500000   PBY     PBY    Pep Boys                                ABCIPX
CTIC    CTIC    Cell Therapeutics, Inc.               ACPX       25000000   POM     POM    PEPCO HOLDINGS, INC.                    ACIPX
CEL     CEL     Cellcom Israel Ltd                    C           5000000   OMB     PEP    PEPSI BOTTLING GRP, INC (THE)           ACIQ
CLDX    CLDX    Celldex Therapeutics, Inc.            CIPXZ       7500000   OPU     PEP    PepsiAmericas, Inc.                     C
CLSN    CLSN    Celsion Corporation                   CP         25000000   PEP     PEP    PEPSICO                                 ABCIPQX
CX      CX      Cemex SAB de CV                       ABCIPX     26000000   LQM     PPHM   Peregrine Pharmaceuticals, Inc.         CP
CX1     CX      Cemex SAB de CV (dividend)            ACIPX      26000000   QOP     PWRD   Perfect World Co Ltd                    ABCIPX
CVE     CVE     Cenovus Energy Inc.                   ACIPXZ     25000000   UTJ     PRFT   Perficient, Inc.                        PX
CNC     CNC     CENTENE CORP                          ABCIPXZ     7500000   PEU     PSEM   Pericom Semiconductor Corp              C
CNP     CNP     CENTERPOINT ENERGY, INC.              ABCIPXZ    25000000   PKI     PKI    PERKINELMER, INC.                       ACIPX
PHM1    PHM     CENTEX CORPORATION (merger)           ACIPX      50000000   PBT     PBT    PERMIAN BASIN ROYALTY TRUST             ACIPX
EBR     EBR     Centrais Electricas Brasileira SA     CPX         7500000   IQP     PRGO   PERRIGO COMPANY                         ABCIPX
EBRB    EBRB    Centrais Electricas Brasileiras S ADR CX          5000000   TRQ     PETS   PETMED EXPRESS, INC.                    ACIPX
CEDC    CEDC    CENTRAL EUROPEAN DISTRIBUTION CORP    ACIPXZ     25000000   PZE     PZE    Petrobras Energia S.A                   CP
CETV    CETV    CENTRAL EUROPEAN MEDIA ENTERPRISES    CIPXZ      20000000   PTR     PTR    PETROCHINA COMPANY LTD.                 ABCIPX
CENT    CENT    Central Garden & Pet Company          C           7500000   KRM     PTR    PETROCHINA COMPANY LTD. (wrap)          ABCIPX
CENTA   CENTA   Central Garden & Pet Company Class A  C           7500000   PWK     PTR    PETROCHINA COMPANY LTD. (wrap)          ABCIPX
CPF     CPF     Central Pacific Financial Corp.       C          25000000   HK      HK     PETROHAWK ENERGY CORPORATION            ABCIPQXZ
CENX    CENX    CENTURY ALUMINUM COMPANY              ABCIPXZ    25000000   PDB     PBRA   Petroleo Brasileiro S.A.                ACIPQX
CTL     CTL     CENTURYTEL, INC.                      ABCIPXZ    25000000   PBR     PBR    PETROLEO BRASILEIRO SA                  ABCIPQX
CVO     CVO     CENVO INC                             PX          7500000   PMJ     PBR    PETROLEO BRASILEIRO SA (wrap)           ABCIPQX
CEPH    CEPH    CEPHALON, INC.                        ABCIPQXZ   25000000   PHQ     PETD   PETROLEUM DEVELOPMENT CORP.             ACIPX
CPHD   CPHD   CEPHEID                                       ABCIPXZ    20000000   PQ     PQ     PETROQUEST ENERGY, INC                   ABCIPX
CRDN   CRDN   CERADYNE, INC                                 ABCIPXZ    20000000   QPT    PETM   PETSMART, INC.                           ABCIPX
CRNT   CRNT   Ceragon Networks Ltd.                         ABCIPXZ     5000000   PFE    PFE    PFIZER                                   ABCIPQXZ
CERN   CERN   CERNER CORP                                   ABCIPXZ    25000000   PFSW   PFSW   Pfsweb Inc                               P
CERS   CERS   CERUS CORPORATION                             X          25000000   PCG    PCG    PG & E CORP                              ABCIPX
CF     CF     CF Industries Holdings Inc                    ABCIPQXZ   50000000   PJQ    PPDI   PHARM PROD DEV                           ABCIPX
CGV    CGV    CGG Veritas                                   ACPX        5000000   PPH    PPH    PHARMACEUTICAL HOLDRS                    ABCIPX
GIB    GIB    CGI Group Inc.                                C           5000000   PUH    PPH    PHARMACEUTICAL HOLDRS (dist)             ACIPX
CYOU   CYOU   CHANGYOU COM LTDADS REP CL A                  ABCIPX      7500000   PPH1   PPH    PHARMACEUTICAL HOLDRS (DISTRIBUTION)     ACIPX
CRL    CRL    CHARLES RIVER LABS INC.                       IPXZ       25000000   PUX    PPH    PHARMACEUTICAL HOLDRS (Distribution)     ABCIPX
CHRS   CHRS   CHARMING SHOPPES INC                          CX         25000000   PKQ    PCYC   Pharmacyclics, Inc.                      CPX
GTLS   GTLS   Chart Industries Inc                          CX          7500000   PMC    PMC    PharMerica Corporation                   CIPX
CHKP   CHKP   CHECK POINT SOFTWARE                          ABCIPQXZ   25000000   UTO    PFWD   Phase Forward, Inc.                      X
CKP    CKP    CHECKPOINT SYSTEMS, INC.                      X           5000000   PHH    PHH    PHH CORPORATION                          ACIPX
CHTP   CHTP   Chelsea Therapeutics International            CPXZ       25000000   PFY    PM     Philip Morris International, Inc .(WRAP) ABCIPQX
CHE    CHE    CHEMED CORPORATION                            CIXZ        5000000   PM     PM     Philip Morris International, Inc.        ABCIPQX
CHFC   CHFC   Chemical Financial Corporation                P           2500000   PHI    PHI                                             X
                                                                                                Philippine Long Distance Telephone Comapny
LNG    LNG    CHENIERE ENERGY INC                           ABCIPX      7500000   PVH    PVH    PHILLIPS VAN HEUSEN CORPORATION ABCIPX
CQP    CQP    Cheniere Energy Ptnrs L.P.                    ACIPXZ      5000000   PNX    PNX    PHOENIX COMPANIES                        IPX
CHK    CHK    CHESAPEAKE ENERGY CORP.                       ABCIPQXZ   25000000   JMW    PTEC   Phoenix Technologies Ltd                 ACP
CVX    CVX    CHEVRON CORP                                  ABCIPQXZ   25000000   PQF    PLAB   PHOTRONICS, INC.                         BCIPX
CBI    CBI    CHICAGO BRIDGE & IRON CO. NV-N                ABCIPXZ    25000000   DIU    PICO   PICO Holdings, Inc.                      C
CHS    CHS    CHICO'S FAS, INC.                             ABCIPXZ    25000000   PNY    PNY    Piedmont Natural Gas Company             CX
TUY    PLCE   CHILDREN'S PLACE RETAIL (THE)                 ABCIPX     25000000   PDM    PDM    Piedmont Office Realty Trust Inc.        CX
CIM    CIM    Chimera Investment Corp                       ACIPXZ     25000000   PIR    PIR    PIER 1 IMPORTS, INC.                     ACIP
CAGC   CAGC   China Agritech, Inc.                          CIPX       25000000   PEC    PIKE   Pike Electric Corporation                AIPX
CAEI   CAEI   China Architectural Engineering, Inc.         CX         20000000   PPC    PPC    PILGRIMS PRIDE CORP                      ACPQ
CBAK   CBAK   China BAK Battery, Inc.                       CIPX       25000000   TUZ    TUZ    PIMCO ETF TR1-3YR USTREIDX               C
CHBT   CHBT   China- Biotics Inc                            CIP         5000000   QZP    PNCL   PINNACLE AIRLINES CORP                   X
STV    STV    China Digital TV Holding Co., Ltd.            ABCIPX      5000000   PNK    PNK    PINNACLE ENTERTAINMENT INC               ABCIPX
CDII   CDII   China Direct Industries Inc                   X          20000000   PSF    PNFP   Pinnacle Financial Partners Inc.         P
CEU    CEU    China Education Alliance, Inc.                C           5000000   PNW    PNW    PINNACLE WEST CAPITAL CORP.              APX
JQJ    JRJC   China Finance Online Co. LTD                  BCIPX       5000000   PDC    PDC    PIONEER DRILLING COMPANY                 ACPX
CFSG   CFSG   China Fire & Security Group, Inc.             CIX         7500000   PXD    PXD    PIONEER NATURAL RESOURCES COS ABCIPX
CHOP   CHOP   China Gerui Advanced Materials Group Ltd.     CX          5000000   PJC    PJC    PIPER JAFFRAY COMPANIES, INC.            ABCIPX
CGA    CGA    China Green Agriculture, Inc.                 ACIPXZ     25000000   PBI    PBI    PITNEY-BOWES INC                         ACIPX
GRRF   GRRF   China Gren Tech Corp Ltd                      X           7500000   PAA    PAA    PLAINS ALL AMERICAN PIPELINE, LP         ABCIPX
CHLN   CHLN   CHINA HOUSING & LAND DEV INCCOM               CPXZ        7500000   PXP    PXP    PLAINS EXPLORATION & PROD COMP ABCIPQX
CPBY   CPBY   China Information Security Technology, Inc.   ACPXZ      20000000   PON    PXP    PLAINS EXPLORATION & PROD COMP (wrap)    ABCIPQX
CBEH   CBEH   China Integrated Energy Inc                   P           5000000   PLT    PLT    PLANTRONICS, INC.                        BCIPX
LFC    LFC    CHINA LIFE INSURANCE CO., LTD                 ABCIPX     25000000   PTP    PTP    PLATINUM UNDERWRITERS HOLDINGS CP
FFL    LFC    CHINA LIFE INSURANCE CO., LTD (wrap)          ABCIPX     25000000   PLA    PLA    Playboy Enterprises- Class B             P
HTHT   HTHT   China Lodging Group                           CX          2500000   QUA    PLXS   PLEXUS CORP                              BCIPX
CCME   CCME   China MediaExpress Holdings, Inc.             C           5000000   PQL    PLUG   PLUG POWER INC                           P
CMED   CMED   CHINA MEDICAL TECH INC SPON ADR               ABCIPX     25000000   PCL    PCL    PLUM CREEK TIMBER CO                     ABCIPX
CHL    CHL    China Mobile Limited                          ABCIPXZ    25000000   SQL    PMCS   PMC-SIERRA INC                           ABCIPQX
CHNG   CHNG   China Natural Gas Inc.                        CIPXZ       5000000   PMI    PMI    PMI GROUP (THE)                          ABCIPX
NPD    NPD    China Nepstar Chain Drugstore Limited         CIPX        7500000   PNC    PNC    PNC FINANCIAL CORP.                      ABCIPQX
NEP     NEP     China North East Petroleum Holdings Ltd.     ACIPX       7500000   PZH    PNC    PNC FINANCIAL CORP. (wrap)                ABCIPQX
SNP     SNP     CHINA PETROLEUM AND CHEMICAL CORPABCIPX                 20000000   PNM    PNM    PNM Resources, Inc                        ACIPX
HYQ     SNP     CHINA PETROLEUM AND CHEMICAL CORPABCIPX        (wrap)   20000000   PII    PII    POLARIS INDUSTRIES, INC.                  ABCIPX
CPSL    CPSL    China Precision Steel, Inc.                  BCIPX      20000000   RL     RL     POLO RALPH LAUREN CORPORATION ABCIPQX
CRIC    CRIC    China Real Estate Information Corp.          CIPX        7500000   QHD    PLCM   POLYCOM, INC                              ABCIPX
CREG    CREG    China Recycling Energy Corp.                 X           2500000   POL    POL    Polyone Corporation                       CI
CSR     CSR     China Security Surveillance Technology Inc ABCIPXZ      25000000   PPO    PPO    Polypore International, Inc.              C
CSKI    CSKI    China Sky One Medical Inc                    CIPXZ       5000000   FQR    PARD   Poniard Pharmaceuticals Inc               ACIPX
ZNH     ZNH     China Southern Air                           AX          2500000   QCL    POOL   Pool Corp.                                ABCIPX
CSUN    CSUN    China Sunergy Co. Ltd. ADS                   ABCIPX     25000000   BPOP   BPOP   Popular Inc.                              ABCIPXZ
CNTF    CNTF    China Techfaith Wireless ADR                 X           7500000   PBB    PRAA   PORTFOLIO RECOVERY ASSOCATE               ABCIX
CTDC    CTDC                                                 P
                China Technology Development Group Corporation           2500000   POR    POR    PORTLAND GENERAL ELECTRIC COMPANY         ACX
CHA     CHA     CHINA TELECOM CORP.                          ABCIPXZ     7500000   PKX    PKX    POSCO                                     ABCIPX
CTFO    CTFO    China TransInfo Technology Corp              P           5000000   FTZ    PKX    POSCO (wrap)                              ABCIPX
CHU     CHU     CHINA UNICOM LTD. -ADR                       ABCIPXZ    25000000   PUJ    PKX    POSCO (wrap)                              ABCIPX
CVVT    CVVT    China Valves Technology Inc                  P           5000000   PPS    PPS    POST PROPERTIES INC                       ACX
CYD     CYD     CHINA YUCHAI INTERNATIONAL LIMITED ABCIXZ                5000000   PVZ    POT    POTASH CORP OF SASK. (wrap)               ABCIPQX
CAST    CAST    ChinaCast Education Corporation              CPX         5000000   PYP    POT    POTASH CORP OF SASK. (wrap)               ABCIPQX
CMG     CMG     Chipotle Mexican Grill Inc                   ABCIPQXZ   20000000   PCH    PCH    POTLATCH CORP                             ACIPX
CQB     CQB     Chiquita Brands Intl Inc                     ABCIPXZ    25000000   OPQ    POWL   POWELL INDS INC                           C
CHH     CHH     Choice Hotels International, Inc.            ACIPXZ      7500000   UIJ    POWI   Power Intergrations Inc                   IPX
CHRD    CHRD    Chordiant Software Inc.                      I           7500000   PRF    PRF    Power Shares FT SE RAFI ETF               C
CBK     CBK     CHRISTOPHER & BANKS CORP.                    ABCIPXZ     5000000   PWER   PWER   Power-One Inc                             PX
CB      CB      CHUBB CORP                                   ABCIPQXZ   25000000   MEK    POWR   PowerSecure International Inc.            APX
CHT     CHT     CHUNGHWA TELECOM CO. LTD-ADR                 CIX        25000000   DBO    DBO    PowerShares DB Oil Fund                   ACIPXZ
CHT1    CHT     CHUNGHWA TELECOM CO. LTD-ADR (mandatory exch)CIX        25000000   PCEF   PCEF                                             C
                                                                                                 PowerShares CEF, Income Composite Portfolio
CHD     CHD     CHURCH & DWIGHT CO.                          AIPZ        7500000   DBA    DBA    PowerShares DB Agriculture Fund           ABCIPXZ
CBD     CBD                                                  C
                Cia Brasileira de Distribuicao Grupo Pao de Acucar       7500000   DBB    DBB    Powershares DB Base Metals Fund           ACIPZ
CBR     CBR     CIBER INC                                    X           7500000   DBE    DBE    PowerShares DB Energy Fund                CXZ
CIEN    CIEN    Ciena Corp (New)                             ABCIPQXZ   25000000   DBV    DBV    PowerShares DB G10 Currency Harvest Fund  C
CI      CI      CIGNA CORP                                   ABCIPQXZ   25000000   DGL    DGL    PowerShares DB Gold Fund                  CIXZ
XEC     XEC     CIMAREX ENERGY CO.                           ABCIPX     25000000   DBP    DBP    PowerShares DB Precious Metals Fund       CXZ
CBB     CBB     Cincinnati Bell Inc.                         C          25000000   DBS    DBS    PowerShares DB Silver Fund                CIZ
CINF    CINF    Cincinnati Financial Corp                    ACPZ       25000000   UUP    UUP                                              ABCIPQX
                                                                                                 PowerShares DB US Dollar Index Bullish Fund
CNK     CNK     Cinemark Holdings Inc                        ACIPXZ      7500000   PDP    PDP                                              C
                                                                                                 PowerShares DWA Technical Leaders Portfolio
CTAS    CTAS    CINTAS CORP.                                 ABCIPQXZ   25000000   PXJ    PXJ    POWERSHARES DYNAMIC OIL SERVICES PORTFOLIOC
CIR     CIR     CIRCOR International, Inc.                   C           5000000   PWT    PWT    POWERSHARES DYNAMIC SMALL CAP A
CRUS    CRUS    CIRRUS LOGIC, INC.                           CPXZ       20000000   PHO    PHO                                              CIPX
                                                                                                 PowerShares Dynamic Water Resources Portfolio
CSCO    CSCO    CISCO SYSTEMS, INC.                          ABCIPQXZ   25000000   PCY    PCY    PowerShares Emerging Markets Sovereign C   Debt Portfo
CIT     CIT     CIT Group, Inc.                              ABCIPXZ    25000000   PGF    PGF    PowerShares Financial Preferred Portfolio ACIPX
CITG1   CITGQ   CIT Group, Inc. (Bankrupt)                   CIQX       25000000   PIO    PIO    PowerShares Global Water Portfolio        C
CTRN    CTRN    Citi Trends, Inc.                            X           5000000   PGJ    PGJ                                              ABCIPX
                                                                                                 POWERSHARES GOLDEN DRAGON HALTER USX CHINA PORTFOL
C       C       CITIGROUP INC                                ABCIPQXZ   25000000   POJ    PGJ                                              ABCIPX
                                                                                                 POWERSHARES GOLDEN DRAGON HTER USX CHN PORT(wrap)
CIA     CIA     Citizens Inc.                                C           5000000   PIN    PIN    Powershares India Portfolio               CIPX
CRBC    CRBC    Citizens Republic Bancorp Inc                X          25000000   PGX    PGX    PowerShares Preferred Portfolio           C
CTXS    CTXS    CITRIX SYSTEMS, INC.                         ABCIPQXZ   25000000   QQQ    QQQQ   PowerShares QQQ Trust                     ABCIPQXZ
CHCO    CHCO    City Holding Company                         P           2500000   OOF    QQQQ   PowerShares QQQ Trust (Qtrly LEAPS)       ABCIPQX
CYN     CYN     CITY NATIONAL CORP                           ACIPXZ     25000000   QJX    QQQQ   PowerShares QQQ Trust (Qtrly LEAPS) (wrap)ABCIPQX
CTEL    CTEL   City Telecom HK Ltd                       P           7500000   UQQ    QQQQ   PowerShares QQQ Trust (Qtrly)           ABCIPQX
CKR     CKR    CKE RESTAURNATS, INC.                     ABCIXZ     25000000   UYQ    QQQQ   PowerShares QQQ Trust (Qtrly) (wrap)    ABCIPQX
CLC     CLC    CLARCOR Inc.                              CIPXZ       7500000   QAV    QQQQ   PowerShares QQQ Trust (Wrap)            ABCIPQXZ
CQQQ    CQQQ   Claymore China Technology ETF             I           2500000   QUE    QQQQ   PowerShares QQQ Trust (wrap)            ABCIPQXZ
TAN     TAN    Claymore Mac Global Solar Energy Index ETFCIPX        7500000   PBP    PBP    PowerShares S&P 500 BuyWrite Portfolio C
YAO     YAO    Claymore/ AlphaShares China All-Cap ETF CPX           2500000   UDN    UDN    PowerShares US Dollar IDX Bearish Fund ABCIPX
HAO     HAO                                              ACIPX
               Claymore/AlphaShares China Small Cap Index ETF        7500000   PBW    PBW    POWERSHARES WILDERHILL CLEAN ENERGY     BCIPX
EEB     EEB    Claymore/BNY BRIC ETF                     CIPX        7500000   VFQ    PWAV   POWERWAVE TECHNOLOGIES                  CX
SEA     SEA    Claymore/Delta Global Shipping Index      CX          5000000   DBC    DBC                                            ABCIPXZ
                                                                                             PoweShares DB Commodity Index Tracking Fund
FAA     FAA    Claymore/NYSE Arca Airline ETF            X           2500000   QKZ    POZN   POZEN, Inc.                             ABCIPX
CLNE    CLNE   Clean Energy Fuels Corp                   ABCIPXZ    25000000   PPG    PPG    PPG INDUSTRIES                          ABCIPQX
CLH     CLH    CLEAN HARBORS INC                         ABCIPXZ     5000000   PPL    PPL    PPL CORPORATION                         ABCIPX
CCO     CCO    Clear Channel Outdoor HLD Inc CL. A       CIXZ        7500000   PX     PX     PRAXAIR, INC                            ABCIPX
CLW     CLW    Clearwater Paper Corporation              APXZ        2500000   PCP    PCP    PRECISION CASTPARTS CORP                ABCIPX
CLWR    CLWR   Clearwire Corporation                     ABCIPXZ    25000000   OOV    PCP    PRECISION CASTPARTS CORP (wrap) ABCIPX
CLWR1   CLWR   Clearwire Corporation (rights dist)       ABCIPX     25000000   PDS    PDS    PRECISION DRILLING TRUST                ABCIPX
CNL     CNL    Cleco Corp                                P           7500000   NUI    PRXI   Premier Exhibitions, Inc.               PX
CBLI    CBLI   Cleveland BioLabs Incorporated            CPXZ        2500000   PPD    PPD    PRE-PAID LEGAL SERVICES INC             ACPX
CKSW    CKSW   ClickSoftware Technologies Ltd.           ACIPXZ      7500000   PQK    PRST   PRESSTEK, INC.                          X
CLF     CLF    Cliffs Natural Resources Inc              ABCIPQXZ   25000000   PBH    PBH    Prestige Brands Holdings Inc.           I
CLDA    CLDA   Clinical Data Inc                         CPX         2500000   PUZ    PCLN   PRICELINE.COM INC.                      ABCIPQX
CLX     CLX    CLOROX CO                                 ABCIPQXZ   25000000   PLF    PCLN   PRICELINE.COM INC. (wrap)               ABCIPQX
CLD     CLD    Cloud Peak Energy, Inc                    CX          7500000   PNE    PCLN   PRICELINE.COM INC. (wrap)               ABCIPQX
CME     CME    CME Group Inc                             ABCIPQXZ   25000000   QES    PSMT   PriceSmart, Inc.                        C
CMS     CMS    CMS ENERGY CORPORATION                    ABCIPXZ    25000000   PDE    PDE    PRIDE INTERNATIONAL                     ABCIPX
CNA     CNA    CNA FINANCIAL CORPORATION                 CIPXZ      20000000   PDE1   PDE    PRIDE INTERNATIONAL (DIST)              ACIPX
CNH     CNH    CNH GLOBAL NV                             ABCIPXZ     7500000   PRI    PRI    Primerica Inc.                          ACIPX
CISG    CISG   Cninsure Inc                              CPX         7500000   PFG    PFG    PRINCIPAL FINANCIAL GROUP, INC.         ABCIPX
CEO     CEO    CNOOC LIMITED, ADS                        ABCIPXZ    20000000   POX    PFG    PRINCIPAL FINANCIAL GROUP, INC. (wrap)  ABCIPX
CXG     CXG    CNX Gas Corp.                             X           7500000   PQW    PVTB   PrivateBancorp, Inc.                    ACIPX
COH     COH    COACH INC.                                ABCIPQXZ   25000000   PRA    PRA    ProAssurance Corporation                C
CIE     CIE    Cobalt International Energy, Inc.         C           7500000   PG     PG     PROCTER & GAMBLE                        ABCIPQX
CCE     CCE    COCA COLA ENTERPRISES INC                 ABCIPXZ    25000000   PXY    PG     PROCTER & GAMBLE (wrap)                 ABCIPQX
KO      KO     COCA-COLA COMPANY                         ABCIPQX    25000000   GUB    PGNX   PROGENICS PHARMACEUTICALS, INC BCPX
CDE     CDE    COEUR d' ALENE MINES CORP                 ABCIPXZ    25000000   PGN    PGN    PROGRESS ENERGY INC.                    ABCIPQX
CSA     CSA    Cogdell Spencer Inc.                      C           5000000   RGQ    PRGS   PROGRESS SOFTWARE CORP.                 IPX
CCOI    CCOI   COGENT COMMUNICATIONS GROUP , NC.ABCIPXZ              7500000   PGR    PGR    PROGRESSIVE CORPORATION                 ABCIPX
COGT    COGT   COGENT, INC                               ABCIPXZ    20000000   PLD    PLD    PROLOGIS                                ABCIPQX
CGNX    CGNX   COGNEX CORPORATION                        AIPXZ       5000000   PAD    PLD    PROLOGIS (wrap)                         ABCIPQX
CTSH    CTSH   COGNIZANT TECH. SOLUTIONS                 ABCIPQXZ   25000000   UCO    UCO    ProShare Ultra DJ UBS Crude Oil         ABCIPX
COGO    COGO   Cogo Group Inc                            BCIPXZ      7500000   SCO    SCO    ProShare UltraShort DJ UBS Crude Oil    ACIPX
COHR    COHR   COHERENT,INC                              P           2500000   SSJ    SCO                                            ACIPX
                                                                                             ProShare UltraShort DJ UBS Crude Oil (wrap)
COHU    COHU   COHU, INC.                                CIXZ        2500000   UJQ    UCO                                            ABCIPX
                                                                                             ProShare UltraShort DJ UBS Crude Oil (wrap)
CSTR    CSTR   COINSTAR, INC.                            ABCIPXZ    25000000   TBF    TBF    ProShares Short 20+ Year Treasury ETF CX
CWTR    CWTR   COLDWATER CREEK INC.                      ABCIPXZ    25000000   TIR    TBF                                            CX
                                                                                             ProShares Short 20+ Year Treasury ETF (WRAP)
CFX     CFX    Colfax Corporation                        CX          5000000   DOG    DOG    ProShares Short Dow30                   ACIPXZ
CL      CL     COLGATE PALMOLIVE                         ABCIPQXZ   25000000   PSQ    PSQ    ProShares Short QQQ                     CIPX
PSS     PSS    Collective Brands Inc                     ABCIPQX    25000000   RWM    RWM    ProShares Short Russell 2000            C
CLP     CLP     Colonial Properties Trust                  CIPXZ      25000000   SH     SH     ProShares Short S&P 500                   ACIPX
CLNY    CLNY    Colony Financial Inc.                      C           2500000   QRS    SH     ProShares Short S&P 500 (wrap)            ACIPX
COLB    COLB    Columbia Banking System, Inc.              P           5000000   XPP    XPP    PROSHARES TRFTSE XINH ETF                 CIPX
COLM    COLM    COLUMBIA SPORTWEAR CO.                     ACIPXZ      5000000   TVZ    XPP    PROSHARES TRFTSE XINH ETF (wrap)          CIPX
CMCO    CMCO    Columbus Mckinnon Corp/NY                  P           2500000   XBZ    XPP    PROSHARES TRFTSE XINH ETF (wrap)          CIPX
CMCSK   CMCSK   COMCAST CORP SPECIAL CLA                   ABCIPQXZ   25000000   XEU    XPP    PROSHARES TRFTSE XINH ETF (wrap)          CIPX
CMCSA   CMCSA   COMCAST CORPORATION CLASS                  ABCIPQXZ   25000000   UBT    UBT    ProShares Ultra 20+ Year Treasury         AC
CMA     CMA     COMERICA, INC.                             ABCIPQXZ   25000000   UYM    UYM    ProShares Ultra Basic Materials           ABCIPX
FIX     FIX     Comfort Systems USA, Inc.                  CX          5000000   NYD    UYM    ProShares Ultra Basic Materials (wrap)    ABCIPX
CBSH    CBSH    Commerce Bancshares, Inc.                  C          20000000   UUZ    UYM    ProShares Ultra Basic Materials (wrap)    ABCIPX
CBSH1   CBSH    Commerce Bancshares, Inc. (105 shares)     C          20000000   DDM    DDM    ProShares Ultra Dow30                     ABCIPXZ
CMC     CMC     COMMERCIAL METALS COMPANY                  ABCIPQXZ   25000000   ULE    ULE    ProShares Ultra Euro                      X
CTV     CTV     COMMSCOPE INC                              ABCIPXZ    25000000   UYG    UYG    ProShares Ultra Financials                ABCIPQX
CBU     CBU     Community Bank System Inc.                 P           7500000   UUF    UYG    ProShares Ultra Financials (wrap)         ABCIPQX
CYH     CYH     COMMUNITY HEALTH SYSTEMS, INC.             ABCIPXZ    25000000   UZP    UYG    ProShares Ultra Financials (wrap)         ABCIPQX
CVLT    CVLT    Commvault Systems Inc                      ACIPXZ      7500000   UYA    UYG    ProShares Ultra Financials (wrap)(10sh)   ABCIPQX
ABV     ABV     COMPANHIA DE BEBIDAS-ADR                   ABCIPX     20000000   UYK    UYG    ProShares Ultra Financials(10 sh)         ABCIPQX
SBS     SBS                                                 de Sao
                Companhia de Saneamento Basico do EstadoCIPX Pa        7500000   UGL    UGL    ProShares Ultra Gold                      ABCIPX
CIG     CIG                                                CP
                Companhia Energetica de Minas Gerais - CEMIG          27500000   ULF    UGL    ProShares Ultra Gold (wrap)               ABCIPX
CIG1    CIG                                                CP
                Companhia Energetica de Minas Gerais - CEMIG(110 s    27500000   ULK    UGL    ProShares Ultra Gold (wrap)               ABCIPX
ELP     ELP     Companhia Paranaense de Energia-Copel      C           7500000   UXI    UXI    Proshares Ultra Industrials ETF           CIX
SID     SID     COMPANHIA SIDERURGICAL NACIONAL ADR        ABCIPX     50000000   UOS    UXI    Proshares Ultra Industrials ETF (WRAP)    CIX
BVN     BVN     COMPANIA DE MINAS BUENAVENTURA S.A.-ADR    ACIPX      25000000   MVV    MVV    ProShares Ultra MidCap400                 I
CMP     CMP     Compass Minerals International, Inc.       ABCIPQXZ   25000000   ZIH    MVV    ProShares Ultra MidCap400 (wrap)          I
CML     CML     Compellent Technologies, Inc.              ACIPXZ      7500000   EET    EET    PROSHARES ULTRA MSCI EMRG ETF             CIX
CPX     CPX     Complete Production Services, Inc.         ACIPXZ     25000000   DIG    DIG    ProShares Ultra Oil & Gas                 ABCIPXZ
CCRT    CCRT    CompuCredit Holdings Corporation           ABCIPXZ     7500000   TQQQ   TQQQ   ProShares Ultra Pro QQQ                   IPX
CGEN    CGEN    Compugen Ltd.                              CP          7500000   SQQQ   SQQQ   ProShares Ultra Pro Short QQQ             IPX
CPSI    CPSI    Computer Programs and Systems, Inc         C           5000000   QLD    QLD    ProShares Ultra QQQ                       ABCIPX
CSC     CSC     COMPUTER SCIENCES CORP                     ABCIPXZ    25000000   QLA    QLD    ProShares Ultra QQQ (wrap)                ABCIPX
CPWR    CPWR    COMPUWARE CORP                             ACIPXZ     25000000   QLH    QLD    ProShares Ultra QQQ (wrap)                ABCIPX
CRK     CRK     COMSTOCK RESOURCES, INC.                   ACIPXZ     25000000   YJK    QLD    ProShares Ultra QQQ (WRAP)                ABCIPX
CMTL    CMTL    COMTECH TELECOMMUNICATION                  ABCIPXZ     7500000   UWM    UWM    ProShares Ultra Russell2000               ABCIPX
COMV    COMV    Comverge, Inc.                             CIXZ        5000000   ULG    UWM    ProShares Ultra Russell2000 (wrap)        ABCIPX
ED      ED      CON EDISON                                 ABCIPQXZ   25000000   ULX    UWM    ProShares Ultra Russell2000 (wrap)        ABCIPX
CAG     CAG     CONAGRA FOODS INC                          ABCIPQXZ   25000000   SOJ    SSO    ProShares Ultra S&P 500 (wrap)            ABCIPQX
CPTS    CPTS    Conceptus, Inc.                            ACIPXZ      5000000   SUC    SSO    ProShares Ultra S&P 500 (wrap)            ABCIPQX
CXO     CXO     Concho Resources, Inc.                     ACIPXZ     25000000   USD    USD    ProShares Ultra Semiconductors            CIPX
CCM     CCM     Concord Medical Services Holdings Limited C            2500000   KNH    USD    ProShares Ultra Semiconductors (wrap)     CIPX
CNQR    CNQR    CONCUR TECHNOLOGIES,INC                    ACIPXZ     25000000   AGQ    AGQ    ProShares Ultra Silver                    ACIPX
CNXT    CNXT    Conexant Systems Inc                       PX         25000000   SAA    SAA    ProShares Ultra SmallCap 600              C
CNMD    CNMD    CONMED CORP.                               PX          7500000   ROM    ROM    ProShares Ultra Technology                CIPX
CONN    CONN    Conn's, Inc.                               ABCIPXZ     5000000   YCL    YCL    ProShares Ultra Yen                       X
COP     COP     CONOCOPHILLIPS                             ABCIPQXZ   25000000   UDOW   UDOW   ProShares UltraPro Dow30                  I
CNX     CNX     CONSOL ENERGY                              ABCIPQXZ   25000000   UMDD   UMDD   ProShares UltraPro MidCap400              I
CNSL    CNSL    Consolidated Communications Holdings, Inc. CPXZ        5000000   URTY   URTY   ProShares UltraPro Russell2000            I
CGX     CGX     Consolidated Graphics, Inc.                CI          5000000   HIJ    UPRO   ProShares UltraPro S&P 500                ACIPX
CTCT    CTCT    Constant Contact, Inc.                     ACIXZ       5000000   AWA    UPRO   ProShares UltraPro S&P 500 (wrap)         ACIPX
STZ    STZ    CONSTELLATION BRANDS, INC.          ABCIPX     25000000   IDB    UPRO   ProShares UltraPro S&P 500 (wrap)         ACIPX
CEG    CEG    CONSTELLATION ENERGY GROUP          ABCIPXZ    25000000   QVQ    UPRO   ProShares UltraPro S&P 500 (wrap)         ACIPX
CEP    CEP    Constellation Energy Partners LLC   X           5000000   UGT    UPRO   ProShares UltraPro S&P 500 (wrap)         ACIPX
XLY    XLY    CONSUMER DISCR SELECT SPDR          ABCIPQX    25000000   UZI    UPRO   ProShares UltraPro S&P 500 (wrap)         ACIPX
XPW    XLY    CONSUMER DISCR SELECT SPDR (wrap)   ABCIPQX    25000000   SDOW   SDOW   ProShares UltraPro Short Dow30            I
XLP    XLP    CONSUMER STAPLES SPDR               ABCIPQX    25000000   SMDD   SMDD   ProShares UltraPro Short MidCap400        I
MCF    MCF    Contango Oil & Gas Co               CIPX        2500000   SRTY   SRTY   ProShares UltraPro Short Russell2000      I
CAL    CAL    CONTINENTAL AIRLINES, INC. CLB      ABCIPQXZ   25000000   HBX    SPXU   ProShares UltraPro Short S&P 500          ACIPX
CLR    CLR    Continental Resources Inc           ABCIPQXZ   25000000   HGJ    SPXU   ProShares UltraPro Short S&P 500 (WRAP)   ACIPX
CNU    CNU    Continuecare Corporation            CX          5000000   HOX    SPXU   ProShares UltraPro Short S&P 500 (WRAP)   ACIPX
CVG    CVG    CONVERGYS, CORP.                    CIXZ       25000000   TBT    TBT    Proshares Ultrashort 20+ Year Treasury    ABCIPQX
CNW    CNW    Con-way, Inc.                       ABCIPXZ    25000000   TVT    TBT                                              ABCIPQX
                                                                                      Proshares Ultrashort 20+ Year Treasury (wrap)
COO    COO    Cooper Companies, Inc.              ABCIPXZ    20000000   SMN    SMN    ProShares UltraShort Basic Materials      ACIPX
CBE    CBE    Cooper Industries Plc               ABCIPXZ    25000000   NOU    SMN                                              ACIPX
                                                                                      ProShares UltraShort Basic Materials (wrap)
CTB    CTB    COOPER TIRE & RUBBER CO.            ABCIPXZ    25000000   NLG    SMN                                              ACIPX
                                                                                      ProShares UltraShort Basic Materials (wrap)(20sh)
CPA    CPA    Copa Holdings SA                    ACIPXZ      7500000   DXD    DXD    ProShares UltraShort Dow30                ABCIPXZ
CPNO   CPNO   Copano Energy LLC                   ABCIPXZ     7500000   EUO    EUO    ProShares UltraShort Euro                 CIPXZ
CPRT   CPRT   COPART INC                          ABCIPXZ    20000000   FFW    SKF    ProShares UltraShort Financials (wrap)    ABCIPQX
CLB    CLB    Core Laboratories N.V.              ABCIPXZ     7500000   SYJ    SKF    ProShares UltraShort Financials (wrap)    ABCIPQX
COCO   COCO   CORINTHIAN COLLEGES                 ABCIPXZ    25000000   FXP    FXP    ProShares UltraShort FTSE/Xinhua China 25 ABCIPXZ
CPO    CPO    CORN PRODUCTS INTERNATIONAL         ABCIPXZ    25000000   FXP1   FXP                                              ABCIPX
                                                                                      ProShares UltraShort FTSE/Xinhua China 25 (20 shar
CRN    CRN    Cornell Companies, Inc.             C           2500000   FXJ    FXP                                              BCIPX
                                                                                      ProShares UltraShort FTSE/Xinhua China 25 (wrap)
GLW    GLW    CORNING INCORPORATED                ABCIPQXZ   25000000   GLL    GLL    ProShares UltraShort Gold                 ACIPXZ
EXBD   EXBD   CORPORATE EXECUTIVE                 ABCIPXZ     7500000   GLL1   GLL    ProShares UltraShort Gold ETF (20 shares) ACIPX
OFC    OFC    Corporate Office Properties Trust   CIPX       25000000   SIJ    SIJ    ProShares UltraShort Industrials          CIX
CXW    CXW    CORRECTIONS CORP OF AMERICA         ACIPXZ     25000000   PST    PST                                              ACIPX
                                                                                      ProShares UltraShort Lehman 7-10 Year Treasury
ETQ    ETQ    Corriente Resources, Inc.           C           5000000   MWZ    MZZ    ProShares UltraShort MidCap400 (wrap) CIPX
CZZ    CZZ    Cosan Limited                       ACIPXZ     25000000   MXS    MZZ    ProShares UltraShort MidCap400 (wrap) CIPX
CPWM   CPWM   COST PLUS INC/CALIFORNIA            PX          5000000   BZQ    BZQ    ProShares UltraShort MSCI Brazil          CIX
CSGP   CSGP   COSTAR GROUP                        I           5000000   EFU    EFU    ProShares UltraShort MSCI EAFE            CIPXZ
COST   COST   COSTCO COMPANIES                    ABCIPQXZ   25000000   EEV    EEV    ProShares UltraShort MSCI Emerging MarketsABCIPXZ
COT    COT    Cott Corp                           IPXZ       25000000   EEV1   EEV                                              ABCIPX
                                                                                      ProShares UltraShort MSCI Emerging Markets (20 sha
CUZ    CUZ    Cousins Properties Inc.             AIPXZ      25000000   SMK    SMK                                              C
                                                                                      ProShares UltraShort MSCI Mexico Investable Mkt.
CVD    CVD    COVANCE INC                         ACIPXZ     25000000   DUG    DUG    ProShares UltraShort Oil & Gas            ABCIPXZ
CVA    CVA    Covanta Holding Corp.               ABCIPXZ    25000000   DUG1   DUG    ProShares UltraShort Oil & Gas (20 shares)ABCIPX
CVH    CVH    COVENTRY HEALTH CARE                ABCIPQXZ   25000000   QOI    QID    ProShares UltraShort QQQ (wrap)           ABCIPQX
COV    COV    Covidien Plc                        ABCIPXZ    25000000   SRS    SRS    ProShares UltraShort Real Estate          ABCIPQX
CBRL   CBRL   Cracker Barrel Old Country Store    ABCIPXZ     7500000   URE    URE    ProShares UltraShort Real Estate          ABCIPX
CR     CR     CRANE CO.                           APXZ        7500000   SAK    SRS    ProShares UltraShort Real Estate (wrap) ABIPQX
CRAY   CRAY   Cray Inc                            CIPXZ       5000000   SKW    SRS    ProShares UltraShort Real Estate (wrap) ABCIPQX
BAP    BAP    Credicorp Limited                   C           7500000   UQF    URE    ProShares UltraShort Real Estate (wrap) ABCIPX
CS     CS     CREDIT SUISSE GROUP- SPON adr       ABCIPX     25000000   SXD    SRS                                              ABCIPQX
                                                                                      ProShares UltraShort Real Estate (wrap)(20sh)
CREE   CREE   CREE RESEARCH, INC.                 ABCIPQXZ   25000000   SXN    SRS                                              ABCIPQX
                                                                                      ProShares UltraShort Real Estate (wrap)(20sh)
CROX   CROX   CROCS INC                           ABCIPXZ    25000000   URC    URE                                              ABCIPX
                                                                                      ProShares UltraShort Real Estate (wrap)(20sh)
CCRN   CCRN   CROSS COUNTRY HEALTHCARE            X           2500000   TVF    TWM    ProShares UltraShort Russell 2000 (wrap) ABCIPX
QEX    XTXI   Crosstex Energy, Inc.               C          25000000   TWJ    TWM    ProShares UltraShort Russell 2000 (Wrap) ABCIPX
EQF    XTEX   Crosstex Energy, LP                 X           7500000   SDS    SDS    ProShares UltraShort S&P 500              ABCIPQX
CCI    CCI    CROWN CASTLE INTER.                 ABCIPXZ    25000000   SSH    SDS    ProShares UltraShort S&P 500 (wrap)       ABCIPQX
CCK    CCK    CROWN HOLDINGS INC.                           ABCIPXZ    25000000   SXQ    SDS    ProShares UltraShort S&P 500 (wrap)      ABCIPQX
CRXL   CRXL   CRUCELL NV, ADS                               ACIXZ       5000000   SSG    SSG    ProShares UltraShort Semiconductors      CIX
CRU    CRU    Crude Carriers Corporation                    C           2500000   AIX    SSG                                             CIX
                                                                                                ProShares UltraShort Semiconductors (WRAP)
CRY    CRY    CryoLife Inc                                  PX          7500000   ZSL    ZSL    ProShares UltraShort Silver              ACIPX
CRYP   CRYP   Cryptologic Ltd                               ABCIXZ      2500000   ZLV    ZSL    ProShares UltraShort Silver (10sh)       ACIPX
KRY    KRY    CRYSTALLEX INTERNATIONAL CORP.                BCI        25000000   ZKH    ZSL    ProShares UltraShort Silver (WRAP)       ACIPX
CSGS   CSGS   CSG SYSTEMS INTL INC                          CIXZ        7500000   REW    REW    ProShares UltraShort Technology          CX
CSX    CSX    CSX CORPORATION                               ABCIPQXZ   25000000   YCS    YCS    ProShares UltraShort Yen                 X
CTCM   CTCM   CTC Media, Inc.                               CIPXZ      25000000   SQT    PSEC   Prospect Capital Corporation             CPX
CTRP   CTRP   CTRIP.COM INTERNATIONAL, LTD ADR              ABCIPQX    50000000   PQP    PRSP   Prosperity Bancshares, Inc.              CX
CUB    CUB    CUBIC CORPORATION                             AIXZ        5000000   PLX    PLX    Protalix BioTherapeutics Inc.            ACIPX
CBST   CBST   CUBIST PHARMACEUTICALS                        ABCIPXZ    25000000   PL     PL     PROTECTIVE LIFE CORP.                    ACIPX
CFR    CFR    CULLEN/FROST BANKERS INC.                     CIPXZ      25000000   PVX    PVX    PROVIDENT ENERGY TRUST                   ABCIPX
CMI    CMI    CUMMINS INC.                                  ABCIPQXZ   25000000   PFS    PFS    PROVIDENT FINANCIAL SERVICES, INC X
FXA    FXA    CurrencyShares Australian Dollar Trust        ACIPXZ      5000000   PBF    PBNY   Provident New York Bancorp               P
FXB    FXB    CurrencyShares British Pound Sterling Trust   ABCIPXZ     2500000   PRU    PRU    PRUDENTIAL FINANCIAL, INC.               ABCIPQX
FXC    FXC    CurrencyShares Canadian Dollar Trust          ACIPXZ      5000000   PWQ    PRU    PRUDENTIAL FINANCIAL, INC. (Wrap)        ABCIPQX
FXE    FXE    CurrencyShares Euro Trust                     ABCIPQXZ   25000000   PUK    PUK    Prudential PLC                           CP
FXY    FXY    CurrencyShares Japanese Yen Trust             ACIPX       5000000   PSB    PSB    PS BUSINESS PKS INC CALIF                C
FXM    FXM    CurrencyShares Mexican Peso Trust             A           2500000   LQV    PSDV   pSivida Corporation                      C
FXS    FXS    CurrencyShares Swedish Krona Trust            A           2500000   PYQ    PSSI   PSS WORLD MEDICAL INC                    CIPX
FXF    FXF    CurrencyShares Swiss Franc Trust              AIPXZ       2500000   BYU    PSYS   PSYCHIATRIC SOLUTIONS INC                ABCIPX
CW     CW     Curtiss-Wright Corporation                    CIXZ        7500000   PEG    PEG    PUBLIC SERVICE ENT GROUP INC             ABCIPQX
CUTR   CUTR   CUTERA INC                                    ABCIPXZ     2500000   PSA    PSA    Public Storage                           ABCIPX
CVBF   CVBF   CVB Financial Corp.                           CIPXZ      25000000   PUDA   PUDA   Puda Coal Inc                            ACPX
CVI    CVI    CVR Energy, Inc.                              CX          7500000   PHM    PHM    Pulte Group, Inc.                        ABCIPQX
CVS    CVS    CVS Caremark Corp                             ABCIPQXZ   25000000   QPL    PURE   PURE Bioscience                          X
CYBX   CYBX   CYBERONICS INC                                ABCIPXZ     5000000   QXE    QGEN   QIAGEN NV                                ABCIX
CYBS   CYBS   CYBERSOURCE CORP.                             IX         25000000   QXM    QXM    Qiao Xing Mobile Communication Co., Ltd. X
CYMI   CYMI   CYMER INC                                     ABCIPXZ     7500000   QAE    XING   QIAO XING UNIVERSAL TELEPHONE            BCIPX
CYPB   CYPB   CYPRESS BIOSCIENCE, INC.                      ABCIPXZ     7500000   QLC    QLGC   QLOGIC CORPORATION                       ABCIPQX
CY     CY     CYPRESS SEMICONDUCTOR CORP.                   ABCIPQXZ   25000000   QLQ    QLGC   QLOGIC CORPORATION                       ABCIPQX
CYT    CYT    CYTEC INDUSTRIES                              ACIPXZ     20000000   QTL    QLTI   QTL INC                                  CIP
CYTK   CYTK   Cytokinetics, Incorporated                    CIPXZ       7500000   AAO    QCOM   QUALCOMM INC                             ABCIPQX
CYTX   CYTX   Cytori Therapeutics, Inc.                     CPXZ        7500000   QAQ    QCOM   QUALCOMM INC (Wrap)                      ABCIPQX
DHI    DHI    D.R. HORTON INC                               ABCIPQXZ   25000000   QCR    QSII   QUALITY SYSTEMS, INC                     ABCIPX
DAI    DAI    Daimler AG                                    ABCIPXZ    25000000   NX     NX     Quanex Building Products Corp            P
DAKT   DAKT   DAKTRONICS, INC.                              ABCIPXZ     7500000   PWR    PWR    QUANTA SERVICES, INC.                    ABCIPX
DAN    DAN    Dana Holding Corporation                      ABCIPXZ    25000000   DGX    DGX    QUEST DIAGNOSTICS INC                    ABCIPQXZ
DHR    DHR    DANAHER CORPORATION                           ABCIPQXZ   25000000   QUD    QSFT   QUEST SOFTWARE, INC.                     BCIPX
DNBK   DNBK   DANVERS BANCORP INCCOM                        C           2500000   STR    STR    QUESTAR CORPORATION                      ABCIPQX
DRI    DRI    DARDEN RESTAURANTS INC                        ABCIPQXZ   25000000   QSC    QCOR   Questcor Pharmaceuticals Inc Corporation ACIPX
DAR    DAR    Darling International, Inc.                   CIPXZ      25000000   KWK    KWK    QUICKSILVER RESOURCES INC.               ABCIPX
DVA    DVA    DAVITA INC                                    ABCIPXZ    25000000   KHP    KWK    QUICKSILVER RESOURCES INC. (WRAP)        ABCIPX
DWSN   DWSN   Dawson Geophysical Company                    CX          2500000   QWS    QDEL   QUIDEL CORPORATION                       ACIPX
DSTI   DSTI   Daystar Technologies Inc                      IP         20000000   ZQK    ZQK    QUIKSILVER, INC                          ABCIPX
DPM    DPM    DCP Midstream Parners, LP                     ACIPXZ      5000000   Q      Q      QWEST COMMUNICATIONS                     ABCIPX
DCT    DCT    DCT Industrial Trust Inc                      CP         25000000   RAX    RAX    Rackspace Hosting, Inc.                  ABCIPX
TUQ    TRAK   DealerTrack Holdings, Inc.                   X           7500000   RDN    RDN    RADIAN GROUP                      ABCIPX
DF     DF     DEAN FOODS CO. (NEW)                         ABCIPXZ    25000000   QRC    RADS   Radiant Systems, Inc.             X
DECK   DECK   DECKERS OUTDOORS CORPORATION                 ABCIPXZ    20000000   RSH    RSH    RADIOSHACK CORP.                  ABCIPQX
DEER   DEER   Deer Consumer Products, Inc.                 C           7500000   MKU    RSYS   RADISYS CORPORATION               X
DE     DE     DEERE & CO                                   ABCIPQXZ   25000000   XDQ    RDNT   RadNet, Inc.                      CX
DLM    DLM    DEL MONTE FOODS COMPANY                      ACIPXZ     25000000   RJU    RVSN   RADVISION Ltd.                    ACIPX
DCTH   DCTH   Delcath Systems, Inc.                        ACIPXZ     20000000   AUD    RDWR   RADWARE LTD.                      ACIP
DK     DK     Delek US Holdings, Inc.                      CX          5000000   RA     RA     RailAmerica Inc.                  C
DELL   DELL   DELL COMPUTER CORPORATION                    ABCIPQXZ   25000000   RAS    RAS    RAIT Financial Trust              ABCIPX
DFG    DFG    DELPHI FINANCIAL GRP, INC.                   ACXZ        7500000   RAH    RAH    Ralcorp Holdings Inc              ACIPX
DAL    DAL    Delta Air Lines, Inc.                        ABCIPQXZ   25000000   BNQ    RMBS   RAMBUS INC                        ABCIPQX
DPTR   DPTR   DELTA PETROLEUM CORPORATION                  ABCIPX     25000000   BVJ    RMBS   RAMBUS INC (wrap)                 ABCIPQX
DLX    DLX    DELUXE CORPORATION                           CPXZ        7500000   RPT    RPT    Ramco-Gershenson Properties Trust CPX
DMAN   DMAN   DemandTec Inc                                P           5000000   RMTR   RMTR   Ramtron International Corporation X
DNR    DNR    DENBURY RESOURCES INC                        ABCIPXZ    50000000   GOLD   GOLD   RANDGOLD RESOURCES LIMITED        ABCIPQXZ
DNDN   DNDN   DENDREON CORP.                               ABCIPQXZ   25000000   RRC    RRC    RANGE RESOURCES CORPORATION ABCIPQX
DNN    DNN    Denison Mines Corp                           CIX        25000000   RCT    RRC    RANGE RESOURCES CORPORATION (wrap)ABCIPQX
DENN   DENN   Denny's Corp.                                ACP        25000000   RZ     RZ     RAser Technologies Inc            ABCIPX
XEQ    XRAY   DENTSPLY INTL, INC.                          ABCIPX     25000000   RJF    RJF    RAYMOND JAMES FINANCIAL INC       ABCIPX
DEPO   DEPO   Depomed, Inc.                                ACPXZ       7500000   RYN    RYN    RAYONIER, INC.                    ACIPX
HXM    HXM    DESARROLLADORA HOMEX S.A. DE C.V. C                     25000000   RTN    RTN    RAYTHEON CO                       ABCIPQX
DB     DB     DEUTSCHE BANK AG                             ABCIPXZ    25000000   RXZ    RTN    RAYTHEON CO (wrap)                ABCIPQX
DT     DT     DEUTSCHE TELEKOM AG                          ABCIPQXZ   25000000   ZQC    RCRC   RC2 Corporation                   C
DDR    DDR    DEVELOPERS DIVERSIFIED REALTY CORP.          ABCIPXZ    25000000   KRQ    RCNI   RCN CORPORATION                   CIX
DVN    DVN    DEVON ENERGY CORP.                           ABCIPQXZ   25000000   QRN    RNWK   RealNetworks, Inc.                ABCIPX
DV     DV     DeVry Inc                                    ABCIPXZ    25000000   O      O      Realty Income Corporation         ABCIPX
DXCM   DXCM   DexCom, Inc.                                 CPXZ        5000000   RHT    RHT    RED HAT, INC.                     ABCIPQX
DGIT   DGIT   DG FastChannel Inc.                          CIPXZ       5000000   QZR    RRGB   RED ROBIN GOURMET BURGERS, INC. ACIPX
DHT    DHT    DHT Holdings, Inc.                           CIPXZ       7500000   FRZ    FRZ    Reddy Ice Holdings, Inc           C
DIA    DIA    DIA OPTIONS                                  ABCIPQXZ   30000000   NHQ    REDF   Rediff.com India Limited          PX
DEO    DEO    DIAGEO PLC                                   ABCIPXZ    25000000   RWT    RWT    REDWOOD TRUST                     ABCIPX
DMND   DMND   Diamond Foods, Inc.                          CIPXZ       5000000   RGC    RGC    REGAL ENTERTAINMENT GROUP CLASS A ABCIPX
DO1    DO     DIAMOND OFFSHORE DRILLING INC. (spinoff)     ACIPX      25000000   RBC    RBC    Regal-Beloit Corporation          C
DO     DO     DIAMOND OFFSHORE DRILLING, INC               ABCIPXZ    25000000   REG    REG    REGENCY CENTERS CORP              ACIX
DRH    DRH    DiamondRock Hospitality Company              C          25000000   DQG    RGNC   Regency Energy Partners LP        CIPX
DSX    DSX    DIANA SHIPPING INC                           ABCIPXZ    25000000   RQP    REGN   REGENERON PHARMACEUTICALS         ABCIPX
DKS    DKS    DICKS SPORTING GOODS INC                     ABCIPQXZ   25000000   RKH    RKH    REGIONAL BANK HOLDRS              ABCIPX
DBD    DBD    DIEBOLD INC                                  BCIPXZ      7500000   RKV    RKH    REGIONAL BANK HOLDRS (wrap)       ABCIPX
DLR    DLR    Digital Realty Trust Inc                     ACIPXZ     25000000   RF     RF     REGIONS FINANCIAL CORP            ABCIPQX
DRIV   DRIV   DIGITAL RIVER, INC                           ABCIPXZ    25000000   RGS    RGS    REGIS CORP.                       ACIPX
DGI    DGI    DigitalGlobe Inc.                            ACIPXZ      5000000   RHB    RHB    RehabCare Group Inc               ACIPX
DDS    DDS    DILLARD'S INC                                ABCIPXZ    25000000   RGA    RGA    Reinsurance Group of America Inc  CIPX
DCOM   DCOM   Dime Community Bancshares, Inc.              X           5000000   RS     RS     RELIANCE STEEL & ALUMINUM CO.     ABCIPQX
DIN    DIN    DineEquity, Inc                              ABCIPXZ     7500000   RWC    RWC    Relm Wireless Corp                P
DIOD   DIOD   DIODES INC                                   ABCIPXZ     7500000   RNR    RNR    RENAISSANCERE HOLDINGS LTD.       ABCIPX
DTV    DTV    DIRECTV Class A                              ABCIPQXZ   25000000   SOL    SOL    ReneSola Ltd (ADS)                ABCIPX
TNA    TNA    Direxion Daily Small Cap Bull 3X Shares      ABCIPX     25000000   RQG    RCII   RENT A CENTER INC                 ABCIPX
BGU1   BGU                                                 ACIPX
              Direxion Daily Large Cap Bull 3x Shares (dist)          25000000   UOP    RPRX   Repros Therapeutics Inc.          ACI
TYD     TYD     DIREXION DAILY 10YR TREASURY BULL 3X SH        C                2500000   REP   REP     REPSOL YPF, S.A.                          AC
SGE     TMV                                                    CP
                Direxion Daily 30 Yr Treasury Bear 3x Sh (WRP(spin              2500000   EQE   RJET    Republic Airways Holdings Inc.            ACIPX
TMV     TMV     Direxion Daily 30 Yr Treasury Bear 3x Shares CIP                2500000   KTY   RBCAA   Republic Bancorp Inc (Kentucky) Class A   P
MFU     TMV                                                    (WRAP
                Direxion Daily 30 Yr Treasury Bear 3x Shares CIP                2500000   RSG   RSG     REPUBLIC SERVICES                         CIPX
TMF     TMF     DIREXION DAILY 30YR TREAS BULL 3X SH C                          2500000   QEF   REFR    Research Frontiers, Inc.                  APX
AVV     TMF     DIREXION DAILY 30YR TREAS BULL 3X SH CX        (wrap)(spinof    2500000   RFY   RIMM    RESEARCH IN MOTION LIMITED (Wrap)         ABCIPQX
CFV     TMF     DIREXION DAILY 30YR TREAS BULL 3X SH(spinoff)  CX               2500000   RUL   RIMM    RESEARCH IN MOTION LTD                    ABCIPQX
DPK     DPK     Direxion Daily Developed Markets Bear 3X SharesC                2500000   RUP   RIMM    RESEARCH IN MOTION LTD (WRAP)             ABCIPQX
DZK     DZK     Direxion Daily Developed Markets Bull 3X SharesC                2500000   RMD   RMD     RESMED, INC.                              BCIPX
EDZ     EDZ     Direxion Daily Emerging Markets Bear 3X Share  ABCIPXZ         25000000   QRE   REXI    RESOURCE AMERICA, INC.                    X
EDZ1    EDZ                                                    ACIPX
                Direxion Daily Emerging Markets Bear 3X Share (10              25000000   RSO   RSO     Resource Capital Corp                     CX
KSI     EDC                                                    IPX
                Direxion Daily Emerging Markets Bull 3X Sh(WR(spin             25000000   JUJ   RECN    RESOURCES CONNECTION, INC.                ABCIPX
IBZ     EDC                                                    IPX
                Direxion Daily Emerging Markets Bull 3X Sh(WRspin              25000000   RTH   RTH     RETAIL HOLDRS TRUST                       ABCIPQX
FUB     EDC                                                    IPX
                Direxion Daily Emerging Markets Bull 3X Sh(Wrspin)             25000000   THU   RTH     RETAIL HOLDRS TRUST (wrap)                ABCIPQX
EDC     EDC     Direxion Daily Emerging Markets Bull 3X Shares ABCIPXZ         25000000   RWL   RWL     RevenueShares Large Cap Fund              CX
BGZ     BGZ     Direxion Daily Large Cap Bear 3X Shares        ABCIPXZ         25000000   REV   REV     Revlon Inc.                               ACIP
BGU     BGU     Direxion Daily Large Cap Bull 3X Shares        ABCIPXZ         25000000   EQZ   REXX    Rex Energy Corporation                    ACPX
DRV     DRV     Direxion Daily Real Estate Bear 3x Shares      ACIPXZ          25000000   RAI   RAI     REYNOLDS AMERICAN INC.                    ABCIPX
DRN     DRN     Direxion Daily Real Estate Bull 3x Shares      ACIPXZ           7500000   RFZ   RFMD    RF MICRO DEVICES (WRAP)                   ABCIPX
DRN1    DRN                                                    ACIPX
                Direxion Daily Real Estate Bull 3x Shares (dist)                7500000   RQE   RICK    Rick's Cabaret International              ACIPX
TZA     TZA     Direxion Daily Small Cap Bear 3X Shares        ABCIPX          25000000   QRG   RIGL    RIGEL PHARMACEUTICALS INC                 ABCIPX
TYA     TZA     Direxion Daily Small Cap Bear 3X Shares (wrap) ABCIPX          25000000   QWC   RNOW    RightNow Technologies, Inc.               X
TIJ     TNA     Direxion Daily Small Cap Bull 3X Shares (wrap) ABCIPX          25000000   QKO   RINO    Rino International Corporation            ABCIPX
TQV     TNA     Direxion Daily Small Cap Bull 3X Shares (wrap) ABCIPX          25000000   RTP   RTP     RIO TINTO PLC ADS                         ACIPX
TZH     TNA     Direxion Daily Small Cap Bull 3X Shares (wrap) ABCIPX          25000000   RJT   RTP     RIO TINTO PLC ADS (wrap)                  ACIPX
YKN     TYP     Direxion Daily Technology Bear 3X Shares (WRAP)ACIPX            7500000   RMG   RISK    Riskmetrics Group Inc.                    CIPX
TYH     TYH     Direxion Daily Technology Bull 3X Shares       ACIPX            7500000   RBA   RBA     Ritchie Bros. Auctioneers Incorporated    ACIPX
TYF     TYH     Direxion Daily Technology Bull 3X Shares (wrap)ACIPX            7500000   RAD   RAD     RITE AID CORPORATION                      CIPX
TYO     TYO     DIREXION DAILY TREAS 10YR BEAR 3X SHC                           2500000   UEX   RVBD    Riverbed Technology, Inc.                 ABCIPQX
NUU     TYO     DIREXION DAILY TREAS 10YR BEAR 3X SH(spin)     C                2500000   RLI   RLI     RLI Corporation                           C
NUY     MWN                                                    CX
                Direxionshares Daily Mid Cap Bear 3X Shares (WRAP               2500000   RBN   RBN     Robbins & Myers Inc                       CIPX
MWJ     MWJ     Direxionshares Daily Mid Cap Bull 3X Shares C                   2500000   RHI   RHI     ROBERT HALF INTERNATIONAL                 ABCIPX
MWK     MWJ     Direxionshares Daily Mid Cap Bull 3X Shares C   (wrap           2500000   RKT   RKT     Rock Tenn Company CL A                    IPX
NOF     MWJ     Direxionshares Daily Mid Cap Bull 3X Shares C   (wrap           2500000   ROK   ROK     ROCKWELL AUTOMATION                       ABCIPX
FAZ     FAZ     Direxionshares Daily Financial Bear 3X Shares  ABCIPQXZ        25000000   COL   COL     ROCKWELL COLLINS, INC.                    ABCIPXZ
ERY     ERY     Direxionshares Daily Energy Bear 3X Shares ACIPXZ              25000000   QRW   RMTI    Rockwell Medical Tech, Inc.               CPX
AHV     ERX                                                    IPX
                Direxionshares Daily Energy Bull 3X Sh (wrap)(spin             25000000   ROC   ROC     Rockwood Holdings Inc                     ACIPX
AUP     ERX                                                    IPX
                Direxionshares Daily Energy Bull 3X Sh (wrap)(spin             25000000   QRT   RSTI    ROFIN - SINAR TECHNOLOGIES INC            ACIPX
AGJ     ERX     Direxionshares Daily Energy Bull 3X Sh(spin) IPX               25000000   RCI   RCI     ROGERS COMMUNICATIONS, INC.               CIPX
ERX     ERX     Direxionshares Daily Energy Bull 3X Shares ABCIPXZ             25000000   ROG   ROG     ROGERS CORPORATION                        CIX
FAS1    FAS     Direxionshares Daily Fin. Bull 3X (20sh)       ABCIPQX         25000000   ROP   ROP     ROPER INDUSTRIES INC                      AIPX
FAS     FAS     Direxionshares Daily Financial Bull 3X Shares ABCIPQXZ         25000000   RSE   ROSE    Rosetta Resources Inc.                    BCPX
FAZ1    FAZ     Direxionshares Daily Finl Bear 3X Shrs (10sh)ABCIPX            25000000   RST   RST     Rosetta Stone Inc                         ACIPX
DFS     DFS     Discover Financial Services                    ABCIPQXZ        25000000   REQ   ROST    ROSS STORES, INC.                         ABCIPX
DISCK   DISCK   Discovery Communications, Inc.                 AC               7500000   MVU   ROVI    Rovi Corporation                          ABCIPX
DISCA   DISCA   Discovery Communications, Inc. Class A         ACIPQXZ         25000000   RDC   RDC     ROWAN COMPANIES INC.                      ABCIPQX
DISH    DISH    Dish Network Corp                              ABCIPQXZ        25000000   RY    RY      ROYAL BANK OF CANADA                      ABCIPX
DISH1   DISH    Dish Network Corp (dist)                       ABCIPQX         25000000   RBS   RBS     Royal Bank of Scotland Group PLC          CIPX
DIVX   DIVX   DivX, Inc.                          X           2500000   RCL   RCL     ROYAL CARIBBEAN CRUISES, LTD.          ABCIPQX
DM     DM     DOLAN MEDIA COCOM                   C           5000000   RSR   RCL     ROYAL CARIBBEAN CRUISES, LTD. (wrap)   ABCIPQX
DLB    DLB    DOLBY LABORATORIES INC              ACIPXZ     25000000   RDS   RDSA    ROYAL DUTCH SHEL PLC CL A              ACIPX
DOLE   DOLE   Dole Food Company, Inc.             ACIPXZ      7500000   RQF   RDSB    ROYAL DUTCH SHELL PLC CL B             AC
DG     DG     Dollar General Corporation          ACIPXZ      7500000   MJQ   RGLD    ROYAL GOLD, INC.                       ABCIPX
DTG    DTG    DOLLAR THRIFTY AUTO GROUP INC       ABCIPXZ    25000000   RES   RES     RPC INC                                ACX
DLTR   DLTR   Dollar Tree, Inc                    ABCIPXZ    25000000   RPM   RPM     RPM INTERNATIONAL, INC                 AC
D      D      DOMINION RESOURCES                  ABCIPQXZ   25000000   ULA   RRI     RRI Energy, Inc. (WRAP)                ABCIPQX
DPZ    DPZ    DOMINO'S PIZZA INC                  BCIPXZ     20000000   RRR   RRR     RSC Holdings, Inc.                     C
UFS    UFS    Domtar, Corp.                       ACIPX      25000000   RTI   RTI     RTI INTERNATIONAL METALS               ABCIPX
DCI    DCI    DONALDSON COMPANY INC               ACIPXZ      7500000   RBY   RBY     Rubicon Minerals Corp                  CIP
RRD    RRD    DONNELLY R.R. AND SONS COMPANY      ABCIPX     25000000   YQR   RBCN    Rubicon Technology, Inc.               X
DRL    DRL    Doral Financial Corporation         X           7500000   RT    RT      Ruby Tuesday, Inc.                     ACIPX
DMLP   DMLP   Dorchester Minerals LP              X           2500000   RDK   RDK     RUDDICK CORP                           P
DBTK   DBTK   Double-Take Software,Inc.           C           5000000   UXH   RTEC    RUDOLPH TECHNOLOGIES INC.              X
DEI    DEI    Douglas Emmett Inc                  CIXZ       25000000   RUE   RUE     Rue21 Inc.                             CIPX
DOV    DOV    DOVER CORPORATION                   ABCIPXZ    25000000   IWB   IWB     RUSSELL 100 INDEX SHARE                AIXZ
DOW    DOW    DOW CHEMICAL                        ABCIPQXZ   25000000   UUK   RUTH    Ruths Hospitality Group, Inc.          X
DPL    DPL    DPL INC.                            I          25000000   QTK   RXII    RXi Pharmaceuticals Corporation        CP
DPS    DPS    Dr. Pepper Snapple Group, Inc.      ACIPXZ     25000000   QRX   RYAAY   RYANAIR HOLDINGS PLC.                  CIPX
RDY    RDY    Dr. REDDYS LAB LIMITED (ADS)        CIPX        7500000   R     R       RYDER SYSTEMS INC.                     ABCIPX
DRWI   DRWI   DragonWave, Inc.                    C          20000000   RJC   R       RYDER SYSTEMS INC. (wrap)              ABCIPX
DWA    DWA                                        ABCIPXZ
              DREAMWORKS ANIMATION SKG, INC. CLASS A         25000000   RSU   RSU     Rydex 2X S& P 500 ETF                  CI
DRC    DRC    DRESSER RAND GROUP INC              ABCIPXZ    25000000   RSW   RSW     Rydex Inverse 2X Strategy S&P 500 ETF CIX
DRQ    DRQ    DRIL-QUIP INC                       ABCIPXZ     7500000   PUL   RSW                                            CIX
                                                                                      Rydex Inverse 2X Strategy S&P 500 ETF (WRAP)
DSCM   DSCM   Drugstore.Com Inc                   CP          7500000   XLG   XLG     Rydex Russell Top 50 ETF               P
DRYS   DRYS   DRY SHIPS INC                       ABCIPQXZ   25000000   RSP   RSP     RYDEX S & P EQUAL WEIGHT ETF           CIPQ
DST    DST    DST SYSTEMS                         ABCIPXZ    20000000   PXW   RSP     RYDEX S & P EQUAL WEIGHT ETF (wrap)CIPQ
DSW    DSW    DSW, INC                            ACIPXZ      7500000   HHU   STBA    S & T Bancorp Inc                      P
DTE    DTE    DTE ENERGY CO.                      ABCIPXZ    25000000   OZQ   SONE    S1 Corporation                         CX
DCO    DCO    Ducommun Incorporated               CPXZ        2500000   SFE   SFE     Safeguard Scientifics, Inc.            AC
DUF    DUF    Duff and Phelps Corp.               X           2500000   SJZ   SAFT    Safety Insurance Group Inc.            P
DUK    DUK    Duke Energy Corp. Holding Comp      ABCIPQXZ   25000000   SWY   SWY     SAFEWAY, INC.                          ABCIPQX
DRE    DRE    DUKE REALTY CORP.                   ACIPXZ     25000000   SQZ   SAIA    Saia, Inc.                             C
DNB    DNB    DUN & BRADSTREET CORP               CX          7500000   SAI   SAI     SAIC, Inc.                             ABCIPX
DEP    DEP    Duncan Energy Partners L.P.         CPXZ        5000000   STJ   STJ     SAINT JUDE MEDICAL INC.                ABCIPQX
DGW    DGW    Duoyuan Global Water Inc            P           5000000   SKS   SKS     Saks, Inc.                             ABCIPX
DD     DD     DUPONT                              ABCIPQXZ   25000000   CRM   CRM     SALESFORCE COM INC                     ABCIPQXZ
DFT    DFT    DuPont Fabros Technology Inc        P           7500000   PQN   SLXP    SALIX PHARMACEUTICALS LTD.             ACIPX
DRRX   DRRX   Durect Corporation                  P           5000000   SBH   SBH     Sally Beauty Holdings Inc              P
DXPE   DXPE   DXP Enterprises                     P           2500000   SJT   SJT     SAN JUAN BASIN ROYALTY TRUST           CIP
DYAX   DYAX   DYAX CORP                           CIPXZ      20000000   SQS   SAFM    SANDERSON FARMS INC                    BCIPX
DY     DY     DYCOM INDUSTRIES INC                ACIPXZ      7500000   SWQ   SNDK    SANDISK CORP                           ABCIPQX
BOOM   BOOM   Dynamic Materials Corporation       BCIPXZ      7500000   EEK   SNDK    SANDISK CORP (WRAP)                    ABCIPQX
DCP    DCP    DynCorp International Inc., Class A IPXZ       20000000   SWF   SNDK    SANDISK CORP (WRAP)                    ABCIPQX
DYN    DYN    Dynegy Inc. Class A                 ABCIPX     25000000   SD    SD      Sandridge Energy, Inc.                 ABCIPQX
ETFC   ETFC   E*TRADE Financial Corporation       ABCIPQX    25000000   UGD   SGMO    Sangamo BioSciences, Inc.              ABCIPX
EGLE   EGLE   EAGLE Bulk Shiping Inc              ABCIPXZ    25000000   YNS   SANM    SANMINA-SCI CORP.                      ABCIPX
EXP     EXP     EAGLE MATERIALS INC.                     ABCIPXZ    20000000   SNY    SNY    SANOFI-AVENTIS                           ABCIPX
EROC    EROC    Eagle Rock Energy Partners, LP.          ACIPZ       7500000   CUX    SNTS   Santarus Inc                             C
EWBC    EWBC    EAST WEST BANCORP INC                    ACIPXZ     25000000   SAP    SAP    SAP AG                                   ABCIPQX
EGP     EGP     EastGroup Properties Inc                 X           7500000   PFZ    SAP    SAP AG (wrap)                            ABCIPQX
EMN     EMN     EASTMAN CHEMICAL CO                      ABCIPQXZ   25000000   SQC    SAPE   SAPIENT CORP.                            X
EK      EK      EASTMAN KODAK                            ABCIPQXZ   25000000   SPP    SPP    Sappi Ltd.                               P
EV      EV      EATON VANCE CORP                         CIPXZ      25000000   SLE    SLE    SARA LEE CORPORATION                     ABCIPX
ETN     ETN     EATON CORP                               ABCIPQXZ   25000000   SSL    SSL    SASOL LTD-SPONSORED ADR                  ACIPX
QMF     EBGMY   Ebay Gmarket Co., Ltd                                5000000   SAY    SAY    SAtyam Computer Services Ltd.            ABCIPX
EBAY    EBAY    EBAY INC                                 ABCIPQXZ   25000000   UVP    SVNT   SAVIENT PHARMACEUTICALS INC              ABCIPQX
EBIX    EBIX    Ebix, Inc.                               ACIPXZ     15000000   QVU    SVVS   SAVVIS, Inc.                             ABCIPX
EBIX1   EBIX    Ebix, Inc. (300 shares)                  ACIPX      15000000   QYS    SBAC   SBA COMMUNICATIONS CORPORATION ABCIPX
ELON    ELON    ECHELON CORP                             ABCIPXZ     5000000   SCG    SCG    SCANA CORPORATION                        CX
TWZ     SATS    EchoStar Corp                            ACIPX       5000000   UHI    SCSC   SCANSOURCE, INC.                         X
ECLP    ECLP    ECLIPSYS CORP                            ABCIPXZ    25000000   PGQ    MRK    SCHERING-PLOUGH CORP.(merger)            ABCIPQX
ECL     ECL     ECOLAB INC.                              ABCIPXZ    25000000   SLB    SLB    SCHLUMBERGER LTD                         ABCIPQX
ECOL    ECOL    Ecology Inc                              C           5000000   SDB    SLB    SCHLUMBERGER LTD (wrap)                  ABCIPQX
EDAP    EDAP    EDAP TMS S.A.                            X           7500000   SQQ    SCHN   SCHNITZER STEEL INDUSTRIES, INC ABCIPX
EIX     EIX     EDISON INTERNATIONAL                     ABCIPQXZ   25000000   USC    SCHL   SCHOLASTIC CORPORATION                   P
EDMC    EDMC    Education Management Corp.               CIXZ        5000000   SQV    SCHS   SCHOOL SPECIALTY, INC.                   X
EDR     EDR     Education Realty Trust Inc               C           7500000   SCN    SCHW   SCHWAB (CHARLES) CORP.(WRAP)             ABCIPQX
EW      EW      EDWARDS LIFESCIENCES CORP.               ABCIPXZ     7500000   SHQ    SCHW   SCHWAB (CHARLES) CORP., THE              ABCIPQX
EHTH    EHTH    eHealth, Inc.                            CPX         5000000   LQE    SCHE   Schwab Emerging Markets Equity ETF       C
EJ      EJ      E-House (China) Holdings Ltd.            ABCIPX     25000000   QSF    SCHF   Schwab International Equity ETF          C
EP      EP      EL PASO CORP.                            ABCIPQXZ   25000000   LQK    SCHC   Schwab International Small-Cap Equity ETFC
EPB     EPB     El Paso Pipeline Partners, LP            CP          5000000   QSH    SCHB   Schwab U.S. Broad Market ETF             C
ELN     ELN     ELAN CORPORATION PLC                     ABCIPX     25000000   QSX    SCHX   Schwab U.S. Large-Cap ETF                C
ESLT    ESLT    ELBIT SYSTEMS, LTD                       P           2500000   QSD    SCHG   Schwab U.S. Large-Cap Growth ETF         CP
EGO     EGO     ELDORADO GOLD CORP                       ABCIPXZ    25000000   QSQ    SCHV   Schwab U.S. Large-Cap Value ETF          C
ESIO    ESIO    ELECTRO SCIENFIFIC IND.                  APXZ        2500000   QSA    SCHA   Schwab U.S. Small-Cap ETF                C
ERTS    ERTS    ELECTRONIC ARTS                          ABCIPQXZ   25000000   SWM    SWM    Schweitzer-Mauduit International, Inc    CIPX
EFII    EFII    ELECTRONICS FOR IMAGING                  CIPXZ       5000000   YQD    SCLN   SciClone Pharmaceuticals Inc.            C
LLY     LLY     ELI LILLY & CO                           ABCIPQX    25000000   TUJ    SGMS   SCIENTIFIC GAMES (CL. A)                 ABCIPX
LXH     LLY     ELI LILLY & CO (Wrap)                    ABCIPQX    25000000   SMG    SMG    Scotts Miracle Gro Co. Cl. A             ABCIPX
UWO     RDEN    ELIZABETH ARDEN, INC.                    X           5000000   SNI    SNI    Scripps Networks Interactive             CIPX
QV      LONG    eLong Inc                                PX          2500000   SA     SA     SEABRIDGE GOLD INC                       ABCIPX
ERJ     ERJ     EMBRAER AIRCRAFT ADR                     ACIPX      25000000   UEG    SEAC   SEACHANGE INTERNATIONAL                  X
EMC     EMC     EMC CORP                                 ABCIPQXZ   25000000   CKH    CKH    SEACOR Holdings, Inc.                    X
EME     EME     EMCOR GROUP INC                          AIPXZ      25000000   STX    STX    SEAGATE TECHNOLOGY                       ABCIPQX
EMKR    EMKR    EMCORE Corporation                       BCPX       25000000   TQP    STX    SEAGATE TECHNOLOGY (wrap)                ABCIPQX
EM      EM      Emdeon Inc                               CX          7500000   HAWK   HAWK   Seahawk Drilling Inc.                    CI
EMS     EMS     Emergency Medical Services Corporation   ACPZ        7500000   SEE    SEE    SEALED AIR CORP                          ABCIPX
EBS     EBS     Emergent Biosolutions Inc                CIPXZ      20000000   ZZ     ZZ     Sealy Corporation                        C
ESC     ESC     Emeritus Corporation                     C           5000000   KTQ    SHLD   Sears Holdings Corporation               ABCIPQX
EMR     EMR     EMERSON ELECTRIC CO                      ABCIPQXZ   25000000   SJJ    SHLD   Sears Holdings Corporation (wrap)        ABCIPQX
MSN     MSN     Emerson Radio Corporation                C           5000000   TXH    SHLD   Sears Holdings Corporation (wrap)        ABCIPQX
EDE     EDE     Empire District Electric Company         CX          5000000   SSW    SSW    SEASPAN CORPORATION                      ABCIPX
ELMG    ELMG    EMS Technologies, Inc.                   C           2500000   DGQ    SGEN   Seattle Genetics, Inc.                   ACX
ELX     ELX    EMULEX CORPORATION                   ABCIPXZ    25000000   QEI    SEIC    SEI INVESTMENTS CO                  ACPX
EEQ     EEQ    Enbridge Energy Management, LLC      X           2500000   OQE    SCSS    Select Comfort Corporation          CIPX
EEP     EEP    ENBRIDGE ENERGY PARTNERS , L.P.      ABCIPXZ     7500000   SEM    SEM     Select Medical Holding Corporation  AC
ENB     ENB    Enbridge Inc                         CP         20000000   SMH    SMH     Semiconductor HOLDRs Trust          ABCIPQXZ
ECA     ECA    ENCANA CORP.                         ABCIPQXZ   25000000   SZS    SMH     Semiconductor HOLDRs Trust (wrap)   ABCIPQXZ
ECA1    ECA    ENCANA CORP. (dist)                  ABCIPQX    25000000   SRE    SRE     SEMPRA ENERGY                       ABCIPX
DNR1    DNR    ENCORE ACQUISITION COMPANY (merger)APX          50000000   QTU    SMTC    SEMTECH CORPORATION                 BCIPX
ENP     ENP    Encore Energy Partners LP            ACIPZ       5000000   SNH    SNH     Senior Housing Properties Trust     CIPX
EJO     WIRE   ENCORE WIRE CORPORATION              ABCIPX      5000000   ST     ST      Sensata Technologies Holding        CX
EXK     EXK    Endeavour Silver Corp.               ACPXZ       7500000   SXT    SXT     SENSIENT TECHNOLOGIES CORP.         CX
ENDP    ENDP   ENDO PHARMAC. HLDGS                  ABCIPXZ    25000000   QJQ    SQNM    Sequenom Inc.                       ABCIPX
ELGX    ELGX   Endologix, Inc.                      CX          5000000   SCI    SCI     SERVICE CORPORATION INTERNATIONAL   X
ENH     ENH    ENDURANCE SPECIALTY HOLDINGS LTD. ACIPXZ        20000000   SFN    SFN     SFN Group, Inc.                     C
ENWV    ENWV   ENDWAVE CORPORATION                  P           2500000   GAME   GAME    Shanda Games Ltd.                   ACIPX
HEV     HEV    Ener1, Inc.                          ACIPXZ     20000000   QKU    SNDA                                         LTD
                                                                                         SHANDA INTERACTIVE ENTERAINMENTABCIPQX
EGN     EGN    Energen Corporation                  ACIPXZ     20000000   SGR    SHAW    SHAW GROUP, INC.                    ABCIPQX
ENR     ENR    ENERGIZER HOLDINGS, INC.             ABCIPXZ    25000000   TJV    SHAW    SHAW GROUP, INC. (WRAP)             ABCIPQX
ENER    ENER   ENERGY CONVERSION DEVICES            ABCIPQXZ   25000000   TQD    SDTH    ShengdaTech Inc                     AX
ERII    ERII   Energy Recovery Inc.                 ACPXZ       7500000   SHW    SHW     SHERWIN WILLIAMS CO                 ABCIPQX
XLE     XLE    ENERGY SECTOR SPDR                   ABCIPQXZ   25000000   SFL    SFL     SHIP FINANCE INTERNATIONAL LIMITEDABCIPX
ETE     ETE    Energy Transfer Equity, L.P.         ABCIPXZ    20000000   UGH    SHPGY   Shire PLC ADS                       ABCIPX
ETP     ETP    Energy Transfer Partners LP          ABCIPXZ    25000000   UBU    SHPGY   Shire PLC ADS (wrap)                ABCIPX
EXXI    EXXI   Energy XXI (Bermuda) Ltd             CPXZ       25000000   FNH    SEF     Short Financials ProShares (wrap)   IX
EXXI1   EXXI   Energy XXI (Bermuda) Ltd (20 shares) PX         25000000   SGW    SEF     Short Financials ProShares (wrap)   IX
ES      ES     EnergySolutions Inc                  CIPXZ      25000000   SFQ    SHFL    SHUFFLEMASTER CORP.                 ABCIPX
ENOC    ENOC   EnerNOC, Inc.                        ACIPXZ      5000000   QFY    SFLY    Shutterfly Inc                      PX
ERF     ERF    ENERPLUS RESOURCES FUND              ABCIPXZ    25000000   SI     SI      SIEMENS AG - ADR                    ABCIPX
ENI     ENI    ENERSIS S.A.                         CX         25000000   SYE    SI      SIEMENS AG - ADR (wrap)             ABCIPX
ENS     ENS    Enersys                              ACIPXZ      7500000   IYQ    SWIR    SIERRA WIRELESS, INC                ABCIPX
ENG     ENG    ENGLOBAL CORPORATION                 APXZ        5000000   FKQ    SIGA    SIGA Technologies Inc               ACIPX
NPO     NPO    EnPro Industries Inc                 P           5000000   IAQ    SIAL    SIGMA ALDRICH CORPORATION           ABCIPX
ESV     ESV    Ensco PLC                            ABCIPQXZ   25000000   MQN    SIGM    SIGMA DESIGNS, INC.                 ABCIPQX
ENSG    ENSG   Ensign Group, Inc.                   C           2500000   FEQ    SBNY    Signature Bank                      CIX
ENTG    ENTG   Entegris Inc.                        I          25000000   SIG    SIG     SIGNET JEWELERS LIMITEDSHS          CIP
EPR     EPR    Enterainment Properties TR           CIPXZ      25000000   EQD    SLGN    Silgan Holdings Inc.                ACIPX
ETM     ETM    Entercom Communications - Class A    P           7500000   SGI    SGI     Silicon Graphics International Corp ABCIPX
ETR     ETR    ENTERGY CORPORATION                  ABCIPXZ    25000000   QSI    SIMG    SILICON IMAGE INC                   BCPX
EPE     EPE    Enterprise GP Holdings LP            ACIPXZ      5000000   QFJ    SLAB    SILICON LABORATORIES INC.           ABCIPX
EPD     EPD    ENTERPRISE PROD PARTNERS L.PI        ABCIPXZ    25000000   MQI    SIMO    Silicon Motion Technology Corp.     BCIPX
ENZ     ENZ    ENZO BIOCHEM, INC.                   ABCIPXZ     2500000   QSP    SPIL    Siliconware Precision Ind.-ADR      X
ENZN    ENZN   ENZON                                ACIPXZ      7500000   SLW    SLW     Siliver Wheaton Corp                ABCIPQX
EOG     EOG    EOG RESOURCES, INC                   ABCIPQXZ   25000000   IZU    SSRI    SILVER STANDARD RESOURCES , INC ABCIPX
EPIC    EPIC   EPICOR SOFTWARE CORPORATION          X           7500000   INH    SSRI                                        ABCIPX
                                                                                         SILVER STANDARD RESOURCES , INC (wrap)
EPIQ    EPIQ   EPIQ SYSTEMS, INC.                   CIPXZ       7500000   SVM    SVM     Silvercorp Metals Inc.              CIP
EQT     EQT    EQT Corporation                      ABCIPXZ    25000000   SPG    SPG     SIMON PROPERTY GROUP, INC.          ABCIPQX
EFX     EFX    EQUIFAX INC.                         IX         25000000   SVF    SPG     SIMON PROPERTY GROUP, INC. (wrap) ABCIPQX
EQIX    EQIX   EQUINIX INC                          ABCIPQXZ   25000000   SSD    SSD     Simpson Manufacturing Co., Inc.     IPX
ELS     ELS    Equity Lifestyle Properties Inc.     I          20000000   SMS    SMS     Sims Metal Management Ltd.          CIPX
EQY     EQY     Equity One, Inc.                     ACIPXZ      7500000   NOQ    SINA   SINA CORP                               ABCIPQX
EQR     EQR     EQUITY RESIDENTIAL                   ABCIPXZ    25000000   TSQ    SINA   SINA CORP (wrap)                        ABCIPQX
ERES    ERES    ERESEARCH TECHNOLOGY INC             ABCIPXZ     7500000   JQO    SBGI   SINCLAIR BROADCAST GRP CLASS A X
ESE     ESE     ESCO TECH INC                        X           5000000   SCOK   SCOK                                           C
                                                                                         SinoCoking Coal and Coke Chemical Industries, Inc.
ESS     ESS     Essex Property Trust, Inc.           ACIPXZ     25000000   SHI    SHI    Sinopec Shanghai                        C
EL      EL      ESTEE LAUDER COMPANIES, INC.         ABCIPQXZ   25000000   SVA    SVA    Sinovac Biotech Ltd.                    ACIPX
ESL     ESL     ESTERLINE TECHNOLOGIES CORP.         X           7500000   QXO    SIRI   Sirius XM Radio Inc                     ACIPQX
ETH     ETH     ETHAN ALLEN INTERIORS INC            ABCIPXZ     7500000   UDO    SIRO   Sirona Dental Systems, Inc.             ACIPX
EEFT    EEFT    EURONET WORLDWIDE, INC.              AIPXZ       7500000   SKM    SKM    SK TELECOM CO. LTD                      X
ESEA    ESEA    Euroseas, Ltd.                       CIPXZ       5000000   SKX    SKX    SKETCHERS USA INCORPORATED              ABCIPX
EVEP    EVEP    EV Energy Partners, L.P.             CPXZ        5000000   QAG    SKIL   SKILLSOFT PLC                           CIX
EVVV    EVVV    EV3 INC                              CIPXZ       7500000   UWQ    SKYW   SKYWEST, INC.                           CIX
EVR     EVR     Evercore Partners Inc.               CX          5000000   GAK    SWKS   SKYWORKS SOLUTIONS, INC. (WRAP) ABCIPX
RE      RE      EVEREST RE GROUP LTD                 BCIPX      25000000   SLG    SLG    SL Green Realty Corp.                   ABCIPX
EEE     EEE     Evergreen Energy Inc                 P          25000000   SLM    SLM    SLM CORP                                ABCIPQX
ESLR    ESLR    EVERGREEN SOLAR INC                  ABCIPQX    25000000   QDM    SMBL   Smart Balance, Inc.                     CX
EXAS    EXAS    Exact Sciences Corp.                 CPXZ        5000000   TQS    SMOD   Smart Modular Technologies WWH, Inc.    C
EXAR    EXAR    EXAR CORP.                           P           5000000   HEAT   HEAT   Smartheat, Incorporation                ACIPXZ
EXM     EXM     EXCEL MARITME CARRIERS LTD           ABCIPXZ    25000000   UWJ    SWHC   Smith & Wesson Holding Corp.            ABCIPX
XCO     XCO     EXCO Resources, Inc.                 ABCIPQX    25000000   AOS    AOS    Smith (A.O.) Corp.                      A
EXEL    EXEL    EXELISIS, INC.                       ABCIPXZ    25000000   SII    SII    SMITH INTERNATIONAL                     ABCIPQX
EXC     EXC     EXELON CORPORATION                   ABCIPQXZ   25000000   SIK    SII    SMITH INTERNATIONAL (Wrap)              ABCIPQX
XRA     XRA     Exeter Resource Corp.                ACPX        7500000   QPM    SMSI   Smith Micro Software, Inc.              ACIPX
UMZ     XRA     Exeter Resource Corp. (Distribution) ACPX        7500000   SNN    SNN    Smith Nephew Plc                        C
FRU     XIDE    Exide Technologies                   ACIPX      25000000   SFD    SFD    SMITHFIELD FOODS                        ABCIPQX
EXPE    EXPE    EXPEDIA, INC                         ABCIPQXZ   25000000   SNA    SNA    SNAP-ON INCORPORATED                    CIPX
EXPD    EXPD    EXPEDITORS INTERNATIONAL             ABCIPQXZ   25000000   SQM    SQM                                            ABCIPX
                                                                                         Sociedad Quimica y Minera de Chile SA (ADS)
ESRX    ESRX    EXPRESS SCRIPTS, INC.                ABCIPQXZ   25000000   SWH    SWH    SOFTWARE HOLDRS TRUST                   CP
EXH     EXH     Exterran Holdings, Inc.              ACIPXZ     25000000   UZK    SOHU   SOHU.COM INC                            ABCIPQX
EXR     EXR     Extra Space Storage Inc              C          25000000   TKZ    SOHU   SOHU.COM INC (wrap)                     ABCIPQX
EXTR    EXTR    EXTREME METWORKS, INC.               X           7500000   QFG    SOLF   Solarfun Power Holdings Co., Ltd.       ABCIPX
XOM     XOM     EXXON MOBIL CORP                     ABCIPQX    25000000   SWI    SWI    Solarwinds, Inc.                        ACIPX
EZCH    EZCH    EZchip Semiconductor Ltd.            ACIPXZ      5000000   SLH    SLH    Solera Holdings Inc                     C
EZPW    EZPW    EZCORP, INC                          ABCIPXZ    20000000   SOA    SOA    Solutia Inc                             PX
FNB     FNB     F N B Corp. PA                       P          25000000   QUW    SMTS   SOMANETICS CORPORATION                  APX
FFIV    FFIV    F5 NETWORKS, INC.                    ABCIPQXZ   25000000   SOMX   SOMX   Somaxon Pharmaceuticals, Inc.           ACPX
FACT    FACT    Facet Biotech Corporation            CP          7500000   SAH    SAH    SONIC AUTOMOTIVE,INC.                   CIPX
FDS     FDS     FACTSET RESEARCH SYSTEMS             ABCIPXZ    20000000   ZSQ    SONC   SONIC CORP                              ABCIPX
FICO    FICO    FAIR ISAAC CORPORATION               ACIPXZ      7500000   QNI    SNIC   SONIC SOLUTIONS                         IPX
FCS     FCS     FAIRCHILD SEMICONDUCTOR              ABCIPXZ    25000000   UWL    SNWL   SONICWALL INC                           X
FRFHF   FRFHF   FAIRFAX FINANCIAL HLTD LI            C           2500000   SON    SON    Sonoco Products Co.                     CIX
FIH     FRFHF   FAIRFAX FINANCIAL HLTD LIMITED (WRAP)C           2500000   UZS    SONO   SONOSITE INC                            ACIP
FALC    FALC    FALCONSTOR SOFTWARE, INC.            ACXZ        5000000   UJS    SONS   SONUS NETWORKS INC                      ABCIP
FDO     FDO     FAMILY DOLLAR STORES                 ABCIPQXZ   25000000   SNE    SNE    SONY CORPORATION                        ABCIPQX
DAVE    DAVE    FAMOUS DAVES OF ANERICA              CX          2500000   SORL   SORL   SORL Auto Parts Inc                     P
FNM     FNM     FANNIE MAE                           ABCIPQX    25000000   BID    BID    Sotheby's                               ABCIPXZ
FARO    FARO    FARO TECHNOLOGIES                    CIPXZ       2500000   FIRE   FIRE   Sourcefire Incorporation                CP
FAST    FAST    FASTENAL COMPANY                     ABCIPXZ    25000000   SJI    SJI    South Jersery Industries, Inc.          C
FBCM    FBCM    Fbr Capital Markets Corp.                    C           5000000   PCU    SCCO   SOUTHERN COPPER CORPORATION ABCIPX
KDL     IAAC    FCStone Group Inc. (merger)                  BI          5000000   SO     SO     SOUTHERN CO                               ABCIPX
AGM     AGM     Federal Agricultural Mortgage Corp. (Cl C)   CIPZ        5000000   SUG    SUG    SOUTHERN UNION COMPANY                    CX
FRT     FRT     Federal Realty Investment Trust              ACIPXZ     25000000   LUV    LUV    SOUTHWEST AIRLINES COMPANY                ABCIPQX
FSS     FSS     FEDERAL SIGNAL CORP                          ACPZ        5000000   NSQ    OKSB   Southwest Bancorp                         X
FDML    FDML    Federal-Mogul Corporation                    C           5000000   SWX    SWX    Southwest Gas Corp                        P
FII     FII     FEDERATED INVESTORS, INC.                    ACIPXZ     25000000   SWN    SWN    SOUTHWESTERN ENERGY COMPANY ABCIPQX
FII1    FII     FEDERATED INVESTORS, INC. (dist)             ACIPX      25000000   TKQ    SWN    SOUTHWESTERN ENERGY COMPANY (wrap)        ABCIPQX
FDX     FDX     FEDEX CORP                                   ABCIPQXZ   25000000   STD1   STD    SOVEREIGN BANCORP (merger)                ABCIP
FEIC    FEIC    FEI CORP                                     ACIXZ       7500000   SSS    SSS    Sovran Self Storage, Inc.                 CX
FCH     FCH     FelCor Lodging Trust Inc                     CPX        25000000   QQP    SPAR   Spartan Motors Inc                        C
FGP     FGP     Ferrellgas Partners, L.P.                    X           5000000   QGH    SPTN   Spartan Stores, Inc.                      X
FOE     FOE     Ferro Corp                                   IPXZ       25000000   SEH    SEH    Spartech Corp                             P
FBR     FBR     Fibria Celulose S.A.                         ACIP       25000000   JNK    JNK    SPDR Barclays Capital High Yield Bond ETF ACIPX
FNF     FNF     FIDELITY NATIONAL FINANCIAL                  ABCIPXZ    25000000   BWX    BWX                                              C
                                                                                                 SPDR Barclays Capital International Treasury Bond
FIS     FIS     Fidelity National Information Services, Inc. ACIPXZ     25000000   FEZ    FEZ    SPDR Euro STOXX 50 Fund (wrap)            C
FSC     FSC     Fifth Street Finance Coporation              CX          7500000   GLD    GLD    SPDR Gold Trust                           ABCIPQXZ
FITB    FITB    FIFTH THIRD BANCORP                          ABCIPQXZ   25000000   KBE    KBE    SPDR KBW Bank ETF                         ABCIPX
FNGN    FNGN    Financial Engines Inc.                       CX          2500000   KEJ    KBE    SPDR KBW Bank ETF(wrap)                   ABCIPX
LTP     PBCT    Financial Federal Corporation (Merger)       C          30000000   KCE    KCE    SPDR KBW Capital Markets ETF              CIX
XLF     XLF     FINANCIAL SECTOR SPDR                        ABCIPQXZ   25000000   KAY    KCE    SPDR KBW Capital Markets ETF (wrap) CIX
XJZ     XLF     FINANCIAL SECTOR SPDR (wrap)                 ABCIPQXZ   25000000   KIE    KIE    SPDR KBW Insurance ETF                    CIPX
NCJ     FNSR    FINISAR CORP)(reverse split)                 X          25000000   KIV    KIE    SPDR KBW Insurance ETF (wrap)             CIPX
FNSR    FNSR    Finisar Corporation                          ACIPXZ     25000000   KRE    KRE    SPDR KBW Regional Banking ETF             ABCIPQX
FAF     FAF     FIRST AMERICAN CORP.                         ABCIPXZ    25000000   ZRC    KRE    SPDR KBW Regional Banking ETF (wrap) ABCIPQX
FBP     FBP     FIRST BANCORP PUERTO RICO                    ABCIP      25000000   XBI    XBI    SPDR S&P Biotech ETF                      CIP
BUSE    BUSE    First Busey Corporation                      P           5000000   GXC    GXC    SPDR S&P China ETF                        CP
FCFS    FCFS    First Cash Financial Services, Inc.          CIPXZ       5000000   SDY    SDY    SPDR S&P Dividend ETF                     C
FCF     FCF     First Commonwealth Financial Corp            X           7500000   GUR    GUR    SPDR S&P Emerging Europe ETF              C
FCBC    FCBC    First Community Bancshares, Inc.             C           2500000   XXJ    XHB    SPDR S&P Homebuilders ETF (wrap)          ABCIPQX
FFBC    FFBC    First Financial Bancorp.                     C           7500000   DWX    DWX    SPDR S&P International Dicidend ETF       C
FFNW    FFNW    First Financial Northwest Inc.               PX          2500000   XME    XME    SPDR S&P Metals & Mining ETF              ABCIPX
FHN     FHN     FIRST HORIZON NATIONAL CORPORATIONABCIPQXZ              25000000   EXF    XME    SPDR S&P Metals & Mining ETF (wrap)       ABCIPX
FR      FR      First Industrial Realty Trust                ACIPXZ     25000000   HEO    XME    SPDR S&P Metals & Mining ETF (wrap)       ABCIPX
FMBI    FMBI    First Midwest Bancorp, Inc.                  C          20000000   MDY    MDY    SPDR S&P MidCap 400 ETF Trust             ABCIPQX
FNFG    FNFG    First Niagara Financial Group, Inc.          ACIPXZ     25000000   DIX    MDY    SPDR S&P MidCap 400 ETF Trust (wrap) ABCIPQX
FPO     FPO     First Potomac Realty Trust                   X           5000000   DYJ    MDY    SPDR S&P MidCap 400 ETF Trust (wrap) ABCIPQX
FSLR    FSLR    First Solar, Inc.                            ABCIPQXZ   25000000   DZX    MDY    SPDR S&P MidCap 400 ETF Trust (wrap) ABCIPQX
FDM     FDM     FIRST TRUST DJ SELECT MICROCAP INDEX SM FUND IX          2500000   XDY    MDY    SPDR S&P MidCap 400 ETF Trust (wrap) ABCIPQX
FAN     FAN     First Trust Global Wind Energy Fund          X           2500000   XTY    MDY    SPDR S&P MidCap 400 ETF Trust (wrap) ABCIPQX
FNI     FNI     First Trust ISE Chindia Index Fund           IPX         2500000   GNP    XES                                              CIP
                                                                                                 SPDR S&P Oil & Gas Equipment & Services ETF (wrap)
CU      CU      First Trust ISE Global Copper Index Fund     I           2500000   XOA    XOP                                              ABCIPX
                                                                                                 SPDR S&P Oil & Gas Exploration & Prod ETF (wrap)
PLTM    PLTM    First Trust ISE Global Platinum Index Fund I             2500000   XOP    XOP                                              ABCIPX
                                                                                                 SPDR S&P Oil & Gas Exploration & Production ETF
FIW     FIW     First Trust ISE Water Index Fund             I           2500000   XRT    XRT    SPDR S&P Retail ETF                       ABCIPQX
FCG     FCG     First Trust ISE-Revere Natural Gas Index FundACIPXZ      7500000   WEM    XRT    SPDR S&P Retail ETF (wrap)                ABCIPQX
FE      FE      FIRSTENERGY CORP.                            ABCIPXZ    25000000   XRY    XRT    SPDR S&P Retail ETF (wrap)                ABCIPQX
FFEDQ   FFEDQ   FIRSTFED FINANCIAL CORP                      X          25000000   XSD    XSD    SPDR S&P Semiconductor ETF                C
FMER    FMER    FIRSTMERIT CORPORATION                       CP         25000000   SE     SE     Spectra Energy Corp.                      ABCIPX
FISV   FISV   FISERV INC                               ABCIPXZ    25000000   SEP    SEP    Spectra Energy Partners LP         ACPX
FLML   FLML   FLAMEL TECHNOLOGIES S.A.,                ABCIPX      2500000   QBV    SPPI   SPECTRUM PHARMACEUTICALS           ABCIPX
FLEX   FLEX   FLEXTRONICS LTD                          ABCIPQXZ   25000000   SPR    SPR    Spirit Aerosystems Holdings Inc    ABCIPX
FLIR   FLIR   FLIR SYSTEMS INC.                        ABCIPQXZ   25000000   S      S      SPRINT NEXTEL CORPORATION          ABCIPQX
FTK    FTK    Flotek Industries Inc                    I           7500000   SPW    SPW    SPX CORP.                          ABCIPX
FLOW   FLOW   FLOW INTERNATIONAL CORPORATION           PX          5000000   SPY    SPY    SPY Option                         ABCIPQXZ
FLO    FLO    FLOWERS FOODS, INC.                      ACIPXZ     25000000   YAZ    SPY    SPY Option (Qtrly LEAPS)           ABCIPQX
FLS    FLS    Flowserve Corp.                          ABCIPQXZ   25000000   YQA    SPY    SPY Option (Qtrly LEAPS)           ABCIPQX
FLR    FLR    FLUOR CORP                               ABCIPQXZ   25000000   YQN    SPY    SPY Option (Qtrly LEAPS)           ABCIPQX
FMC    FMC    FMC CORPORATION                          ACIPXZ     25000000   JCA    SPY    SPY Option (Qtrly LEAPS) Wrap      ABCIPQX
FTI    FTI    FMC TECHNOLOGIES, INC.                   ABCIPXZ    25000000   JBG    SPY    SPY Option (Qtrly Wrap)            ABCIPQX
FMCN   FMCN   Focus Media Holding Limited              ABCIPQX    25000000   RDQ    SPY    SPY Option (Qtrly Wrap)            ABCIPQX
FMX    FMX                                             ACIPX
              Fomento Economico Mexicano, S.A.B. de C.V.          25000000   ROQ    SPY    SPY Option (Qtrly Wrap)            ABCIPQX
FL     FL     FOOT LOCKER, INC.                        ABCIPXZ    25000000   RQY    SPY    SPY Option (Qtrly Wrap)            ABCIPQX
FRPT   FRPT   Force Protection, Inc.                   ABCIPXZ    25000000   RQQ    SPY    SPY Option (Qtrly)                 ABCIPQX
F      F      FORD MOTOR COMPANY                       ABCIPQXZ   25000000   SFB    SPY    SPY Option (Wrap)                  ABCIPQXZ
FCEA   FCEA   Forest City Enterprises, Inc.            C          25000000   SIY    SPY    SPY Option (wrap)                  ABCIPQXZ
FRX    FRX    FOREST LABORATORIES, INC.                ABCIPQXZ   25000000   SWG    SPY    SPY Option (Wrap)                  ABCIPQXZ
FST    FST    FOREST OIL CORP.                         ABCIPQXZ   25000000   SWV    SPY    SPY Option (Wrap)                  ABCIPQXZ
FOR    FOR    Forestar Group Inc                       CIPXZ       7500000   SXO    SPY    SPY Option (wrap)                  ABCIPQXZ
FORM   FORM   FORM FACTOR , INC                        ABCIPXZ     7500000   SYH    SPY    SPY Option (Wrap)                  ABCIPQXZ
FTNT   FTNT   Fortinet Inc.                            CIPXZ       5000000   SZC    SPY    SPY Option (Wrap)                  ABCIPQXZ
FIG    FIG    Fortress Investment Group LLC            ABCIPXZ    25000000   SRX    SRX    SRA INTERNATIONAL INC CLASS A.     CX
FO     FO     FORTUNE BRANDS, INC                      ABCIPQXZ   25000000   SSNC   SSNC   SS&C Technologies Holdings, Inc.   CX
FWRD   FWRD   Forward Air Corporation                  CX          7500000   JOE    JOE    ST. JOE CORPORATION                ABCIPX
FOSL   FOSL   FOSSIL, INC.                             BCIPXZ     20000000   SM     SM     ST. MARY LAND & EXPLOR             ACIPX
FWLT   FWLT   Foster Wheeler AG                        ABCIPQXZ   25000000   STAA   STAA   Staar Surgical Company             X
ANR1   ANR    Foundation Coal Holdings, Inc. (merger)  ACIPX      52000000   SSI    SSI    STAGE STORES, INC.                 X
FPL    FPL    FPL GROUP INC                            ABCIPQXZ   25000000   JXQ    STMP   STAMPS.COM INC                     ACIPX
FELE   FELE   Franklin Electric Co., Inc.              C           2500000   SFG    SFG    STANCORP FINANCIAL GROUP           AX
BEN    BEN    FRANKLIN RESOURCES INC.                  ABCIPXZ    25000000   SMQ    SMSC   STANDARD MICROSYSTEMS CORP         ACIPX
FSP    FSP    Franklin Street Properties Corporation   CIPXZ      25000000   SMP    SMP    Standard Motor Products, Inc.      X
FRE    FRE    FREDDIE MAC                              ABCIPQX    25000000   SPF    SPF    STANDARD PACIFIC CORP              ABCIPX
FRED   FRED   FRED'S INC.                              IPXZ        7500000   SWK    SWK    Stanley Black & Decker             ABCIPQX
FCX    FCX    FREEPORT MCMORAN COPPER - CL B           ABCIPQXZ   25000000   SXE    SXE    Stanley Inc.                       C
RQN    RAIL   Freight Car America, Inc                 BCIPX       5000000   PLQ    SPLS   STAPLES INC.                       ABCIPQX
FMS    FMS    Fresenius Medical Care AG & Co KGaA      CP          5000000   QKJ    SBLK   Star Bulk Carriers Corp.           CIPX
FDP    FDP    FRESH DEL MONTE PRODUCE INC              CIPXZ       7500000   CIGX   CIGX   Star Scientific, Inc.              ABCIPX
FRG    FRG    FRONTEER DEVELOPMENT GROUP INC ABCIPXZ               7500000   SQX    SBUX   STARBUCKS CORP                     ABCIPQX
FTR    FTR    Frontier Communications Corp.            ABCIPXZ    25000000   SSU    SBUX   STARBUCKS CORP (wrap)              ABCIPQX
FTO    FTO    FRONTIER OIL CORPORATION                 ABCIPQXZ   25000000   HOT    HOT    STARWOOD HOTELS & RESORTS          ABCIPQXZ
FRO    FRO    FRONTLINE LIMITED                        ABCIPXZ    25000000   DQP    STWD   Starwood Property Trust, Inc.      C
FSII   FSII   FSI International, Inc.                  C           7500000   STT    STT    STATE STREET BOSTON CORP.          ABCIPX
FCN    FCN    FTI CONSULTING, INC.                     ABCIPXZ    25000000   SPJ    STT    STATE STREET BOSTON CORP. (wrap)   ABCIPX
FSYS   FSYS   Fuel Systems Solutions Inc               ABCIPXZ    25000000   STO    STO    Statoil ASA                        ABCIPX
FTEK   FTEK   Fuel Tech inc.                           ABCIPXZ     5000000   SQR    STEC   STEC Inc.                          ABCIPQX
FCEL   FCEL   FUELCELL ENERGY, INC.                    ABCIPXZ    25000000   RFJ    STEC   STEC Inc. (WRAP)                   ABCIPQX
FUL    FUL    FULLER (H.B.) CO                         X           7500000   RQL    STLD   STEEL DYNAMICS INC                 ABCIPX
FULT    FULT    Fulton Financial Corporation      AIXZ       25000000   WDG     STLD    STEEL DYNAMICS INC (wrap)                 ABCIPX
FUQI    FUQI    Fuqi International, Inc.          ACIPXZ     25000000   SCS     SCS     STEELCASE, INC. CLASS A                   X
FBN     FBN     FURNITURE BRANDS INTL INC         ABCXZ       7500000   QWH     SMRT    Stein Mart, Inc.                          ACX
FSIN    FSIN    Fushi Copperweld, Inc.            CIPXZ       5000000   URL     SRCL    STERICYCLE, INC.                          ACIPX
FXEN    FXEN    FX ENERGY, INC                    BCIPXZ      5000000   STE     STE     STERIS CORP.                              ACIPX
GFA     GFA     Gafisa S.A., ADR                  ABCIPX     25000000   VJQ     SBIB    Sterling Bancshares, Inc.                 ACIPX
GME     GME     GAMESTOP CORP CL A (Holding Co)   ABCIPQXZ   25000000   SEQ     STRL    Sterling Construction Company, Inc.       C
GRS     GRS     Gammon Gold Inc                   ABCIPXZ    25000000   QYQ     STSA    Sterling Financial Corporation            C
GCI     GCI     GANNETT CO. INC                   ABCIPQXZ   25000000   SLT     SLT     Sterlite Industries (India) Ltd.          ABCIPX
GPS     GPS     GAP INC                           ABCIPQXZ   25000000   UQS     STXS    Sterotaxis Inc                            ACIPX
GDI     GDI     Gardner Denver, Inc.              ACIPXZ      7500000   SEU     SHOO    STEVEN MADDEN, LTD                        BCIPX
GRMN    GRMN    GARMIN LTD.                       ABCIPQXZ   25000000   SFF     SHOO    STEVEN MADDEN, LTD (150 sh)               BCIPX
IT      IT      GARTNER, INC CI. A                X          20000000   THZ     STEI    Stewart Enterprises Inc. (Cl A)           CIPX
GST     GST     Gastar Exploration Ltd.           C          20000000   STC     STC     Stewart Infomation Services Corporation   P
GMT     GMT     GATX CORP                         ACIPXZ     25000000   SF      SF      Stifel Financial Corp.                    CIPX
GET     GET     GAYLORD ENTERTAINMENT COMPANY     ACIPXZ     20000000   SWC     SWC     STILLWATER MINING CO                      ABCIPX
GPRO    GPRO    GEN PROBE INC                     ABCIPXZ     7500000   STM     STM     STMICROELECTRONICS NV                     CIX
GNK     GNK     Genco Shipping & Trading Ltd.     ABCIPQXZ   25000000   STQ     SGY     STONE ENERGY CORPORATION (wrap)           ABCIPX
GY      GY      GENCORP, INC.                     CPXZ       25000000   SRI     SRI     Stoneridge, Inc.                          C
BGC     BGC     GENERAL CABLE CORP                ABCIPXZ    25000000   STRI    STRI    STR Holdings Inc                          P
GNCMA   GNCMA   General Communication, Inc.       C           7500000   QQG     SSYS    STRATASYS INC                             ACIPX
GD      GD      GENERAL DYNAMICS                  ABCIPQXZ   25000000   BEE     BEE     Strategic Hotels & Resorts, Inc.          CP
GE      GE      GENERAL ELECTRIC                  ABCIPQXZ   25000000   SDQ     STRA    STRAYER EDUCATION                         ACPX
GGP     GGP     GENERAL GROWTH PROPERTIES, INC    ACPXZ      25000000   DAE     STRA    STRAYER EDUCATION (wrap)                  ACPX
GMR     GMR     GENERAL MARITIME CORPORATION      ABCIPXZ    25000000   SYK     SYK     STRYKER CORP                              ABCIPQX
GIS     GIS     GENERAL MILLS                     ABCIPQXZ   25000000   RCZ     SYK     STRYKER CORP (wrap)                       ABCIPQX
GMO     GMO     General Moly, Inc.                CIPXZ      20000000   RGR     RGR     STURM, RUGER & COMPANY                    CIPX
GSI     GSI     General Steel Holdings, Inc.      ACIPXZ     20000000   SPH     SPH     Suburban Propane Partners, L.P.           ABCIPX
GCO     GCO     GENESCO INC                       AIXZ       20000000   QFW     SFSF    SuccessFactors Inc                        CIPX
GWR     GWR     Genesee & Wyoming Inc. Class A    CIPXZ       7500000   SUF     SUF     SulphCo Inc                               CI
GEL     GEL     Genesis Energy L.P.               X           2500000   SUI     SUI     Sun Communities, Inc.                     X
GHDX    GHDX    Genomic Health, Inc.              CPXZ        5000000   QUO     SUNH    Sun Healthcare Group, Inc.                X
GXDX    GXDX    Genoptix, Inc.                    ACIPXZ      5000000   SLF     SLF     SUN LIFE FINANCIAL INC.                   P
G       G       Genpact Limited                   X           7500000   SU      SU      SUNCOR ENERGY                             ABCIPQX
GNTX    GNTX    GENTEX CORP.                      BCIPXZ     25000000   SXH     SU      SUNCOR ENERGY (wrap)                      ABCIPQX
GTIV    GTIV    GENTIVA HEALTH SERVICES INC       ACPZ        7500000   SXL     SXL     Sunoco Logistics Partners, L.P.           PX
GPC     GPC     GENUINE PARTS                     ACIPXZ     25000000   SUN     SUN     SUNOCO, INC                               ABCIPQX
GNW     GNW     Genworth Financial, Inc.          ABCIPXZ    25000000   SNJ     SUN     SUNOCO, INC (Wrap)                        ABCIPQX
GENZ    GENZ    GENZYME CORPORATION               ABCIPQXZ   25000000   UVD     STKL    SunOpta Inc.                              X
GEOY    GEOY    GeoEye Inc                        ABCIPXZ     7500000   SPWRB   SPWRB   SunPower Corp. Cl B                       ACIPXZ
GGR     GGR     GEOGLOBAL RESOURCES INC           X           5000000   QSU     SPWRA   SunPower Corporation                      ABCIPQX
GOK     GOK     Geokinetics Inc                   P           2500000   QRU     SPWRA   SunPower Corporation (wrap)               ABCIPQX
GGC     GGC     GEORGIA GULF CORP.                CPXZ        7500000   SRZ     SRZ     SUNRISE ASSISTED LIVING INC               CIPX
GRB     GRB     Gerber Scientific Inc             C           5000000   SHO     SHO     Sunstone Hotel Investors, Inc             AIPX
GNA     GNA     GERDAU AMERISTEEL CORPORATION     CIPXZ      25000000   STP     STP     Suntech Power Holdings Co Ltd             ABCIPQX
GGB     GGB     GERDAU S.A. - ADR                 ABCIPX     25000000   STI     STI     SUNTRUST BANKS, INC.                      ABCIPQX
GERN    GERN    GERON CORPORATION                 ABCIPXZ    25000000   SFJ     STI     SUNTRUST BANKS, INC. (wrap)               ABCIPQX
GTY     GTY     Getty Realty Corporation          C           2500000   UQG     SUPG    SUPERGEN INC                              ABCIPX
GFIG    GFIG   GFI Group, Inc.                      ABCIPXZ     7500000   SPN     SPN    SUPERIOR ENERGY SERVICES, INC               ABCIPX
GA      GA     Giant Intrractive Group Inc          ABCIPX      7500000   SUP     SUP    SUPERIOR INDUSTRIES INTERNATIONAL, INC      PX
RUQ     ROCK   GIBRALTAR Industries Inc             X           5000000   QWE     SWSI   Superior Well Services Inc                  X
GIGM    GIGM   GIGAMEDIA LTD                        BCIPX      25000000   SQO     SUPX   Supertex Inc                                CIPX
GIII    GIII   G-III Apparel Group Ltd              P           5000000   SVU     SVU    SUPERVALU INC.                              ABCIPQX
GILT    GILT   Gilat Satellite Networks Ltd.        X           2500000   UZF     SRDX   SURMODICS INC                               BCIX
GIL     GIL    Gildan Activewear Inc                ACIPXZ     25000000   PFB     SUSQ   Susquehanna Bancshares Inc.                 P
GILD    GILD   GILEAD SCIENCES, INC.                ABCIPQXZ   25000000   SUTR    SUTR   Sutor Technology Group Ltd                  CPX
GIVN    GIVN   GIVEN IMAGING LTD.                   APXZ        2500000   SQU     SIVB   SVB Financial Group                         ABCIPX
GBCI    GBCI   GLACIER BANCORP INC                  P          20000000   SFY     SFY    SWIFT ENERGY COMPANY                        ACIPX
GLAD    GLAD   Gladstone Capital Corporation        CP          5000000   QLO     EQIX   Switch and Data Facilities Co., Inc.        CPX
GLT     GLT    Glatfelter                           X           5000000   EQIX1   EQIX   Switch and Data Facilities Co., Inc.(merger)CPX
GSK     GSK    GLAXOSMITHKLINE PLC                  ABCIPQXZ   25000000   SWS     SWS    SWS GROUP, INC.                             P
GRT     GRT    Glimcher Realty Trust                CX         25000000   XZQ     SXCI   SXC HEALTH SOLUTIONS CORPCOM ACIPX
GLBC    GLBC   GLOBAL CROSSING LTD.                 ABCIXZ      5000000   SY      SY     SYBASE, INC.                                ABCIPX
GLBL    GLBL   GLOBAL INDUSTRIES, LTD.              ABCIPXZ    25000000   UIK     SYKE   SYKES ENTERPRISES                           ACX
GPN     GPN    GLOBAL PAYMENTS INC.                 BCIPXZ     25000000   SYQ     SYMC   SYMANTEC CORPORATION                        ABCIPQX
GSIC    GSIC   GLOBAL SPORTS INC.                   ACIPXZ      7500000   SYA     SYA    Symetra Financial Corporation               C
CHIQ    CHIQ   Global X China Consumer ETF          A           2500000   SMA     SMA    SYMMETRY MEDICAL, INC                       X
CHIX    CHIX   Global X China Financials ETF        A           2500000   OFU     SMMX   SYMYX TECHNOLOGIES INC                      P
CHII    CHII   Global X China Industrials ETF       A           2500000   QYG     SYNA   SYNAPTICS, INC.                             ABCIPQX
GMXR    GMXR   GMX Resources Inc.                   ABCIPXZ    25000000   QDN     SYNA   SYNAPTICS, INC. (wrap)                      ABCIPQX
GOL     GOL    GOL LINHAS AEREAS INTELIGENTES S. A. ABCIPX     25000000   QQR     SNCR   Synchronoss Technologies, Inc.              ABCIPX
GLNG    GLNG   Golar LNG ltd                        CIXZ        5000000   ELOS    ELOS   SYNERON MEDICAL LTD                         BCIPXZ
GLNG1   GLNG   Golar LNG ltd (dist)                 CIX         5000000   SYT     SYT    SYNGENTA AG (ADS)                           ACIPX
GFI     GFI    GOLD FIELDS LIMITED                  ABCIPQX    25000000   SVR     SVR    SYNIVERSE HOLDINGS, INC                     X
GG      GG     GOLDCORP INC                         ABCIPQXZ   25000000   SNX     SNX    Synnex Corporation                          CIX
GSS     GSS    GOLDEN STAR RESOURCES LTD            ACIPXZ     25000000   YPQ     SNPS   SYNOPSYS, INC                               ABCIPX
GS      GS     GOLDMAN SACHS GROUP                  ABCIPQXZ   25000000   XYQ     SYNO   SYNOVIS LIFE TECH., INC.                    CX
GBDC    GBDC   Golub Capital BDC, Inc.              X           2500000   SNV     SNV    SYNOVOUS FINANCIAL CORP                     ABCIPX
GR      GR     GOODRICH CORP                        ABCIPQXZ   25000000   JQS     SNTA   Synta Pharmaceuticals Corporation           ABCIPX
GDP     GDP    GOODRICH PETROLEUM CORPORATION ABCIPXZ          25000000   DUB     SYNT   Syntel, Inc.                                X
GT      GT     GOODYEAR T & R                       ABCIPQXZ   25000000   SYY     SYY    SYSCO CORPORATION                           ABCIPQX
GOOG    GOOG   GOOGLE, INC                          ABCIPQXZ   25000000   SYX     SYX    Systemax Inc.                               BCIX
GOV     GOV    Government Properties Income Trust   CP          5000000   RQW     TROW   T. ROWE PRICE GROUP INC                     ABCIPQX
GGG     GGG    GRACO, INC.                          X          20000000   QTB     TTES   T-3 Energy Services, Inc.                   CP
GTI     GTI    GRAFTECH INTERNATIONAL LTD.          ABCIPXZ    25000000   TSM     TSM    TAiwan Semiconductor Mfg. Co.               ABCIPX
GHM     GHM    Graham Corporation                   CX          5000000   TUO     TTWO   TAKE-TWO INTERACTIVE SOFT                   ABCIPX
GRM     GRM    Graham Packaging Co., Inc.           CX          5000000   TLB     TLB    TALBOTS INC                                 ABCIPX
GWW     GWW    GRAINGER, W.W. INC.                  ABCIPXZ    25000000   ZQT     TLCR   Talecris Biotherapeutics Holding CorporationC
GKK     GKK    Gramercy Capital Corp/ New York      P          25000000   QWL     TLEO   Taleo Corporation                           X
GTE     GTE    Gran Tierra Energy Inc.              ACIPXZ     25000000   TLM     TLM    TALISMAN ENERGY INC                         ABCIPQX
LPQ     LOPE   Grand Canyon Education, Inc.         ACIPX       7500000   TAM     TAM    TAM S.A.                                    CIP
GVA     GVA    GRANITE CONSTRUCTION INC             ABCIPXZ    25000000   SKT     SKT    Tanger Factory Outlet Centers Inc           ACIPX
GPK     GPK    Graphic Packaging Holding Co         P          20000000   TRE     TRE    Tanzanian Royalty Exploration               ABCIPX
GAP     GAP                                         ABCIPXZ
               GREAT ATLANTIC & PACIFIC TEA COMPANY, INC       25000000   NDQ     NGLS   Targa Resources Partners LP                 ACIPX
GLDD    GLDD   Great Lakes Dredge & Dock            C           7500000   ZQU     TRGT   Targacept Inc.                              CP
GXP     GXP    GREAT PLAINS COMMUNICATIONS INC      CIPXZ      20000000   TGT     TGT    TARGET CORPORATION                          ABCIPQX
GB      GB     GREATBATCH TECH., INC.                       ACIPXZ      5000000   TJB    TGT    TARGET CORPORATION (Wrap)         ABCIPQX
GMCR    GMCR   Green Mountain Coffee Roasters, Inc.         ABCIPQXZ   25000000   TGB    TGB    Taseko Mines Limited              CIP
GMCR1   GMCR   Green Mountain Coffee Roasters, Inc. (150sh)ACIPQX      25000000   QUR    TASR   TASER INTERNATIONAL INC           ABCIPX
GPRE    GPRE   Green Plains Renewable Energy, Inc.          C           5000000   TTM    TTM    Tata Motors Ltd.                  ABCIPX
GBX     GBX    Greenbrier Companies Inc.                    AX          2500000   TCO    TCO    TAUBMAN CENTERS, INC              CIPX
GHL     GHL    Greenhill & Co., Inc.                        ACIPXZ      7500000   TQF    TBSI   TBS International Plc Class A     ABCIPX
GEF     GEF    Greif Inc                                    CIPXZ       7500000   EUP    TCLP   TC Pipelines, LP                  IPX
GFF     GFF    GRIFFON CORP.                                CPXZ        5000000   TCB    TCB    TCF FINANCIAL CORP.               ABCIPX
GPI     GPI    GROUP 1 AUTOMOTIVE, INC.                     ABCIPXZ     7500000   QAD    TISI   Team Inc                          C
PAC     PAC                                                 P
               Grupo Aeroportuario del Pacifico S.A.B. de C.V.          7500000   TDQ    TECD   TECH DATA CORP                    ABCIPX
SIM     SIM    Grupo Simec, S.A. de C.V.                    X           2500000   TGQ    TECH   TECHNE CORP.                      C
TV      TV     GRUPO TELEVISA,S.A.                          ABCIPX     25000000   TNL    TNL    TECHNITROL INC.                   CX
JLZ     TV     GRUPO TELEVISA,S.A. (dist.)                  ABCIPX     25000000   XLK    XLK    TECHNOLOGY SECTOR SPDR            ABCIPQX
RLQ     SOLR   GT Solar International Inc                   CIPX       25000000   TCK    TCK    Teck Resources LTD                ABCIPX
GTXI    GTXI   GTx Inc                                      ABCIPXZ     7500000   TSX    TCK    Teck Resources LTD (wrap)         ABCIPX
GSH     GSH    Guangshen Railway Co Ltd                     X           2500000   TE     TE     TECO ENERGY, INC.                 ABCIPX
GES     GES    GUESS ?, INC                                 ABCIPXZ    25000000   TK     TK     Teekay Corp                       ABCIPX
GIFI    GIFI   Gulf Island Fabrication Inc                  PX          2500000   TGP    TGP    Teekay LNG Partners LP            ACIPX
GFRE    GFRE   Gulf Resources Inc.                          CP          7500000   TNK    TNK    Teekay Tankers Ltd                CIP
GLF     GLF    GulfMark Offshore, Inc. Class A              CIPXZ       5000000   KQ     TKLC   TEKELEC                           ABCIPX
GPOR    GPOR   Gulfport Energy Corporation                  PX          5000000   TNE    TNE    TELE NORTE LESTE PARTICPOES       ACPX
GU      GU     Gushan Environmental Energy Limited          BCIP       25000000   TTH    TTH    TELECOM HOLDRS                    IPX
GYMB    GYMB   GYMBOREE CORPORATION                         ABCIPXZ    25000000   TNQ    TSYS   TeleCommunication Systems, Inc.   ACX
HRB     HRB    H & R BLOCK INC.                             ABCIPQXZ   25000000   TDY    TDY    TELEDYNE TECHNOLOGIES INC.        X
HEES    HEES   H&E Equipment Services, Inc.                 X           5000000   TFX    TFX    TELEFLEX INC                      X
HNZ     HNZ    H.J. HEINZ COMPANY                           ABCIPQXZ   25000000   TEF    TEF    TELEFONICA S.A. ADR               ACP
HAE     HAE    Haemonetics Corporation                      C           5000000   TMX    TMX    TELEFONOS DE MEXICO               ABCIPX
HAIN    HAIN   HAIN CELESTIAL GROUP                         CIPXZ       7500000   TXM    TMX    TELEFONOS DE MEXICO (dist)        ABCIPX
HAL     HAL    HALLIBURTON CO                               ABCIPQXZ   25000000   TDS    TDS    TELEPHONE & DATA SYSTEMS, INC.    AIPX
HALO    HALO   Halozyme Therapeutics Inc.                   ACIPXZ      7500000   QTC    TTEC   TELETECH HOLDINGS INC             ABCIPX
HBHC    HBHC   Hancock Holding Company                      CP          5000000   TEQ    TLAB   TELLABS, INC.                     ABCIPQX
HBI     HBI    Hanesbrands Inc.                             ABCIPXZ    25000000   TII    TII    Telmex Internacional SAB de CV    CIPX
HGR     HGR    HANGER ORTHOPEDIC GROUP INC                  X           5000000   TU     TU     TELUS CORP                        CP
THG     THG    HANOVER INSURANCE GROUP INC (THE) X                     20000000   TLVT   TLVT   Telvent GIT SA                    P
HNSN    HNSN   Hansen Medical, Inc.                         ABCIPX      7500000   TIN    TIN    TEMPLE INLAND INC.                ABCIPX
HANS    HANS   Hansen Natural Corp.                         ABCIPXZ    25000000   TPX    TPX    TEMPUR-PEDIC INTL INC             ABCIPX
HRBN    HRBN   HARBIN ELECTRIC INCCOM                       CIPXZ       7500000   TS     TS     TENARIS SA-ADR                    ABCIPX
HOG     HOG    HARLEY DAVIDSON, INC.                        ABCIPQXZ   25000000   TSW    TS     TENARIS SA-ADR (Wrap)             ABCIPX
HAR     HAR    HARMAN INTL. INDUSTRIES                      ABCIPXZ    25000000   THC    THC    TENET HEALTHCARE CORP             ABCIPX
HLIT    HLIT   HARMONIC LIGHTWAVE INC                       ABCIPXZ    25000000   TEN    TEN    TENNECO INC                       ABCIPX
HMY     HMY    HARMONY GOLD MINING COMP. LTD.               ABCIPX     25000000   TTX    EPD    Teppco Partners LP (Merger)       IPX
QJT     TINY   HARRIS & HARRIS GROUP, INC.                  X           2500000   TDC    TDC    Teradata Corp.                    ACIPX
HRS     HRS    HARRIS CORPORATION                           ABCIPXZ    25000000   TER    TER    TERADYNE,INC                      ABCIPX
HRS1    HRS    HARRIS CORPORATION (spinoff)                 ACIPX      25000000   TEX    TEX    TEREX CORPORATION                 ABCIPQX
HWD     HWD    Harry Winston Diamond Corp                   P           7500000   HAG    TEX    TEREX CORPORATION (wrap)          ABCIPQX
HSC     HSC    Harsco Corporation                           AIPXZ      20000000   TX     TX     TERNIUM S A ADS                   ABCIPX
HHS     HHS    Harte-Hanks, Inc.                            AC          5000000   CF1    CF     TERRA INDUSTRIES INC. (dist)      ACPQ
HIG     HIG    HARTFORD FINANCIAL SERVICES                  ABCIPQXZ   25000000   CF2    CF     TERRA INDUSTRIES INC. (merger)    ABCPQ
HNR    HNR    Harvest Natural Resources, Inc.          X           5000000   TTT    TTT    Terra Nova Royalty Corporation           CIPX
HAS    HAS    HASBRO, INC                              ABCIPXZ    25000000   TWW    TMRK   Terremark Worldwide Inc                  PX
HTS    HTS    Hatteras Financial Corporation           ABCIPXZ    20000000   QET    TESO   Tesco Corporation                        C
HE     HE     Hawaiian Electric Industries, Inc.       X          25000000   TSO    TSO    TESORO CORP                              ABCIPQX
HA     HA     Hawaiian Holdings, Inc.                  ABCIPXZ    20000000   TJQ    TSRA   TESSERA TECHNOLOGIES, INC.               ABCIPX
HAYN   HAYN   Haynes International, Inc.               C           2500000   TQI    TTEK   TETRA TECH INC                           ACIPX
HCC    HCC    HCC INSURANCE HOLDINGS INC.              X          25000000   TTI    TTI    TETRA Technologies, Inc.                 CIPX
HCP    HCP    HCP, Inc.                                ABCIPXZ    25000000   TVQ    TEVA   TEVA PHARMACEUTICAL IND. INC.            ABCIPQX
HDB    HDB    HDFC BANK LTD                            ACIPXZ     20000000   TXI    TXI    TEXAS INDUSTRIES INC                     ABCIPX
HW     HW     HEADWATERS INCORPORATED                  ABCIPXZ    25000000   TQY    TXI    TEXAS INDUSTRIES INC (wrap)              ABCIPX
HCN    HCN    Health Care REIT Inc.                    ABCIPXZ    25000000   TXN    TXN    TEXAS INSTRUMENTS                        ABCIPQX
XLV    XLV    HEALTH CARE SELECT SECTOR SPDR           ABCIPX     25000000   TNZ    TXN    TEXAS INSTRUMENTS (wrap)                 ABCIPQX
RZK    XLV    HEALTH CARE SELECT SECTOR SPDR (wrap)    ABCIPX     25000000   HQQ    TXRH   Texas Roadhouse, Inc.                    ACIPX
HMA    HMA    HEALTH MANAGEMENT ASSOC                  ABCIPXZ    25000000   TGH    TGH    TEXTAINER GROUP HOLDINGS LTDSHS A
HNT    HNT    HEALTH NET, INC                          ABCIPQXZ   25000000   TXT    TXT    TEXTRON INC.                             ABCIPQX
HR     HR     Healthcare Realty Trust, Inc.            ACIPXZ     25000000   TXY    TXT    TEXTRON INC. (Wrap)                      ABCIPQX
HCSG   HCSG   Healthcare Services Group, Inc.          C           5000000   UJJ    TFSL   TFS Financial Corporation                CIPX
HLS    HLS    HealthSouth Corporation                  ABCIPXZ    25000000   ANDE   ANDE   The Andersons, Inc.                      BCIPXZ
HS     HS     HealthSpring, Inc.                       ACIPXZ     20000000   BK     BK     The Bank of New York Mellon Corporation ABCIPQXZ
HWAY   HWAY   Healthways, Inc.                         ACPXZ       7500000   BX     BX     The Blackstone Group LP                  ABCIPQXZ
HTLD   HTLD   HEARTLAND EXPRESS, INC.                  X          25000000   BONT   BONT   The Bon-Ton Stores, Inc.                 ABCIPXZ
HPY    HPY    Heartland Payment Syatems Inc            CX          7500000   BKE    BKE    The Buckle, Inc.                         ACIPXZ
HEK    HEK    Heckmann Corporation                     ACPXZ      20000000   CATO   CATO   The Cato Corporation                     C
HL     HL     HECLA MINING COMPANY                     ABCIPQXZ   25000000   CAKE   CAKE   THE CHEESECAKE FACTORY                   ABCIPQXZ
HLYS   HLYS   Heelys, Inc.                             PX          2500000   DBRN   DBRN   THE DRESS BARN INC                       ABCIPXZ
HEI    HEI    HEICO Corporation                        C           6250000   SSP    SSP    THE E. W. SCRIPPS CO. CLASS A            APX
HEI1   HEI    HEICO Corporation (125 SHARES)           C           6250000   FINL   FINL   The Finish Line-Class A                  BCIPXZ
HSII   HSII   HEIDRICK & STRUGGLES INTL                X           5000000   FMD    FMD    THE FIRST MARBLEHEAD CORPORATION         ABCIPXZ
HELE   HELE   HELEN OF TROY LTD                        ACIPXZ      5000000   GEO    GEO    The GEO Group, Inc.                      X
HLX    HLX    HELIX ENERGY SOLUTIONS GROUP INC ABCIPXZ            25000000   IRE    IRE    The Governor & Co of the Bank of Ireland CIPX
HP     HP     HELMERICH & PAYNE INC                    ABCIPXZ    25000000   BQC    KNOT   The Knot, Inc.                           APX
HSIC   HSIC   HENRY SCHEIN INC                         ACIPXZ     25000000   LG     LG     The Laclede Group, Inc.                  C
HLF    HLF    HERBALIFE LTD                            ABCIPXZ    25000000   LZ     LZ     THE LUBRIZOL CORPORATION                 ACIPX
HERO   HERO   Hercules Offshore, Inc.                  ABCIPXZ    25000000   MTW    MTW    THE MANITOWOC COMPANY, INC               ABCIPX
HTGC   HTGC   Hercules Technology Growth Capital, Inc. P           5000000   GDX    GDX    The Market Vectors - Gold Miners ETF     ABCIPQXZ
HRLY   HRLY   HERLEY INDUSTRIES INC.                   C           2500000   MNI    MNI    THE MCCLATCHY COMP CLASS A               ACIPX
MHQ    MLHR   HERMAN MILLER INC                        X           7500000   DEQ    MIDD   The Middleby Corporation                 CIPX
HT     HT     Hersha Hospitality Trust                 CX         25000000   QGT    NAVG   The Navigators Group, Inc.               C
HSY    HSY    HERSHEY CO THE                           ABCIPQXZ   25000000   NSW    NWSA   THE NEWS CORP. (NEW) CL A                ABCIPX
HTZ    HTZ    Hertz Global Holdings, Inc.              ACIPXZ     25000000   NWS    NWS    THE NEWS CORP. (NEW) CL B                ABCIPQX
HES    HES    Hess Corporation                         ABCIPQXZ   25000000   PQR    PTRY   The Pantry Inc                           ABCIPX
HEW    HEW    HEWITT ASSOCIATES, INC.                  ABCIPXZ    25000000   RYL    RYL    THE RYLAND GROUP, INC                    ABCIPQX
HPQ    HPQ    HEWLETT PACKARD                          ABCIPQXZ   25000000   RGV    RYL    THE RYLAND GROUP, INC (wrap)             ABCIPQX
HXL    HXL    HEXCEL CORPORATION                       ABCIPXZ    25000000   UTP    SPNC   The Spectranetics Corporation            CX
HGG    HGG    HHGREGG INCCOM                           ACIPXZ      7500000   BH1    BH     The Steak n Shake Company (Reverse Split)AC
HIBB   HIBB   Hibbett Sports Inc                       CIPXZ       7500000   SQJ    BH     The Steak n Shake Company (Reverse Split)C
HIW    HIW    HIGHWOODS PROPERTIES, INC.               ACIPXZ     25000000   TTC    TTC    THE TORO COMPANY                         IPX
HIL    HIL    Hill International, Inc.                 C           5000000   TRV    TRV    The Travelers Companies, Inc.            ABCIPX
HI     HI     Hillenbrand Inc                     P           5000000   WRC    WRC     The Warnaco Group, Inc.                   ACIPX
HRC    HRC    Hill-Rom Holdings, Inc.             CIXZ       20000000   WU     WU      The Western Union Company                 ABCIPX
HTH    HTH    Hilltop Holdings Inc.               CX          5000000   WQS    WTSLA   THE WET SEAL INC.                         ACIP
HIMX   HIMX   Himax Technologies, Inc.            C          20000000   NQT    NCTY    The9 Limited-ADR                          ABCIPX
HIT    HIT    HITACHI LTD                         C           5000000   TQM    THRX    Theravance, Inc                           ABCIPX
HITK   HITK   Hi-Tech Pharmacal Co., Inc.         ACIPXZ      7500000   TMO    TMO     Thermo Fisher Scientific Inc.             ABCIPX
HITT   HITT   Hittite Microwave Corporation       CIPXZ       5000000   TNB    TNB     THOMAS & BETTS CORP.                      ACIPX
HMSY   HMSY   HMS Holdings Corp.                  ACIPXZ      7500000   TC     TC      Thompson Creek Metals Co Inc              ACIPX
HOKU   HOKU   Hoku Corporation                    ABCIPX      5000000   TRI    TRI     Thomson Reuters Corporation               CIPX
HOC    HOC    HOLLY CORPORATION                   ABCIPXZ    25000000   THO    THO     THOR INDUSTRIES INC                       ABCIPX
HEP    HEP    Holly Energy Partners LP            X           2500000   TQU    THOR    Thoratec Corp.                            ABCIPX
HOLX   HOLX   HOLOGIC, INC.                       ABCIPQXZ   25000000   QHI    THQI    THQ, INC.                                 ABCIPQX
HD     HD     HOME DEPOT INC                      ABCIPQXZ   25000000   TPI    TPI     Tianyin Pharmaceutical Co Inc             PX
HMIN   HMIN   Home Inns & Hotels Management Inc.  ABCIPXZ     7500000   PAV    TIBX    TIBCO SOFTWARE, INC. (WRAP)               ABCIPX
HME    HME    HOME PROPERTIES INC                 ACXZ       25000000   TQT    TICC    TICC Capital Corporation                  CX
HNI    HNI    HON INDUSTRIES INC                  X           7500000   TXK    LYV     Ticketmaster Entertainment Inc.(merger)   CIX
HMC    HMC    HONDA MOTOR COMPANY LTD             ACIPX      25000000   TDW    TDW     TIDEWATER INC.                            ABCIPX
HON    HON    HONEYWELL INTL INC (NEW)            ABCIPQXZ   25000000   TQL    TONE    Tierone Corp.                             P
HMN    HMN    Horace Mann Educators Corporation   C           7500000   TIF    TIF     TIFFANY & CO.                             ABCIPQX
HRZ    HRZ    Horizon Lines, Inc - Cl A           CIPXZ       7500000   TIT    TIF     TIFFANY & CO. (wrap)                      ABCIPQX
HRL    HRL    HORMEL FOODS CORPORATION            CIPXZ      20000000   THI    THI     TIM HORTONS                               ABCIPX
HOS    HOS    HORNBECK OFFSHORE SERVICES INC BCIPXZ           7500000   TSU    TSU     Tim Participacoes SA                      C
ZEQ    ZINC   Horsehead Holding Corporation       ACIPX       7500000   TBL    TBL     TIMBERLAND COMPANY, (THE)                 BCIPX
HSP    HSP    HOSPIRA INC                         ABCIPXZ    25000000   TWC    TWC     Time Warner Cable Inc., Cl. A             ABCIPQX
HPT    HPT    HOSPITALITY PROPERTIES TRUST        CIPXZ      25000000   TWX    TWX     TIME WARNER INC                           ABCIPQX
HST    HST    Host Hotels & Resorts               ABCIPXZ    25000000   TXW    TWX     TIME WARNER INC (dist)                    ABCIPQX
HOTT   HOTT   HOT TOPIC INC.                      ABCIPXZ    25000000   TWX1   TWX     TIME WARNER INC (Reverse Split/Dist)      ACIPQX
HUSA   HUSA   Houston American Energy Corporation C           5000000   AIE    TWX     TIME WARNER INC (wrap)(dist)              ABCIPQX
HWCC   HWCC   Houston Wire & Cable Company        X           2500000   TKR    TKR     TIMKEN COMPANY                            ACIPX
HOV    HOV    HOVNANIAN ENTERPRISES INC           ABCIPXZ    25000000   TWI    TWI     Titan International, Inc.                 AIPX
HRP    HRP    HRPT PROPERTIES                     ACIPXZ     25000000   QTD    TITN    Titan Machinery, Inc.                     CIX
HBC    HBC    HSBC HOLDINGS PLC                   ABCIPQX    25000000   TIE    TIE     TITANIUM METALS CORPORATION               ABCIPQX
HSNI   HSNI   HSN, Inc.                           CIPXZ       7500000   TUK    TIVO    TIVO, INC.                                ABCIPX
HNP    HNP                                        ABCIPXZ
              HUANENG POWER INTERNATIONAL, INC. ADS           7500000   TJX    TJX     TJX COMPANIES, INC.                       ABCIPQX
HUBG   HUBG   Hub Group Inc CL A                  P           7500000   TNS    TNS     TNS, Inc.                                 X
HUBB   HUBB   Hubbell Incorporated                CX          5000000   TEP    TOL     TOLL BROTHERS INC (WRAP)                  ABCIPQX
HCBK   HCBK   HUDSON CITY BANCORP, INC.           ABCIPXZ    25000000   TOL    TOL     TOLL BROTHERS INC                         ABCIPQX
HGT    HGT    Hugoton Royalty Trust               ACIPXZ      5000000   THF    TLGD    TOLLGRADE COMMUN INC WRAP                 X
HGSI   HGSI   HUMAN GENOME SCIENCES,INC           ABCIPQXZ   25000000   BWU    TOMO    TomoTherapy Inc                           X
HUM    HUM    HUMANA                              ABCIPQXZ   25000000   TR     TR      Tootsie roll Industries, Inc.             X
HBAN   HBAN   HUNTINGTON BANCSHARES               ABCIPXZ    25000000   TMK    TMK     TORCHMARK CORP                            ACIPX
HUN    HUN    HUNTSMAN CORPORATION                ABCIPXZ    25000000   QBK    TRGL    TOREADOR RESOURCES CORP                   CIPX
HURN   HURN   Huron Consulting Group, Inc.        ACIPXZ     25000000   TD     TD      TORONTO DOMINION BANK                     ABCIPX
HTCH   HTCH   HUTCHINSON TECH                     ACIPXZ      7500000   TOT    TOT     TOTAL S.A.                                ABCIPX
HTX    HTX    HUTCHISON TELECOMMUNICATION         P           7500000   TSS    TSS     TOTAL SYSTEMS SERVICES INC                ACIPX
H      H      Hyatt Hotels Corporation            ACIPXZ      7500000   PTQ    TWGP    Tower Group, Inc                          CIX
IDSY   IDSY   I D SYSTEMS INC                     X           2500000   TW     TW      Towers Watson & Co.                       CP
UZA    JDAS   I2 TECHNOLOGIES, INC (merger)       A           7500000   TM     TM      TOYOTA MOTOR CORP                         ABCIPQX
IACI   IACI   IAC INTERACTIVE CORP                       ABCPXZ     25000000   QTF     TSCO   TRACTOR SUPPLY COMPANY                ABCIPX
IAG    IAG    IAM GOLD CORP                              ABCIPXZ    25000000   ULR     TRAD   TRADESTATION GROUP INC                ABCIPX
IBKC   IBKC   IBERIABANK Corporation                     CX          5000000   TUF     TACT   TRANSACT TECH INC                     X
ICFI   ICFI   ICF International, Inc.                    X           5000000   TRH     TRH    Transatlantic Holdings, Inc.          ACIPX
IBN    IBN    ICICI BANK LIMITED                         ABCIPXZ    25000000   TRP     TRP    TransCanada Corp.                     C
ICON   ICON   ICONIX BRAND GROUP INC                     CIPXZ      25000000   TDG     TDG    TransDigm Group, Inc.                 CIPX
ICUI   ICUI   ICU MEDICAL, INC.                          X           5000000   JTZ     TDG    TransDigm Group, Inc. (spinoff)       CIPX
ICXT   ICXT   ICX Technologies, Inc.                     CX          5000000   TGA     TGA    TRANSGLOBE ENERGY CORP                CIPX
IDA    IDA    IDACORP, INC.                              X           7500000   RIG     RIG    Transocean Ltd                        ABCIPQX
IDRA   IDRA   Idera Pharmaceuticals, Inc.                X           2500000   RKJ     RIG    Transocean Ltd (WRAP)                 ABCIPQX
IEX    IEX    IDEX CORP                                  X          20000000   TYQ     TREE   Tree.com, Inc.                        X
IDXX   IDXX   IDEXX LABORATORIES INC.                    ACIPZ       5000000   THS     THS    TREEHOUSE FOODS, INC.                 ACIPX
BIN    BIN    IESI-BFC Ltd.                              C           5000000   TWP     TREX   TREX CO., INC.                        CIPX
IHS    IHS    IHS Inc.                                   C           7500000   QFS     TRMA   Trico Marine Services Inc.            CIPX
ITW    ITW    ILLINOIS TOOL WORKS INC.                   ABCIPQXZ   25000000   HVU     TRID   TRIDENT MICROSYSTEMS, INC             CIPX
ILMN   ILMN   Illumina, Inc.                             ABCIPXZ    25000000   TUH     TRMB   TRIMBLE NAVIGATION LIMITED            ABCIPX
IMN    IMN    IMATION CORP                               X           5000000   RQM     TRMS   TRIMERIS, INC                         X
IMAX   IMAX   IMAX CORPORATION                           ABCIPXZ    25000000   TSL     TSL    Trina Solar Ltd. (ADS)                ABCIPX
IIG    IIG    IMERGENT, INC                              X           2500000   TBC     TSL    Trina Solar Ltd. (ADS) (WRAP)         ABCIPX
IMMR   IMMR   IMMERSION CORP                             ABCIPXZ     5000000   TRN     TRN    TRINITY INDUSTRIES INC.               ABCIPX
BLUD   BLUD   IMMUCOR, INC.                              ABCIPXZ    25000000   GTS     GTS    Triple-S Management Corporation       C
IMGN   IMGN   IMMUNOGEN INC                              ACPXZ       7500000   TQN     TQNT   TRIQUINT SEMICNDTR, INC.              ABCIPX
IMMU   IMMU   IMMUNOMEDICS INC                           CIPXZ      25000000   TGI     TGI    Triumph Group, Inc.                   X
IPXL   IPXL   Impax Laboratories, Inc.                   CPX         7500000   TIV     TIV    TRI-VALLEY CORPORATION                X
IMO    IMO    IMPERIAL OIL LTD.                          ACIPXZ     20000000   ZJQ     TRLG   TRUE RELIGION APPAREL INC             ABCIPX
IPSU   IPSU   Imperial Sugar Company                     CIPXZ       5000000   TBI     TBI    TrueBlue, Inc.                        AIPX
INCY   INCY   INCYTE GENOMICS INC                        ABCIPXZ    25000000   TJD     TRMK   Trustmark Corp.                       X
INDB   INDB   INDEPENDENT BANK CORP                      P           2500000   TRW     TRW    TRW AUTOMOTIVE HOLDINGS CORP.         ACIPX
IFN    IFN    India Fund, Inc.                           CX          7500000   TNP     TNP    TSAKOS ENERGY NAVIGATION LTD          ABCIPX
XLI    XLI    INDUSTRIAL SECTOR SPDR                     ABCIPQX    25000000   TUES    TUES   Tuesday Morning Corporation           C
XDL    XLI    INDUSTRIAL SECTOR SPDR (wrap)              ABCIPQX    25000000   TUP     TUP    Tupperware Brands Corp                ACIPX
IDIX   IDIX   Inenix Pharmaceuticals, Inc                IX          5000000   TKC     TKC    Turkcell lletisim Hizmetleri AS-ADR   AC
QGG    NRGY   Inergy, L.P.                               ACIPX       5000000   TPC     TPC    Tutor Perini Corporation              ABCIPX
INFN   INFN   Infinera Corporation                       ACIPXZ     20000000   JMQ     TWTC   TW Telecom, Inc.                      ABCIPX
INFI   INFI   Infinity Pharmaceuticals, Inc.             X           2500000   DBRN1   DBRN   Tween Brands, Inc. (merger)           BCIX
IPCC   IPCC   Infinity Property and Casualty Corporation X           2500000   TEL     TEL    Tyco Electronics Ltd.                 ABCIPX
IUSA   IUSA   infoGROUP Inc.                             X           5000000   TYC     TYC    TYCO INTERNATIONAL, LTD               ABCIPQX
INFA   INFA   INFORMATICA CORPORATION                    ABCIPXZ    25000000   TYE     TYC    TYCO INTERNATIONAL, LTD (WRAP)        ABCIPQX
INSP   INSP   INFOSPACE, INC.                            ABCIPXZ     5000000   TSN     TSN    TYSON FOODS INC                       ABCIPQX
INFY   INFY   INFOSYS TECHNOLOGIES, LIMITED              ABCIPXZ    25000000   YSI     YSI    U- Store- IT Trust                    C
ING    ING    ING GROEP NV                               ABCIPXZ    25000000   USB     USB    U.S. BANCORP                          ABCIPQX
IR     IR     Ingersoll-Rand plc                         ABCIPQXZ   25000000   UEE     USB    U.S. BANCORP (wrap)                   ABCIPQX
IM     IM     INGRAM MICRO INC, CLASS A                  ACIPXZ     25000000   RQS     RMIX   U.S. Concrete Inc                     X
IRC    IRC    Inland Real Estate Corporation             C          20000000   GROW    GROW   U.S. Global Investors, Inc.           BCIXZ
INWK   INWK   Innerworking Inc                           X           5000000   UAL     UAUA   UAL Corporation                       ABCIPQX
IPHS   IPHS   Innophos Holdings, Inc.                    ACIPXZ      5000000   AIJ     UAUA   UAL Corporation (wrap)                ABCIPQX
ISSC   ISSC   INNOVATIVE SOLUTIONS AND SUPPORT INC       PX          2500000   UBS     UBS    UBS AG                                ABCIPQX
QNT    NSIT   INSIGHT EMTERPRISES INC                    X           7500000   IUC     UBS    UBS AG (wrap)                         ABCIPQX
INSU    INSU    INSITUFORM TECHNOLOGIES                    ACXZ        7500000   UDR     UDR    UDR, Inc.                                CX
ISPH    ISPH    INSPIRE PHARMACEUTICALS I                  CPXZ        7500000   UGI     UGI    UGI CORPORATION                          ACIPX
IIIN    IIIN    INSTEEL INDUSTRIES INC                     ABIXZ       5000000   UIL     UIL    UIL Holdings Corporation                 C
QDA     PODD    Insulet Corporation                        ACPX        7500000   TTA     ULTI   Ultimate Software Group Inc              CI
IART    IART    INTEGRA LIFESCIENCES HLDG                  IX          5000000   UPL     UPL    ULTRA PETROLEUM CORP                     ABCIPQX
IDTI    IDTI    INTEGRATED DEVICE TECH.                    ABCIPXZ    25000000   LIU     UPL    ULTRA PETROLEUM CORP (Wrap)              ABCIPQX
ISSI    ISSI    Integrated Silicon Solution Inc            CPX         7500000   PMW     UPL    ULTRA PETROLEUM CORP (Wrap)              ABCIPQX
TEG     TEG     Integrys Energy Group, Inc.                ACIPX      25000000   BMQ     ULBI   Ultralife Corp                           X
INTC    INTC    INTEL CORPORATION                          ABCIPQXZ   25000000   UQT     UTEK   ULTRATECH INC.                           ACIPX
IDN     IDN     Intellicheck Mobilisa, Inc.                X           2500000   YQB     UMBF   UMB Financial Corporation                C
IBKR    IBKR    Interactive Brokers Group Inc              ABCIPXZ    20000000   QPQ     UMPQ   Umpqua Holdings Corporation              ACIPX
IDC     IDC     Interactive Data                           P           5000000   UA      UA     Under Armor, Inc Class A                 ABCIPQX
ININ    ININ    Interactive Intelligence Inc.              AX          2500000   ITUB1   ITUB   UNIBANCO UNIAO (merger)                  AIPX
ICE     ICE     Intercontinental Exchange Inc              ABCIPQXZ   25000000   UNF     UNF    UniFirst Corporation                     C
IDCC    IDCC    InterDigital Inc                           ABCIPQXZ   25000000   UN      UN     UNILEVER N.V.                            ABCIPX
IFSIA   IFSIA   Interface, Inc.                            X           7500000   UL      UL     Unilever PLC (ADS)                       CIPX
IBI     IBI     Interline Brands, Inc.                     X           5000000   UNIS    UNIS   Unilife Corp.                            X
IN      IN      Intermec Inc                               BCIPXZ      7500000   UNP     UNP    UNION PACIFIC                            ABCIPQX
ITMN    ITMN    INTERMUNE INC.                             ABCIPQXZ   25000000   UHP     UNP    UNION PACIFIC (wrap)                     ABCIPQX
INAP    INAP    Internap Network Services Corporation      APXZ        7500000   UNS     UNS    UNISOURCE ENERGY CORP                    X
IAAC    IAAC    International Assets Holding Corporation   C           5000000   UIS     UIS    UNISYS CORPORATION                       ABCIPX
IBOC    IBOC    International Bancshares Corporation       PX         25000000   UNT     UNT    UNIT CORPORATION                         ABCIPX
ICO     ICO     International Coal Group, Inc.             ABCIPQXZ   25000000   INDM    INDM   United America Indemnity Ltd             P
IRF     IRF     INTERNATIONAL RECTIFIER CORP.              ABCIPXZ    20000000   UIU     UBSI   UNITED BANKSHARES INC                    X
HHH     HHH     INTERNET HOLDRS TRUST                      BCIPXZ      2500000   QRD     UCBI   United Community Bank Inc                C
IIJI    IIJI    INTERNET INITIATIVE JAPAN                  PX          2500000   UMC     UMC    United Microelectronics Corporation      CX
IGT     IGT     INTERNT'L GAME TECH.                       ABCIPQXZ   25000000   EYO     UNFI   UNITED NATURAL FOODS, INC.               ABCIPX
IOC     IOC     INTEROIL CORPORATION                       ABCIPXZ    25000000   QAB     UNTD   UNITED ONLINE INC                        BCIPX
IPG     IPG     INTERPUBLIC GROUP CO.                      ABCIPXZ    25000000   UPS     UPS    UNITED PARCEL SERVICES                   ABCIPQX
ISIL    ISIL    INTERSIL CORP                              ABCIPQXZ   25000000   URI     URI    UNITED RENTALS, INC.                     ABCIPX
IILG    IILG    Interval Leisure Group, Inc.               CPXZ        5000000   UNL     UNL                                             A
                                                                                                United States 12 Month Natural Gas Fund LP ETF
IVAC    IVAC    Intevac, Inc.                              ACPXZ       2500000   USL     USL    United States 12 Month Oil Fund          CIPX
IBM     IBM     INTL BUSINESS MACHINE                      ABCIPQXZ   25000000   UAB     USL    United States 12 Month Oil Fund (wrap)   CIPX
IFF     IFF     INTL FLAVORS & FRAGRANCES                  BCIXZ      25000000   UGA     UGA    United States Gasoline Fund, LP          CIPX
IP      IP      INTL PAPER                                 ABCIPQXZ   25000000   UGZ     UGA    United States Gasoline Fund, LP (wrap)   CIPX
ISCA    ISCA    INTL SPEEDWAY CORP.                        ACIPXZ      5000000   UNE     UNG    United States Natural Gas Fund (wrap)    ABCIPQX
IPI     IPI     Intrepid Potash, Inc.                      ABCIPXZ    25000000   UNY     UNG    United States Natural Gas Fund (wrap)    ABCIPQX
INTU    INTU    INTUIT CORP                                ABCIPQXZ   25000000   USO     USO    United States Oil Fund                   ABCIPQX
ISRG    ISRG    INTUITIVE SURGICAL, INC.                   ABCIPQXZ   25000000   UBO     USO    United States Oil Fund (wrap)            ABCIPQX
IVC     IVC     Invacare Corporation                       C           5000000   UNA     USO    United States Oil Fund (WRAP)            ABCIPQX
QBP     VTIV    inVentive Health Inc                       BCIPX       5000000   DNO     DNO    United States Short Oil Fund LP          CIX
IMA     IMA     Inverness Medical Innovations, Inc.        ABCIPXZ    25000000   X       X      UNITED STATES STEEL                      ABCIPQX
IVZ     IVZ     Invesco Ltd                                ACIPXZ     25000000   FBJ     X      UNITED STATES STEEL (WRAP)               ABCIPQX
IVR     IVR     INVESCO MORTGAGE CAPITAL INCCOM            CPXZ        5000000   XOK     X      UNITED STATES STEEL (WRAP)               ABCIPQX
ITG     ITG     INVESTMENT TECH GRP (NEW)                  BCIPXZ     20000000   QTR     USTR   UNITED STATIONERS INC                    C
ISBC    ISBC    Investors Bancorp Inc                      X           7500000   UTX     UTX    UNITED TECHNOLOGIES                      ABCIPQX
IRET    IRET    Investors Real Estate Trust                C           7500000   FUH     UTHR   UNITED THERAPEUTICS CORP.                ABCIPX
IO      IO      ION Geophysical Corp                       ABCIPXZ    25000000   HSU     UTHR   UNITED THERAPEUTICS CORP. (wrap) ABCIPX
IWA    IWA    Iowa Telecommunications Services, Inc       PX        7500000   UNH   UNH     UNITEDHEALTH GROUP INC.             ABCIPQX
IPGP   IPGP   IPG Photonics Corp                          X         5000000   UHB   UNH     UNITEDHEALTH GROUP INC.(WRAP)       ABCIPQX
IRDM   IRDM   Iridium Communications Inc.                 C         7500000   UTR   UTR     Unitrin Inc.                        P
IRIS   IRIS   IRIS INTERNATIONAL INC                      CIXZ      2500000   UVV   UVV     UNIVERSAL CORPORATION               ABCIPX
IRBT   IRBT   iRobot Corporation                          ABCPXZ    2500000   PQA   PANL    UNIVERSAL DISPLAY CORPORATION       ACIPX
IRM    IRM    IRON MOUNTAIN INC.                          ABCIPXZ  25000000   UAD   UFPI    UNIVERSAL FOREST PRODUCT INC        P
IRWD   IRWD   Ironwood Pharmaceuticals Inc                CX        2500000   UHS   UHS     UNIVERSAL HEALTH SERVICES INC       BCIPX
EZU    EZU    ISHARES EURO MONETARY UNION INDEX ETF       C         7500000   UTI   UTI     Universal Technical Institute, Inc. AIX
EWZ    EWZ    ISHARES BRAZIL INDEX ETF                    ABCIPQX  25000000   UTA   UTA     Universal Travel Group              CIPX
EZA    EZA    ISHARES SOUTH AFRICA INDEX ETF              CX        7500000   UAM   UAM     UNIVERSIAL AMERICAN FIN CORP        CPX
EWY    EWY    ISHARES SOUTH KOREA INDEX ETF               ABCIPQXZ 25000000   UNM   UNM     Unum Group                          ABCIPX
EWA    EWA    ISHARES AUSTRALIA INDX ETF                  ACIPQXZ  25000000   UQM   UQM     UQM Technologies Inc                P
SHY    SHY    Ishares Barclays 1-3 Year Treasury Bond FundACIPX    25000000   UEC   UEC     Uranium Energy Corp                 P
SYF    SHY                                                ACIPX
              Ishares Barclays 1-3 Year Treasury Bond Fund(dist)   25000000   URQ   URBN    URBAN OUTFITTERS INC                ABCIPQX
TLT    TLT    Ishares Barclays 20+ Yr Treas Bond Fund     ABCIPX   25000000   HXW   URBN    URBAN OUTFITTERS INC (wrap)         ABCIPQX
ILT    TLT                                                ABCIPX
              Ishares Barclays 20+ Yr Treas Bond Fund (wrap)       25000000   URS   URS     URS Corporation                     ABCIPX
TTJ    TLT                                                ABCIPX
              Ishares Barclays 20+ Yr Treas Bond Fund (wrap)       25000000   LCC   LCC     US AIRWAYS GROUP, INC               ABCIPQX
TZP    TLT                                                ABCIPX
              Ishares Barclays 20+ Yr Treas Bond Fund (wrap)       25000000   UOM   USEG    US Energy Corp Wyoming              CP
IEI    IEI    Ishares Barclays 3-7 Year Treasury Bond FundCX        2500000   UEF   USMO    USA Mobility, Inc.                  X
IEF    IEF                                                ABCIPXZ
              iShares Barclays 7 -10 Year Treasury Bond Fund        7500000   UNX   USNA    USANA HEALTH SCIENCES, INC          C
IEF1   IEF                                                ACIPX
              iShares Barclays 7 -10 Year Treasury Bond Fund (di    7500000   USU   USU     USEC, INC.                          ABCIPX
AGG    AGG    Ishares Barclays Aggregate Bond Fund        A        20000000   USG   USG     USG CORP                            ABCIPX
TIP    TIP    iShares Barclays TIPS Bond Fund             ACIPX    25000000   EQQ   UTIW    UTI Worldwide, Inc.                 AX
TZB    TIP    iShares Barclays TIPS Bond Fund (wrap)      ACIPX    25000000   UTH   UTH     Utilities HOLDRs Trust              BIX
EWC    EWC    ISHARES CANADA INDEX ETF                    ABCIPXZ  25000000   XLU   XLU     UTILITIES SECTOR SPDR               ABCIPQX
ICF    ICF                                                CPXZ
              ISHARES COHEN & STEERS REALTY MAJORS INDEX FUND      25000000   XKJ   XLU     UTILITIES SECTOR SPDR (wrap)        ABCIPQX
IAU    IAU    iShares COMEX Gold Trust                    ABCIPXZ   7500000   UON   UTSI    UTSTARCOM, INC.                     ABCIPX
IEZ    IEZ    ISHARES DJ U.S. OIL EQUIMENT & SER INDX FUNDCIPXZ     7500000   EGY   EGY     VAALCO ENERGY INC                   CIXZ
IYF    IYF    ISHARES DJ FINL. SECTOR INDEX FUND ABCIPXZ           25000000   MTN   MTN     Vail Resorts, Inc.                  ACIPX
DVY    DVY    ISHARES DJ SELECT DIVIDEND                  ABCIPXZ  25000000   VCI   VCI     VALASSIS COMMUNICATIONS INC         ABCIPX
IYZ    IYZ    ISHARES DJ TELECOMM. SECTOR INDEX FUND      CIPXZ     7500000   RIO   VALE    Vale S.A.                           ABCIPQX
IAI    IAI    IShares DJ U.S. BROKER DEALERS INDX FUND    ABCIPXZ   7500000   RFP   VALE    Vale S.A. (WRAP)                    ABCIPQX
ITB    ITB    ISHARES DJ U.S. HOME CONSTRUCTION INDEX FUNDCIPXZ     7500000   RXO   VALE    Vale S.A. (WRAP)                    ABCIPQX
IHI    IHI    ISHARES DJ U.S. MEDICAL DEVICES INDEX FUND  I         2500000   QEV   VALEP   Vale SA                             ACPX
IAT    IAT    ISHARES DJ U.S. REGIONAL BNKS INDEX FUND    ACIPXZ    7500000   VRX   VRX     Valeant Pharmaceuticals Intl.       ABCIPX
IYE    IYE    ISHARES DJ US ENERGY SECTOR                 CIPXZ    20000000   VQG   VLNC    Valence Technology, Inc.            CX
IHF    IHF                                                ACIZ
              iShares DJ US Healthcare Providers Index Fund         2500000   VLO   VLO     VALERO ENERGY CORP.                 ABCIPQX
IYH    IYH    ISHARES DJ US HEALTHCARE SECTOR C                     2500000   VLB   VLO     VALERO ENERGY CORP. (wrap)          ABCIPQX
IYR    IYR    ISHARES DJ US REAL ESTATE INDEX             ABCIPQXZ 25000000   VR    VR      Validus Holdings Ltd.               ACX
IYT    IYT    ISHARES DJ US TRANSPORT INDEX               ABCIPXZ  25000000   VLY   VLY     VALLEY NATIONAL BANCORP             CIPX
IYY    IYY    Ishares Dow Jones U. S. Index Fund          C         2500000   VPY   VLY     VALLEY NATIONAL BANCORP (105 Shares)CIPX
IYM    IYM    ISHARES DOW JONES U.S. BASIC MATERIALS SECT ABCIPXZ  25000000   VMI   VMI     Valmont Industries, Inc.            ACIPX
IEO    IEO                                                ACIPXZ
              Ishares Dow Jones U.S. Oil & Gas Exp Prd Index Fun    7500000   VMZ   VMI     Valmont Industries, Inc. (wrap)     ACIPX
IDU    IDU    ISHARES DOW JONES U.S. UT                   C         5000000   VAL   VAL     VALSPAR CORPORATION (THE)           ACIPX
IYG    IYG                                                IX
              iShares Dow Jones US Financial Services Index Fund   25000000   QCS   VCLK    VALUECLICK, INC..                   ABCIPQX
DSI    DSI    iShares FTSE KLD 400 Social Index Fund      I         2500000   VIT   VIT     Vanceinfo Technologies Inc.         ACIPX
KLD    KLD    iShares FTSE KLD Select Social Index Fund I           2500000   QDX   VNDA    Vanda Pharmaceuticals, Inc.         ABCIPX
FXI    FXI    ISHARES FTSE/Xinhua Index                   ABCIPQXZ 25000000   VWO   VWO     Vanguard Emerging Markets ETF       ACIPX
EWH    EWH    ISHARES HONG KONG INDEX ETF                 ABCIPXZ    25000000   JWM   VWO    Vanguard Emerging Markets ETF (wrap) AIPX
HYG    HYG                                                ACIPXZ
              iShares iBoxx $ High Yield Corporate Bond Fund         25000000   VUF   VWO    Vanguard Emerging Markets ETF (WRAP) ACIPX
ZCD    LQD                                                ACPX
              iShares iBoxx $ Invest Grade Corp Bond Fund(Wrap)      25000000   VDE   VDE    Vanguard Energy ETF                     CI
LQD    LQD                                                Fund
              iShares iBoxx $ Investment Grade Corp Bond ACPX        25000000   VEA   VEA    Vanguard Europe Pacific ETF             IX
EWJ    EWJ    ISHARES JAPAN INDEX ETF                     ABCIPQXZ   25000000   QNE   VEA    Vanguard Europe Pacific ETF (Wrap)      IX
CSJ    CSJ    iShares Lehman 1-3 Year Credit Bond Fund P              7500000   GKV   VGK    Vanguard European ETF (wrap)            X
EWM    EWM    ISHARES MALAYSIA INDEX ETF                  CP         25000000   VFH   VFH    Vanguard Financials ETF                 X
BKF    BKF    Ishares MSCI Bric Fund                      C           5000000   VEU   VEU    Vanguard FTSE All-World ex US ETF       AX
ECH    ECH                                                CX
              iShares MSCI Chile Investable Market Index Fund         2500000   VUG   VUG    Vanguard Growth ETF                     IX
EFA    EFA    ISHARES MSCI EAFE INDEX FUND                ABCIPQXZ   25000000   QFP   VUG    Vanguard Growth ETF (wrap)              IX
SCZ    SCZ    iShares MSCI EAFE Small Cap Index Fund P                7500000   VGT   VGT    Vanguard Information Technology ETF     I
EEM    EEM    IShares MSCI Emerging Markets Index Fund ABCIPQX       25000000   VV    VV     Vanguard Large-Cap ETF                  I
EWG    EWG    ISHARES MSCI GERMANY INDEX FUND ETF         BCIPXZ     25000000   VAW   VAW    Vanguard Materials ETF                  I
EFG    EFG    Ishares Msci Growth Index Fund              P           5000000   MGC   MGC    Vanguard Mega Cap 300 ETF               X
EWW    EWW                                                  Fund
              iShares MSCI Mexico Investable Market IndexABCIPX      25000000   MGK   MGK    Vanguard Mega Cap 300 Growth ETF        X
EPP    EPP    ISHARES MSCI PACIFIC EX JPN                 CIPXZ      25000000   MGV   MGV    Vanguard Mega Cap 300 Value ETF         X
EFV    EFV    Ishares Msci Value Index Fund               P           5000000   IUD   VO     Vanguard Mid Cap ETF (wrap)             I
IBB    IBB    iShares Nasdaq Biotechnology Index Fund ABCIPQXZ       25000000   VOE   VOE    Vanguard Mid-Cap Value Index Fd         P
IWF    IWF    iShares Russell 1000 Grow                   ABIPXZ     25000000   VNR   VNR    Vanguard Natural Resources LLC.         C
IWD    IWD    ISHARES RUSSELL 1000 VALUE INDEX FUND       AIPXZ      25000000   VNQ   VNQ    Vanguard REIT ETF                       CIP
IWM    IWM    ISHARES RUSSELL 2000 INDEX                  ABCIPQXZ   50000000   PEE   VNQ    Vanguard REIT ETF (wrap)                CIP
IWV    IWV    ISHARES RUSSELL 3000 INDX (WRAP)            BCPXZ      25000000   VB    VB     Vanguard Small Cap ETF                  I
IWC    IWC    iSHARES RUSSELL MICROCAP INDEX              C           5000000   VBK   VBK    Vanguard Small-Cap Growth ETF           P
IWP    IWP    ISHARES RUSSELL MIDCAP GROWTH INDEX FUND    C          25000000   VBR   VBR    Vanguard Small-Cap Value ETF            P
IWR    IWR    ISHARES RUSSELL MIDCAP INDEX FUND CIPZ                 25000000   BND   BND    Vanguard Total Bond Market ETF          A
IWS    IWS    ISHARES RUSSELL MIDCAP VALUE INDEX IX       FUND       25000000   VTI   VTI    Vanguard Total Stock Market ETF         AIPX
IJS    IJS    ISHARES S & P SMALL CAP 6                   CIPXZ       7500000   JTI   VTI    Vanguard Total Stock Market ETF (wrap) AIPX
OEF    OEF    ISHARES S&P 100 INDEX FUND                  CIX        25000000   VGW   VTI    Vanguard Total Stock Market ETF (wrap) AIPX
IOF    OEF    ISHARES S&P 100 INDEX FUND (WRAP) CIX                  25000000   VTV   VTV    Vanguard Value ETF                      I
OEG    OEF    ISHARES S&P 100 INDEX FUND (WRAP) CIX                  25000000   VAR   VAR    VARIAN MEDICAL SYSTEMS, INC.            ABCIPX
IVW    IVW    iShares S&P 500 Growth Index Fund           IX         25000000   UES   VSEA   VARIAN SEMICONDUCTOR EQUIPMENT ABCIPX
IVV    IVV    iSHARES S&P 500 INDEX FUND                  BIPXZ      25000000   IUA   VARI   VARIAN, IC.                             CPX
IVE    IVE    iShares S&P 500 Value Index Fund            CIPXZ      25000000   QFN   VDSI   VASCO Data Security International, Inc. BCPX
EMIF   EMIF                                               ETF
              iShares S&P Emerging Markets Infrastructure X           2500000   BOQ   VASC   VASCULAR SOLUTIONS, INC.                CX
IEV    IEV    iShares S&P Europe 350 Index Fund           C          20000000   QWF   WOOF   VCA ANTECH, INC.                        BCIPX
IXC    IXC    iShares S&P Global Energy Sector Index fund C           5000000   VGR   VGR    VECTOR GROUP LTD                        CIP
GSG    GSG    iShares S&P GSCI Commodity Indexed Trust ACIPXZ         7500000   VVC   VVC    Vectren Corporation                     CX
IGE    IGE    iShares S&P GSSI Natural Resources          CIPXZ       7500000   QVC   VECO   VEECO INSTRUMENTS                       ABCIPX
IGW    IGW    iShares S&P GSTI Semiconductor Index Fund   I           5000000   VQ    VQ     Venco Inc                               X
ILF    ILF    iShares S&P Latin American 40 Index Fund ABCIPX        25000000   VTR   VTR    Ventas, Inc.                            ACIPX
IJR    IJR    ISHARES S&P SC 600 INDEX                    BCIPXZ     25000000   VE    VE     Veolia Environement SA                  ACPX
PFF    PFF    iShares S&P U.S. Preferred Stock Index Fund ABCIPX     25000000   PAY   PAY    VERIFONE HOLDINGS, INC                  ABCIPX
SLV    SLV    iShares Silver Trust                        ABCIPQX    25000000   UHG   VRGY   Verigy LTD                              ABCIPX
SUJ    SLV    iShares Silver Trust (wrap)                 ABCIPQX    25000000   QVR   VRSN   VERISIGN, INC.                          ABCIPQX
EWS    EWS    ISHARES SINGAPORE INDEX ETF                 C          25000000   ZQS   VRSK   Verisk Analytics, Inc.                  CIPX
EWP    EWP    ISHARES SPAIN INDEX ETF                     C           2500000   VZ    VZ     VERIZON COMM                            ABCIPQXZ
EWD    EWD    ISHARES SWEDEN INDEX ETF                    C           5000000   VRS   VRS    Verso Paper Corporation                 ACP
EWT    EWT    ISHARES TAIWAN INDEX ETF                    ABCIPX     25000000   VQR   VRTX   VERTEX PHARMACTLS                       ABCIPQX
EWU    EWU    ISHARES UNITED KINGDOM INDEX ETF IPXZ                  25000000   VFC    VFC    VF CORPORATION                    ABCIPX
IWO    IWO    ISHRS RUSSELL 2000 GROWTH INDX              ABCIPQXZ   25000000   VIAB   VIAB   Viacom Inc. CL B (new)            ABCIPQXZ
IWN    IWN    ISHRS RUSSELL 2000 VALUE INDEX              ABCIPXZ    25000000   VIA    VIA    Viacom Inc. CL A (new)            ABCPX
ISLN   ISLN   Isilon Systems, Inc.                        CX          5000000   VYQ    VSAT   ViaSat, Inc.                      C
ISIS   ISIS   ISIS PHARMACEUTICALS                        ABCIPXZ    25000000   FQJ    VICL   Vical Inc                         CPX
ISLE   ISLE   Isle of Capri Casinos, In                   BIPXZ       7500000   VQV    VICR   Vicor Corporation.                CIPX
ISTA   ISTA   Ista Pharmaceuticals, Inc.                  C           5000000   KIA    OVIP   VIMPEL COMMUNICATIONS             ABCIPX
SFI    SFI    ISTAR FINANCIAL INC.                        BCIPX      25000000   VIQ    OVIP   VIMPEL COMMUNICATIONS (wrap)      ABCIPX
ITUB   ITUB   Itau Unibanco Holding SA                    ABCIPX     25000000   VIP    VIP    VimpelCom Ltd.                    CX
IUU    ITUB   ITAU UNIBANCO HOLDINGS SA (110 Shares)      IPX        25000000   NUD    VMED   Virgin Media Inc                  ABCIPX
ITC    ITC    ITC Holding Corporation                     X           7500000   GZN    S      Virgin Mobile USA Inc (Merger)    PQ
ITRI   ITRI   ITRON, INC.                                 ABCIPXZ    25000000   VHC    VHC    VirnetX Holding Corporation       CIPX
ITT    ITT    ITT Corp                                    ABCIPQXZ   25000000   DUZ    VPHM   VIROPHARMA INCORPORATION          ABCIPX
ESI    ESI    ITT EDUCATIONAL SERVICES, INC.              ABCIPQXZ   25000000   V      V      Visa Inc.                         ABCIPQX
IVAN   IVAN   IvanHoe Energy Inc                          CXZ        25000000   VEH    V      Visa Inc. (wrap)                  ABCIPQX
IVN    IVN    IVANHOE MINES LTD.                          ABCIPQXZ   25000000   VSH    VSH    VISHAY INTERTECHNOLOGY            ABCIPX
IIVI   IIVI   I-VI INCORPORATED                           ACIPXZ      5000000   QJI    VISN   VisionChina Media Inc             CIPX
UJC    XXIA   IXIA, INC.                                  APX         5000000   VGZ    VGZ    Vista Gold Corp.                  PX
IXYS   IXYS   IXYS CORP                                   X           2500000   QPY    VPRT   Vistaprint NV                     ABCIPX
JCP    JCP    J C PENNY                                   ABCIPQX    25000000   ZQV    VITC   Vitacost.com Inc.                 CPX
HZP    JCP    J C PENNY (Wrap)                            ABCIPQX    25000000   HXQ    VTAL   VITAL IMAGES INC.                 ACIX
SJM    SJM    J M SMUCKER COMPANY (THE)                   ABCIPX     25000000   VSI    VSI    Vitamin Shoppe Inc.               C
JCG    JCG    J. Crew Group, Inc.                         ABCIPQX    25000000   VIV    VIV    Vivo Participacoes SA             CP
JHQ    JBHT   J.B. HUNT TRANSPORT SERVICES                ABCIPX     25000000   QJS    VVUS   VIVUS                             ABCIPX
JQF    JCOM   J2 GLOBAL COMMUNICATIONS INC                ABCIPX      7500000   VMW    VMW    VMware Inc.                       ABCIPQX
QJP    JASO   JA Solar Holdings Co., Ltd.                 ABCIPX     25000000   MKT    VMW    VMware Inc. (wrap)                ABCIPQX
JBL    JBL    JABIL CIRCUIT, INC.                         ABCIPQX    25000000   VOD    VOD    VODAFONE GROUP PLC                ABCIPX
JKQ    JKHY   JACK HENRY & ASSOC INC                      CIX        20000000   HQY    VOLC   Volcano Corp                      CPX
JBX    JACK   JACK IN THE BOX, INC                        ABCIPX     20000000   UQY    VLCM   Volcom, Inc.                      CIX
JTX    JTX    JACKSON HEWITT TAX SERVICE, INC.            ABCIPX     25000000   VOL    VOL    Volt Information Sciences, Inc.   X
JEC    JEC    JACOBS ENGINEERING GROUP, INC.              ABCIPQX    25000000   QYU    VLTR   VOLTERRA SEMICONDUCTOR CORP       CIPX
ZBS    JEC    JACOBS ENGINEERING GROUP, INC. (wrap)       ABCIPQX    25000000   VNO    VNO    VORNADO REALTY TRUST              ABCIPQX
JAG    JAG    Jaguar Mining Inc.                          CIPX       20000000   VMC    VMC    VULCAN MATERIALS COMPANY          ABCIPQX
UFF    JAKK   JAKKS PACIFIC, INC.                         CIPX        5000000   WTI    WTI    W&T OFFSHORE INC                  ACIPX
SVI    JMBA   Jamba Inc                                   AIPX        7500000   GRA    GRA    W.R. GRACE & CO.                  ABCIPQXZ
JQM    JRCC   James River Coal Company                    ABCIPX     25000000   WNC    WNC    WABASH NATIONAL CORP.             X
JNS    JNS    JANUS CAPITAL GROUP INC.                    ABCIPX     25000000   WBC    WBC    WABCO Holdings, Inc.              ACIPX
JAH    JAH    JARDEN CORPORATION                          ABCIPX     25000000   WAB    WAB    Wabtec Corp.                      CIX
JWQ    JAZZ   Jazz Pharmaceuticals, Inc.                  ACIPX      25000000   WFC1   WFC                                      ACIPQX
                                                                                              WACHOVIA CORPORATION (NEW) (merger)
QAH    JDAS   JDA SOFTWARE GROUP INC                      IX          7500000   WDR    WDR    WADDELL & REED FINANCIAL          X
UQD    JDSU   JDS UNIPHASE CORP.                          ABCIPQX    25000000   WAG    WAG    WALGREEN CO                       ABCIPQX
JEF    JEF    JEFFERIES GROUP, INC (NEW)                  ABCIPX     25000000   WAJ    WAG    WALGREEN CO (wrap)                ABCIPQX
CRBQ   CRBQ   Jefferies TR/J Global Commodity Equity IndexA Fund      2500000   WMT    WMT    WAL-MART STORES, INC.             ABCIPQX
JGQ    JBLU   JETBLUE AIRWAYS CORPORATION                 ABCIPQX    25000000   DIS    DIS    WALT DISNEY COMPANY               ABCIPQXZ
JST    JST    Jinpan International Ltd                    P           2500000   WLT    WLT    Walter Energy, Inc.               ABCIPX
JAS    JAS    JOANN STORES INC                            ABCIPX      7500000   WLT1   WLT    Walter Energy, Inc. (dist)        ACIPX
JBT    JBT    John Bean Technologies Corp.                I           5000000   WLF    WLT    Walter Energy, Inc. (WRAP)        ABCIPX
QKW    JWA    John Wiley & Sons, Inc.                     C           5000000   WAC    WAC    Walter Investment Management Corp ABCIPX
JNJ     JNJ     JOHNSON & JOHNSON                          ABCIPQX   25000000   QVL    WCRX   Warner Chilcott Plc                     ACIPX
JCI     JCI     JOHNSON CONTROLS                           ABCIPQX   25000000   WMG    WMG    WARNER MUSIC GROUP CORP                 CIPX
JNY     JNY     JONES APPAREL GROUP INC                    ABCIPX    25000000   QQW    WRES   WARREN RESOURCES INC                    BCPX
JLL     JLL     Jones Lang Lasalle Inc.                    ACIPX     25000000   SQB    WFSL   WASHINGTON FEDERAL, INC.                ACIPX
QZS     JOSB    JOS. A. BANK CLOTHIERS, INC.               ABCIPQX    7500000   WRE    WRE    Washington Real Estate Investment Trust ACIPX
JQY     JOYG    JOY GLOBAL INC.                            ABCIPQX   25000000   WM     WM     WASTE MANAGEMENT INC                    ABCIPQX
JJO     JOYG    JOY GLOBAL INC. (wrap)                     ABCIPQX   25000000   WQQ    WSII   Waste Services, Inc.                    C
JPM     JPM     JPMORGAN CHASE & CO                        ABCIPQX   25000000   WAT    WAT    WATERS CORPORATION                      ABCIPX
JBE     JPM     JPMORGAN CHASE & CO (WRAP)                 ABCIPQX   25000000   WSO    WSO    WATSCO INC                              ACIPX
JSA     JPM     JPMORGAN CHASE & CO (wrap)                 ABCIPQX   25000000   WPI    WPI    WATSON PHARMACEUTICALS INC              ABCIPX
JUX     JNPR    JUNIPER NETWORKS (wrap)                    ABCIPQX   25000000   WTS    WTS    Watts Water Technologies, Inc.          CIPX
JUP     JNPR    JUNIPER NETWORKS, INC.                     ABCIPQX   25000000   WPP    WPP    Wausau Paper Corp                       PX
LRN     LRN     K12 Inc                                    ACP        5000000   WAVX   WAVX   Wave Systems Corp Class A               CPX
QMK     KALU    Kaiser Aluminum Corp.                      BCIPX      5000000   WFT    WFT    WEATHERFORD INTERNATIONAL               ABCIPQX
KQC     KAMN    Kaman Corporation                          C          5000000   UXT    WFT    WEATHERFORD INTERNATIONAL (wrap) ABCIPQX
KNDI    KNDI    Kandi Technologies Corporation             C          5000000   QWB    WBMD   WebMD Health Corp.                      BCIPX
KSU     KSU     KANSAS CITY SOUTHERN                       ABCIPX    25000000   DQH    WBSN   WEBSENSE, INC.                          ABCIPX
KS      KS      KapStone Paper & Packaging Corporation     CX        25000000   WBS    WBS    WEBSTER FINANCIAL CORPORATION CIPX
KAR     KAR     KAR Auction Services, Inc.                 C          5000000   WTW    WTW    WEIGHT WATCHERS INTL., INC.             ABCIPX
KDN     KDN     KAYDON CORPORATION                         ACIX       7500000   WRI    WRI    Weingarten Realty Investors             ACIPX
KB      KB      KB Financial Group, Inc.                   CX        25000000   WCG    WCG    WELLCARE HEALTH PLAN INC                ABCIPX
KBH     KBH     KB HOME                                    ABCIPQX   25000000   GCJ    WCG    WELLCARE HEALTH PLAN INC (wrap)         ABCIPX
KBR     KBR     KBR, Inc.                                  ABCIPX    25000000   WLP    WLP    WellPoint, Inc.                         ABCIPQX
KBW     KBW     KBW Inc.                                   X          5000000   FHU    WFC    WELLS FARGO & CO                        ABCIPQX
KGN     KGN     Keegan Resources Inc.                      ACX        5000000   WFC    WFC    WELLS FARGO & CO                        ABCIPQX
K       K       KELLOGG COMPANY                            ABCIPX    25000000   WEN    WEN    WENDYS ARBY'S GROUP                     ABCIPX
KELYA   KELYA   Kelly Services Inc                         P          5000000   RVQ    WERN   WERNER ENTERPRISES, INC.                ACIPX
QNN     KNDL    KENDLE INTERNATIONAL INC                   APX        7500000   WCC    WCC    WESCO INTERNATIONAL                     ABCIPX
AZQ     KNXA    Kenexa Corporation                         X          5000000   WST    WST    West Pharmaceutical Services Inc        A
KMT     KMT     KENNAMETAL INC                             P         25000000   WQF    WABC   WESTAMERICA BANCORPORATION              CPX
QKN     KNSY    KENSEY NASH CORP                           X          2500000   WR     WR     Westar Energy Inc                       CX
QKY     KERX    KERYX BIOPHARMACEUTICALS, INC.             CIX       25000000   WAL    WAL    Western Alliance Bancorp                C
KEG     KEG     Key Energy Services Inc.                   CIPX      25000000   WDC    WDC    WESTERN DIGITAL CORP                    ABCIPQX
KEY     KEY     KEYCORP NEW                                ABCIPQX   25000000   FJI    WDC    WESTERN DIGITAL CORP (wrap)             ABCIPQX
KTT     TTT                                                CIPX
                KHD Humboldt Wedag International Ltd(spinoff)         5000000   WNR    WNR    WESTERN REFINING INC                    ABCIPQX
KRC     KRC     Kilroy Realty Corporation                  ACIPX     25000000   WLK    WLK    Westlake Chemical Corp                  CIPX
KMB     KMB     KIMBERLY-CLARK                             ABCIPQX   25000000   WPRT   WPRT   Westport Innovations Inc                PX
KIM     KIM     KIMCO REALTY CORP.                         ABCIPX    25000000   WY     WY     WEYERHAEUSER CO                         ABCIPQX
KMP     KMP     KINDER MORGAN ENERGY PARTNERS              ABCIPX    25000000   HYW    WY     WEYERHAUSER CO (wrap)                   ABCIPQX
KMR     KMR     Kinder Morgan Management, LLC              CX         7500000   WGL    WGL    WGL Holdings Inc                        C
KND     KND     KINDRED HEALTHCARE, INC.                   ABCIPX     7500000   WHR    WHR    WHIRLPOOL CORPORATION                   ABCIPQX
KCI     KCI     KINETIC CONCEPTS, INC.                     ABCIPX    25000000   OFW    WHR    WHIRLPOOL CORPORATION (Wrap)            ABCIPQX
KG      KG      KING PHARMACEUTICALS                       ABCIPX    25000000   WLL    WLL    Whiting Petroleum Corp.                 ABCIPX
KGC     KGC     KINROSS GOLD CORPORATION                   ABCIPQX   25000000   BJL    WLL    Whiting Petroleum Corp. (wrap)          ABCIPX
QZO     KGC     KINROSS GOLD CORPORATION (wrap)            ABCIPQX   25000000   UVK    WTNY   Whitney Holding Corporation             ACIPX
KEX     KEX     KIRBY CORPORATION                          X         20000000   FWZ    WFMI   WHOLE FOODS MARKET (wrap)               ABCIPQX
QQJ     KIRK    KIRKLANDS INCCOM                           ACIPX      7500000   FMQ    WFMI   WHOLE FOODS MARKET INC (WRAP) ABCIPQX
KFN     KFN     KKR Financial Holdings LLC                 ABCIPX    25000000   WG     WG     Willbros Group Inc                      ACIX
KCQ    KLAC    KLA TENCOR CORP                      ABCIPQX   25000000   WMB    WMB     WILLIAMS COMPANIES                      ABCIPQX
QJR    KLAC    KLA TENCOR CORP (wrap)               ABCIPQX   25000000   WPZ    WPZ     Williams Partners LP                    ABCIPX
QTN    NITE    Knight Capital Group, Inc.           ABCIPX    25000000   WSM    WSM     WILLIAMS-SONOMA INC                     ABCIPX
KNX    KNX     KNIGHT TRANSPORTATION INC.           ACIPX     25000000   WSH    WSH     Willis Group Holdings Public Limited    ACIX
QHF    VLCCF   Knightsbridge Tankers Ltd.           CPX        2500000   WL     WL      WILMINGTON TRUST CORPORATION APX
KCP    KCP     KNNETH COLE PRODUCTIONS, INC.        P          2500000   WBD    WBD     Wimm-Bill-Dann Foods OJSC               CPX
KNL    KNL     Knoll, Inc.                          C          7500000   WIN    WIN     Windstream Corporation                  ABCIPX
KOG    KOG     Kodiac Oil & Gas Corp                P         25000000   QQE    WINN    Winn-Dixie Stores Inc.                  BCIPX
KNQ    KCAP    Kohlberg Capital Corp.               P          2500000   WGO    WGO     WINNEBAGO INDUSTRIES, INC               ABCIPX
KSS    KSS     KOHL'S CORP                          ABCIPQX   25000000   QFC    WTFC    Wintrust Financial Corporation          X
KVS    KSS     KOHL'S CORP (Wrap)                   ABCIPQX   25000000   WIT    WIT     WIPRO LIMITED- ADR                      BCIPX
QKR    KONG    KongZhong Corporation - ADR          CIPX       7500000   WEC    WEC     WISCONSIN ENERGY CORP.                  P
PHG    PHG     KONINKLIJKE PHILIPS ELECTRONIC       CIPX      25000000   BZF    BZF     WisdomTree Dreyfus Brazilian Real ETF C
KOP    KOP     Koppers Holdings, Inc.               CIPX       5000000   BZF1   BZF                                             CX
                                                                                        WisdomTree Dreyfus Brazilian Real ETF (dist)
KEP    KEP     KOREA ELECTRIC POWER CORP ADR        CIPX      25000000   CYB    CYB     WisdomTree Dreyfus Chinese Yuan ETF ACIPX
KFY    KFY     KORN/FERRY INTERNATIONAL             AX         7500000   EU     EU      WisdomTree Dreyfus Euro ETF             X
KFT    KFT     KRAFT FOODS, INC.                    ABCIPQX   25000000   ICN    ICN     WisdomTree Dreyfus Indian Rupee ETF X
FKX    KFT     KRAFT FOODS, INC. (wrap)             ABCIPQX   25000000   JYF    JYF     WisdomTree Dreyfus Japanese Yen ETF X
KRA    KRA     Kraton Performance Polymers, Inc     CX         2500000   BNZ    BNZ                                             X
                                                                                        WisdomTree Dreyfus New Zealand Dollar ETF
KKD    KKD     KRISPY KREME DOUGHNUTS, INC.         ABCIPX    20000000   BNZ1   BNZ                                             X
                                                                                        WisdomTree Dreyfus New Zealand Dollar ETF (dist)
KR     KR      KROGER CO                            ABCIPQX   25000000   SZR    SZR                                             X
                                                                                        WisdomTree Dreyfus South African Rand ETF
KSP    KSP     K-Sea Transportation Partners L.P.   ACPX       5000000   SWR    SZR                                             X
                                                                                        WisdomTree Dreyfus South African Rand ETF (Dist)
SWU    KSWS    K-SWISS INC.                         X          5000000   CEW1   CEW                                             C
                                                                                        WisdomTree Dryfus Emerging Currency Fund (dist)
KQS    KLIC    KULICKE AND SOFFA IND INC            ABCIPX    25000000   EPI    EPI     WisdomTree India Earning Fund           ACIPXZ
KUA    KVA     K-V PHARMACEUTICAL COMPANY           X         25000000   CEW    CEW     WISDOMTREE TRUSTDRYFS CURR ETFC
LLEN   LLEN    L&L Energy Inc.                      ACP        7500000   WMS    WMS     WMS INDUSTRIES                          ACIPX
FSTR   FSTR    L.B. Foster Company                  ACIPXZ     2500000   WWW    WWW     WOLVERINE WORLD WIDE INC                IPX
ID     ID      L-1 Identify Solutions               BCIPXZ    20000000   WQU    WATG    Wonder Auto Technology Inc.             ACIPX
LLL    LLL     L-3 COMMUNICATIONS                   ABCIPQX   25000000   GUP    WGOV    Woodward Governor Co                    ACIPX
LH     LH      LABORATORY CORP OF AMER HLDG         ABCIPX    25000000   DQX    WRLD    WORLD ACCEPTANCE CORPORATION ACIPX
LAB    LAB     LABRANCHE & CO. INC.                 ACIP       7500000   INT    INT     WORLD FUEL SERVICES CORP                ABCIPXZ
UQO    LDSH    Ladish Co., Inc.                     CX         5000000   WWE    WWE     World Wrestling Entertainment Inc       AX
QGU    LACO    Lakes Entertainment, Inc.            X          2500000   WOR    WOR     WORTHINGTON INDUSTRIES,INC.             ABCIPX
LMQ    LRCX    LAM RESEARCH CORP.                   ABCIPQX   25000000   PHU    WPPGY   WPP PLC ADS                             CQX
LJQ    LAMR    LAMAR ADVERTISING                    ABCIPQX   25000000   WXS    WXS     WRIGHT EXPRESS CORP                     P
LFL    LFL     Lan Airlines S.A.                    CX         7500000   QWM    WMGI    WRIGHT MEDICAL GROUP, INC.              ACIPX
LQS    LANC    Lancaster Colony Corporation         CI         5000000   WX     WX      WuXiPharma Tech Cayman Inc              CIPX
UEW    LNCE    Lance, Inc.                          X          5000000   WKY    PFE     WYETH (merger)                          ABIPQX
LNY    LNY     LANDRY'S RESTAURANTS, INC.           ACPX       5000000   WYN    WYN     Wyndham Worldwide Corp                  ABCIPQX
QRY    LSTR    LANDSTAR SYSTEM INC                  ABCIPX    20000000   UWY    WYNN    Wynn Resorts, Limited                   ABCIPQX
LVS    LVS     Las Vegas Sands Corp                 ABCIPQX   25000000   JKP    WYNN    Wynn Resorts, Limited (WRAP)(dist)      ABIPQX
LJJ    LVS     Las Vegas Sands Corp (WRAP)          ABCIPQX   25000000   JOJ    WYNN    Wynn Resorts, Limited (WRAP)(dist)      ABCIPQX
LHO    LHO     LaSalle Hotel Properties             ACIPX     25000000   JHW    WYNN    Wynn Resorts, Limited(dist)             ABCIPQX
RXQ    LCRD    LASERCARD CORP                       PX         2500000   XEL    XEL     XCEL ENERGY INC                         ABCIPX
LSCC   LSCC    Lattice Semiconductor Corporation    CIPX      25000000   QXD    XNPT    Xenoport Inc.                           ABCIPQX
QPA    LWSN    LAWSON SOFTWARE, INC.                CIX       25000000   XRX    XRX     XEROX CORP                              ABCIPQX
YQM    LAYN    Layne Christensen Company            CX         5000000   XLQ    XLNX    XILINX INC                              ABCIPQX
LAZ    LAZ     LAZARD LTD.                          ABCIPX    25000000   XIN    XIN     Xinyuan Real Estate Company LTD         CIX
LZB   LZB     LA-Z-BOY INC.                                CIPX      20000000   XL     XL     XL CAPITAL LTD                          ABCIPQX
JVQ   LCAV    LCA VISION INC                               BCIX       5000000   XTO    XTO    XTO ENERGY INC                          ABCIPQX
LDK   LDK     LDK Solar Co., Ltd.                          ABCIPQX   25000000   XJV    XTO    XTO ENERGY INC (Wrap)                   ABCIPQX
DLO   LDK     LDK Solar Co., Ltd. (wrap)                   ABCIPQX   25000000   TQR    XRTX   XYRATEX LTD                             BCIPX
UAO   LEAP    Leap Wireless INTL, Inc                      ABCIPQX   25000000   YHQ    YHOO   YAHOO INC                               ABCIPQXZ
UBE   LEAP    Leap Wireless INTL, Inc (wrap)               ABCIPQX   25000000   YHV    YHOO   YAHOO INC (wrap)                        ABCIPQXZ
LF    LF      LEAPFROG ENTERPRISES, INC.                   ABCIPX     7500000   AUY    AUY    YAMANA GOLD, INC                        ABCIPQXZ
LEA   LEA     Lear Corporation                             ACIPX      7500000   YZC    YZC    Yanzhou Coal Minning Company            ACIPX
LEE   LEE     Lee Enterprises Inc/IA                       P         20000000   YGE    YGE    Yingli Green Energy Holding Co., Ltd    ABCIPX
LM    LM      LEGG MASON INC                               ABCIPQX   25000000   QDY    YONG   Yongye International, Inc.              CIPX
JGM   LM      LEGG MASON INC (wrap)                        ABCIPQX   25000000   OUQ    UBET   Youbet.com, Inc.                        C
LEG   LEG     LEGGETT & PLATT, INC.                        ABCIPQX   25000000   YUX    YRCW   YRC Worldwide Inc.                      ABCIPQX
LPS   LPS     Lender Processing Services, Inc.             ACIPX     25000000   TXE    YTEC   Yucheng Technologies Limited            CP
LEN   LEN     LENNAR CORP                                  ABCIPQX   25000000   YUM    YUM    YUM BRANDS, INC.                        ABCIPQX
NNX   LEN     LENNAR CORP (WRAP)                           ABCIPQX   25000000   UUG    YUM    YUM! BRANDS, INC. (WRAP)                ABCIPQX
LII   LII     LENNOX INTERNATIONAL INC.                    X         20000000   QDZ    ZAGG   ZAGG Incorp.                            C
LUK   LUK     LEUCADIA NATIONAL CORP                       ABCIPX    25000000   ZLC    ZLC    ZALE CORPORATION                        ABCIPX
QHN   LVLT    LEVEL 3 COMM INC.                            ABCIPX    25000000   ZBQ    ZBRA   ZEBRA TECHNOLOGIES                      ABCIPX
LXP   LXP     Lexington Realty Trust                       X         25000000   ZNT    ZNT    Zenith National Insurance Corp.         QX
LXK   LXK     LEXMARK INTERNATIONAL                        ABCIPQX   25000000   ZEJ    ZNT    Zenith National Insurance Corp.(dist)   QX
LPL   LPL     LG Display Co Ltd                            CIPX      25000000   HOGS   HOGS   ZHONGPIN INCCOM                         ACIPXZ
HQC   LHCG    LHC Group, Inc.                              PX         7500000   ZMH    ZMH    ZIMMER HOLDINGS, INC.                   ABCIPX
LTY   DTV     Liberty Enterainment Tracking Stock ClA(spin)IPX       25000000   ZN     ZN     Zion Oil & Gas Inc.                     AX
JAQ   LBTYK   LIBERTY GLOBAL INC                           P         20000000   ZNQ    ZION   ZIONS BANCORP                           ABCIPQX
JUC   LBTYA   LIBERTY GLOBAL INC                           ABCIPX    25000000   QMV    ZION   ZIONS BANCORP (Wrap)                    ABCIPQX
NLD   LCAPA   Liberty Media Corp. - Capital Series A       ABCIPX    25000000   QTZ    ZIOP   Ziopharm Oncology, Inc.                 CPX
NLH   LINTA   Liberty Media Corp. - Interact               ABCIPX    25000000   YPK    ZIXI   ZIX CORPORATION                         IPX
LQZ   LSTZA   Liberty Media Starz Series A                 ACIPX     25000000   ZQQ    ZOLL   ZOLL Medical Corporation                X
LRY   LRY     LIBERTY PROPERTY TRUST                       ACIPX     25000000   LVQ    ZOLT   ZOLTEK COMPANIES INC                    ABCIPX
ICU   LPHI    Life Partners Holdings Inc                   CP         5000000   ZUO    ZRAN   ZORAN CORP                              ABCIPX
IUV   LIFE    Life Technologies Corp                       ABCIPX    25000000   QUY    ZUMZ   ZUMIEX INC                              ABCIPX
LTM   LTM     Life Time Fitness, Inc.                      ABCIPX    25000000   UZY    ZIGO   ZYGO CORP                               X
PUN   LPNT    LIFEPOINT HOSPITALS, INC.                    ABCIPX    25000000   GZU    ZGEN   ZYMOGENETICS INC                        ABCIPX
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25000000
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 40000000
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25000000
25000000
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25000000
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25000000
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 7500000
25000000
 2500000
25000000
25000000
 5000000
 7500000
 5000000
25000000
25000000
 7500000
 2500000
 7500000
Please note that Equity position limits
are represented in shares not contracts
For more information please refer to
Infomemo #19083 or contact 1-888-OPTIONS

Option       Stock                             Underlying                           Position    Option    Stock
Symbol Symbol                                        Name               Exchanges    Limit      Symbol   Symbol


VMU      MMM         3M (11LPS)                                         ABCIPQX     25000000   KLO       UYM
WMU MMM              3M COMPANY (12LPS)                                 ABCIPQX     25000000   ZYW       UYG
WRR MO               ALTRIA GROUP INC (12LPS)                           ABCIPQX     25000000   ZCY       UYG
VPM      MO          ALTRIA GROUP, INC. (11LPS)                         ABCIPQX     25000000   ZVX       QLD
OQY      NLY         Annaly Capital Management Inc (11LPS)              ABCIPQX     25000000   ZKV       QLD
YVT      NLY         ANNALY CAPITAL MANAGEMENT, INC. (12LPS)            ABCIPQX     25000000   ZVU       UWM
ZMU      MT          Arcelor Mittal (11LPS)                             ABCIPQX     25000000   WNT       UWM
LLU      MT          Arcelor Mittal (12LPS)                             ABCIPQX     25000000   ZFO       SSO
VFE      T           AT & T Inc (11LPS)                                 ABCIPQX     25000000   VFP       SSO
WFE      T           AT&T, INC. (12LPS)                                 ABCIPQX     25000000   ZKB       SSO
LOP      SWK         BLACK & DECKER CORP (12LPS)(merger)                ABCIPQX     25000000   XRJ       TBT
ODT      SWK         BLACK & DECKER CORP. (11LPS)(merger)               ABCIPQX     25000000   VJZ       TBT
VTM      NILE        BLUE NILE INC (11LPS)                              CIPX         7500000   XRP       TBT
KBT      KMX         CARMAX INC (12LPS)                                 ABCIPQX     25000000   XSY       SMN
VKM      KMX         CARMAX INC. (11LPS)                                ABCIPQX     25000000   XFY       SMN
ZYZ      PHM         CENTEX CORPORATION (11LPS)(merger)                 ACIPX       50000000   LAM       SMN
ZYT      PLCE        CHILDREN'S PLACE RETAIL (THE) (11LPS)              ABCIPX      25000000   LIB       SMN
LYT      PLCE        CHILDRENS PLACE RETL STRS INC (12LPS)              ABCIPX      25000000   ZKF       SKF
LHW      LFC         CHINA LIFE INSURANCE CO LTD (12LPS)                ABCIPX      25000000   ZDF       SKF
OOE      LFC         CHINA LIFE INSURANCE CO., LTD (11LPS)              ABCIPX      25000000   ZFR       SKF
VGX      NEP         China North East Petroleum Holdings Ltd. (11LPS)   ACIPX        7500000   WVE       SKF
WFG      NEP         China North East Petroleum Holdings Ltd. (12LPS)   ACIPX        7500000   VVX       FXP
YTH      SNP         CHINA PETROLEUM & CHEM CORP (12LPS)                ABCIPX      20000000   VIJ       QID
ZPJ      SNP         CHINA PETROLEUM AND CHEMICAL CORP (11LPS)          ABCIPX      20000000   ZVT       QID
ZGP      SNP         CHINA PETROLEUM AND CHEMICAL CORP (11LPS) wrap     ABCIPX      20000000   ZRE       URE
ZWK      XEC         CIMAREX ENERGY CO (11LPS)                          ABCIPX      25000000   ZSS       SRS
LZA      XEC         CIMAREX ENERGY CO (12LPS)                          ABCIPX      25000000   WJI       URE
WKO KO               COCA COLA CO (12LPS)                               ABCIPQX     25000000   ZRZ       SRS
VKO      KO          COCA-COLA (11LPS)                                  ABCIPQX     25000000   WAK       SRS
ZWB      PSS         Collective Brands Inc (11LPS)                      ABCIPQX     25000000   WNX       SRS
LWB   PSS    Collective Brands, Inc (12LPS)                    ABCIPQX   25000000   ZDH   SDS
ZDM   SID    COMPANHIA SIDERURGICAL NACIONAL ADR (11LPS)       ABCIPX    50000000   VKB   SDS
YMN   SID    COMPANHIA SIDERURGICAL NACIONAL ADR (12LPS)       ABCIPX    50000000   ZDW   SDS
CNO   CNO    CONSECO, INC.                                     ABCIPXZ   25000000   OYK   PRU
ZMP   XLY    CONSUMER DISCR SELECT SPDR (11LPS)                ABCIPQX   25000000   YKY   PRU
ZIJ   XLY    CONSUMER DISCR SELECT SPDR (11LPS) WRAP           ABCIPQX   25000000   OPN   PHM
ORF   XLP    CONSUMER STAPLES SPDR (11LPS)                     ABCIPQX   25000000   YHI   PHM
XMB   TNA    Direxion Daily Small Cap Bull 3X Shares (11LPS)   ABCIPX    25000000   YIO   QLGC
KDA   TNA    Direxion Daily Small Cap Bull 3X Shares (12LPS)   ABCIPX    25000000   VEB   QLGC
XJD   TZA    Direxion Daily Small Cap Bear 3X Shares (11LPS)   ABCIPX    25000000   VLM   QCOM
WDJ   TZA    Direxion Daily Small Cap Bear 3X Shares (12LPS)   ABCIPX    25000000   WLU   QCOM
KWN   RRD    DONNELLEY R R & SONS CO (12LPS)                   ABCIPX    25000000   OHJ   PWR
XZR   RRD    DONNELLY R.R. AND SONS CO. (11LPS)                ABCIPX    25000000   WPY   PWR
VIL   LLY    ELI LILLY & CO (11LPS)                            ABCIPQX   25000000   ZAJ   KWK
OCI   XCO    EXCO Resources, Inc. (11LPS)                      ABCIPQX   25000000   LNI   KWK
ODU   XOM    EXXON MOBIL CORP (11LPS)                          ABCIPQX   25000000   VES   Q
WXO XOM      EXXON MOBIL CORP (12LPS)                          ABCIPQX   25000000   OQL   RDN
VKP   XLF    FINANCIAL SECTOR SPDR (11LPS)                     ABCIPQX   25000000   YNH   RDN
VMJ   XLV    HEALTH CARE SELECT SPDR (11LPS)                   ABCIPX    25000000   WJY   RSH
VS    XLI    INDUSTRIAL SECTOR SPDR (11LPS)                    ABCIPQX   25000000   VJY   RSH
VSF   XLI    INDUSTRIAL SECTOR SPDR (11LPS) wrap               ABCIPQX   25000000   VRQ   RMBS
VJL   TLT    Ishares Barclays 20+ Yr Treas Bond Fund (11LPS)   ABCIPX    25000000   WWO   RMBS
YLI   TLT    ISHARES BARCLAYS 20+YR TREA BD (12LPS)            ABCIPX    25000000   KPC   RRC
IOH   OEF    ISHARES S&P 100 INDEX FUND (LPS-DEC)              CIX       25000000   XPM   RRC
OBE   OEF    ISHARES S&P 100 INDEX FUND (LPS-DEC)              CIX       25000000   ZRL   RZ
XUX   SLV    iShares Silver Trust (11LPS)                      ABCIPQX   25000000   OHU   RTN
YMK   SLV    ISHARES SILVER TRUST (12LPS)                      ABCIPQX   25000000   WZH   RTN
VKG   SFI    ISTAR FINANCIAL INC (11LPS)                       BCIPX     25000000   YFX   RHT
KEH   SFI    ISTAR FINANCIAL INC (12LPS)                       BCIPX     25000000   OHD   RHT
ITUB2 ITUB   ITAU UNIBANCO BANCO MULTIPLO S.A. (110 SH)        AIPX      25000000   ZBT   RWT
ORO   JCP    J C PENNY (11LPS)                                 ABCIPQX   25000000   OSF   RKH
OCG   JCG    J. Crew Group, Inc. (11LPS)                       ABCIPQX   25000000   ZUT   RKH
ZOR   JBHT   J.B. HUNT TRANSPORT SERVICES (11LPS)              ABCIPX    25000000   OOQ   RF
YMJ   JCP    J.C. PENNEY CO INC (HLDG CO) (12LPS)              ABCIPQX   25000000   WOE   RF
YTJ   JBL    JABIL CIRCUIT INC (12LPS)                         ABCIPQX   25000000   YKD   RIMM
OKM   JBL    JABIL CIRCUIT, INC. (11LPS)                       ABCIPQX   25000000   OHR   RIMM
VJE   JEC    JACOBS ENGINEERING GROUP, INC. (11LPS)            ABCIPQX   25000000   ZSF   RIMM
WEU   JEC    JACOBS ENGR GRP INC (12LPS)                       ABCIPQX   25000000   LOU   RTH
XGU   JAH    JARDEN CORPORATION (11LPS)               ABCIPX    25000000   ZJS   RTH
ZJW   JAZZ   Jazz Pharmaceuticals, Inc. (11 LPS)      ACIPX     25000000   YEX   RAI
LXD   JAZZ   Jazz Pharmaceuticals, Inc. (12LPS)       ACIPX     25000000   OWO   RAI
LIC   JDSU   JDS UNIPHASE CORP (12LPS)                ABCIPQX   25000000   XUI   RFMD
VEQ   JDSU   JDS UNIPHASE CORP. (11LPS)               ABCIPQX   25000000   YTZ   RFMD
OZY   JEF    JEFFERIES GROUP, INC (11LPS)             ABCIPX    25000000   VEO   RIGL
YDZ   JEF    JEFFERIES GROUP, INC (12LPS)             ABCIPX    25000000   LPW   RIGL
VYO   JBLU   JETBLUE AIRWAYS CORP. (11LPS)            ABCIPQX   25000000   ZQX   RINO
WJJ   JBLU   JETBLUE AIRWAYS CORPORATION (12LPS)      ABCIPQX   25000000   KFH   RINO
VJN   JNJ    JOHNSON & JOHNSON (11LPS)                ABCIPQX   25000000   ZLR   RTP
WJN   JNJ    JOHNSON & JOHNSON (12LPS)                ABCIPQX   25000000   ZCF   RTP
VQU   JCI    JOHNSON CONTROLS (11LPS)                 ABCIPQX   25000000   LRZ   RTP
WII   JCI    JOHNSON CTRLS INC (12LPS)                ABCIPQX   25000000   LTK   RTP
LVC   JOYG   JOY GLOBAL INC (12LPS)                   ABCIPQX   25000000   LVV   RTP
ZMC   JOYG   JOY GLOBAL INC. (11LPS)                  ABCIPQX   25000000   LZK   RVBD
WJP   JPM    JPMORGAN CHASE & CO (12LPS)              ABCIPQX   25000000   XUE   RVBD
VJP   JPM    JPMORGAN CHASE (11LPS)                   ABCIPQX   25000000   VJR   ROST
VJS   JPM    JPMORGAN CHASE (11LPS) wrap              ABCIPQX   25000000   KPD   ROST
VWQ JNPR     JUNIPER NETWORKS (11LPS)                 ABCIPQX   25000000   ZRD   RDC
WBW JNPR     JUNIPER NETWORKS (12LPS)                 ABCIPQX   25000000   LRD   RDC
OHK   KBH    KB HOME (11LPS)                          ABCIPQX   25000000   VDK   RY
YAB   KBH    KB HOME (12LPS)                          ABCIPQX   25000000   OAB   RCL
XRB   KBR    KBR, Inc. (11LPS)                        ABCIPX    25000000   YUV   RCL
KER   KBR    KBR,Inc. (12LPS)                         ABCIPX    25000000   LYX   RGLD
WKG K        KELLOGG CO (12LPS)                       ABCIPX    25000000   ZMO   RGLD
VLK   K      KELLOGG COMPANY (11LPS)                  ABCIPX    25000000   VDZ   RRI
ZIM   KERX   KERYX BIOPHARMACEUTICALS, INC. (11LPS)   CIX       25000000   WPU   RRI
WJM   KERX   KERYX BIOPHARMACEUTICALS, INC. (12LPS)   CIX       25000000   VRV   R
KWU   KEY    KEYCORP (12LPS)                          ABCIPQX   25000000   YRX   RYL
XBM   KEY    KEYCORP NEW (11LPS)                      ABCIPQX   25000000   WYF   SWY
WKL   KMB    KIMBERLY CLARK CORP (12LPS)              ABCIPQX   25000000   VYW   SWY
VYK   KMB    KIMBERLY-CLARK (11LPS)                   ABCIPQX   25000000   VJJ   STJ
WUY   KMP    KINDER MORGAN ENERGY L P (12LPS)         ABCIPX    25000000   LYJ   SKS
VAU   KMP    KINDER MORGAN ENERGY PRTN (11LPS)        ABCIPX    25000000   VOF   SKS
XCL   KCI    KINETIC CONCEPTS, INC. (11LPS)           ABCIPX    25000000   VDF   SLXP
YFY   KCI    KINETIC CONCEPTS, INC. (12LPS)           ABCIPX    25000000   ZKG   SLXP
VWV   KG     KING PHARMACEUTICALS (11LPS)             ABCIPX    25000000   OWS   SNDK
YGT   KG     KING PHARMACEUTICALS INC (12LPS)         ABCIPX    25000000   YSD   SNDK
LCS   KGC     KINROSS GOLD CORP (12LPS)                 ABCIPQX   25000000   VJA   SD
ZZU   KGC     KINROSS GOLD CORPORATION (11LPS)          ABCIPQX   25000000   LWE   SD
VXG KLAC      KLA TENCOR CORP (11LPS)                   ABCIPQX   25000000   VSP   SAP
WPQ KLAC      KLA TENCOR CORP (12LPS)                   ABCIPQX   25000000   WTA   SAP
YTI   NITE    KNIGHT CAPITAL GROUP INC (12LPS)          ABCIPX    25000000   VLU   SLE
OTI   NITE    Knight Capital Group, Inc. (11LPS)        ABCIPX    25000000   VEW   SVNT
OSS   KSS     KOHL'S CORP (11LPS)                       ABCIPQX   25000000   YND   SVNT
YSK   KSS     KOHLS CORP (12LPS)                        ABCIPQX   25000000   XHI   SBAC
YTW   KFT     KRAFT FOODS INC (12LPS)                   ABCIPQX   25000000   LNK   MRK
ODR   KFT     KRAFT FOODS, INC. (11LPS)                 ABCIPQX   25000000   VAG   MRK
VKK   KR      KROGER CO (11LPS)                         ABCIPQX   25000000   VWY   SLB
WKK   KR      KROGER CO (12LPS)                         ABCIPQX   25000000   WUB   SLB
YOO   LLL     L 3 COMMUNICATIONS HLDGS INC (12LPS)      ABCIPQX   25000000   VML   SCHN
OOY   LLL     L-3 COMMUNICATIONS (11LPS)                ABCIPQX   25000000   WUU   SCHN
WMJ   LRCX    LAM RESEARCH CORP (12LPS)                 ABCIPQX   25000000   VIC   SCHN
VPC   LRCX    LAM RESEARCH CORP. (11LPS)                ABCIPQX   25000000   VYS   SCHW
ODZ   LAMR    LAMAR ADVERTISING (11LPS)                 ABCIPQX   25000000   WWS   SCHW
YZM   LAMR    LAMAR ADVERTISING COMPANY (12LPS)         ABCIPQX   25000000   ZFC   SA
LKN   LVS     LAS VEGAS SANDS CORP (12LPS)              ABCIPQX   25000000   WJB   SA
ZAU   LVS     Las Vegas Sands Corp. (11LPS)             ABCIPQX   25000000   VTT   STX
XVW   LDK     LDK Solar Co., Ltd. (11LPS)               ABCIPQX   25000000   YTD   STX
KUE   LDK     LDK Solar Co., Ltd. (12LPS)               ABCIPQX   25000000   YQH   SHLD
YAY   LEAP    LEAP WIRELESS INTERNATIONAL INC (12LPS)   ABCIPQX   25000000   KYP   SHLD
XCC   LEAP    Leap Wireless INTL, (11LPS)               ABCIPQX   25000000   VK    SHLD
ZPM   LM      LEGG MASON INC (11LPS)                    ABCIPQX   25000000   VRU   SHLD
LZC   LM      LEGG MASON INC (12LPS)                    ABCIPQX   25000000   LMP   XLY
VHE   LEHMQ   LEHMAN BROTHER HLDG (11LPS)               A         25000000   YRH   SMH
YTT   LEN     LENNAR CORP (12LPS)                       ABCIPQX   25000000   OTO   SMH
OOW LEN       LENNAR CORP. (11LPS)                      ABCIPQX   25000000   KAO   SQNM
OYD   LUK     LEUCADIA NATIONAL CORP (11LPS)            ABCIPX    25000000   XUW   SQNM
WHK   LUK     LEUCADIA NATIONAL CORP (12LPS)            ABCIPX    25000000   WWU   SNDA
VEM   LXK     LEXMARK INTERNATIONAL (11LPS)             ABCIPQX   25000000   OCW   SNDA
YLA   LXK     LEXMARK INTL INC (12LPS)                  ABCIPQX   25000000   YCW   SHAW
ZNB   LBTYA   LIBERTY GLOBAL INC (11LPS)                ABCIPX    25000000   OWA   SHAW
YKZ   LBTYA   LIBERTY GLOBAL INC. CL. A (12LPS)         ABCIPX    25000000   ZCR   SHW
ZNX   LINTA   Liberty Media Corp. - Interact (11LPS)    ABCIPX    25000000   YTC   SHW
LON   LINTA   Liberty Media Corp. - Interact (12LPS)    ABCIPX    25000000   OTK   SHPGY
VPH   LIFE    Life Technologies Corp (11LPS)            ABCIPX    25000000   LMB   SIGM
WVL   LIFE   LIFE TECHNOLOGIES CORP. (12LPS)           ABCIPX    25000000   ZMB   SIGM
XRI   LTM    Life Time Fitness, Inc. (11LPS)           ABCIPX    25000000   ZMY   SGI
WIL   LLY    LILLY ELI & CO (12LPS)                    ABCIPQX   25000000   YXY   SLAB
WDL   LTD    LIMITED BRANDS INC (12LPS)                ABCIPQX   25000000   YZI   SLAB
VLD   LTD    LIMITED BRANDS, INC. (11LPS)              ABCIPQX   25000000   ZSM   SLW
ZCS   LNCR   LINCARE HOLDINGS INC (11LPS)              ABCIPX    25000000   LNM   SLW
KBZ   LNCR   LINCARE HOLDINGS INC (12LPS)              ABCIPX    25000000   OIV   SSRI
VNC   LNC    LINCOLN NATIONAL (11LPS)                  ABCIPQX   25000000   KTZ   SSRI
YDA   LNC    LINCOLN NATIONAL (12LPS)                  ABCIPQX   25000000   WBV   SPG
YUQ   LLTC   LINEAR TECH CORP (12LPS)                  ABCIPQX   25000000   OVR   SPG
OJQ   LLTC   LINEAR TECHNOLOGY CORP. (11LPS)           ABCIPQX   25000000   XYY   SPG
XJG   LINE   Linn Energy LLC-Units (11LPS)             ABCIPX    25000000   ZJE   SINA
VGF   LGF    Lions Gate Entertainment (11LPS)          ABCIPQX   25000000   LLC   SINA
YME   LGF    LIONS GATE ENTMNT CORP (12LPS)            ABCIPQX   25000000   XIX   SIRI
OBP   LIZ    LIZ CLAIBORNE, INC. (11LPS)               ABCIPX    25000000   WYX   SIRI
ORD   LMT    LOCKHEED MARTIN (11LPS)                   ABCIPQX   25000000   LOK   SWKS
WLA   LMT    LOCKHEED MARTIN CORP (12LPS)              ABCIPQX   25000000   ZNK   SWKS
XJH   LO     Lorillard, Inc. (11LPS)                   ABCIPQX   25000000   ZGE   SLG
LAU   LO     LORILLARD, INC. (12LPS)                   ABCIPQX   25000000   VRM   SLM
WDK   LPX    LOUISIANA PAC CORP (12LPS)                ABCIPX    25000000   WQH   SLM
OJX LPX      LOUISIANA PACIFIC (11LPS)                 ABCIPX    25000000   VID   SII
WOY LOW      LOWES COMPANIES INC (12LPS)               ABCIPQX   25000000   WIQ   SII
VPW   LOW    LOWES COS (11LPS)                         ABCIPQX   25000000   OVH   SFD
VBS   LSI    LSI Corp. (11LPS)                         ABCIPQX   25000000   YHJ   SFD
WDV   LSI    LSI CORPORATION (12LPS)                   ABCIPQX   25000000   XSS   SOHU
XKQ   LULU   Lululemon Athletica Inc. (11LPS)          ABCIPX    25000000   KNJ   SOHU
KJN   LULU   LULULEMON ATHLETICA INC. (12LPS)          ABCIPX    25000000   VKJ   SOLF
OKB   MTB    M & T BANK CORP (11LPS)                   ABCIPX    45000000   WKJ   SOLF
YMT   MTB    M & T BANK CORP (12LPS)                   ABCIPX    45000000   WOT   SNE
ZLW   MDC    M.D.C. HOLDINGS INC. (11LPS)              ABCIPX    25000000   VY    SNE
VFD   M      Macy's Inc (11LPS)                        ABCIPQX   25000000   XBW   SCCO
WDF   M      MACYS INC. (12LPS)                        ABCIPQX   25000000   OBA   SO
YLD   MTW    MANITOWOC COMPANY INC (12LPS)             ABCIPX    25000000   YRZ   SO
ZLD   MNKD   MANNKIND CORPORATION (11LPS)              ACIPX     25000000   YPV   SCCO
LWH   MNKD   MANNKIND CORPORATION (12LPS)              ACIPX     25000000   VUV   LUV
VXM   MRO    MARATHON OIL CORP (11LPS)                 ABCIPQX   25000000   WUV   LUV
WXM MRO      MARATHON OIL CORP (12LPS)                 ABCIPQX   25000000   ZFK   SWN
VWH   RSX    Market Vectors Russia ETF Trust (11LPS)   ABCPX     25000000   LVX   SWN
VKH   RSX    Market Vectors Russia ETF Trust (11LPS) Wrap   ABCPX      25000000   VUK   STD
WWJ RSX      MARKET VECTORS RUSSIA ETF TRUST (12LPS)        ABCPX      25000000   YLV   XLP
VRR   MAR    MARRIOTT INT'L (11LPS)                         ABCIPQX    25000000   WFS   XLF
WXA   MAR    MARRIOTT INTL INC (12LPS)                      ABCIPQX    25000000   WLH   XLV
ZBI   MI     MARSHALL & ILSLEY CORP (11LPS)                 ABCIPX     25000000   WHM   XLI
LGP   MI     MARSHALL & ILSLEY CORP (12LPS)                 ABCIPX     25000000   WFP   XLB
ZOI   MLM    MARTIN MARIETTA MATERIALS (11LPS)              ABCIPQX    25000000   WQD   XLK
LIG   MLM    MARTIN MARIETTA MATL INC (12LPS)               ABCIPQX    25000000   WGT   XLU
OZL   MRVL   MARVELL TECHNOLOGY (11LPS)                     ABCIPQX    25000000   KHG   XHB
YZQ   MRVL   MARVELL TECHNOLOGY GRP LTD (12LPS)             ABCIPQX    25000000   ZFW   KRE
YAC   MAS    MASCO CORP (12LPS)                             ABCIPQX    25000000   YKH   KRE
VMQ   MAS    MASCO CORP. (11LPS)                            ABCIPQX    25000000   WGV   XRT
YBH   MEE    MASSEY ENERGY CO (12LPS)                       ABCIPQX    25000000   XJL   XHB
VHK   MEE    MASSEY ENERGY COMPANY (11LPS)                  ABCIPQX    25000000   OVW   MDY
LUE   MA     MASTERCARD, INC. (12LPS)                       ABCIPQX    25000000   OXI   MDY
ZUE   MA     MasterCard, Inc. Class A (11LPS)               ABCEIPQX   25000000   YLU   MDY
ZXV   MA     MasterCard, Inc. Class A (11LPS) wrap          ABCIPQX    25000000   VGB   XRT
VXW   MAT    MATTEL INC (11LPS)                             ABCIPQX    25000000   ZWS   XRT
YEN   MAT    MATTEL INC (12LPS)                             ABCIPQX    25000000   WOM   XRT
ZXB   MXIM   MAXIM INTEGRATED (11LPS)                       ABCIPX     25000000   YKK   SPPI
YEO   MXIM   MAXIM INTEGRATED PRODS INC (12LPS)             ABCIPX     25000000   ZNS   SPPI
VMX   MBI    MBIA INC. (11LPS)                              ABCIPX     25000000   VN    S
YBU   MBI    MBIA INCORPORATED (12LPS)                      ABCIPX     25000000   WO    S
WNE   MFE    MCAFEE INCORPORATED (12LPS)                    ABCIPX     25000000   CYU   SPY
VNE   MFE    MCAFEE, INC. (11LPS)                           ABCIPX     25000000   CYY   SPY
OYZ   MDR    MCDERMOTT INTERNATIONAL (11LPS)                ABCIPQX    25000000   OBM   SPY
YAE   MDR    MCDERMOTT INTL INC (12LPS)                     ABCIPQX    25000000   OBV   SPY
VMD   MCD    MCDONALDS CORP (11LPS)                         ABCIPQX    25000000   LRX   JOE
WMN MCD      MCDONALDS CORP (12LPS)                         ABCIPQX    25000000   WRU   STJ
WMP MHP      MCGRAW HILL COMPANIES INC (12LPS)              ABCIPQX    25000000   FVJ   JOE
VMP   MHP    MCGRAW HILL INC (11LPS)                        ABCIPQX    25000000   YWL   SPLS
YRG   MCK    MCKESSON CORP (12LPS)                          ABCIPQX    25000000   OQZ   SPLS
VHG   MCK    MCKESSON CORPORATION (11LPS)                   ABCIPQX    25000000   VPR   SBUX
OPT   MMR    MCMORAN EXPLORATION CO (11LPS)                 ABCIPX     25000000   WSP   SBUX
LRE   MMR    MCMORAN EXPLORATION CO (12LPS)                 ABCIPX     25000000   OLD   STT
VYT   MJN    Mead Johnson Nutrition Company (11LPS)         ABCIPX     25000000   WRH   STT
LTJ   MJN    Mead Johnson Nutrition Company (12LPS)         ABCIPX     25000000   ZKW   STEC
ZLM   MTL    Mechel (11LPS)                                 ABCIPX     25000000   VJM   STLD
LZH   MTL    Mechel (12LPS)                                 ABCIPX    25000000   WAF   STLD
VQM   MHS    MEDCO HEALTH SOLUTIONS INC (11LPS)             ABCIPQX   25000000   XLJ   SWC
YXM   MHS    MEDCO HEALTH SOLUTIONS INC (12LPS)             ABCIPQX   25000000   WQL   SWC
ORX   MRX    MEDICIS PHARMACEUTICAL CORP (11LPS)            ABCIPX    25000000   OIK   SYK
WEO MRX      MEDICIS PHARMACEUTICAL CORP (12LPS)            ABCIPX    25000000   YXR   SYK
XFZ   MED    Medifast, Inc. (11LPS)                         ABCIPX    25000000   OYX   SU
KUD   MED    Medifast, Inc. (12LPS)                         ABCIPX    25000000   YYU   SU
VOW MDVN     MEDIVATION INC (11LPS)                         ABCIPQX   25000000   WUD   SUN
YWO MDVN     MEDIVATION Inc. (12LPS)                        ABCIPQX   25000000   VUN   SUN
VKD   MDT    MEDTRONIC INC (11LPS)                          ABCIPQX   25000000   LMO   SPWRA
WKV   MDT    MEDTRONIC INC (12LPS)                          ABCIPQX   25000000   ZZR   SPWRA
KOJ   MPEL   Melco Crown Entertainment (12LPS)              ABCIPX    25000000   YOE   STP
XOJ   MPEL   Melco Crown Entertainment Ltd (11LPS)          ABCIPX    25000000   ZVL   STP
ZYG   WFR    MEMC ELECTRONIC MATERIALS (12LPS)              ABCIPQX   25000000   WNJ   STI
ZET   WFR    MEMC ELECTRONIC MATERIALS INC (11LPS)          ABCIPQX   25000000   VNJ   STI
ZMV   MELI   Mercadolibre Inc (11LPS)                       ABCIPX    20000000   VCK   SVU
WCX   MELI   Mercadolibre, Inc. (12LPS)                     ABCIPX    20000000   LFO   SVU
VMK   MRK    MERCK & CO (11LPS)                             ABCIPQX   50000000   YAG   SYMC
WMR MRK      MERCK & CO INC (12LPS)                         ABCIPQX   50000000   OBL   SYMC
XMK   MTH    MERITAGE HOMES CORPORATION (11LPS)             ABCIPX    25000000   LIY   SYNA
YDL   MET    METLIFE INC (12LPS)                            ABCIPQX   25000000   ZGW   SYNA
VRA   MET    METLIFE, INC. (11LPS)                          ABCIPQX   25000000   OHA   SNV
YDM   MGM    METRO GOLDWYN MAYER INC (12LPS)                ABCIPQX   25000000   YNC   SNV
OEO   PCS    MetroPCS Communications Inc. (11LPS)           ABCIPX    25000000   ZHK   SYY
ZHT   MF     MF Global Holdings Ltd (11LPS)                 ABCIPX    25000000   LJE   SYY
VEV   MTG    MGIC INVESTMENT CORPORATION (11LPS)            ABCIPX    25000000   ZEK   TROW
LMU   MTG    MGIC INVESTMENT CORPORATION (12LPS)            ABCIPX    25000000   LMK   TROW
VYG   MGM    MGM MIRAGE (11LPS)                             ABCIPQX   25000000   VTE   TSM
LJM   MCHP   MICROCHIP TECH INC (12LPS)                     ABCIPQX   25000000   LTN   TSM
ZPH   MCHP   MICROCHIP TECHNOLOGY INC. (11LPS)              ABCIPQX   25000000   YSR   TTWO
VGY   MU     MICRON TECH (11LPS)                            ABCIPQX   25000000   OSR   TTWO
WGY MU       MICRON TECH INC (12LPS)                        ABCIPQX   25000000   ZWP   TLB
WMF MSFT     MICROSOFT CORP (12LPS)                         ABCIPQX   25000000   WBF   TLB
VMF   MSFT   Microsoft Corp. (11LPS)                        ABCIPQX   25000000   XLM   TLM
ZJH   MICC   MILLICOM INTERNATIONAL CELLULAR (11LPS)        ABCIPX    25000000   VDH   TGT
ZTH   MICC   MILLICOM INTERNATIONAL CELLULAR (11LPS) wrap   ABCIPX    25000000   WDH   TGT
ZOD   MIR    Mirant Corporation (11LPS)                     ABCIPQX   25000000   ZCU   TASR
LGV   MIR    MIRANT CORPORATION (12LPS)                     ABCIPQX   25000000   ZMZ   TCB
OVD   MBT    MOBILE TELE SYSTEMS OJSC (11LPS)              ABCIPX    62500000   VQP   XLK
OEV   MBT    MOBILE TELE SYSTEMS OJSC (11LPS)(250 sh)      ABCIPX    62500000   YYI   TCK
YBP   MBT    MOBILE TELESYSTEMS OJSC (12LPS)               ABCIPX    62500000   ZJM   TCK
LYU   MBT    MOBILE TELESYSTEMS OJSC (12LPS)(250 sh)       ABCIPX    62500000   YHX   TK
YVE   MHK    MOHAWK INDS INC (12LPS)                       ABCIPQX   25000000   OXG   TK
XVV   MHK    MOHAWK INDUSTRIES, INC. (11LPS)               ABCIPQX   25000000   WEP   TLAB
OIF   TAP    Molson Coors Brewing Co. (11LPS)              ABCIPX    25000000   OXC   TLAB
OJA   MNTA   MOMENTAL PHARMACEUTICALS (11LPS)              ABCIPX     7500000   ZXE   TPX
WNU MON      MONSANTO CO NEW (12LPS)                       ABCIPQX   25000000   ONZ   THC
VAB   MON    MONSANTO COMPANY (NEW) (11LPS)                ABCIPQX   25000000   YTX   THC
OWP MWW      MONSTER WORLDWIDE INC (11LPS)                 ABCIPQX   25000000   KAS   TER
YBF   MWW    MONSTER WORLDWIDE INC (12LPS)                 ABCIPQX   25000000   XKW   TER
OWC MCO      MOODY'S CORPORATION (11LPS)                   ABCIPQX   25000000   YSZ   TEX
YPJ   MCO    MOODYS CORPORATION (12LPS)                    ABCIPQX   25000000   VXQ   TEX
VWD   MS     MORGAN STANLEY (11LPS)                        ABCIPQX   25000000   XJP   TTT
WWD MS       MORGAN STANLEY (12LPS)                        ABCIPQX   25000000   WJF   TTT
ZXW   MOS    MOSAIC COMPANY (THE) (11LPS)                  ABCIPQX   25000000   ZGC   TSO
ZHX   MOS    MOSAIC COMPANY (THE) (11LPS) (Distribution)   ABCIPQX   25000000   LGC   TSO
LXW   MOS    MOSAIC COMPANY (THE) (12LPS)                  ABCIPQX   25000000   KAQ   TSRA
VMA   MOT    MOTOROLA INC (11LPS)                          ABCIPQX   25000000   XAJ   TSRA
WMA MOT      MOTOROLA INC (12LPS)                          ABCIPQX   25000000   WTX   TEVA
VGN MTLQQ    Motors Liquidation Co (11LPS)                 ACIQ      25000000   OQV   TEVA
OJL   XLB    MTRLS SELECT SECTOR SPDR (11LPS)              ABCIPQX   25000000   VXT   TXN
VVB   XLB    MTRLS SELECT SECTOR SPDR (11LPS) WRAP         ABCIPQX   25000000   WTN   TXN
YZS   MUR    MURPHY OIL CORP (12LPS)                       ABCIPQX   25000000   KLP   TXT
OBY   MUR    MURPHY OIL CORPORATION (11LPS)                ABCIPQX   25000000   XUD   TXT
OKL   MYL    Mylan Inc. (11LPS)                            ABCIPQX   25000000   VMT   MTW
WYQ MYL      MYLAN, INC (12LPS)                            ABCIPQX   25000000   OXV   NWSA
VBV   MYGN   MYRIAD GENETICS (11LPS)                       ABCIPX    25000000   ONG   RYL
VKU   MYGN   MYRIAD GENETICS (11LPS)(dist)                 ACIPX     25000000   YOS   TRV
YDG   MYGN   MYRIAD GENETICS INC (12LPS)                   ABCIPX    25000000   OWX   TRV
VRB   NBR    NABORS INDS. INC. (11LPS)                     ABCIPQX   25000000   ZZH   WU
WBL   NBR    NABORS INDUSTRIES LIMITED NEW (12LPS)         ABCIPQX   25000000   LLV   WU
XGV   NDAQ   Nasdaq Omx Group (11LPS)                      ABCIPQX   25000000   ZNR   THOR
KFX   NDAQ   NASDAQ OMX Group, Inc. (12LPS)                ABCIPQX   25000000   WTF   TIF
VLI   PNC    NATIONAL CITY CORP. (11LPS)(merger)           IPQX      50000000   VFF   TIF
YMP   NOV    NATIONAL OILWELL VARCO INC (12LPS)            ABCIPQX   25000000   VAN   TWX
OOM NOV      National Oilwell Varco, Inc. (11LPS) wrap     ABCIPQX   25000000   ZEX   TWX
OKP   NOV    National Oilwell Varco, Inc. (11LPS)           ABCIPQX   25000000   VDN   TWX
WUN NSM      NATIONAL SEMICONDUCTOR CORP (12LPS)            ABCIPQX   25000000   WAN   TWX
VSN   NSM    NATL SEMICONDUCTOR CORP (11LPS)                ABCIPQX   25000000   WDE   TWX
VNA   NAV    Navistar International Corp. (11LPS)           ABCIPX    25000000   WWN   TIE
LVK   NAV    Navistar International Corp. (12LPS)           ABCIPX    25000000   VWN   TIE
OHN   NTAP   NetApp Inc (11LPS)                             ABCIPQX   25000000   KOE   TIVO
YHF   NTAP   NetApp. Inc. (12LPS)                           ABCIPQX   25000000   ZEE   TIVO
VYJ   NTES   NETEASE COM INC (11LPS)                        ABCIPQX   25000000   WJT   TJX
YNT   NTES   NETEASE.COM INC (12LPS)                        ABCIPQX   25000000   VJT   TJX
OOJ   NFLX   NETFLIX INC (11LPS)                            ABCIPQX   25000000   YKW   TOL
OEN   NFLX   NETFLIX INC (11LPS) Wrap                       ABCIPQX   25000000   OTY   TOL
WHU NFLX     NETFLIX INC (12LPS)                            ABCIPQX   25000000   LTU   TOT
XTM   NETL   NETLOGIC MICROSYSTEMS INC (11LPS)              ABCIPQX   50000000   ZDT   TOT
LOF   NETL   Netlogic Microsystems, Inc. (12LPS)            ABCIPQX   50000000   ZOX   TM
VTD   NYB    NEW YORK COMM. BANCORP (11LPS)                 ABCIPX    25000000   LJY   TM
WTD   NYB    NEW YORK COMMNTY BANCORP INC (12LPS)           ABCIPX    25000000   VOI   RIG
ZHO   NYT    NEW YORK TIMES - CLASS A (11LPS)               ABCIPX    25000000   YDR   RIG
WIX   NWL    NEWELL RUBBERMAID INC (12LPS)                  ABCIPQX   25000000   KLS   TSL
OML   NWL    NEWELL RUBBERMAID, INC. (11LPS)                ABCIPQX   25000000   OCV   TSL
YBR   NFX    NEWFIELD EXPLORATION CO (12LPS)                ABCIPX    25000000   YJS   TRN
OHC   NFX    NEWFIELD EXPLORATION COMPANY (11LPS)           ABCIPX    25000000   XYT   TRN
VIE   NEM    NEWMONT MINING CO (11LPS)                      ABCIPQX   25000000   ZWU   TRLG
WIE   NEM    NEWMONT MINING CORP HLDG CO (12LPS)            ABCIPQX   25000000   VPA   TYC
WZU   NIHD   NII HOLDINGS INC (12LPS)                       ABCIPQX   25000000   WPA   TYC
VQD   NIHD   NII HOLDINGS, INC.(11LPS)                      ABCIPQX   25000000   OGY   TSN
WNK   NKE    NIKE INC (12LPS)                               ABCIPQX   25000000   YGK   TSN
VNK   NKE    NIKE INC. CLASS B (11LPS)                      ABCIPQX   25000000   LUA   UAUA
VJB   NE     NOBLE CORP. (11LPS)                            ABCIPQX   25000000   ZUA   UAUA
YVJ   NE     NOBLE DRILLING CORP (CAYMAN) (12LPS)           ABCIPQX   25000000   ODX   UBS
XLH   NBL    NOBLE ENERGY INC (11LPS)                       ABCIPX    25000000   YUD   UBS
WDY   NBL    NOBLE ENERGY INC (12LPS)                       ABCIPX    25000000   YJD   UYG
VOK   NOK    NOKIA CORP (11LPS)                             ABCIPQX   25000000   YDW   UYG
WIK   NOK    NOKIA CORP (12LPS)                             ABCIPQX   25000000   OZH   UPL
VHM   NAT    NORDIC AMERICAN TANKER SHIPPING, LTD (11LPS)   ABCIPX    25000000   WSS   UPL
LQO   NAT    NORDIC AMERN TANKER SHIPPING (12LPS)           ABCIPX    25000000   WXI   URE
VNZ   JWN    NORDSTROM (11LPS)                              ABCIPQX   25000000   ZRA   URE
YJY   JWN    NORDSTROM INC (12LPS)                          ABCIPQX   25000000   YHT   TBT
OGO   NSC    NORFOLK SOUTHERN CORP (11LPS)                  ABCIPQX   25000000   VUJ   UNP
YGC   NSC    NORFOLK SOUTHERN CORP (12LPS)         ABCIPQX   25000000   WUJ   UNP
KWV   NTRS   NORTHERN TRUST CORP (12LPS)           ABCIPQX   25000000   OPS   UPS
XGP   NTRS   NORTHERN TRUST CORPORATION (11LPS)    ABCIPQX   25000000   YUP   UPS
VOJ   NOC    NORTHROP GRUMMAN CORP (11LPS)         ABCIPQX   25000000   ZZM   UNG
WJO   NOC    NORTHROP GRUMMAN CORP (12LPS)         ABCIPQX   25000000   ZUF   UNG
KN    NG     NOVAGOLD RESOURCES INC (12LPS)        ABCIPX    25000000   KAN   UNG
ZAH   NVS    NOVARTIS AG (11LPS)                   ABCIPX    25000000   OLL   USO
YQL   NVLS   NOVELLUS SYS INC (12LPS)              ABCIPQX   25000000   OTJ   USO
OTN   NVLS   NOVELLUS SYSTEMS INC. (11LPS)         ABCIPQX   25000000   ZVK   USO
WYI   NRG    NRG ENERGY INC (12LPS)                ABCIPQX   25000000   KWW   USO
OBD   NRG    NRG Energy, Inc. (11LPS)              ABCIPQX   25000000   KYD   USO
XTK   NUAN   Nuance Communications, Inc. (11LPS)   ABCIPX    25000000   OUS   X
YIQ   NUAN   NUANCE COMMUNICATIONS, INC. (12LPS)   ABCIPX    25000000   WYS   X
VUB   NUE    NUCOR CORP (11LPS)                    ABCIPQX   25000000   VXU   UTX
WBN   NUE    NUCOR CORP (12LPS)                    ABCIPQX   25000000   WXU   UTX
XFQ   NTRI   NUTRI SYSTEM INC (11LPS)              ABCIPQX   25000000   OVP   UTHR
KEB   NTRI   NUTRISYSTEM INC (12LPS)               ABCIPQX   25000000   XKL   UTHR
VUZ   NUVA   NuVasive, Inc.(11LPS)                 CIPX      25000000   WUM   UTHR
YNW   NUVA   NuVasive, Inc.(12LPS)                 CIPX      25000000   VUH   UNH
YBT   NVDA   NVIDIA CORP (12LPS)                   ABCIPQX   25000000   WUH   UNH
OLI   NVDA   NVIDIA CORPORATION (11LPS)            ABCIPQX   25000000   OVU   UNM
OOX   NYX    NYSE Euronext (11LPS)                 ABCIPQX   25000000   YVM   UNM
YVX   NYX    NYSE EURONEXT (12LPS)                 ABCIPQX   25000000   ZLL   URBN
WXY   OXY    OCCIDENTAL PETE CORP (12LPS)          ABCIPQX   25000000   LTE   URBN
VXY   OXY    OCCIDENTAL PETROLEUM (11LPS)          ABCIPQX   25000000   LUL   LCC
VUD   OXY    OCCIDENTAL PETROLEUM (11LPS) Wrap     ABCIPQX   25000000   ZTG   LCC
WDP   ODP    OFFICE DEPOT INC (12LPS)              ABCIPQX   25000000   VBG   USB
VDP   ODP    OFFICE DEPOT INC. (11LPS)             ABCIPQX   25000000   WBG   USB
YYB   OMX    OFFICEMAX INC (12LPS)                 ABCIPX    25000000   WN    USU
OPH   OMX    OFFICEMAX INC. (11LPS)                ABCIPX    25000000   OFY   USU
YSO   OLN    OLIN CORP (12LPS)                     ABCIPX    25000000   VXE   USG
VUO   OLN    OLIN CORP. (11LPS)                    ABCIPX    25000000   WKM   USG
OBG   OMC    OMNICOM GROUP (11LPS)                 ABCIPX    25000000   ORU   XLU
VYV   OVTI   OMNIVISION TECHNOLOGIES (11LPS)       ABCIPX    25000000   VIY   XLU
YMV   OVTI   OMNIVISION TECHNOLOGIES INC (12LPS)   ABCIPX    25000000   VOH   VALE
OPA   ONNN   ON SEMICONDUCTOR CORP (11LPS)         ABCIPX    25000000   YGJ   VALE
WKE   ONNN   ON SEMICONDUCTOR CORP (12LPS)         ABCIPX    25000000   YKU   VRX
OQK   ONXX   ONYX PHARMACEUTICALS (11LPS)          ABCIPX    25000000   OYV   VRX
YBX   ONXX   ONYX PHARMACEUTICALS INC (12LPS)                 ABCIPX    25000000   YPY   VLO
XWM OTEX     OPEN TEXT CORPORATION (11LPS)                    ABCIPX    25000000   VHB   VLO
VOC ORCL     ORACLE CORP (11LPS)                              ABCIPQX   25000000   KGO   VCLK
WOQ ORCL     ORACLE CORPORATION (12LPS)                       ABCIPQX   25000000   XCG   VCLK
OSO   SEED   Origin Agritech Limited (11LPS)                  ABCIPQX   25000000   VOP   VWO
LVF   SEED   Origin Agritech Limited (12LPS)                  ABCIPQX   25000000   LXV   VWO
VSZ   OSK    Oshkosh Corp (11LPS)                             ABCIPX    25000000   LMX   VAR
KDW   OSK    Oshkosh Corp (12LPS)                             ABCIPX    25000000   ZMX   VAR
OIG   OSIP   OSI PHARMACEUTICALS (11LPS)                      ABCIPQX   25000000   KAP   VSEA
YIJ   OSIP   OSI PHARMACEUTICALS INC (12LPS)                  ABCIPQX   25000000   XD    VSEA
ZYU   OSG    OVERSEAS SHIPHOLDING GROUP, INC (11LPS)          ABCIPX    25000000   KPT   PAY
KXP   OSG    OVERSEAS SHIPHOLDING GRP (12LPS)                 ABCIPX    25000000   XKX   PAY
KKI   OC     OWENS CORNING INC (12LPS)                        ABCIPX    25000000   YVS   VRSN
XWN   OC     Owens Corning Inc. (11LPS)                       ABCIPX    25000000   OVS   VRSN
LZQ   OI     OWENS-ILLINOIS INC (12LPS)                       ABCIPQX   25000000   YEA   VRTX
ZQL   OI     OWENS-ILLINOIS INC. (11LPS)                      ABCIPQX   25000000   OLV   VRTX
YYQ   PCAR   PACCAR INC (12LPS)                               ABCIPQX   25000000   OWY   OVIP
OKG   PCAR   PACCAR INC. (11LPS)                              ABCIPQX   25000000   YUU   OVIP
ZTO   PALM   PALM, INC (11LPS)                                ABCIPQX   25000000   OJU   VMED
LRK   PALM   PALM, INC (12LPS)                                ABCIPQX   25000000   YW    VMED
WYW PAAS     PAN AMERICAN SILVER CORP (12LPS)                 ABCIPQX   25000000   LCL   VPHM
VZZ PAAS     PAN AMERICAN SILVER CORP. (11LPS)                ABCIPQX   25000000   ZCG   VPHM
ZGM   PNRA   PANERA BREAD CO. - CLASS A (11LPS)               ABCIPQX   25000000   VSK   V
LGM   PNRA   PANERA BREAD COMPANY CL A (12LPS)                ABCIPQX   25000000   LGB   V
OZB   PH     PARKER-HANNIFIN CORP (11LPS)                     ABCIPX    25000000   ZPB   VVUS
YRQ   PH     PARKER-HANNIFIN CORP (12LPS)                     ABCIPX    25000000   LPN   VVUS
WOS PCX      Patriot Coal Corp. (12LPS)                       ABCIPX    25000000   XJO   VMW
OKI   PCX    Patriot Coal Corporation (11LPS)                 ABCIPX    25000000   KJC   VMW
ZDN   PDCO   PATTERSON COMPANIES, INC. (11LPS)                ABCIPX    25000000   VUX   VOD
LXN   PDCO   PATTERSON COMPANIES, INC. (12LPS)                ABCIPX    25000000   WHV   VOD
ORM   PTEN   PATTERSON-UTI ENERGY (11LPS)                     ABCIPQX   25000000   VBW   VNO
YZV   PTEN   PATTERSON-UTI ENERGY INC (12LPS)                 ABCIPQX   25000000   LNE   VNO
YEV   PAYX   PAYCHEX INC (12LPS)                              ABCIPQX   25000000   LID   VMC
OAL   PAYX   PAYCHEX, INC (11LPS)                             ABCIPQX   25000000   ZRP   VMC
XNJ   PDLI   PDL BioPharma INC. (11LPS)                       ABCIPX    25000000   VBI   WFC
XIJ   PDLI   PDL BioPharma INC. (11LPS) (Cash distribution)   ABCIPX    25000000   WWT   WMT
XDO   PDLI   PDL BioPharma INC. (11LPS)(DIST)                 ACIPX     25000000   OOB   WAG
XKP   PENN   PENN NATIONAL GAMING INC (11LPS)                 ABCIPX    25000000   WFY   WAG
VP    PEP    PEPSICO (11LPS)                                      ABCIPQX   70000000   VWT   WMT
WP    PEP    PEPSICO INC (12LPS)                                  ABCIPQX   70000000   OZE   WLT
OZU   PWRD   Perfect World Co Ltd (11LPS)                         ABCIPX    25000000   ODJ   WLT
LJC   PTR    PETROCHINA CO LTD (12LPS)                            ABCIPX    25000000   XED   WLT
ZJK   PTR    PETROCHINA COMPANY (11LPS)                           ABCIPX    25000000   YZG   WLT
ZOV   PTR    PETROCHINA COMPANY (11LPS) wrap                      ABCIPX    25000000   VUW   WM
VDW   PBR    PETROLEO BRASILEIRO SA (11LPS)                       ABCIPQX   25000000   WUZ   WM
YMO   PBR    PETROLEO BRASILEIRO SA PETRO (12LPS)                 ABCIPQX   25000000   VWP   WPI
VPE   PFE    PFIZER (11LPS)                                       ABCIPQX   50000000   WKU   WPI
WPE   PFE    PFIZER INC (12LPS)                                   ABCIPQX   50000000   ODS   WFT
OYJ   PPH    PHARMACEUTICAL HOLDRS (11LPS)                        ABCIPX    25000000   YDQ   WFT
XJA   PPH    PHARMACEUTICAL HOLDRS (11LPS) (dist)                 ACIPX     25000000   ZNY   WCG
OYS   PPH    PHARMACEUTICAL HOLDRS (11LPS) (DISTRIBUTION)         ACIPX     25000000   LYN   WCG
OZV   PPH    PHARMACEUTICAL HOLDRS (11LPS) (Distribution)         ABCIPX    25000000   YFM   WLP
LKK   PM     Philip Morris Intern., Inc. (12LPS)                  ABCIPQX   25000000   OSN   WLP
XAB   PM     Philip Morris International, Inc. (11LPS)            ABCIPQX   25000000   VWF   WFC
ZXC   PXD    PIONEER NATURAL RESOURCES (11LPS)                    ABCIPX    25000000   WWR   WFC
WYZ   PXD    PIONEER NATURAL RESOURCES (12LPS)                    ABCIPX    25000000   VUY   WEN
LLK   PXP    PLAINS EXPLORATION & PROD CO (12LPS)                 ABCIPQX   25000000   ZCO   WDC
ZXL   PXP    PLAINS EXPLORATION & PROD COMP (11LPS)               ABCIPQX   25000000   YYH   WDC
ZCP   PCL    PLUM CREEK TIMBER CO (11LPS)                         ABCIPX    25000000   XEW   WNR
KJJ   PCL    PLUM CREEK TIMBER CO (12LPS)                         ABCIPX    25000000   YIE   WY
YML   PMCS   PMC SIERRA INC (12LPS)                               ABCIPQX   25000000   OMZ   WY
OHX   PMCS   PMC-SIERRA INC (11LPS)                               ABCIPQX   25000000   VOR   WHR
YRU   PMI    PMI GROUP (THE) (12LPS)                              ABCIPX    25000000   XVD   WHR
VSM   PNC    PNC FINANCIAL CORP. (11LPS)                          ABCIPQX   50000000   YOH   WHR
ZBU   PNC    PNC FINANCIAL CORP. (11LPS)                          ABCIPQX   50000000   YEH   WLL
WYL   PNC    PNC FINANCIAL SVCS GROUP INC (12LPS)                 ABCIPQX   50000000   OVK   WLL
XWR   RL     POLO RALPH LAUREN CORPORATION (11LPS)                ABCIPQX   25000000   OAW   WFMI
WXN   RL     POLO RALPH LAUREN CORPORATION (12LPS)                ABCIPQX   25000000   YDU   WFMI
OWE PLCM     POLYCOM, INC (11LPS)                                 ABCIPX    25000000   VWC   WMB
ZQF   PARD   Poniard Pharmaceuticals Inc (11LPS)                  ACIPX     25000000   WYM   WMB
VPT   POT    POTASH CORP OF SASK. (11LPS)                         ABCIPQX   25000000   XVM   WSM
XJX   POT    POTASH CORP OF SASK. (11LPS)(wrap)                   ABCIPQX   25000000   KZA   WSM
WPT   POT    POTASH CORP SASK INC (12LPS)                         ABCIPQX   25000000   VUM   PFE
VZH   UUP    PowerShares DB US Dollar Index Bullish Fund (11LPS   ABCIPQX   25000000   WSV   PFE
WJG   UUP    PowerShares DB US Dollar Index Bullish Fund (12LPS   ABCIPQX   25000000   VPQ   WYN
OZC   QQQQ   PowerShares QQQ Trust (11LPS)                        ABCIPQX   90000000   KMN   WYN
XZA   QQQQ   PowerShares QQQ Trust (11LPS) wrap              ABCIPQX   90000000   YPW   WYNN
WD    QQQQ   PowerShares QQQ Trust, Series 1 (12LPS)         ABCIPQX   90000000   VEG   WYNN
WPN   PPG    PPG INDS INC (12LPS)                            ABCIPQX   25000000   VQH   WYNN
OPL   PPG    PPG INDUSTRIES (11LPS)                          ABCIPQX   25000000   VIW   WYNN
WJW PX       PRAXAIR INC (12LPS)                             ABCIPX    25000000   VXR   XRX
ZLT   PX     PRAXAIR, INC (11LPS)                            ABCIPX    25000000   WXR   XRX
XAM   PCP    PRECISION CASTPARTS CORP (11LPS)                ABCIPX    25000000   VDJ   XLNX
VHV   PCP    PRECISION CASTPARTS CORP (11LPS) WRAP           ABCIPX    25000000   WXJ   XLNX
YAM   PCP    PRECISION CASTPARTS CORP (12LPS)                ABCIPX    25000000   VYP   XL
YCY   PCLN   PRICELINE.COM INC NEW (12LPS)                   ABCIPQX   25000000   YXE   XL
YOR   PCLN   PRICELINE.COM INC NEW (12LPS) wrap              ABCIPQX   25000000   YTN   XTO
VZJ   PCLN   PRICELINE.COM INC. (11LPS)                      ABCIPQX   25000000   OUO   XTO
VBC   PCLN   PRICELINE.COM INC. (11LPS) wrap                 ABCIPQX   25000000   VYH   YHOO
ZBJ   PCLN   PRICELINE.COM INC. (11LPS) wrap                 ABCIPQX   25000000   WYH   YHOO
VLE   PDE    PRIDE INTERNATIONAL (11LPS)                     ABCIPX    25000000   WSQ   YGE
VLW   PDE    PRIDE INTERNATIONAL (11LPS)(DIST)               ACIPX     25000000   VJF   YGE
YAD   PDE    PRIDE INTL INC DEL (12LPS)                      ABCIPX    25000000   VYX   YRCW
VGJ   PFG    PRINCIPAL FINANCIAL GROUP, INC. (11LPS)         ABCIPX    25000000   WRJ   YUM
LSJ   PFG    PRINCIPAL FINANCIAL GROUP, INC. (12LPS)         ABCIPX    25000000   VRJ   YUM
ZHB   PG     PROCTER & GAMBLE (11LPS)                        ABCIPQX   25000000   OJJ   ZLC
WPG PG       PROCTER & GAMBLE CO (12LPS)                     ABCIPQX   25000000   YEY   ZMH
ZPA PLD      PROLOGIS (11LPS)                                ABCIPQX   25000000   OFH   ZMH
WWG PLD      PROLOGIS (12LPS)                                ABCIPQX   25000000   OIO   ZION
VZK   UCO    ProShare Ultra DJ UBS Crude Oil (11LPS)         ABCIPX    25000000   YBL   ZION
WPB   UCO    ProShare Ultra DJ UBS Crude Oil (12LPS)         ABCIPX    25000000   LJP   ZOLT
XYU   UYM    ProShares Ultra Basic Materials (11LPS)         ABCIPX    25000000   VJC   ZOLT
XJK   UYM    ProShares Ultra Basic Materials (11LPS)(wrap)   ABCIPX    25000000
                         Underlying                              Position
                            Name                     Exchanges    Limit


ProShares Ultra Basic Materials (12LPS)              ABCIPX      25000000
ProShares Ultra Financials (11LPS)                   ABCIPQX     25000000
ProShares Ultra Financials (11LPS)(10sh)             ABCIPQX     25000000
ProShares Ultra QQQ (11LPS)                          ABCIPX      25000000
ProShares Ultra QQQ (11LPS) WRAP                     ABCIPX      25000000
ProShares Ultra Russell2000 (11LPS)                  ABCIPX      25000000
ProShares Ultra Russell2000 (12LPS)                  ABCIPX      25000000
ProShares Ultra S&P 500 (11LPS)                      ABCIPQX     25000000
ProShares Ultra S&P 500 (11LPS) WRAP                 ABCIPQX     25000000
ProShares Ultra S&P 500 (11LPS) wrap                 ABCIPQX     25000000
Proshares Ultrashort 20+ Year Treasury (11LPS wrap   ABCIPQX     25000000
Proshares Ultrashort 20+ Year Treasury (11LPS)       ABCIPQX     25000000
Proshares Ultrashort 20+ Year Treasury 11LP (wrap)   ABCIPQX     25000000
ProShares UltraShort Basic Materials (11LPS)         ACIPX       25000000
ProShares UltraShort Basic Materials (11LPS)(20sh)   ACIPX       25000000
ProShares UltraShort Basic Materials (12LPS)         ACIPX       25000000
ProShares UltraShort Basic Materials (12LPS)(20sh)   ACIPX       25000000
ProShares UltraShort Financials (11LPS)              ABCIPQX     25000000
ProShares UltraShort Financials (11LPS) WRAP         ABCIPQX     25000000
ProShares UltraShort Financials (11LPS) wrap         ABCIPQX     25000000
ProShares UltraShort Financials (12LPS)              ABCIPQX     25000000
ProShares UltraShort FTSE/Xinhua Ch 25(11LPS) WRAP   BCIPX       25000000
ProShares UltraShort QQQ (11LPS)                     ABCIPQX     25000000
ProShares UltraShort QQQ (11LPS) WRAP                ABCIPQX     25000000
ProShares UltraShort Real Estate (11LPS)             ABCIPX      25000000
ProShares UltraShort Real Estate (11LPS)             ABCIPQX     25000000
ProShares UltraShort Real Estate (11LPS)(20sh)       ABCIPX      25000000
ProShares UltraShort Real Estate (11LPS)(20sh)       ABCIPQX     25000000
ProShares UltraShort Real Estate (12LPS)             ABCIPQX     25000000
ProShares UltraShort Real Estate (12LPS)(20sh)       ABCIPQX     25000000
ProShares UltraShort S&P 500 (11LPS)        ABCIPQX   25000000
ProShares UltraShort S&P 500 (11LPS) wrap   ABCIPQX   25000000
ProShares UltraShort S&P 500 (11LPS) Wrap   ABCIPQX   25000000
PRUDENTIAL FINANCIAL (11LPS)                ABCIPQX   25000000
PRUDENTIAL FINANCIAL INC (12LPS)            ABCIPQX   25000000
Pulte Group, Inc. (11LPS)                   ABCIPQX   50000000
Pulte Group, Inc. (12LPS)                   ABCIPQX   50000000
QLOGIC CORP (12LPS)                         ABCIPQX   25000000
QLOGIC CORPORATION (11LPS)                  ABCIPQX   25000000
QUALCOMM INC (11LPS)                        ABCIPQX   25000000
QUALCOMM INC (12LPS)                        ABCIPQX   25000000
QUANTA SERVICES (11LPS)                     ABCIPX    25000000
QUANTA SERVICES INC (12LPS)                 ABCIPX    25000000
QUICKSILVER RESOURCES (11LPS)               ABCIPX    25000000
QUICKSILVER RESOURCES INC (12LPS)           ABCIPX    25000000
QWEST COMMUNICATIONS (11LPS)                ABCIPX    25000000
RADIAN GROUP (11LPS)                        ABCIPX    25000000
RADIAN GROUP INC (12LPS)                    ABCIPX    25000000
RADIOSHACK CORP (12LPS)                     ABCIPQX   25000000
RADIOSHACK CORP. (11LPS)                    ABCIPQX   25000000
RAMBUS INC (11LPS)                          ABCIPQX   25000000
RAMBUS INC (12LPS)                          ABCIPQX   25000000
RANGE RESOURCES CORP (12LPS)                ABCIPQX   25000000
RANGE RESOURCES CORPORATION (11LPS)         ABCIPQX   25000000
Raser Technologies Inc (11LPS)              ABCIPX    25000000
RAYTHEON CO (11LPS)                         ABCIPQX   25000000
RAYTHEON COMPANY NEW (12LPS)                ABCIPQX   25000000
RED HAT INC. (12LPS)                        ABCIPQX   25000000
RED HAT, INC. (11LPS)                       ABCIPQX   25000000
REDWOOD TRUST (11LPS)                       ABCIPX    25000000
REGIONAL BANK HOLDRS (11LPS)                ABCIPX    25000000
REGIONAL BANK HOLDRS (11LPS) Wrap           ABCIPX    25000000
REGIONS FINANCIAL CORP (11LPS)              ABCIPQX   25000000
REGIONS FINANCIAL CORP NEW (12LPS)          ABCIPQX   25000000
RESEARCH IN MOTION LIMITED (12LPS)          ABCIPQX   25000000
RESEARCH IN MOTION LMTD (11LPS)             ABCIPQX   25000000
RESEARCH IN MOTION LMTD (11LPS) wrap        ABCIPQX   25000000
RETAIL HLDRS TR (12LPS)                     ABCIPQX   25000000
RETAIL HOLDRS TRUST (11LPS)              ABCIPQX    25000000
REYNOLDS AMERICAN INC (12LPS)            ABCIPX     25000000
REYNOLDS AMERICAN INC. (11LPS)           ABCIPX     25000000
RF MICRO DEVICES (11LPS)                 ABCIPX     25000000
RF MICRO DEVICES INC (12LPS)             ABCIPX     25000000
RIGEL PHARMACEUTICALS INC (11LPS)        ABCIPX     25000000
RIGEL PHARMACEUTICALS NEW (12LPS)        ABCIPX     25000000
Rino International Corporation (11LPS)   ABCIPX     25000000
Rino International Corporation (12LPS)   ABCIPX     25000000
RIO TINTO PLC ADS (11LPS)                ACIPX     100000000
RIO TINTO PLC ADS (11LPS) WRAP           ACIPX     100000000
RIO TINTO PLC ADS (12LPS)                ACIPX     100000000
RIO TINTO PLC ADS (12LPS) (WRAP)         ACIPX     100000000
RIO TINTO PLC ADS (12LPS) (WRAP)         ACIPX     100000000
RIVERBED TECHNOLOGY INC (12LPS)          ABCIPQX    25000000
Riverbed Technology, Inc. (11LPS)        ABCIPQX    25000000
ROSS STORES, INC. (11LPS)                ABCIPX     25000000
ROSS STORES, INC. (12LPS)                ABCIPX     25000000
ROWAN COMPANIES INC. (11LPS)             ABCIPQX    25000000
ROWAN COS INC (12LPS)                    ABCIPQX    25000000
ROYAL BANK OF CANADA (11LPS)             ABCIPX     25000000
ROYAL CARIBBEAN CRUISES (11LPS)          ABCIPQX    25000000
ROYAL CARIBBEAN CRUISES LTD (12LPS)      ABCIPQX    25000000
ROYAL GOLD INC (12LPS)                   ABCIPX     25000000
ROYAL GOLD, INC. (11LPS)                 ABCIPX     25000000
RRI Energy, Inc. (11LPS)                 ABCIPQX    25000000
RRI Energy, Inc. (12LPS)                 ABCIPQX    25000000
RYDER SYSTEMS INC. (11LPS)               ABCIPX     25000000
RYLAND GROUP INC (12LPS)                 ABCIPQX    25000000
SAFEWAY INC (12LPS)                      ABCIPQX    25000000
SAFEWAY, INC. (11LPS)                    ABCIPQX    25000000
SAINT JUDE MEDICAL INC. (11LPS)          ABCIPQX    25000000
SAKS INC (12LPS)                         ABCIPX     25000000
Saks, Inc. (11LPS)                       ABCIPX     25000000
SALIX PHARMACEUTICALS LTD. (11LPS)       ACIPX      25000000
SALIX PHARMACEUTICALS LTD. (12LPS)       ACIPX      25000000
SANDISK CORP (11LPS)                     ABCIPQX    25000000
SANDISK CORPORATION (12LPS)              ABCIPQX    25000000
Sandridge Energy, Inc. (11LPS)                   ABCIPQX   25000000
Sandridge Energy, Inc. (12LPS)                   ABCIPQX   25000000
SAP AG (11LPS)                                   ABCIPQX   25000000
SAP AG (12LPS)                                   ABCIPQX   25000000
SARA LEE CORPORATION (11LPS)                     ABCIPX    25000000
SAVIENT PHARMACEUTICALS INC (11LPS)              ABCIPQX   25000000
SAVIENT PHARMACEUTICALS INC(12LPS)               ABCIPQX   25000000
SBA COMMUNICATIONS CORPORATION (11LPS)           ABCIPX    25000000
SCHERING PLOUGH CORP (12LPS)(merger)             ABCIPQX   50000000
SCHERING-PLOUGH CORP (11LPS)(merger)             ABCIPQX   50000000
SCHLUMBERGER LTD (11LPS)                         ABCIPQX   25000000
SCHLUMBERGER LTD (12LPS)                         ABCIPQX   25000000
SCHNITZER STEEL INDUSTRIES (11LPS)               ABCIPX    25000000
SCHNITZER STEEL INDUSTRIES (12LPS)               ABCIPX    25000000
SCHNITZER STEEL INDUSTRIES, INC (11LPS) (WRAP)   ABCIPX    25000000
SCHWAB (CHARLES) CORP (11LPS)                    ABCIPQX   25000000
SCHWAB CHARLES CORPORATION (12LPS)               ABCIPQX   25000000
SEABRIDGE GOLD INC (11LPS)                       ABCIPX     7500000
SEABRIDGE GOLD INC (12 LPS)                      ABCIPX     7500000
SEAGATE TECHNOLOGY (11LPS)                       ABCIPQX   25000000
SEAGATE TECHNOLOGY (12LPS)                       ABCIPQX   25000000
SEARS HOLDING CORP (12LPS)                       ABCIPQX   25000000
SEARS HOLDING CORP (12LPS) wrap                  ABCIPQX   25000000
Sears Holdings Corporation (11LPS)               ABCIPQX   25000000
Sears Holdings Corporation (11LPS) (WRAP)        ABCIPQX   25000000
SELECT SCTR SPDR FD CONS DISCR (12LPS)           ABCIPQX   25000000
SEMICONDUCTOR HOLDING CO RCPTS (12LPS)           ABCIPQX   25000000
SEMICONDUCTOR HOLDRS (11LPS)                     ABCIPQX   25000000
SEQUENOM INC (12LPS)                             ABCIPX    25000000
Sequenom Inc. (11LPS)                            ABCIPX    25000000
SHANDA INTERACTIVE ENT LTD (12LPS)               ABCIPQX   25000000
SHANDA INTERACTIVE ENTERAINMENT (11LPS)          ABCIPQX   25000000
SHAW GROUP INC (12LPS)                           ABCIPQX   25000000
SHAW GROUP, INC. (11LPS)                         ABCIPQX   25000000
SHERWIN WILLIAMS CO (11LPS)                      ABCIPQX   25000000
SHERWIN WILLIAMS CO (12LPS)                      ABCIPQX   25000000
Shire PLC ADS (11LPS)                            ABCIPX    25000000
SIGMA DESIGNS INC (12LPS)                        ABCIPQX   25000000
SIGMA DESIGNS, INC. (11LPS)                   ABCIPQX   25000000
Silicon Graphics International Corp (11LPS)   ABCIPX     7500000
SILICON LABORATORIES INC (12LPS)              ABCIPX    25000000
SILICON LABORATORIES INC. (11LPS)             ABCIPX    25000000
Siliver Wheaton Corp (11LPS)                  ABCIPQX   25000000
Siliver Wheaton Corp (12LPS)                  ABCIPQX   25000000
SILVER STANDARD RESOURCES , INC (11LPS)       ABCIPX    25000000
SILVER STANDARD RESOURCES IN (12LPS)          ABCIPX    25000000
SIMON PROPERTY GROUP INC NEW (12LPS)          ABCIPQX   25000000
SIMON PROPERTY GROUP, INC. (11LPS)            ABCIPQX   25000000
SIMON PROPERTY GROUP, INC. (11LPS) wrap       ABCIPQX   25000000
SINA CORP (11LPS)                             ABCIPQX   25000000
SINA CORPORATION (12LPS)                      ABCIPQX   25000000
Sirius XM Radio Inc (11LPS)                   ACIPQX    25000000
Sirius XM Radio Inc (12LPS)                   ACIPQX    25000000
SKYWORKS SOLUTIONS INC (12LPS)                ABCIPX    25000000
SKYWORKS SOLUTIONS, INC. (11LPS)              ABCIPX    25000000
SL Green Realty Corp. (11LPS)                 ABCIPX    25000000
SLM CORP (11LPS)                              ABCIPQX   25000000
SLM CORP (12LPS)                              ABCIPQX   25000000
SMITH INTERNATIONAL (11LPS)                   ABCIPQX   25000000
SMITH INTERNATIONAL (12LPS)                   ABCIPQX   25000000
SMITHFIELD FOODS (11LPS)                      ABCIPQX   25000000
SMITHFIELD FOODS INC (VA) (12LPS)             ABCIPQX   25000000
SOHU.COM INC (11LPS)                          ABCIPQX   25000000
SOHU.COM INCORPORATED (12LPS)                 ABCIPQX   25000000
Solarfun Power Holdings Co., Ltd. (11LPS)     ABCIPX    25000000
Solarfun Power Holdings Co., Ltd. (12LPS)     ABCIPX    25000000
SONY CORP (12LPS)                             ABCIPQX   25000000
SONY CORPORATION (11LPS)                      ABCIPQX   25000000
SOUTHERN COPPER CORPORATION (11LPS)           ABCIPX    25000000
SOUTHERN CO (11LPS)                           ABCIPX    25000000
SOUTHERN COMPANY (12LPS)                      ABCIPX    25000000
SOUTHERN COPPER CORPORATION (12LPS)           ABCIPX    25000000
SOUTHWEST AIRLINES CO (11LPS)                 ABCIPQX   25000000
SOUTHWEST AIRLINES CO (12LPS)                 ABCIPQX   25000000
SOUTHWESTERN ENERGY COMPANY (11LPS)           ABCIPQX   25000000
SOUTHWESTERN ENERGY COMPANY(12LPS)            ABCIPQX   25000000
SOVEREIGN BANCORP(11LPS)(merger)        ABCIP      50000000
SPDR FD CONSUMER STAPLES (12LPS)        ABCIPQX    25000000
SPDR FD FINANCIAL (12LPS)               ABCIPQX    25000000
SPDR FD HLTHCARE SELECT (12LPS)         ABCIPX     25000000
SPDR FD INDUSTRIAL (12LPS)              ABCIPQX    25000000
SPDR FD MATERIALS SELECT SECT (12LPS)   ABCIPQX    25000000
SPDR FD TECHNOLOGY (12LPS)              ABCIPQX    25000000
SPDR FD UTILITIES (12LPS)               ABCIPQX    25000000
SPDR HOMEBUILDERS ETF (12LPS)           ABCIPQX    25000000
SPDR KBW Regional Banking ETF (11LPS)   ABCIPQX    25000000
SPDR KBW Regional Banking ETF (12LPS)   ABCIPQX    25000000
SPDR RETAIL ETF (12LPS)                 ABCIPQX    25000000
SPDR S&P Homebuilders ETF (11LPS)       ABCIPQX    25000000
SPDR S&P MidCap 400 ETF Trust (11LPS)   ABCIPQX    25000000
SPDR S&P MidCap 400 ETF Trust (11LPS)   ABCIPQX    25000000
SPDR S&P MidCap 400 ETF Trust (12LPS)   ABCIPQX    25000000
SPDR S&P Retail ETF (11LPS)             ABCIPQX    25000000
SPDR S&P Retail ETF (11LPS)             ABCIPQX    25000000
SPDR S&P Retail ETF (11LPS) wrap        ABCIPQX    25000000
SPECTRUM PHARM INC. (12LPS)             ABCIPX     25000000
SPECTRUM PHARMACEUTICALS (11LPS)        ABCIPX     25000000
SPRINT NEXTEL CORP. (11LPS)             ABCFIPQX   25000000
SPRINT NEXTEL CORPORATION (12LPS)       ABCIPQX    25000000
SPY Option (LPS-DEC)                    ABCIPQX    30000000
SPY Option (LPS-DEC)                    ABCIPQX    30000000
SPY Option (LPS-DEC)                    ABCIPQX    30000000
SPY Option (LPS-DEC)                    ABCIPQX    30000000
ST JOE COMPANY (12LPS)                  ABCIPX     25000000
ST JUDE MEDICAL INC (12LPS)             ABCIPQX    25000000
ST. JOE CORPORATION (11LPS)             ABCIPX     25000000
STAPLES INC (12LPS)                     ABCIPQX    25000000
STAPLES INC. (11LPS)                    ABCIPQX    25000000
STARBUCKS CORP (11LPS)                  ABCIPQX    25000000
STARBUCKS CORP (12LPS)                  ABCIPQX    25000000
STATE STREET BOSTON (11LPS)             ABCIPX     25000000
STATE STREET CORP (12LPS)               ABCIPX     25000000
STEC Inc. (11LPS)                       ABCIPQX    25000000
STEEL DYNAMICS INC (11LPS)              ABCIPX     25000000
STEEL DYNAMICS INC (12LPS)               ABCIPX    25000000
STILLWATER MINING CO (11LPS)             ABCIPX    25000000
STILLWATER MINING CO (12LPS)             ABCIPX    25000000
STRYKER CORP (11LPS)                     ABCIPQX   25000000
STRYKER CORP (12LPS)                     ABCIPQX   25000000
SUNCOR ENERGY (11LPS)                    ABCIPQX   25000000
SUNCOR ENERGY INC (12LPS)                ABCIPQX   25000000
SUNOCO INC (12LPS)                       ABCIPQX   25000000
SUNOCO, INC (11LPS)                      ABCIPQX   25000000
SUNPOWER CORP (12LPS)                    ABCIPQX   25000000
SunPower Corporation (11LPS)             ABCIPQX   25000000
SUNTECH POWER HOLDINGS CO (12LPS)        ABCIPQX   25000000
Suntech Power Holdings Co Ltd (11LPS)    ABCIPQX   25000000
SUNTRUST BANKS INC (12LPS)               ABCIPQX   25000000
SUNTRUST BANKS, INC. (11LPS)             ABCIPQX   25000000
SUPERVALU INC. (11LPS)                   ABCIPQX   25000000
SUPERVALUE, INC (12LPS)                  ABCIPQX   25000000
SYMANTEC CORP (12LPS)                    ABCIPQX   25000000
SYMANTEC CORPORATION (11LPS)             ABCIPQX   25000000
SYNAPTICS INC (12LPS)                    ABCIPQX   25000000
SYNAPTICS, INC. (11LPS)                  ABCIPQX   25000000
SYNOVOUS FINANCIAL CORP (11LPS)          ABCIPX    25000000
SYNOVUS FIN CORP (12LPS)                 ABCIPX    25000000
SYSCO CORP (11LPS)                       ABCIPQX   25000000
SYSCO CORP (12LPS)                       ABCIPQX   25000000
T. ROWE PRICE GROUP INC (11LPS)          ABCIPQX   25000000
T. ROWE PRICE GROUP INC (12LPS)          ABCIPQX   25000000
TAiwan Semiconductor Mfg. Co. (11LPS)    ABCIPX    25000000
TAiwan Semiconductor Mfg. Co. (12 LPS)   ABCIPX    25000000
TAKE TWO INTERACTIVE SOFTWARE (12LPS)    ABCIPX    25000000
TAKE-TWO INTERACT SOFT (11LPS)           ABCIPX    25000000
TALBOTS INC (11LPS)                      ABCIPX    25000000
TALBOTS INC (12LPS)                      ABCIPX    25000000
TALISMAN ENERGY INC (11LPS)              ABCIPQX   25000000
TARGET CORPORATION (11LPS)               ABCIPQX   25000000
TARGET CORPORATION (12LPS)               ABCIPQX   25000000
TASER INTERNATIONAL INC (11LPS)          ABCIPX    25000000
TCF FINANCIAL CORP. (11LPS)              ABCIPX    25000000
TECH SECTOR SPDR (11LPS) Wrap                  ABCIPQX   25000000
Teck Cominco Limited Class B (12LPS)           ABCIPX    25000000
Teck Resources LTD (11LPS)                     ABCIPX    25000000
TEEKAY CORP (12LPS)                            ABCIPX    25000000
Teekay Corp (11LPS)                            ABCIPX    25000000
TELLABS INC (12LPS)                            ABCIPQX   25000000
TELLABS, INC. (11LPS)                          ABCIPQX   25000000
TEMPUR-PEDIC INTL INC (11LPS)                  ABCIPX    25000000
TENET HEALTHCARE (11LPS)                       ABCIPX    25000000
TENET HEALTHCARE CORP (12LPS)                  ABCIPX    25000000
TERADYNE INC (12LPS)                           ABCIPX    25000000
TERADYNE,INC (11LPS)                           ABCIPX    25000000
TEREX CORP NEW (12LPS)                         ABCIPQX   25000000
TEREX CORPORATION (11LPS)                      ABCIPQX   25000000
Terra Nova Royalty Corporation (11LPS)         CIPX       5000000
Terra Nova Royalty Corporation (12LPS)         CIPX       5000000
TESORO CORP (11LPS)                            ABCIPQX   25000000
TESORO CORPORATION (12LPS)                     ABCIPQX   25000000
TESSERA TECHNOLIGIES INC (12LPS)               ABCIPX    25000000
TESSERA TECHNOLOGIES (11LPS)                   ABCIPX    25000000
TEVA PHARM INDS (12LPS)                        ABCIPQX   25000000
TEVA PHARMACEUTICAL (11LPS)                    ABCIPQX   25000000
TEXAS INSTRUMENTS (11LPS)                      ABCIPQX   25000000
TEXAS INSTRUMENTS INC (12LPS)                  ABCIPQX   25000000
TEXTRON INC (12LPS)                            ABCIPQX   25000000
TEXTRON INC. (11LPS)                           ABCIPQX   25000000
THE MANITOWOC COMPANY (11LPS)                  ABCIPX    25000000
THE NEWS CORP. (NEW) CL A (11LPS)              ABCIPX    25000000
THE RYLAND GROUP, INC (11LPS)                  ABCIPQX   25000000
THE TRAVELERS COMPANIES INC (12LPS)            ABCIPX    25000000
The Travelers Companies, Inc. (11LPS)          ABCIPX    25000000
The Western Union Company (11LPS)              ABCIPX    25000000
THE WESTERN UNION COMPANY (12LPS)              ABCIPX    25000000
Thoratec Corp. (11LPS)                         ABCIPX    25000000
TIFFANY & CO NEW (12LPS)                       ABCIPQX   25000000
TIFFANY & CO. (11LPS)                          ABCIPQX   25000000
TIME WARNER INC (11LPS)                        ABCIPQX   25000000
TIME WARNER INC (11LPS) (Reverse Split/Dist)   ACIPQX    25000000
TIME WARNER INC (11LPS)(dist)                ABCIPQX   25000000
TIme Warner, Inc (12LPS)                     ABCIPQX   25000000
Time Warner, Inc. (12LPS)(dist)              ABCIPQX   25000000
TITANIUM METALS CORP NEW (12LPS)             ABCIPQX   25000000
TITANIUM METALS CORPORATION (11LPS)          ABCIPQX   25000000
TIVO INC (12LPS)                             ABCIPX    25000000
TIVO, INC. (11LPS)                           ABCIPX    25000000
TJX COMPANIES INC NEW (12LPS)                ABCIPQX   25000000
TJX COMPANIES, INC. (11LPS)                  ABCIPQX   25000000
TOLL BROS INC (12LPS)                        ABCIPQX   25000000
TOLL BROTHERS INC (11LPS)                    ABCIPQX   25000000
TOTAL S.A. ( 12LPS)                          ABCIPX    25000000
TOTAL S.A. (11LPS)                           ABCIPX    25000000
TOYOTA MOTOR CORP (11LPS)                    ABCIPQX   25000000
TOYOTA MOTOR CORP (12LPS)                    ABCIPQX   25000000
Transocean Ltd (11LPS)                       ABCIPQX   25000000
TRANSOCEAN LTD (12LPS)                       ABCIPQX   25000000
TRINA SOLAR LIMITED (12LPS)                  ABCIPX    50000000
Trina Solar Ltd. (ADS) (11LPS)               ABCIPX    50000000
TRINITY INDUSTRIES INC (12LPS)               ABCIPX    25000000
TRINITY INDUSTRIES INC. (11LPS)              ABCIPX    25000000
TRUE RELIGION APPAREL INC (11LPS)            ABCIPX    25000000
TYCO INTERNATIONAL (11LPS)                   ABCIPQX   25000000
TYCO INTERNATIONAL LTD (12LPS)               ABCIPQX   25000000
TYSON FOODS INC (11LPS)                      ABCIPQX   25000000
TYSON FOODS INC (12LPS)                      ABCIPQX   25000000
UAL CORP (12LPS)                             ABCIPQX   25000000
UAL Corporation (11LPS)                      ABCIPQX   25000000
UBS AG (11LPS)                               ABCIPQX   25000000
UBS AG NEW (12LPS)                           ABCIPQX   25000000
ULTRA FINANCIALS PROSHARES (12LPS)           ABCIPQX   25000000
ULTRA FINANCIALS PROSHARES (12LPS)(10sh)     ABCIPQX   25000000
ULTRA PETROLEUM CORP (11LPS)                 ABCIPQX   25000000
ULTRA PETROLEUM CORP (12LPS)                 ABCIPQX   25000000
ULTRA REAL ESTATE (12LPS)                    ABCIPX    25000000
ULTRA REAL ESTATE (12LPS)(20sh)              ABCIPX    25000000
ULTRASHORT LEHMAN 20 YT PRO SHARES (12LPS)   ABCIPQX   25000000
UNION PACIFIC (11LPS)                        ABCIPQX   25000000
UNION PACIFIC CORP (12LPS)                    ABCIPQX   25000000
UNITED PARCEL SERVICES (11LPS)                ABCIPQX   25000000
UNITED PARCEL SVC INC (12LPS)                 ABCIPQX   25000000
United States Natural Gas Fund (11LPS)        ABCIPQX   25000000
United States Natural Gas Fund (11LPS) Wrap   ABCIPQX   25000000
United States Natural Gas Fund (12LPS)        ABCIPQX   25000000
United States Oil Fund (11LPS)                ABCIPQX   25000000
United States Oil Fund (11LPS)                ABCIPQX   25000000
United States Oil Fund (11LPS) wrap           ABCIPQX   25000000
UNITED STATES OIL FUND, L.P. (12LPS)          ABCIPQX   25000000
UNITED STATES OIL FUND, L.P. (12LPS) wrap     ABCIPQX   25000000
UNITED STATES STEEL (11LPS)                   ABCIPQX   25000000
UNITED STATES STEEL CORP (12LPS)              ABCIPQX   25000000
UNITED TECHNOLOGIES (11LPS)                   ABCIPQX   25000000
UNITED TECHNOLOGIES CORP (12LPS)              ABCIPQX   25000000
UNITED THERAPEUTICS (11LPS)                   ABCIPX    40000000
UNITED THERAPEUTICS (11LPS) wrap              ABCIPX    40000000
UNITED THERAPEUTICS CORP (12LPS)              ABCIPX    40000000
UNITEDHEALTH GROUP INC (11LPS)                ABCIPQX   25000000
UNITEDHEALTH GROUP INC (12LPS)                ABCIPQX   25000000
Unum Group (11LPS)                            ABCIPX    25000000
Unum Group (12LPS)                            ABCIPX    25000000
URBAN OUTFITTERS (11LPS)                      ABCIPQX   25000000
URBAN OUTFITTERS INC (12LPS)                  ABCIPQX   25000000
US AIRWAYS GROUP INC. (12LPS)                 ABCIPQX   25000000
US AIRWAYS GROUP, INC (11LPS)                 ABCIPQX   25000000
US BANCORP (11LPS)                            ABCIPQX   25000000
US BANCORP NEW (12LPS)                        ABCIPQX   25000000
USEC INC (12LPS)                              ABCIPX    25000000
USEC, INC. (11LPS)                            ABCIPX    25000000
USG CORP (11LPS)                              ABCIPX    25000000
USG CORP (12LPS)                              ABCIPX    25000000
UTILITIES SECTOR SPDR (11LPS)                 ABCIPQX   25000000
UTILITIES SECTOR SPDR (11LPS) wrap            ABCIPQX   25000000
Vale S.A. (11LPS)                             ABCIPQX   25000000
Vale S.A. (12LPS)                             ABCIPQX   25000000
VALEANT PHARMACEUTICALS INTL (12LPS)          ABCIPX    25000000
VALEANT PHARMACEUTICALS INTL. (11LPS)         ABCIPX    25000000
VALERO ENERGY CORP (12LPS)                   ABCIPQX   25000000
VALERO ENERGY CORP. (11LPS)                  ABCIPQX   25000000
VALUECLICK INC (12LPS)                       ABCIPQX   25000000
VALUECLICK, INC. (11LPS)                     ABCIPQX   25000000
Vanguard Emerging Markets ETF (11LPS)        ACIPX     25000000
Vanguard Emerging Markets ETF (12LPS)        ACIPX     25000000
VARIAN MEDICAL SYSTEMS INC (12LPS)           ABCIPX    25000000
VARIAN MEDICAL SYSTEMS, INC. (11LPS)         ABCIPX    25000000
VARIAN SEMI EQMT ASSOC INC (12LPS)           ABCIPX    25000000
VARIAN SEMICONDUCTOR EQUIPMENT (11LPS)       ABCIPX    25000000
VERIFONE HOLDINGS INC. (12LPS)               ABCIPX    25000000
VERIFONE HOLDINGS, INC (11LPS)               ABCIPX    25000000
VERISIGN INC (12LPS)                         ABCIPQX   25000000
VERISIGN, INC. (11LPS)                       ABCIPQX   25000000
VERTEX PHARMACEUTICALS (12LPS)               ABCIPQX   25000000
VERTEX PHARMACTLS (11LPS)                    ABCIPQX   25000000
VIMPEL COMMUNICATIONS (11LPS)                ABCIPX    25000000
VIMPEL COMMUNICATIONS (12LPS)                ABCIPX    25000000
Virgin Media Inc (11LPS)                     ABCIPX    25000000
Virgin Media, Inc. (12LPS)                   ABCIPX    25000000
VIROPHARMA INC. (12LPS)                      ABCIPX    25000000
VIROPHARMA INCORPORATION (11LPS)             ABCIPX    25000000
Visa Inc. (11LPS)                            ABCIPQX   25000000
Visa Inc. (12LPS)                            ABCIPQX   25000000
VIVUS (11LPS)                                ABCIPX    25000000
VIVUS (12LPS)                                ABCIPX    25000000
VMware Inc. (11LPS)                          ABCIPQX   25000000
VMware, Inc. (12LPS)                         ABCIPQX   25000000
VODAFONE GROUP PLC (11LPS)                   ABCIPX    25000000
VODAFONE GROUP PLC (12LPS)                   ABCIPX    25000000
VORNADO REALTY TRUST (11LPS)                 ABCIPQX   25000000
VORNADO REALTY TRUST (12LPS)                 ABCIPQX   25000000
VULCAN MATERIALS CO (12LPS)                  ABCIPQX   25000000
VULCAN MATERIALS CO. (11LPS)                 ABCIPQX   25000000
WACHOVIA CORPORATION (NEW) (11LPS)(merger)   ACIPQX    50000000
WAL MART STORES INC (12LPS)                  ABCIPQX   25000000
WALGREEN CO (11LPS)                          ABCIPQX   25000000
WALGREEN CO (12LPS)                          ABCIPQX   25000000
WAL-MART STORES INC (11LPS)            ABCIPQX   25000000
Walter Energy, Inc. (11LPS)            ABCIPX    25000000
Walter Energy, Inc. (11LPS) (dist)     ACIPX     25000000
Walter Energy, Inc. (11LPS) Wrap       ABCIPX    25000000
WALTER ENERGY, INC. (12LPS)            ABCIPX    25000000
WASTE MANAGEMENT INC (11LPS)           ABCIPQX   25000000
WASTE MANAGEMENT INC. (12LPS)          ABCIPQX   25000000
WATSON PHARMACEUTICALS (11LPS)         ABCIPX    25000000
WATSON PHARMACEUTICALS INC (12LPS)     ABCIPX    25000000
WEATHERFORD INTL (11LPS)               ABCIPQX   25000000
WEATHERFORD INTL INC BERMUDA (12LPS)   ABCIPQX   25000000
WELLCARE HEALTH PLAN INC (11LPS)       ABCIPX    25000000
WELLCARE HEALTH PLANS INC (12LPS)      ABCIPX    25000000
WELLPOINT INC (12LPS)                  ABCIPQX   25000000
WellPoint, Inc. (11LPS)                ABCIPQX   25000000
WELLS FARGO & CO (11LPS)               ABCIPQX   50000000
WELLS FARGO & CO NEW (12LPS)           ABCIPQX   50000000
WENDYS ARBY'S GROUP (11LPS)            ABCIPX    25000000
WESTERN DIGITAL CORP (11LPS)           ABCIPQX   25000000
WESTERN DIGITAL CORP (12LPS)           ABCIPQX   25000000
WESTERN REFINING INC (11LPS)           ABCIPQX   25000000
WEYERHAEUSER CO (12LPS)                ABCIPQX   25000000
WEYERHAUSER CO (11LPS)                 ABCIPQX   25000000
WHIRLPOOL CORP (11LPS)                 ABCIPQX   25000000
WHIRLPOOL CORP (11LPS) wrap            ABCIPQX   25000000
WHIRLPOOL CORP (12LPS)                 ABCIPQX   25000000
WHITING PETROLEUM CORP (12LPS)         ABCIPX    25000000
Whiting Petroleum Corp. (11LPS)        ABCIPX    25000000
WHOLE FOODS MARKET (11LPS)             ABCIPQX   25000000
WHOLE FOODS MKT INC (12LPS)            ABCIPQX   25000000
WILLIAMS COMPANIES (11LPS)             ABCIPQX   25000000
WILLIAMS COS INC (12LPS)               ABCIPQX   25000000
WILLIAMS-SONOMA INC (11LPS)            ABCIPX    25000000
WILLIAMS-SONOMA INC (12LPS)            ABCIPX    25000000
WYETH (11LPS)(merger)                  ABCIPQX   50000000
WYETH (12LPS)(merger)                  ABCIPQX   50000000
Wyndham Worldwide Corp (11LPS)         ABCIPQX   25000000
Wyndham Worldwide Corp (12LPS)         ABCIPQX   25000000
WYNN RESORTS LTD (12LPS)                       ABCIPQX    25000000
Wynn Resorts, Limited (11LPS)                  ABCIPQX    25000000
Wynn Resorts, Limited (11LPS) wrap(DIST)       ABCIPQX    25000000
Wynn Resorts, Limited (11LPS)(dist)            ABCIPQX    25000000
XEROX CORP (11LPS)                             ABCIPQX   148250000
XEROX CORP (12LPS)                             ABCIPQX   148250000
XILINX INC (11LPS)                             ABCIPQX    25000000
XILINX INC (12LPS)                             ABCIPQX    25000000
XL CAPITAL LTD (11LPS)                         ABCIPQX    25000000
XL CAPITAL LTD (12LPS)                         ABCIPQX    25000000
XTO ENERGY INC (12LPS)                         ABCIPQX    25000000
XTO ENERGY INC. (11LPS)                        ABCIPQX    25000000
YAHOO INC (11LPS)                              ABCIPQX    25000000
YAHOO! INC (12LPS)                             ABCIPQX    25000000
YINGLI GREEN ENERGY HOLDING CO LTD (12LPS)     ABCIPX     25000000
Yingli Green Energy Holding Co., Ltd (11LPS)   ABCIPX     25000000
YRC Worldwide Inc. (11LPS)                     ABCIPQX    25000000
YUM BRANDS INC (12LPS)                         ABCIPQX    25000000
YUM! BRANDS, INC.(11LPS)                       ABCIPQX    25000000
ZALE CORP (11LPS)                              ABCIPX     25000000
ZIMMER HOLDINGS INC (12LPS)                    ABCIPX     25000000
ZIMMER HOLDINGS, INC.(11LPS)                   ABCIPX     25000000
ZIONS BANCORP (11LPS)                          ABCIPQX    25000000
ZIONS BANCORP (12LPS)                          ABCIPQX    25000000
ZOLTEK COMPANIES INC (10LPS)                   ABCIPX     25000000
ZOLTEK COMPANIES INC (11LPS)                   ABCIPX     25000000
Option    Stock                             Underlying                            Position        Option         Stock
Symbol Symbol                                  Name                   Exchanges    Limit          Symbol     Symbol


XAI      XAL      AMEX AIRLINE INDEX                                  A              31500       NZD       NZD
XXA      XAL      AMEX AIRLINE INDEX                                  A              31500       NDF       NZD
XNG      XNG      AMEX NATURAL GAS INDEX                              A              31500       NDH       NZD
XNZ      XNG      AMEX NATURAL GAS INDEX (Wrap)                       A              31500       NYQ       NZD
XTD      XNG      AMEX NATURAL GAS INDEX (Wrap)                       A              31500       AUM       AUM
EUR      EUR      EUROTOP 100 OPEN/EURO INDEX                         A              25000       EUU       EUU
CYC      CYC      M. STANLEY CYCLICAL OPEN/EURO                       A              25000       GBP       GBP
BZJ      BZJ      NYSE Arca Mini- Oil Index AMER/CLOSE                A             330000       NDO       NDO
BJE      BJE      NYSE Arca MINI-BIOTECHNOLOGY INDEX OPEN/EURO        A             630000       XOD       NDO
KBK      KBK      NYSE Arca Mini-Pharmceutical Index Open/Euro        A             120000       YPB       NDO
JBV      JBV      NYSE Arca MINI-SECURITIES BROKER/DEALER OPEN/EURO   A              59000       SKA       SKA
MNX      MNX      MINI-NDX INDEX                                      ABCIPX                 0   KJS       SKA
NDX      NDX      NASDAQ 100 INDEX EURO/OPEN                          ABCIPX                 0   SFC       SFC
NDZ      NDX      NASDAQ 100 INDEX EURO/OPEN                          ABCIPX                 0   IUY       SFC
NDM      NDX      NASDAQ 100 INDEX EURO/OPEN (WRAP)                   ABCIPX                 0   JCB       SFC
NDK      NDX      NASDAQ-100 OPEN/EURO (WRAP)                         ABCIPX                 0   TGF       SFC
NDT      NDX      NASDAQ-100 OPEN/EURO (WRAP)                         ABCIPX                 0   CKQ       YUK
NDU      NDX      NASDAQ-100 OPEN/EURO (WRAP)                         ABCIPX                 0   UDF       YUK
NDV      NDX      NASDAQ-100 OPEN/EURO (WRAP)                         ABCIPX                 0   UZO       YUK
NDY      NDX      NASDAQ-100 OPEN/EURO (WRAP)                         ABCIPX                 0   HVY       HVY
RUR      RUT      RUSSELL 2000 OPEN/EURO (WRAP)                       ABCIPX                 0   RUF       RUF
RUY      RUT      RUSSELL 2000 OPEN/EURO (WRAP)                       ABCIPX                 0   PMP       PMP
RUZ      RUT      RUSSELL 2000 OPEN/EURO (WRAP)                       ABCIPX                 0   OOG       OOG
RUT      RUT      RUSSELL 2000 OPEN/EURO INDEX                        ABCIPX                 0   IRK       OOG
RUW      RUT      RUSSELL 2000 OPEN/EURO INDEX (wrap)                 ABCIPX                 0   WMX       WMX
MIZ      MID      S&P MIDCAP 400 OPEN/EURO (WRAP)                     AI             45000       BYT       BYT
MLT      MID      S&P MIDCAP 400 OPEN/EURO (WRAP)                     AI             45000       SIN       SIN
MID      MID      S&P MIDCAP 400 OPEN/EURO INDEX                      AI             45000       IRN       SIN
MLU      MID      S&P MIDCAP 400 OPEN/EURO WRAP (wrap)                AI             45000       JLO       JLO
TNX      TNX      CBOE 10-YR TREAS OPEN/EURO                          C              25000       HHO       HHO
TYX      TYX      CBOE 30-YR TREAS OPEN/EURO                          C              25000       POW       POW
FVX      FVX      CBOE 5-YR TREAS OPEN/EURO IND                       C              25000       HSX       HSX
BVZ      VIX      CBOE Binary Options - CBOE Volatility Index (VIX)   C            1500000       TNY       TNY
BSF      SPX      CBOE Binary Options - S&P 500 Index (SPX) (wrap)    C            1500000       IKF       NXTQ
BSK      SPX      CBOE Binary Options - S&P 500 Index (SPX) (wrap)    C            1500000       LWQ       NXTQ
BSZ      SPX      CBOE Binary Options - S&P 500 Index (SPX) (wrap)    C            1500000       FUM       FUM
BXX      SPX      CBOE Binary Options - S&P 500 Index (SPX) (wrap)    C            1500000       FXK       MFX
DJX      DJX      CBOE DOW JONES INDUSTRIAL                           C                      0   UKX       UKX
DUX      DUX      CBOE DOW UTILITY INDEX O/E                          C              31500       EYY       UKX
DXL      DXL      CBOE Jumbo DJX Index Option                         C                      0   MHV       MSH
XQP   XSP   CBOE MINI S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)   C   0   MSH     MSH
XQR   XSP   CBOE MINI S&P 500 CLOSE/EURO INDEX (Qtrly)        C   0   MZH     MSH
XSC   XSP   CBOE MINI S&P 500 INDEX (Wrap)                    C   0   MHZ     MSH
XSE   XSP   CBOE MINI S&P 500 INDEX (Wrap)                    C   0   SML     SML
XSK   XSP   CBOE MINI S&P 500 INDEX (Wrap)                    C   0   SLK     SML
XSL   XSP   CBOE MINI S&P 500 INDEX (Wrap)                    C   0   BKXPM   BKX
XSO   XSP   CBOE MINI S&P 500 INDEX (Wrap)                    C   0   BKX     BKX
XSU   XSP   CBOE MINI S&P 500 INDEX (Wrap)                    C   0   RMN     RMN
XSP   XSP   CBOE MINI S&P 500 OPEN/EURO INDEX                 C   0   MFS     MXEA
XNS   XSP   CBOE MINI S&P 500 OPEN/EURO INDEX(wrap)           C   0   MME     MXEF
VXN   VXN   CBOE NASDAQ 100 Volatility Index                  C   0   MUN     MXUS
OEB   OEX   CBOE S&P 100 CLOSE/AMER INDEX                     C   0   HG9     HGX
OEW   OEX   CBOE S&P 100 CLOSE/AMER INDEX                     C   0   OS9     OSX
OEX   OEX   CBOE S&P 100 CLOSE/AMER INDEX                     C   0   SX9     SOX
OEY   OEX   CBOE S&P 100 CLOSE/AMER INDEX                     C   0   QNET    QNET
OEZ   OEX   CBOE S&P 100 CLOSE/AMER INDEX                     C   0   XDM     XDM
OXB   OEX   CBOE S&P 100 CLOSE/AMER INDEX                     C   0   DOP     XDM
YOV   OEX   CBOE S&P 100 CLOSE/AMER INDEX (DEC LEAPS WRAP)    C   0   MNQ     XDM
OXR   OEX   CBOE S&P 100 CLOSE/AMER INDEX (wrap)              C   0   MOJ     XDM
XOE   XEO   CBOE S&P 100 CLOSE/EURO (WRAP)                    C   0   XDZ     XDZ
XEO   XEO   CBOE S&P 100 CLOSE/EURO INDEX                     C   0   NZE     XDZ
XLS   XEO   CBOE S&P 100 CLOSE/EURO INDEX (DEC LEAPS WRAP)    C   0   XDV     XDV
XAQ   XEO   CBOE S&P 100 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   AHF     XEV
XQA   XEO   CBOE S&P 100 CLOSE/EURO INDEX (Qtrly wrap)        C   0   SAG     XEV
XQF   XEO   CBOE S&P 100 CLOSE/EURO INDEX (Qtrly wrap)        C   0   SGJ     XEV
XQH   XEO   CBOE S&P 100 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   XEV     XEV
XQG   XEO   CBOE S&P 100 CLOSE/EURO INDEX (Qtrly)             C   0   XEH     XEH
XEJ   XEO   CBOE S&P 100 CLOSE/EURO INDEX (wrap)              C   0   IEH     XEH
XEK   XEO   CBOE S&P 100 CLOSE/EURO WRAP                      C   0   SEJ     XEH
XEM   XEO   CBOE S&P 100 CLOSE/EURO WRAP                      C   0   SKJ     XEH
XEP   XEO   CBOE S&P 100 CLOSE/EURO WRAP                      C   0   XAU     XAU
XET   XEO   CBOE S&P 100 CLOSE/EURO WRAP                      C   0   XGI     XAU
QSE   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   IBJ     XAU
QSZ   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   XWF     XAU
QZQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   XYD     XAU
SKQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   SOE     XAU
SLQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   SWO     XAU
SQG   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   XAV     XAU
SQP   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   XKU     XAU
SZQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly Wrap)        C   0   HGX     HGX
SAQ   SPX   CBOE S&P 500 CLOSE/EURO INDEX (Qtrly)             C   0   OFJ     OSX
SXZ   SPX   CBOE S&P 500 INDEX                                C   0   OSZ     OSX
SPB   SPX   CBOE S&P 500 OPEN/EURO (WRAP)                     C   0   OSX     OSX
SYG   SPX   CBOE S&P 500 OPEN/EURO (WRAP)               C         0   OXK   OSX
SPQ   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   OSA   OSX
SPT   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   OQS   OSX
SPX   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   SOX   SOX
SPZ   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   BJH   SOX
SXB   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   SVV   SOX
SXM   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   SOO   SOX
SXY   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   SOY   SOX
SZP   SPX   CBOE S&P 500 OPEN/EURO INDEX                C         0   SXX   SOX
SPV   SPX   CBOE S&P 500 OPEN/EURO INDEX (WRAP)         C         0   SUK   SOX
SVP   SPX   CBOE S&P 500 OPEN/EURO INDEX (WRAP)         C         0   ADN   XDA
SYU   SPX   CBOE S&P 500 OPEN/EURO INDEX (wrap)         C         0   XDA   XDA
SYV   SPX   CBOE S&P 500 OPEN/EURO INDEX (wrap)         C         0   AZD   XDA
SZU   SPX   CBOE S&P 500 OPEN/EURO INDEX (wrap)         C         0   DOA   XDA
SGX   SGX   CBOE S&P Barra Growth Open/EUR Index        C     36000   XDB   XDB
VIX   VIX   CBOE Volatility Index Options               C         0   BAD   XDB
VQX   VIX   CBOE Volatility Index Options (wrap)        C         0   BJR   XDB
DVS   DVS   S&P 500 Dividend Index                      C         0   BVD   XDB
JGA   XSP   SDO WK1 CBOE MINI S&P 500 OPEN/EURO INDEX   C         0   BXF   XDB
KFA   XEO   SDO WK1 CBOE S&P 100 CLOSE/EURO INDEX       C         0   XBX   XDB
RZA   OEX   SDO WK1 S&P 100 CLOSE/AMER INDEX            C         0   CEJ   XDC
JXA   SPX   SDO WK1 S&P 500 OPEN/EURO INDEX             C         0   XDC   XDC
JGB   XSP   SDO WK2 CBOE MINI S&P 500 OPEN/EURO INDEX   C         0   CJJ   XDC
KFB   XEO   SDO WK2 CBOE S&P 100 CLOSE/EURO INDEX       C         0   XCZ   XDC
RZB   OEX   SDO WK2 S&P 100 CLOSE/AMER INDEX            C         0   XDE   XDE
JXB   SPX   SDO WK2 S&P 500 OPEN/EURO INDEX             C         0   ECD   XDE
JGD   XSP   SDO WK4 CBOE MINI S&P 500 OPEN/EURO INDEX   C         0   EDB   XDE
KFD   XEO   SDO WK4 CBOE S&P 100 CLOSE/EURO INDEX       C         0   EPA   XDE
RZD   OEX   SDO WK4 S&P 100 CLOSE/AMER INDEX            C         0   EYN   XDE
JXD   SPX   SDO WK4 S&P 500 OPEN/EURO INDEX             C         0   XDN   XDN
JGE   XSP   SDO WK5 CBOE MINI S&P 500 OPEN/EURO INDEX   C         0   XDS   XDS
KFE   XEO   SDO WK5 CBOE S&P 100 CLOSE/EURO INDEX       C         0   DSQ   XDS
RZE   OEX   SDO WK5 S&P 100 CLOSE/AMER INDEX            C         0   GIQ   XDS
JXE   SPX   SDO WK5 S&P 500 OPEN/EURO INDEX             C         0   SIQ   XDS
IRX   IRX   TELERATE SHORT OPEN/EURO INDE               C      5000   UTV   UTY
MVR   MVR   MORGAN STANLEY RETAIL INDEX                 CI    31500   UTW   UTY
MVX   MVR   MORGAN STANLEY RETAIL INDEX (wrap)          CI    31500   UUB   UTY
RUI   RUI   RUSSELL 1000 INDEX                          CI    50000   UUH   UTY
IXZ   IXZ   ISE 250 INDEX                               I     50000   SVO   SVO
RND   RND   ISE Bio-Pharmaceuticals Index               I     31500   SJS   SVO
DMA   DMA   ISE Electronic Trading Index                I     31500   SWJ   SVO
AUX   AUX   ISE FX Australian Dollar                    I    600000   EPX   EPX
BRB   BRB   ISE FX Brazilian Real                       I    300000   BTK   BTK
BPX   BPX   ISE FX British Pound         I    600000   RVX   RVX
CDD   CDD   ISE FX Canadian Dollar       I    600000
EUI   EUI   ISE FX Euro                  I   1200000
PZO   PZO   ISE FX Mexican Peso          I    300000
PGK   PZO   ISE FX Mexican Peso (wrap)   I    300000
ZCM   PZO   ISE FX Mexican Peso (wrap)   I    300000
                         Underlying                 Position
                             Name       Exchanges    Limit


ISE FX New Zealand Dollar               I             300000
ISE FX New Zealand Dollar (wrap)        I             300000
ISE FX New Zealand Dollar (wrap)        I             300000
ISE FX New Zealand Dollar (wrap)        I             300000
ISE FX Spot AUDUSD                      I             600000
ISE FX Spot EURUSD                      I            1200000
ISE FX Spot GBPUSD                      I             600000
ISE FX Spot NZDUSD                      I             300000
ISE FX Spot NZDUSD (wrap)               I             300000
ISE FX Spot NZDUSD (wrap)               I             300000
ISE FX Swedish Krona                    I             600000
ISE FX Swedish Krona (wrap)             I             600000
ISE FX Swiss Franc                      I             600000
ISE FX Swiss Franc (WRAP)               I             600000
ISE FX Swiss Franc (wrap)               I             600000
ISE FX Swiss Franc (wrap)               I             600000
ISE FX Yen (wrap)                       I             600000
ISE FX Yen (wrap)                       I             600000
ISE FX Yen (wrap)                       I             600000
ISE Gold Index                          I              31500
ISE Homebuilders Index                  I              31500
ISE Integrated Oil & Gas Index          I              24000
ISE Oil and Gas Services Index          I              31500
ISE Oil and Gas Services Index (wrap)   I              31500
ISE Revere Wal-Mart Supplier Index      I              31500
ISE Semiconductors Index                I              24000
ISE SINdex Index                        I              31500
ISE SINdex Index (WRAP)                 I              31500
ISE U.S. Regional Banks Index           I              24000
ISE Water Index                         I              31500
ISE-CCM Alternative Energy Index        I              31500
ISE-CCM Homeland Security Index         I              31500
ISE-CCM Nanotechnology Index            I              31500
ISE-NASDAQ Q-50 Index                   I              25000
ISE-NASDAQ Q-50 Index (wrap)            I              25000
ISE-Revere Natural Gas Index            I              31500
KBW Mortgage Finance Index (Wrap)       I              31500
Mini FTSE 100 Index                     I              25000
Mini FTSE 100 Index (wrap)              I              25000
MORGAN STANLEY INDEX O/E                I              31500
MORGAN STANLEY INDEX O/E                             I      31500
MORGAN STANLEY INDEX O/E                             I      31500
MORGAN STANLEY INDEX O/E (WRAP)                      I      31500
S&P SMALL CAP 600                                    I     100000
S&P SMALL CAP 600 (WRAP)                             I     100000
PHLX-KBW BANK CLOSE/EURO (Qtrly)                     IPX    44000
PHLX-KBW BANK OPEN/EURO INDEX                        IPX    44000
MINI-RUSSELL 2000 INDEX EURO/AM                      IX     50000
MSCI EAFE Index Future                               N          0
MSCI Emerging Markets Index Future                   N          0
MSCI USA Index Future                                N          0
NFX Housing Sector Index Futures                     T          0
NFX Oil Service Sector Index Futures                 T          0
NFX Semiconductor Sector Index Futures               T          0
NASDAQ Internet Index                                X      94500
NASDAQ PHLX U.S. Dollar-Settled Mexican Peso         X     300000
NASDAQ PHLX U.S. Dollar-Settled Mexican Peso (wrap   X     300000
NASDAQ PHLX U.S. Dollar-Settled Mexican Peso (wrap   X     300000
NASDAQ PHLX U.S. Dollar-Settled Mexican Peso (wrap   X     300000
NASDAQ PHLX U.S. Dollar-Settled New Zealand Dollar   X     600000
NASDAQ PHLX U.S. Dollar-Settled New Zlnd Dlr (wrap   X     600000
NASDAQ PHLX U.S. Dollar-Settled Norwegian Krone      X     300000
NASDAQ PHLX U.S. Dollar-Settled S African Rand (wr   X     300000
NASDAQ PHLX U.S. Dollar-Settled S African Rand (wr   X     300000
NASDAQ PHLX U.S. Dollar-Settled S African Rand (wr   X     300000
NASDAQ PHLX U.S. Dollar-Settled South African Rand   X     300000
NASDAQ PHLX U.S. Dollar-Settled Swedish Krona        X     300000
NASDAQ PHLX U.S. Dollar-Settled Swedish Krona (wra   X     300000
NASDAQ PHLX U.S. Dollar-Settled Swedish Krona (wra   X     300000
NASDAQ PHLX U.S. Dollar-Settled Swedish Krona (wra   X     300000
PHLX GOLD/SILVER CLOSE/AMER                          X      72000
PHLX GOLD/SILVER CLOSE/AMER (Qtrly)                  X      72000
PHLX GOLD/SILVER CLOSE/AMER (Qtrly) (wrap)           X      72000
PHLX GOLD/SILVER CLOSE/AMER (Qtrly) (wrap)           X      72000
PHLX GOLD/SILVER CLOSE/AMER (Qtrly) wrap             X      72000
PHLX GOLD/SILVER CLOSE/AMER (WRAP)                   X      72000
PHLX GOLD/SILVER CLOSE/AMER (WRAP)                   X      72000
PHLX GOLD/SILVER CLOSE/AMER (WRAP)                   X      72000
PHLX GOLD/SILVER CLOSE/AMER (WRAP)                   X      72000
PHLX HOUSING SECT                                    X      72000
PHLX Oil Service AM/Euro (wrap)                      X      72000
PHLX Oil Service AM/Euro (wrap)                      X      72000
PHLX Oil Service Sector AM/Euro                      X      72000
PHLX Oil Service Sector AM/Euro (wrap)              X     72000
PHLX Oil Service Sector PM/Euro (Qtrly)             X     72000
PHLX Oil Service Sector PM/Euro (Qtrly) wrap        X     72000
PHLX Semiconductor Sector                           X     94500
PHLX Semiconductor Sector (Qtrly) wrap              X     94500
PHLX Semiconductor Sector (Qtrly) wrap              X     94500
PHLX Semiconductor Sector (wrap)                    X     94500
PHLX Semiconductor Sector (wrap)                    X     94500
PHLX Semiconductor Sector (wrap)                    X     94500
PHLX Semicondutor Sector (Qtrly) (wrap)             X     94500
PHLX U.S. Dollar-Settled Australian FCO             X    600000
PHLX U.S. Dollar-Settled Australian FCO             X    600000
PHLX U.S. Dollar-Settled Australian FCO (wrap)      X    600000
PHLX U.S. Dollar-Settled Australian FCO (wrap)      X    600000
PHLX U.S. Dollar-Settled British Pound FCO          X    600000
PHLX U.S. Dollar-Settled British Pound FCO (Wrap)   X    600000
PHLX U.S. Dollar-Settled British Pound FCO (Wrap)   X    600000
PHLX U.S. Dollar-Settled British Pound FCO (Wrap)   X    600000
PHLX U.S. Dollar-Settled British Pound FCO (Wrap)   X    600000
PHLX U.S. Dollar-Settled British Pound FCO (Wrap)   X    600000
PHLX U.S. Dollar-Settled Canadian FCO               X    600000
PHLX U.S. Dollar-Settled Canadian FCO               X    600000
PHLX U.S. Dollar-Settled Canadian FCO (wrap)        X    600000
PHLX U.S. Dollar-Settled Canadian FCO (wrap)        X    600000
PHLX U.S. Dollar-Settled Euro FCO                   X   1200000
PHLX U.S. Dollar-Settled Euro FCO (wrap)            X   1200000
PHLX U.S. Dollar-Settled Euro FCO (wrap)            X   1200000
PHLX U.S. Dollar-Settled Euro FCO (Wrap)            X   1200000
PHLX U.S. Dollar-Settled Euro FCO (Wrap)            X   1200000
PHLX U.S. Dollar-Settled Japanese Yen FCO           X    600000
PHLX U.S. Dollar-Settled Swiss Franc FCO            X    600000
PHLX U.S. Dollar-Settled Swiss Franc FCO (wrap)     X    600000
PHLX U.S. Dollar-Settled Swiss Franc FCO (wrap)     X    600000
PHLX U.S. Dollar-Settled Swiss Franc FCO (wrap)     X    600000
PHLX UTILITY CLOSE/EURO INDEX (WRAP)                X     94500
PHLX UTILITY CLOSE/EURO INDEX (WRAP)                X     94500
PHLX UTILITY CLOSE/EURO INDEX (WRAP)                X     94500
PHLX UTILITY CLOSE/EURO INDEX (WRAP)                X     94500
SIG Energy MLP Index                                X     94500
SIG Energy MLP Index (wrap)                         X     94500
SIG Energy MLP Index (wrap)                         X     94500
SIG Oil Exploration and Production Index            X     94500
AMEX BIOTECH OPEN/EURO                                    31500
CBOE Russell 2000 Volatility Index   50000
Option    Stock                       Underlying                               Position       Option   Stock    Underlying               Position
Symbol Symbol                           Name                       Exchanges    Limit         Symbol   Symbol     Name       Exchanges    Limit


XHX      NDX      NASDAQ 100 INDEX EURO/OPEN (LEAPS)               ABCIPX                 0
XUL      NDX      NASDAQ 100 INDEX EURO/OPEN (LEAPS)               ABCIPX                 0
YQV      RUT      RUSSELL 2000 INDEX EURO/AM (LEAPS)               ABCIPX                 0
XJJ      RUT      RUSSELL 2000 INDEX EURO/AM (LPS) WRAP            ABCIPX                 0
ZDK      RUT      RUSSELL 2000 INDEX EURO/AM (WRAP)                ABCIPX                 0
MLC      XSP      CBOE MINI S&P 500 OPEN/EURO INDEX (LEAPS)        C                      0
XUV      XSP      CBOE MINI S&P 500 OPEN/EURO INDEX (LEAPS)        C                      0
XVA      XSP      CBOE MINI S&P 500 OPEN/EURO INDEX (LEAPS)        C                      0
MLE      XSP      CBOE MINI S&P 500 OPEN/EURO INDEX (LEAPS) WRAP   C                      0
YOL      OEX      CBOE S&P 100 CLOSE/AMER (LEAPS)                  C                      0
YOP      OEX      CBOE S&P 100 CLOSE/AMER (LEAPS)                  C                      0
XLO      XEO      CBOE S&P 100 CLOSE/EUR (LEAPS)                   C                      0
XLD      XEO      CBOE S&P 100 CLOSE/EURO L/T (LEAPS)              C                      0
SXG      SPX      CBOE S&P 500 LONG-TERM OPEN (LEAPS)              C                      0
SPL      SPX      CBOE S&P 500 LONG-TERM OPEN (LEAPS)              C                      0
SXJ      SPX      CBOE S&P 500 LONG-TERM OPEN (LEAPS)              C                      0
SYZ      SPX      CBOE S&P 500 LONG-TERM OPEN (LEAPS)              C                      0
SZD      SPX      CBOE S&P 500 OPEN/EURO (LEAPS)                   C                      0
SZJ      SPX      CBOE S&P 500 OPEN/EURO (LEAPS)                   C                      0
SZT      SPX      CBOE S&P 500 OPEN/EURO (LEAPS) WRAP              C                      0
SZV      SPX      CBOE S&P 500 OPEN/EURO (LEAPS) WRAP              C                      0

				
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posted:2/8/2011
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