Acco Brands 7625_ GTD NTS - wwwarchipelagocom.xls

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Acco Brands 7625_ GTD NTS - wwwarchipelagocom.xls Powered By Docstoc
					Company Symbol         Cusip
           00081TAB400081TAB4
Acco Brands 7.625% GTD NTS 8/15/15
           00081TAD000081TAD0
ACCO BRANDS CORP SR NT 10.625% 03/15/15
           001055AC6001055AC6
AFLAC INC SR NT 8.5% 05/15/19
           6.9% SR NTS 12/17/39
AFLAC INC. 001055AD4001055AD4
           S A SR NT 7.5% 03/25/14
AES GENER 00105DAB100105DAB1
           001084AK8001084AK8
AGCO CORP SR SB NT6.875% 04/15/14
           0010EPAF50010EPAF5
AEP TEX CENT CO SR NT-B 6.65% 02/15/33
           0010EQAB20010EQAB2
AEP TEX NORTH CO SR NT 5.5% 03/01/13
            Corp. 4.45% NTS 4/15/13
AGL Capital001192AC7001192AC7
            Corp. 6% NTS 10/1/34
AGL Capital001192AD5001192AD5
            Corp. 4.95% NTS 1/15/15
AGL Capital001192AE3001192AE3
            Corp. 6.375% NTS 7/15/16
AGL Capital001192AF0001192AF0
           001192AG8001192AG8
AGL CAPITAL CORP 5.25% 08/15/19
           00130HAU9   00130HAU9
AES Corp 8.875% SR NTS 2/15/11
           00130HBC800130HBC8
AES Corp 7.75% SR NTS 3/1/14
           00130HBH700130HBH7
AES Corp 8% SR NTS 10/15/17
           00130HBL800130HBL8
AES Corp 7.75% SR NTS 10/15/15
           00130HBN400130HBN4
AES CORP SR NT 8% 06/01/20
           001546AL4 05/15/20
AK STEEL CORP 7.625%001546AL4
           00163MAB0   GTD 6/30/18
AMB Property LP 7.5% 00163MAB0
            P GTD NT 6.125% 12/01/16
AMB PPTY L00163MAJ300163MAJ3
            P GTD NT 6.625% 12/01/19
AMB PPTY L00163MAK0    00163MAK0
           00163MAM6   00163MAM6
AMB PROPERTY LP 4.0% 01/15/18
           00163XAE000163XAE0
AMB Property LP 7% GTD 3/7/11
            P MTN BE FR00163XAM2
AMB PPTY L00163XAM2 5.9% 08/15/13
           00163XAN000163XAN0
AMB Property LP 6.3% GTD NTS 6/1/13
           9% DEBS 9/15/16
AMR CORP 001765AC0001765AC0
           001765AE6001765AE6
AMR Corp. 10.2% Sr Unsecured 03/15/2020
           001765AG1001765AG1
AMR Corp. 9.88% Sr Unsecured 06/15/2020
           001765AK2001765AK2
AMR Corp. 10% Sr Unsecured 04/15/2021
           001765AP1001765AP1
AMR Corp. 9.75% Sr Unsecured 08/15/2021
           001765AQ9001765AQ9
AMR Corp. 9.8% Sr Unsecured 10/1/2021
           001765AU0001765AU0
AMR Corp 9% DEBS 8/1/12
           001814AQ5001814AQ5
ANR PIPELINE CO DEB 7.375% 02/15/24
           001814AR3001814AR3
ANR PIPELINE CO DEB 9.625% 11/01/21
           00184AAC900184AAC9
AOL Time Warner Inc 7 5/8% due 04/15/31
           00184AAF200184AAF2
AOL Time Warner Inc 6.875% NTS 05/01/12
           00184AAG000184AAG0
AOL Time Warner Inc 7.700% NTS 05/01/32
            6.5% NTS due
                       001957AW9
AT&T Corp.001957AW9 3/15/2029
            6.5% NTS 001957BJ7
AT&T Corp.001957BJ7due 3/15/2013
            6.8% NTS 5/15/2036
AT&T Corp.00206RAB800206RAB8
           NTS 9/1/37
AT&T 6.5% 00206RAD400206RAD4
           00206RAF900206RAF9
AT&T Inc. 4.95% NTS 1/15/13
           00206RAG700206RAG7
AT&T Inc. 6.3% NTS 1/15/38
           00206RAJ1 00206RAJ1
AT&T Inc. 5.5% GLB NTS 2/1/18
           00206RAL600206RAL6
AT&T Inc. 6.125% EURO MTNs due 4/2/15
            00206RAM4  5/15/18
AT&T Inc. 5.6% SR NTS 00206RAM4
            00206RAN200206RAN2
AT&T Inc. 6.4% NTS 5/15/38
            6.7% SR NTS 11/15/13
AT&T Corp.00206RAP700206RAP7
            00206RAQ500206RAQ5
AT&T INC. 4.85% SR NTS 02/15/14
            00206RAR300206RAR3
AT&T INC. 5.8% NTS 02/15/19
            00206RAS100206RAS1
AT&T INC. 6.55% SR NTS 02/15/39
            00206RAT900206RAT9
AT&T INC. 5.875 GLOBAL NTS DUE 04/28/17
            00206RAU600206RAU6
AT&T INC 7.00% GLOBAL NTS DUE 04/30/40
            00209AAF300209AAF3
AT&T Wireless 8.75% SR NTS 3/1/31
            00209AAG100209AAG1
AT&T Wireless 8.125% SR NTS 5/1/12
            00209TAA300209TAA3
AT&T BROADBAND CORP 8.375% NTS 3/15/2013
            00209TAB100209TAB1
AT&T BROADBAND CORP 9.455% NTS 11/15/2022
            002819AA8002819AA8
Abbott Laboratories 5.15% SR NTS 11/30/12
            002819AB6002819AB6
Abbott Laboratories 5.6% SR NTS 11/30/17
            002819AC4002819AC4
Abbott Laboratories 6.15% SR NTS 11/30/37
            002824AP5002824AP5
Abbott Laboratories 3.750% NTS 03/15/11
            002824AQ3002824AQ3
Abbott Laboratories 4.350% NTS 03/15/14
            002824AS9002824AS9
Abbott Laboratories 5.6% NTS 05/15/11
            002824AT7002824AT7
Abbott Laboratories 5.875% NTS 05/15/16
            002824AU4002824AU4
ABBOTT LABS SR NT 5.125% 04/01/19
            002824AV2002824AV2
ABBOTT LABS SR NT 6% 04/01/39
            002920AC0002920AC0
ABBEY NATL PLC DEB 7.95% 10/26/29
            00440EAC100440EAC1
ACE INA Holdings 8.875% GTD NTS 8/15/29
            00440EAG200440EAG2
ACE INA Holdings 5.875% GTD NTS 6/15/14
            00440EAH000440EAH0
Ace INA Holdings 6.7% SR NTS 5/15/36
            00440EAJ6 GTD NTS 2/15/17
ACE INA Holdings 5.7% 00440EAJ6
            00440EAK300440EAK3
ACE INA Holdings 5.8% NTS 3/15/18
            00440EAL1 GTD NTS 5/15/15
Ace INA Holdings 5.6% 00440EAL1
            00508XAD600508XAD6
ACTUANT CORP SR NT 6.875% 06/15/17
            00751YAA400751YAA4
ADVANCE AUTO PARTS INC. 5.75% 05/01/20
            007634AA6007634AA6
Aegon Funding 5.75% BDS 12/15/20
            SR NT 4.75% 06/01/13
AEGON N V007924AF0007924AF0
            SR NT 4.625% 12/01/15
AEGON N V007924AH6007924AH6
            008117AD5008117AD5
AETNA INC DEB 6.75% 09/15/13
            008117AG8008117AG8
AETNA INC DEB 7.25% 08/15/23
            008117AH6008117AH6
AETNA INC GTD DEB 7.625% 08/15/26
            008117AJ2 008117AJ2
AETNA INC GTD DEB 6.97% 08/15/36
            008117AM5  008117AM5
Aetna Inc. 6.5% NTS 9/15/18
            00817YAB400817YAB4
Aetna Inc (NEW) 7.875% SR NTS 03/01/11
            00817YAD000817YAD0
Aetna Inc (NEW) 5.75% SR NTS 06/15/11
            00817YAE800817YAE8
Aetna Inc (NEW) 6% SR NTS 06/15/16
            00817YAF500817YAF5
Aetna Inc (NEW) 6.625% SR NTS 06/15/36
            00817YAG300817YAG3
Aetna Inc. 6.75% SR NTS 12/15/37
            00817YAH100817YAH1
AETNA INC 3.95% SR NTS 09/01/20
            COMPUTER SERVICES SR
AFFILIATED 008190AH3008190AH3 NT 5.2% 06/01/15
            00846UAC500846UAC5
Agilent Technologies 6.5% SR NTS 11/1/17
            00846UAD3  00846UAD3
AGILENT TECHNOLOGIES INC SR NT 4.45% 09/14/12
            00846UAE100846UAE1
AGILENT TECHNOLOGIES INC SR NT 5.5% 09/14/15
            00846UAF800846UAF8
Agilent Technologies Inc. 2.50% Sr Unsecured 7/15/13
            00846UAG6  00846UAG6
Agilent Technologies Inc. 5.0% Sr Nts 07/15/20
            008916AB4008916AB4
Agrium Inc 7.700% DEB 02/01/17
            008916AC2008916AC2
Agrium Inc 7.800% DEB 02/01/27
            008916AD0008916AD0
Agrium Inc 8.25% DEB 2/15/11
            008916AG3008916AG3
Agrium Inc 7.125% DEB 05/23/36
            6.75% SR NTS 1/15/19
Agrium Inc. 008916AH1008916AH1
            009158AJ5 009158AJ5
AIR PRODUCTS & CHEMICALS INC 8 3/4% 4/15/21
            009158AP1009158AP1
AIR PRODS & CHEMS INC SR NT 4.375% 08/21/19
            00915XBM2  00915XBM2
Air Products & Chemicals 7.340% DEB 06/15/26
            009163AA4009163AA4
Air Products & Chemicals 4.15% SR NTS 2/1/13
            GTD SR NT 4.5% 09/15/14
AIRGAS INC009363AG7009363AG7
            SR NT 2.85% 10/01/13
AIRGAS INC009363AH5009363AH5
            009363AJ1 009363AJ1
AIRGAS INC. 3.25% SR NTS 10/01/15
            010284AK3010284AK3
Alabama Gas 5.7% SR NTS 1/15/35
            010284AL1 010284AL1
Alabama Gas 5.2% SR NTS 1/15/20
            010284AM9  010284AM9
Alabama Gas 5.368% NTS 12/1/15
            010284AN7010284AN7
Alabama Gas 5.9% MTNs 1/15/37
            010392DZ8010392DZ8
Alabama Power 5.5% SR NTS 10/15/17
            010392EB0010392EB0
Alabama Power 5.875% SR NTS 12/1/22
            010392EC8010392EC8
Alabama Power 5.7% SR NTS 2/15/33
            010392EE4 010392EE4
Alabama Power 5.6% SR NTS 3/15/33
            010392EK0010392EK0
Alabama Power 5.125% SR NTS 2/15/19
            010392EP9010392EP9
Alabama Power 5.65% SR NTS 3/15/35
            010392EQ7010392EQ7
ALABAMA PWR CO SR NT-EE 5.75% 01/15/36
            010392ER5010392ER5
Alabama Power 5.2% SR NTS 1/15/16
            010392ET1 010392ET1
Alabama Power 5.1% SR NTS 2/1/11
            010392EW4  010392EW4
ALABAMA PWR CO SR NT-07A 17 02/01/17
            010392EX2010392EX2
ALABAMA PWR CO INSD NT-C 37 10/15/37
            010392EY0 010392EY0
ALABAMA PWR CO SRNT-07D 4.85% 12/15/12
            010392EZ7 010392EZ7
ALABAMA PWR CO SR NT 6.125% 05/15/38
            010392FA1010392FA1
ALABAMA POWER CO 5.8% 11/15/2013
            010392FB9 010392FB9
ALABAMA PWR CO SR NT 09-A 6% 03/01/39
            012873AH8012873AH8
ALBERTA ENERGY LTD NT 8.125% 09/15/30
            012873AK1012873AK1
ALBERTA ENERGY LTD NT 7.375% 11/01/31
            013104AC8013104AC8
Albertsons Inc 7.750% DEB 06/15/26
            013104AF1013104AF1
Albertsons Inc 7.450% SR DEB 08/01/29
            013104AH7013104AH7
Albertsons Inc 8.700% SR DEB 05/01/30
            013104AJ3 013104AJ3
Albertsons Inc 7.500% SR NTS 02/15/11
            013104AK0013104AK0
Albertsons Inc 7.250% SR NTS 05/01/13
            013104AL8 013104AL8
Albertsons Inc 8.000% SR NTS 05/01/31
            Inc. 6.56% MTNs 7/26/27
Albertson's 01310QCL701310QCL7
            Inc. 6.57% MTNs 2/23/28
                       0
Albertson's 01310QCW3 1310QCW3
            Inc. 6.1% MTNs 4/10/28
Albertson's 01310QCX101310QCX1
            Inc. 6.625%01310QDB8
Albertson's 01310QDB8 NTS 6/1/28
            013716AN5013716AN5
Alcan Aluminum Ltd 7.250% DEB 11/01/28
            013716AP0013716AP0
Alcan Aluminum Ltd 6.450% DEB 03/15/11
            013716AQ8013716AQ8
Alcan Aluminum Ltd 7.250% DEB 03/15/31
            013716AR6013716AR6
ALCAN INC NT 4.875% 09/15/12
            013716AS4013716AS4
Alcan Aluminum Ltd 4.500% NTS 05/15/13
            013716AT2013716AT2
Alcan Aluminum Ltd 5.200% NTS 01/15/14
            013716AU9013716AU9
Alcan Aluminum Ltd 6.125% NTS 12/15/33
            013716AV7013716AV7
Alcan Aluminum Ltd 5% NTS 06/1/15
            013716AW5  013716AW5
ALCAN INC SR NT 5.75% 06/01/35
            013817AF8013817AF8
Alcoa Inc 6.000% NTS 01/15/12
            013817AH4013817AH4
Alcoa Inc 5.375% NTS 01/15/13
            013817AJ0 013817AJ0
Alcoa Inc 5.9% NTS 2/1/27
            013817AK7013817AK7
Alcoa Inc 5.95% NTS 2/1/37
            013817AL5 013817AL5
Alcoa Inc 5.55% NTS 2/1/17
            013817AR2013817AR2
Alcoa Inc. 6% SR NTS 7/15/13
            013817AS0013817AS0
Alcoa Inc. 6.75% SR NTS 7/15/18
             6.15% SR NTS 08/15/20
ALCOA INC.013817AU5013817AU5
            016090AA0016090AA0
ALIANT COMMUNICATIONS INC NT         6.75% 04/01/28
             LUDLUM CORP DEB
ALLEGHENY016900AC6016900AC6 6.95% 12/15/25
             CORP 5.625% SR NTS
ALLEGHANY017175AB6017175AB6 09/15/20
             GENERATING CO DEB
ALLEGHENY017364AG5017364AG5 6.875% 09/01/23
             GENERATING CO DB MBIA 6.875% 09/01/23
ALLEGHENY017364AS9017364AS9
             TECHNOLOGIES INC NT 8.375% 12/15/11
ALLEGHENY01741RAB801741RAB8
             TECHNOLOGIES 9.375%
ALLEGHENY01741RAC601741RAC6 SR NTS 06/01/19
             TECHNOLOGIES 5.95%
ALLEGHENY01741RAE201741RAE2 SR NTS 01/15/21
            017475AB0017475AB0
Allegiance Corp. 7.8% NTS 10/15/16
            017475AC8017475AC8
Allegiance Corp. 7% NTS 10/15/26
            018490AM4  018490AM4
Allergan Inc. 5.75% SR NTS 4/1/16
            01849QAN5 FR 7.47% 04/17/12
ALLERGAN INC MTN BE01849QAN5
            018772AJ2 018772AJ2
ALLIANCE ONE INTL INC SR NT 8.5% 05/15/12
            018802AA6018802AA6
ALLIANT ENERGY CORP 4.0% SR NTS 10/15/14
            018804AL8 018804AL8
Alliant Techsystems 6.75% NTS 4/1/16
             CORP NEW01903QAA6
ALLIED CAP 01903QAA6 SR NT 6.625% 07/15/11
             CORP NEW NT 6% 04/01/12
ALLIED CAP 01903QAB401903QAB4
            01958XBD801958XBD8
Allied Waste NA 5.75% SR NTS 2/15/11
            01958XBK201958XBK2
Allied Waste NA 6.375% SR NTS 4/15/11
            01958XBR701958XBR7
Allied Waste NA 7.125% SR NTS 5/15/16
            01958XBS501958XBS5
Allied Waste NA 6.875% SR NTS 6/1/17
            01959EAA601959EAA6
Allied World Assurance 7.5% due 8/1/16
            01959EAB401959EAB4
ALLIED WORLD 5.50% SR NTS 11/15/20
            019645AC4019645AC4
Allis-Chalmers Energy 9% NTS 1/15/14
            019645AE0019645AE0
Allis-Chalmers Energy 8.5% GTD NTS 3/1/17
            020002AC5020002AC5
Allstate Corp 7.500% DEB 06/15/13
            020002AH4020002AH4
Allstate Corp 6.750% SR DEB 05/15/18
            020002AJ0 020002AJ0
Allstate Corp 6.900% SR DEB 05/15/38
            020002AN1020002AN1
Allstate Corp 6 1/8% SR NTS 02/15/12
            020002AP6020002AP6
Allstate Corp 6.125% SR NTS 12/15/32
            020002AQ4020002AQ4
Allstate Corp 5.350% SR NTS 06/01/33
             020002AR2020002AR2
Allstate Corp 5.000% SR NTS 08/15/14
             020002AS0020002AS0
Allstate Corp 5.55% SR NTS 5/9/35
             020002AT8020002AT8
Allstate Corp 5.95% SR NTS 04/01/36
             020002AW1  020002AW1
ALLSTATE CORP SR NT 6.2% 05/16/14
             020002AX9020002AX9
ALLSTATE CORP SR NT 7.45% 05/16/19
             020039AD5020039AD5
ALLTEL CORP DEB        6.5% 11/01/13
             020039AE3020039AE3
ALLTEL CORP DEB         7% 03/15/16
             020039AJ2 020039AJ2
ALLTEL CORP DEB        6.8% 05/01/29
             020039DB6020039DB6
ALLTEL CORP SR NT 7% 07/01/12
             020039DC4020039DC4
ALLTEL CORP SR NT 7.875% 07/01/32
              Global 5.375% MTNs 4/30/13
                        0
Allstate Life02003MBQ6 2003MBQ6
             02051PAC202051PAC2
ALON REFNG KROTZ SPRINGS INC SR NT 13.5% 10/15/14
             02209SAA102209SAA1
Altria Group 7% NTS 11/4/13
             02209SAC702209SAC7
Altria Group 8.5% SR NTS 11/10/13
             02209SAD502209SAD5
ALTRIA GROUP INC CR SENS 9.7% 11/10/18
             02209SAE302209SAE3
Altria Group 9.95% GTD NTS 11/10/38
             02209SAG802209SAG8
ALTRIA GROUP INC 7.75% 02/06/14
             02209SAH602209SAH6
ALTRIA GROUP INC 10.2% 02/06/39
             02209SAJ2 02209SAJ2
ALTRIA GROUP INC 9.25% 08/06/19
             02209SAK902209SAK9
ALTRIA GROUP 4.125% 09/11/15
             022249AU0022249AU0
Aluminum Co of America 6.75% NTS 1/15/28
             022249BA3022249BA3
Aluminum Co of America 6.5% NTS 6/15/18
             ZR CPN LYON 07/14/2014
ALZA CORP 022615AC2022615AC2
             023551AF1023551AF1
Amerada Hess Corp 7.875% NTS 10/01/29
             023551AJ3 023551AJ3
Amerada Hess Corp 7.300% NTS 08/15/31
             023551AM6  023551AM6
Amerada Hess Corp 7.125% NTS 3/15/33
             023608AE2023608AE2
AMEREN CORP SR NT 8.875% 05/15/14
             02360FAB202360FAB2
AMEREN UN ELEC SR SECD NT5.3% 08/01/37
             02360FAC002360FAC0
AMEREN UN ELEC SR SEC NT 5.4% 02/01/16
             02360XAL102360XAL1
AMERENENERGY GENERATING CO SR NT 7% 04/15/18
             02360XAM9  02360XAM9
AMERENENERGY GENERATING CO SR NT-I 6.3% 04/01/20
             02364WAF2  02364WAF2
AMERICA MOVIL SAB DE CV GTD SR 5.5% 03/01/14
             02364WAH8 NTS 1/15/15
                        0
America Movil SA 5.75%2364WAH8
             02364WAJ402364WAJ4
America Movil SA 6.375% NTS 3/1/35
             02364WAN52364WAN5
                        0
America Movil SA 5.625% GTD NTS 11/15/17
             02364WAP0  02364WAP0
America Movil SA 6.125% GTD NTS 11/15/37
             & FOREIGN PWR 5% DEB
AMERICAN 023663AB3023663AB3 3/1/30
             02406PAE002406PAE0
American Axle & Mfg. 5.25% GTD NTS 2/11/14
             02406PAF702406PAF7
American Axle & Mfg. 7.875% GTD NTS 3/1/17
             025537AE1025537AE1
American Electric Power 5.250% NTS 06/01/15
             025816AQ2025816AQ2
American Express Co 4.875% NTS 07/15/13
             025816AU3025816AU3
American Express Co 6.8% VAR NTS 9/1/66
             025816AV1025816AV1
American Express Co 5.25% SR NTS 9/12/11
             025816AW9  025816AW9
American Express Co 5.5% SR NTS 9/12/16
             025816AX7025816AX7
American Express 6.15% SR NTS 8/28/17
             025816AY5025816AY5
American Express 7% SR NTS 3/19/18
             025816AZ2025816AZ2
American Express 8.15% SR NTS 3/19/38
           EXPRESS CO SR NT 7.25%
AMERICAN 025816BA6025816BA6 05/20/14
           EXPRESS CO SR NT 8.125% 05/20/19
AMERICAN 025816BB4025816BB4
           EXPRESS CR CORP INTER
AMERICAN 02586JAA4 02586JAA4 FR 6.05% 09/15/11
           EXPRESS CR CORP INTER
AMERICAN 02586JAB2 02586JAB2 FR 6.9% 09/15/15
           EXPRESS CR CORP INTER
AMERICAN 02586JAC0 02586JAC0 FR 5.7% 09/15/11
           EXPRESS CR CORP INTER
AMERICAN 02586JAD8 02586JAD8 FR 6.25% 09/15/13
           EXPRESS CR CORP INTER
AMERICAN 02586JAE6 02586JAE6 FR 6.65% 09/15/15
           EXPRESS CR CORP INTER
AMERICAN 02586JAF3 02586JAF3 FR 5.7% 09/15/11
           EXPRESS CR CORP INTER
AMERICAN 02586JAG102586JAG1 FR 6.25% 09/15/13
           EXPRESS CR CORP INTER
AMERICAN 02586JAH9 02586JAH9 FR 6.65% 09/15/15
           EXPRESS CR CORP INTER
AMERICAN 02586JAN602586JAN6 FR 2.5% 12/15/12
           EXPRESS CR CORP INTER
AMERICAN 02586JAQ902586JAQ9 FR 2.5% 12/15/12
           EXPRESS CR CORP INTER
AMERICAN 02586JAS5 02586JAS5 FR 3.5% 12/15/14
           0258M0BZ1  0258M0BZ1
American Express Credit 5.3% NTS 12/2/15
           0258M0CN7 Flt Rate NTS
                      0
American Express Credit258M0CN7 6/16/11
           0258M0CW7  0258M0CW7
American Express Credit 5.875% MTNs 5/2/13
           0258M0CY3  0258M0CY3
American Express Credit 7.3% MTNs 8/20/13
           EXPRESS CREDIT CO 5.125% SR NTS 08/25/14
AMERICAN 0258M0CZ0    0258M0CZ0
           026351AU0026351AU0
American General Corp 7.5% due 7/15/25
           GENERAL CORP SR NT
AMERICAN 026351AZ9026351AZ9 6.625% 02/15/29
           02635PRT202635PRT2
American General Finance 5 3/8% NTS 10/1/12
           02635PSK0 02635PSK0
American General Finance 4% NTS 03/15/11
           02635PTB902635PTB9
American General Finance 4.875% MTN 7/15/12
           02635PTC702635PTC7
American General Finance 5.4% NTS 12/1/15
           02635PTP802635PTP8
American General Finance 5.9% NTS 9/15/12
           02635PTQ602635PTQ6
American General Finance 6.5% BDS 9/15/17
           GENERAL FINANCE COPR
AMERICAN 02635PTS2 02635PTS2 6.90% MEDIUM-TERM NOTES, SERIES J 12/15/17
           026375AE5026375AE5
American Greetings Corp 6.100% NTS 08/01/28
           026375AL9 026375AL9
American Greetings Corp 7.375% SR NTS 06/01/16
           GREETINGS 026375AM7
AMERICAN 026375AM7CORP SR NT 7.375% 06/01/16
           GREETINGS CORP SR NT
AMERICAN 026375AN5026375AN5 7.375% 06/01/16
           026609AC1026609AC1
American Home Product 7.25% DEBS 3/1/23
           026874AT4026874AT4
American Intl Group 4.250% NTS 05/15/13
           INTL GROUP BRITISH POUNDS FIXED TO FLOATING RATE DEBS DUE 3/15/67
AMERICAN 026874BF3 026874BF3
           INTL GROUP FIX-FLOATING RATE EUROS DUE 3/15/67
AMERICAN 026874BG1026874BG1
           INTL GROUP 3.65% SR
AMERICAN 026874BV8026874BV8NTS 01/15/14
           INTL GROUP 026874BW6
AMERICAN 026874BW6 6.4% SR NTS 12/15/20
           02687QBC102687QBC1
American Intl Group 5.6% NTS 10/18/16
           02687QBE702687QBE7
American Intl Group 5.375% NTS 10/18/11
           02687QBL102687QBL1
American International Group 4.95% MTNs 3/20/12
           02687QBW7   Group 5.45%
American International02687QBW7 MTNs 05/18/2017
           02687QDG0Group 5.85%
American International02687QDG0 MTNs 1/16/18
           TOWER CORP SR NT 7%
AMERICAN 029912AT9029912AT9 10/15/17
           TOWER CORP SR NT 4.625% 04/01/15
AMERICAN 029912BB7029912BB7
           TOWER CORP 5.05% SR
AMERICAN 029912BC5029912BC5 NTS 09/01/20
           030096AF8030096AF8
American Stores 8% BDS 6/1/26
           030096AG6030096AG6
American Stores 7.9% DEBS 5/1/17
           030096AH4030096AH4
American Stores 7.5% DEBS 5/1/37
           03009MBB1   03009MBB1
American Stores 7.1% NTS 3/20/28
           03040WAB1   03040WAB1
American Water Capital 6.085% SR NTS 10/15/17
           03040WAD7 6.593% SR
                       0
American Water Capital 3040WAD7NTS 10/15/37
           03040WAE5   03040WAE5
American Water Capital 10% SR Monthly NTS 12/1/38
           WATER 8.25% 03040WAF2
AMERICAN 03040WAF2 SR NTS 12/01/38
           03060RAU503060RAU5
AMERICREDIT CORP SR NT 8.5% 07/01/15
           03073EAD703073EAD7
AmerisourceBergen 5.625% NTS 9/15/12
           03073EAF203073EAF2
AmerisourceBergen 5.875% NTS 9/15/15
           03073EAG003073EAG0
AMERISOURCEBERGEN CORP SR NT 4.875% 11/15/19
           03073KAF803073KAF8
AMERIGAS PARTNERS LP/AP SR NT 7.125% 05/20/16
           03076CAB203076CAB2
Ameriprise Financial 5.65% due 11/15/15
           03076CAD803076CAD8
AMERIPRISE FINL INC SR NT 7.3% 06/28/19
           03076CAE603076CAE6
AMERIPRISE FINL INC SR NT 5.3% 03/15/20
           030955AJ7 030955AJ7
Ameritech Capital 6.875% due 10/15/27
           030955AM0   030955AM0
Ameritech Capital 6.45% due 1/15/18
           030955AN8030955AN8
Ameritech Capital 6.55% due 1/15/28
           030955AP3030955AP3
Ameritech Capital 5.95% due 1/15/38
           030981AD6030981AD6
AMERIGAS PARTNERS L P SR NT 7.25% 05/20/15
            CORP NEW SR NT 4.75%
AMPHENOL032095AA9032095AA9 11/15/14
           032165AD4032165AD4
AmSouth Bancorp 6.750% SUB DEB 11/01/25
           032479AD9032479AD9
Anadarko Finance 7.5% due 5/1/2031
            PETROLEUM CORPORATION SR NT 6.2% 03/15/40
ANADARKO032510AC3032510AC3
            PETE CORP NT 7.73%
ANADARKO032511AJ6 032511AJ6 09/15/96
            PETE CORP DEB 7.25%
ANADARKO032511AK3032511AK3 11/15/96
           032511AL1 032511AL1
Anadarko Petroleum Corp 7.000% DEB 11/15/27
           032511AM9   032511AM9
Anadarko Petroleum Corp 6.625% DEB 01/15/28
           032511AN7032511AN7
Anadarko Petroleum Corp 7.200% DEB 03/15/29
           032511AT4032511AT4
Anadarko Petroleum 6.125% NTS 3/15/2012
           032511AU1032511AU1
Anadarko Petroleum Corp 5.000% NTS 10/01/12
           032511AX5032511AX5
Anadarko Petroleum 5.95% SR NTS 9/15/16
           032511AY3032511AY3
Anadarko Petroleum 6.45% SR NTS 9/15/36
            PETE CORP SR NT 8.7%
ANADARKO032511BC0032511BC0 03/15/19
            PETE CORP SR NT 7.625%
ANADARKO032511BD8032511BD8 03/15/14
            PETE CORP SR NT 5.75%
ANADARKO032511BE6032511BE6 06/15/14
            PETE CORP SR NT 6.95%
ANADARKO032511BF3 032511BF3 06/15/19
            PETE CORP SR NT 7.95%
ANADARKO032511BG1032511BG1 06/15/39
            PETROLEUM CORP 6.375% SR NTS 09/15/17
ANADARKO032511BH9032511BH9
           032654AE5032654AE5
ANALOG DEVICES 5.0% SR NTS 07/01/14
           03512TAA903512TAA9
Anglogold Ashanti Holdings PLC 5.375% NTS 4/15/2020
           03512TAB703512TAB7
Anglogold Ashanti Holdings PLC. 6.5% Notes Due 4/15/2040
           BUSCH COS INC DEB
ANHEUSER 035229BP7035229BP7 6.75% 12/15/27
           BUSCH COS INC DEB
ANHEUSER 035229BQ5035229BQ5 6.5% 01/01/28
           BUSCH COS INC NT
ANHEUSER 035229CE1035229CE1 7.5% 03/15/12
           BUSCH COS INC DEB
ANHEUSER 035229CF8 035229CF8 7.55% 10/01/30
           BUSCH COS INC DEB
ANHEUSER 035229CG6035229CG6 6.8% 01/15/31
           BUSCH COS INC NT
ANHEUSER 035229CH4035229CH4 6% 04/15/11
             BUSCH COS INC DEB
ANHEUSER 035229CJ0 035229CJ0 6.8% 08/20/32
             BUSCH COS INC DEB
ANHEUSER 035229CL5 035229CL5 6% 11/01/41
             BUSCH COS035229CM3
ANHEUSER 035229CM3INC DEB 6.5% 05/01/42
             BUSCH COS INC DEB 6.5%
ANHEUSER 035229CN1035229CN1 02/01/43
             BUSCH COS INC NT 4.375% 01/15/13
ANHEUSER 035229CP6035229CP6
             BUSCH COS INC NT 5.95%
ANHEUSER 035229CQ4035229CQ4 01/15/33
             BUSCH COS INC NT 4.625% 02/01/15
ANHEUSER 035229CR2035229CR2
             BUSCH COS INC NT 4.5%
ANHEUSER 035229CS0 035229CS0 04/01/18
             BUSCH COS INC NT 5.35%
ANHEUSER 035229CT8035229CT8 05/15/23
             BUSCH COS INC NT 4.95%
ANHEUSER 035229CU5035229CU5 01/15/14
             BUSCH COS INC NT
ANHEUSER 035229CV3035229CV35.05% 10/15/16
             BUSCH COS035229CW1
ANHEUSER 035229CW1INC NT 5% 03/01/19
             BUSCH COS INC NT 4.7%
ANHEUSER 035229CX9035229CX9 04/15/12
             BUSCH COS INC NT
ANHEUSER 035229CY7035229CY7 5% 01/15/15
             BUSCH COS INC SR NT
ANHEUSER 035229CZ4 035229CZ45.491% 11/15/17
             BUSCH COS INC DEB 5.75% 04/01/36
ANHEUSER 035229DA8035229DA8
             BUSCH COS INC NT 5.6%
ANHEUSER 035229DB6035229DB6 03/01/17
             BUSCH COS INC DEB 6.45% 09/01/37
ANHEUSER 035229DC4035229DC4
             BUSCH COS INC NT 5.5%
ANHEUSER 035229DD2035229DD2 01/15/18
             BUSCH INBEV WORLDWIDE SR NT 3% 10/15/12
ANHEUSER 03523TAL2 03523TAL2
             BUSCH INBEV
                       03523TAM0
ANHEUSER 03523TAM0 WORLDWIDE SR NT 4.125% 01/15/15
             BUSCH INBEV WORLDWIDE SR NT 5.375% 01/15/20
ANHEUSER 03523TAN803523TAN8
             BUSCH INBEV WORLDWIDE SR NT 6.375% 01/15/40
ANHEUSER 03523TAP303523TAP3
             03523TAY403523TAY4
ANHEUSER-BUSCH INBEV WORLWIDE INC. 9.75% NOTES 11/17/15
             5.95% GTD NTS 3/1/15
Anixter Inc. 035287AB7035287AB7
             035287AC5035287AC5
ANIXTER INC GTD SR NT 10% 03/15/14
             03674BAC803674BAC8
Anthem Inc. 6.8% notes 8/1/2012
             037389AS2037389AS2
Aon Corporation 7.375% SR NTS 12/14/12
             037411AJ4 037411AJ4
Apache Corporation 7.700% DEB 03/15/26
             037411AK1037411AK1
Apache Corporation 7.950% NTS 04/15/26
             037411AL9 037411AL9
APACHE CORP DEB 7.625% 11/01/96
             037411AM7 037411AM7
Apache Corporation 7.375% DEB 08/15/47
             037411AN5037411AN5
Apache Corporation 7.000% SR NTS 02/01/18
             037411AP0037411AP0
Apache Corporation 7.625% SR NTS 07/01/19
             037411AQ8037411AQ8
Apache Corporation 6.250% NTS 04/15/12
             037411AR6037411AR6
Apache Corporation 6% NTS 1/15/37
             037411AS4037411AS4
Apache Corporation 5.625% NTS 1/15/17
             037411AT2037411AT2
Apache Corporation 5.25% SR NTS 4/15/13
             037411AU9037411AU9
Apache Corp 6% NTS 9/15/13
             037411AV7037411AV7
Apache Corp 6.9% NTS 9/15/18
             037411AW5 NTS 09/01/40
APACHE CORP 5.1% SR 037411AW5
             037411AX3037411AX3
APACHE CORP 3.625% SR NTS 02/01/21
             037411AY1037411AY1
APACHE CORP 5.25% SR NTS 02/01/42
             03746AAA803746AAA8
APACHE FINANCE CAN 7.75% NTS 12/15/2029
             03746AAC403746AAC4
Apache Finance Canada 4.375% GTD NTS 5/15/15
             037735BZ9037735BZ9
Appalachian Power 5.95% BDS 5/15/33
             037735CB1037735CB1
Appalachian Power 4.95% SR NTS 2/1/15
            037735CD7037735CD7
Appalachian Power 5% SR NTS 6/1/17
            037735CE5037735CE5
Appalachian Power 5.8% SR NTS 10/1/35
            037735CF2 037735CF2
Appalachian Power 5.55% NTS 4/1/11
            037735CG0037735CG0
Appalachian Power 6.375% BDS 4/1/36
            037735CH8037735CH8
Appalachian Power 5.65% SR NTS 8/15/12
            037735CK1037735CK1
Appalachian Power 6.7% SR NTS 8/15/37
            037735CL9 SR NT-N AMBAC 36 04/01/36
APPALACHIAN PWR CO037735CL9
            037735CM7NTS 4/1/38
Appalachian Power 7% 037735CM7
            037735CP0037735CP0
APPALACHIAN PWR CO SR NT 7.95% 01/15/20
             SR CREDIT SEN 12 07/01/12
AQUILA INC03840PAC603840PAC6
            03937LAA303937LAA3
ARCH CAP GROUP LTD SR NT7.35% 05/01/34
            039380AC4039380AC4
Arch Coal Inc. 7.25% Sr Nts 10/1/20
            03938LAC803938LAC8
ARCELORMITTAL SA LUXEMBOURG NT 5.375% 06/01/13
            03938LAF1 03938LAF1
ARCELORMITTAL SA LUXEMBOURG NT 6.125% 06/01/18
            03938LAM6  03938LAM6
ARCELORMITTAL SA LUXEMBOURG NT 9.85% 06/01/19
            03938LAP903938LAP9
ARCELORMITTAL SA LUXEMBOURG NT CR SEN 7% 10/15/39
            039483AG7039483AG7
Archer-Daniels-Midland Co 8.875% DEB 04/15/11
            039483AH5039483AH5
Archer-Daniels-Midland Co 8.375% DEB 04/15/17
            039483AJ1 039483AJ1
Archer-Daniels-Midland Co 8.125% DEB 06/01/12
            039483AK8039483AK8
Archer-Daniels-Midland Co 7.125% DEB 03/01/13
            039483AM4  039483AM4
Archer-Daniels-Midland Co 7.500% DEB 03/15/27
            039483AN2039483AN2
Archer-Daniels-Midland Co 6.750% DEB 12/15/27
            039483AP7039483AP7
Archer-Daniels-Midland 6.95% DEBS 12/15/97
            039483AR3039483AR3
Archer-Daniels-Midland Co 6.625% DEB 05/01/29
            039483AS1039483AS1
Archer-Daniels-Midland Co 7.000% DEB 02/01/31
            039483AT9039483AT9
Archer-Daniels-Midland Co 5.935% DEB 10/01/32
            039483AU6039483AU6
Archer-Daniels-Midland 5.375% NTS 9/15/35
            039483AX0039483AX0
Archer Daniels Midlands 6.45% SR NTS 1/15/38
            039483AY8039483AY8
Archer Daniels Midland 5.45% NTS 3/15/18
            03979GAK103979GAK1
ARDEN RLTY LTD PARTNERSHIP NT 5.2% 09/01/11
            03979GAL903979GAL9
ARDEN RLTY LTD PARTNERSHIP LTD PART NT 15 03/01/15
            040555CC6040555CC6
Arizona Public Service 6.375% NTS 10/15/2011
            040555CD4040555CD4
Arizona Public Service 6.5% NTS 3/1/2012
            040555CE2040555CE2
Arizona Public Service 4.65% NTS 5/15/2015
            040555CF9 040555CF9
Arizona Public Service 5.625% NTS 5/15/2033
            040555CG7040555CG7
Arizona Public Service 5.8% NTS 6/30/2014
            040555CH5040555CH5
Arizona Public Service 5.5% bonds 9/1/2035
            040555CJ1 040555CJ1
Arizona Public Service 6.25% NTS 8/1/2016
            040555CK8040555CK8
Arizona Public Service 6.875% NTS 8/1/2036
            040555CL6 040555CL6
ARIZONA PUB SERV 8.75% SR NTS 03/01/19
            042735AK6042735AK6
Arrow Electronics 7.500% SR DEB 01/15/27
            042735AL4 042735AL4
Arrow Electronics 6.875% SR DEB 06/01/18
            042735AZ3042735AZ3
Arrow Electronics 6.875% NTS 07/01/13
            042735BA7042735BA7
ARROW ELECTRS INC NT 6% 04/01/20
            043353AA9043353AA9
ArvinMeritor Inc. 8.75% NTS 3/1/12
            043353AC5043353AC5
ArvinMeritor Inc. 8.125% SR NTS 9/15/15
            043353AJ0 043353AJ0
ARVINMERITOR INC.10.625% 03/15/18
            043436AH7043436AH7
Asbury Automotive Group 7.625% GTD NTS 3/15/17
            04530DAB804530DAB8
ASPEN INS HLDGS LTD SR NT 6% 08/15/14
            046003HV4046003HV4
ASSOCIATES CORP NORTH AMER SR DEB 5.96% 05/15/37
            046003JU4 046003JU4
Associates Corp of NA 6.95% DEBS 11/1/2018
            04621WAA8 INC SR NT
                         0
ASSURED GTY US HLDGS4621WAA8 7% 06/01/34
            04621XAC204621XAC2
Assurant Inc 5.625% SR NTS 02/15/14
            04621XAD004621XAD0
Assurant Inc 6.750% SR NTS 02/15/34
            046265AE4046265AE4
Astoria Financial Corp 5.750% NTS 10/15/12
            046353AA6046353AA6
ASTRAZENECA PLC 5.40% NTS 06/01/2014
            046353AB4046353AB4
Astrazeneca 5.9% SR NTS 9/15/17
            046353AC2046353AC2
Astrazeneca PLC 5.4% SR NTS 9/15/12
            046353AD0046353AD0
Astrazeneca PLC 6.45% SR NTS 9/15/37
            048303AZ4048303AZ4
Atlantic City Electric 6.625% 1st Mtg 8/1/13
            048303CC3048303CC3
Atlantic City Electric 5.8% SR NTS 5/15/34
            048303CD1048303CD1
Atlantic City Electric 7.75% 1st Mtg 11/15/18
            048825AU7048825AU7
ATLANTIC RICHFIELD CO DEB 9.875% 03/01/16
            048825AV5048825AV5
ATLANTIC RICHFIELD CO DEB 9.125% 03/01/11
            048825AW3    048825AW3
Atlantic Richfield Co 9.000% DEB 04/01/21
            048825AY9048825AY9
Atlantic Richfield Co 9.000% DEB 05/01/31
            048825AZ6048825AZ6
Atlantic Richfield Co 9.125% DEB 08/01/31
            048825BA0048825BA0
Atlantic Richfield Co 8.250% DEB 02/01/22
            048825BB8048825BB8
Atlantic Richfield Co 8.750% DEB 03/01/32
            048825BC6048825BC6
Atlantic Richfield Co 8.500% DEB 04/01/12
            049302AD4049302AD4
ATLAS ENERGY OPER CO LLC SR NT 10.75% 02/01/18
            049302AE2049302AE2
ATLAS ENERGY OPER CO LLC GTD SR 12.125% 08/01/17
            04939MAC3    04939MAC3
ATLAS PIPELINE PARTNERS L P SR NT 8.125% 12/15/15
            04939MAE9    04939MAE9
ATLAS PIPELINE PARTNERS L P SR NT 8.75% 06/15/18
            049560AA3049560AA3
ATMOS ENERGY CORP 6 3/4% DEB 07/15/2028
            049560AB1049560AB1
Atmos Energy Corp 7.375% SR NTS 05/15/11
            049560AC9049560AC9
Atmos Energy Corp 5.125% SR NTS 01/15/13
            049560AF2049560AF2
Atmos Energy Corp 4.950% SR NTS 10/15/14
            049560AG0049560AG0
Atmos Energy Corp 5.950% SR NTS 10/15/34
            049560AH8049560AH8
ATMOS ENERGY CORP SR NT 6.35% 06/15/17
            049560AJ4 SR NTS 03/15/19
ATMOS ENERGY 8.50% 049560AJ4
             Inc. 7% GTD NTS 4/15/14
                         0
AutoNation05329WAH5 5329WAH5
            05329WAJ105329WAJ1
AUTONATION INC. 6.75% Company Guarnt 04/15/2018
            053332AC6053332AC6
AutoZone Inc 5.875% SR NTS 10/15/12
            053332AD4053332AD4
AutoZone Inc 4.375% SR NTS 06/01/13
            053332AF9053332AF9
AutoZone Inc 5.500% SR NTS 11/15/15
            053332AG7053332AG7
Autozone Inc. 6.95% SR NTS 6/15/16
             INC SR NT 6.5% 01/15/14
AUTOZONE 053332AH5053332AH5
             INC SR NT 053332AJ1
AUTOZONE 053332AJ17.125% 08/01/18
             INC. 5.75% SR NTS 01/15/15
AUTOZONE 053332AK8053332AK8
             INC. 4.0% SR NTS 11/15/20
AUTOZONE 053332AL6 053332AL6
            05348EAE905348EAE9
AvalonBay Communities 6.625% due 9/15/11
            05348EAG405348EAG4
AvalonBay Communities 6 1/8% NTS 11/1/12
            05348EAH205348EAH2
AvalonBay Communities 5 3/8% NTS 4/15/14
            05348EAJ8 05348EAJ8
AvalonBay Communities 4.95% NTS 3/15/13
            05348EAK505348EAK5
AvalonBay Communities 5.5% MTNS 1/15/12
            05348EAL3 05348EAL3
AvalonBay Communities 5.75% MTNS 9/15/16
            05348EAN905348EAN9
AVALONBAY COMMUNITIES 6.1% SR NTS 03/15/20
            05348EAP405348EAP4
AVALONBAY COMMUNITIES 3.95% SR NTS 01/15/21
            053611AB5053611AB5
Avery Dennison 6% BDS 1/15/33
            053611AC3053611AC3
Avery Dennison 4.875% NTS 1/15/13
            053611AF6053611AF6
AVERY DENNISON CORP SR NT 5.375% 04/15/20
            5.450% 1ST 12/01/19
Avista Corp 05379BAH005379BAH0
            6.25% 1st mtg 12/1/35
Avista Corp 05379BAK305379BAK3
            05379BAN705379BAN7
Avista Corp. 5.95% 1st MTG NTS 6/1/18
            053807AM5NTS 9/1/2015
Avnet Incorporated 6%053807AM5
            053807AN3053807AN3
Avnet Incorporated 6.625% NTS 09/15/16
            053807AP8053807AP8
Avnet Incorporated 5.875% NTS 3/15/14
            5.875% SR NTS 06/15/20
AVNET INC.053807AQ6053807AQ6
            054303AQ5054303AQ5
Avon Products Inc 4.625% NTS 05/15/13
            054303AR3054303AR3
Avon Products Inc 4.200% NTS 07/15/18
            054303AT9054303AT9
Avon Products 4.8% NTS 3/1/13
            054303AU6054303AU6
Avon Products 5.75% NTS 3/1/18
            054303AV4054303AV4
AVON PRODS INC NT 5.625% 03/01/14
            054303AW2  054303AW2
AVON PRODS INC NT 6.5% 03/01/19
            05461TAA505461TAA5
AxisCapital 5.75% NTS 12/1/14
            05463HAA905463HAA9
AXIS SPECIALTY FINANCE LLC SR NT 5.875% 06/01/20
            054937AC1054937AC1
BB&T Corp 6.5% SUB NTS 8/1/11
            054937AD9054937AD9
BB&T Corp 4.750% SUB NTS 10/01/12
            054937AE7054937AE7
BB&T Corp 5.200% SUB NTS 12/23/15
            054937AG2054937AG2
BB&T Corp 4.9% SUB NTS 6/30/17
            05508RAD805508RAD8
B & G FOODS INC NEW SR NT 7.625% 01/15/18
            05518UAA505518UAA5
BAC CAPITAL TRUST XIII FLT PFD HITS
            05518VAA305518VAA3
BAC CAPITAL TRUST XIV FIXED-TO-FLT PFD HITS
            05530RAB405530RAB4
BBVA International Fixed to Floating Rate GTD Preferred
            05531FAA105531FAA1
BB&T CORPORATION SR NT 5.7% 04/30/14
            05531FAB905531FAB9
BB&T CORPORATION SR NT 6.85% 04/30/19
            05531FAC705531FAC7
BB&T CORPORATION SR NT 3.85% 07/27/12
            05531FAD505531FAD5
BB&T CORPORATION SR NT 3.1% 07/28/11
            05531FAE305531FAE3
BB&T CORPORATION SR NT 3.375% 09/25/13
             3.95% SR NTS 04/29/16
BB&T CORP05531FAF0 05531FAF0
            055450AC4055450AC4
BHP Finance USA 8.5% GTD NTS 12/1/12
            055450AE0055450AE0
BHP Finance USA 6.75% DEBS 11/1/13
            055450AG5055450AG5
BHP Finance USA 7.25% GTD NTS 3/1/16
            055450AH3055450AH3
BHP Finance USA 6.42% GTD NTS 3/1/26
            055451AA6055451AA6
BHP Finance USA 4.8% GTD NTS 4/15/13
            055451AB4055451AB4
BHP Finance USA 5.25% GTD NTS 12/15/15
             Finance 5.125% NTS 3/29/12
BHP Billiton055451AD0055451AD0
             Finance 5.4% NTS 3/29/17
BHP Billiton055451AF5055451AF5
            055451AG3055451AG3
BHP BILLITON FIN USA LTD GTD SR NT 5.5% 04/01/14
            055451AH1055451AH1
BHP BILLITON FIN USA LTD GTD SR NT 6.5% 04/01/19
            055482AH6055482AH6
BJ Services 5.75% SR NTS 6/1/11
            055482AJ2 055482AJ2
BJ Services 6% NTS 6/1/18
            05564EBA305564EBA3
BRE Properties 7.125% NTS 02/15/13
            05564EBK105564EBK1
BRE PROPERTIES INC NT 5.5% 03/15/17
            05564EBL9 05564EBL9
BRE PROPERTIES INC 5.2% SR NTS 03/15/21
            05565QAM05565QAM0
                       0
BP Capital PLC FLT RT GTD EXT NTS
             MARKETS P.L.C. FLOATING RATE GTD NTS 04/11/11 DENOMINATIONS $100,000 AND INTERGRAL
                       0
BP CAPITAL05565QAW85565QAW8
            05565QBF405565QBF4
BP Capital Markets PLC 5.25% SR NTS 11/7/13
             MARKETS P.L.C. 3.125% GTD NTS 03/10/12
BP CAPITAL05565QBG2    05565QBG2
             MARKETS P.L.C.3.875% GTD NTS 03/10/15
BP CAPITAL05565QBH0    05565QBH0
             MARKETS P.L.C. 4.75%
BP CAPITAL05565QBJ605565QBJ6 GTD NTS 03/10/19
             MARKETS P.L.C. FLOATING RATE GTD NTS 03/17/11
BP CAPITAL05565QBK305565QBK3
             MARKETS PLC 3.625%
BP CAPITAL05565QBL105565QBL1GTD NTS 05/08/14
             MARKETS P.L.C. 1.55% GTD NTS 08/11/2011
                       0
BP CAPITAL05565QBM9 5565QBM9
            05565QBN7  05565QBN7
BP Capital Markets p.l.c. 3.125% Guaranteed Notes due 2015
            05565QBP205565QBP2
BP Capital Markets p.l.c. 4.50% Guaranteed Notes due 2020
            055921AA8055921AA8
BMC Software 7.25% SR NTS 6/1/18
            056039AH3056039AH3
BWAY CORP SR SUB NT 10% 04/15/14
            057224AK3057224AK3
Baker Hughes 6.875% SR NTS 1/15/29
            057224AX5057224AX5
Baker Hughes 6.5% SR NTS 11/15/13
            057224AY3057224AY3
Baker Hughes 7.5% SR NTS 11/15/18
            057224AZ0057224AZ0
BAKER HUGHES INC 5.125% SR NTS 09/15/40
            057741AA8057741AA8
BALDOR ELEC CO SR NT 8.625% 02/15/17
            058498AL0 058498AL0
Ball Corp 6.625% SR. NTS 3/15/18
            SR NT 7.125%
                       058498AM8
BALL CORP 058498AM8 09/01/16
            SR NT 7.375% 09/01/19
BALL CORP 058498AN6058498AN6
            SR NT 6.75% 09/15/20
BALL CORP 058498AP1058498AP1
            059165DX5059165DX5
Baltimore Gas & Electric 5.200% NTS 06/15/33
            059165DZ0059165DZ0
Baltimore Gas & Electric 5.9% SR NTS 10/1/16
            059165EC0059165EC0
Baltimore Gas & Electric 6.35% SR NTS 10/1/36
             ELEC CO MTN
                       05916MAB9
BALT GAS &05916MAB9 BE BONY PUT 6.75% 06/05/12
             ELEC CO MTN BE BONY
                       0
BALT GAS &05916MAD5 5916MAD5 PUT 6.73% 06/12/12
            059172AA4059172AA4
Baltimore Gas & Electric 6.125% NTS 7/1/13
            059438AG6059438AG6
Banc One Corp 7.750% SUB DEB 07/15/25
            059438AH4059438AH4
Banc One Corp 7.625% SUB DEB 10/15/26
            059438AK7059438AK7
Banc One Corp 8.000% SUB DEB 04/29/27
            05965XAA705965XAA7
BANCO SANTANDER CHILE NEW SUB NT 7.375% 07/18/12
            05968LAA005968LAA0
Bancolombia SA 6.875% SUB NTS 5/25/17
            05968LAB805968LAB8
Bancolombia S.A. 6.125% 05968LAB8
            060505AQ7060505AQ7
Bank of America Corp 6.250% SR NTS 04/15/12
            060505AR5060505AR5
Bank of America Corp 4.875% SR NTS 09/15/12
            060505AU8060505AU8
Bank of America Corp 5.125% SR NTS 11/15/14
            060505AX2060505AX2
Bank of America Corp 4.875% SR NTS 01/15/13
            060505BD5060505BD5
Bank of America Corp 4.750% SUB NTS 08/15/13
            060505BG8060505BG8
Bank of America Corp 5.250% SR NTS 12/01/15
            060505CK8060505CK8
Bank of America 5.375% SR NTS 8/15/11
            060505CZ5 060505CZ5
Bank of America CV Basket linked (KO, COH, BEN) SR NTS 2/15/12 (BAC)
          06050BAA906050BAA9
BANK OF AMERICA CORP 3.125% FDIC GTD NOTES 6/15/12
          06050BAG606050BAG6
BANK OF AMERICA CRP 2.1% FDIC GTD 04/30/12
          06050BAJ0 06050BAJ0
BANK OF AMERICA FDIC GTD TLGP GTD SR 2.375% 06/22/12
          06050MCW5   06050MCW5
Bank of America Corp 5.600% SR NTS 03/17/19
          06050MCX3   06050MCX3
Bank of America Corp 5.430% SR NTS 03/23/19
          06050MEK9   06050MEK9
Bank of America zero Russell 2000 EAGLES 1/28/11 (BAC)
          06050MEL706050MEL7
Bank of America 1% Healthcare Basket Cycles 1/28/11 (BAC)
          06050MEZ606050MEZ6
Bank of America 1.5% 4 Indices/1 ETF CYCLES 7/29/11 (BAC)
          06050MFD4Basket of 4
Bank of America 1.25%06050MFD4Indices CYCLES 9/27/11 (BAC)
          06050MFK8   06050MFK8
Bank of America 1.5% Basket of Healthcare Stocks CYCLES 12/28/11 (BAC)
          06050MFL606050MFL6
Bank of America zero DJIA EAGLES 3/25/11
          06050MFP7 S&P 500 CYCLES 4/28/11 (BAC)
Bank of America 1.75%06050MFP7
          06050MFV4Indices/1ETF
Bank of America zero 406050MFV4 Returned Linked NTS 6/27/11 (BAC)
          06050MFW2    Indices Return
Bank of America zero 206050MFW2 Linked NTS 1/28/11
          06050MGA9 6050MGA9
                      0
Bank of America zero coupon DJ Euro Stoxx 50 8/25/11 (BAC)
          06050MGB7 6050MGB7
                      0
Bank of America zero S&P 500 EAGLES 10/3/11 (BAC)
          06050MGE1   06050MGE1
Bank of America zero AMEX Biotech EAGLES 10/28/11 (BAC)
          06050MGF8   06050MGF8
Bank of America zero coupon 3 indices Return Linked NTS 10/27/11 (BAC)
          06050MGJ006050MGJ0
Bank of America zero coupon 5 indices linked EAGLES 11/23/11 (BAC)
          06050MGM3   06050MGM3
Bank of America zero coupon DJIA EAGLES 12/27/11 (BAC)
          06050MGN16050MGN1
                      0
Bank of America zero coupon 3 indices returned linked NTS 12/29/11 (BAC)
          06050TJP8 06050TJP8
Bank of America Corp 6% NTS 06/15/16
          06050WBF1   06050WBF1
BANK AMER CORP SR INTNOTES BE FR 5% 06/15/11
          06050WBU8 6050WBU8
                      0
BANK AMER CORP SR INTNOTES BE FR 5.45% 09/15/16
          06050WBV6   06050WBV6
BANK AMER CORP SR INTNOTES BE FR 5.15% 09/15/16
          06050WBW4   06050WBW4
BANK AMER CORP SR INTNOTES BE FR 5.25% 10/15/17
          06050WBY0   06050WBY0
BANK AMER CORP SR INTNOTES BE FR 5.25% 11/15/18
          06050WCA1   06050WCA1
BANK AMER CORP SR INTNOTES BE FR 5.25% 11/15/18
          06050WCD5 6050WCD5
                      0
BANK AMER CORP SR INTNOTES BE FR 5.2% 02/15/19
          06050WCE3   06050WCE3
BANK AMER CORP SR INTNOTES BE FR 4.35% 02/15/16
          06050WCF0   06050WCF0
BANK AMER CORP SR INTNOTES BE FR 5.4% 02/15/19
          06050WCG8 6050WCG8
                      0
BANK AMER CORP SR INTNOTES BE FR 4.05% 02/15/15
          06050WCH6 6050WCH6
                      0
BANK AMER CORP SR INTNOTES BE FR 4.9% 02/15/17
          06050WCJ206050WCJ2
BANK AMER CORP SR INTNOTES BE FR 4.75% 02/15/16
          06050WCK9   06050WCK9
BANK AMER CORP SR INTNOTES BE FR 5.8% 02/15/19
          06050WCL7   06050WCL7
BANK AMER CORP SR INTNOTES BE FR 4.4% 03/15/15
          06050WCM5   06050WCM5
BANK AMER CORP SR INTNOTES BE FR 5.35% 03/15/18
          06050WCQ6 6050WCQ6
                      0
BANK AMER CORP SR INTNOTES BE FR 5% 03/15/17
          06050WCR4   06050WCR4
BANK AMER CORP SR INTNOTES BE FR 5.5% 03/15/20
          06050WCS2   06050WCS2
BANK AMER CORP SR INTNOTES BE FR 4.2% 03/15/15
          06050WCU7 6050WCU7
                      0
BANK AMER CORP SR INTNOTES BE FR 4.25% 05/15/15
          06050XA2906050XA29
BANK AMER CORP SUB INTNTS BE CALL 6.25% 09/15/37
          06050XA3706050XA37
BANK AMER CORP SUB INTNTS BE CALL6.125% 11/15/37
          06050XA4506050XA45
BANK AMER CORP SUB INTNTS BE CALL 6% 11/15/37
          06050XA5206050XA52
BANK AMER CORP SUB INTNTS BE CALL 6% 11/15/37
          06050XA6006050XA60
BANK AMER CORP SUB INTNTS BE CALL 6.12% 12/15/37
          06050XA7806050XA78
BANK AMER CORP SUB INTNTS BE CALL 6.15% 12/15/37
        06050XA8606050XA86
BANK AMER CORP SUB INTNTS BE CALL 6.35% 12/15/37
        06050XA9406050XA94
BANK AMER CORP SUB INTNTS BE FR 6.05% 02/15/38
        06050XAA106050XAA1
BANK AMER CORP SUB INTNTS BE FR 6.8% 02/15/11
        06050XAC706050XAC7
BANK AMER CORP SUB INTNTS BE FR 6.65% 02/15/11
        06050XAF006050XAF0
BANK AMER CORP SUB INTNTS BE FR 6.5% 02/15/11
        06050XAH606050XAH6
BANK AMER CORP SUB INTNTS BE FR 6.7% 03/15/11
        06050XAP806050XAP8
BANK AMER CORP SUB INTNTS BE FR 6.55% 03/15/11
        06050XAS206050XAS2
BANK AMER CORP SUB INTNTS BE FR 6.5% 03/15/11
        06050XB2806050XB28
BANK AMER CORP SUB INTNTS BE CALL 6.15% 03/15/38
        06050XB3606050XB36
BANK AMER CORP SUB INTNTS BE CALL 6% 03/15/38
        06050XB5106050XB51
BANK AMER CORP SUB INTNTS BE CALL 6% 05/15/25
        06050XB8506050XB85
BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/38
        06050XB9306050XB93
BANK AMER CORP SUB INTNTS BE CALL6.375% 06/15/38
        06050XC2706050XC27
BANK AMER CORP SUB INTNTS BE CALL 6.5% 06/15/38
        06050XC3506050XC35
BANK AMER CORP SUB INTNTS BE CALL 6.5% 06/15/38
        06050XC4306050XC43
BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38
        06050XC5006050XC50
BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38
        06050XC6806050XC68
BANK AMER CORP SUB INTNTS BE CALL 7% 08/15/38
        06050XC7606050XC76
BANK AMER CORP SUB INTNTS BE FR 6.25% 08/15/18
        06050XC8406050XC84
BANK AMER CORP SUB INTNTS BE CALL 6.9% 08/15/38
        06050XCA906050XCA9
BANK AMER CORP SUB INTNTS BE FR 6% 09/15/11
        06050XCW1INTNTS BE FR
BANK AMER CORP SUB06050XCW1 6.85% 10/15/26
        06050XCZ406050XCZ4
BANK AMER CORP SUB INTNTS BE FR 6.75% 11/15/26
        06050XD2606050XD26
BANK AMER CORP SUB INTNTS BE CALL6.375% 08/15/23
        06050XD6706050XD67
BANK AMER CORP SUB INTNTS BE CALL 6.8% 09/15/38
        06050XD7506050XD75
BANK AMER CORP SUB INTNTS BE FR 6.35% 09/15/18
        06050XD8306050XD83
BANK AMER CORP SUB INTNTS BE CALL 6.9% 09/15/38
        06050XDC406050XDC4
BANK AMER CORP SUB INTNTS BE FR 6.8% 11/15/26
        06050XDM2INTNTS BE CALL 6.65% 11/15/26
BANK AMER CORP SUB06050XDM2
        06050XDP506050XDP5
BANK AMER CORP SUB INTNTS BE CALL 6.7% 12/15/26
        06050XDU406050XDU4
BANK AMER CORP SUB INTNTS BE CALL 7% 12/15/26
        06050XDV206050XDV2
BANK AMER CORP SUB INTNTS BE FR 6% 02/15/12
        06050XFN806050XFN8
BANK AMER CORP SUB INTNTS BE CALL 6.8% 05/15/27
        06050XFS7 INTNTS BE
BANK AMER CORP SUB06050XFS7 CALL 6.75% 05/15/27
        06050XFW8INTNTS BE CALL 6.8% 05/15/27
BANK AMER CORP SUB06050XFW8
        06050XFX6 INTNTS BE
BANK AMER CORP SUB06050XFX6 FR 6% 05/15/12
        06050XGA506050XGA5
BANK AMER CORP SUB INTNTS BE CALL 6.8% 05/15/27
        06050XGE706050XGE7
BANK AMER CORP SUB INTNTS BE CALL 6.8% 06/15/27
        06050XGN706050XGN7
BANK AMER CORP SUB INTNTS BE CALL 6.7% 06/15/27
        06050XGS606050XGS6
BANK AMER CORP SUB INTNTS BE CALL 6.6% 06/15/27
        06050XGW7  INTNTS BE CALL 6.65% 07/15/27
BANK AMER CORP SUB06050XGW7
        06050XHA406050XHA4
BANK AMER CORP SUB INTNTS BE CALL 6.55% 08/15/27
        06050XHH906050XHH9
BANK AMER CORP SUB INTNTS BE CALL 6.3% 09/15/27
        06050XHM8INTNTS BE CALL 6.2% 09/15/27
BANK AMER CORP SUB06050XHM8
        06050XHN606050XHN6
BANK AMER CORP SUB INTNTS BE CALL 5.6% 09/15/17
        06050XHQ906050XHQ9
BANK AMER CORP SUB INTNTS BE CALL 6.15% 09/15/27
        06050XHT306050XHT3
BANK AMER CORP SUB INTNTS BE CALL 6% 09/15/27
        06050XHY206050XHY2
BANK AMER CORP SUB INTNTS BE CALL6.375% 10/15/27
        06050XJB0 INTNTS BE
BANK AMER CORP SUB06050XJB0 CALL 6.3% 11/15/27
        06050XJE4 INTNTS BE
BANK AMER CORP SUB06050XJE4 CALL 6.2% 11/15/27
        06050XJJ3 INTNTS BE
BANK AMER CORP SUB06050XJJ3 CALL 6% 11/15/27
        06050XJN4 INTNTS BE
BANK AMER CORP SUB06050XJN4 CALL 6.1% 12/15/27
        06050XJS3 INTNTS BE
BANK AMER CORP SUB06050XJS3 CALL6.125% 12/15/27
        06050XJU8 INTNTS BE
BANK AMER CORP SUB06050XJU8 CALL 6% 12/15/32
        06050XJW406050XJW4
BANK AMER CORP SUB INTNTS BE CALL 6% 12/15/32
        06050XJX2 INTNTS BE
BANK AMER CORP SUB06050XJX2 CALL 5.45% 01/15/18
        06050XKC606050XKC6
BANK AMER CORP SUB INTNTS BE CALL 5.75% 02/15/28
        06050XKE206050XKE2
BANK AMER CORP SUB INTNTS BE CALL 5.3% 02/15/18
        06050XKF9 INTNTS BE
BANK AMER CORP SUB06050XKF9 CALL 5.7% 02/15/28
        06050XKG706050XKG7
BANK AMER CORP SUB INTNTS BE CALL 5.35% 02/15/18
        06050XKH506050XKH5
BANK AMER CORP SUB INTNTS BE CALL 5.7% 02/15/28
        06050XLA906050XLA9
BANK AMER CORP SUB INTNTS BE CALL 5.05% 05/15/18
        06050XLV3 INTNTS BE
BANK AMER CORP SUB06050XLV3 CALL 4.6% 06/15/18
        06050XLZ4 INTNTS BE
BANK AMER CORP SUB06050XLZ4 CALL 5% 07/15/18
        06050XMS9INTNTS BE CALL 6% 08/15/28
BANK AMER CORP SUB06050XMS9
        06050XMV2INTNTS BE CALL 6% 09/15/28
BANK AMER CORP SUB06050XMV2
        06050XNC306050XNC3
BANK AMER CORP SUB INTNTS BE CALL 6% 10/15/28
        06050XNG406050XNG4
BANK AMER CORP SUB INTNTS BE CALL 5.75% 11/15/28
        06050XNM1INTNTS BE CALL 5% 12/15/13
BANK AMER CORP SUB06050XNM1
        06050XNQ2INTNTS BE CALL 5.9% 12/15/28
BANK AMER CORP SUB06050XNQ2
        06050XNS806050XNS8
BANK AMER CORP SUB INTNTS BE CALL 5% 12/15/13
        06050XNU306050XNU3
BANK AMER CORP SUB INTNTS BE CALL 5.8% 12/15/28
        06050XNW9  INTNTS BE CALL 5.5% 01/15/29
BANK AMER CORP SUB06050XNW9
        06050XPF4 INTNTS BE
BANK AMER CORP SUB06050XPF4 CALL 5.5% 02/15/24
        06050XPH006050XPH0
BANK AMER CORP SUB INTNTS BE CALL 5.25% 02/15/19
        06050XPQ006050XPQ0
BANK AMER CORP SUB INTNTS BE CALL 5% 03/15/16
        06050XPS6 INTNTS BE
BANK AMER CORP SUB06050XPS6 CALL 5% 03/15/19
        06050XPT406050XPT4
BANK AMER CORP SUB INTNTS BE CALL 5.25% 03/15/29
        06050XQJ5 INTNTS BE
BANK AMER CORP SUB06050XQJ5 CALL 6% 05/15/24
        06050XQR706050XQR7
BANK AMER CORP SUB INTNTS BE CALL 6.15% 06/15/29
        06050XQU0INTNTS BE CALL 6% 06/15/24
BANK AMER CORP SUB06050XQU0
        06050XQX406050XQX4
BANK AMER CORP SUB INTNTS BE CALL 6.2% 06/15/29
        06050XQZ906050XQZ9
BANK AMER CORP SUB INTNTS BE CALL 6% 06/15/19
        06050XRA306050XRA3
BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/29
        06050XRD706050XRD7
BANK AMER CORP SUB INTNTS BE CALL 5.9% 07/15/29
        06050XRH806050XRH8
BANK AMER CORP SUB INTNTS BE FR 6% 07/15/34
        06050XRL9 INTNTS BE
BANK AMER CORP SUB06050XRL9 CALL 6% 08/15/34
        06050XRQ806050XRQ8
BANK AMER CORP SUB INTNTS BE CALL 5.75% 08/15/29
        06050XRS406050XRS4
BANK AMER CORP SUB INTNTS BE CALL 5.5% 08/15/24
        06050XRT206050XRT2
BANK AMER CORP SUB INTNTS BE CALL 5.75% 08/15/29
        06050XRU906050XRU9
BANK AMER CORP SUB INTNTS BE CALL 5% 09/15/14
        06050XRW5INTNTS BE CALL 5.8% 09/15/29
BANK AMER CORP SUB06050XRW5
        06050XRZ806050XRZ8
BANK AMER CORP SUB INTNTS BE CALL 5.65% 09/15/29
        06050XSA206050XSA2
BANK AMER CORP SUB INTNTS BE CALL 5% 09/15/14
        06050XSD606050XSD6
BANK AMER CORP SUB INTNTS BE CALL 5% 09/15/15
        06050XSE4 INTNTS BE
BANK AMER CORP SUB06050XSE4 CALL 5.3% 09/15/19
        06050XSG906050XSG9
BANK AMER CORP SUB INTNTS BE CALL 5.6% 09/15/29
        06050XSH706050XSH7
BANK AMER CORP SUB INTNTS BE CALL 5.25% 10/15/19
        06050XSK0 INTNTS BE
BANK AMER CORP SUB06050XSK0 CALL 5.5% 10/15/29
        06050XSR506050XSR5
BANK AMER CORP SUB INTNTS BE CALL 5.5% 11/15/29
        06050XSS3 INTNTS BE
BANK AMER CORP SUB06050XSS3 CALL 5% 11/15/14
        06050XSV606050XSV6
BANK AMER CORP SUB INTNTS BE CALL 4.95% 11/15/14
        06050XSX2 INTNTS BE
BANK AMER CORP SUB06050XSX2 CALL 5.5% 11/15/29
        06050XTS2 INTNTS BE
BANK AMER CORP SUB06050XTS2 CALL 5.25% 02/15/30
        06050XTX106050XTX1
BANK AMER CORP SUB INTNTS BE CALL 5% 02/15/20
        06050XUC506050XUC5
BANK AMER CORP SUB INTNTS BE CALL 5% 03/15/15
        06050XVH306050XVH3
BANK AMER CORP SUB INTNTS BE CALL 5.25% 08/15/15
        06050XVJ9 INTNTS BE
BANK AMER CORP SUB06050XVJ9 CALL 5.5% 08/15/30
        06050XVK606050XVK6
BANK AMER CORP SUB INTNTS BE CALL 5.25% 08/15/15
        06050XVL4 INTNTS BE
BANK AMER CORP SUB06050XVL4 CALL 5.6% 08/15/30
        06050XWF6INTNTS BE CALL5.625% 11/15/15
BANK AMER CORP SUB06050XWF6
        06050XWR0INTNTS BE CALL 6% 12/15/35
BANK AMER CORP SUB06050XWR0
        06050XWX7INTNTS BE CALL 6.3% 05/15/31
BANK AMER CORP SUB06050XWX7
        06050XWZ2INTNTS BE CALL 6.25% 05/15/36
BANK AMER CORP SUB06050XWZ2
        06050XXB406050XXB4
BANK AMER CORP SUB INTNTS BE CALL 6.3% 05/15/36
        06050XXD006050XXD0
BANK AMER CORP SUB INTNTS BE CALL 6.3% 06/15/36
        06050XXF5 INTNTS BE
BANK AMER CORP SUB06050XXF5 CALL 6.3% 06/15/36
        06050XXH106050XXH1
BANK AMER CORP SUB INTNTS BE CALL 6.2% 06/15/36
        06050XXK406050XXK4
BANK AMER CORP SUB INTNTS BE CALL 6.2% 06/15/36
        06050XXL2 INTNTS BE
BANK AMER CORP SUB06050XXL2 CALL 6.35% 08/15/36
        06050XXS7 INTNTS BE
BANK AMER CORP SUB06050XXS7 CALL 6.2% 08/15/31
        06050XXV006050XXV0
BANK AMER CORP SUB INTNTS BE CALL 6.25% 08/15/36
        06050XXY406050XXY4
BANK AMER CORP SUB INTNTS BE CALL6.125% 08/15/36
        06050XYB306050XYB3
BANK AMER CORP SUB INTNTS BE CALL6.125% 09/15/36
        06050XYD906050XYD9
BANK AMER CORP SUB INTNTS BE CALL 6.2% 09/15/36
        06050XYF4 INTNTS BE
BANK AMER CORP SUB06050XYF4 CALL 6.25% 09/15/36
        06050XYG206050XYG2
BANK AMER CORP SUB INTNTS BE CALL 6% 09/15/26
        06050XYJ6 INTNTS BE
BANK AMER CORP SUB06050XYJ6 CALL 6% 11/15/26
        06050XYL1 INTNTS BE
BANK AMER CORP SUB06050XYL1 CALL 6.15% 11/15/36
        06050XYN706050XYN7
BANK AMER CORP SUB INTNTS BE CALL 6.1% 11/15/36
        06050XYQ006050XYQ0
BANK AMER CORP SUB INTNTS BE CALL 6% 11/15/36
        06050XYR806050XYR8
BANK AMER CORP SUB INTNTS BE CALL5.375% 12/15/14
        06050XYS6 INTNTS BE
BANK AMER CORP SUB06050XYS6 CALL 5.95% 12/15/36
        06050XYU106050XYU1
BANK AMER CORP SUB INTNTS BE CALL 5.8% 12/15/36
        06050XYW7INTNTS BE CALL 5.95% 12/15/36
BANK AMER CORP SUB06050XYW7
        06050XYZ0 INTNTS BE
BANK AMER CORP SUB06050XYZ0 CALL 6% 02/15/37
        06050XZB206050XZB2
BANK AMER CORP SUB INTNTS BE CALL 6.05% 02/15/37
        06050XZC006050XZC0
BANK AMER CORP SUB INTNTS BE CALL 5.6% 02/15/16
        06050XZD806050XZD8
BANK AMER CORP SUB INTNTS BE CALL 6% 02/15/37
        06050XZE6 INTNTS BE
BANK AMER CORP SUB06050XZE6 CALL 6.05% 06/15/37
        06050XZG106050XZG1
BANK AMER CORP SUB INTNTS BE CALL 6.25% 06/15/27
            064057BA9064057BA9
Bank of New York 6.375% SR NTS 4/1/12
            064057BD3064057BD3
Bank of New York 5.5% NTS 12/1/17
            06406HBA606406HBA6
Bank of New York 5.125% SR NTS 11/1/11
            06406HBB406406HBB4
Bank of New York 5% SR NTS 3/23/12
            06406HBE806406HBE8
Bank of New York Mellon 4.95% MTNs 11/1/12
            YORK MTN BK ENT FR
BANK NEW 06406HBJ7 06406HBJ74.5% 04/01/13
            06406HBK406406HBK4
Bank of New York Mellon 5.125% SR NTS 8/27/13
            YORK MTN BK ENT FR 4.3% 05/15/14
BANK NEW 06406HBL206406HBL2
            YORK MTN 06406HBM0
                       BK
BANK NEW 06406HBM0 ENT FR 5.45% 05/15/19
            YORK MTN BK ENT SR NT
BANK NEW 06406HBN806406HBN8 3.1% 01/15/15
            YORK MTN BK ENT SR NT
BANK NEW 06406HBP306406HBP3 4.6% 01/15/20
            06406HBQ1  06406HBQ1
BANK OF NY MELLON 2.95% SR NTS 06/18/15
            YORK INC 06406JCZ6
BANK NEW 06406JCZ6SUB CORE NT CALL 4.6% 06/15/18
            06406JHB4 06406JHB4
Bank of New York 4.95% MTN 3/15/15
            YORK INC 0640P1JL8
BANK NEW 0640P1JL8SB CORENOTES CALL 6% 09/15/21
            YORK INC SB CORENOTES CALL 6% 10/15/31
BANK NEW 0640P1JT1 0640P1JT1
            YORK INC SB CORENOTES
BANK NEW 0640P1NA70640P1NA7 CALL 6.15% 07/15/22
            YORK INC SB CORENOTES
BANK NEW 0640P1PX50640P1PX5 CALL 6% 12/15/32
            YORK INC SB CORENOTES
BANK NEW 0640P1SC8 0640P1SC8 CALL 6.1% 07/17/23
            YORK INC SB CORENOTES
BANK NEW 0640P1SS3 0640P1SS3 CALL 6% 08/15/23
            YORK INC SB CORENOTES
BANK NEW 0640P1ST1 0640P1ST1 CALL 6.15% 08/15/33
            YORK INC SB CORENOTES
BANK NEW 0640P1SV60640P1SV6 CALL 6.1% 08/15/33
            064149A56064149A56
BANK OF NOVA SCOTIA 2.25% SR NTS 01/22/13
            064149A64064149A64
BANK OF NOVA SCOTIA 3.4% SR NTS 01/22/15
            064149B97064149B97
BANK NOVA SCOTIA 2.375% SR NTS 12/17/13
            06423AAQ6  06423AAQ6
BANK ONE CORP SUB NT 5.9% 11/15/11
            06423AAS206423AAS2
BANK ONE CORP SB NT 5.25% 01/30/13
            06423AAV506423AAV5
BANK ONE CORP SUB NT 4.9% 04/30/15
            066050CM5  066050CM5
BankAmerica Corp 7.125% SUB NTS 10/15/11
            066365BX4066365BX4
BANKERS TR CORP SUB DEB 7.5% 11/15/15
            066365DC8066365DC8
BANKERS TR CORP SUB NT 7.25% 10/15/11
            067383AA7067383AA7
Bard (CR) Inc 6.700% NTS 12/01/26
            067383AB5067383AB5
CR BARD INC. 2.875% SR NTS 01/15/16
            067383AC3067383AC3
CR BARD INC. 4.4% SR NTS 01/15/21
            06738CGY906738CGY9
BARCLAYS BANK PLC 5.01% NTS 11/30/2035
            06738JAT1 FR 5% 04/21/20
BARCLAYS BK PLC MTN06738JAT1
            06739GBP306739GBP3
BARCLAYS BANK PLC 5.140% LOWER TIER 2 NTS 10/14/20
            067901AA6067901AA6
BARRICK GOLD CORP NT 5.8% 11/15/34
            067901AB4067901AB4
BARRICK GOLD CORP SR NT 6.95% 04/01/19
            06846NAB006846NAB0
BARRETT BILL CORP SR NT 9.875% 07/15/16
            06849RAB806849RAB8
Barrick NA Finance 6.8% GTD NTS 9/15/18
            06849RAC606849RAC6
Barrick NA Finance 7.5% GTD NTS 9/15/38
            06849TAA606849TAA6
Barrick Gold Finance 6.125% GTD NTS 9/15/13
            06849UAC906849UAC9
BARRICK AUSTRALIA FIN PTY LTD GTD NT 4.95% 01/15/20
            06849UAD7  06849UAD7
BARRICK AUSTRALIA FIN PTY LTD GTD NT 5.95% 10/15/39
            06849VAA106849VAA1
Barrick Gold Finance 5.8% NTS 11/15/34
            06849VAB906849VAB9
Barrick Gold Finance 4.875% NTS 11/15/14
            06985PAB606985PAB6
Basic Energy Services 7.125% GTD NTS 4/15/16
            06985PAF706985PAF7
BASIC ENERGY SVCS INC NEW GTD SR 11.625% 08/01/14
            071813AM1  071813AM1
Baxter International 6.625% DEB 02/15/28
            071813AU3071813AU3
Baxter International 4.625% NTS 03/15/15
            071813AX7071813AX7
Baxter International 6.25% SR NTS 12/1/37
            071813AY5071813AY5
Baxter International 5.375% NTS 6/1/18
            071813AZ2071813AZ2
BAXTER INTL 4.0% SR NTS 03/01/14
            071813BA6071813BA6
BAXTER INTL INC SR NT 4.5% 08/15/19
            071813BB4071813BB4
BAXTER INTL INC SR NT 1.8% 03/15/13
            071813BC2071813BC2
BAXTER INTL INC SR NT 4.25% 03/15/20
            CO MTN BE FR 9.20%
BAY ST GAS07261LAA007261LAA0 06/06/11
            07385TAJ5 07385TAJ5
Bear Stearns Cos 5.700% GLB NTS 11/15/14
            07387EDH707387EDH7
BEAR STEARNS COS INC CALL 5.75% 02/15/24
            07387EFE2 07387EFE2
BEAR STEARNS COS INC CALL 6.05% 05/15/29
            07387EFR3 07387EFR3
BEAR STEARNS COS INC CALL 6% 07/15/29
            07387EFV4 07387EFV4
BEAR STEARNS COS INC CALL 6% 08/15/29
            07387EFX0 07387EFX0
BEAR STEARNS COS INC CALL 5.85% 08/15/29
            07387EFZ5 07387EFZ5
BEAR STEARNS COS INC CALL 5.85% 08/27/30
            07387EHR107387EHR1
BEAR STEARNS COS INC CALL 6% 02/24/31
            07387EHS907387EHS9
BEAR STEARNS COS INC CALL 6% 03/31/26
            07387EHT707387EHT7
BEAR STEARNS COS INC CALL 6% 05/15/37
            073902CD8073902CD8
Bear Stearns Cos 4.650% GLB NTS 07/02/18
            073902KE7073902KE7
BEAR STEARNS COMPANIES INC EURO FR 07/27/2012
            073902KF4 073902KF4
Bear Stearns Cos 5.3% NTS 10/30/15
            073902ML9073902ML9
Bear Stearns 5.5% NTS 8/15/11
            073902PN2073902PN2
Bear Stearns Cos 5.55% NTS 01/22/17
            073902PP7073902PP7
Bear Stearns Cos 5.35% SR NTS 2/1/12
            073902PR3073902PR3
Bear Stearns 6.4% SR NTS 10/2/17
            073902RU4073902RU4
Bear Stearns 7.25% SR NTS 2/1/18
             zero coupon DJIA PPNs
Bear Stearns 7.39E+70 7.39E+70 3/23/11(JPM)
            073928VU4073928VU4
BEAR STEARNS COS INC MTN BE CALL 7.00% 12/13/21
            073928X99073928X99
BEAR STEARNS COS INC MTN BE FR 6.9% 08/15/12
            073928YW7  073928YW7
BEAR STEARNS COS INC MTN BE FR 5.5% 03/28/23
            073928ZR7073928ZR7
BEAR STEARNS COS INC MTN BE CALL 5.1% 06/16/23
            07556QAN5  07556QAN5
Beazer Homes USA 6.875% GTD NTS 7/15/15
            07556QAQ8  07556QAQ8
Beazer Homes USA 8.125% GTD NTS 6/15/16
            07556QAU9  07556QAU9
BEAZER HOMES USA INC SR NT 12% 10/15/17
            07556QAV707556QAV7
BEAZER HOMES USA INC SR NT 9.125% 06/15/18
            075811AB5075811AB5
Beckman Coulter 6.875% SR NTS 11/15/11
            075811AE9075811AE9
BECKMAN COULTER INC SR NT 6% 06/01/15
            075811AF6075811AF6
BECKMAN COULTER INC SR NT 7% 06/01/19
            075816AA6075816AA6
Beckman Instrument 7.05% DEBS 6/1/26
            075887AN9075887AN9
Becton Dickinson & Co 7.000% DEB 08/01/27
            075887AQ2075887AQ2
Becton Dickinson & Co 6.700% DEB 08/01/28
            075887AS8075887AS8
Becton Dickinson & Co 4.550% NTS 04/15/13
            075887AT6075887AT6
Becton Dickinson & Co 4.900% NTS 04/15/18
            075887AU3075887AU3
BECTON DICKINSON & CO NT 5% 05/15/19
             075887AV1075887AV1
BECTON DICKINSON & CO NT 6% 05/15/39
             075887AW9  075887AW9
BECTON DICKINSON 3.25% SR NTS 11/12/20
             075887AX7075887AX7
BECTON DICKINSON 5.0% SR NTS 11/12/40
             7% SR SUB NTS 3/15/17
Belden CDT077454AC0077454AC0
             07786DAA407786DAA4
BELL ATLANTIC-PENNSYLVANIA INC DEB        6% 12/01/28
             078167AZ6078167AZ6
Bell Telephone of PA 8.350% DEB 12/15/30
             078167BA0078167BA0
Bell Telephone of PA 8.750% DEB 08/15/31
              CAP FDG CORP DEB
BELLSOUTH079857AF5079857AF57.12% 07/15/97
             079857AH1079857AH1
BellSouth Cap Funding 7.875% DEB 02/15/30
             079860AB8079860AB8
BellSouth Corp 6.000% NTS 10/15/11
             079860AD4079860AD4
BellSouth Corp 6.875% NTS 10/15/31
             079860AE2079860AE2
BellSouth Corp 6.550% NTS 06/15/34
             079860AG7079860AG7
Bellsouth Corp 5.200% NTS 09/15/14
             079860AJ1 NTS 11/15/12
BellSouth Corp 4.750% 079860AJ1
             079860AK8079860AK8
BellSouth Corp 6.000% NTS 11/15/34
             079860AL6 NTS 12/15/16
BellSouth Corp 5.200% 079860AL6
             079867AM9  079867AM9
Bellsouth Telecommunications 7% DEBS 10/1/25
              TELECOM DEB 5.85%
BELLSOUTH079867AN7079867AN7 11/15/45
             079867AP2079867AP2
Bellsouth Telecommunications 7% DEBS 12/1/95
             079867AW7  079867AW7
Bellsouth Telecommunications 6.375% DEBS 6/1/28
             080555AE5080555AE5
Belo (AH) Corp 7.750% SR DEB 06/01/27
             080555AF2080555AF2
Belo (AH) Corp 7.250% SR DEB 09/15/27
             080555AH8080555AH8
Belo (AH) Corp 6.75% SR NTS 05/30/13
             SR NT 8% 11/15/16
BELO CORP 080555AJ4 080555AJ4
              7/8% due 4/1/2012
Bemis Co. 4081437AE5081437AE5
             081437AF2081437AF2
BEMIS INC NT 6.8% 08/01/19
             081437AG0081437AG0
BEMIS INC NT 5.65% 08/01/14
             084423AC6084423AC6
Berkley (WR) Corp 8.700% DEB 01/01/22
             084423AJ1 084423AJ1
Berkley (WR) Corp 5.875% SR NTS 02/15/13
             084423AL6 084423AL6
Berkley (WR) Corp 6.150% SR NTS 08/15/19
             084423AM4  084423AM4
Berkley (WR) Corp 5.600% SR NTS 05/15/15
             084423AP7084423AP7
Berkley (WR) Corp 6.25% SR NTS 2/15/37
             R CORP SR NT 7.375% 09/15/19
BERKLEY W 084423AQ5084423AQ5
             084664AD3084664AD3
Berkshire Hathaway Finance 4.625% GTD NTS 10/15/13
             084664AM3  084664AM3
Berkshire Hathaway Finance 5.1% NTS 7/15/14
             084664AT8084664AT8
Berkshire Hathaway Finance 4.85% GTD NTS 1/15/15
             HATHAWAY FINGTD NTS
BERKSHIRE 084664BD2084664BD2 4.6% 05/15/13
             HATHAWAY FIN 5.4% GTD NTS 05/15/18
BERKSHIRE 084664BE0084664BE0
             HATHAWAY FIN 5 % GTD
BERKSHIRE 084664BG5084664BG5 NTS 08/15/13
              CO SR SB NT 8.25% 11/01/16
BERRY PETE085789AC9085789AC9
             085789AD7085789AD7
BERRY PETROLEUM CO 10.25% SR NTS 06/01/14
             086516AJ0 086516AJ0
BEST BUY INC NT 6.75% 07/15/13
              MTN BE FR 6.625% 04/15/28
BESTFOODS08658EAA508658EAA5
             08986RAA908986RAA9
BILGARI HOLDINGS INC 14.0% REDEEEMABLE SUBORDINATED DEBENTURES DUE 03/31/15
             090572AN8090572AN8
BIO RAD LABS INC SR SUB NT 8% 09/15/16
             092113AE9092113AE9
Black Hills Corp 6.500% NTS 05/15/13
             092113AF6092113AF6
BLACK HILLS CORP SR NT 9% 05/15/14
             092113AG4092113AG4
Black Hills Corp 5.875% Sr Unsecured 07/15/20
             092114AB3092114AB3
BLACK HILLS POWER INC. 6.125% 11/01/39
             09247XAC509247XAC5
Blackrock Inc. 6.25% NTS 9/15/17
              INC NT 3.5% 12/10/14
BLACKROCK09247XAD309247XAD3
              INC NT 5% 12/10/19
BLACKROCK09247XAE109247XAE1
              INC NT 2.25% 12/10/12
BLACKROCK09247XAF809247XAF8
             093662AC8093662AC8
Block Financial 5.125% GTD NTS 10/30/14
             093662AD6093662AD6
Block Financial 7.875% GTD NTS 1/15/13
             09643PAB409643PAB4
Blyth Industries Inc 5.500% SR NTS 11/01/13
             09689RAA709689RAA7
Boyd Gaming 7.125% SR NTS 2/1/16
             09700PDL909700PDL9
BOEING CAP CORP INTERNOTES FR 4.75% 05/15/13
             097014AD6097014AD6
Boeing Capital Corp 6.100% SR NTS 03/01/11
             097014AG9097014AG9
Boeing Capital Corp 6.500% SR NTS 02/15/12
             097014AH7097014AH7
Boeing Capital Corp 5.800% SR NTS 01/15/13
             097014AK0097014AK0
BOEING CAPITAL CORP 3.25% SR NTS 10/27/14
             097014AL8 4.7% SR NTS
BOEING CAPITAL CORP 097014AL8 10/27/19
             097023AD7097023AD7
Boeing Company 8.750% DEB 08/15/21
             097023AE5097023AE5
Boeing Company 8.750% DEB 09/15/31
             097023AG0097023AG0
Boeing Company 8.625% DEB 11/15/31
             097023AH8097023AH8
Boeing Company 7.950% DEB 08/15/24
             097023AK1097023AK1
Boeing Company 7.875% DEB 04/15/43
             097023AM7  097023AM7
Boeing Company 7.250% DEB 06/15/25
             097023AN5097023AN5
Boeing Company 6.875% DEB 10/15/43
             DEB     7.5% 08/15/42
BOEING CO 097023AQ8097023AQ8
             097023AS4097023AS4
Boeing Company 6.625% DEBS 02/15/38
             097023AT2097023AT2
Boeing Company 5.125% NTS 02/15/13
             097023AU9097023AU9
Boeing Company 6.125% NTS 02/15/33
             5.0% SR NTS 03/15/14
BOEING CO 097023AV7097023AV7
             6.0% NTS 03/15/19
BOEING CO 097023AW5     097023AW5
             6.875% SR NTS 03/15/39
BOEING CO 097023AX3097023AX3
             SR NT 3.5% 02/15/15
BOEING CO 097023AY1097023AY1
             SR NT 4.875% 02/15/20
BOEING CO 097023AZ8097023AZ8
             SR NT 5.875% 02/15/40
BOEING CO 097023BA2097023BA2
             SR NT 1.875% 11/20/12
BOEING CO 097023BB0097023BB0
             SR NT 3.75% 11/20/16
BOEING CO 097023BC8097023BC8
             097395AH0097395AH0
BOISE CASCADE L L C / BOISE SR SUB NT 14 10/15/14
             099724AC0099724AC0
Borg Warner Automotive 7.125% NTS 02/15/29
             099724AD8099724AD8
Borg Warner Automotive 8.000% NTS 10/01/19
             099724AE6099724AE6
Borg Warner 5.75% SR NTS 11/1/16
             10075EAN810075EAN8
BOSTON GAS CO MTNS BK ENTRY FR 6.93% 04/01/16
             10075EAW8BK ENTRY FR
BOSTON GAS CO MTNS10075EAW8 6.80% 11/30/12
             10112RAB010112RAB0
BOSTON PPTYS LTD PARTNERSHIP NT 6.25% 01/15/13
             10112RAE410112RAE4
BOSTON PPTYS LTD PARTNERSHIP SR NT 5% 06/01/15
             10112RAF110112RAF1
BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625% 04/15/15
             10112RAQ710112RAQ7
BOSTON PPTYS LTD PARTNERSHIP SR NT 5.875% 10/15/19
             10112RAR510112RAR5
BOSTON PPTYS LTD PARTNERSHIP SR NT 5.625% 11/15/20
             10112RAS310112RAS3
BOSTON PROPERTIES LP 4.125% SR NTS 05/15/21
            101137AB3101137AB3
Boston Scientific Corp 5.450% NTS 06/15/14
            101137AD9101137AD9
Boston Scientific Corp 5.125% NTS 01/12/17
            101137AG2101137AG2
Boston Scientific Corp 6.4% SR NTS 6/15/16
            101137AJ6 101137AJ6
BOSTON SCIENTIFIC CORP 4.50% SR NTS 01/15/15
            101137AK3101137AK3
BOSTON SCIENTIFIC CORP 6.0% SR NTS 01/15/20
            101137AL1 101137AL1
BOSTON SCIENTIFIC CORP 7.375% SR NTS 01/15/40
            10138MAB1   10138MAB1
Bottling Group LLC 4.625% SR NTS 11/15/12
            10138MAD7 0138MAD7
                        1
Bottling Group LLC 4.125% SR NTS 6/15/15
            10138MAF2   10138MAF2
Bottling Group LLC 5% NTS 11/15/13
            10138MAG0 SR NTS 4/1/16
                        1
Bottling Group LLC 5.5% 0138MAG0
            10138MAH8 0138MAH8
                        1
Bottling Group 6.95% GTD NTS 3/15/14
            10138MAK1   10138MAK1
BOTTLING GROUP INC 5.125% SR NTS 01/15/19
            103304BD2103304BD2
Boyd Gaming 6.75% SR NTS 4/15/14
            10513QBD2   10513QBD2
BRANCH BKG & TR CO NC MTN BE FR 4.875% 01/15/13
             Operating 4.5% due 11/1/09
Brandywine105340AA1105340AA1
             Operating 5.4% due 11/1/14
Brandywine105340AB9105340AB9
             Oper Partners 5.7% GTD
Brandywine105340AJ2 105340AJ2 5/1/17
            105340AK9105340AK9
BRANDYWINE OPER PARTNERSHIP L GTD NT 7.5% 05/15/15
            10549PAE110549PAE1
BRASCAN CORP NT 7.125% 06/15/12
            10549PAG610549PAG6
BRASCAN CORP DEB 7.375% 03/01/33
            109043AG4109043AG4
BRIGGS & STRATTON CORP 6.875% 12/15/20
            109641AE0109641AE0
Brinker International 5.750% NTS 06/01/14
            110122AA6110122AA6
Bristol-Myers Squibb Co 7.150% DEB 06/15/23
            110122AB4110122AB4
Bristol-Myers Squibb Co 6.800% DEB 11/15/26
            110122AC2110122AC2
Bristol-Myers Squibb Co 6.875% DEBS 08/1/2097
            110122AL2 110122AL2
Bristol-Myers Squibb 5.25% SR NTS 08/15/13
            110122AP3110122AP3
Bristol-Myers Squibb Co 5.875% BDS 11/15/36
            110122AQ1110122AQ1
Bristol-Myers Squibb 6.125% NTS 5/1/38
            110122AR9110122AR9
Bristol-Myers Squibb 5.45% NTS 5/1/18
            110394AB9110394AB9
BRISTOW GROUP INC SR NT 7.5% 09/15/17
            111022AA7111022AA7
BRITISH TRANSCO FIN.INC 6.625% NTS 06/01/18
            Financial 6.125% SR NTS
Broadridge 11133TAA111133TAA1 6/1/17
            112585AB0112585AB0
BROOKFIELD ASSET MGMT INC NT 5.8% 04/25/17
            115637AH3115637AH3
Brown Forman 5.2% SR NTS 4/1/12
            115736AC4115736AC4
BROWN SHOE INC NEW SR NT 8.75% 05/01/12
            115885AE5115885AE5
Browning-Ferris 9.25% DEBS 5/1/21
            115885AK1115885AK1
Browning-Ferris 7.4% DEBS 9/15/35
            117043AE9117043AE9
Brunswick Corp 7.375% DEB 09/01/23
            117043AG4117043AG4
Brunswick Corp 7.125% NTS 08/01/27
            117043AH2117043AH2
Brunswick Corp 5.000% NTS 06/01/11
            117043AK5117043AK5
BRUNSWICK CORP SR NT CR SEN 13 08/15/13
            118230AA9118230AA9
Buckeye Partners LP 4.625% NTS 07/15/13
            118230AD3118230AD3
Buckeye Partners LP 5.300% NTS 10/15/14
            118230AJ0 4.875% SR
BUCKEYE PARTNERS LP118230AJ0 NTS 02/01/21
            120568AH3120568AH3
Bunge Ltd Finance 5.875% GTD NTS 5/15/13
            120568AM2   120568AM2
Bunge Ltd Finance 5.35% GTD NTS 4/15/14
            120568AQ3120568AQ3
Bunge Ltd Finance 5.1% GTD NTS 7/15/15
           120569AA6120569AA6
Bunge NA Finance 5.9% GTD NTS 4/1/17
           121899CC0121899CC0
BURLINGTON NORTHERN R.R. 3.80% SER L 1/1/20
           121899CD8121899CD8
BURLINGTON NORTHERN R.R. 6.55% SER K 1/1/20
           121899CE6121899CE6
BURLINGTON NORTHERN R.R. 6.55% SER O 1/1/20
           121899CF3 121899CF3
BURLINGTON NORTHERN 8.15% SER N 1/1/20
           121899CG1121899CG1
BURLINGTON NORTHERN R.R. 8.15% SER P 1/1/20
           121899CH9121899CH9
BURLINGTON NORTHERN R.R. 3.20% SER M 1/1/45
           122014AE3122014AE3
Burlington Resources Inc 9.125% DEB 10/01/21
           122014AH6122014AH6
Burlington Resources Inc 8.200% DEB 03/15/25
           122014AJ2 122014AJ2
Burlington Resources Inc 6.875% DEB 02/15/26
           122014AL7 122014AL7
Burlington Resources Inc 7.375% DEB 03/01/29
           12201PAB212201PAB2
BURLINGTON RES FIN CO GTD NT 7.2% 08/15/31
           12201PAM8  12201PAM8
BURLINGTON RES FIN CO GTD NT 6.5% 12/01/11
           12201PAN612201PAN6
BURLINGTON RES FIN CO GTD NT 7.4% 12/01/31
              7.125% 11/01/23
CBS INC NT 124845AF5124845AF5
           124857AA1124857AA1
CBS Corp. 7.625% sr. deb 1/15/16
           124857AB9124857AB9
CBS CORP 8.2% 05/15/14
           124857AC7124857AC7
CBS CORP 8.875% 05/15/19
           124857AD5124857AD5
CBS CORP NEW GTD SR 5.75% 04/15/20
           124857AE3124857AE3
CBS CORP 4.3% 02/15/21
           124857AF0124857AF0
CBS CORP 5.9% 10/15/40
           12489LAE8 INC GTD SR
CB RICHARD ELLIS SVCS12489LAE8 SB NT 17 06/15/17
           12496DAA512496DAA5
Corporate Bond Tracers Series 2003-1 5.22% 7/25/13 (MS)
           12527GAA112527GAA1
CF INDUSTRIES INC 6.875% SR NTS 05/01/18
           12527GAB912527GAB9
CF INDUSTRIES INC 7.125% SR NTS 05/01/20
            Health 8.875% GTD NTS
Community12543DAF712543DAF7 7/15/15
            8.300% NTS 01/15/23
CIGNA Corp125509AG4125509AG4
            7.650% NTS 03/01/23
CIGNA Corp125509AH2125509AH2
            7.875% DEB 05/15/27
CIGNA Corp125509AZ2125509AZ2
            6.375% NTS 10/15/11
CIGNA Corp125509BG3125509BG3
            6.15% NTS 11/15/36
CIGNA Corp125509BH1125509BH1
           125509BJ7 125509BJ7
CIGNA CORP NT 5.375% 03/15/17
            6.35% SR NTS 3/15/18
CIGNA Corp125509BK4125509BK4
           125509BL2 125509BL2
CIGNA CORP 8.50% SR NTS 05/01/19
           125509BN8125509BN8
CIGNA CORP 4.375% SR NTS 12/15/20
           INC 7.0% SR NTS 05/01/13
CIT GROUP 125581FT0 125581FT0
           INC 7.0% SR NTS 05/01/14
CIT GROUP 125581FU7125581FU7
           INC 7.0% SR NTS 05/01/15
CIT GROUP 125581FV5125581FV5
           INC 7.0% SR125581FW3
CIT GROUP 125581FW3 NTS 05/01/16
           INC 7.0% SR NTS 05/01/17
CIT GROUP 125581FX1 125581FX1
            8.5% SR NTS 4/15/11
CMS Energy125896AQ3125896AQ3
            Corp 6.300% SR NTS 02/01/12
CMS Energy125896AX8125896AX8
            6.875% SR NTS 12/15/15
CMS Energy125896AZ3125896AZ3
            6.55% SR NTS 7/17/17
CMS Energy125896BA7125896BA7
           125896BC3125896BC3
CMS ENERGY CORP SR NT 8.75% 06/15/19
           125896BE9125896BE9
CMS ENERGY CORP SR NT 6.25% 02/01/20
           125896BF6 125896BF6
CMS ENERGY CORP 4.25% SR NTS 09/30/15
           12589YAF612589YAF6 7% 07/15/29
CMS PANHANDLE HLDG CO NT
           126009AA7126009AA7
MS STRUCTURED ASSET CORP CMT LINKED TR UNITS SER 2010-01 BACKED BY ALTRIA GROUP, INC. NTS 5.00%
           126117AE0126117AE0
CNA Financial 7.250% DEB 11/15/23
           126117AH3126117AH3
CNA Financial 6.950% NTS 01/15/18
           126117AL4 126117AL4
CNA Financial 5.850% NTS 12/15/14
           126117AM2  126117AM2
CNA Financial 6.5% NTS 8/15/16
           126117AN0126117AN0
CNA Financial 6% NTS 8/15/11
           126117AP5126117AP5
CNA FINL CORP SR NT 7.35% 11/15/19
           DEB 6.7% 05/01/34
CNF INC SR 12612WAB0  12612WAB0
           126149AD5126149AD5
CPC INTL INC NT-E 7.25% 12/15/26
           12614QAJ412614QAJ4
CPC INTL INC MTN BE CALL 7.0% 10/15/17
           12614QAK112614QAK1
CPC INTL INC MTN BE CALL 5.6% 10/15/97
           12616FAA512616FAA5
CPG PARTNERS L P NT      8.25% 02/01/11
           12616FAB312616FAB3
CPG PARTNERS L P NT 6.875% 06/15/12
           12616FAC112616FAC1
CPG PARTNERS L P NT 6% 01/15/13
           12626PAD512626PAD5
CRH AMER INC NT 6.95 03/15/12
           12626PAE312626PAE3
CRH America 5.3% GTD NTS 10/15/13
           12626PAF012626PAF0
CRH America 6.4% GTD NTS 10/15/33
           12626PAG812626PAG8
CRH America 6% NTS 9/30/16
           12626PAH612626PAH6
CRH AMERICA 5.625% NTS 9/30/11
           12626PAJ2 12626PAJ2
CRH America 8.125% NTS 7/15/18
           12626PAK912626PAK9
CRH AMERICA INC. 4.125% GTD NTS 01/15/16
           12626PAL712626PAL7
CRH AMERICA INC. 5.75% GTD NTS 01/15/21
           126304AG9126304AG9
CSC Holdings 7.875% DEBS 2/15/18
           126304AK0126304AK0
CSC Holdings 7.625% DEBS 7/15/18
           126304AP9126304AP9
CSC Holdings 7.625% SR NTS 4/1/11
           126304AR5126304AR5
CSC Holdings 6.75% SR NTS 4/15/12
           126408AM5  126408AM5
CSX Corp 8.625% DEB 05/15/22
           126408AP8126408AP8
CSX Corp 6.750% NTS 03/15/11
           126408AQ6126408AQ6
CSX Corp 8.100% DEB 09/15/22
           126408BL6 126408BL6
CSX Corp 7.900% DEB 05/01/17
           126408BM4  126408BM4
CSX Corp 7.950% DEB 05/01/27
           126408BP7126408BP7
CSX Corp 7.250% DEB 05/01/27
           126408GB3126408GB3
CSX Corp 6.300% NTS 03/15/12
           126408GD9126408GD9
CSX Corp 5.500% NTS 08/01/13
           126408GF4126408GF4
CSX Corp 5.300% NTS 02/15/14
           126408GH0126408GH0
CSX Corp 6% NTS 10/1/36
           126408GJ6 126408GJ6
CSX Corp. 5.6% NTS 5/1/17
           126408GK3126408GK3
CSX Corp 6.15% NTS 5/1/37
           126408GL1126408GL1
CSX Corp 5.75% SR NTS 3/15/13
           126408GM93/15/18
CSX Corp 6.25% SR NTS126408GM9
           126408GN7126408GN7
CSX Corp 6.25% NTS 4/1/15
           126408GP2126408GP2
CSX Corp. 7.45% NTS 4/1/38
           126408GQ0126408GQ0
CSX CORP 7.375% NTS 02/01/19
           126408GT4126408GT4
CSX CORP 3.7% SR NTS 10/30/20
           126408GU1126408GU1
CSX CORP 5.50% SR NTS 04/15/41
           126410LK3 126410LK3
CSX TRANSN INC DEB 9.75% 06/15/20
            126410LL1 126410LL1
CSX TRANSN INC DEB 7.875% 05/15/43
            12641LBU612641LBU6
CSX Corp 6.8% MTNS 12/1/28
            126650AV2126650AV2
CVS Corporation 4.875% NTS 09/15/14
            126650BD1126650BD1
CVS Corporation 5.75% SR NTS 8/15/11
            126650BE9126650BE9
CVS Corporation 6.125% SR NTS 8/15/16
            126650BH2126650BH2
CVS Caremark 5.75% SR NTS 6/1/17
            126650BJ8 126650BJ8
CVS Caremark 6.25% SR NTS 6/1/27
            126650BN9126650BN9
CVS CAREMARK CORPORATION SR NT 6.6% 03/15/19
            126650BR0126650BR0
CVS CAREMARK 6.125% SR NTS 09/15/39
            1267H0DD4 1267H0DD4
CORPORATE ASSET BACKED PRN TR CERT 04/01/32
            Systems 8%12686CAW9
Cablevision 12686CAW9 SR NTS 4/15/12
            12686CAZ212686CAZ2
CABLEVISION SYS CORP SR NT 7.75% 04/15/18
            12686CBA612686CBA6
CABLEVISION SYS CORP SR NT 8% 04/15/20
            127055AG6127055AG6
CABOT CORP SR NT 5% 10/01/16
            12705QAU9 12705QAU9
CABOT CORP MED TERM NTS BK ENT FR 7.28% 10/21/27
            127587AD5127587AD5
CADMUS COMMUNICATIONS CORP SR SB NT 14 06/15/14
            130625DG8130625DG8
CAL ST GO 6.25% BDS 09/01/12
            130625DQ6130625DQ6
CAL ST GO 6.00% BDS 10/01/14
            130626CJ1 130626CJ1
CAL ST GO 6.00% BDS 10/01/15
            130626CM4 130626CM4
CAL ST GO 5.75% BDS 11/01/17
            130626CN2130626CN2
CAL ST GO 5.50% BDS 04/01/15
            130626DN1130626DN1
CAL ST GO 7.00% BDS 11/01/17
            130627BB7130627BB7
CAL ST GO 6.25% BDS 10/01/19
            130627BD3130627BD3
CAL ST GO 6.00% BDS 10/01/21
            130627BE1130627BE1
CAL ST GO 5.50% BDS 10/01/22
            130627BF8 130627BF8
CAL ST GO 5.00% BDS 11/01/22
            130627BK7130627BK7
CAL ST GO 5.50% BDS 04/01/19
            130627BP6130627BP6
CAL ST GO 5.90% BDS 04/01/23
            130627BU5130627BU5
CAL ST GO 4.75% BDS 09/01/18
            130627BZ4130627BZ4
CAL ST GO 4.75% BDS 09/01/23
            130627CH3130627CH3
CAL ST GO 5.50% BDS 03/01/20
            130627CL4 130627CL4
CAL ST GO 5.75% BDS 03/01/23
            130627CN0130627CN0
CAL ST GO 6.00% BDS 05/01/18
            130627CQ3130627CQ3
CAL ST GO 6.00% BDS 05/01/20
            130627CU4130627CU4
CAL ST GO 6.00% BDS 05/01/24
            130627DA7130627DA7
CAL ST GO 6.00% BDS 08/01/19
            130627DF6130627DF6
CAL ST GO 6.00% BDS 08/01/24
            130627DK5130627DK5
CAL ST GO 7.00% BDS 11/01/20
            130627DP4130627DP4
CAL ST GO 7.10% BDS 11/01/24
            130627EG3130627EG3
CAL ST GO 5.75% BDS 03/01/19
            130627EN8130627EN8
CAL ST GO 5.90% BDS 03/01/25
            1306284H01306284H0
CAL ST GO 4.50% BDS 12/01/2021
            1306284L1 1306284L1
CAL ST GO 4.50% BDS 12/01/2024
            1306284Q01306284Q0
CAL ST GO 4.75% BDS 12/01/2028
            1306286N51306286N5
CAL ST GO 4.75% BDS 02/01/2022
            1306286Q81306286Q8
CAL ST GO 4.75% BDS 02/01/2024
            1306286V71306286V7
CAL ST GO 4.75% BDS 02/01/2029
           130628JE1 130628JE1
CAL ST GO 5.25% BDS 06/01/2021
           130628JK7 06/01/2026
CAL ST GO 5.375% BDS 130628JK7
           130628LA6 10/01/2021
CAL ST GO 5.625% BDS 130628LA6
           130628LC2 10/01/2023
CAL ST GO 5.625% BDS 130628LC2
           130628LF5 10/01/2026
CAL ST GO 5.625% BDS 130628LF5
           130628VT4130628VT4
CAL ST GO RFD 5% BDS 02/01/25
           130628X88130628X88
CAL ST GO RFD 4.25% BDS 10/01/2026
           130628Y20 130628Y20
CAL ST GO RFD 4.50% BDS 10/01/2028
           130629AY4130629AY4
CAL ST GO 4.75% BDS 04/01/2022
           130629BF4 130629BF4
CAL ST GO 4.75% BDS 04/01/2029
           130629FA1130629FA1
CAL ST 5.30% VET BDS 12/01/2029
           130629LM8130629LM8
CAL ST GO 5.500% BDS 9/1/2024
           130629LS5 9/1/2029
CAL ST GO 5.500% BDS 130629LS5
           130629NH7130629NH7
CAL ST GO 5.875% BDS 10/1/2024
           130629RH3130629RH3
CAL ST GO 5.75% BDS 12/1/2024
           13062RT7313062RT73
CAL ST GO 5.500% NTS 6/1/2025
           13062RT8113062RT81
CAL ST GO 5.500% NTS 6/1/2028
           13062RT9913062RT99
CAL ST GO 5.650% NTS 6/1/2030
           13062RXY913062RXY9
CAL ST 5.375% BDS 12/1/2030
           13062TGP313062TGP3
CAL ST GO 5.60% BDS 09/01/21
           13062TGQ113062TGQ1
CAL ST GO 5.625% BDS 09/01/24
           13062TR4813062TR48
CAL ST GO 5.00% BDS 08/01/2024
           13062TR5513062TR55
CAL ST GO 5.00% BDS 08/01/2029
           13062TU4413062TU44
CAL ST GO 5.625 BDS 05/01/2026
           13062TU5113062TU51
CAL ST GO 5.75% BDS 05/01/2030
           13063APT513063APT5
CAL ST GO 5% BDS 10/01/23
           13063APU213063APU2
CAL ST GO 5 1/8% BDS 10/01/27
           13063AQS613063AQS6
CAL ST GO RFD 5% BDS 02/01/23
           W LS RV BDS A91 6.50%
CAL ST PUB 13068GGR113068GGR1 09/01/17
           W LS RV BDS A93 5 1/4%
CAL ST PUB 13068GNZ513068GNZ5 12/1/13
           W LS RV BDS A93 5.00%
CAL ST PUB 13068GPA813068GPA8 12/01/19
           W LS RV BDS A93 5 1/2%
CAL ST PUB 13068GRB413068GRB4 6/1/14
           W LS RV BDS A93 5.25%
CAL ST PUB 13068GSG213068GSG2 12/01/13
           W LS RV BDS A93 5.50%
CAL ST PUB 13068GSH013068GSH0 12/01/18
           W LS RV BDS D93 5.25%
CAL ST PUB 13068GTP113068GTP1 06/01/15
           W LS RV BDS B96 5 5/8%
CAL ST PUB 13068GZ6613068GZ66 03/1/16
           W LS RV BDS B96 5 5/8%
CAL ST PUB 13068GZ7413068GZ74 03/01/19
           W LS RV BDS B97 5.375%
CAL ST PUB 13068HBN313068HBN3 12/01/2019
           W LS RV BDS A99 5.75%
CAL ST PUB 13068HC5113068HC51 11/01/24
           W LS RV BDS 97A 5.90%
CAL ST PUB 13068HED213068HED2 04/01/17
           WORKS 5.60% BDS 11/1/2019
CAL ST PUB 13068HF8213068HF82
           13068HJE5 13068HJE5
CAL ST BD 5.25% 10/01/2017
           W LS RV BDS 98B 5% 09/01/21
CAL ST PUB 13068HLA013068HLA0
           5.250% BDS 11/01/2020
CAL ST PUB 13068HZ2313068HZ23
           13123XAQ513123XAQ5
CALLON PETE CO DEL SR NT 13% 09/15/16
           133131AG7133131AG7
Camden Property Trust 7.625% NTS 02/15/11
           133131AK8133131AK8
Camden Property Trust 5.875% NTS 11/30/12
          133131AL6 5.375% NTS
Camden Property Trust133131AL6 12/15/13
          133131AP7133131AP7
Camden Property Trust 5% NTS 06/15/15
          133131AQ5133131AQ5
Camden Property Trust 5.7% SR NTS 5/15/17
          13342BAC913342BAC9
Cameron International 6.375% SR NTS 7/15/18
          13342BAD713342BAD7
Cameron International 7% SR NTS 7/15/38
          134429AG4134429AG4
CAMPBELL SOUP CO DEB 8.875% 05/01/21
          134429AM1     134429AM1
Campbell Soup Co 6.750% NTS 02/15/11
          134429AR0134429AR0
Campbell Soup Co 5.000% NTS 12/03/12
          134429AS8134429AS8
Campbell Soup Co 4.875% NTS 10/01/13
          134429AT6134429AT6
CAMPBELL SOUP CO 4.50% NTS 02/15/19
          134429AU3134429AU3
CAMPBELL SOUP CO 3.375% SR NTS 08/15/14
          136375AY8136375AY8
CANADIAN NATL RY CO DEB 7.625% 05/15/23
          136375BA9136375BA9
Canadian National Railway 6.8% NTS 7/15/18
          136375BD3136375BD3
Canadian National Railway 6.9% NTS 7/15/28
          136375BE1136375BE1
CANADIAN NATL RY CO PUT RSET SECS 36 07/15/36
          136375BF8 NT 6.375%
CANADIAN NATL RY CO136375BF8 10/15/11
          136375BG6136375BG6
CANADIAN NATL RY CO DEB 7.375% 10/15/31
          136375BH4136375BH4
CANADIAN NATL RY CO NT 4.4% 03/15/13
          136375BL5 DEB 6.25% 08/01/34
CANADIAN NATL RY CO136375BL5
          136375BM3 NT 5.8% 06/01/16
CANADIAN NATL RY CO136375BM3
          136375BN1136375BN1
Canadian National Railway 6.2% NTS 6/1/36
          136375BP6136375BP6
Canadian National Railway 5.85% BDS 11/15/17
          136375BQ4136375BQ4
Canadian National Railway 6.375% DEBS 11/15/37
          136375BR2136375BR2
Canadian National Railway 5.55% SR NTS 5/15/18
          136375BS0 136375BS0
Canadian National Railway 4.95% SR NTS 1/15/14
          136375BT8136375BT8
CANADIAN NATL RY CO NT 5.55% 03/01/19
          136385AB7136385AB7
Canadian Natural Resources 6.7% NTS 7/15/11
          136385AC5136385AC5
Canadian Natural Resources 7.2% NTS 1/15/32
          136385AD3136385AD3
Canadian Natural Resources 5.45% SR NTS 10/1/12
          136385AE1136385AE1
Canadian Natural Resources 6.45% SR NTS 6/30/33
          136385AF8136385AF8
Canadian Natural Resources 4.9% NTS 12/1/14
          136385AG6136385AG6
Canadian Natural Resources 5.85% BDS 2/1/35
          136385AH4136385AH4
Canadian Natural Resources 6% NTS 8/15/16
          136385AJ0 136385AJ0
Canadian Natural Resources 6.5% BDS 2/15/37
          136385AK7136385AK7
Canadian Natural Resources 5.7% NTS 5/15/17
          136385AL5 136385AL5
Canadian Natural Resources 6.25% NTS 3/15/38
          136385AM3     136385AM3
CANADIAN NAT RES LTD NT 5.15% 02/01/13
          136385AN1136385AN1
CANADIAN NAT RES LTD NT 5.9% 02/01/18
          136385AP6136385AP6
CANADIAN NAT RES LTD NT 6.75% 02/01/39
          136420AF3136420AF3
CANADIAN OCCIDENTAL PETE LTD NT        7.4% 05/01/28
          136440AL8 136440AL8
Canadian Pacific Ltd 9.45% DEBS 8/1/21
          136447AW9     136447AW9
CANADIAN PACIFIC RY CO 4% PERPETUAL
          13645RAC813645RAC8 6.25% 10/15/11
CANADIAN PAC RY CO NEW NT
          13645RAD613645RAD6
CANADIAN PAC RY CO NEW DEB 7.125% 10/15/31
          13645RAE413645RAE4
CANADIAN PAC RY CO NEW SR NT 5.75% 03/15/33
          13645RAF113645RAF1
Canadian Pacific RR Co 5.95% NTS 5/15/37
          13645RAG913645RAG9
Canadian Pacific RR 5.75% NTS 5/15/13
             13645RAH713645RAH7
Canadian Pacific RR 6.5% NTS 5/15/18
             13645RAJ3 13645RAJ3
CANADIAN PAC RY CO NEW NT 7.25% 05/15/19
             13645RAK013645RAK0
CANADIAN PACIFIC RR CO 4.45% SR NTS 03/15/23
             139859AB8139859AB8
CAPITAL CITIES ABC INC DEB 8.75% 08/15/21
             14040EHG014040EHG0
CAPITAL ONE BK MTN BE FR SB 6.5% 06/13/13
              Financial 6.250% SR NTS
Capital One14040HAJ4 14040HAJ4 11/15/13
              Financial 4.800% SR NTS
Capital One14040HAK114040HAK1 02/21/12
              Financial 5.250% SR NTS
Capital One14040HAL914040HAL9 02/21/17
              Financial 5.500% SR NTS
                         1
Capital One14040HAM7 4040HAM7 06/01/15
              Financial 6.15% SUB NTS 9/1/16
Capital One14040HAN5     14040HAN5
              Financial 5.7%
                         14040HAQ8
Capital One14040HAQ8 SR NTS 9/15/11
              Financial 6.75% SR NTS
Capital One14040HAR614040HAR6 9/15/17
             14040HAS414040HAS4
CAPITAL ONE FINL CORP SR NT 7.375% 05/23/14
             14043CAB914043CAB9
CAPITAL ONE CAPITAL V 10.25% 08/15/2039
             14043DAB714043DAB7
CAPITAL ONE CAP VI GTD TR PFD SEC40 05/15/40
             141494YAS7 4149YAS7
                         1
Cardinal Health Inc. 5.5% NTS 6/15/13
             14149YAF514149YAF5
Cardinal Health Inc 6.750% NTS 02/15/11
             14149YAG314149YAG3
Cardinal Health Inc 4.000% NTS 06/15/15
             14149YAH114149YAH1
Cardinal Health Inc 5.85% BDS 12/15/17
             14149YAL2 14149YAL2
Cardinal Health Inc. 5.8% SR NTS 10/15/16
             14149YAP314149YAP3
Cardinal Health 5.65% SR NTS 6/15/12
             14149YAQ114149YAQ1
Cardinal Health 6% SR NTS 6/15/17
             Inc 6.125% NTS 8/15/16
Carlisle Cos 142339AC4142339AC4
             143658AF9143658AF9
CARNIVAL CORP 7.20% DEB 10/01/23
             143658AH5143658AH5
Carnival Corp 6.650% DEB 01/15/28
             143905AJ6 NT 7.875%
CARRIAGE SVCS INC SR 143905AJ6 01/15/15
             144141BP2144141BP2
Carolina Power & Light 8 5/8% 1st mtg 9/15/21
             144141CS5 6.5% notes
Carolina Power & Light 144141CS5 7/15/2012
             144141CT3144141CT3
Carolina Power & Light 5 1/8% 1st mtg 9/15/13
             144141CU0144141CU0
Carolina Power & Light 6 1/8% 1st mtg 9/15/33
             144141CV8144141CV8
Carolina Power & Light 5.7% 1st mtg 4/1/2035
             144141CW65.15% 1st mtg
Carolina Power & Light 144141CW6 4/1/15
             144141CZ9 144141CZ9
PROGRESS ENERGY CAROLINA 5.3% 01/15/2019
             144195AN4144195AN4
CAROLINA TEL & TELEG CO DEB 6.75% 08/15/13
             144285AE3144285AE3
Carpenter Technology 7.625% NTS 8/15/11
             144285AH6144285AH6
Carpenter Technology 6.625% SR NTS 5/15/13
              TECH CORP MTN BE FR
CARPENTER14428TBA814428TBA8 6.99% 04/20/18
             14441UAA914441UAA9
CARRAMERICA RLTY OPER PARTNER SR NT 5.125% 09/01/11
             147339AJ4 147339AJ4
CASCADE NAT GAS CORP MBIA NT 5.25% 02/01/35
             147339AK1147339AK1
CASCADE NAT GAS CORP NT 5.21% 09/01/20
             14911QBU4   14911QBU4
CATERPILLAR FINL CORP PWRNTSBE FR 6.75% 02/15/11
             14911QGA3   14911QGA3
CATERPILLAR FINL CORP PWRNTSBE FR 6.25% 01/15/12
             14911RAJ8 14911RAJ8
Caterpillar Finl Svs 4 5/8% due 6/1/2015
             149123AZ4149123AZ4
CATERPILLAR INC 9 3/8% DEB 03/15/21
             149123BC4149123BC4
CATERPILLAR INC 9 3/8% DEB 08/15/11
             149123BD2149123BD2
CATERPILLAR INC 8% DEB 2/15/23
             149123BE0149123BE0
Caterpillar Inc. 7.375% SR NTS 3/1/97
             149123BF7 149123BF7
Caterpillar Inc 6.625% SR DEB 07/15/28
             149123BH3149123BH3
Caterpillar Inc 6.550% NTS 05/01/11
             149123BJ9 149123BJ9
Caterpillar Inc 7.300% DEB 05/01/31
             149123BK6149123BK6
Caterpillar Inc. 6.95% SR NTS 5/1/42
             149123BL4 149123BL4
CATERPILLAR INC 5.30% NTS 09/15/2035
             149123BM2  149123BM2
Caterpillar Inc. 5.7% NTS 8/15/16
             149123BN0149123BN0
Caterpillar Inc. 6.05% NTS 8/15/36
             149123BP5149123BP5
CATERPILLAR INC. 7.0% NTS 12/15/13
             149123BQ3149123BQ3
CATERPILLAR INC 7.9% NTS 12/15/18
             149123BR1149123BR1
CATERPILLAR INC. 8.25% NTS 12/15/38
             14912HDT414912HDT4
CATERPILLAR FINL CORP PWRNTSBE CALL 6.25% 06/15/27
             14912HDW7 PWRNTSBE
                        1
CATERPILLAR FINL CORP4912HDW7 CALL 6.1% 06/15/22
             14912HEP114912HEP1
CATERPILLAR FINL CORP PWRNTSBE CALL 6.2% 08/15/27
             14912HGB014912HGB0
CATERPILLAR FINL CORP PWRNTSBE CALL 6.05% 10/15/27
             14912HGT114912HGT1
CATERPILLAR FINL CORP PWRNTSBE CALL 5.8% 11/15/27
             14912HGX214912HGX2
CATERPILLAR FINL CORP PWRNTSBE CALL 5.8% 11/15/27
             14912HHK914912HHK9
CATERPILLAR FINL CORP PWRNTSBE CALL 5.85% 12/15/27
             14912HHY914912HHY9
CATERPILLAR FINL CORP PWRNTSBE FR 4.25% 08/15/13
             14912HJB7 14912HJB7
CATERPILLAR FINL CORP PWRNTSBE CALL 5.55% 02/15/28
             14912HJF8 14912HJF8
CATERPILLAR FINL CORP PWRNTSBE CALL 5.55% 02/15/28
             14912HJK7 14912HJK7
CATERPILLAR FINL CORP PWRNTSBE CALL 5.55% 02/15/28
             14912HKQ214912HKQ2
CATERPILLAR FINL CORP PWRNTSBE FR 4.75% 05/15/12
             14912HKT614912HKT6
CATERPILLAR FINL CORP PWRNTSBE CALL 5.95% 05/15/28
             14912HLN814912HLN8
CATERPILLAR FINL CORP PWRNTSBE CALL 6% 06/15/28
             14912HLR914912HLR9
CATERPILLAR FINL CORP PWRNTSBE CALL6.125% 06/15/23
             14912HMU1 PWRNTSBE
                        1
CATERPILLAR FINL CORP4912HMU1 FR 6.5% 11/15/12
             14912HNA4  14912HNA4
CATERPILLAR FINL CORP PWRNTSBE FR 6% 12/15/12
             14912HNB214912HNB2
CATERPILLAR FINL CORP PWRNTSBE CALL 6.8% 12/15/15
             14912HND8  14912HND8
CATERPILLAR FINL CORP PWRNTSBE FR 5.8% 12/15/12
             14912HNE614912HNE6
CATERPILLAR FINL CORP PWRNTSBE CALL 7% 12/15/15
             14912HNG1  14912HNG1
CATERPILLAR FINL CORP PWRNTSBE FR 5% 02/15/13
             14912HNH9  14912HNH9
CATERPILLAR FINL CORP PWRNTSBE CALL 6% 02/15/16 CALLED FOR REDEMPTION
             14912HNJ514912HNJ5
CATERPILLAR FINL CORP PWRNTSBE FR 4.5% 02/15/11
             14912HNK214912HNK2
CATERPILLAR FINL CORP PWRNTSBE FR 5.05% 02/15/13
             14912HNL014912HNL0
CATERPILLAR FINL CORP PWRNTSBE CALL 6% 02/15/16 C ALLED FOR REDEMPTION
             14912HNQ9  14912HNQ9
CATERPILLAR FINL CORP PWRNTSBE FR 4.6% 03/15/11
             14912HNR714912HNR7
CATERPILLAR FINL CORP PWRNTSBE FR 5.1% 03/15/12
             14912HNT314912HNT3
CATERPILLAR FINL CORP PWRNTSBE FR 4.75% 03/15/11
             14912HNU0  14912HNU0
CATERPILLAR FINL CORP PWRNTSBE FR 5.25% 03/15/12
             14912HNW6 PWRNTSBE
                        1
CATERPILLAR FINL CORP4912HNW6 FR 4.85% 03/15/11
             14912HNX414912HNX4
CATERPILLAR FINL CORP PWRNTSBE FR 5.75% 03/15/13
             14912HNZ914912HNZ9
CATERPILLAR FINL CORP PWRNTSBE FR 4.8% 04/15/11
             14912HPA214912HPA2
CATERPILLAR FINL CORP PWRNTSBE FR 5.65% 04/15/13
             14912HPD614912HPD6
CATERPILLAR FINL CORP PWRNTSBE FR 3.9% 05/15/11
             14912HPE414912HPE4
CATERPILLAR FINL CORP PWRNTSBE FR 4.75% 05/15/13
             14912HPG914912HPG9
CATERPILLAR FINL CORP PWRNTSBE FR 3.4% 05/15/11
             14912HPH714912HPH7
CATERPILLAR FINL CORP PWRNTSBE FR 4.4% 05/15/13
            14912HPJ3 14912HPJ3
CATERPILLAR FINL CORP PWRNTSBE FR 3.85% 05/15/12
            14912L2M214912L2M2
Caterpillar Finl Svs 4.750% MT SER F 02/17/15
            14912L2R1 14912L2R1
Caterpillar Finl Svs 4.700% MT SER F 03/15/12
            14912L2Y6 14912L2Y6
Caterpillar Finl Svs 5.5% NTS 3/15/16
            14912L3G414912L3G4
CATERPILLAR FINANCIAL 5.125% NTS 10/12/11
            14912L3K5 14912L3K5
Caterpillar Financial 5.85% MTNs 9/1/17
            14912L3N914912L3N9
Caterpillar Financial Services 4.85% MTNs 12/7/12
            14912L3S8 14912L3S8
Caterpillar Financial Services 4.25% MTNs 2/8/13
            14912L3U314912L3U3
Caterpillar Financial Services 5.45% MTNs 4/15/18
            14912L4A6 14912L4A6
Caterpillar Financial Services 4.9% MTNs 8/15/13
            14912L4C2 14912L4C2
Caterpillar Financial 6.2% MTNs 9/30/13
            14912L4D014912L4D0
Caterpillar Financial 7.05% MTNs 10/1/18
            14912L4E8 14912L4E8
CATERPILLAR FINL 7.15% SR NTS 02/15/19
            14912L4F5 14912L4F5
CATERPILLAR FINANCIAL SE 6.125% SR NTS 02/17/14
            14912L4G314912L4G3
CATERPILLAR FINANCIAL SE 5.75% SR NTS 02/15/12
            14912L4J7 14912L4J7
CATERPILLAR FINL SVCS MTNS BE NT 1.9% 12/17/12
            14912L4L2 2.0% nts 4/05/13
Caterpillar Financial SE 14912L4L2
            14912L4M014912L4M0
CATERPILLAR FINANCIAL SE 2.75% NTS 06/24/15
            14912L4Q114912L4Q1
CATERPILLAR FINANCIAL 1.55% NTS 12/20/13
            14912LZ46 14912LZ46
Caterpillar Finl Svs 4.600% MT SER F 01/15/14
            151169AJ8 151169AJ8
CELLU TISSUE HLDGS INC GTD SRNT 11.5% 06/01/14
            15133KAC715133KAC7 10/15/19
CENTEL CAPITAL CORP DEB           9%
            15135BAB715135BAB7
CENTENE CORP DEL SR NT 7.25% 04/01/14
            15189TAG215189TAG2
Centerpoint Energy Inc 6.850% SR NTS 06/01/15
            15189TAN715189TAN7
Centerpoint Energy Inc 5.95% NTS 2/1/17
            15189TAQ015189TAQ0
Centerpoint Energy 6.5% SR NTS 5/1/18
            15189WAB6 CORP SR
                          RES
CENTERPOINT ENERGY 15189WAB6 NT 5.95% 01/15/14
            15189WAC4    15189WAC4
Centerpoint Energy Resources 6.125% SR NTS 11/1/17
            15189WAD2 5189WAD2
                         1
Centerpoint Energy Resources 6.625% SR NTS 11/1/37
            15189XAB415189XAB4
CENTERPOINT ENERGY 6.950% NTS 3/15/2033
            15189XAG315189XAG3
Centerpoint Energy Hous 5.750% NTS 01/15/14
            15189XAJ7 15189XAJ7
CENTERPOINT ENER HOUSTON 7.0% 03/01/14
            15189YAB215189YAB2
CENTERPOINT ENERGY RESOURCES SR NT 7.875% 04/01/13
            15189YAC015189YAC0
Centerpoint Energy Inc 6.15% NTS 05/01/16
            15189YAD815189YAD8
Centerpoint Energy Resources 6.25% NTS 2/1/37
            15189YAE615189YAE6
Centerpoint Energy Resources 6% SR NTS 5/15/18
            152312AH7152312AH7
CENTEX CORP NT          7.5% 01/15/12
            152312AM6    152312AM6
CENTEX CORP SR NT 5.125% 10/01/13
            152312AN4152312AN4
CENTEX CORP NT          5.7% 05/15/14
            152312AQ7152312AQ7
CENTEX CORP SR NT 5.25% 06/15/15
            152312AS3152312AS3
CENTEX CORP NT 5.45% 08/15/12
            152312AT1152312AT1
CENTEX CORP NT 6.5% 05/01/16
            15361GAL915361GAL9
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.05% 11/04/19
            15361GAN5    15361GAN5
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.84% 12/05/35
            15361GAP015361GAP0
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.764% 11/17/31
            15361GAQ8    15361GAQ8
CENTRAL HUDSON GAS&ELEC MTN BE FR 5.804% 03/23/37
            153645AX4153645AX4
CENTRAL ILL LT CO SR NT 6.2% 06/15/16
             153645BA3153645BA3
CENTRAL ILL LT CO SR NT 6.7% 06/15/36
             153645BB1153645BB1
CENTRAL ILLINOIS LIGHT 8.875% SR NTS 12/15/13
             153663BJ7 153663BJ7
Central Illinois Public Service 6.125% SEC NTS 12/15/28
             153663BL2 153663BL2
Central Illinois Public Service 6.625% NTS 6/15/11
             153663BM0   153663BM0
Central Illinois Public Service 6.7% SEC NTS 6/15/36
             156686AJ6 156686AJ6
CENTURY TEL ENTERPRISES INC NT-D 7.2% 12/01/25
             156686AM9   156686AM9
CENTURY TEL ENTERPRISES INC DB-G 6.875% 01/15/28
             156700AG1156700AG1
CenturyTel Inc 7.875% SR NTS 08/15/12
             156700AJ5 156700AJ5
CenturyTel Inc 5.000% SR NTS 02/15/15
             156700AK2156700AK2
CenturyTel Inc 5.5% SR NTS 4/1/13
             156700AL0 156700AL0
CenturyTel Inc 6% SR NTS 4/1/17
             156700AM8   156700AM8
CENTURYTEL INC SR NT-P 7.6% 09/15/39
             156700AN6156700AN6
CENTURYTEL INC SR NT-Q 6.15% 09/15/19
             15671BAA915671BAA9
CENVEO CORP SR SB NT7.875% 12/01/13
             INTL CORP DEB 7.75%
CHAMPION158525AQ8158525AQ8 09/01/25
             INTL CORP DEB 7.35%
CHAMPION158525AR6158525AR6 11/01/25
             158525AS4158525AS4
Champion Int'l 6.4% deb 2/15/26
             158525AT2158525AT2
Champion Int'l 7.2% deb 11/1/26
             INTL CORP DEB 7.15%
CHAMPION158525AV7158525AV7 12/15/27
             159096AB2159096AB2
Chandler USA 8.75% DEBS 7/16/14
             165069AP0165069AP0
CHESAPEAKE & POTOMAC TEL CO MD DEB PUT 8% 10/15/29
             165069AQ8165069AQ8
CHESAPEAKE & POTOMAC TEL CO MD DEB 8.30% 08/01/31
             165069AS4165069AS4
CHESAPEAKE & POTOMAC TEL CO MD DEB 7.15% 05/01/23
             165087AL1 165087AL1
CHESAPEAKE & POTOMAC TEL CO VA DEB 8.375% 10/01/29
             165087AN7165087AN7
CHESAPEAKE & POTOMAC TEL CO VA DEB 7.875% 01/15/22
             165087AP2165087AP2
CHESAPEAKE & POTOMAC TEL CO VA NT 7.625% 12/01/12
             165167BS5 165167BS5
CHESAPEAKE ENERGY CORP 6.50 NTS 08/15/2017
             165167BU0165167BU0
CHESAPEAKE ENERGY CORP 6.875 NTS 11/15/2020
             165167BW6   165167BW6
CHESAPEAKE ENERGY CORP 2.75 NTS 11/15/2035
             165167BY2165167BY2
CHEASAPEAKE ENERGY CORP 7.625 NTS 07/15/2013
             165167BZ9165167BZ9
CHESAPEAKE ENERGY CORPORATION 2.50% Conv.Sr.Notes 5/15/37
             165167CA3165167CA3
Chesapeake Energy 2.5% Contigent Conv SR NTS 5/15/37
             165167CB1165167CB1
Chesapeake Energy 2.25% Contingent Conv SR NTS 12/15/38
             165167CC9165167CC9
Chesapeake Energy 7.25% SR NTS 12/15/18
             165167CD7165167CD7
CHESAPEAKE ENERGY CORP 9.50% SR NTS 02/15/15
             165167CE5165167CE5
CHESAPEAKE ENERGY CORP 6.875% 08/15/18
             165167CF2 165167CF2
CHESAPEAKE ENERGY CORP 6.625% SR NTS 08/15/20
             166751AH0166751AH0
CHEVRON CORP 3.95% SR NTS 03/03/14
             166751AJ6 SR NTS 03/03/19
CHEVRON CORP 4.95% 166751AJ6
             166751AK3166751AK3
CHEVRON CORP 3.45% SR NTS 03/03/12
             169905AD8169905AD8
CHOICE HOTELS INTL 5.7% 08/28/20
             170032AQ9170032AQ9
CHIQUITA BRANDS INTL INC SR NT 7.5% 11/01/14
             170032AS5170032AS5
Chiquita Brands 8.875% SR NTS 12/1/15
             171232AD3171232AD3
Chubb Corporation 6.600% DEB 08/15/18
             171232AE1171232AE1
Chubb Corporation 6.800% DEB 11/15/31
             171232AF8171232AF8
Chubb Corporation 6.000% NTS 11/15/11
             171232AM3   171232AM3
Chubb Corporation 5.200% NTS 04/01/13
              6% SR NTS 5/11/37
Chubb Corp171232AQ4171232AQ4
             171232AR2171232AR2
Chubb Corp. 5.75% SR NTS 5/15/18
             171232AS0171232AS0
Chubb Corp. 6.5% SR NTS 5/15/38
             9.375% SR NTS 10/15/29
Cilcorp Inc. 171794AF7171794AF7
             171798AA9171798AA9
CIMAREX ENERGY CO SR NT 7.125% 05/01/17
             171870AK4171870AK4
Cincinnati Bell 7.25% NTS 6/15/23
             171871AH9171871AH9
Cincinnati Bell 7% SR NTS 2/15/15
              BELL INC. 171871AL0
CINCINNATI171871AL08.25% 10/15/17
              BELL INC NEW
                         171871AM8
CINCINNATI171871AM8 SR SB NT 8.75% 03/15/18
              BELL INC. 8.375% 10/15/20
CINCINNATI171871AN6171871AN6
             171875AD9171875AD9
Cincinnati Bell Tel 6.3% GTD NTS 12/1/28
              BELL TEL CO17187QAA9
CINCINNATI17187QAA9 MTN BE CALL 7.2% 11/29/23
              BELL TEL CO MTN BE CALL 7.18% 12/15/23
CINCINNATI17187QAE117187QAE1
             172070BT0172070BT0
Cincinnati Gas & Elec 6.900% DEB 06/01/25
             172070CN2172070CN2
Cincinnati Gas & Elec 5.700% DEB 09/15/12
             172070CP7172070CP7
Cincinnati Gas & Elec 5.400% SER A 06/15/33
             172070CQ5172070CQ5
Cincinnati Gas & Elec 5.375% SER B 06/15/33
             172441AS6172441AS6
CINEMARK USA INC SR NT 8.625% 06/15/19
             172967AL5 172967AL5
Citigroup Inc 7.875% NTS 05/15/25
             172967AM3   172967AM3
Citigroup Inc 6.875% NTS 06/01/25
             172967AQ4172967AQ4
Citigroup Inc 7.000% NTS 12/01/25
             172967AR2172967AR2
Citigroup Inc 6.625% NTS 01/15/28
             INC NT 6.875% 02/15/98
CITIGROUP 172967AS0172967AS0
             172967BJ9 172967BJ9
Citigroup Inc 6.000% NTS 02/21/12
             172967BL4 172967BL4
Citigroup Inc 6.625% SUB NTS 06/15/32
             172967BP5172967BP5
Citigroup Inc 5.625% SUB NTS 08/27/12
             172967BU4172967BU4
Citigroup Inc 5.875% SUB NTS 02/22/33
             172967BW0   172967BW0
Citigroup Inc 4.875% SUB NTS 05/07/15
             172967CC3172967CC3
Citigroup Inc 6.000% SUB NTS 10/31/33
             INC EURO GLBL NT 13
CITIGROUP 172967CE9172967CE911/12/13
             172967CK5172967CK5
Citigroup Inc 5.125% NTS 05/05/14
             172967CQ2172967CQ2
Citigroup Inc. 5% sub notes due 9/15/2014
             172967CT6172967CT6
Citigroup Inc 5.850% NTS 12/11/34
             172967CY5172967CY5
Citigroup Inc 4.7% SR NTS 05/29/15
             172967DE8172967DE8
Citigroup Inc 5.3% SR NTS 1/7/16
             172967DH1172967DH1
Citigroup Inc. 5.125% NTS 2/14/2011
             INC GLBL NT 5.85% 08/02/16
CITIGROUP 172967DQ1172967DQ1
             172967DU2172967DU2
Citigroup Inc. 5.1% SR NTS 9/29/11
             172967DY4172967DY4
Citigroup Inc 5.5% SUB NTS 02/15/17
             172967DZ1172967DZ1
Citigroup Inc 5.25% SR NTS 2/27/12
             172967EC1172967EC1
Citigroup Inc. 5.875% SR NTS 5/29/37
             172967EH0172967EH0
Citigroup Inc. 6% NTS 8/15/17
             172967EJ6 172967EJ6
Citigroup Inc. 5.5% SR NTS 8/27/12
             172967EL1 172967EL1
Citigroup Inc. 5.3% SR NTS 10/17/12
             172967EM9   172967EM9
Citigroup Inc. 6.125% NTS 11/21/17
             172967EP2172967EP2
Citigroup Inc. 6.875% SR NTS 3/5/38
             172967EQ0172967EQ0
Citigroup Inc. 5.5% SR NTS 4/11/13
            172967ES6 172967ES6
Citigroup Inc. 6.125% SR NTS 5/15/18
            172967EU1172967EU1
Citigroup Inc. 6.5% SR NTS 8/19/13
             INC SR NT 8.5% 05/22/19
CITIGROUP 172967EV9172967EV9
             INC SR NT 8.125% 07/15/39
CITIGROUP 172967EW7      172967EW7
             INC 6.375% SR NTS 08/12/14
CITIGROUP 172967EY3 172967EY3
             INC SR NT 5.5% 10/15/14
CITIGROUP 172967EZ0 172967EZ0
             INC SR NT 6.01% 01/15/15
CITIGROUP 172967FA4172967FA4
             INC. 4.75% SR NTS 05/19/15
CITIGROUP 172967FD8172967FD8
            172967FF3 172967FF3
Citigroup 5.375% Sr Nts 8/9/20
             INC. 4.587% SR NTS 12/15/15
CITIGROUP 172967FH9172967FH9
            172988AB3172988AB3
Citigroup Capital XVIII Fixed to Floating Rate Enhanced TruPS
            173034GV5173034GV5
CITICORP SUB NT 7.25% 10/15/11
             CAP III 7 5/8% TR PFD SEC
CITIGROUP 17305HAA617305HAA6 12/1/36
             GLOBAL MKTS HLDGS FR
CITIGROUP 17307XDN817307XDN8 6% 05/15/29
             GLOBAL MKTS HLDGS
CITIGROUP 17307XEJ6 17307XEJ6 CALL 6% 07/15/29
             FDG INC RETAIL MTNS
CITIGROUP 1730T3AQ61730T3AQ6CALL 5.75% 05/15/37
             FDG INC RETAIL MTNS
CITIGROUP 1730T3AR41730T3AR4MTN 6% 06/22/37
             FDG INC RETAIL MTNS
CITIGROUP 1730T3AS21730T3AS2 FR 6.15% 08/03/37
            17313UAA717313UAA7
Citigroup Inc. 2.875% FDIC GTD NTS 12/9/11
             INC. 2.125% FDIC GTD
CITIGROUP 17313UAE917313UAE904/30/12
             FDG INC GTD TLGP GTD
CITIGROUP 17313YAB717313YAB7 NT 1.375% 05/05/11
             FDG INC GTD TLGP GTD
CITIGROUP 17313YAC517313YAC5 NT 1.25% 06/03/11
             FUNDING INC 2.125% FDIC GTD 07/12/12
CITIGROUP 17313YAG617313YAG6
             FUNDING INC 2.25% FDIC GTD 12/10/12
CITIGROUP 17313YAJ0 17313YAJ0
             FUNDING, 17313YAL5
CITIGROUP 17313YAL5INC. 1.875% FDIC GTD 10/22/12
             FUNDING INC. 1.875%
CITIGROUP 17313YAN117313YAN1FDIC GTD 11/15/12
             FUNDING INC 2.0% FDIC
CITIGROUP 17314AAF917314AAF9 GTD 03/30/12
            17314JAA1 17314JAA1
CITIBANK NA 1.625% FDIC GTD 03/30/11
              A FDIC GTD TLGP GTD
CITIBANK N17314JAG817314JAG8 NT 1.875% 06/04/12
            17314JAK9 17314JAK9
CITIBANK NA 1.50% FDIC GTD 07/12/11
            17314JAN317314JAN3
CITIBANK NA 1.375% FDIC GTD 08/10/11
              A FDIC GTD TLGP GTD
CITIBANK N17314JAP8 17314JAP8 NT 1.25% 09/22/11
            17314JAS2 17314JAS2
CITIBANK NA 1.25% FDIC GTD 11/15/11
            17314JAT0 17314JAT0
CITIBANK NA 1.75% FDIC GTD 12/28/12
            17453BAB717453BAB7
Citizens Communications 9.25% NTS 5/15/11
            17453BAJ0 17453BAJ0
Citizens Communications 9% SR NTS 8/15/31
            17453BAP617453BAP6
Citizens Communications 6.25% SR NTS 1/15/13
            17453BAS017453BAS0
CITIZENS COMMUNICATIONS CO SR NT 7.875% 01/15/27
            17453BAT817453BAT8
CITIZENS COMMUNICATIONS CO SR NT 6.625% 03/15/15
            17453BAW1    17453BAW1
CITIZENS COMMUNICATIONS CO SR NT 7.125% 03/15/19
            177342AL6 DEBS 7/1/35
Citizens Utilities 7.45% 177342AL6
            177342AM4    DEB       7%
CITIZENS UTILS CO DEL 177342AM4 11/01/25
            177342AP7177342AP7
Citizens Utilities 7.05% DEBS 10/1/46
            177342AQ5177342AQ5
CITIZENS UTILS CO DEL DEB MBIA 7% 11/01/25
            178566AB1178566AB1
CITY NATL CORP SR NT 5.125% 02/15/13
            184496AF4184496AF4
CLEAN HARBORS INC SR 1LIEN7.625% 08/15/16
            184502AA0184502AA0
CLEAR CHANNEL COMMUNICATIONS DEB 7.25% 10/15/27
           184502AD4184502AD4
CLEAR CHANNEL COMMUNICATIONS SR DEB 6.875% 06/15/18
           184502AP7184502AP7
CLEAR CHANNEL COMMUNICATIONS NT 5.75% 01/15/13
           184502AR3184502AR3
CLEAR CHANNEL COMMUNICATIONS SR NT 4.4% 05/15/11
           184502AS1184502AS1
CLEAR CHANNEL COMMUNICATIONS SR NT 4.9% 05/15/15
           184502AU6184502AU6
CLEAR CHANNEL COMMUNICATIONS SR NT 5% 03/15/12
           184502AV4184502AV4
CLEAR CHANNEL COMMUNICATIONS NT 5.5% 09/15/14
           184502AX0184502AX0
CLEAR CHANNEL COMMUNICATIONS NT 5.5% 12/15/16
           184502AY8184502AY8
CLEAR CHANNEL COMMUNICATIONS SR NT 6.25% 03/15/11
           184502BB7184502BB7
CLEAR CHANNEL COMMUNICATIONS SR NT 10.75% 08/01/16
           185508AC2185508AC2
CLECO Power 5.375% NTS 5/1/13
           185508AD0185508AD0
CLECO Power 4.95% NTS 7/15/15
           185508AE8185508AE8
Cleco Power LLC 6.5% NTS 12/1/35
           185508AF5185508AF5
CLECO Power 6.65% SR NTS 6/15/18
           185508AG3185508AG3
CLECO POWER LLC 6.0% SR NTS 12/01/40
           186108BU9186108BU9
Cleveland Electric Illuminating 7.88% NTS 11/1/17
           186108CD6186108CD6
Cleveland Electric Illuminating 5.65% SR NTS 12/15/13
           186108CE4186108CE4
Cleveland Electric Illuminating 5.95% SR NTS 12/15/36
           186108CF1 186108CF1
Cleveland Electric Illuminating 5.7% SR NTS 4/1/17
           186108CH7186108CH7
Cleveland Electric Illuminating 8.875% 1st Mtg 11/15/18
           18683KAA918683KAA9
CLIFFS NATURAL RESOURCES INC SR NT 5.9% 03/15/20
           18683KAB718683KAB7
CLIFFS NATURAL RESOURCES 4.8% SR NTS 10/01/20
           18683KAC518683KAC5
CLIFFS NATURAL RESOURCES 6.25% SR NTS 10/01/40
           189054AC3189054AC3
Clorox Co 6.125% NTS 02/01/11
           189054AF6189054AF6
Clorox Co 5% NTS 01/15/15
           189054AN9189054AN9
Clorox Co 5.95% NTS 10/15/17
           189054AP4189054AP4
Clorox Co 5.45% SR NTS 10/15/12
           189054AQ2189054AQ2
Clorox Co 5% SR NTS 3/1/13
            DEL SR NT 3.55% 11/01/15
CLOROX CO189054AR0189054AR0
            CO DEB 7.375% 07/29/93
COCA COLA191216AF7191216AF7
           191216AH3191216AH3
Coca Cola Co 5.750% NTS 03/15/11
           191216AK6191216AK6
Coca-Cola Company 5.35% NTS 11/15/17
            CO 3.625% SR NTS 03/15/14
COCA-COLA191216AL4 191216AL4
            CO 4.875%191216AM2
COCA-COLA191216AM2SR NTS 03/15/19
           191219AN4191219AN4
Coca Cola Enterprises 8.500% DEB 02/01/12
           191219AP9191219AP9
Coca Cola Enterprises 8.500% DEB 02/01/22
           191219AQ7191219AQ7
Coca Cola Enterprises 8.000% DEB 09/15/22
           191219AU8191219AU8
Coca Cola Enterprises 6.750% DEB 09/15/23
           191219AW4    191219AW4
Coca Cola Enterprises 7.000% DEB 10/01/26
           191219AX2191219AX2
Coca Cola Enterprises 6.700% DEB 10/15/36
           191219AY0191219AY0
Coca Cola Enterprises 6.950% DEB 11/15/26
           191219BB9191219BB9
Coca Cola Enterprises 7.125% DEB 08/01/17
           191219BC7191219BC7
Coca Cola Enterprises 6.750% DEB 01/15/38
           191219BD5191219BD5
Coca Cola Enterprises 7% DEBS 05/15/98
           191219BE3191219BE3
Coca Cola Enterprises 6.750% DEB 09/15/28
           191219BJ2 191219BJ2
Coca Cola Enterprises 6.125% NTS 08/15/11
            ENTERPRISES INC NT 5%
COCA COLA191219BS2 191219BS2 08/15/13
           191219BT0191219BT0
Coca Cola Enterprises 7.375% NTS 3/3/14
            ENTERPRISES 3.75% SR
COCA-COLA191219BU7191219BU7 NTS 03/01/12
           191219BV5191219BV5
COCO-COLA ENERPRISES 4.25% SR NTS 03/01/15
            ENTERPRISES191219BW3
COCA-COLA191219BW3 4.50% SR NTS 08/15/19
            HBC FIN B V NT 5.125%
COCA-COLA1912EQAC61912EQAC6 09/17/13
            HBC FIN B V1912EQAD4
COCA-COLA1912EQAD4 NT 5.5% 09/17/15
           19416QBX719416QBX7
COLGATE PALMOLIVE CO MTNS BE FR 7.6% 05/19/25
           19416QCE819416QCE8
COLGATE PALMOLIVE CO MTNS BE FR 6.45% 06/16/28
           19416QCJ719416QCJ7
COLGATE PALMOLIVE CO MTNS BE FR 5.65% 12/01/11
           19416QDB3   19416QDB3
COLGATE PALMOLIVE CO MTNS BE FR 5.98% 04/25/12
           19416QDH0   19416QDH0
COLGATE PALMOLIVE CO MTNS BE FR 5.2% 11/07/16
           19416QDK319416QDK3
Colgate-Palmolive 4.75% EUROs 6/13/14
           19416QDL119416QDL1
Colgate-Palmolive 4.2% NTS 5/15/13
           19416QDN7   19416QDN7
COLGATE PALMOLIVE CO 3.15% SR NTS 08/05/15
           195889AA8195889AA8
COLONIAL RLTY LTD PRTNRSHP DEL SR NT 6.05% 09/01/16
           195891AD8195891AD8
COLONIAL RLTY LTD PARTNERSHIP SR NT 6.875% 08/15/12
           195891AE6195891AE6
COLONIAL RLTY LTD PARTNERSHIP SR NT 6.15% 04/15/13
           195891AF3195891AF3
COLONIAL RLTY LTD PARTNERSHIP SR NT 4.8% 04/01/11
           195891AG1195891AG1
COLONIAL RLTY LTD PARTNERSHIP SR NT 6.25% 06/15/14
           195891AJ5 NTS 10/1/15
Colonial Realty LP 5.5%195891AJ5
            INTERSTATE GAS CO 6.85% DEBS 6/15/37
COLORADO196522AE6196522AE6
            INTST GAS CO SR NT 5.95% 03/15/15
COLORADO196522AH9196522AH9
            INTST GAS CO SR NT 6.8% 11/15/15
COLORADO196522AK2196522AK2
            SOUTHERN PWR CO SR
COLUMBUS199575AR2199575AR2 NT-A 5.5% 03/01/13
            SOUTHERN PWR CO SR
COLUMBUS199575AT8199575AT8 NT-B 6.6% 03/01/33
            SOUTHERN PWR CO SR
COLUMBUS199575AV3199575AV3 NT-F 5.85% 10/01/35
           199575AW1   199575AW1
Columbus Southern Power 6.05% SR NTS 5/1/18
           20030NBC420030NBC4
COMCAST CORP 5.50% NTS 11/23/29
           200339AJ8 200339AJ8
COMERICA BANK SUB NT 7.875% 09/15/26
           200340AL1 200340AL1
Comerica Inc 4.800% SUB NTS 05/01/15
           201615CY5201615CY5
COMMERCIAL CREDIT CO NT 7.875% 02/01/25
           201615DE8201615DE8
COMMERCIAL CREDIT CO NT 6.625% 06/01/15
           201723AG8201723AG8
Commercial Metals Co 5.625% SR NTS 11/15/13
           201723AH6201723AH6
COMMERCIAL METALS CO NT 6.5% 07/15/17
           201723AJ2 201723AJ2
Commercial Metals 7.35% NTS 8/15/18
           202218AF0202218AF0
COMMERCIAL NET LEASE RLTY INC NT       7.75% 06/01/12
           202218AG8202218AG8
Commercial Net Lease Rlty 6.250% NTS 06/15/14
           202218AH6202218AH6
Commercial Net Lease Rlty 6.150% NTS 12/15/15
           202795FJ4 7.625% 1st
Commonwealth Edison202795FJ4 mtg 4/15/13
           202795FM7 7.5% 1st mtg
Commonwealth Edison202795FM7 7/1/13
           202795GX2202795GX2
Commonwealth Edison 6.95% Sr. nts 7/15/18
           202795HE3202795HE3
Commonwealth Edison 6.15% 1st mtg 3/15/12
           202795HG8202795HG8
Commonwealth Edison 5.875% due 2/1/33
           202795HH6202795HH6
Commonwealth Edison 4.7% 1st mtg 4/15/15
           202795HK9202795HK9
Commonwealth Edison 5.9% BDS 3/15/36
           202795HN3202795HN3
Commonwealth Edison 5.95% NTS 8/15/16
           202795HP8202795HP8
Commonwealth Edison 5.4% BDS 12/15/11
           202795HS2202795HS2
Commonwealth Edison 6.15% 1st MTG NTS 9/15/17
           202795HT0202795HT0
Commonwealth Edison 6.45% 1st MTG NTS 1/15/38
           203233AA9203233AA9
COMMONWEALTH REIT 5.875% SR NTS 09/15/20
           204386AF3204386AF3
CGG VERITAS SR NT 7.5% 05/15/15
           204386AK2204386AK2
CGG VERITAS SR NT 7.75% 05/15/17
           20441XAB820441XAB8
COMPANHIA BRASILEIRA DE BEBIDA GTD NT 10.5% 12/15/11
           20441XAD420441XAD4
COMPANHIA BRASILEIRA DE BEBIDA GTD NT 8.75% 09/15/13
           20449EBT220449EBT2
COMPASS BK BIRMINGHAM ALA SB NT 5.5% 04/01/20
           PRODUCTION SERVICES
COMPLETE 20453EAC320453EAC3 SR NT 8% 12/15/16
           205363AF1205363AF1
Computer Sciences Corp 5.000% NTS 02/15/13
            SCIENCES CORP SR NT
COMPUTER205363AK0205363AK0 5.5% 03/15/13
            SCIENCES CORP SR NT
COMPUTER205363AL8 205363AL8 6.5% 03/15/18
            RES INC SR NT 6.875%
COMSTOCK205768AF1205768AF1 03/01/12
            RES INC GTDSR NT8.375% 10/15/17
COMSTOCK205768AG9205768AG9
           205887AC6205887AC6
ConAgra Inc 9.750% SUB NTS 03/01/21
           205887AF9205887AF9
ConAgra Inc 7.125% SR NTS 10/01/26
           205887AQ5205887AQ5
ConAgra Inc 6.700% SR NTS 08/01/27
           205887AR3205887AR3
ConAgra Inc 7.000% SR NTS 10/01/28
           205887AX0205887AX0
ConAgra Inc 8.25% NTS 9/15/30
           205887BA9205887BA9
ConAgra Inc 6.75% NTS 9/15/11
           205887BD3205887BD3
CONAGRA FOODS INC SR NT 5.819% 06/15/17
           205887BE1205887BE1
CONAGRA FOODS INC 5.875% NTS 04/15/14
           205887BF8 205887BF8
CONAGRA FOODS INC 7.0% NTS 04/15/19
           205944AB7205944AB7
CON-WAY INC SR NT 7.25% 01/15/18
           20605PAA920605PAA9
CONCHO RES INC SR NT 8.625% 10/01/17
           20605PAB720605PAB7
CONCHO RESOURCES INC. 7.0% SR NTS 01/15/21
           207597CZ6 207597CZ6
Connecticut Light & Power 7.875% 1st MTG NTS 10/1/24
           207597DR3207597DR3
Connecticut Light & Power 4.8% 1st MTG NTS 9/15/14
           207597DS1207597DS1
Connecticut Light & Power 5.75% 1st MTG NTS 9/15/34
           207597DT9207597DT9
Connecticut Light & Power 5% 1st MTG NTS 4/1/15
           207597DU6207597DU6
Connecticut Light & Power 5.625% 1st MTG NTS 4/1/35
           207597DV4207597DV4
Connecticut Light & Power 6.35% 1st MTG NTS 6/1/36
           207597DW2 07597DW2
                      2
Connecticut Light & Power 5.375% 1st MTG NTS 3/1/17
           207597DX0207597DX0
Connecticut Light & Power 5.75% 1st MTG NTS 3/1/37
           207597DY8207597DY8
Connecticut Light & Power 5.75% NTS 9/1/17
           207597EA9207597EA9
Connecticut Light & Power 6.375% ist Mtg NTS 9/1/37
           207597ED3207597ED3
Connecticut Light & Power 5.65% 1st Mtg 5/1/18
           207597EE1 PWR 5.50%
CONNECTICUT LIGHT &207597EE1 02/01/19
           20772EHQ920772EHQ9
CONNECTICUT ST GO 5.65% BDS A94 03/15/12
            6.95% NTS 4/15/29
Conoco Inc.208251AE8208251AE8
           20825CAE420825CAE4
Conoco Phillips 4.750% NTS 10/15/12
           20825CAF120825CAF1
Conoco Phillips 5.900% NTS 10/15/32
           20825CAM6  20825CAM6
ConocoPhillips 4.4% GTD NTS 5/15/13
           20825CAN420825CAN4
ConocoPhillips 5.2% GTD NTS 5/15/18
           20825CAP920825CAP9
ConocoPhillips 5.9% GTD NTS 5/15/38
           20825CAQ720825CAQ7
CONOCO PHILLIPS 6.50% NTS 02/01/39
           20825CAR520825CAR5
CONOCO PHILLIPS 5.75% NTS 02/01/19
           20825CAS320825CAS3
CONOCO PHILLIPS 4.75% NTS 02/01/14
            20825CAT120825CAT1
CONOCOPHILLIPS GTD 4.6% 01/15/15
            20825CAU820825CAU8
CONOCOPHILLIPS GTD NT 6% 01/15/20
            20825RAB720825RAB7
CONOCOPHILLIPS AUS FDG CO NT 5.5% 04/15/13
            20825UAC820825UAC8
Conoco Funding 7.25% GTD 10/15/31
            20825VAB820825VAB8
CONOCOPHILLIPS CDA FDG CO II GTD NT 5.95% 10/15/36
            20854PAB520854PAB5
CONSOL ENERGY INC SR NT 7.875% 03/01/12
            209111DZ3209111DZ3
Consolidated Edison NY 5.625% SER A 07/01/12
            209111EA7209111EA7
Consolidated Edison NY 4.875% DEB 02/01/13
            209111EB5209111EB5
Consolidated Edison NY 5.875% SER A 04/01/33
            209111EC3209111EC3
Consolidated Edison NY 3.850% SER A 06/15/13
            209111ED1209111ED1
Consolidated Edison NY 5.100% SER A 06/15/33
            209111EE9 209111EE9
Consolidated Edison NY 4.700% SER A 02/01/14
            209111EF6 209111EF6
Consolidated Edison NY 5.700% SER A 02/01/34
            209111EH2209111EH2
Consolidated Edison NY 5.300% SER A 03/01/35
            209111EJ8 209111EJ8
Consolidated Edison 5.25% bonds 7/1/35
            209111EK5209111EK5
Consolidated Edison 5 3/8% NTS 12/15/15
            209111EL3 NY 5.85% DEBS 3/15/36
Consolidated Edison of 209111EL3
            209111EM1NY 6.2% NTS
Consolidated Edison of 209111EM1 6/15/36
            209111EN9209111EN9
CONSOLIDATED EDISON CO N Y INC DEB-06C 5.5% 09/15/16
            209111EP4209111EP4
Consolidated Edison of NY 5.3% NTS 12/1/16
            209111EQ2209111EQ2
Consolidated Edison of NY 5.7% NTS 12/1/36
            209111ER0209111ER0
CONSOLIDATED EDISON CO N Y INC DEB AMBAC 5.7% 12/01/36
            209111ES8 209111ES8
Consolidated Edison 6.3% DEBS 8/15/37
            209111ET6 NY 5.85% DEBS 4/1/18
Consolidated Edison of 209111ET6
            209111EU3209111EU3
Consolidated Edison of NY 6.75% DEBS 4/1/38
            209111EV1209111EV1
CON EDISON NY 7.125% SR NTS 12/1/18
            209111EW9  209111EW9
CONS EDISON CO OF NY 5.55% SR NTS 04/01/2014
            209111EX7209111EX7
CONS EDISON CO OF NY 6.65% SR NTS 04/01/19
            209111EY5 209111EY5
CONSOLIDATED EDISON CO N Y INC DEB09-C 5.5% 12/01/39
            209615BN2209615BN2
CONSOLIDATED NAT GAS CO DEB 6.625% 12/01/13
            209615BV4209615BV4
CONSOLIDATED NAT GAS CO SR NT01A 6.85% 04/15/11
            209615BX0209615BX0
CONSOLIDATED NAT GAS CO SR NT-C 6.25% 11/01/11
            209615BZ5209615BZ5
CONSOLIDATED NAT GAS CO SR NT 5% 03/01/14
            209615CA9209615CA9
CONSOLIDATED NAT GAS CO SR NT-04A 5% 12/01/14
            21036PAD021036PAD0
Constellation Brands 7.25% GTD NTS 9/1/16
            21036PAF521036PAF5
CONSTELLATION BRANDS INC SR NT 7.25% 05/15/17
            21036PAG321036PAG3
Constellation Brands 8.375% SR NTS 12/15/14
            210371AF7210371AF7
Constellation Energy Grp 7.600% NTS 04/01/32
            210371AK6210371AK6
Constellation Energy Grp 4.550% NTS 06/15/15
            210371AL4 210371AL4
CONSTELLATION ENERGY GROUP 5.15% SR NTS 12/01/20
            Energy 6.875% 1st MTG
Consumers 210518AT3210518AT3 3/1/18
            210518BD7210518BD7
CONSUMERS ENERGY CO SR NT-A AMBAC 18 03/01/18
            Energy Co 5.375% NTS
Consumers 210518BV7210518BV7 04/15/13
            Energy Co 6.000% NTS
Consumers 210518BY1210518BY1 02/15/14
            Energy Co 5.000% NTS
Consumers 210518CD6210518CD6 02/15/12
            Energy Co 5.500% NTS
Consumers 210518CE4210518CE4 08/15/16
            Energy Co 210518CF1
Consumers 210518CF15.000% 1ST 03/15/15
            Energy Co 5.150% 1ST
Consumers 210518CG9210518CG902/15/17
            Energy Co 210518CL8
Consumers 210518CL85.650% 1ST 04/15/20
            Energy 5.8% 1st MTG 9/15/35
Consumers 210518CP9210518CP9
            Energy Co 6.125% 1st Mtg 3/15/19
Consumers 210518CR5210518CR5
            210518CS3 210518CS3
CONSUMERS ENERGY CO. 6.7% 09/15/19
            210795PT1210795PT1
CONTINENTAL AIRLS INC NT 8.75% 12/01/11
            212015AB7212015AB7
CONTINENTAL RESOURCES INC SR NT 8.25% 10/01/19
            216648AK1216648AK1
COOPER COS INC SR NT 7.125% 02/15/15 Called for Redemption
            216831AB3216831AB3
COOPER TIRE & RUBR CO NT 7.625% 03/15/27
            216831AE7216831AE78% 12/15/19
COOPER TIRE & RUBR CO NT
            21701RAB421701RAB4
COORS BREWING CO SR NT 6.375% 05/15/12
            219023AC2219023AC2
Corn Products 6.625% SR NTS 4/15/37
            219023AD0219023AD0
Corn Products 6% SR NTS 4/15/17
            219023AE8219023AE8
CORN PRODUCTS INTL INC 3.2% SR NTS 11/01/15
            219023AF5219023AF5
CORN PRODUCTS INTL INC. 4.625% SR NTS 11/01/20
            219327AE3219327AE3
CORNING GLASS WKS DEB 8.875% 03/15/16
            8.875% DEB 08/15/21
Corning Inc 219350AC9219350AC9
            6.750% DEB 09/15/13
Corning Inc 219350AE5219350AE5
            6.850% DEB 03/01/29
Corning Inc 219350AH8219350AH8
            6.200% NTS 03/15/16
Corning Inc 219350AN5219350AN5
            5.900% NTS 03/15/14
Corning Inc 219350AP0219350AP0
            7.25% NTS 08/15/36
Corning Inc 219350AR6219350AR6
            219350AS4219350AS4
CORNING INC 6.625% SR NTS 05/15/19
            219350AT2219350AT2
CORNING INC 7.0% SR NTS 05/15/24
            219350AU9219350AU9
CORNING INC. 4.25% SR NTS 08/15/20
            219350AV7219350AV7
CORNING INC. 5.75% SR NTS 08/15/40
            21987HAN5BACK CTF (NSC A1) 11/15/17
LEHMAN ABS CORP BD 21987HAN5
            21987HAP021987HAP0
LEHMAN ABS CORP BD BACK CTF (NSC A2) 11/15/17
            21987HAQ8BACK CTF (CAT
LEHMAN ABS CORP BD 21987HAQ8 A1) 3/1/18
            21987HAR621987HAR6
LEHMAN ABS CORP BD BACK CTF (CAT A-2) 3/1/18
            21987HAS421987HAS4
LEHMAN ABS CORP BD BACK CTF (ADM A-1) 12/15/17
            21987HAT221987HAT2
LEHMAN ABS CORP BD BACK CTF (ADM A-2) 12/15/17
            Corp. 6.25% due 3/15/13
Corrections22025YAH322025YAH3
            Corp. 6.75% NTS 1/31/14
Corrections22025YAJ9 22025YAJ9
            22025YAK622025YAK6
CORRECTIONS CORP AMER NEW GTD SRNT 7.75% 06/01/17
            222372AJ3 222372AJ3
Countrywide Financial 6.25% NTS 5/15/16
            22237AAB222237AAB2
COUNTRYWIDE CAP III SB CAP-B 8.05% 06/15/27
            22237LNG322237LNG3
COUNTRYWIDE HOME LOANS MTN BE CALL 6.% 01/24/18
            22237LNH122237LNH1
COUNTRYWIDE HOME LOANS MTN BE FR 6% 05/16/23
            22237LNJ7 22237LNJ7
COUNTRYWIDE HOME LOANS MTN BE FR 5% 05/16/13
            22237LPA422237LPA4
Countrywide Home Loan 4% NTS 3/22/11
            22237LPF3 22237LPF3
COUNTRYWIDE HOME LOANS MTN BE CALL 6.15% 06/25/29
            22237LPH922237LPH9
COUNTRYWIDE HOME LOANS MTN BE FR 6.2% 07/16/29
            22237LPJ5 22237LPJ5
COUNTRYWIDE HOME LOANS MTN BE FR 6% 07/23/29
            22238HAF722238HAF7
COUNTRYWIDE FINL CORP MTN BK CALL 5.25% 05/27/20
            22238HAR122238HAR1
COUNTRYWIDE FINL CORP MTN BK FR 6% 11/14/35
            22238HAS922238HAS9
COUNTRYWIDE FINL CORP MTN BK CALL 6% 11/22/30
            22238HAU4    22238HAU4
COUNTRYWIDE FINL CORP MTN BK CALL 5% 12/14/35
            22238HAX822238HAX8
COUNTRYWIDE FINL CORP MTN BK FR 5.75% 01/24/31
            22238HAY622238HAY6
COUNTRYWIDE FINL CORP MTN BK CALL 5.8% 01/27/31
            22238HAZ322238HAZ3
COUNTRYWIDE FINL CORP MTN BK CALL 6% 02/08/36
            22238HBB522238HBB5
COUNTRYWIDE FINL CORP MTN BK CALL 6% 03/16/26
            22238HGQ7    22238HGQ7
Countrywide Financial 5.8% GTD MTNs 6/7/12
            222862AD6222862AD6
Coventry Health 5.875% SR NTS 1/15/12
            222862AF1222862AF1
Coventry Health 6.125% SR NTS 1/15/15
            222862AG9222862AG9
Coventry Health 5.95% NTS 3/15/17
            222862AH7222862AH7
Coventry Health 6.3% SR NTS 8/15/14
            22303QAF722303QAF7
Covidien International 5.45% GTD NTS 10/15/12
            22303QAG5    22303QAG5
Covidien International 6% GTD NTS 10/15/17
            22303QAH3    22303QAH3
Covidien International 6.55% GTD NTS 10/15/37
            22303QAJ922303QAJ9
COVIDIEN INTL FINANCE SA 1.875% 06/15/13
            22303QAL422303QAL4
COVIDIEN INTL FINANCIAL SA 4.2% 06/15/20
            224399AN5224399AN5
Crane Company 5.500% NTS 09/15/13
            224399AP0224399AP0
Crane Company 6.55% BDS 11/15/36
            22541HCC422541HCC4
CREDIT SUISSE NY BRH SUB NT 6% 02/15/18
            22541LAB922541LAB9
CREDIT SUISSE FIRST 6 1/8% NTS 11/15/2011
            22541LAC722541LAC7
Credit Suisse First Bstn 6.500% NTS 01/15/12
            22541LAE3 7.125% NTS
Credit Suisse First Bstn 22541LAE3 07/15/32
            22541LAH622541LAH6
CREDIT SUISSE USA INC NT 5.5% 08/15/13
            22541LAM55.125% NTS
Credit Suisse First Bstn 22541LAM5 01/15/14
            22541LAR422541LAR4
Credit Suisse First Bstn 4.875% NTS 01/15/15
            22541LBK8 5 1/8% NTS
Credit Suisse First Bstn 22541LBK8 08/15/15
            225434AF6225434AF6
Credit Suisse First Bstn 5.25% NTS 3/2/11
            225434AG4225434AG4
Credit Suisse First Bstn 5.375% NTS 3/2/16
            225434CH0225434CH0
Credit Suisse First Bstn 5.5% SR NTS 8/16/11
            225434CJ6 5.85% SR NTS
Credit Suisse First Bstn 225434CJ6 8/16/16
            225448AA7225448AA7
CREDIT SUISSE FIXED TO FLOATING RATE TIER 1 CAPITAL NTS
            225448AB5225448AB5
CREDIT SUISSE FLT RATE TIER 1 CAPITAL NTS
            22546EAE422546EAE4
Credit Suisse Nassau zero coupon CS/RT Emerging Infrastructure ARES 11/6/12 (CS)
            22546EAL8 22546EAL8
Credit Suisse Nassau CS/RT Emerging Infrastructure BARES 11/6/12 (CS)
            22546QAD9    22546QAD9
CREDIT SUISSE NEW YORK BRANCH SUB NT 5.4% 01/14/20
            228188AD0228188AD0
CROWN AMERS LLC / CROWN AMERS GTD SR NT7.75% 11/15/15
            228227AZ7228227AZ7
CROWN CASTLE INTL CORP 9.0% SR NTS 01/15/15
            228227BA1228227BA1
CROWN CASTLE INTL CORP 7.125% ST NTS 11/19/17
            228255AH8228255AH8
CROWN CORK & SEAL 7.375% DEB 12/15/26
            228255AJ4 228255AJ4
CROWN CORK & SEAL 7.50% DEB 12/15/2096
            228800AF5228800AF5
CRUM & FORSTER HLDGS CORP SR NT 7.75% 05/01/17
            231021AD8231021AD8
CUMMINS INC DEB 6.75% 02/15/27
            231021AJ5 231021AJ5
CUMMINS INC DEB 7.125% 03/01/28
            231021AK2231021AK2
CUMMINS INC DEB 5.65% 03/01/98
            232820AE0232820AE0
Cytec Industries Inc 4.6% NTS 7/1/13
            232820AG5232820AG5
Cytec Industries Inc 6% NTS 10/1/15
            232820AH3232820AH3
CYTEC INDUSTRIES ,INC. 8.95% SR NTS 07/01/17
            23311VAA523311VAA5
DCP MIDSTREAM OPERATING 3.25% 10/01/15
            23326BAB023326BAB0
DYNCORP INTL LLC/DIV CAP CORP SR SB NT 9.5% 02/15/13
            233293AH2233293AH2
DPL Inc. 6.875% NTS due 9/1/11
            23331AAJ8 23331AAJ8
D R HORTON INC 7.875% NTS 08/15/2011
             6.875% SR NTS 5/1/2013
D.R. Horton23331AAP423331AAP4
             6.125% notes 1/15/2014
D.R. Horton23331AAS823331AAS8
             5.625% SR NTS 9/15/2014
D.R. Horton23331AAT623331AAT6
             5.625% SR NTS 1/15/2016
D.R. Horton23331AAV123331AAV1
             5 1/4% notes 2/15/2015
                       2
D.R. Horton23331AAW9 3331AAW9
             5 3/8% notes 6/15/2012
D.R. Horton23331AAX723331AAX7
             6% notes 4/15/2011
D.R. Horton23331AAY523331AAY5
             6.5% notes 4/15/2016
D.R. Horton23331AAZ223331AAZ2
            23331ABB423331ABB4
D.R. HORTON, INC. 2.00% SR NTS 05/15/14
            Corp 7.050% SR NTS 06/01/11
DTE Energy 233331AE7233331AE7
            Corp 6.375% SR NTS 04/15/33
DTE Energy 233331AJ6 233331AJ6
            233331AM9  233331AM9
DTE ENERGY CO SR NT 6.35% 06/01/16
            233331AN7233331AN7
DTE ENERGY CO 7.625% SR NTS 05/15/14
            235851AG7235851AG7
DANAHER CORP DEL SR NT 5.625% 01/15/18
            235851AH5235851AH5
DANAHER CORP 5.4% SR NTS 03/01/19
            237194AB1237194AB1
DARDEN RESTAURANTS INC 7 1/8% DEB 02/01/2016
            237194AE5237194AE5
Darden Restaurants 6% notes 8/15/2035
            237194AF2237194AF2
Darden Restaurants 5.625% SR NTS 10/15/12
            237194AG0237194AG0
Darden Restaurants 6.2% SR NTS 10/15/17
            237194AH8237194AH8
Darden Restaurants 6.8% SR NTS 10/15/37
            23719EAA123719EAA1
DARDEN RESTAURANTS INC MTN BE FR 7.45% 04/01/11
            23918KAL223918KAL2
DAVITA INC. 6.375% 11/01/18
            23918KAM0  23918KAM0
DAVITA INC. 6.625% 11/01/20
            239753BC9239753BC9
Dayton Hudson 9.875% DEBS 7/1/20
            239753BG0239753BG0
Dayton Hudson 9.7% DEBS 6/15/21
            239753BH8239753BH8
Dayton Hudson 9.25% DEBS 8/15/11
            239753BJ4 239753BJ4
Dayton Hudson 9% DEBS 10/1/21
            239753BK1239753BK1
Dayton Hudson 8.6% DEBS 1/15/12
            239753BL9 DEBS 4/1/22
Dayton Hudson 8.875%239753BL9
            239753BM7  239753BM7
Dayton Hudson 8.8% DEBS 5/15/22
            239753CJ3 239753CJ3
DAYTON HUDSON CORP PUT CDT 9.52% 06/10/15
            239753DJ2 239753DJ2
Dayton Hudson 6.75% DEBS 1/1/28
            239753DL7239753DL7
Dayton Hudson 6.65% DEBS 8/1/28
            240019BQ1240019BQ1
Dayton Power & Light 5.125% due 10/1/13
            242361AB9242361AB9
Dean Holdings 6.9% SR NTS 10/15/17
             7% GTD NTS 6/1/16
Dean Foods242370AA2242370AA2
            24240VAE124240VAE1
DEAN WITTER DISCOVER & CO DEB 6.75% 10/15/13
            24240VAM3  24240VAM3
DEAN WITTER DISCOVER & CO DEB 6.75% 01/01/16
            24240XAT424240XAT4
DEAN WITTER DISCOVER & CO MTN FR 7.07% 02/10/14
            244199AU9244199AU9
DEERE & CO 8 1/2% DEBS 01/09/22
             6.55% DEBS244199AW5
DEERE& CO244199AW5 10/1/28
            244199AZ8244199AZ8
Deere & Company 8.100% DEB 05/15/30
            244199BA2244199BA2
DEERE & CO NT 7.125% 03/03/31
            244199BB0244199BB0
Deere & Company 6.950% GLB NTS 04/25/14
            244199BC8244199BC8
DEERE & CO 4.375% SR NTS 10/16/19
            244199BD6244199BD6
DEERE & CO 5.375%SR NTS 10/16/29
            244217BG9244217BG9
Deere (John) Capital 7% GLB NTS 03/15/12
            244217BK0244217BK0
Deere (John) Capital 5.1% GLB NTS 01/15/13
            24422EQB824422EQB8
Deere (John) Capital 5.65% MTNs 7/25/11
            24422EQD424422EQD4
Deere (John) Capital 5.4% NTS 10/17/11
            Capital Corp. 5.5% NTS
John Deere 24422EQF924422EQF9 4/13/17
            24422EQJ1 24422EQJ1
Deere Capital (John) 5.35% SR NTS 1/17/12
            Capital 4.95%
                       24422EQM4
John Deere 24422EQM4 MTNs 12/17/12
            24422EQQ5  24422EQQ5
Deere Capital (John) Corp. 4.5% MTNs 4/3/13
            24422EQR324422EQR3
Deere Capital (John) Corp 5.35% MTNs 4/3/18
            24422EQU624422EQU6
Deere (John) Capital 4.9% NTS 9/9/13
            24422EQV424422EQV4
Deere (John) Capital 5.75% NTS 9/10/18
            24422EQW2 4422EQW2
DEERE JOHN CAP CORP2MTNS BE NT 5.25% 10/01/12
            24422EQX024422EQX0
JOHN DEERE CAPITAL CORP 1.875% NTS 06/17/13
            24422EQY824422EQY8
DEERE JOHN CAP CORP MTNS BE SR NT 2.95% 03/09/15
            24424CAV324424CAV3
JOHN DEERE CAP CORP CORENOTE P FR 2.65% 06/15/11
            24424CAX924424CAX9
JOHN DEERE CAP CORP CORENOTE P FR 2.65% 07/15/11
            24424CBJ9 CORENOTE
JOHN DEERE CAP CORP24424CBJ9 P FR 2% 04/15/11
            24424DAA724424DAA7
JOHN DEERE CAPITAL CORP 2.875% FDIC GTD 06/19/12
            245217AP9245217AP9
Del Monte 6.75% GTD NTS 2/15/15
            246688AE5246688AE5
DELHAIZE AMER INC NT 8.125% 04/15/11
            246688AF2246688AF2
DELHAIZE AMER INC DEB         9% 04/15/31
            24668PAB324668PAB3
DELHAIZE GROUP SA SR NT 6.5% 06/15/17
            24668PAC124668PAC1
DELHAIZE GROUP SA SR NT 5.875% 02/01/14
            247109BH3247109BH3
Delmarva Power & Light 5% SR nTS 11/15/14
            247109BJ9 247109BJ9
Delmarva Power & Light 5% SR NTS 6/1/15
            POWER & LIGHT MTNS
DELMARVA24710XAF524710XAF5 BE FR 7.72% 02/01/27
            POWER & LIGHT MTNS
DELMARVA24710XAQ124710XAQ1 BE FR 7.56% 02/01/17
            POWER & LIGHT MTNS
DELMARVA24710XAV024710XAV0 BE FR 6.81% 01/09/18
            247131AF2247131AF2
DELPHI FINANCIAL GROUP 7.875% SR NTS 01/31/20
            247916AB5247916AB5
DENBURY RES INC SR SB NT 9.75% 03/01/16
            248019AC5248019AC5
Deluxe Corp 5.000% SR NTS 12/15/12
            248019AG6248019AG6
Deluxe Corp 5.125% SR NTS 10/01/14
            248019AL5 NTS 6/1/15
Deluxe Corp 7.375% SR248019AL5
            24823UAE824823UAE8
DENBURY RES INC DEL SR SB NT 7.5% 04/01/13
            24823UAF524823UAF5
DENBURY RES INC DEL GTD SR SB 7.5% 12/15/15
            24823UAG3  24823UAG3
DENBURY RES INC DEL SR SUB NT8.25% 02/15/20
            25030WAB6  25030WAB6
DESARROLLADORA HOMEX S A DE CV SR GTD NT 7.5% 09/28/15
            250847DT4250847DT4
Detroit Edison 5.2% 1st Mtg 10/15/12
            250847DU1250847DU1
Detroit Edison 6.35% SR NTS 10/15/32
            250847DV9250847DV9
Detroit Edison 5.4% 1st Mtg 8/1/14
            250847DX5250847DX5
Detroit Edison 4.8% SR NTS 2/15/15
            250847DZ0250847DZ0
Detroit Edison 5.45% SR NTS 2/15/35
            250847EA4250847EA4
Detroit Edison 5.7% 1st Mtg 10/1/37
            250847EB2250847EB2
Detroit Edison 6.625% 1st Mtg 6/1/36
            250847EC0250847EC0
DETROIT EDISON CO SR AMBAC 4.8% 02/15/15
            250847ED8250847ED8
Detroit Edison 5.6% SR NTS 6/15/18
            250847EE6 Mtg 10/1/13
Detroit Edison 6.4% 1st250847EE6
            250847EF3 250847EF3
DETROIT EDISON COMPANY 3.45% 10/01/20
            25152CMN3 5152CMN3
                        2
Deutsche Bank AG London 6% SR NTS 9/1/17
            Diversified 5.250% NTS
Developers 251591AK9251591AK9 04/15/11
            Diversified 251591AM5 05/01/15
Developers 251591AM5    5.500% NTS
            Diversified 5.375% NTS
Developers 251591AN3251591AN3 10/15/12
            251591AT0251591AT0
DEVELOPERS DIVERSIFIED RLTY CO NT 9.625% 03/15/16
            251591AU7251591AU7
DEVELOPERS DIVERSIFIED RLTY CO NT 7.5% 04/01/17
            251591AV5251591AV5
DEVELOPERS DIVERSIFIED 7.875% SR NTS 09/01/20
            25159NAW55159NAW5
                        2
DEVELOPERS DIV RLTY CORP MTNBE FR 7.5% 07/15/18
            2515A0MV2 6% 03/11/38
                        NT
DEUTSCHE BK AG CALL 2515A0MV2
            2515A0NY52515A0NY5
DEUTSCHE BK AG SR NT 4.875% 05/20/13
            2515A0Q302515A0Q30
DEUTSCHE BK AG SR NT 3.875% 08/18/14
            2515A0T452515A0T45
DEUTSCHE BK AG SR NT 2.375% 01/11/13
            2515A0U762515A0U76
DEUTSCHE BK AG SR NT 3.45% 03/30/15
            2515A14E82515A14E8
DEUTSCHE BANK AG 3.25% SR NTS 01/11/16
            251799AA0251799AA0
Devon Energy 7.95% DEBS 4/15/32
            25179MAG8 5179MAG8
                        2
DEVON ENERGY CORP 5.625% SR NTS 01/15/14
            25179MAH6   6.3% SR NTS
DEVON ENERGY CORP 25179MAH6 01/15/19
            25179SAC425179SAC4
Devon Financing 6.875% due 9/30/11
            25179SAD225179SAD2
Devon Financing 7.875% due 9/30/31
            25243EAF025243EAF0
DIAGEO CAP PLC MTN BE FR 4.85% 05/15/18
            25243YAH225243YAH2
DIAGEO CAPITAL 5.875% NTS 9/30/2036
            25243YAJ8 25243YAJ8
DIAGEO CAPITAL 5.5% NTS 9/30/16
            25243YAK525243YAK5
DIAGEO CAPITAL 5.125% NTS 1/30/12
            25243YAL3 25243YAL3
Diageo Capital 5.2% NTS 1/30/13
            25243YAM1   25243YAM1
Diageo Capital PLC 5.75% NTS 10/23/17
            25243YAN925243YAN9
Diageo Plc 7.375% GTD NTS 1/15/14
            25243YAP425243YAP4
DIAGEO CAPITAL PLC 4.828% NTS 07/15/20
            25244SAB725244SAB7
DIAGEO FINANCE B V 3.875% NTS 04/01/2011
            25244SAC525244SAC5
DIAGEO FINANCE B V 5.30% NTS 10/28/2015
            25244SAD325244SAD3
DIAGEO FINANCE 5.5% NTS 4/1/13
            25244SAF8 25244SAF8
DIAGEO FINANCE B.V. 3.25% NTS 01/15/15
            25271CAG725271CAG7
Diamond Offshore Drilling 5.150% NTS 09/01/14
            25271CAJ1 25271CAJ1
Diamond Offshore Drilling 4.875% SR NTS 7/1/15
            25271CAK825271CAK8
DIAMOND OFFSHORE DRILLING INC SR NT 5.875% 05/01/19
            25271CAL625271CAL6
DIAMOND OFFSHORE DRILL 5.7% NTS 10/15/39
            252747AD2252747AD2
DIAMOND SHAMROCK INC SR NT 8.75% 06/15/15
            252747AF7252747AF7
DIAMOND SHAMROCK INC DEB 7.65% 07/01/26
            252759AL9 252759AL9
DIAMOND STATE TEL CO DEB PUT 8.375% 09/15/19
            252759AM7   252759AM7
DIAMOND STATE TEL CO DEB 8.625% 10/15/31
            252759AP0252759AP07% 12/01/23
DIAMOND STATE TEL CO DEB
            253849AK9253849AK9
DIGITAL EQUIP CORP DEB 7.75% 04/01/23
            254063AM2   254063AM2
Dillards Dept. Stores 9.125% DEBS 8/1/11
            254063AQ3254063AQ3
Dillards Dept. Stores 7.85% NTS 10/1/12
            254063AR1254063AR1
Dillards Dept. Stores 7.875% NTS 1/1/23
             254063AU4254063AU4
Dillards Dept. Stores 7.75% DEBS 7/15/26
             254063AW0  254063AW0
Dillards Dept. Stores 7.75% NTS 5/15/27
              6.625% NTS 1/15/18
Dillards Inc.254063AX8254063AX8
              7.13% NTS 8/1/18
Dillards Inc.254067AH4254067AH4
             254067AN1254067AN1
DILLARDS INC DEB        7% 12/01/28
             254687AH9254687AH9
DISNEY WALT CO DEB 7.55% 07/15/93
              4.7% SR NTS 12/1/12
Walt Disney254687AV8254687AV8
             254687AW6  254687AW6
WALT DISNEY CO 4.50% NOTES 12/15/13
              5.7% NTS 7/15/11
Walt Disney254687CC8254687CC8
              7% NTS due25468PBW5
Walt Disney25468PBW5 3/1/32
              6 3/8% NTS due 3/1/12
Walt Disney25468PBX325468PBX3
              6.2% NTS due 6/20/14
Walt Disney25468PCA225468PCA2
              5 7/8% NTS due 12/15/17
Walt Disney25468PCB025468PCB0
              5.625% NTS 9/15/16
Walt Disney25468PCE425468PCE4
              6% SR NTS 7/17/17
Walt Disney25468PCG925468PCG9
             25468PCK025468PCK0
WALT DISNEY CO 5.50% NTS 03/15/19
             254709AD0254709AD0
DISCOVER FINL SVCS SR NT 6.45% 06/12/17
             254709AE8254709AE8
DISCOVER FINANCIAL SVS 10.25% NTS 07/15/2019
              CO INC NEW SR NT 13.875% 03/15/14
DOLE FOOD256603AA9256603AA9
              INC DEB 8.75% 07/15/13
DOLE FOOD256605AD8256605AD8
             256669AF9256669AF9
DOLLAR GEN CORP SR NT 10.625% 07/15/15
             257469AC0257469AC0
Dominion Resources 7.195% due 9/15/2014
             RES INC SR NT 5.7% 09/17/12
DOMINION 257469AF3257469AF3
             257469AG1257469AG1
Dominion Resources Inc 6.75% SR NTS 12/15/32
             257469AJ5 257469AJ5
Dominion Resources Inc 5.25% SR NTS 08/1/33
             RES CAP TR III GTD CAP
DOMINION 25746NAA325746NAA3 SECD 31 01/15/31
             25746UAJ825746UAJ8
Dominion Resources Inc 6.250% SR NTS 06/30/12
             25746UAM1 5.000% SR
                        2
Dominion Resources Inc 5746UAM1NTS 03/15/13
             25746UAN9  25746UAN9
Dominion Resources Inc 6.300% SR NTS 03/15/33
             25746UAR025746UAR0
Dominion Resources Inc 5.200% SR NTS 01/15/16
             25746UAV125746UAV1
Dominion Resources 5.95% due 6/15/2035
             25746UAW95746UAW9
                        2
Dominion Resources 5.15% due 7/15/2015
             25746UBB425746UBB4
Dominion Resources 5.6% SR NTS 11/15/16
             25746UBC225746UBC2
Dominion Resources 6% NTS 11/30/17
             25746UBD025746UBD0
Dominion Resources 7% NTS 6/15/38
             25746UBE825746UBE8
Dominion Resources 6.4% NTS 6/15/18
             25746UBG3  25746UBG3
Dominion Resources 8.875% SR NTS 1/15/19
             RES INC VA NEW SR NT
DOMINION 25746UBH125746UBH1 5.2% 08/15/19
             257559AB0257559AB0
Domtar Corp 5.375% GTD NTS 12/1/13
             257559AC8257559AC8
Domtar Corp. 7.125% GTD NTS 8/15/15
             257559AD6257559AD6
Domtar Corp 9.5% GTD NTS 8/1/16
             257559AG9257559AG9
DOMTAR CORP SR NT 10.75% 06/01/17
             257561AV2257561AV2
DOMTAR INC NT 5.375% 12/01/13
             25766CAA225766CAA2
DONALDSON LUFKIN JENRE MTN BE PUT 5.625% 02/15/16
              CORP SR NT 7.65% 03/26/16
DORAL FINL25811PAE025811PAE0
              CORP SECD NT 7% 04/26/12
DORAL FINL25811PAF725811PAF7
              CORP SECD NT 7.1% 04/26/17
DORAL FINL25811PAG525811PAG5
            CORP SECD NT 7.15%
DORAL FINL25811PAH325811PAH304/26/22
           6.650% DEB 06/01/28
Dover Corp 260003AC2260003AC2
           6.500% NTS 02/15/11
Dover Corp 260003AD0260003AD0
           4.875% NTS 10/15/15
Dover Corp 260003AE8260003AE8
           5.375% NTS 10/15/35
Dover Corp 260003AF5260003AF5
            6.6% BDS 3/15/2038
Dover Corp.260003AG3260003AG3
           5.45% NTS 3/15/18
Dover Corp 260003AH1260003AH1
           260543BA0260543BA0
Dow Chemical Co 9.000% DEB 04/01/21
           260543BC6260543BC6
Dow Chemical Co 8.850% DEB 09/15/21
           260543BE2260543BE2
Dow Chemical Co 7.375% DEB 03/01/23
           260543BF9 DEB 8/15/13
DOW CHEMICAL 6.85%260543BF9
           260543BJ1 260543BJ1
Dow Chemical Co 7.375% DEB 11/01/29
           260543BL6 260543BL6
Dow Chemical Co 6.125% NTS 02/01/11
           260543BR3260543BR3
Dow Chemical Co 6.000% NTS 10/01/12
           260543BV4260543BV4
Dow Chemical 5.7% NTS 5/15/18
           260543BW2 260543BW2
DOW CHEMICAL CO 7.6% NTS 05/15/14
           260543BX0260543BX0
DOW CHEMICAL CO 8.55% NTS 05/15/19
           260543BY8260543BY8
DOW CHEMICAL CO 9.4% NTS 05/15/39
           260543BZ5260543BZ5
DOW CHEMICAL CO 4.85% SR NTS 08/15/12
           260543CA9260543CA9
DOW CHEMICAL CO 5.9% SR NTS 02/15/15
           260543CD3260543CD3
DOW CHEMICAL CO./THE 2.50% SR NTS 02/15/16
           26054EAT626054EAT6
DOW CHEM CO MED TRM NTS BK ENT FR 7.75% 09/15/20
           26054LBK8 26054LBK8
DOW CHEM CO SR INTERNOTES FR 6.15% 11/15/12
           26054LDA826054LDA8
DOW CHEM CO SR INTERNOTES FR 5.3% 03/15/13
           26054LEC3 26054LEC3
DOW CHEM CO SR INTERNOTES CALL 5.05% 05/15/15
           26054LEF6 26054LEF6
DOW CHEM CO SR INTERNOTES CALL 5% 06/15/13
           26054LEH226054LEH2
DOW CHEM CO SR INTERNOTES CALL 5.1% 06/15/13
           26054LEJ8 26054LEJ8
DOW CHEM CO SR INTERNOTES CALL 5.45% 06/15/15
           26054LEK5 26054LEK5
DOW CHEM CO SR INTERNOTES CALL 5.15% 06/15/13
           26054LEM126054LEM1
DOW CHEM CO SR INTERNOTES CALL 5.9% 08/15/13
           26054LEN926054LEN9
DOW CHEM CO SR INTERNOTES CALL 6.2% 08/15/15
           26054LEP4 26054LEP4
DOW CHEM CO SR INTERNOTES CALL 5.5% 08/15/13
           26054LER0 26054LER0
DOW CHEM CO SR INTERNOTES CALL 5.6% 08/15/13
           26054LET6 26054LET6
DOW CHEM CO SR INTERNOTES CALL 5.5% 08/15/13
           26054LEU326054LEU3
DOW CHEM CO SR INTERNOTES CALL 6% 08/15/15
           26054LEV1 26054LEV1
DOW CHEM CO SR INTERNOTES CALL 5.5% 09/15/13
           26054LFB4 26054LFB4
DOW CHEM CO SR INTERNOTES CALL 6.25% 09/15/18
           26054LFJ7 26054LFJ7
DOW CHEM CO SR INTERNOTES CALL 7% 11/15/13
           26054LFL2 26054LFL2
DOW CHEM CO SR INTERNOTES CALL 8% 11/15/18
           26054LFM026054LFM0
DOW CHEM CO SR INTERNOTES CALL 7.25% 11/15/13
           26054LFP3 26054LFP3
DOW CHEM CO SR INTERNOTES CALL 8.25% 11/15/18
           26054LFQ126054LFQ1
DOW CHEM CO SR INTERNOTES CALL7.125% 11/15/13
           26054LFS7 26054LFS7
DOW CHEM CO SR INTERNOTES CALL8.125% 11/15/18
           26054LFW826054LFW8
DOW CHEM CO SR INTERNOTES CALL 7.6% 05/15/14
           26054LFX6 26054LFX6
DOW CHEM CO SR INTERNOTES CALL 8% 05/15/16
           26054LFY4 26054LFY4
DOW CHEM CO SR INTERNOTES CALL 8.5% 05/15/19
           26054LFZ1 26054LFZ1
DOW CHEM CO SR INTERNOTES CALL 7.75% 05/15/14
            26054LGB326054LGB3
DOW CHEM CO SR INTERNOTES CALL 8.7% 05/15/19
            26054LGC126054LGC1
DOW CHEM CO SR INTERNOTES CALL 7.6% 06/15/14
            26054LGF4 26054LGF4
DOW CHEM CO SR INTERNOTES CALL 7.2% 06/15/14
            26054LGH026054LGH0
DOW CHEM CO SR INTERNOTES CALL 8.4% 06/15/19
            26054LGJ6 26054LGJ6
DOW CHEM CO SR INTERNOTES CALL 7.2% 06/15/14
            26054LGM9 26054LGM9
DOW CHEM CO SR INTERNOTES CALL 6.7% 06/15/14
            26054LGP226054LGP2
DOW CHEM CO SR INTERNOTES CALL 8.25% 06/15/19
            26054LGQ026054LGQ0
DOW CHEM CO SR INTERNOTES CALL 6.9% 07/15/14
            26054LGT426054LGT4
DOW CHEM CO SR INTERNOTES CALL 5.8% 08/15/14
            26054LGU126054LGU1
DOW CHEM CO SR INTERNOTES CALL 6.65% 08/15/16
            26054LGV926054LGV9
DOW CHEM CO SR INTERNOTES CALL 7.45% 08/15/19
            26054LGW7 26054LGW7
DOW CHEM CO SR INTERNOTES CALL 4.7% 11/15/14
            26054LGX526054LGX5
DOW CHEM CO SR INTERNOTES CALL 5.6% 11/15/16
            26054LGY326054LGY3
DOW CHEM CO SR INTERNOTES CALL 6.25% 11/15/19
            26054LHC026054LHC0
DOW CHEM CO SR INTERNOTES CALL 4.5% 12/15/14
            26054LHD826054LHD8
DOW CHEM CO SR INTERNOTES CALL 5.25% 12/15/16
            26054LHF3 26054LHF3
DOW CHEM CO SR INTERNOTES CALL 4.3% 12/15/14
            26054LHG126054LHG1
DOW CHEM CO SR INTERNOTES CALL 5.1% 12/15/16
            26054LHH926054LHH9
DOW CHEM CO SR INTERNOTES CALL 5.75% 12/15/19
            26054LHJ5 26054LHJ5
DOW CHEM CO SR INTERNOTES CALL 4.25% 12/15/14
            26054LHK226054LHK2
DOW CHEM CO SR INTERNOTES CALL 5% 12/15/16
            26054LHM8 26054LHM8
DOW CHEM CO SR INTERNOTES CALL 4.1% 12/15/14
            26054LHN626054LHN6
DOW CHEM CO SR INTERNOTES CALL 5% 12/15/16
            26054LHT326054LHT3
DOW CHEM CO SR INTERNOTES CALL 4.15% 03/15/15
            26054LJE4 26054LJE4
DOW CHEM CO SR INTERNOTES CALL 5.6% 03/15/20
            SNAPPLE GROUP INC SR
DR PEPPER 26138EAG426138EAG4 NT 6.12% 05/01/13
            SNAPPLE GROUP INC SR
DR PEPPER 26138EAH226138EAH2 NT 6.82% 05/01/18
            SNAPPLE GROUP INC SR
DR PEPPER 26138EAJ8 26138EAJ8 NT 7.45% 05/01/38
            SNAPPLE GROUP 1.7%
DR PEPPER 26138EAK526138EAK5 12/21/11
            SNAPPLE GROUP 2.35%
DR PEPPER 26138EAL3 26138EAL3 12/21/12
             de Nemours 6.500% DEB
du Pont (EI)263534BG3263534BG3 01/15/28
             de Nemours 4.750% NTS
du Pont (EI)263534BK4263534BK4 11/15/12
             de Nemours 4.875% NTS
du Pont (EI)263534BN8263534BN8 04/30/14
            263534BQ1263534BQ1
E.I DuPont de Nemours 5.25% NTS 12/15/16
            263534BR9263534BR9
E.I DuPont de Nemours 5.6% NTS 12/15/36
            263534BS7 5% NTS 1/15/13
E.I Dupont de Nemours263534BS7
            263534BT5263534BT5
Dupont (E.I.) de Nemours 6% SR NTS 7/15/18
            263534BU2263534BU2
Dupont (E.I.) de Nemours 5% NTS 7/15/13
            263534BV0263534BV0
DUPONT (E.I.) NEMOUR 5.875% NTS 01/15/2014
            I DE NEMOURS
                      263534BW8
DU PONT E 263534BW8 & CO SR NT 5.75% 03/15/19
            263534BX6263534BX6
E.I. DU PONT DE NEMOURS 4.75% NTS 03/15/15
            I DE NEMOURS & CO SR
DU PONT E 263534BY4263534BY4 NT 3.25% 01/15/15
            I DE NEMOURS & CO SR
DU PONT E 263534BZ1263534BZ1 NT 4.625% 01/15/20
            NEMOUR 3.625% SR NTS
DUPONT EI 263534CB3263534CB3 01/15/21
            NEMOUR 4.9% 01/15/41
DUPONT EI 263534CC1263534CC1
            NEMOUR 1.95% SR NTS
DUPONT EI 263534CD9263534CD9 01/15/16
             de Nemours 4 1/8% NTS
du Pont (EI)26353LJB8 26353LJB8 3/6/2013
           263901AA8263901AA8
Duke Energy Indiana 6.35% 1st MTG 8/15/38
           264399DK9264399DK9
Duke Energy Corp 6.000% SR NTS 12/01/28
           264399DW3 64399DW3
DUKE ENERGY CORP SR2NT 6.25% 01/15/12
           264399ED4264399ED4
Duke Energy Corp 6.450% SR NTS 10/15/32
           264399EF9 264399EF9
Duke Energy Corp 5.625% SR NTS 11/30/12
           264399EM4  264399EM4
Duke Energy Corp 5.300% 1ST 10/01/15
           264399EQ5264399EQ5
DUKE ENERGY CORP 6.3% SR NTS 02/01/14
           26439RAC026439RAC0
DUKE CAP CORP SR NT-B 6.75% 07/15/18
           26439RAH926439RAH9
DUKE CAP CORP SR NT       8% 10/01/19
           26439RAJ5 6.25% 02/15/13
DUKE CAP CORP SR NT 26439RAJ5
           26439RAK226439RAK2
DUKE CAP CORP SR NT 6.75% 02/15/32
           26439RAQ926439RAQ9
DUKE CAP CORP SR NT 5.5% 03/01/14
           26439VAB326439VAB3
DUKE CAP LLC SR NT 5.668% 08/15/14
            LP 5.875% SR NTS 08/15/12
Duke Realty264411AB5264411AB5
            LP 4.625% SR NTS 05/15/13
Duke Realty264411AC3264411AC3
           26441CAA326441CAA3
Duke Energy Corp. 5.65% SR NTS 6/15/13
           26441CAB126441CAB1
Duke Energy Corp. 6.25% SR NTS 6/15/18
           26441CAC926441CAC9
DUKE ENERGY CORP 3.95% SR NTS 09/15/14
           26441CAD726441CAD7
DUKE ENERGY CORP 5.05% SR NTS 09/15/19
           26441CAE526441CAE5
DUKE ENERGY CORP NEW SR NT 3.35% 04/01/15
           26441QAD6  26441QAD6
DUKE RLTY LTD PARTNRSHP MTN BE FR 5.45% 10/01/12
            LP 6.950% SR NTS 03/15/11
Duke Realty26441YAD926441YAD9
            LP 5.400% NTS 08/15/14
Duke Realty26441YAH026441YAH0
            LP 5.5% NTS 3/1/16
Duke Realty26441YAK326441YAK3
            LP 5.625% SR NTS 8/15/11
Duke Realty26441YAL1 26441YAL1
            LP 5.95% SR
                      26441YAM9
Duke Realty26441YAM9 NTS 2/15/17
            LP 6.5% SR NTS 1/15/18
Duke Realty26441YAQ026441YAQ0
            LP 6.25% SR NTS 5/15/13
Duke Realty26441YAR826441YAR8
           26441YAS626441YAS6
DUKE RLTY LTD PARTNERSHIP NEW SR NT 7.375% 02/15/15
           26441YAT426441YAT4
DUKE RLTY LTD PARTNERSHIP NEW SR NT 8.25% 08/15/19
           26441YAU126441YAU1
DUKE RLTY LTD PARTNERSHIP NEW SR NT 6.75% 03/15/20
           26442CAA226442CAA2
Duke Energy Carolinas 6.1% SR NTS 6/1/37
           26442CAB026442CAB0
Duke Energy Carolinas 6% 1st MTG NTS 1/15/38
           26442CAC826442CAC8
Duke Energy Carolinas 5.25% 1st MTG NTS 1/15/18
           26442CAD626442CAD6
Duke Energy Carolinas 5.1% 1st Mtg 4/15/18
           26442CAE426442CAE4
Duke Energy Carolinas 6.05% 1st Mtg 4/15/38
           26442CAF126442CAF1
DUKE ENERGY CAROLINAS 5.75% 1st mtg nts 11/15/13
           26442CAG926442CAG9
DUKE ENERGY CAROLINAS 7% 1st Mtg Nts 11/15/218
           26442EAB626442EAB6
DUKE ENERGY OHIO INC. 2.1% 06/15/13
           267482AC1267482AC1
DYCOM INVT INC SUB NT 8.125% 10/15/15
           26816LAD426816LAD4
Dynegy Holdings 6.875% SR NTS 4/1/11
           26816LAG726816LAG7
Dynegy Holdings 8.75% SR NTS 2/15/12
           26816LAT9 26816LAT9
Dynegy Holdings 8.375% SR NTS 5/1/16
           26816LAW2 SR NTS 6/1/19
Dynegy Holdings 7.75%26816LAW2
           26816LAX026816LAX0
Dynegy Holdings 7.5% SR NTS 6/1/15
           26874QAB626874QAB6
ENSCO International Inc 7.200% DEB 11/15/27
           26875PAA926875PAA9
EOG Resources 5.875% SR NTS 9/15/17
            26875PAB726875PAB7
EOG Resources 6.125% NTS 10/1/13
            26875PAC526875PAC5
EOG Resources 6.875% NTS 10/1/18
            26875PAD326875PAD3
EOG RES INC SR NT 5.625% 06/01/19
            268766BW1  268766BW1
EOP OPER LTD PARTNERSHIP NT 6.75% 02/15/12
            26884AAD526884AAD5
ERP OPERATING LTD PARTNER. 7.57% NTS 8/15/26
            26884AAE326884AAE3
ERP Operating LP 7.125% NTS 10/15/17
            26884AAH626884AAH6
ERP OPER LTD PARTNERSHIP NT ADJ 15 04/13/15
            26884AAM5  26884AAM5 6.95% 03/02/11
ERP OPER LTD PARTNERSHIP NT
            26884AAN326884AAN3
ERP Operating LP 6.625% NTS 03/15/12
            26884AAQ6  26884AAQ6
ERP Operating LP 5.200% NTS 04/01/13
            26884AAS226884AAS2
ERP OPER LTD PARTNERSHIP NT 5.25% 09/15/14
            26884AAU726884AAU7
ERP OPER LTD PARTNERSHIP SR NT 5.375% 08/01/16
            26884AAW3   NTS 10/1/12
ERP Operating LP 5.5% 26884AAW3
            26884AAX126884AAX1
ERP Operating L.P. 5.75% NTS 6/15/17
            26884AAY926884AAY9
ERP Operating LP 4.75% Sr Unsecured 7/15/20
            26884LAA726884LAA7
EQT CORP SR NT 8.125% 06/01/19
            271790AF4271790AF4
EAST COAST PWR L L C SR SECD 7.536% 06/30/17
            277432AB6277432AB6
Eastman Chemical Co 7.250% DEB 01/15/24
            277432AC4277432AC4
Eastman Chemical Co 7.625% DEB 06/15/24
            277432AD2277432AD2
Eastman Chemical Co 7.600% DEB 02/01/27
            277432AE0277432AE0
Eastman Chemical Co 7.000% NTS 04/15/12
            277432AG5277432AG5
Eastman Chemical Co 6.300% NTS 11/15/18
            277432AH3277432AH3
EASTMAN CHEM CO NT 5.5% 11/15/19
            277432AJ9 277432AJ9
EASTMAN CHEMICAL CO. 3.0% 12/15/15
            277432AK6277432AK6
EASTMAN CHEMICAL CO. 4.50% NTS 01/15/21
            277461BD0277461BD0
Eastman Kodak 7.25% SR NTS 11/15/13
            278058AK8278058AK8
EATON CORP DEB PUT 8.875% 06/15/19
            8.100% DEB 278058AM4
Eaton Corp 278058AM4 08/15/22
            7.625% DEB 04/01/24
Eaton Corp 278058AP7278058AP7
            6.500% DEB 06/01/25
Eaton Corp 278058AQ5278058AQ5
            7.650% DEB 278058AW2
Eaton Corp 278058AW2 11/15/29
            5.750% NTS 07/15/12
Eaton Corp 278058AX0278058AX0
            5.450% SR DEB 10/15/34
Eaton Corp 278058AY8278058AY8
            5.8% NTS 3/15/37
Eaton Corp 278058DB5278058DB5
            5.3% NTS 3/15/17
Eaton Corp 278058DC3278058DC3
             5.6% NTS 5/15/18
Eaton Corp.278058DD1278058DD1
             4.9% NTS 5/15/13
Eaton Corp.278058DF6278058DF6
            278058DG4278058DG4
EATON CORP 5.95% SR NTS 03/20/14
            278058DH2278058DH2
EATON CORP 6.95% SR NTS 03/20/19
            27806KAC827806KAC8
EATON CORP MTN BE FR 5.25% 06/15/35
            278265AC7278265AC7
Eaton Vance 6.5% SR NTS 10/2/17
            278865AG5278865AG5
Ecolab Inc 6.875% NTS 02/01/11
            278865AH3278865AH3
Ecolab Inc. 4.875% NTS 2/15/15
             S.A. 7.625% NTS 07/23/2019
ECOPETROL279158AB5279158AB5
            281020AF4281020AF4
EDISON INTERNATIONAL 3.75% SR NTS 09/15/17
            281023AN1281023AN1
EDISON MISSION ENERGY SR NT 7.5% 06/15/13
            281023AR2281023AR2
EDISON MISSION ENERGY SR NT 7.75% 06/15/16
            281023AU5281023AU5
EDISON MISSION ENERGY SR NT 7% 05/15/17
            281023AX9281023AX9
EDISON MISSION ENERGY SR NT 7.2% 05/15/19
            281023BA8281023BA8
EDISON MISSION ENERGY SR NT 7.625% 05/15/27
            282649BW1   282649BW1
EKSPORTIFINANS ASA 1.875% NTS 04/02/13
            282649BY7282649BY7
EKSPORTFINANS ASA FLOATING RATE NTS 10/07/13
            28264QGC2 NTS 6/26/17
Eksportfinans A/S 5.5%28264QGC2
            28264QR6328264QR63
EKSPORTFINANS ASA 3.0-% BENCHMARK DUE 11/17/2014
            28264QT5328264QT53
EKSPORTFINANS ASA 2.00% NTS 09/15/15
            28336LAB528336LAB5
El Paso 7% SR NTS 5/15/11
            28336LAE9 28336LAE9
El Paso 7.875% NTS 6/15/12
            28336LAZ2 5/15/12
El Paso 9.625% SR NTS 28336LAZ2
            28336LBD028336LBD0
El Paso 6.95% SR NTS 6/1/28
            28336LBH128336LBH1
El Paso 7.42% SR NTS 2/15/37
            28336LBM06/15/14
El Paso 6.875% SR NTS 28336LBM0
            28336LBQ128336LBQ1
El Paso 7% SR NTS 6/15/17
            28336LBR9 28336LBR9
El Paso Natural Gas 7.25% SR NTS 6/1/18
            28336LBS7 28336LBS7
EL PASO CORP 12% SR NTS 12/12/13
            28336LBT5 28336LBT5
EL PASO CORP SR NT 8.25% 02/15/16
            283677AW2   283677AW2
El Paso Electric 6% SR NTS 5/15/35
            283677AX0283677AX0
El Paso Electric 7.5% SR NTS 3/15/38
            28368EAA428368EAA4
El Paso Energy 8.05% SR NTS 10/15/30
            28368EAB228368EAB2
El Paso Energy 7.375% SR NTS 12/15/12
            28368EAD828368EAD8
El Paso Energy 7.8% SR NTS 8/1/31
            28368EAE628368EAE6
El Paso 7.75% SR NTS 1/15/32
            283695AZ7283695AZ7
EL PASO NAT GAS CO DEB 8.625% 01/15/22
            283695BE3283695BE3 11/15/26
EL PASO NAT GAS CO DEB        7.5%
            283695BP8283695BP8
EL PASO NAT GAS CO SR NT 5.95% 04/15/17
            28370TAA728370TAA7
EL PASO PIPELINE PARTNERS OPER GTD SR NT 6.5% 04/01/20
            285659AF5285659AF5
Electronic Data Systems 7.45% NTS 10/15/29
            29078EAA329078EAA3
EMBARQ CORP NT 7.995% 06/01/36
            29078EAC929078EAC9
EMBARQ CORP NT 6.738% 06/01/13
            29081YAC029081YAC0
EMBRAER OVERSEAS LIMITED 6.375% NTS 01/15/20
            291011AN4291011AN4
Emerson Electric Co 5.750% NTS 11/01/11
            291011AP9291011AP9
Emerson Electric Co 5.625% NTS 11/15/2013
            291011AQ7291011AQ7
Emerson Electric Co 6.000% NTS 08/15/32
            291011AR5291011AR5
Emerson Electric Co 4.625% NTS 10/15/12
            291011AS3291011AS3
Emerson Electric Co 5.000% NTS 12/15/14
            291011AT1291011AT1
Emerson Electric Co 4.5% NTS 5/1/2013
            291011AU8291011AU8
Emerson Electric Co 4 3/4% notes 10/15/2015
            291011AV6291011AV6
Emerson Electric Co 5.125% NTS 12/1/16
            291011AW4   291011AW4
Emerson Electric 5.375% NTS due 10/15/2017
            291011AX2291011AX2
EMERSON ELEC CO NT 5.25% 10/15/18
            291011AY0291011AY0
EMERSON ELECTRIC CO 4.875% NTS 10/15/19
            291011AZ7291011AZ7
EMERSON ELEC CO NT 4.125% 04/15/15
            291011BA1291011BA1
EMERSON ELEC CO NT 5% 04/15/19
            291011BB9291011BB9
EMERSON ELEC CO NT 6.125% 04/15/39
            291011BC7291011BC7
EMERSON ELEC CO NT 4.25% 11/15/20
           291011BD5291011BD5
EMERSON ELEC CO NT 5.25% 11/15/39
           291641AX6291641AX6
EMPIRE DIST ELEC CO NT 7.05% 12/15/22
           291641AY4291641AY4
Empire District Electric 4.500% NTS 06/15/13
           291641AZ1291641AZ1
EMPIRE DIST ELEC CO SR NT 5.8% 07/01/35
           291641BA5291641BA5
Empire District Electric 5.875% MTG NTS 4/1/37
           291641BB3291641BB3
Empire District Electric 6.375% 1st Mtg 6/1/18
           291641BE7291641BE7
EMPIRE DISTRICT ELEC CO 5.2% 09/01/40
           29164RAA929164RAA9
EMPIRE DIST ELEC CO SR NT 6.7% 11/15/33
           29244TAA929244TAA9
EMPRESA NACIONAL DE ELCTRCIDAD NT 7.875% 02/01/27
           29244TAB729244TAB7
EMPRESA NACIONAL DE ELCTRCIDAD NT 7.325% 02/01/37
           29245SAC629245SAC6
EMPRESA NACIONAL DE ELECTRICID NT 8.35% 08/01/13
           29245SAD429245SAD4
EMPRESA NACIONAL DE ELECTRICID NT 8.625% 08/01/15
           292505AB0292505AB0
Encana Corp 4.75% SR NTS 10/15/13
           292505AD6292505AD6
Encana Corp 6.5% BDS 8/15/34
           292505AE4292505AE4
Encana Corp. 6.625% SR NTS 8/15/37
           292505AF1292505AF1
Encana Corp 5.9% NTS 12/1/17
           292505AG9292505AG9
Encana Corp 6.5% NTS 2/1/38
           292505AH7292505AH7
ENCANA CORP SR NT 6.5% 05/15/19
           292506AA0292506AA0
Encana Holding Fin 5.8% GTD NTS 5/1/14
           29250NAA329250NAA3
Enbridge Inc. 4.9% NTS 3/1/15
           29250NAB129250NAB1
Enbridge Inc. 5.6% SR NTS 4/1/17
           29250NAC929250NAC9
Enbridge Inc. 5.8% SR NTS 6/15/14
           29250RAC029250RAC0
Enbridge Energy Ptrns LP 4.750% NTS 06/01/13
           29250RAD829250RAD8
Enbridge Energy Ptrns LP 5.950% NTS 06/01/33
           29250RAF329250RAF3
Enbridge Energy Ptrns LP 5.350% NTS 12/15/14
           29250RAG129250RAG1
Enbridge Energy Ptrns LP 6.300% NTS 12/15/34
           29250RAH929250RAH9
Enbridge Energy Ptrns LP 5.875% NTS 12/15/16
           29250RAN629250RAN6
Enbridge Energy Partners 6.5% SR NTS 4/15/18
           29250RAP129250RAP1
Enbridge Energy Partners 7.5% SR NTS 4/15/38
           29250RAR729250RAR7
ENBRIDGE ENERGY PARTNERS 9.875% SR NTS 03/01/19
           29250RAS529250RAS5
ENBRIDGE ENERGY PARTNERS 5.2% 03/15/20
           29255WAJ929255WAJ9
ENCORE ACQUISITION CO GTD SR SB 9.5% 05/01/16
           29265AAP129265AAP1
ENERGEN CORP MTNS BE FR 7.32% 07/28/22
           29265AAS529265AAS5
Energen Corp. 7.125% MTNs 2/15/28
           29265NAQ1    29265NAQ1
Energen Corp. 5% SR NTS 10/1/13
           29267HAA729267HAA7
Endurance Specialty Holdings 7% BDS 7/15/34
           29267HAB529267HAB5
Endurance Specialty Holdings 6.15% NTS 10/15/15
           292680AF2292680AF2
ENERGY FUTURE HOLDINGS CORP 9.75 SR SECURED NTS
           292681AA1292681AA1
ENERGY FUTURE INTERMEDIATE HOLDINGS CO LLC 9.75% SR SEC NTS 10/15/19
           29269QAA5    29269QAA5
ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC AND EFIH FINANCE INC. 10.00% SR NTS 12/01/20
           29273RAB529273RAB5
Energy Transfer 5.95% SR NTS 2/1/15
           29273RAD129273RAD1
Energy Transfer 5.65% SR NTS 8/1/12
           29273RAE929273RAE9
Energy Transfer 6.125% SR NTS 2/15/17
           29273RAF629273RAF6
Energy Transfer 6.625% SR NTS 10/15/36
           29273RAG429273RAG4
Energy Transfer Partners 6% SR NTS 7/1/13
           29273RAH229273RAH2
Energy Transfer Partners 6.7% SR NTS 7/1/18
           29273RAJ8 29273RAJ8
Energy Transfer Partners 7.5% SR NTS 7/1/38
            29273RAK529273RAK5
ENERGY TRAN PTNR 9.7% SR NTS 03/15/19
            29273RAL329273RAL3
ENERGY TRANSFER PARTNERS 8.50% SR NTS 04/15/14
            29273RAM1  29273RAM1
ENERGY TRANSFER PARTNERS 9.0% SR NTS 04/15/19
            29273VAC429273VAC4
ENERGY TRANSFER 7.50% SR NTS 10/15/20
            29274FAB029274FAB0
ENERSIS S.A. 7.40% NTS 12/1/16
            29274FAC829274FAC8
ENERSIS S.A. 6.60% NTS 12/1/26
             NT 7.375% 01/15/14
ENERSIS S A29274FAE429274FAE4
             Gas 6.65% SR NTS 4/1/28
Enron Oil &293562AD6293562AD6
            29364DAQ3  29364DAQ3
ENTERGY ARKANSAS INC. 3.75% 02/15/21
            29364NAH1  29364NAH1
Entergy Mississippi 5.150% 1ST 02/01/13
            29364NAM0 9364NAM0
                       2
Entergy Mississippi 4.650% 1ST 05/01/11
            29364NAN8  29364NAN8
Entergy Mississippi 5.92% 1ST 2/01/16
            29364WAF5  29364WAF5
Entergy Louisiana LLC 6.3% 1st MTG 9/1/35
            29364WAJ729364WAJ7
Entergy Louisiana 6.5% 1st Mtg 9/1/18
            29364WAM0  29364WAM0
ENTERGY LOUISIANA LLC 4.44% 01/15/26
            29365PAP729365PAP7
ENERGY GULF STATES LA 5.59% 10/01/24
            29365PAQ529365PAQ5
ENTERGY GULF STATES LA 3.95% 10/01/20
            29365TAA229365TAA2
ENTERGY TEXAS 7.125% 02/01/19
            293791AB5293791AB5
Enterprise Production 7.5% due 2/1/2011
            293791AD1293791AD1
Enterprise Production 6 3/8% due 2/1/2013
            293791AF6293791AF6
Enterprise Production 6 7/8% due 3/1/2033
            293791AN9293791AN9
Enterprise Production 5.6% nts 10/15/2014
            293791AP4293791AP4
Enterprise Production 6.65% nts 10/15/2034
            293791AR0293791AR0
Enterprise Production 5% due 3/1/2015
            293791AT6293791AT6
ENTERPRISE PRODS OPER LP GTD SR NT5.75% 03/01/35
            29379VAA129379VAA1
Enterprise Products 6.3% GTD NTS 9/15/17
            29379VAB929379VAB9
Enterprise Products Operating 5.65% SR NTS 4/1/13
            29379VAC729379VAC7
Enterprise Products Operating 6.5% SR NTS 1/31/19
            29379VAD529379VAD5
ENTERPRISE PRODUCTS OPER 9.75% GTD NTS 1/31/14
            29379VAE329379VAE3
ENTERPRISE PRODS OPER LLC GTD SR NT 4.6% 08/01/12
            29379VAF029379VAF0
ENTERPRISE PRODS OPER LLC GTD SRNT 5.25% 01/31/20
            29379VAG829379VAG8
ENTERPRISE PRODS OPER LLC GTD SR 6.125% 10/15/39
            29379VAH629379VAH6
ENTERPRISE PRODS OPER LLC GTD SR NT 12 02/15/12
            29379VAJ2 29379VAJ2
ENTERPRISE PRODS OPER LLC GTD SR NT 13 02/01/13
            29379VAK929379VAK9
ENTERPRISE PRODS OPER LLC GTD SR NT 5.9% 04/15/13
            29379VAL729379VAL7
ENTERPRISE PRODS OPER LLC GTD SRNT 6.65% 04/15/18
            29379VAM5  29379VAM5
ENTERPRISE PRODS OPER LLC GTD SRNT 7.55% 04/15/38
            29379VAS229379VAS2
ENTERPRISE PRODUCTS OPER 3.2% 02/01/16
            29379VAT029379VAT0
ENTERPRISE PRODUCTS OPER 5.95% 02/01/41
            294429AC9294429AC9
Equifax Inc 6.900% DEB 07/01/28
            6.3% SR NTS 7/1/17
Equifax Inc.294429AF2294429AF2
            7% NTS 7/1/37
Equifax Inc.294429AG0294429AG0
            294429AH8294429AH8
EQUIFAX INC SR NT 4.45% 12/01/14
            294549AE0294549AE0
Equitable Resources Inc 7.750% DEB 07/15/26
            294549AJ9 294549AJ9
Equitable Resources Inc 5.150% NTS 11/15/12
            294549AM2  294549AM2
Equitable Resources Inc 5.150% NTS 03/01/18
            RES INC NT 5% 10/01/15
EQUITABLE 294549AP5294549AP5
            294549AR1294549AR1
Equitable Resources 6.5% SR NTS 4/1/18
            Inc 5 3/8% NTS 10/15/15
Equity One 294752AB6294752AB6
            Inc 6% NTS 9/15/16
Equity One 294752AC4294752AC4
            6.25% SR NTS 1/15/17
Equity One 294752AD2294752AD2
            294752AF7294752AF7
EQUITY ONE SR NT 6% 09/15/17
            294752AG5294752AG5
EQUITY ONE SR NT 6.25% 12/15/14
            29476LAC129476LAC1
ERP Operating LP 5 1/8% nts 3/15/16
            29736RAA829736RAA8
Estee Lauder 5.75% SR NTS 10/15/33
            29736RAB629736RAB6
Estee Lauder 5.55% SR NTS 5/15/17
            29736RAC429736RAC4
Estee Lauder 6% SR NTS 5/15/37
            29736RAD229736RAD2
Estee Lauder 7.75% SR NTS 11/1/13
            297425AD2297425AD2
Esterline Technologies 7.75% SR NTS 6/15/13
            297425AF7297425AF7
Esterline Technologies 6.625% GTD NTS 3/1/17
            297599AC6297599AC6
ETHAN ALLEN GLOBAL INC SR NT 5.375% 10/01/15
            INVESTMENT BANK 4.875% NTS 1/17/17
EUROPEAN 298785EA0298785EA0
            299808AD7299808AD7
Everest Re Holdings 5.4% NTS 10/15/14
            30161MAD5 0161MAD5
                       3
EXELON GENERATION CO LLC SR NT 5.35% 01/15/14
            30161MAE3  30161MAE3
Exelon Generation 6.2% SR NTS 10/1/17
            30161MAF0  30161MAF0
EXELON GENERATION CO LLC SR NT 5.2% 10/01/19
            30161MAG8 0161MAG8
                       3
EXELON GENERATION CO LLC SR NT 6.25% 10/01/39
            30161MAH6 0161MAH6
                       3
EXELON GENERATION CO LLC 4.0% SR NTS 10/01/20
            30161NAC530161NAC5
Exelon Corp. 5 5/8% bonds due 6/15/2035
            30161NAD3  30161NAD3
Exelon Corp. 4.9% notes due 6/15/2015
            30239FAB230239FAB2
FBL Financial Group 5.850% SR NTS 04/15/14
            30239FAE630239FAE6
FBL FINL GROUP INC SR NT 5.875% 03/15/17
            302491AL9 302491AL9
FMC Corporation 7.750% SR DEB 07/01/11
            302491AQ8302491AQ8
FMC CORP 5.2% SR NTS 12/15/19
            30250DAB130250DAB1
FMC FIN III S A GTD SR NT 17 07/15/17
            302570AV8302570AV8
FPL Group Capital 5.625% NTS 9/1/11
            302570BA3302570BA3
FPL Group Capital 5.35% NTS 6/15/13
             CAPTL 7.875% NOTES
FPL GROUP 302570BC9302570BC912/15/15
             CAPITAL INC 6.0% 03/01/19
FPL GROUP 302570BD7302570BD7
             CAPITAL INC. 2.6% 09/01/15
FPL GROUP 302570BJ4 302570BJ4
            302941AG4302941AG4
FTI CONSULTING INC SR NT 7.75% 10/01/16
            31315PHP731315PHP7
FEDERAL AGRIC MTG CORP MNTS B CALL 5.6% 01/19/17
            31315PJH3 31315PJH3
FEDERAL AGRIC MTG CORP MNTS B FR 4.95% 01/23/12
            313309AJ5 313309AJ5
Federal Express 9.65% NTS 6/15/12
            313309AP1313309AP1
FedEx Corporation 7.6% NTS 07/01/97
            313400BV4313400BV4
FREDDIE MAC ZR CPN CAP 11/29/19
            3134A2HF83134A2HF8
FREDDIE MAC ZR CPN 11/24/14
            3134A2HG6  3134A2HG6
FREDDIE MAC ZR CPN 12/11/25
            313586QR3313586QR3
FEDERAL NATL MTG ASSOC ZR CPN DUE 7/5/14
            313586RC5313586RC5
FEDERAL NATL MTG ASSOC ZR CP 10/9/19
            313747AF4313747AF4
FEDERAL REALTY INVT TR DEB 7.48% 08/15/26
            313747AK3313747AK3
Federal Realty Inv Trust 4.500% NTS 02/15/11
            313747AL1 313747AL1
Federal Realty Inv Trust 5.65% BDS 6/1/16
            313747AM9  313747AM9
Federal Realty Inv Trust 6% NTS 7/15/12
            313747AN7313747AN7
Federal Realty Inv Trust 6.2% BDS 1/15/17
            313747AP2313747AP2
FEDERAL REALTY INVT TR NT 5.4% 12/01/13
            313747AQ0313747AQ0
FEDERAL REALTY INVT TR NT 5.95% 08/15/14
            313747AR8313747AR8
FEDERAL REALTY INVT TR NT 5.9% 04/01/20
            313918AA2313918AA2
FEDERAL RLTY INVT TR MTN PUT 6.82% 08/01/27
            31410HAQ4 6.900% DEB 04/01/29
                         Inc
Federated Dept Stores 31410HAQ4
            31410HAS031410HAS0
Federated Dept Stores Inc 6.625% NTS 04/01/11
            314275AA6314275AA6
Federated Retail Holding 5.9% SR NTS 12/1/16
            314275AB4314275AB4
Federated Retail Holding 5.35% GTD NTS 3/15/12
            314275AC2314275AC2
Federated Retail Holding 6.375% GTD NTS 3/15/37
            31428XAF331428XAF3
FedEx Corporation 7.25% NTS 2/15/11
            31428XAQ931428XAQ9
FEDEX CORP 7.375% SR NTS 01/15/14
            31428XAR731428XAR7
FEDEX CORP 8.0% SR NTS 01/15/19
            315295AE5315295AE5
Ferrellgas Partners LP 8.625% Sr. Unsecured 06/15/20
            31620RAA331620RAA3
Fidelity National Title 7.3% nts 8/15/11
            31620RAB131620RAB1
Fidelity National Title 4.25% nts 3/15/13
            31620RAC931620RAC9
FIDELITY NATIONAL FINANCIAL IN SR NT 6.6% 05/15/17
            31848JAA7 NT 5.7% 08/01/14
FIRST AMERN CORP SR 31848JAA7
            318522AA7318522AA7
First American Financial 7.550% DEB 04/01/28
            320517AA3320517AA3
FIRST HORIZON NATIONAL 5.375% SR NTS 12/15/15
            32055RAN732055RAN7
First Industrial LP 5.75% NTS due 1/15/16
            32055RAR832055RAR8
First Industrial LP 5.95% SR NTS 5/15/17
             NATL CORP SR NT 4.5%
FIRST TENN337162AE1337162AE1 05/15/13
             CAP II CAP SEC-B 34 04/15/34
FIRST TENN33716PAA833716PAA8
            337358BA2337358BA2
First Union Corp 7.5% SUB DEBS 4/15/35
            337358BD6337358BD6
First Union Corp 6.55% SUB DEBS 10/15/35
            33766JAB9 33766JAB9
FIRSTENERGY SOLUTIONS CORP GTD SR NT 4.8% 02/15/15
            33766JAD5 33766JAD5
FIRSTENERGY SOLUTIONS CORP GTD SR NT6.05% 08/15/21
            33766JAF0 33766JAF0
FIRSTENERGY SOLUTIONS CORP GTD SR NT 6.8% 08/15/39
             Corp 6.450% NTS 11/15/11
FirstEnergy 337932AB3337932AB3
             Corp 7.375% NTS 11/15/31
FirstEnergy 337932AC1337932AC1
            338915AH4338915AH4
Fleet Financial 6.875% SUB DEBS 1/15/28
            338915AM3    338915AM3
Fleet Financial 6.7% SUB DEBS 7/15/28
            33973RAA233973RAA2
MS STRUCTURED ASSET CORP FLOATING RATE TRUST SERIES 2010-04(IP) BACKED BY INTL PAPER CO. 08/15/
            341081EN3341081EN3
Florida Power & Light 4.85% due 2/1/13
            341081EP8341081EP8
Florida Power & Light 5.85% due 2/1/33
            341081EQ6341081EQ6
Florida Power & Light 5.625 due 4/1/34
            341081ER4341081ER4
Florida Power & Light 5.95% due 10/1/33
            341081ES2 341081ES2
Florida Power & Light 5.65% due 2/1/35
            341081ET0 341081ET0
Florida Power & Light 4.95% due 6/1/35
            341081EU7341081EU7
Florida Power & Light 5.4% due 9/1/35
            341081EV5341081EV5
Florida Power & Light 5.65% due 2/1/37
            341081EX1341081EX1
Florida Power & Light 6.2% 1st MTG 6/1/36
            341081EY9 341081EY9
Florida Power & Light 5.85% 1st MTG NTS 5/1/37
            341081EZ6 341081EZ6
Florida Power & Light 5.55% NTS 11/1/17
            341081FA0341081FA0
Florida Power & Light 5.95% 1st MTG NTS 2/1/38
            341081FB8 341081FB8
FLORIDA POWER & LIGHT 5.96% 04/01/39
           341099BZ1341099BZ1
Florida Power 6.65% 1st MTG 7/15/11
           341099CB3341099CB3
Florida Power 5.9% 1st MTG 3/1/33
           341099CC1341099CC1
Florida Power 4.8% 1st MTG 3/1/13
           341099CD9341099CD9
Florida Power 5.1% 1st MTG 12/1/15
           341099CG2341099CG2
Florida Power Corp 5.8% 1st MTG 9/15/17
           341099CH0341099CH0
Florida Power 6.35% 1st MTG 9/15/37
           341099CK3341099CK3
Florida Power Corp 5.65% 1st MTG 6/15/18
           341099CL1 341099CL1
Florida Power Corp. 6.4% 1st MTG 6/15/38
           341099CM91MTG BD 4.55% 04/01/20
FLORIDA POWER CORP341099CM9
           341099CN7341099CN7
FLORIDA POWER CORP 1MTG BD 5.65% 04/01/40
           34110QAL234110QAL2
Florida Power 6.75% MTNs 2/1/28
           343389AA0343389AA0
Flotek Industries 5.25% CV SR NTS 2/15/28
            INC NT     8.05% 04/15/27
FOOD LION 344775AC5344775AC5
           345277AB3345277AB3
Ford Holdings 9.375% DEBS 3/1/20
           345277AE7345277AE7
Ford Holdings 9.3% GTD 3/1/30
            9 1/2% debs due 9/15/2011
Ford Motor345370AZ3345370AZ3
            8.875% debentures due
Ford Motor345370BJ8 345370BJ8 1/15/22
            7 3/4% debs345370BM1
Ford Motor345370BM1 due 6/15/2043
            Co (DE) 7.125% DEB 11/15/25
Ford Motor345370BN9345370BN9
            7 1/2% debs due 8/1/2026
Ford Motor345370BP4345370BP4
            7.4% debentures due 11/1/2046
Ford Motor345370BR0345370BR0
            7.7% debs 345370BS8
Ford Motor345370BS8 due 5/15/2097
            Co (DE) 6.625% DEB 02/15/28
Ford Motor345370BT6345370BT6
            9.215% debs due 9/15/2021
Ford Motor345370BU3345370BU3
            8.9% debs due 1/15/2032
Ford Motor345370BV1345370BV1
            9.98% debs 345370BW9
Ford Motor345370BW9 due 2/15/2047
            Co (DE) 6.500% DEB 08/01/18
Ford Motor345370BX7345370BX7
            Co (DE) 6.625% DEB 10/01/28
Ford Motor345370BY5345370BY5
            6 3/8% debs due 2/1/2029
Ford Motor345370BZ2345370BZ2
            7.45% notes due 7/16/2031
Ford Motor345370CA6345370CA6
            Credit 7 3/8% due 2/1/2011
Ford Motor345397TS2 345397TS2
            Credit 7 1/4% nts due
Ford Motor345397TY9 345397TY9 10/25/2011
            Credit Co 7.000% GLB
Ford Motor345397TZ6 345397TZ6 LS 10/01/13
            Credit Co 9.875% SR NTS
Ford Motor345397VA8345397VA8 8/10/11
            Credit LLC 7.8% NTS 6/1/12
Ford Motor345397VG5345397VG5
            Credit LLC 12% NTS 5/15/15
Ford Motor345397VH3345397VH3
           345397VJ9 345397VJ9
FORD MOTOR CREDIT CO LLC NT 8% 06/01/14
           34539CXB334539CXB3
FORD MTR CR CO CONT OFFER BD CALL 6.15% 12/22/14
           34539CYT3 34539CYT3
FORD MTR CR CO CONT OFFER BD CALL 6% 02/20/15
            Credit Co 3454023J8
Ford Motor3454023J86.52% MTN 3/10/13
           345402L41 BE CALL 7.50% 04/25/11
FORD MTR CR CO MTN345402L41
            Credit 7% 345402T35
Ford Motor345402T35nts due 11/26/2011
           345402U33345402U33
FORD MTR CR CO MTN BE CALL 7.3% 01/23/12
           345402WJ6345402WJ6
FORD MTR CR CO MTN BE FR 7.35% 09/15/15
            Credit 7.35% nts due 5/15/2012
Ford Motor345402X63345402X63
           345402YF2 BE CALL 7.55% 09/30/15
FORD MTR CR CO MTN345402YF2
           345402Z87 BE CALL 7.0% 08/15/12
FORD MTR CR CO MTN345402Z87
             346091AS0346091AS0
Forest Oil 8% SR NTS 12/15/11
             346091AZ4346091AZ4
Forest Oil 7.25% GTD NTS 6/15/19
             CORP SR NT 8.5% 02/15/14
FOREST OIL346091BE0346091BE0
             349631AD3349631AD3
FORTUNE BRANDS INC 8 5/8% DEBS 11/15/21
             349631AE1349631AE1
FORTUNE BRANDS INC 7 7/8% DEB 01/15/2023
             349631AG6349631AG6
Fortune Brands Inc 6.625% DEB 07/15/28
             349631AK7349631AK7
Fortune Brands Inc 4.875% NTS 12/01/13
             349631AL5 349631AL5
Fortune Brands Inc 5.375% NTS 1/15/16
             349631AN1349631AN1
Fortune Brands Inc 5.875% NTS 1/15/36
             349631AP6349631AP6
FORTUNE BRANDS INC CR SENS 6.375% 06/15/14
             349631AQ4349631AQ4
FORTUNE BRANDS INC 3.0% SR NTS 06/01/12
             350472AC0350472AC0
FOUNDATION PA COAL CO GTD SR NT7.25% 08/01/14
             35177PAS635177PAS6
FRANCE TELECOM SA NT 4.375% 07/08/14
             35177PAT435177PAT4
FRANCE TELECOM SA NT 5.375% 07/08/19
             FIN CORP AMER MTN BE
FRANCHISE 35180PAC635180PAC6 FR 7.1% 11/30/26
             35637VAB435637VAB4
USAutos Trust 5.1% Freedom Certificates 3/3/11
             35671DAK135671DAK1
FREEPORT MCMORAN COPPER & GOLD 7% 02/11/2011
             35671DAR635671DAR6
Freeport McMoran C&G 8.25% SR NTS 4/1/15
             35671DAS435671DAS4
Freeport McMoran C&G 8.375% SR NTS 4/1/17
             35802QAB435802QAB4
FRESENIUS MED CARE CAP TR IV TR PFD SEC 11 06/15/11
             35906AAA635906AAA6
FRONTIER COMMUNICATIONS 8.25% SR NTS 05/01/14
             35906AAB435906AAB4
FRONTIER COMMUNICATIONS CORP SR NT 8.125% 10/01/18
             Corp 8.5% 35914PAJ4
Frontier Oil 35914PAJ4 SR Nts 09/15/16
             35914PAK135914PAK1
FRONTIER OIL 6.875% 11/15/18
             36077BAA536077BAA5
FUND AMERN COS INC GTD SR NT 13 05/15/13
             SR NT 6% 02/15/18
GATX CORP361448AF0361448AF0
             SR NT 8.75% 05/15/14
GATX CORP361448AG8361448AG8
             SR NT 4.75% 10/01/12
GATX CORP361448AH6361448AH6
             SR NT 4.75% 05/15/15
GATX CORP361448AJ2 361448AJ2
             36155WAC0  36155WAC0
GCI INC SR NT 7.25% 02/15/14
             INS HLDG CORP NT
GE GLOBAL 36158FAA836158FAA8 7% 02/15/26
             INS HLDG CORP NT
GE GLOBAL 36158FAB636158FAB6 6.45% 03/01/19
             INS HLDG CORP NT
GE GLOBAL 36158FAD236158FAD2 7.75% 06/15/30
             36186CAC736186CAC7
GMAC LLC 6% DEEP DISC 4/1/11
             36186CAD536186CAD5
GMAC LLC ZR CPN 12/1/12 (issued in units of $10,000 as a % of the face amount or $10,000)
             36186CAE336186CAE3
GMAC LLC ZR CPN 6/15/15 (issued in units of $10,000 as a % of the face amount or $10,000)
             362311AG7362311AG7
Verizon California Inc 6.750% SR NTS 05/15/27
             362311AH5362311AH5
GTE CALIF INC DEB-F MBIA 27 05/15/27
             362320AT0362320AT0
GTE CORP DEB 8.75% 11/01/21
             362320AZ6362320AZ6
GTE CORP DEB 6.84% 04/15/18
             362320BA0362320BA0
GTE CORP DEB 6.94% 04/15/28
             362333AH9362333AH9
Verizon Florida Inc 6.860% SR NTS 02/01/28
             362333AJ5 362333AJ5
GTE FLA INC DB-E MBIA6.86% 02/01/28
             362337AK3362337AK3
Verizon North Inc 6.730% SR NTS 02/15/28
              INC DEB-G MBIA 28
GTE NORTH362337AL1 362337AL102/15/28
             362338AQ8362338AQ8
GTE Southwest Inc 8.500% 1ST 11/15/31
             36239YAB836239YAB8
GABELLI ASSET MGMT INC SR NT 5.5% 05/15/13
           CORP / GAMESTOP INC
GSC HLDGS 36293YAD736293YAD7 SR NT 8% 10/01/12
           6 3/8% nts due 4/1/2012
Gannett Co 364725AC5364725AC5
           5.75% nts 6/1/2011
Gannett Co 364725AE1364725AE1
           365558AC9365558AC9
GARDNER DENVER INC SR SB NT 8% 05/01/13
           367905AD8367905AD8
GAYLORD ENTMT CO NEW SR NT 6.75% 11/15/14
           36804PAD836804PAD8
GATX FINL CORP SR NT 6.273% 06/15/11
           36804PAE636804PAE6
GATX FINL CORP SR NT 6.273% 06/15/11
           36804PAH936804PAH9
GATX Financial 5.7% BDS 4/15/15
           36804PAK236804PAK2
GATX Financial 5.8% NTS 3/1/16
           36804PAL036804PAL0
GATX FINL CORP SR NT 5.5% 02/15/12
           368682AH3368682AH3
Gencorp Inc. 9.5% GTD NTS 8/15/13
           369300AH1369300AH1
General Cable 7.125% GTD NTS 4/1/17
           369550AK4369550AK4
General Dynamics 4.250% NTS 05/15/13
           369550AM0    369550AM0
General Dynamics 5.375% NTS 08/15/15
           369550AN8369550AN8
GENERAL DYNAMICS CORP NT 5.25% 02/01/14
           369550AP3369550AP3
GENERAL DYNAMICS 1.8% NTS 07/15/11
           36959CAA636959CAA6
GENERAL ELECTRIC CAPITAL 7 1/2% NTS 08/21/35
           369604AY9369604AY9
General Electric Co 5.000% NTS 02/01/13
           369604BC6369604BC6
General Electric 5.25% SR NTS 12/6/17
           369622DN2369622DN2
General Electric Capital 8.125% NTS 05/15/12
           36962G2C736962G2C7
General Electric Capital 5.2% MTNs 2/1/11
           36962G2G836962G2G8
General Electric Capital 5.4% MTN 2/15/17
           36962G2L736962G2L7
General Electric Capital 5% SR NTS 4/10/12
           36962G2T036962G2T0
General Electric Capital 5.55% MTNs 05/04/2020
           36962G2Z636962G2Z6
General Electric Capital 5.5% MTNs 6/4/14
           36962G3A036962G3A0
General Electric Capital 6.15% MTNs 8/7/37
           36962G3F936962G3F9
General Electric Capital 5.4% MTNs 9/20/13
           36962G3H536962G3H5
General Electric Capital 5.625% MTNs 9/15/17
           36962G3K836962G3K8
General Electric Capital 5.25% SR NTS 10/19/12
           36962G3P736962G3P7
General Electric Capital 5.875% SR NTS 1/14/38
           36962G3T936962G3T9
General Electric Capital 4.8% NTS 5/1/13
           36962G3U636962G3U6
General Electric Capital 5.625% NTS 5/1/18
           36962G3W2 6962G3W2
General Electric Capital34.11% MTNs 6/1/11
           36962G4B736962G4B7
GENERAL ELECTRIC CAP CORP 6.875% SR NTS 01/10/39
           36962G4C536962G4C5
GENERAL ELECTRIC CAP CORP 5.9% NTS 05/13/14
           36962G4D336962G4D3
GENERAL ELECTRIC CAP CORP 6.0% SR NTS 08/07/19
           36962G4E136962G4E1
GENERAL ELEC CAP CORP MTN BE FR 3.5% 08/13/12
           36962G4F836962G4F8
GENERAL ELEC CAP CORP MTN BE GLBL SR 4.375% 09/21/15
           36962G4G636962G4G6
GENERAL ELEC CAP CORP MTN BE FR 3.75% 11/14/14
           36962G4H436962G4H4
GENERAL ELEC CAP CORP MTN BE FR 2.8% 01/08/13
           36962G4J0 36962G4J0
GENERAL ELEC CAP CORP MTN BE FR 5.50% 01/08/20
           36962G4L536962G4L5
GENERAL ELECTRIC CAP CORP 3.50% SR NTS 06/29/15
           36962G4R236962G4R2
GENERAL ELECTRIC CAP CORP 4.625% SR NTS 09/16/20
           36962G4T836962G4T8
GENERAL ELECTRIC CAP CORP 2.25% SR NTS 11/09/15
           36962G4X936962G4X9
GENERAL ELECTRIC CAP CORP 2.1% NTS 01/07/14
           36962G4Y736962G4Y7
GENERAL ELECTRIC CAP CORP 4.625% NTS 01/07/21
           36962GG5736962GG57
General Electric Capital 4.375% MTN 03/03/12
           36962GH3136962GH31
GENERAL ELEC CAP CORP MTN BE FR 5% 03/30/19
           36962GH9836962GH98
GENERAL ELEC CAP CORP MTN BE CALL 5% 04/30/24
           36962GK8636962GK86
General Electric Capital 4.750% MTN 09/15/14
           36962GLF9 36962GLF9
GENERAL ELEC CAP CORP MTN BE FR 6.9% 09/15/15
           36962GM43    36962GM43
GENERAL ELEC CAP CORP MTN BE FR 5.26% 11/18/19
           36962GM684.375% MTN
General Electric Capital36962GM68 11/21/11
           36962GP6536962GP65
General Electric Capital 4.875% MTN 03/04/15
           36962GR3036962GR30
General Electric Capital 4.25% due 6/15/2012
           36962GS3936962GS39
GENERAL ELEC CAP CORP MTN BE FR 5.5% 10/06/17
           36962GT3836962GT38
General Electric Capital 5% due 11/15/11
           36962GT9536962GT95
GENERAL ELEC CAP CORP MTN BE FR 5.55% 01/05/26
           36962GU6936962GU69
General Electric Capital 5% due 1/8/2016
           36962GV3536962GV35
GENERAL ELEC CAP CORP MTN BE CALL 5.31% 02/01/11
           36962GW59 6962GW59
General Electric Capital35.5% NTS 4/28/11
           36962GW91 6962GW91
                        3
GENERAL ELEC CAP CORP MTN BE CALL 6.35% 05/12/18
           36962GWB6 6962GWB6
General Electric Capital36.125% MTN 02/22/11
           36962GX4136962GX41
General Electric Capital 5.65% MTN 06/09/14
           36962GX8236962GX82
General Electric Capital 5.72% NTS 8/22/11
           36962GXS836962GXS8
General Electric Capital 5.875% MTN 02/15/12
           36962GXT636962GXT6
GENERAL ELEC CAP CORP MTN BE CALL 6.2% 02/22/22
           36962GXZ236962GXZ2
General Electric Capital 6.750% MTN 03/15/32
           36962GY4036962GY40
General Electric Capital 5.375% SR NTS 10/20/16
           36962GYY436962GYY4
General Electric Capital 6.000% MTN 06/15/12
           36962GZ5636962GZ56
General Electric Capital 5.5% MTNS 11/15/11
           36962GZA536962GZA5
GENERAL ELEC CAP CORP MTN BE CALL 6.25% 07/15/27
           36962GZC136962GZC1
GENERAL ELEC CAP CORP MTN BE CALL 6.2% 08/15/27
           36962GZE736962GZE7
GENERAL ELEC CAP CORP MTN BE CALL 6% 08/23/27
           36962GZY336962GZY3
General Electric Capital 5.450% MTN 01/15/13
            INTERNOTES FR 5.75%
GE CAPITAL36966R2B136966R2B1 08/15/16
            INTERNOTES FR 5.5% 08/15/15
GE CAPITAL36966R2C936966R2C9
            INTERNOTES FR 5.5% 08/15/15
GE CAPITAL36966R2D736966R2D7
            INTERNOTES FR 4.75%
GE CAPITAL36966R2E536966R2E5 09/15/12
            INTERNOTES FR 5.35%
GE CAPITAL36966R2J4 36966R2J4 10/15/12
            INTERNOTES FR 6% 10/15/12
GE CAPITAL36966R2K136966R2K1
            INTERNOTES CALL 6.5%
GE CAPITAL36966R2L9 36966R2L9 10/15/13
            INTERNOTES  36966R2M7
GE CAPITAL36966R2M7 FR 6.6% 10/15/12
            INTERNOTES FR 6.7% 10/15/12
GE CAPITAL36966R2N536966R2N5
            INTERNOTES FR 6.75%
GE CAPITAL36966R2Q836966R2Q8 11/15/14
            INTERNOTES FR 5.85%
GE CAPITAL36966R2R636966R2R6 12/15/14
            INTERNOTES CALL 6.75%
GE CAPITAL36966R2S4 36966R2S4 12/15/16
            INTERNOTES FR 5.75%
GE CAPITAL36966R2T236966R2T2 12/15/15
            INTERNOTES FR 5% 07/15/15
GE CAPITAL36966R2U936966R2U9
            INTERNOTES FR 5.5% 02/15/15
GE CAPITAL36966R2V736966R2V7
            INTERNOTES  36966R2W5
GE CAPITAL36966R2W5 FR 6% 02/15/17
            INTERNOTES FR 5.5% 02/15/15
GE CAPITAL36966R2X336966R2X3
            INTERNOTES FR 6% 02/15/17
GE CAPITAL36966R2Y136966R2Y1
            INTERNOTES FR 5.7%
GE CAPITAL36966R2Z836966R2Z803/15/15
           INTERNOTES FR 6.1% 04/15/15
GE CAPITAL36966R3A236966R3A2
           INTERNOTES FR 6.75%
GE CAPITAL36966R3B036966R3B0 04/15/18
           INTERNOTES FR 6.75%
GE CAPITAL36966R3C836966R3C8 05/15/18
           INTERNOTES FR 6.75%
GE CAPITAL36966R3D636966R3D6 05/15/18
           INTERNOTES FR 6.3%
GE CAPITAL36966R3E436966R3E405/15/18
           INTERNOTES FR 6.3%
GE CAPITAL36966R3F1 36966R3F105/15/18
           INTERNOTES FR 6.15%
GE CAPITAL36966R3G936966R3G9 06/15/18
           INTERNOTES FR 5.3% 06/15/15
GE CAPITAL36966R3H736966R3H7
           INTERNOTES FR 6% 06/15/18
GE CAPITAL36966R3J3 36966R3J3
           INTERNOTES FR 5.4% 06/15/15
GE CAPITAL36966R3K036966R3K0
           INTERNOTES FR 5% 06/15/15
GE CAPITAL36966R3L8 36966R3L8
           INTERNOTES FR 5.6% 07/15/16
GE CAPITAL36966R3P936966R3P9
           INTERNOTES FR 6% 07/15/18
GE CAPITAL36966R3Q736966R3Q7
           INTERNOTES FR 4.15%
GE CAPITAL36966R4K936966R4K9 09/15/15
           INTERNOTES FR 5.5%
GE CAPITAL36966R4L7 36966R4L709/15/20
           INTERNOTES FR 4.1% 10/15/15
GE CAPITAL36966R4P836966R4P8
           INTERNOTES FR 5.35%
GE CAPITAL36966R4Q636966R4Q6 10/15/20
           INTERNOTES FR 4.25%
GE CAPITAL36966R4R436966R4R4 10/15/16
           INTERNOTES FR 5.35%
GE CAPITAL36966R4S2 36966R4S2 10/15/20
           INTERNOTES FR 4.4% 01/15/17
GE CAPITAL36966R5G736966R5G7
           INTERNOTES FR 5.4% 01/15/22
GE CAPITAL36966R5H536966R5H5
           INTERNOTES FR 4.95%
GE CAPITAL36966RAD836966RAD8 12/15/12
           INTERNOTES FR 5.1% 12/15/12
GE CAPITAL36966RAH936966RAH9
           INTERNOTES CALL5.625% 12/15/17
GE CAPITAL36966RAJ5 36966RAJ5
           INTERNOTES
                    36966RAM8
GE CAPITAL36966RAM8 FR 5% 12/15/12
           INTERNOTES CALL 5.6%
GE CAPITAL36966RAN636966RAN6 12/15/15
           INTERNOTES CALL 5.8%
GE CAPITAL36966RAP136966RAP1 12/15/19
           INTERNOTES FR 5% 12/15/12
GE CAPITAL36966RAS536966RAS5
           INTERNOTES CALL 5.4%
GE CAPITAL36966RAT336966RAT3 12/15/14
           INTERNOTES CALL5.625%
GE CAPITAL36966RAU036966RAU0 12/15/17
           INTERNOTES CALL 5.4%
GE CAPITAL36966RB7036966RB70 10/15/25
           INTERNOTES CALL 5.45%
GE CAPITAL36966RBE536966RBE5 01/15/16
           INTERNOTES CALL 5.75%
GE CAPITAL36966RBF236966RBF2 01/15/20
           INTERNOTES CALL 5.25%
GE CAPITAL36966RBJ4 36966RBJ4 01/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966RBK136966RBK1 01/15/20
           INTERNOTES CALL5.375%
GE CAPITAL36966RBQ836966RBQ8 02/15/16
           INTERNOTES CALL5.625%
GE CAPITAL36966RBR636966RBR6 02/15/20
           INTERNOTES
                    36966RBW5
GE CAPITAL36966RBW5 CALL 5.25% 02/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966RBX336966RBX3 02/15/20
           INTERNOTES CALL 5.5%
GE CAPITAL36966RC3836966RC38 10/15/25
           INTERNOTES CALL5.375% 02/15/20
GE CAPITAL36966RCF136966RCF1
           INTERNOTES FR 4.625%
GE CAPITAL36966RCJ3 36966RCJ3 03/15/13
           INTERNOTES CALL 5%
GE CAPITAL36966RCL8 36966RCL8 03/15/16
           INTERNOTES
                    36966RCM6
GE CAPITAL36966RCM6 CALL 5.4% 03/15/20
           INTERNOTES FR 4.5% 03/15/13
GE CAPITAL36966RCQ736966RCQ7
           INTERNOTES CALL 5%
GE CAPITAL36966RCS336966RCS303/15/18
           INTERNOTES CALL 5.2%
GE CAPITAL36966RCT136966RCT1 03/15/20
           INTERNOTES
                    36966RCW4
GE CAPITAL36966RCW4 FR 4.4% 03/15/13
           INTERNOTES CALL5.125% 03/15/20
GE CAPITAL36966RCZ736966RCZ7
           INTERNOTES FR 4.6% 03/15/13
GE CAPITAL36966RDC736966RDC7
           INTERNOTES CALL 5.5%
GE CAPITAL36966RDF036966RDF0 03/15/23
           INTERNOTES FR 4.75%
GE CAPITAL36966RDJ2 36966RDJ2 04/15/13
           INTERNOTES CALL 5.25%
GE CAPITAL36966RDL736966RDL7 04/15/18
           INTERNOTES
                    36966RDM5
GE CAPITAL36966RDM5 CALL 5.45% 04/15/23
           INTERNOTES CALL 5.1%
GE CAPITAL36966RDT036966RDT0 04/15/18
           INTERNOTES CALL 5.3%
GE CAPITAL36966RDU736966RDU7 04/15/23
           INTERNOTES FR 4.7% 04/15/13
GE CAPITAL36966RDX136966RDX1
           INTERNOTES CALL 5%
GE CAPITAL36966RDZ636966RDZ604/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966REB836966REB8 04/15/23
           INTERNOTES FR 4.6%
GE CAPITAL36966REE236966REE205/15/13
           INTERNOTES CALL 5%
GE CAPITAL36966REG736966REG705/15/16
           INTERNOTES CALL 5.5%
GE CAPITAL36966REJ1 36966REJ1 05/15/28
           INTERNOTES
                    36966REM4
GE CAPITAL36966REM4 CALL4.125% 05/15/11
           INTERNOTES CALL 5%
GE CAPITAL36966REP736966REP705/15/18
           INTERNOTES
                    36966REW2
GE CAPITAL36966REW2 CALL 5.25% 05/15/23
           INTERNOTES FR 4.25%
GE CAPITAL36966REZ5 36966REZ5 05/15/13
           INTERNOTES CALL 5%
GE CAPITAL36966RFC536966RFC505/15/20
           INTERNOTES CALL 5.25%
GE CAPITAL36966RFD336966RFD3 05/15/28
           INTERNOTES FR 4% 11/15/12
GE CAPITAL36966RFF8 36966RFF8
           INTERNOTES CALL 5%
GE CAPITAL36966RFJ0 36966RFJ0 05/15/28
           INTERNOTES FR 4% 06/15/13
GE CAPITAL36966RFL5 36966RFL5
           INTERNOTES CALL 5%
GE CAPITAL36966RFP636966RFP6 06/15/29
           INTERNOTES FR 4.15%
GE CAPITAL36966RFR236966RFR2 06/15/13
           INTERNOTES CALL 4.3%
GE CAPITAL36966RFS0 36966RFS0 06/15/15
           INTERNOTES CALL5.125%
GE CAPITAL36966RFU536966RFU5 06/15/28
           INTERNOTES
                    36966RFW1
GE CAPITAL36966RFW1 FR 4% 12/15/13
           INTERNOTES CALL 4.5%
GE CAPITAL36966RFY7 36966RFY7 06/15/18
           INTERNOTES CALL 4.8%
GE CAPITAL36966RFZ4 36966RFZ4 06/15/28
           INTERNOTES CALL4.125%
GE CAPITAL36966RGC436966RGC4 06/15/15
           INTERNOTES CALL 4.8%
GE CAPITAL36966RGE036966RGE0 06/15/28
           INTERNOTES CALL 5%
GE CAPITAL36966RGL436966RGL407/15/28
           INTERNOTES CALL 5%
GE CAPITAL36966RGR136966RGR107/15/23
           INTERNOTES CALL 5.25%
GE CAPITAL36966RGS936966RGS9 07/15/28
           INTERNOTES FR 5% 08/15/14
GE CAPITAL36966RHH236966RHH2
           INTERNOTES FR 5.1% 08/15/14
GE CAPITAL36966RHL336966RHL3
           INTERNOTES
                    36966RHM1
GE CAPITAL36966RHM1 CALL 5.65% 08/15/19
           INTERNOTES CALL 5.85%
GE CAPITAL36966RHN936966RHN9 11/15/23
           INTERNOTES FR 5.25%
GE CAPITAL36966RHR036966RHR0 08/15/14
           INTERNOTES CALL 5.8%
GE CAPITAL36966RHT636966RHT6 11/15/23
           INTERNOTES FR 5.25%
                    3
GE CAPITAL36966RHW9 6966RHW909/15/14
           INTERNOTES CALL5.875%
GE CAPITAL36966RHY536966RHY5 12/15/23
           INTERNOTES CALL 6%
GE CAPITAL36966RJ31 36966RJ31 03/15/32
           INTERNOTES FR 5% 09/15/12
GE CAPITAL36966RJB3 36966RJB3
           INTERNOTES CALL 5.8%
GE CAPITAL36966RJC1 36966RJC1 12/15/18
           INTERNOTES CALL 6%
GE CAPITAL36966RJD9 36966RJD9 12/15/23
           INTERNOTES FR 4.85%
GE CAPITAL36966RJG2 36966RJG2 09/15/12
           INTERNOTES CALL 5.7%
GE CAPITAL36966RJJ6 36966RJJ6 12/15/22
           INTERNOTES FR 4.7% 09/15/12
GE CAPITAL36966RJM936966RJM9
           INTERNOTES FR 5% 10/15/14
GE CAPITAL36966RJS6 36966RJS6
           INTERNOTES CALL 5.55%
GE CAPITAL36966RJU1 36966RJU1 10/15/22
           INTERNOTES CALL 5.4%
GE CAPITAL36966RJZ0 36966RJZ0 10/15/22
           INTERNOTES CALL 6%
GE CAPITAL36966RK2136966RK2104/15/22
           INTERNOTES CALL 6.15%
GE CAPITAL36966RK3936966RK39 04/15/32
           INTERNOTES FR 5% 10/15/14
GE CAPITAL36966RKB136966RKB1
           INTERNOTES CALL 5.5%
GE CAPITAL36966RKH836966RKH8 10/15/19
           INTERNOTES CALL 5.5%
GE CAPITAL36966RKT236966RKT2 11/15/19
           INTERNOTES CALL 5.65%
GE CAPITAL36966RKU936966RKU9 11/15/22
           INTERNOTES CALL 6%
GE CAPITAL36966RL20 36966RL20 05/15/22
           INTERNOTES CALL5.625% 12/15/23
GE CAPITAL36966RLJ3 36966RLJ3
           INTERNOTES CALL5.5%
GE CAPITAL36966RLS3 36966RLS3 12/15/23
           INTERNOTES
                    36966RM45
GE CAPITAL36966RM45 CALL6.125% 06/15/19
           INTERNOTES
                    36966RM52
GE CAPITAL36966RM52 CALL 6.3% 06/15/32
           INTERNOTES
                    36966RM60
GE CAPITAL36966RM60 CALL 6.15% 07/15/19
           INTERNOTES
                    36966RM78
GE CAPITAL36966RM78 CALL 6.3% 07/15/32
           INTERNOTES
                    36966RM86
GE CAPITAL36966RM86 CALL 6.05% 08/15/19
           INTERNOTES
                    36966RMA1
GE CAPITAL36966RMA1 CALL 5.5% 01/15/21
           INTERNOTES
                    36966RMB9
GE CAPITAL36966RMB9 CALL5.625% 01/15/24
           INTERNOTES CALL5.125%
GE CAPITAL36966RMJ236966RMJ2 02/15/17
           INTERNOTES
                    36966RMK9
GE CAPITAL36966RMK9 CALL5.4% 02/15/23
           INTERNOTES CALL 5.25%
                    3
GE CAPITAL36966RMQ6 6966RMQ6 02/15/19
           INTERNOTES CALL 5% 02/15/17
                    3
GE CAPITAL36966RMU7 6966RMU7
           INTERNOTES
                    36966RMV5
GE CAPITAL36966RMV5 CALL 5.25% 02/15/23
           INTERNOTES
                    36966RMY9
GE CAPITAL36966RMY9 FR 4.5% 08/15/14
           INTERNOTES
                    36966RMZ6
GE CAPITAL36966RMZ6 CALL 5% 02/15/18
           INTERNOTES CALL 6%
GE CAPITAL36966RN2836966RN2808/15/19
           INTERNOTES CALL 6%
GE CAPITAL36966RN6936966RN6908/15/19
           INTERNOTES CALL6.125%
GE CAPITAL36966RN7736966RN77 08/15/30
           INTERNOTES CALL 6%
GE CAPITAL36966RN9336966RN9308/15/30
           INTERNOTES CALL 5.25%
GE CAPITAL36966RNA036966RNA0 02/15/24
           INTERNOTES CALL 5%
GE CAPITAL36966RNE236966RNE203/15/17
           INTERNOTES CALL 5.35%
GE CAPITAL36966RNF936966RNF9 03/15/24
           INTERNOTES CALL 5%
GE CAPITAL36966RNL636966RNL603/15/23
           INTERNOTES CALL5.125%
GE CAPITAL36966RNR336966RNR3 03/15/29
           INTERNOTES CALL 5% 10/15/21
                    3
GE CAPITAL36966RNW2 6966RNW2
           INTERNOTES CALL5.125%
GE CAPITAL36966RNX036966RNX0 04/15/29
           INTERNOTES CALL 5.25%
GE CAPITAL36966RNZ536966RNZ5 04/15/24
           INTERNOTES CALL 6%
GE CAPITAL36966RP3436966RP3409/15/30
           INTERNOTES CALL 6%
GE CAPITAL36966RP5936966RP5909/15/30
           INTERNOTES CALL 6%
GE CAPITAL36966RP7536966RP7509/15/30
           INTERNOTES CALL 5.25%
GE CAPITAL36966RPD236966RPD2 04/15/19
           INTERNOTES CALL 5.5%
GE CAPITAL36966RPE036966RPE0 04/15/24
           INTERNOTES CALL 5.5%
GE CAPITAL36966RPK636966RPK6 10/15/21
           INTERNOTES CALL5.625%
GE CAPITAL36966RPQ336966RPQ3 05/15/24
           INTERNOTES FR 5.25%
GE CAPITAL36966RPY636966RPY6 05/15/14
           INTERNOTES CALL 6% 05/15/23
GE CAPITAL36966RQA736966RQA7
           INTERNOTES
                    36966RQD1
GE CAPITAL36966RQD1 CALL 5.75% 05/15/19
           INTERNOTES
                    36966RQG4
GE CAPITAL36966RQG4 CALL 6% 12/15/23
           INTERNOTES CALL5.875%
GE CAPITAL36966RQK536966RQK5 06/15/23
           INTERNOTES FR 5.25% 12/15/14
                    3
GE CAPITAL36966RQM1 6966RQM1
           INTERNOTES CALL 6%
GE CAPITAL36966RQS836966RQS812/15/23
           INTERNOTES CALL 5.5%
GE CAPITAL36966RRC236966RRC2 07/15/19
           INTERNOTES CALL5.625%
GE CAPITAL36966RRD036966RRD0 07/15/29
           INTERNOTES CALL 5.75%
GE CAPITAL36966RRL2 36966RRL2 08/15/29
           INTERNOTES CALL5.625%
GE CAPITAL36966RRQ136966RRQ1 08/15/23
           INTERNOTES CALL 5.25%
GE CAPITAL36966RRX636966RRX6 08/15/19
           INTERNOTES CALL 5.5%
GE CAPITAL36966RRY436966RRY4 08/15/23
           INTERNOTES CALL 5.5%
GE CAPITAL36966RSC136966RSC1 09/15/23
           INTERNOTES CALL 5.25%
GE CAPITAL36966RSU136966RSU1 09/15/23
           INTERNOTES CALL 6.25%
GE CAPITAL36966RT3036966RT30 08/15/27
           INTERNOTES CALL 6.05%
GE CAPITAL36966RT5536966RT55 09/15/24
           INTERNOTES CALL 6.1%
GE CAPITAL36966RT6336966RT63 09/15/26
           INTERNOTES CALL 5.65%
GE CAPITAL36966RT7136966RT71 09/15/19
           INTERNOTES CALL 6.15%
GE CAPITAL36966RT8936966RT89 09/15/40
           INTERNOTES CALL 6%
GE CAPITAL36966RT9736966RT9709/15/23
           INTERNOTES CALL5.125% 10/15/19
GE CAPITAL36966RTB236966RTB2
           INTERNOTES CALL 5.25%
GE CAPITAL36966RTG136966RTG1 10/15/22
           INTERNOTES CALL 5.25%
GE CAPITAL36966RTX436966RTX4 11/15/21
           INTERNOTES CALL5.625%
GE CAPITAL36966RU2036966RU20 10/15/16
           INTERNOTES CALL 6.15%
GE CAPITAL36966RU3836966RU38 10/15/26
           INTERNOTES CALL 5.55%
GE CAPITAL36966RU6136966RU61 11/15/19
           INTERNOTES CALL 5.9%
GE CAPITAL36966RU7936966RU79 11/15/25
           INTERNOTES CALL5.375%
GE CAPITAL36966RUD636966RUD6 12/15/21
           INTERNOTES
                    36966RUQ7
GE CAPITAL36966RUQ7 CALL 5.25% 12/15/21
           INTERNOTES
                    36966RUU8
GE CAPITAL36966RUU8 CALL 5.5% 01/15/22
           INTERNOTES CALL 5.25%
GE CAPITAL36966RUY036966RUY0 01/15/22
           INTERNOTES CALL 5.75%
GE CAPITAL36966RV2936966RV29 11/15/22
           INTERNOTES CALL 6%
GE CAPITAL36966RV3736966RV3711/15/37
           INTERNOTES CALL 5.7%
GE CAPITAL36966RV4536966RV45 11/15/22
           INTERNOTES CALL 5.5%
GE CAPITAL36966RV5236966RV52 12/15/19
           INTERNOTES CALL 5.45%
GE CAPITAL36966RV7836966RV78 02/15/23
           INTERNOTES CALL 5%
GE CAPITAL36966RV8636966RV8602/15/20
           INTERNOTES CALL 5.25%
GE CAPITAL36966RVB936966RVB9 01/15/20
           INTERNOTES CALL 5.4%
GE CAPITAL36966RVC736966RVC7 01/15/29
           INTERNOTES CALL 5%
GE CAPITAL36966RVF036966RVF002/15/20
           INTERNOTES CALL 5%
GE CAPITAL36966RVH636966RVH602/15/20
           INTERNOTES
                    36966RW28
GE CAPITAL36966RW28 FR 5.1% 02/15/19
           INTERNOTES
                    36966RW44
GE CAPITAL36966RW44 FR 4% 02/15/12
           INTERNOTES
                    36966RW51
GE CAPITAL36966RW51 CALL 5.5% 02/15/23
            INTERNOTES  36966RW69
GE CAPITAL36966RW69 FR 5% 03/15/17
            INTERNOTES  36966RW85
GE CAPITAL36966RW85 FR 4% 04/15/12
            INTERNOTES  36966RWR3
GE CAPITAL36966RWR3 CALL 5.5% 04/15/20
            INTERNOTES CALL 6%
GE CAPITAL36966RX4336966RX4304/15/38
            INTERNOTES FR 3.75%
GE CAPITAL36966RX5036966RX50 05/15/11
            INTERNOTES CALL 5.75%
GE CAPITAL36966RX6836966RX68 05/15/24
            INTERNOTES FR 4% 05/15/11
GE CAPITAL36966RX7636966RX76
            INTERNOTES FR 5.1% 05/15/15
GE CAPITAL36966RX8436966RX84
            INTERNOTES FR 4.3% 05/15/12
GE CAPITAL36966RX9236966RX92
            INTERNOTES  36966RXM3
GE CAPITAL36966RXM3 CALL 5.2% 05/15/25
            INTERNOTES FR 5.25%
GE CAPITAL36966RY2636966RY26 05/15/18
            INTERNOTES FR 4.15%
GE CAPITAL36966RY3436966RY34 05/15/12
            INTERNOTES FR 5% 05/15/16
GE CAPITAL36966RY4236966RY42
            INTERNOTES FR 5% 06/15/16
GE CAPITAL36966RY8336966RY83
            INTERNOTES CALL 5.15%
GE CAPITAL36966RYV236966RYV2 07/15/25
            INTERNOTES FR 4.75%
GE CAPITAL36966RZ3336966RZ33 06/15/12
            INTERNOTES FR 5.1%
GE CAPITAL36966RZ5836966RZ5807/15/14
            INTERNOTES FR 5% 07/15/14
GE CAPITAL36966RZ6636966RZ66
            INTERNOTES FR 5.25%
GE CAPITAL36966RZ7436966RZ74 07/15/14
            INTERNOTES FR 5.6%
GE CAPITAL36966RZ8236966RZ8207/15/14
            INTERNOTES FR 5.5%
GE CAPITAL36966RZ9036966RZ9008/15/15
           36967HAD936967HAD9
GENERAL ELECRIC CAPITAL 3% FDIC GTD NTS 12/9/11
           36967HAH036967HAH0
GENERAL ELECTRIC CAP CORP 2.2% FDIC GTD 06/08/12
           36967HAL136967HAL1
GENL ELEC CAP CORP FDIC TLGP GTD SR NT 1.8% 03/11/11
           36967HAN7    36967HAN7
GENL ELEC CAP CORP FDIC TLGP GTD SR NT2.25% 03/12/12
           36967HAV936967HAV9
GENL ELEC CAP CORP FDIC TLGP GTD SRNT2.125% 12/21/12
           36967HAY336967HAY3
GENL ELEC CAP CORP FDIC TLGP GTD SRNT2.625% 12/28/12
           36967HAZ036967HAZ0
GENL ELEC CAP CORP FDIC TLGP GTD SR NT 11 12/05/12
           36967HBB236967HBB2
GENL ELEC CAP CORP FDIC TLGP GTD SR NT 2% 09/28/12
           370334AS3370334AS3
General Mills Inc 6.000% NTS 02/15/12
           370334BB9370334BB9
General Mills 5.7% NTS 2/15/17
           370334BE3370334BE3
General Mills 5.65% SR NTS 9/10/12
           370334BF0 370334BF0
GENERAL MLS INC NT 5.2% 03/17/15
           370334BG8370334BG8
General Mills 5.25% SR NTS 8/15/13
           370334BH6370334BH6
GENERAL MILLS 5.65% SR NTS 02/15/19
           37033LFW137033LFW1
GENERAL MLS INC MEDTERM NTS BE CALL 11.973% 10/15/22
GEON CO DEB        7.5% 37246WAC9
           37246WAC912/15/15
           37247DAB237247DAB2
Genworth Financial 6.500% NTS 06/15/34
           37247DAE637247DAE6
Genworth Financial 5.750% NTS 06/15/14
           37247DAF337247DAF3
Genworth Financial 4.95% NTS 10/1/15
           37247DAJ5 37247DAJ5
Genworth Financial 5.65% SR NTS 6/15/12
           37247DAK237247DAK2
Genworth Financial 6.515% SR NTS 5/22/18
           37247DAL037247DAL0
GENWORTH FINL INC SR NT 8.625% 12/15/16
           37247DAM8 7247DAM8
GENWORTH FINANCIAL3INC. 7.7% SR NTS
           373200AJ3 373200AJ3
Georgia Gulf 7.125% SR NTS 12/15/13
           373200AQ7373200AQ7
Georgia Gulf 9.5% GTD NTS 10/15/14
           373200AT1373200AT1
Georgia Gulf 10.75% GTD NTS 10/15/16
           373334FN6373334FN6
Georgia Power Co 5.125% SR NTS 11/15/12
           373334FQ9373334FQ9
GEORGIA PWR CO SR NT-M 5.4% 03/01/33
           373334FS5 373334FS5
Georgia Power Co 5.750% SR NTS 04/15/23
           373334FT3 373334FT3
Georgia Power Co 4.900% SR NTS 09/15/13
           373334FZ9 due 4/15/35
Georgia Power Co 5.8%373334FZ9
           373334GA3373334GA3
Georgia Power Co 5.25% BDS 12/15/15
           373334GB1373334GB1
GEORGIA PWR CO SR NT 5.65% 12/15/40
           373334GC9373334GC9
Georgia Power 5.65% SR NTS 3/1/37
           373334GE5373334GE5
GEORGIA PWR CO SR NT-07B 5.7% 06/01/17
           373334JG7 373334JG7
GEORGIA PWR CO AMBAC-07E 40 09/01/40
           373334JH5 373334JH5
GEORGIA PWR CO SR NT-07F 38 12/01/38
           373334JK8 373334JK8
Georgia Power 5.4% NTS 6/1/18
           373334JM4373334JM4
GEORGIA PWR CO SR NT 6% 11/01/13
           373334JN2 373334JN2
GEORGIA PWR CO SR NT 5.95% 02/01/39
           373334JP7 373334JP7
GEORGIA PWR CO SR NT 4.25% 12/01/19
           373334JS1 373334JS1
GEORGIA POWER CO 4.75% SR NTS 09/01/40
           373334JT9 373334JT9
GEORGIA POWER COMPANY 1.3% SR NTS
           377316AH7377316AH7
GLATFELTER SR NT 7.125% 05/01/16
           377372AA5377372AA5
GLAXOSMITHKLINE CAP INC GTD NT 4.375% 04/15/14
           377372AB3377372AB3
GLAXOSMITHKLINE CAP INC GTD NT 5.375% 04/15/34
           377372AC1377372AC1
GlaxoSmithKline Capital 4.85% GTD NTS 5/15/13
           377372AD9377372AD9
GlaxoSmithKline Capital 5.65% GTD NTS 5/15/18
           377372AE7377372AE7
GlaxoSmithKline Capital 6.375% GTD NTS 5/15/38
           379352AL1 379352AL1
Global Marine 7% SR NTS 6/1/28
           37943TAB437943TAB4
Global SantaFe 5% SR NTS 2/15/13
           37944FAB337944FAB3
GLOBAL CASH ACCESS L L C / SR SB NT 8.75% 03/15/12
           381317AQ9381317AQ9
Golden West Financial 4.750% SR NTS 10/01/12
           38141E5M7INC MTN BE
GOLDMAN SACHS GRP 38141E5M7 FR 4.1% 02/15/16
           38141E5N538141E5N5
GOLDMAN SACHS GRP INC MTN BE FR 5% 02/15/20
           38141E5X338141E5X3
GOLDMAN SACHS GRP INC MTN BE FR 4.75% 03/15/18
           38141E5Y1 INC MTN BE
GOLDMAN SACHS GRP 38141E5Y1 FR 4% 03/15/16
           38141E6H738141E6H7
GOLDMAN SACHS GRP INC MTN BE FR 5.4% 04/30/14
           38141E6J3 INC MTN BE
GOLDMAN SACHS GRP 38141E6J3 FR 6.5% 04/30/17
           38141E6K038141E6K0
GOLDMAN SACHS GRP INC MTN BE FR 5.25% 05/15/14
           38141E6L8 INC MTN BE
GOLDMAN SACHS GRP 38141E6L8 FR 6.5% 05/15/17
           38141E6M6INC MTN BE
GOLDMAN SACHS GRP 38141E6M6 FR 5.85% 05/15/15
           38141E6N438141E6N4
GOLDMAN SACHS GRP INC MTN BE FR 6.75% 05/15/19
           38141E6P938141E6P9
GOLDMAN SACHS GRP INC MTN BE FR 5.85% 05/15/16
           38141E6Q738141E6Q7
GOLDMAN SACHS GRP INC MTN BE FR 6.5% 05/15/19
           38141E6R538141E6R5
GOLDMAN SACHS GRP INC MTN BE FR 6% 05/15/16
           38141E6S3 INC MTN BE
GOLDMAN SACHS GRP 38141E6S3 FR 5.6% 06/15/15
           38141E6T1 INC MTN BE
GOLDMAN SACHS GRP 38141E6T1 FR 5.4% 06/15/15
           38141E6U838141E6U8
GOLDMAN SACHS GRP INC MTN BE FR 6.5% 06/15/19
           38141E6V638141E6V6
GOLDMAN SACHS GRP INC MTN BE FR 6% 06/15/16
           38141EA2538141EA25
THE GOLDMAN SACHS GROUP INC. 7.50% NTS 02/15/19
           38141EA3338141EA33
GOLDMAN SACHS GRP INC MTN BE SR NT 6% 05/01/14
           38141EA5838141EA58
GOLDMAN SACHS GP 5.375% SR NTS 03/15/20
           38141EA6638141EA66
Goldman Sachs Group Inc. 6.0% Sr Nts 06/15/20
           38141EA7438141EA74
Goldman Sachs Group Inc. 3.7% Sr Nts 08/01/15
           38141EKS7 38141EKS7
GOLDMAN SACHS GROUP INC FR NTS 08/05/2011
           38141GBU7  38141GBU7
Goldman Sachs Group 6.600% NTS 01/15/12
           38141GCG738141GCG7
Goldman Sachs Group 5.700% NTS 09/01/12
           38141GCM4  38141GCM4
Goldman Sachs Group 5.500% NTS 11/15/14
           38141GCU638141GCU6
Goldman Sachs Group 6.125% NTS 02/15/33
           38141GCV438141GCV4
Goldman Sachs zero coupon S&P Index Nts 2/28/13
           38141GCZ538141GCZ5
Goldman Sachs zero coupon S&P Index Nts 4/18/13 (GS)
           38141GDB738141GDB7
Goldman Sachs Group 5.250% NTS 04/01/13
           38141GDF838141GDF8
Goldman Sachs zero coupon S&P 500 Index 5/30/13
           38141GDK738141GDK7
Goldman Sachs Group 4.750% NTS 07/15/13
           38141GDL538141GDL5
Goldman Sachs zero coupon S&P 500 Index Nts 8/7/11 (GS)
           38141GDQ4  38141GDQ4
Goldman Sachs Group 5.250% NTS 10/15/13
           38141GEA838141GEA8
Goldman Sachs Group 5 1/8% NTS 01/15/2015
           38141GEE038141GEE0
Goldman Sachs Group 5.35% NTS 01/15/16
           38141GER138141GER1
Goldman Sachs Group 5.75% SR NTS 10/1/16
           38141GES938141GES9
Goldman Sachs Group 5.95% NTS 1/15/27
           38141GEU438141GEU4
Goldman Sachs Group 5.625% NTS 01/15/17
           38141GEV238141GEV2
Goldman Sachs Group 5.3% SR NTS 2/14/12
           38141GFD138141GFD1
Goldman Sachs 6.75% NTS 10/1/37
           38141GFG438141GFG4
Goldman Sachs 5.95% NTS 1/18/18
           38141GFM1  38141GFM1
Goldman Sachs 6.15% SR NTS 4/1/18
           381427AA1381427AA1
Goldman Sachs Capital II 5.793% Fixed-to-Floating Rate Normal Automatic Pfd Enhanced Capital Se
           38143UAB738143UAB7
Goldman Sachs Group 5.15% BDS 1/15/14
           38143UAW18143UAW1
                      3
Goldman Sachs Group 5% NTS 10/1/14
           38143VAA738143VAA7
GOLDMAN SACHS CAP I GTD CAP SEC 34 02/15/34
           38143YAC738143YAC7
Goldman Sachs Group 6.45% NTS 5/1/36
           38144LAB638144LAB6
Goldman Sachs 6.25% SR NTS 9/1/17
           38144LAC438144LAC4
Goldman Sachs 5.45% SR NTS 11/1/12
           38144QAA7III Flt Rate Normal Auto Pfd Cap Sec 9/1/2043
Goldman Sachs Capital 38144QAA7
           38146FAA938146FAA9
Goldman Sachs 3.25% FDIC Gtd Nts 6/15/12
           38146FAF8 38146FAF8
GOLDMAN SACHS GROUP INC. 1.625% FDIC GTD 07/15/11
           38146FAH438146FAH4
GOLDMAN SACHS GROUP INC 1.7% FDIC GTD 03/15/11
           38146FAK738146FAK7
GOLDMAN SACHS GROUP 2.15% FDIC GTD 03/15/12
           382388AL0 382388AL0
Goodrich (BF) & Co 7.000% NTS 04/15/38
           382388AS5382388AS5
BF Goodrich 6.29% NTS 7/1/16
           382388AU0382388AU0
BF Goodrich 6.8% NTS 7/1/36
           CORP 6.125% SR NTS 03/01/19
GOODRICH 382388AV8382388AV8
           CORP 4.875%382388AW6
GOODRICH 382388AW6 SR NTS 03/01/20
           B F CO MTN 8238QAM8
                      3
GOODRICH 38238QAM8BE FR 6.8% 02/01/18
           382550AD3382550AD3
Goodyear Tire & Rubber 7% NTS 3/15/28
           TIRE & RUBBER CO. 10.50% SR NTS 05/15/16
GOODYEAR382550AZ4382550AZ4
           TIRE & RUBR CO SR NT
GOODYEAR382550BA8382550BA8 8.75% 08/15/20
           TIRE & RUBBER CO 8.25%
GOODYEAR382550BB6382550BB6 08/15/20
           38869PAD638869PAD6
GRAPHIC PACKAGING INTL INC SR SB NT 9.5% 08/15/13
           38869PAF138869PAF1
GRAPHIC PACKAGING INTL INC SR NT 9.5% 06/15/17
            38869PAH738869PAH7
GRAPHIC PACKAGING INTL 7.875% SR NTS 10/01/18
            391164AB6391164AB6
GREAT PLAINS ENERGY INC NT CR SEN 17 09/15/17
            391164AD2391164AD2
GREAT PLAINS ENERGY INC. 2.75% SR NTS 08/15/13
            393657AB7393657AB7
GREENBRIER COS INC SR NT 8.375% 05/15/15
            397624AE7397624AE7
GREIF INC SR NT 6.75% 02/01/17
            397624AG2397624AG2
GREIF INC SR NT 7.75% 08/01/19
            40048CAB940048CAB9
GRUPO MINERO MEXICO S A DE C V GTD SR-B 9.25% 04/01/28
            40049JAR8 40049JAR8 8% 09/13/11
GRUPO TELEVISA SA DE CV SR NT
            40049JAT4 40049JAT4
GRUPO TELEVISA SA DE CV SR NT 8.5% 03/11/32
            40049JAZ0 40049JAZ0
GRUPO TELEVISA SA DE CV SR NT 6.625% 01/15/40
            40218LAH040218LAH0
GULF CDA RES LTD SR NT 8.25% 03/15/17
            402370HY9402370HY9
GULF MOBILE & OHIO RR 5% 12/1/56
            402479BR9402479BR9
GULF POWER CO SR INSD NT-F 33 04/01/33
            Co 4.350% SR NTS 07/15/13
Gulf Power 402479BT5402479BT5
            Co 4.900% SR NTS 10/01/14
Gulf Power 402479BV0402479BV0
            402479BW8 402479BW8
GULF POWER CO SR NT-L 5.65% 09/01/35
            402479BX6402479BX6
GULF POWER CO SR NT-M 5.3% 12/01/16
            402479BY4402479BY4
GULF POWER CO SR NT-07A 5.9% 06/15/17
            402479CA5402479CA5
GULF POWER CO SR NT 10-A 20 04/15/20
            404132AH5404132AH5
HCC INS HLDGS INC SR NT 6.3% 11/15/19
            40414LAA740414LAA7
HCP Inc. 6.7% SR NTS 1/30/18
            4041A3AG74041A3AG7
HBOS PLC MEDIUM TERM SUB NT FR 6% 11/01/33
            40426WAN10426WAN1
                      4
HRPT Properties Trust 6.500% SR NTS 01/15/13
            40426WAP6 40426WAP6
HRPT Properties Trust 6.400% SR NTS 02/15/15
            40426WAQ40426WAQ4
                      4
HRPT Properties Trust 5.750% SR NTS 02/15/14
            40426WAR2 40426WAR2
HRPT Properties Trust 6.250% SR NTS 08/15/16
            40426WAS0 40426WAS0
HRPT Properties Trust 5.75% NTS 11/1/15
            40426WAV3 0426WAV3
                      4
HRPT Properties Trust 6.65% NTS 1/15/18
            404280AB5404280AB5
HSBC HOLDING PLC NTS 12/12/2012
            404280AE9404280AE9
HSBC HLDGS PLC SUB NT 7.35% 11/27/32
            404280AF6404280AF6
HSBC HLDGS PLC SUB NT 7.625% 05/17/32
            404280AG4404280AG4
HSBC HOLDINGS PLC 6.5 NTS 05/02/2036
            404280AH2404280AH2
HSBC Holding PLC 6.5% SUB NTS 9/15/37
            404280AJ8 404280AJ8
HSBC Holdings PLC 6.8% SUB NTS 6/1/38
            40428HPA440428HPA4
HSBC USA INC FLOATING RATE NOTES 06/17/11
            40429CAA040429CAA0
HSBC FINANCE CORP 6.75% NTS DUE 5/15/11
            40429CCS940429CCS9
HSBC FINANCE CORP 5% NTS 6/30/2015
            40429CCT740429CCT7
HSBC FINANCE CORP FR NTS 7/19/12
            40429CCW0 40429CCW0
HSBC FINANCE CORP FR NTS 09/14/2012
            40429CFN740429CFN7
HSBC FINANCE CORP 5.5 NTS 01/19/2016
            40429CFQ040429CFQ0
HSBC FINANCE CORP 5.7 NTS 06/01/2011
            40429CFR840429CFR8
HSBC FINANCE CORP FR NTS 06/01/2016
            40429CFV940429CFV9
HSBC Finance Flt Rate NTS due 1/15/14
            40429CFW7 Nts. 1/15/14
HSBC Finance 5.25% Sr.40429CFW7
            40429CFY3 40429CFY3
HSBC Finance Flt Rate Nts 4/24/12
            40429CFZ0 40429CFZ0
HSBC Finance 5.9% SR NTS 6/19/12
            40429XA5540429XA55
HSBC FIN CORP HSBC FIN FR 5.4% 09/15/11
          40429XA6340429XA63
HSBC FIN CORP HSBC FIN FR 5.6% 09/15/12
          40429XA7140429XA71
HSBC FIN CORP HSBC FIN FR 5.8% 09/15/14
          40429XA8940429XA89
HSBC FIN CORP HSBC FIN FR 5.65% 09/15/14
          40429XB2140429XB21
HSBC FIN CORP HSBC FIN FR 5.65% 10/15/14
          40429XB4740429XB47
HSBC FIN CORP HSBC FIN FR 5.4% 10/15/12
          40429XB5440429XB54
HSBC FIN CORP HSBC FIN FR 5.75% 10/15/14
          40429XB7040429XB70
HSBC FIN CORP HSBC FIN FR 5.35% 10/15/12
          40429XB8840429XB88
HSBC FIN CORP HSBC FIN FR 5.6% 10/15/14
          40429XB9640429XB96
HSBC FIN CORP HSBC FIN FR 5.35% 10/15/12
          40429XC3840429XC38
HSBC FIN CORP HSBC FIN FR 5.85% 10/15/17
          40429XC4640429XC46
HSBC FIN CORP HSBC FIN FR 5.2% 11/15/12
          40429XC6140429XC61
HSBC FIN CORP HSBC FIN FR 5.75% 11/15/17
          40429XDK940429XDK9
HSBC FIN CORP HSBC FIN CALL 5.5% 06/15/20
          40429XDP840429XDP8
HSBC FIN CORP HSBC FIN CALL5.625% 06/15/20
          40429XEB840429XEB8
HSBC FIN CORP HSBC FIN CALL 5.55% 07/15/20
          40429XET9 40429XET9
HSBC FIN CORP HSBC FIN CALL 5.5% 08/15/20 CALLED FOR REDEMPTION
          40429XFY7 40429XFY7
HSBC FIN CORP HSBC FIN CALL 5.7% 10/15/20
          40429XGC440429XGC4
HSBC FIN CORP HSBC FIN CALL 5.75% 10/15/20
          40429XGL440429XGL4
HSBC FIN CORP HSBC FIN CALL 6% 11/15/20
          40429XGZ340429XGZ3
HSBC FIN CORP HSBC FIN CALL 6% 12/15/20
          40429XHD140429XHD1
HSBC FIN CORP HSBC FIN CALL 6% 12/15/17
          40429XHH240429XHH2
HSBC FIN CORP HSBC FIN CALL 6% 12/15/17
          40429XJV9 40429XJV9
HSBC FIN CORP HSBC FIN FR 5.4% 03/15/11
          40429XMN3 40429XMN3
HSBC FIN CORP HSBC FIN FR 5.75% 07/15/11
          40429XMS2 40429XMS2
HSBC FIN CORP HSBC FIN FR 5.7% 07/15/11
          40429XMW3 40429XMW3
HSBC FIN CORP HSBC FIN FR 5.5% 08/15/11
          40429XNE240429XNE2
HSBC FIN CORP HSBC FIN FR 5.45% 08/15/11
          40429XNM4 40429XNM4
HSBC FIN CORP HSBC FIN FR 5.2% 09/15/11
          40429XNY840429XNY8
HSBC FIN CORP HSBC FIN FR 5% 10/15/11
          40429XSQ040429XSQ0
HSBC FIN CORP HSBC FIN FR 5.6% 06/15/12
          40429XSS6 40429XSS6
HSBC FIN CORP HSBC FIN FR 5.55% 06/15/11
          40429XSU140429XSU1
HSBC FIN CORP HSBC FIN FR 5.5% 07/15/11
          40429XSZ0 40429XSZ0
HSBC FIN CORP HSBC FIN FR 5.65% 07/15/11
          40429XTA440429XTA4
HSBC FIN CORP HSBC FIN FR 6% 07/15/17
          40429XTD840429XTD8
HSBC FIN CORP HSBC FIN FR 6% 07/15/17
          40429XTF3 40429XTF3
HSBC FIN CORP HSBC FIN FR 5.5% 08/15/11
          40429XTK240429XTK2
HSBC FIN CORP HSBC FIN FR 5.8% 08/15/12
          40429XTL0 40429XTL0
HSBC FIN CORP HSBC FIN FR 6% 08/15/14
          40429XTR740429XTR7
HSBC FIN CORP HSBC FIN FR 5.65% 09/15/12
          40429XTW6 40429XTW6
HSBC FIN CORP HSBC FIN FR 5.35% 12/15/12
          40429XTY2 40429XTY2
HSBC FIN CORP HSBC FIN FR 5.05% 01/15/13
          40429XUA240429XUA2
HSBC FIN CORP HSBC FIN FR 5% 02/15/13
          40429XUC840429XUC8
HSBC FIN CORP HSBC FIN FR 4.5% 02/15/12
          40429XUD640429XUD6
HSBC FIN CORP HSBC FIN FR 5.6% 02/15/18
          40429XUE440429XUE4
HSBC FIN CORP HSBC FIN FR 4.95% 02/15/15
          40429XUF140429XUF1
HSBC FIN CORP HSBC FIN FR 5% 03/15/12
          40429XUH740429XUH7
HSBC FIN CORP HSBC FIN FR 5.5% 04/15/11
            40429XUJ3 40429XUJ3
HSBC FIN CORP HSBC FIN FR 6% 04/15/13
            40429XUK040429XUK0
HSBC FIN CORP HSBC FIN FR 5.15% 04/15/11
            40429XUL840429XUL8
HSBC FIN CORP HSBC FIN FR 5.4% 04/15/12
            40429XUM6 40429XUM6
HSBC FIN CORP HSBC FIN FR 5% 04/15/11
            40429XUN440429XUN4
HSBC FIN CORP HSBC FIN FR 5.6% 04/15/14
            40429XUP940429XUP9
HSBC FIN CORP HSBC FIN FR 5.05% 11/15/11
            40429XUQ7 40429XUQ7
HSBC FIN CORP HSBC FIN FR 5.3% 11/15/12
            40429XUR540429XUR5
HSBC FIN CORP HSBC FIN FR 4.75% 05/15/11
            40429XUS340429XUS3
HSBC FIN CORP HSBC FIN FR 4.4% 05/15/11
            40429XUT140429XUT1
HSBC FIN CORP HSBC FIN SR NT 4.7% 05/15/12
            40429XUU840429XUU8
HSBC FIN CORP HSBC FIN FR 4.85% 12/15/11
            40429XUV640429XUV6
HSBC FIN CORP HSBC FIN FR 5% 12/15/11
            40429XUW4 0429XUW4
                      4
HSBC FIN CORP HSBC FIN FR 5.25% 12/15/12
            40429XUX240429XUX2
HSBC FIN CORP HSBC FIN FR 5% 12/15/11
            40429XUY040429XUY0
HSBC FIN CORP HSBC FIN FR 5.25% 12/15/11
            40429XVA140429XVA1
HSBC FIN CORP HSBC FIN FR 5.3% 01/15/13
            40429XVB940429XVB9
HSBC FIN CORP HSBC FIN FR 5.15% 01/15/13
            40429XVC740429XVC7
HSBC FIN CORP HSBC FIN FR 5.35% 07/15/13
            40429XVE340429XVE3
HSBC FIN CORP HSBC FIN FR 5.25% 02/15/13
            40429XVF040429XVF0
HSBC FIN CORP HSBC FIN FR 5.5% 02/15/13
            40429XVG840429XVG8
HSBC FIN CORP HSBC FIN FR 5.5% 02/15/13
            40429XVH640429XVH6
HSBC FIN CORP HSBC FIN FR 5.65% 03/15/13
            40429XVL7 40429XVL7
HSBC FIN CORP HSBC FIN FR 5.5% 03/15/12
            40429XVN340429XVN3
HSBC FIN CORP HSBC FIN FR 6% 04/15/12
            40429XWM4 40429XWM4
HSBC FIN CORP HSBC FIN FR 4.35% 10/15/14
            40429XWY8 40429XWY8
HSBC FIN CORP HSBC FIN FR 3.9% 01/15/15
            40429XWZ5 40429XWZ5
HSBC FIN CORP HSBC FIN FR 4% 03/15/15
            40429XXA940429XXA9
HSBC FIN CORP HSBC FIN FR 4% 03/15/15
            40429XXB740429XXB7
HSBC FIN CORP HSBC FIN FR 4.05% 03/15/15
            4042E8AA34042E8AA3
HSBC USA Flt Rate FDIC G td Nts 12/19/2011
            4042EPAA54042EPAA5
HSBC USA Inc. 3.125% FDIC GTD NTS 12/16/11
            40430LAA740430LAA7
HSBC FIN CAPTL TRST IX 5.911 NTS 11/30/2035
            Co 8.750% DEB 02/15/21
Halliburton 406216AH4406216AH4
            Company 5.9% SR NTS
Halliburton 406216AV3406216AV3 9/15/18
            Company 6.7%
                      406216AW1
Halliburton 406216AW1 SR NTSE 9/15/38
            406216AX9406216AX9
HALLIBURTON CO SR NT 6.15% 09/15/19
            406216AY7406216AY7
HALLIBURTON CO SR NT 7.45% 09/15/39
            Co 6.75% MTNS 2/1/27
Halliburton 40621PAA740621PAA7
            Co 7.53% MTNs 5/12/17
Halliburton 40621PAB540621PAB5
            41013MAA8 41013MAA8
JOHN HANCOCK LIFE 5.00% NTS 09/15/2012
            41013MCP3 41013MCP3
HANCOCK JOHN LIFE INS CO CALL 6% 11/15/27
            41013MPZ7 41013MPZ7
HANCOCK JOHN LIFE INS CO CALL 5.05% 06/15/28
            41013MQG8 CO CALL 5.1%
                      4
HANCOCK JOHN LIFE INS1013MQG8 06/15/28
            41013MQP8 CO CALL 5%
                      4
HANCOCK JOHN LIFE INS1013MQP8 06/15/28
            41013MRD4 41013MRD4
HANCOCK JOHN LIFE INS CO CALL 5.05% 07/15/28
            410345AF9410345AF9
HANESBRANDS INC SR NT 8% 12/15/16
            41043FAG441043FAG4
HANGER ORTHOPEDIC GROUP INC SR NT 10.25% 06/01/14
            410867AA3410867AA3
HANOVER INSURANCE GRP 7.625% NTS 10/15/25
            410867AC9410867AC9
HANOVER INS GROUP INC SR NT 7.5% 03/01/20
            412690AB5412690AB5
HARLAND CLARKE HLDGS CORP SR NT 9.5% 05/15/15
            412822AC2412822AC2
HARLEY DAVIDSON INC SR NT 15% 02/01/14
            413875AE5413875AE5
Harris Corporation 7.000% DEB 01/15/26
            413875AF2413875AF2
HARRIS CORP DEL DEB 6.35% 02/01/28
            413875AJ4 413875AJ4
HARRIS CORP DEL NT 5% 10/01/15
            413875AK1413875AK1
HARRIS CORP DEL FR 5.95% 12/01/17
            413875AL9 413875AL9
HARRIS CORP DEL NT 6.375% 06/15/19
            413875AM74.4% NTS 12/15/20
HARRIS CORPORATION 413875AM7
            413875AN5413875AN5
HARRIS CORPORATION 6.15% SR NTS 12/15/40
            415864AH0415864AH0
Harsco Corp 5.125% SR NTS 09/15/13
            415864AJ6 415864AJ6
Harsco Corp. 5.75% NTS 5/15/18
            416515AL8 416515AL8
The Hartford Finl Svcs Gr 4.625% NTS 07/15/13
            416515AM6   416515AM6
The Hartford Finl Svcs Gr 4.750% SR 03/01/14
            FINANCIAL SERVICES GROUP 10/1/2041
HARTFORD 416515AP9416515AP9
            416515AQ7416515AQ7
The Hartford Finl Svcs Gr 5.25% 10/15/11
            416515AR5416515AR5
The Hartford Finl Svcs Gr 5.5% 10/15/16
            416515AS3416515AS3
The Hartford Finl Svcs Gr 5.95% 10/15/36
            FINL SVCS GROUP INC
HARTFORD 416515AT1416515AT1SR NT 5.375% 03/15/17
            416515AU8416515AU8
Hartford Financial Services 6.3% SR NTS 3/15/18
            FINL SVCS GROUP INC SR
HARTFORD 416515AV6416515AV6 NT 6% 01/15/19
            FINL SVCS GROUP INC
HARTFORD 416515AY0416515AY0SR NT 4% 03/30/15
            FINL SVCS GROUP INC
HARTFORD 416515AZ7416515AZ7SR NT 5.5% 03/30/20
            FINL SVCS GROUP INC
HARTFORD 416515BA1416515BA1SR NT 6.625% 03/30/40
            416592AC7416592AC7
Hartford Life Inc 7.650% DEB 06/15/27
            LIFE INC SR NT 7.375%
HARTFORD 416592AE3416592AE3 03/01/31
            LIFE GLOBAL FDG TRS FR
HARTFORD 41659EEV541659EEV5 5.2% 02/15/11
            LIFE GLOBAL FDG TRS
HARTFORD 41659FBS2 41659FBS2CALL 5% 02/15/16
            LIFE INS COMP FR NTS
HARTFORD 4165X0AA84165X0AA89/15/2011
            LIFE INSURANCE CO CALL
HARTFORD 4165X0GC84165X0GC8 6% 06/15/16
            418056AH0418056AH0
Hasbro Inc 6.600% DEB 07/15/28
            418056AP2418056AP2
HASBRO INC NT CR SEN 17 09/15/17
            418056AR8418056AR8
HASBRO INC 6.125% SR NTS 05/15/14
            418056AS6418056AS6
HASBRO INC NT 6.35% 03/15/40
            41987QAX141987QAX1
Hawaiian Electric 6.51% MTNs 5/5/14
            41987QBB841987QBB8
Hawaiin Electric 5.25% MTNs 3/7/13
            41987QBC641987QBC6
Hawaiian Electric 4.23% MTNs 3/15/11
            41987QBD4   41987QBD4
Hawaiian Electric 6.141% MTNs 8/15/11
             Ppty Investor 6.45% SR
Health Care421915EB1421915EB1 NTS 6/25/12
             Ppty Investor 6.000%
Health Care421915EC9421915EC9NTS 03/01/15
             Ppty Investor 5.625%
Health Care421915ED7421915ED7NTS 05/01/17
             Ppty Investor 5.95% SR
Health Care421915EF2 421915EF2 NTS 9/15/11
             Ppty Investor 6.3% SR
Health Care421915EG0421915EG0 NTS 9/15/16
             Ppty Investor 5.65% NTS
Health Care421915EH8421915EH8 12/15/13
            421924BF7 421924BF7
HEALTHSOUTH CORP SR NT 10.75% 06/15/16
            421924BG5421924BG5
HEALTHSOUTH CORP SR NT 8.125% 02/15/20
             421924BH3421924BH3
HEALTHSOUTH CORP 7.25% 10/01/18
             421924BJ9 421924BJ9
HEALTHSOUTH CORP 7.75% 09/15/22
             421933AH5421933AH5
Health Management 6.125% NTS 4/15/16
             421946AE4421946AE4
Healthcare Realty Trust 8.125% NTS 05/01/11
             421946AF1421946AF1
Healthcare Realty Trust 5.125% NTS 04/01/14
             42210PAN242210PAN2
HEADWATERS INC SR SECD11.375% 11/01/14
              Ppty Investor 5.625%
Health Care42217JBF5 42217JBF5 BDS 2/28/13
              REIT 8.000% NTS 09/12/12
Health Care42217KAK242217KAK2
              REIT 6.000% NTS 11/15/13
Health Care42217KAL042217KAL0
              REIT 5.875%42217KAM8
Health Care42217KAM8 NTS 05/15/15
              REIT 6.2% NTS 6/1/16
Health Care42217KAN642217KAN6
             42217KAS542217KAS5
HEALTH CARE REIT INC NT 6.125% 04/15/20
             422248AA2422248AA2
Health Net 6.375% SR NTS 6/1/17
             422317AB3422317AB3
Hearst-Argyle Television 7.500% DEB 11/15/27
             422317AC1422317AC1
Hearst-Argyle Television 7.000% NTS 01/15/18
             423074AF0423074AF0
Heinz (HJ) Company 6.375% DEB 07/15/28
             Co. 5.35% 423074AJ2
Heinz (H.J.) 423074AJ2SR NTS 7/15/13
             42307TAC242307TAC2
HEINZ H J FIN CO GTD NT 6.625% 07/15/11
             427866AE8427866AE8
Hershey Foods Corp 8.800% DEB 02/15/21
             427866AK4427866AK4
Hershey Foods Corp 6.950% NTS 08/15/12
             427866AL2 427866AL2
Hershey Foods Corp 7.200% DEB 08/15/27
             427866AM0   427866AM0
Hershey Foods Corp 4.85% bonds 08/15/2015
             427866AN8427866AN8
Hershey Foods Corp 5.3% NTS 9/1/11
             427866AP3427866AP3
Hershey Foods Corp 5.45% NTS 9/1/16
             427866AQ1427866AQ1
Hershey Company 5% SR NTS 4/1/13
             428040BJ7 428040BJ7
Hertz Corp 7% SR NTS 1/15/28
             428040BQ1428040BQ1
Hertz Corp 7.4% NTS 3/1/11
             428040BS7 428040BS7
Hertz Corp 7.625% SR NTS 6/1/12
             428040BZ1428040BZ1
Hertz Corp 8.875% GTD NTS 1/1/14
             7.0% SR NTS 02/15/14
HESS CORP 42809HAA542809HAA5
             8.125% SR NTS 02/15/19
HESS CORP 42809HAB342809HAB3
             6.0% SR NTS 01/15/40
HESS CORP 42809HAC142809HAC1
             428236AG8428236AG8
Hewlett Packard 6.500% GLB NTS 07/01/12
             428236AL7 428236AL7
Hewlett Packard 5.25% NTS 3/1/12
             428236AM5   NTS 3/1/17
Hewlett Packard 5.4% 428236AM5
             428236AQ6428236AQ6
Hewlett-Packard 4.5% NTS 3/1/13
             428236AS2428236AS2
Hewlett-Packard 5.5% SR NTS 3/1/18
             428236AT0428236AT0
HEWLETT-PACKARD CO 6.125% NTS 3/1/14
             428236AU7428236AU7
HEWLETT-PACK CO 4.25% NTS 02/24/12
             428236AV5428236AV5
HEWLETT-PACK CO 4.75% SR NTS 06/02/14
             428236AX1428236AX1
HEWLETT-PACKARD CO. 2.25% NTS 05/27/11
             428236AY9428236AY9
HEWLETT-PACKARD CO 2.95% NTS 08/15/12
             428236BE2428236BE2
HEWLETT-PACKARD CO. 2.2% SR NTS 12/01/15
             428236BF9 3.75% SR NTS 12/01/20
HEWLETT-PACKARD CO428236BF9
             428291AL2 428291AL2
HEXCEL CORP NEW SR SB NT 6.75% 02/01/15
             428656AB8428656AB8
Hibernia Corp 5.350% SUB NTS 05/01/14
             431282AF9431282AF9
HIGHWOODS RLTY LTD PARTNERSHIP NT          7.5% 04/15/18
            431282AK8431282AK8
HIGHWOODS RLTY LTD PARTNERSHIP NT 5.85% 03/15/17
              4.31E+08 4.31E+08
HIGHWOODS PROP INC 8 5/8% PFD SHRS 2/12/2027
             Indus Inc 8.500% DEB
Hillenbrand431573AA2431573AA212/01/11
             Indus Inc 7.000% DEB
Hillenbrand431573AB0431573AB002/15/24
             Indus Inc 6.750% DEB
Hillenbrand431573AC8431573AC812/15/27
            435765AB8435765AB8
HOLLY ENERGY PARTNERS L P / SR NT 6.25% 03/01/15
            437076AN2437076AN2
Home Depot 5.2% SR NTS 3/1/2011
            437076AP7437076AP7
Home Depot 5.4% SR NTS 3/1/2016
            437076AR3437076AR3
Home Depot 5.25% SR NTS 12/16/13
            437076AS1437076AS1
Home Depot 5.875% SR NTS 12/16/36
            438506AS6438506AS6
Honeywell Inc 6.625% DEBS 06/15/28
            438516AC0438516AC0
HONEYWELL INTL. 9 1/2% DEBS 6/1/16
            438516AN6438516AN6
Honeywell Inc 6.125% NTS 11/1/11
            438516AP1438516AP1
Honeywell Inc 5.4% SR NTS 3/15/16
            438516AR7438516AR7
Honeywell Intl Inc 5.7% SR NTS 03/15/36
            438516AS5438516AS5
Honeywell Intl Inc 5.3% SR NTS 03/15/17
            438516AT3438516AT3
Honeywell Intl Inc 5.7% SR NTS 03/15/37
            438516AV8438516AV8
HONEYWELL INTL INC SR NT 5.625% 08/01/12
            438516AW6   438516AW6
Honeywell International 4.25% MTNs 3/1/13
            438516AX4438516AX4
Honeywell International 5.3% MTNs 3/1/18
            438516AY2438516AY2
HONEYWELL INTL INC SR NT 3.875% 02/15/14
            438516AZ9438516AZ9
HONEYWELL INTL INC SR NT 5% 02/15/19
            440327AH7440327AH7
Horace Mann Educators 6.05% SR NTS 6/15/15
            440327AJ3 440327AJ3
Horace Mann Educators 6.85% SR NTS 4/15/16
            440452AD2440452AD2
HORMEL FOODS CORP NT 6.625% 06/01/11
            OFFSHORE SVCS INC NEW
HORNBECK 440543AB2440543AB2 SR NT 6.125% 12/01/14
            OFFSHORE SVCS INC NEW
HORNBECK 440543AH9440543AH9 SR NT 8% 09/01/17
            5.900% NTS 06/15/14
Hospira Inc 441060AD2441060AD2
            6.05% NTS 441060AJ9
Hospira Inc 441060AJ9 3/30/17
            441060AK6441060AK6
HOSPIRA INC 6.4% NTS 05/15/15
            44106MAF96.750% NTS
Hospitality Property Tr 44106MAF9 02/15/13
            44106MAG7 4106MAG7
Hospitality Property Tr 45.125% SR NTS 2/15/15
            44106MAH5   6.3% SR NTS
Hospitality Property Tr 44106MAH5 06/15/16
            44106MAN2 4106MAN2
                        4
Hospitality Properties Trust 6.7% SR NTS 1/15/18
            44107TAD844107TAD8
HOST HOTELS & RESORTS LP SR NT-R6.875% 11/01/14
            44108EAS744108EAS7
HOST MARRIOTT L P SR NT-K 7.125% 11/01/13
            44108EAY444108EAY4
HOST MARRIOTT L P SR NT 6.375% 03/15/15
            44108EBA544108EBA5
HOST MARRIOTT L P SR NT-P 6.75% 06/01/16
            441812JW5441812JW5
Household Finance 6.375% NTS 10/15/11
            441812JY1 NTS 5/15/12
Household Finance 7% 441812JY1
            441812JZ8 441812JZ8
Household Finance 7.625% NTS 5/17/32
            441812KA1441812KA1
Household Finance 6.375% NTS 11/27/12
            441812KB9441812KB9 11/27/32
HOUSEHOLD FIN CORP NT          7.35%
            441812KD5441812KD5
Household Finance 4.75% NTS 7/15/13
            44181EAC244181EAC2
HOUSEHOLD FIN CORP INT NT BE FR 6.3% 03/15/11
            44181EAW8 NT BE FR
                         INT
HOUSEHOLD FIN CORP 44181EAW8 6.55% 05/15/11
            44181EAZ144181EAZ1
HOUSEHOLD FIN CORP INT NT BE FR 6.8% 05/15/11
            44181EBQ044181EBQ0
HOUSEHOLD FIN CORP INT NT BE FR 6.6% 06/15/11
            44181ED4744181ED47
HOUSEHOLD FIN CORP INT NT BE CALL 5.5% 01/15/19
            44181ED9644181ED96
HOUSEHOLD FIN CORP INT NT BE CALL 5.55% 01/15/19
            44181EDF244181EDF2
HOUSEHOLD FIN CORP INT NT BE FR 6.35% 10/15/11
            44181EDJ4 INT NT BE
HOUSEHOLD FIN CORP 44181EDJ4FR 6.1% 10/15/11
            44181EDQ844181EDQ8
HOUSEHOLD FIN CORP INT NT BE FR 6.15% 11/15/11
            44181EDT244181EDT2
HOUSEHOLD FIN CORP INT NT BE FR 6.1% 11/15/11
            44181EEL8 INT NT BE
HOUSEHOLD FIN CORP 44181EEL8FR 7.1% 12/15/11
            44181EM47INT NT BE CALL 5.8% 08/15/19
HOUSEHOLD FIN CORP 44181EM47
            44181ETA644181ETA6
HOUSEHOLD FIN CORP INT NT BE CALL 5.6% 04/15/18
            44181ETG344181ETG3
HOUSEHOLD FIN CORP INT NT BE CALL 6% 04/15/23
            44181ETN844181ETN8
HOUSEHOLD FIN CORP INT NT BE CALL 6% 05/15/23
            44181EV2144181EV21
HOUSEHOLD FIN CORP INT NT BE CALL 5.25% 11/15/16
            44181EVU944181EVU9
HOUSEHOLD FIN CORP INT NT BE CALL 6% 08/15/23 CALLED FOR REDEMPTION
            44181EW79INT NT BE CALL 5.25% 11/15/16
HOUSEHOLD FIN CORP 44181EW79
            44181EWQ7 NT BE CALL
                         INT
HOUSEHOLD FIN CORP 44181EWQ7 6.3% 09/15/23
            44181EXC744181EXC7
HOUSEHOLD FIN CORP INT NT BE CALL 6% 09/15/23
            44181EXK944181EXK9
HOUSEHOLD FIN CORP INT NT BE CALL 6% 09/15/23
            44181EXQ644181EXQ6
HOUSEHOLD FIN CORP INT NT BE CALL 6% 10/15/23
            44181EYR344181EYR3
HOUSEHOLD FIN CORP INT NT BE CALL 6% 10/15/23
            442164BL2 442164BL2
RELIANT ENERGY INC 9.150% NTS 03/15/2021
            442488AL6 442488AL6
K. Hovnanian Enterprises 8% GTD NTS 4/1/12
            442488AM4    442488AM4
K. Hovnanian Enterprises 8.875% GTD NTS 4/1/12
            442488AP7442488AP7
K. Hovnanian Enterprises 7.75% GTD NTS 5/15/13
            442488AQ5442488AQ5
K. Hovnanian Enterprises 6.5% GTD NTS 1/15/14
            442488AS1442488AS1
K. Hovnanian Enterprises 6.375% GTD NTS 12/15/14
            442488AU6442488AU6
K. Hovnanian Enterprises 6.25% GTD NTS 1/15/15
            442488AY8442488AY8
K. Hovnanian Enterprises 6.25% GTD NTS 1/15/16
            442488AZ5442488AZ5
K. Hovnanian Enterprises 7.5% GTD NTS 5/15/16
            442488BA9442488BA9
K. Hovnanian Enterprises 8.625% SR NTS 1/15/17
            442488BE1442488BE1
HOVNANIAN K ENTERPRISES INC GTD SR NT 18% 05/01/17
            442488BH4442488BH4
HOVNANIAN K ENTERPRISES INC GTD SR SEC NT 16 10/15/16
             5.95% NTS 6/1/18
Hubbell Inc.443510AE2443510AE2
             6.300% SR NTS 08/01/18
Humana Inc444859AU6444859AU6
             6.45% NTS 06/01/16
Humana Inc444859AV4444859AV4
            444859AY8444859AY8
Humana Inc. 7.2% SR NTS 6/15/18
            444859AZ5444859AZ5
Humana Inc. 8.15% SR NTS 6/15/38
            44701QAK844701QAK8
HUNTSMAN INTL LLC SR SUB NT 15 01/01/15
            45005PAB045005PAB0
IRT PPTY CO GTD MTN BE FR 7.84% 01/23/12
            45031UAC545031UAC5
ISTAR FINL INC SR NT 6.5% 12/15/13
            45031UAH4    45031UAH4
iStar Financial Inc 5.700% SR NTS 03/01/14
            45031UAP645031UAP6
iStar Financial Inc 5.125% SR NTS 04/01/11
            45031UAR245031UAR2
iStar Financial Inc 5.150% SR NTS 03/01/12
            45031UAT845031UAT8
iStar Financial Inc 6.050% SR NTS 04/15/15
            45031UAU5    45031UAU5
ISTAR FINL INC SR NT 5.8% 03/15/11
            45031UAW15031UAW1
                         4
ISTAR FINL INC SR NT 5.875% 03/15/16
            45031UAX945031UAX9
ISTAR FINL INC SR NT 5.65% 09/15/11
            45031UAZ445031UAZ4
Istar Financial 5.95% SR NTS 10/15/13
            45031UBC445031UBC4
iStar Financial Inc 5.5% SR NTS 6/15/12
            45031UBD245031UBD2
iStar Financial Inc 5.85% SR NTS 3/15/17
            45031UBG5    45031UBG5
Istar Financial 8.625% SR NTS 6/1/13
ITT CORP DEB        7.4% 11/15/25
            450679AT2450679AT2
            450679BP9450679BP9
ITT CORP SR DEB 6.5% 05/01/11
            450679BW4    450679BW4
ITT CORP SR NT 4.9% 05/01/14
            450679BX2450679BX2
ITT CORP SR NT 6.125% 05/01/19
            45068HAF345068HAF3
ITT HARTFORD GROUP 7.30% DEB 11/01/2015
            450912AC4450912AC4
ITT CORP NEV DEB 7.375% 11/15/15
            451380BD0451380BD0
IDAHO POWER CO BD AMBAC 6.3% 06/15/37
            45138LAJ2 45138LAJ2
Idaho Power Corp. 6.6% 1st Mtg 3/2/11
            45138LAK945138LAK9
Idaho Power Corp. 4.75% 1st Mtg 11/15/12
            45138LAL7 45138LAL7
Idaho Power Corp. 6% 1st Mtg 11/15/32
            45138LAM5    45138LAM5
Idaho Power Corp. 4.25% 1st Mtg 10/1/13
            45138LAN345138LAN3
Idaho Power Corp. 5.5% 1st Mtg 4/1/33
            45138LAP845138LAP8
Idaho Power Corp. 5.5% 1st Mtg 3/15/34
            45138LAQ645138LAQ6
Idaho Power Corp. 5.875% 1st Mtg 8/15/34
            45138LAR445138LAR4
Idaho Power Corp. 5.3% 1st Mtg 8/15/35
            45138LAS2 45138LAS2
Idaho Power 6.3% 1st mtg 6/15/37
            45138LAT0 Mtg 10/15/37
Idaho Power 6.25% 1st45138LAT0
            45138LAU745138LAU7
Idaho Power Corp. 6.025% 1st Mtg Notes 7/15/18
            45138LAV545138LAV5
IDAHO POWER CORP 6.15% 04/01/19
            45138LAX145138LAX1
IDAHO POWER CO 3.4% 11/01/20
            45138LAY9 45138LAY9
IDAHO POWER CORP 4.85% 08/15/40
            45167RAE445167RAE4
IDEX CORP 4.50% SR NTS 12/15/20
            451866SX6 451866SX6
ILLINOIS CENT RR CO DEB 7.7% 09/15/96
            452092CQ0452092CQ0
Illinois Power 6.25% NTS 6/15/16
            452092CT4452092CT4
ILLINOIS POWER CO SR SECD 6.125% 11/15/17
            452092CV9452092CV9
Illinois Power 6.25% SR NTS 4/1/18
            452092CX5452092CX5
ILLINOIS POWER CO SR NT 9.75% 11/15/18
            452308AH2452308AH2
ILLINOIS TOOL WKS INC NT 5.15% 04/01/14
            452308AJ8 452308AJ8
ILLINOIS TOOL WKS INC NT 6.25% 04/01/19
            454614AK4454614AK4 08/15/26
INDIANA BELL TEL INC DEB       7.3%
            454889AH9454889AH9
Indiana Michigan Power 6.375% SR NTS 11/01/12
            454889AK2454889AK2
Indiana Michigan Power 5.050% SR NTS 11/15/14
            454889AL0 454889AL0
INDIANA MICH PWR CO SR NT-G 5.65% 12/01/15
            454889AM8    454889AM8
INDIANA MICH PWR CO SR NT-H 6.05% 03/15/37
            454889AN6454889AN6
INDIANA-MICHIGAN POWER 7.0% SR NTS 03/15/19
            45661TAB745661TAB7
INERGY L P & INERGY FIN CORP SR NT 6.875% 12/15/14
            45661TAD345661TAD3
INERGY L P & INERGY FIN CORP SR NT 8.25% 03/01/16
            45661TAH445661TAH4
INERGY L P & INERGY FIN CORP GTD SRNT 8.75% 03/01/15
            456866AJ1 456866AJ1
Ingersoll-Rand 6.48% DEBS 6/1/25
            456866AK8456866AK8
Ingersoll-Rand 6.391% DEBS 11/15/27
            456866AL6 456866AL6
Ingersoll-Rand 7.2% DEBS 6/1/25
            456866AM4    456866AM4
Ingersoll-Rand 6.443% DEBS 11/15/27
            456866AS1456866AS1
Ingersoll-Rand 4.75% SR NTS 5/15/15
            45687AAA045687AAA0
Ingersoll-Rand Global Holdings 6.875% GTD NTS 8/15/18
            45687AAB845687AAB8
Ingersolll-Rand Global Holdings 6% GTD NTS 8/15/13
            457153AE4457153AE4
INGRMA MICRO INC. 5.25% SR NTS 09/01/17
            458182BM3  458182BM3
INTER-AMER DEVEL BANK 8 1/2% NTS 3/15/11
            4581X0AD04581X0AD0
INTER-AMER DEVEL 4.375% NTS 09/20/2012
            4581X0AF54581X0AF5
INTER AMER DEVEL 3.5% NTS 07/08/2013
            45822PAA345822PAA3
INTEGRYS ENERGY GROUP 4.17% 11/01/20
            459056GN1459056GN1
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/11
            459056GP6459056GP6
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/11
            459056GQ4459056GQ4
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/12
            459056GR2459056GR2
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/12
            459056GS0459056GS0
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/13
            459056GT8459056GT8
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/13
            459056GU5459056GU5
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/14
            459056GV3459056GV3
INT'L BK FOR RECO & DEVEL ZR CPN 8/15/14
            459056GW1 59056GW1
                       4
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/15
            459056HY6459056HY6
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/16
            459056JJ7 459056JJ7
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/11
            459056JK4 459056JK4
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/12
            459056JL2 459056JL2
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/13
            459056JM0459056JM0
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/14
            459056JN8 459056JN8
INT'L BK FOR RECO & DEVEL ZR CPN 2/15/15
            459056JQ1 459056JQ1
INT'L BK FOR RECO & DEVEL 8 7/8% 3/1/26
            459056JS7 459056JS7
INT'L BK FOR RECO & DEVEL 8 1/4% 9/1/16
            459056JT5 459056JT5
INT'L BK FOR RECO & DEVEL 8 5/8% 10/15/16
            459056JW8459056JW8
INT'L BK FOR RECO & DEVEL 9 1/4% 7/15/17
            459056LD7459056LD7
INT'L BK FOR RECON & DEVEL 7 5/8% 1/19/23
            459056MS3DEVEL INT COM 7/19/11
INT'L BK FOR RECON & 459056MS3
            459056MT1DEVEL INT COM 1/19/12
INT'L BK FOR RECON & 459056MT1
            459056MU8  DEVEL INT COM 7/19/12
INT'L BK FOR RECON & 459056MU8
            459056MV6  DEVEL INT COM 1/19/13
INT'L BK FOR RECON & 459056MV6
            459056MW4  DEVEL INT COM
INT'L BK FOR RECON & 459056MW4 7/19/13
            459056MX2DEVEL INT COM 1/19/14
INT'L BK FOR RECON & 459056MX2
            459056MY0DEVEL INT COM 7/19/14
INT'L BK FOR RECON & 459056MY0
            459056MZ7DEVEL INT COM 1/19/15
INT'L BK FOR RECON & 459056MZ7
            459056NA1459056NA1
INT'L BK FOR RECON & DEVEL INT COM 7/19/15
            459056NB9459056NB9
INT'L BK FOR RECON & DEVEL INT COM 1/19/16
            459056NC7459056NC7
INT'L BK FOR RECON & DEVEL INT COM 7/19/16
            459056ND5459056ND5
INT'L BK FOR RECON & DEVEL INT COM 1/19/17
            459056NE3459056NE3
INT'L BK FOR RECON & DEVEL INT COM 7/19/17
            459056NF0459056NF0
INT'L BK FOR RECON & DEVEL INT COM 1/19/18
            459056NG8459056NG8
INT'L BK FOR RECON & DEVEL INT COM 7/19/18
            459056NH6459056NH6
INT'L BK FOR RECON & DEVEL INT COM 1/19/19
            459056NJ2 DEVEL INT
INT'L BK FOR RECON & 459056NJ2COM 7/19/19
            459056NK9459056NK9
INT'L BK FOR RECON & DEVEL INT COM 1/19/20
            459056NL7459056NL7
INT'L BK FOR RECON & DEVEL INT COM 7/19/20
            459056NM5  DEVEL INT COM 1/19/21
INT'L BK FOR RECON & 459056NM5
           459056NN3459056NN3
INT'L BK FOR RECON & DEVEL INT COM 7/19/21
           459056NP8459056NP8
INT'L BK FOR RECON & DEVEL INT COM 1/19/22
           459056NQ6DEVEL INT COM 7/19/22
INT'L BK FOR RECON & 459056NQ6
           459056NR4459056NR4
INT'L BK FOR RECON & DEVEL PRIN COM 1/19/23
           459056NS2459056NS2
INT'L BK FOR RECON & DEVEL INT COM 1/19/23
           459200AG6459200AG6
IBM CORP 8.375 DEBS 11/1/19
            1/2% DEB 459200AL5
IBM CORP 7459200AL5 06/15/2013
           459200AM3   459200AM3
IBM CORP 7% DEB 10/30/2025
           459200AN1459200AN1
IBM CORP 7% DEB 10/30/2045
            1/8% DEB 12/01/2096
IBM CORP 7459200AP6459200AP6
           459200AR2459200AR2
IBM CORP 6.22% DEB 08/01/2027
           459200AS0459200AS0
IBM CORP 6.50% DEB 01/15/2028
           459200BA8459200BA8
IBM Corp 4.750% NTS 11/29/12
           459200BB6459200BB6
IBM Corp. 5.875% DEB 11/29/32
           459200DT5459200DT5
INTERNATIONAL BUSINESS MACHINES 4% EUROS NTS 11/11/11
           459200DU2459200DU2
IBM CORP 4.95% NTS DUE 3/22/11
           459200GL9459200GL9
IBM Corp 8% NTS 10/15/38
           459200GM7   459200GM7
IBM Corp. 7.625% NTS 10/15/18
           459200GN5459200GN5
IBM Corp. 6.5% NTS 10/15/13
           459200GP0459200GP0
International Business Machines 6.625% Euros 1/30/14
           459200GS4459200GS4
INTERNATIONAL BUSINESS MACHS SR NT 5.6% 11/30/39
           45928HAH945928HAH9
INTERNATIONAL COAL GRP INC NEW SR SEC 2PRI NT18 04/01/18
           459745FG5459745FG5
INTERNATIONAL LEASE FIN CORP NT 5.875% 05/01/13
           459745FN0459745FN0
INTERNATIONAL LEASE FIN CORP NT 4.75% 01/13/12
           459745FR1 FIN CORP SR
INTERNATIONAL LEASE459745FR1 NT 5% 09/15/12
           FINANCE CORP 8.875%
INTL LEASE 459745GE9459745GE9 SR NTS 09/01/17
           45974VA2445974VA24
INTERNATIONAL LEASE FIN MTN BE FR 5.75% 06/15/11
           45974VA7345974VA73
INTERNATIONAL LEASE FIN MTN BE FR 5.55% 09/05/12
           45974VA8145974VA81
INTERNATIONAL LEASE FIN MTN BE FR 5.625% 09/20/13
           45974VB2345974VB23
INTERNATIONAL LEASE FIN MTN BE FR 5.35% 03/01/12
           45974VB3145974VB31
INTERNATIONAL LEASE FIN MTN BE FR 5.3% 05/01/12
           45974VB4945974VB49
INTERNATIONAL LEASE FIN MTN BE FR 5.65% 06/01/14
           45974VB6445974VB64
INTERNATIONAL LEASE FIN MTN BE FR 4.95% 02/01/11
           45974VB7245974VB72
INTERNATIONAL LEASE FIN MTN BE FR 6.375% 03/25/13
           45974VB8045974VB80
INTERNATIONAL LEASE FINANCE CORP 6.625% NTS 11/15/13
           45974VZX945974VZX9
INTERNATIONAL LEASE FIN MTN BE FR 5.25% 01/10/13
           45974VZY745974VZY7
INTERNATIONAL LEASE FIN MTN BE FR 5.45% 03/24/11
           459902AR3459902AR3
INTERNATIONAL GAME TECHNOLOGY SR NT 7.5% 06/15/19
            CO DEB 6.875% 11/01/23
INTL PAPER460146AP8460146AP8
            CO NT 6.875% 04/15/29
INTL PAPER460146BD4460146BD4
           460146BN2460146BN2
International Paper Co 6.750% NTS 09/01/11
           460146BQ5460146BQ5
International Paper Co 5.850% NTS 10/30/12
           460146BU6460146BU6
International Paper Co 5.300% NTS 04/01/15
           460146BX0460146BX0
International Paper Co 5.500% NTS 01/15/14
           460146BZ5460146BZ5
International Paper Co 5.250% NTS 04/01/16
           460146CA9460146CA9
International Paper 7.95% NTS 6/15/18
           460146CB7460146CB7
International Paper 7.4% NTS 6/15/14
            460146CC5460146CC5
International Paper 8.7% NTS 6/15/38
            460146CD3460146CD3
INTERNATIONAL PAPER CO. 9.375% SR NTS
            460146CE1460146CE1
INTERNATIONAL PAPER CO 7.50% SR NTS 08/15/21
            460146CF8 CO 7.3% 11/15/39
INTERNATIONAL PAPER460146CF8
            460377AB0460377AB0
INTERNATIONAL STL GROUP INC SR NT 6.5% 04/15/14
            460690AR1460690AR1
Interpublic Group of Cos 7.250% NTS 08/15/11
            460690AV2460690AV2
Interpublic Group of Cos 6.250% NTS 11/15/14
            460690BF6 460690BF6
INTERPUBLIC GROUP COS INC SR NT 10% 07/15/17
            461070AA2461070AA2
Interstate Power & Light 5.875% DEB 09/15/18
            461070AC8461070AC8
Interstate Power & Light 6.450% DEB 10/15/33
            461070AD6461070AD6
Interstate Power & Light 6.300% DEB 05/01/34
            461070AE4461070AE4
INTERSTATE PWR & LT CO SR DEB 5.5% 07/15/25
            461070AF1461070AF1
Interstate Power & Light 7.25% SR DEBS 10/1/18
            461070AG9461070AG9
INTERSTATE PWR & LT CO SR DEB 6.25% 07/15/39
            461070AH7461070AH7
INTERSTATE POWER & LIGHT 3.3% DEBENUTRE 06/15/15
            461070AJ3 LIGHT 3.65%
INTERSTATE POWER & 461070AJ3 SR NTS 09/01/20
            46126PAF301449JAB1
ALLERE INC.. 9.00% SUB NTS 05/15/16
            MEDICAL INNOVATIONS
INVERNESS 46126PAG146126PAG1 7.875% SR NTS 02/01/16
            462846AC0462846AC0
Iron Mountain 6.625% GTD NTS 1/1/16
            46284PAH746284PAH7
Iron Mountain 8.75% GTD NTS 7/15/18
            46284PAL846284PAL8
Iron Mountain 8% SR NTS 6/15/20
            46284PAM6  46284PAM6
IRON MOUNTAIN INC 8.375% SR NTS 08/15/21
            46513E5Y4 46513E5Y4
STATE OF ISRAEL 5.125% 03/26/19
             CHASE 1.65% SR NTS
JPMORGAN46623EJD2 46623EJD209/30/13
            46625HAJ9 6.750% SUB
JP Morgan Chase & Co 46625HAJ9 NTS 02/01/11
            46625HAN0  6.625% SUB
JP Morgan Chase & Co 46625HAN0 NTS 03/15/12
            46625HAT746625HAT7
JP Morgan Chase & Co 5.750% SUB NTS 01/02/13
            46625HAX846625HAX8
JP Morgan Chase & Co 5.250% SUB NTS 05/01/15
            46625HBJ8 4.875% SUB
JP Morgan Chase & Co 46625HBJ8 NTS 03/15/14
            46625HBV146625HBV1
JP Morgan Chase & Co 5.125% SUB NTS 09/15/14
            46625HCA646625HCA6
JP Morgan Chase & Co 4.500% NTS 01/15/12
            46625HCE846625HCE8
JP Morgan Chase & Co 4.750% NTS 03/01/15
            46625HDF446625HDF4
JP Morgan Chase & Co 5.15% NTS 10/01/15
            46625HGG9  5.6% NTS 6/1/11
JP Morgan Chase & Co 46625HGG9
            46625HGN4  46625HGN4
JP Morgan Chase 6.125% NTS 6/27/17
            46625HGT146625HGT1
JP Morgan Chase 5.375% SR NTS 10/1/12
            46625HGY046625HGY0
JP Morgan Chase 6% SR NTS 1/15/18
            46625HHB946625HHB9
JP Morgan Chase 4.75% SR NTS 5/1/13
            46625HHF046625HHF0
JP Morgan Chase 6.4% NTS 5/15/38
             CHASE & CO NT 6.3% 04/23/19
JPMORGAN46625HHL746625HHL7
             CHASE & CO46625HHN3
JPMORGAN46625HHN3 SR NT 4.65% 06/01/14
             CHASE & CO SR NT 3.7%
JPMORGAN46625HHP846625HHP8 01/20/15
             CHASE & CO46625HHQ6
JPMORGAN46625HHQ6 SR NT 4.95% 03/25/20
            46625HHR446625HHR4
JPMorgan Chase & Co 3.40% Sr Unsecured 6/24/15
            46625HHS246625HHS2
JPMorgan Chase & Co 4.40% Sr Nts 7/22/20
            46627BAJ0 46627BAJ0
J P MORGAN CHASE & CO JPMORGAN CALL 6% 12/15/28
            46627BAM3  46627BAM3
J P MORGAN CHASE & CO JPMORGAN FR 6% 05/01/29
            46627BAQ446627BAQ4
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 06/15/24
            46627BAR246627BAR2
J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 06/15/29
            46627BAT846627BAT8
J P MORGAN CHASE & CO JPMORGAN CALL 5.45% 02/15/30
            46627BBF746627BBF7
J P MORGAN CHASE & CO JPMORGAN CALL 5.75% 04/15/30
            46627BBJ9 46627BBJ9
J P MORGAN CHASE & CO JPMORGAN FR 5.5% 05/15/25
            46627BCB546627BCB5
J P MORGAN CHASE & CO JPMORGAN CALL 6% 12/16/30
            46627BCC346627BCC3
J P MORGAN CHASE & CO JPMORGAN FR 6.2% 08/15/36
            46627BCD146627BCD1
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 09/15/36
            46627BCE946627BCE9
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 09/15/36
            46627BCH246627BCH2
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 10/15/36
            46627BCJ8 46627BCJ8
J P MORGAN CHASE & CO JPMORGAN CALL 6.05% 11/15/36
            46627BCK546627BCK5
J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36
            46627BCL3 46627BCL3
J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36
            46627BCM1   46627BCM1
J P MORGAN CHASE & CO JPMORGAN CALL 6% 11/15/36
            46627BCN946627BCN9
J P MORGAN CHASE & CO JPMORGAN SUB NT 6% 12/15/36
            46627BDB446627BDB4
J P MORGAN CHASE & CO JPMORGAN CALL 6% 02/15/37
            46627BDK446627BDK4
J P MORGAN CHASE & CO JPMORGAN CALL 5.8% 03/15/37
            46627BDQ1   46627BDQ1
J P MORGAN CHASE & CO JPMORGAN CALL 6% 05/15/37
            46627BDR946627BDR9
J P MORGAN CHASE & CO JPMORGAN CALL 6% 06/15/37
            46627BDU246627BDU2
J P MORGAN CHASE & CO JPMORGAN SUB NT 6.15% 06/15/37
            46627BDX646627BDX6
J P MORGAN CHASE & CO JPMORGAN SUB NT-B 6.35% 06/15/37
            46627BDZ146627BDZ1
J P MORGAN CHASE & CO JPMORGAN SUB NT 6.35% 07/15/37
            46627BEF4 46627BEF4
J P MORGAN CHASE & CO JPMORGAN CALL 6.35% 08/15/37
            46627BEH046627BEH0
J P MORGAN CHASE & CO JPMORGAN CALL 6.4% 09/15/37
            46627BEK346627BEK3
J P MORGAN CHASE & CO JPMORGAN CALL 6.4% 09/15/37
            46627BEQ046627BEQ0
J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 09/15/37
            46627BER846627BER8
J P MORGAN CHASE & CO JPMORGAN CALL 6.1% 10/15/37
            46627BEU146627BEU1
J P MORGAN CHASE & CO JPMORGAN CALL 6.15% 11/15/37
            46627BEV946627BEV9
J P MORGAN CHASE & CO JPMORGAN CALL 6.05% 11/16/37
            46627BFA446627BFA4
J P MORGAN CHASE & CO JPMORGAN CALL 6.15% 11/15/37
            46627BFB246627BFB2
J P MORGAN CHASE & CO JPMORGAN CALL 6.25% 11/15/37
            466313AD5466313AD5
JABIL CIRCUIT INC SR NT CR SEN 18 03/15/18
            466313AE3466313AE3
JABIL CIRCUIT 7.75% SR NTS 07/15/16
             7.5% GTD NTS 5/1/17
Jarden Corp471109AB4471109AB4
            471109AC2471109AC2
JARDEN CORP SR NT 8% 05/01/16
            472319AA0472319AA0
Jefferies Group Inc 7.750% SR NTS 03/15/12
            472319AB8472319AB8
Jefferies Group Inc 5.500% SR NTS 03/15/16
            472319AD4472319AD4
JEFFERIES GROUP INC NEW SR NT 5.875% 06/08/14
            PILOT CORP NT 4.75% 01/30/14
JEFFERSON 475070AD0475070AD0
            476556CK9476556CK9
Jersey Central Power & Lt 4.800% NTS 06/15/18
            476556CM5 Lt 5.625% NTS
Jersey Central Power &476556CM5 05/01/16
            476556CP8476556CP8
JERSEY CENT PWR & LT CO SR NT 6.4% 05/15/36
            476556CR4476556CR4
JERSEY CENT PWR & LT CO SR NT AMBAC 18 06/15/18
            476556CW3CO SR NT 5.65% 06/01/17
JERSEY CENT PWR & LT476556CW3
            476556CX1476556CX1
JERSEY CENT PWR & LT CO SR NT 6.15% 06/01/37
            476556CY9476556CY9
JERSEY CENT PWR & LT CO SR NT AMBAC 37 06/01/37
            476556DA0476556DA0
JERSEY CENT P&L 7.35% SR NTS 02/01/19
            478160AF1478160AF1
Johnson & Johnson 6.730% DEB 11/15/23
            478160AJ3 478160AJ3
Johnson & Josnson 6.950% DEB 09/01/29
            478160AL8 478160AL8
Johnson & Johnson 4.95% DEB 5/15/2033
            478160AM6  478160AM6
Johnson & Johnson 3.800% DEB 05/15/13
            478160AN4478160AN4
Johnson & Johnson 5.95% NTS 8/15/37
            478160AP9478160AP9
Johnson & Johnson 5.15% NTS 8/15/12
            478160AQ7478160AQ7
Johnson & Johnson 5.55% NTS 8/15/17
            478160AR5478160AR5
Johnson & Johnson 5.5% SR British Pounds NTS 11/6/24
            478160AS3478160AS3
Johnson & Johnson 4.75% EUROs NTS 11/6/19
            478160AT1478160AT1
Johnson & Johnson 5.85% SR NTS 7/15/38
            478160AU8478160AU8
Johnson & Johnson 5.15% SR NTS 7/15/18
            478160AV6478160AV6
JOHNSON & JOHNSON 4.50% SR NTS 09/01/40
            478160AW4  2.95% SR NTS
JOHNSON & JOHNSON 478160AW4 09/01/20
            478366AE7478366AE7
Johnson Controls Inc 7.700% DEB 03/01/15
            478366AF4478366AF4
Johnson Controls Inc 6.950% DEB 12/01/45
            478366AG2478366AG2
Johnson Controls Inc 7.125% NTS 07/15/17
            478366AM9  478366AM9
Johnson Controls Inc 4.875% NTS 09/15/13
            478366AN7478366AN7
Johnson Controls Inc 6% SR NTS 1/15/36
            478366AR8478366AR8
Johnson Controls Inc 5.5% SR NTS 1/15/16
            478366AU1478366AU1
JOHNSON CTLS INC SR NT 5% 03/30/20
            480081AH1480081AH1
Jones Apparel 5.125% SR NTS 11/15/14
            480081AK4480081AK4
Jones Apparel 6.125% SR NTS 11/15/34
            481247AA2481247AA2
JP MORGAN CHASE & CO. 3.125% FDIC GTD NOTES 12/01/11
            481247AE4481247AE4
JP MORGAN CHASE & CO 2.125% FDIC GTD 06/22/12
            481247AG9481247AG9
JP MORGAN CHASE 1.65% FDIC GTD 02/23/11
            481247AK0481247AK0
JP MORGAN CHASE 2.2% FDIC GTD 06/15/12
             CHASE & CO481247AM6
JPMORGAN481247AM6 FDIC TLGP GTD SRNT2.125% 12/26/12
            INC SR NT 8.75% 05/01/14
KAR HLDGS 48238QAE548238QAE5
            INC SR SUB NT 10% 05/01/15
KAR HLDGS 48238QAF248238QAF2
            482434AF4482434AF4
KCS ENERGY INC SR NT 7.125% 04/01/12
            INC SR DB 482620AW1
KN ENERGY482620AW1 7.25% 03/01/28
            INC SR DB 7.45% 03/01/98
KN ENERGY482620AX9482620AX9
             LINE OPER SR NT 7.75%
KANEB PIPE484168AA7484168AA7 02/15/12
             LINE OPER SR UNSEC5.875% 06/01/13
KANEB PIPE484168AC3484168AC3
            Power & Light 6.5% SR
Kansas City 485134BC3485134BC3 NTS 11/15/11
            Power & Light 6.05% SR
Kansas City 485134BH2485134BH2 NTS 11/15/35
            P&L 5.85% SR NTS 6/15/17
Kansas City 485134BJ8 485134BJ8
            P&L 6.375% NTS 3/1/18
Kansas City 485134BK5485134BK5
            Southern 8% SR NTS 6/1/15
Kansas City 485188AG1485188AG1
            485188AH9485188AH9
KANSAS CITY SOUTHERN RY 13% NTS 12/15/13
            48666KAH248666KAH2
KB Home 5.75% notes due 2/1/2014
            48666KAK548666KAK5
KB Home 6.375% notes due 8/15/2011
            48666KAL348666KAL3
KB Home 5.875% notes due 1/15/2015
            48666KAM1  48666KAM1
KB Home 6.25% notes due 6/15/2015
            48666KAN948666KAN9
KB Home 7.25% sr nts due 6/15/2018
            48666KAP448666KAP4
KB HOME SR NT 9.1% 09/15/17
            487836AS7487836AS7
Kellogg Company 6.6% NTS 4/1/11
            487836AT5487836AT5
Kellogg Company 7.45% DEBS 4/1/31
            487836AZ1487836AZ1
Kellogg Co 5.125% SR NTS 12/3/12
            4.25% NTS 3/6/13
Kellogg Co. 487836BA5487836BA5
            487836BB3487836BB3
KELLOGG CO SR NT 4.45% 05/30/16
            487836BC1487836BC1
KELLOGG CO SR NT 4.15% 11/15/19
            489170AB6489170AB6
Kennametal Inc 7.200% SR NTS 06/15/12
            491386AL2 491386AL2
KENTUCKY POWER CO SR NT 5.625% 12/01/32
            492386AK3492386AK3
Kerr-McGee 7.125% due 10/15/27
            492386AS6492386AS6
Kerr-McGee 6.875% due 9/15/11
            492386AT4492386AT4
Kerr-McGee 7.875% due 9/15/31
            492386AU1492386AU1
Kerr-McGee 6.95% due 7/1/24
            492914AR7492914AR7
KEY ENERGY SVCS INC SR NT 8.375% 12/01/14
            49306CAD349306CAD3
KEY BK NA MED TERM SUBBKNTS BE FR 7% 02/01/11
            49306CAF849306CAF8
KEY BK NA MED TERM SUBBKNTS BE FR 5.7% 11/01/17
            49326EEB549326EEB5
KEYCORP MEDIUM TERM NTS BE SR NT 6.5% 05/14/13
            49326EEC3 08/13/15
KEYCORP 3.75% SR NTS49326EEC3
            49327LAA449327LAA4
KEYCORP CAPITAL VII 5.70% 06/15/2035
            49327XAA849327XAA8
Key Bank 5.95% nts 9/15/2015
            49327XAB649327XAB6
Key Bank 5.45% nts 3/3/2016
            49328CAA349328CAA3
KEY BANK 3.2% FDIC GTD NTS 06/15/12
            49337WAC4  49337WAC4
KeySpan Corp 8.000% NTS 11/15/30
            49337WAG59337WAG5
                       4
KeySpan Corp 4.650% NTS 04/01/13
            49337WAH3 9337WAH3
                       4
KeySpan Corp 5.875% NTS 04/01/33
            49337WAJ949337WAJ9
KeySpan Corp 5.803% NTS 04/01/35
            494368AQ6494368AQ6
Kimberly Clark Corp 6.875% DEB 02/15/14
            494368AR4494368AR4
Kimberly Clark Corp 5.625% NTS 2/15/12
            494368AS2494368AS2
Kimberly Clark Corp 6.375% DEB 01/01/28
            494368AT0494368AT0
Kimberly Clark Corp 6.25% DEB 7/15/18
            494368AX1494368AX1
Kimberly Clark Corp 5.000% NTS 08/15/13
            494368AY9494368AY9
Kimberly Clark Corp 4.875% DEB 8/15/15
            494368BB8494368BB8
Kimberly-Clark 6.125% NTS 8/1/17
            494368BC6494368BC6
Kimberly-Clark 6.625% NTS 8/1/37
            494368BD4494368BD4
Kimberly Clark 7.5% SR NTS 11/1/18
            494368BE2494368BE2
KIMBERLY-CLARK 3.625% SR NTS 08/01/20
            49446QAV349446QAV3
KIMCO RLTY CORP MTN BE FR 5.98% 07/30/12
            49446QAY749446QAY7
KIMCO RLTY CORP MTN BE FR 5.19% 10/01/13
            49446QBA849446QBA8
Kimco Realty Corp 4.82% SR NTS 8/15/2011
            49446QBB649446QBB6
Kimco Realty Corp 4.904% NTS 2/18/2015
            49446QBC449446QBC4
Kimco Realty Corp 4.82% SR NTS 6/1/2014
            49446QBD2  49446QBD2
Kimco Realty Corp 5.584% NTS 11/23/2015
            49446QBF749446QBF7
Kimco Realty Corp 5.783% NTS 3/15/16
            49446RAG449446RAG4
Kimco Realty Corp 6.000% NTS 11/30/12
            49446RAH249446RAH2
KIMCO REALTY CORP SR NT CR SEN 17 05/01/17
            49446RAJ8 49446RAJ8
KIMCO REALTY CORP SR NT 6.875% 10/01/19
            49446XAA449446XAA4
KIMCO REALTY 4.3% SR NTS 02/01/18
            494550AH9494550AH9
Kinder Morgan Energy Prtn 6.750% NTS 03/15/11
            494550AJ5 494550AJ5
Kinder Morgan Energy Prtn 7.400% NTS 03/15/31
            494550AK2494550AK2
Kinder Morgan Energy Prtn 7.125% NTS 03/15/12
            494550AL0 494550AL0
Kinder Morgan Energy Prtn 7.750% NTS 03/15/32
            494550AQ9494550AQ9
Kinder Morgan Energy Prtn 7.300% NTS 08/15/33
            494550AR7494550AR7
Kinder Morgan Energy Prtn 5.000% NTS 12/15/13
            494550AS5494550AS5
Kinder Morgan Energy Prtn 5.125% NTS 11/15/14
            494550AT3494550AT3
Kinder Morgan Energy Prtn 5.800% NTS 03/15/35
            494550AU0494550AU0
Kinder Morgan Energy Prtn 6% NTS 2/1/17
            494550AV8494550AV8
Kinder Morgan Energy Prtn 6.5% NTS 2/1/37
            494550AW6   494550AW6
Kinder Morgan Energy Partners 6.95% SR NTS 1/15/38
            494550AX4494550AX4
Kinder Morgan Energy Partners 5.85% NTS 9/15/12
            494550AY2494550AY2
Kinder Morgan Energy Partners 5.95% NTS 2/15/18
            494550AZ9494550AZ9
KINDER MORGAN ENER PART 9% SR NTS 02/1/19
            494550BA3494550BA3
KINDER MORGAN ENERGY PART 5.625% SR NTS 02/15/15
            494550BB1494550BB1
KINDER MORGAN ENERGY 6.85% SR NTS 02/15/20
            494550BC9494550BC9
KINDER MORGAN ENERGY PARTNERS SR NT 5.8% 03/01/21
            494550BD7494550BD7
KINDER MORGAN ENERGY PARTNERS SR NT 6.5% 09/01/39
            494553AB6494553AB6
KINDER MORGAN INC SR NT 6.5% 09/01/12
            494553AC4494553AC4
KINDER MORGAN INC SR NT 5.15% 03/01/15
            49455WAD8 9455WAD8
                        4
KINDER MORGAN FINANCE CORP ULC GTD NT 5.7% 01/05/16
            49455WAF3   49455WAF3
KINDER MORGAN FINANCE CORP ULC GTD NT 6.4% 01/05/36
            AMER INC GTD SR NT 14
KINGSWAY 496820AB7496820AB7 02/01/14
            499040AH6499040AH6
Knight Ridder Inc 7.150% DEB 11/01/27
            499040AL7 499040AL7
Knight Ridder Inc 6.875% DEB 03/15/29
            499040AM5   499040AM5
Knight Ridder Inc 7.125% NTS 06/01/11
            499040AN3499040AN3
Knight Ridder Inc 4.625% NTS 11/01/14
            499040AP8499040AP8
Knight Ridder Inc 5.75% NTS 9/1/2017
            500255AC8500255AC8
Kohls Corp 7.375% NTS 10/15/11
            500255AM6 03/01/11
KOHLS CORP NT           500255AM6
                      6.3%
            500255AN4500255AN4
Kohls Corp 6.000% DEB 01/15/33
            500255AP9500255AP9
Kohls Corp 6.25% NTS 12/15/17
            500255AQ7500255AQ7
Kohls Corp 6.875% NTS 12/15/37
            500472AA3500472AA3
Koninklijke Philips 4.625% NTS 3/11/13
            500472AB1500472AB1
Koninklijke Philips 5.75% SR NTS 3/11/18
            500472AC9500472AC9
Koninklijke Philips 6.875% NTS 3/11/38
            500631AB2500631AB2
KOREA ELECTRIC PWR DEB 7.75% 04/01/13
            500631AH9500631AH9 02/01/27
KOREA ELECTRIC PWR DEB          7%
            50063AAA450063AAA4
KOREA ELEC PWR CORP DEB 6.75% 08/01/27
            5.625% NTS 11/01/11
Kraft Foods50075NAB050075NAB0
            6.500% NTS 11/01/31
Kraft Foods50075NAC850075NAC8
            6.250% NTS  50075NAH7
Kraft Foods50075NAH7 06/01/12
            5.250% NTS 10/01/13
Kraft Foods50075NAL850075NAL8
            6% NTS 2/11/13
Kraft Foods50075NAQ7    50075NAQ7
            7% NTS 8/11/37
Kraft Foods50075NAR550075NAR5
            6.5% NTS 8/11/17
Kraft Foods50075NAS350075NAS3
            6.875% NTS 2/1/38
Kraft Foods50075NAT150075NAT1
            6.125% NTS  50075NAU8
Kraft Foods50075NAU8 2/1/18
            6.125% NTS 8/23/18
Kraft Foods50075NAV650075NAV6
            6.875% NTS 1/26/39
                       5
Kraft Foods50075NAW40075NAW4
           50075NAX250075NAX2
KRAFT FOODS INC 6.75% NTS 02/19/14
           50075NAY050075NAY0
KRAFT FOODS INC NT 2.625% 05/08/13
           50075NAZ750075NAZ7
KRAFT FOODS INC NT 6.5% 02/09/40
           50075NBA150075NBA1
KRAFT FOODS INC NT 5.375% 02/10/20
           50075NBB950075NBB9
KRAFT FOODS INC NT 4.125% 02/09/16
           501044BK6501044BK6
Kroger Company 7.000% SR NTS 05/01/18
           501044BM2   501044BM2
Kroger Company 6.800% NTS 12/15/18
           501044BT7501044BT7
Kroger Company 7.700% SR NTS 06/01/29
           501044BV2501044BV2
Kroger Company 8.000% SR NTS 09/15/29
           501044BZ3501044BZ3
Kroger Company 7.500% SR NTS 04/01/31
           501044CA7501044CA7
Kroger Company 6.800% SR NTS 04/01/11
           501044CC3501044CC3
Kroger Company 6.750% SR NTS 04/15/12
           501044CD1501044CD1
Kroger Company 6.200% SR NTS 06/15/12
           501044CE9501044CE9
Kroger Company 5.500% SR NTS 02/01/13
           501044CF6 due 01/15/15
Kroger Company 4.95%501044CF6
           501044CG4501044CG4
Kroger Co 6.4% SR NTS 8/15/17
           501044CH2501044CH2
Kroger Co. 6.15% SR NTS 1/15/20
           501044CJ8 501044CJ8
Kroger Co. 5% SR NTS 4/15/13
             SR NT 6.9% 04/15/38
KROGER CO501044CK5501044CK5
           501044CL3 501044CL3
KROGER CO. 7.5% SR NTS 01/15/2014
             SR NT 3.9%501044CM1
KROGER CO501044CM1 10/01/15
           502413AQ0502413AQ0
L-3 COMMUNICATIONS CORP SR SB NT6.125% 01/15/14
           502413AS6502413AS6
L-3 Communications 5.875% GTD NTS 1/15/15
           50540RAD450540RAD4
LABORATORY CORP AMER HLDGS SR NT 5.5% 02/01/13
           Corporation 5 5/8% NTS
Laboratory 50540RAF950540RAF9 12/15/15
             6.5% 1st MTG 10/15/12
Laclede Gas505588AX1505588AX1
             7% 1st MTG 6/1/29
Laclede Gas505588AY9505588AY9
             7.9% 1st MTG 9/15/30
Laclede Gas505588BA0505588BA0
             5.5% 1st MTG 5/1/19
Laclede Gas505588BD4505588BD4
             6% 1st MTG 5/1/34
Laclede Gas505588BE2505588BE2
             6.15% 1st 505588BF9
Laclede Gas505588BF9MTG 6/1/36
           517834AB3517834AB3
Las Vegas Sands 6.375% GTD NTS 2/15/15
           51803XGS251803XGS2
LASALLE FUNDING LLC NTS 02/15/2017
           51803XKL2 BOOK ENTRY
LASALLE FDG LLC MTN 51803XKL2 CALL 6.25% 07/15/26
           518439AA2518439AA2
Estee Lauder 6% SR NTS 1/15/12
           52107QAC952107QAC9
Lazard Group LLC 7.125% nts 5/15/15
           52107QAE552107QAE5
Lazard Group 6.85% NTS 6/15/17
            7.875% 03/15/18
LEAR CORP 521865AR6521865AR6
            8.125% 03/15/20
LEAR CORP 521865AS4521865AS4
           524660AS6524660AS6
Leggett & Platt 4.700% NTS 04/01/13
           524660AT4524660AT4
Leggett & Platt 4.400% NTS 07/01/18
           524660AU1524660AU1
Leggett & Platt 4.650% NTS 11/15/14
           524660AV9524660AV9
Leggett & Platt 5% NTS 8/15/2015
           52602EAC652602EAC6
Lender Processing Services 8.125% GTD NTS 7/1/16
           526057AG9526057AG9
Lennar Corp 5.950% SR NTS 03/01/13
           526057AK0526057AK0
Lennar Corp 5.500% SR NTS 09/01/14
             526057AS3526057AS3
Lennar Corp 5.6% SR NTS 5/31/15
             526057AU8526057AU8
Lennar Corp 5.95% SR NTS 10/17/11
             526057AW4  526057AW4
Lennar Corp 6.5% SR NTS 4/15/16
             526057BA1526057BA1
LENNAR CORP SR NT-B 12.25% 06/01/17
             526107AC1526107AC1
LENNOX INTL INC SR NT 4.9% 05/15/17
             527288AH7527288AH7
LEUCADIA NATIONAL 7.75% SR NTS 8/15/13
             527288AS3527288AS3
Leucadia National 7% SR NTS 8/15/13
             527288BC7527288BC7
LEUCADIA NATL CORP SR NT 7.125% 03/15/17
             527288BD5527288BD5
Leucadia National 8.125% SR NTS 9/15/15
             529772AD7529772AD7
Lexmark International 5.9% SR NTS 6/1/13
             529772AE5529772AE5
Lexmark International 6.65% SR NTS 6/1/18
             53117CAF953117CAF9
LIBERTY PPTY LTD PARTNERSHIP SR NT 7.25% 03/15/11
             53117CAG753117CAG7
LIBERTY PPTY LTD PARTNERSHIP SR NT 6.375% 08/15/12
             53117CAH553117CAH5
LIBERTY PPTY LTD PARTNERSHIP SR NT 5.65% 08/15/14
             53117CAJ1 53117CAJ1
LIBERTY PPTY LTD PARTNERSHIP SR NT 5.125% 03/02/15
             53117CAK853117CAK8
Liberty Property LP 5.500% NTS 12/15/16
             53117CAL653117CAL6
LIBERTY PPTY LTD PARTNERSHIP SR NT 6.625% 10/01/17
             53117CAM4  53117CAM4
LIBERTY PROPERTY LP 4.75% SR NTS 10/01/20
             53117EAD053117EAD0
LIBERTY PPTY L P MTN BE FR 7.5% 01/15/18
             532457AM0NTS 6/01/25
LILLY (ELI) & CO 7 1/8%532457AM0
             532457AN8532457AN8
LILLY (ELI) & CO 6.57% NTS 01/01/16
             532457AP3532457AP3
LILLY (ELI) & CO 6.77% NTS 1/1/36
             532457AU2532457AU2
LILLY ELI & CO NT 6% 03/15/12
             532457AX6532457AX6
Eli Lilly & Company 4.500% NTS 03/15/18
             532457AZ1532457AZ1
Eli Lilly & Company 5.500% NTS 03/15/27
             532457BA5532457BA5
Eli Lilly & Company 5.55% NTS 03/15/37
             532457BB3532457BB3
Eli Lilly & Company 5.2% NTS 03/15/17
             532457BC1532457BC1
ELI LILLY & CO 5.95% SR NTS 11/15/37
             532457BD9532457BD9
ELI LILLY & CO 3.55% SR NTS 03/06/12
             532457BE7532457BE7
ELI LILLY & CO 4.2% SR NTS 03/06/14
              Inc 6.125% NTS 12/01/12
The Limited532716AH0532716AH0
              Inc 6.95% DEBS 3/01/33
The Limited532716AK3532716AK3
              Inc 5.250% NTS 11/01/14
The Limited532716AL1 532716AL1
             532716AM9 NTS 7/15/17
Limited Brands 6.9% SR532716AM9
             532716AN7532716AN7
Limited Brands 7.6% SR NTS 7/15/37
             532716AR8532716AR8
LIMITED BRANDS INC SR NT 8.5% 06/15/19
             532716AS6532716AS6
LIMITED BRANDS INC 7.0% 05/01/20
             532776AJ0 532776AJ0
LIN TELEVISION CORP SR SB NT 6.5% 05/15/13
             532776AR2532776AR2
LIN TELEVISION CORP SR SB NT 6.5% 05/15/13
             534187AL3 534187AL3
Lincoln National Corp IN 7.000% NTS 03/15/18
             534187AM1
LINCOLN NATL CORP IND NT         6.2%
                        534187AM1 12/15/11
             534187AP4534187AP4
Lincoln National Corp IN 4.750% NTS 02/15/14
             534187AR0534187AR0
LINCOLN NATL CORP IND SR NT 6.15% 04/07/36
             534187AV1534187AV1
Lincoln National 5.65% NTS 8/27/12
             534187AW9  534187AW9
Lincoln National 6.3% SR NTS 10/9/37
             534187AX7534187AX7
LINCOLN NATL CORP IND SR NT 8.75% 07/01/19
             534187AY5534187AY5
LINCOLN NATIONAL CORP 6.25% SR NTS 02/15/20
            534187AZ2534187AZ2
LINCOLN NATIONAL CORP 4.3% SR NTS 06/15/15
            534187BA6534187BA6
LINCOLN NATIONAL CORP 7.0% SR NTS 06/15/40
            538021AC0538021AC0
LITTON INDS INC DEB 7.75% 03/15/26
            538021AH9538021AH9
LITTON INDS INC DEB 6.98% 03/15/36
            538021AK2538021AK2
LITTON INDS INC SR DB 6.75% 04/15/18
            539830AD1539830AD1
Lockheed Martin Corp 7.200% DEB 05/01/36
            539830AE9539830AE9
Lockheed Martin Corp 7.650% DEB 05/01/16
            539830AF6539830AF6
Lockheed Martin Corp 7.750% DEB 05/01/26
            539830AK5539830AK5
Lockheed Martin Corp 8.500% DEB 12/01/29
            539830AR0539830AR0
LOCKHEED MARTIN CORP NT 6.15% 09/01/36
            539830AS8539830AS8
Lockheed Martin 4.121% SR NTS 3/14/13
            539830AT6539830AT6
LOCKHEED MARTIN CORP SR NT 4.25% 11/15/19
            539830AU3539830AU3
LOCKHEED MARTIN CORP SR NT 5.5% 11/15/39
            540424AE8540424AE8
Loews Corporation 8.875% DEB 04/15/11
            540424AN8540424AN8
Loews Corporation 5.250% SR NTS 03/15/16
            540424AP3540424AP3
Loews Corporation 6.000% SR NTS 02/01/35
            543859AH5543859AH5
LORAL CORP SR DEB 7% 09/15/23
            543859AK8543859AK8
LORAL CORP SR DEB 8.375% 06/15/24
            543859AL6 543859AL6
LORAL CORP DEB 7.625% 06/15/25
            TOBACCO CO 8.125% SR
LORILLARD 544152AA9544152AA9 NTS 06/23/19
            TOB CO SR NT 6.875%
LORILLARD 544152AB7544152AB705/01/20
            TOB CO SR NT 8.125%
LORILLARD 544152AC5544152AC505/01/40
            LD & EXPL CO DEB 7.625% 04/15/13
LOUISIANA 546268AF0546268AF0
            LD & EXPL CO DEB 7.65% 12/01/23
LOUISIANA 546268AG8546268AG8
            548661AH0548661AH0
Lowes Cos Inc 6.875% DEB 02/15/28
            548661AK3548661AK3
Lowes 6.500% DEB 03/15/29
            548661CH8548661CH8
Lowes Cos Inc 5% NTS 10/15/15
            548661CJ4 548661CJ4
Lowes Cos Inc 5.5% BDS 10/15/35
            548661CK1548661CK1
Lowes Cos Inc 5.4% NTS 10/15/16
            548661CL9 548661CL9
Lowes Cos Inc 5.8% NTS 10/15/36
            548661CM7 NTS 9/15/12
Lowes Companies 5.6%548661CM7
            548661CN5548661CN5
Lowes Companies 6.1% NTS 9/15/17
            548661CP0548661CP0
Lowes Companies 6.65% NTS 9/15/37
             INC NT 4.625% 04/15/20
LOWES COS548661CQ8548661CQ8
             INC NT 5.8% 04/15/40
LOWES COS548661CR6548661CR6
            548661CS4 548661CS4
LOWES COMPANIES INC. 2.125% SR NTS 04/15/16
            548661CT2548661CT2
LOWES COMPANIES 3.75% SR NTS 04/15/21
            54866NBJ7 54866NBJ7
Lowes Cos Inc 7.11% MTNS 5/15/37
             INC MED TERM NTS BE
LOWES COS54866NBK454866NBK4 FR 7.61% 06/17/27
            54866NBP354866NBP3
Lowes Cos Inc 7.2% MTNS 9/1/27
            549271AA2549271AA2
Lubrizol Corp 7.250% DEB 06/15/25
            549271AE4549271AE4
Lubrizol Corp 5.500% SR NTS 10/01/14
            549271AF1549271AF1
Lubrizol Corp 6.500% SR DEB 10/01/34
            549271AG9549271AG9
LUBRIZOL CORP 8.875% NTS 02/01/19
            549463AC1549463AC1 6.5% 01/15/28
LUCENT TECHNOLOGIES INC DEB
            549463AE7549463AE7
LUCENT TECHNOLOGIES INC DEB 6.45% 03/15/29
            55259PAC055259PAC0
M&I MARSHALL & ILSLEY BK MTNBE FR 5.25% 09/04/12
           55259PAD855259PAD8
M&I MARSHALL & ILSLEY BK MTNBE FR 5% 01/17/17
           55262CAB655262CAB6
MBIA Inc 9.375% NTS 02/15/11
           55262CAD255262CAD2
MBIA Inc 7.150% DEB 07/15/27
           55262CAE055262CAE0
MBIA Inc 7.000% DEB 12/15/25
           55262CAF755262CAF7
MBIA Inc 6.625% DEB 10/01/28
           55262CAH355262CAH3
MBIA INC SR NT 6.4% 08/15/22
           55262CAJ9 55262CAJ9
MBIA Inc 5.700% SR NTS 12/01/34
           55263BAA955263BAA9
MBNA CAPITAL A 8.278% CAP SEC SER A 12/01/26
           55263KAA955263KAA9
MBNA CAPITAL B FR CAP SEC SER B 02/01/27
           552676AM0   552676AM0
M D C HOLDINGS INC 7% NTS 12/01/2012
           552676AN8552676AN8
M D C HOLDINGS INC 5 1/2% NTS 05/15/2013
           552676AP3552676AP3
M.D.C. HOLDINGS, INC. 5.625% SR NTS 02/01/20
           552690AF6552690AF6
MDU RES GROUP INC SR NT 5.98% 12/15/33
           5526J0AA6 5526J0AA6
M D C HOLDINGS INC 5.375% NTS 12/15/2014
           5526J0AB4 5526J0AB4
M D C HOLDINGS INC 5.375% NTS 07/01/2015
           552845AG4552845AG4
MGIC Investment 5.625% SR NTS 9/15/11
           552848AA1552848AA1
MGIC INVT CORP WIS SR NT 5.375% 11/01/15
           552953AE1552953AE1
MGM Mirage 8.375% GTD NTS 2/1/11
           552953AG6552953AG6
MGM Mirage 5.875% SR NTS 2/27/14
           552953AL5 NTS 9/1/12
MGM Mirage 6.75% SR552953AL5
           552953AR2552953AR2
MGM Mirage 6.625% GTD NTS 7/15/15
           552953AW1NTS 4/1/13
MGM Mirage 6.75% SR552953AW1
           552953AY7552953AY7
MGM Mirage 6.875% GTD NTS 4/1/16
           552953BB6552953BB6
MGM Mirage 7.625% GTD NTS 1/15/17
           552953BC4552953BC4
MGM Mirage 7.5% GTD NTS 6/1/16
           552953BE0552953BE0
MGM MIRAGE SR NT 13% 11/15/13
           6.875% GTD NTS 4/1/12
M/I Homes 55305BAC555305BAC5
           CORP SR NT 7.625% 08/15/15
MAC-GRAY 554153AC0554153AC0
           55448QAE655448QAE6
Mack-Cali Realty 7.75% NTS 2/15/11
           55448QAF355448QAF3
Mack-Cali Realty 6.15% NTS 2/15/12
           55448QAH9   55448QAH9
Mack-Cali Realty 4.6% NTS 6/15/13
           55448QAJ555448QAJ5
Mack-Cali Realty 5.125% NTS 2/15/14
           55448QAK255448QAK2
Mack-Cali Realty 5.125% due 1/15/15
           55448QAM85448QAM8
                       5
Mack-Cali Realty 5.8% BDS 1/15/16
           55448QAN6 NTS 1/15/12
Mack-Cali Realty 5.25%55448QAN6
           REALTY CORP 7.75% SR
MACK-CALI 55448QAP155448QAP1 NTS 08/15/19
           554783AK6554783AK6 7.7% 02/15/26
MACMILLAN BLOEDEL LTD DEB
           55616XAA555616XAA5
Macy's Retail Holdings, Inc. 7.45% DEB 7/15/17
           55616XAB355616XAB3
Macy's Retail Holdings, Inc. 6.79% DEB 7/15/27
           55616XAC155616XAC1
Macy's Retail Holdings, Inc. 7% SR DEB 02/15/28
           55616XAD955616XAD9
Macys Retail Holdings 5.875% GTD NTS 1/15/13
           55616XAE755616XAE7
Macys Retail Holdings 7.875% GTD NTS 7/15/15
           559080AA4559080AA4
Magellan Midstream Ptrns 6.450% NTS 06/01/14
           559080AB2559080AB2
Magellan Midstream Ptrns 5.650% NTS 10/15/16
           MIDSTREAM PRTNRS LP
MAGELLAN 559080AC0559080AC0 SR NT 6.4% 05/01/37
           559080AD8559080AD8
Magellan Midstream Partners 6.4% SR NTS 7/15/18
           MIDSTREAM PARTN 6.55% SR NTS 07/15/19
MAGELLAN 559080AE6559080AE6
             RESORT GROUP SR NT
MANDALAY562567AP2562567AP2 6.375% 12/15/11
            563571AF5563571AF5
MANITOWOC INC SR NT 7.125% 11/01/13
            563571AG3563571AG3
MANITOWOC INC SR NT 9.5% 02/15/18
            563571AH1563571AH1
MANITOWOC CO 8.50% SR NTS 11/01/20
            56501RAA456501RAA4
MANULIFE FINANCIAL CORP 3.4% SR NTS 09/17/2015
            56501RAB256501RAB2
MANULIFE FINANCIAL CORP 4.9% SR NTS 09/17/20
            565849AA4565849AA4
Marathon Oil Corp 6.125% NTS 03/15/12
            565849AB2565849AB2
Marathon Oil Corp 6.800% NTS 03/15/32
            565849AD8565849AD8
Marathon Oil 6% SR NTS 10/1/17
            565849AE6565849AE6
Marathon Oil 6.6% SR NTS 10/1/37
            565849AF3565849AF3
Marathon Oil 5.9% NTS 3/15/18
            565849AG1565849AG1
MARATHON OIL CORP SR NT 6.5% 02/15/14
            565849AH9565849AH9
MARATHON OIL CORP SR NT 7.5% 02/15/19
            570506AC9570506AC9
Markwest Energy 6.875% GTD NTS 11/1/14
            570506AE5570506AE5
Markwest Energy Partners 8.5% GTD NTS 7/15/16
            570506AH8570506AH8
Markwest Energy Partners 8.75% SR NTS 4/15/18
             ENERGY PARTNERS LP
MARKWEST570506AL9 570506AL9 / GTD SR 6.875% 11/01/14
             ENERGY PARTNERS 6.75% 11/01/20
MARKWEST570506AM7      570506AM7
            570535AF1570535AF1
Markel Corp 6.800% SR NTS 02/15/13
            570535AG9570535AG9
Markel Corp 7.350% SR NTS 08/15/34
            570535AH7570535AH7
MARKEL CORP SR NT 7.125% 09/30/19
            571748AE2571748AE2
MARSH & MCLENNAN COS INC SR NT 6.25% 03/15/12
            571748AJ1 571748AJ1
Marsh & McLennan Cos 4.850% SR NTS 02/15/13
            571748AK8571748AK8
Marsh & McLennan Cos 5.875% SR NTS 08/01/33
            571748AM4  571748AM4
Marsh & McLennan 5.375% SR NTS 7/15/14
            571748AP7571748AP7
Marsh & McLennan Cos 5.75% SR NTS 09/15/15
            571748AQ5571748AQ5
MARSH & MCLENNAN COS INC SR NT 9.25% 04/15/19
            & ILSLEY CORP
                       57183HFW6
MARSHALL 57183HFW6 MTNS BE FR 5.02% 07/01/18
            57183HGA3 NTS 4/1/11
Marshall & Ilsley 5.35%57183HGA3
            571900AZ2571900AZ2
Marriott International 5.81% NTS 11/10/15
            571903AE3571903AE3
Marriott International 4.625% NTS 6/15/12
            571903AF0571903AF0
Marriott International 6.2% NTS 6/15/16
            571903AG8571903AG8
Marriott Intl 6.375% NTS 6/15/17
            571903AH6571903AH6
Marriott International 5.625% NTS 2/15/13
            573284AA4573284AA4
Martin Marietta Materials 7.000% DEB 12/01/25
            573284AG1573284AG1
MARTIN MARIETTA MATLS INC NT 6.875% 04/01/11
            573284AJ5 573284AJ5
MARTIN MARIETTA MATLS INC SR NT 6.25% 05/01/37
            573284AK2573284AK2
Martin Marietta Materials 6.6% SR NTS 4/15/18
            574599AN6574599AN6
Masco Corporation 7.125% DEB 08/15/13
            574599AR7574599AR7
Masco Corporation 6.625% DEB 04/15/18
            574599AT3574599AT3
Masco Corporation 7.750% DEB 08/01/29
            574599AX4574599AX4
Masco Corporation 5.875% NTS 07/15/12
            574599AY2574599AY2
Masco Corporation 6.500% NTS 08/15/32
            574599BB1574599BB1
MASCO CORP ZR CPN CV NTS 07/20/2031
            574599BC9574599BC9
Masco Corporation 4.8% due 06/15/2015
            574599BD7574599BD7
Masco Corporation 6.125% due 10/3/2016
            574599BF2 574599BF2
Masco Corporation 5.85% NTS 3/15/17
          574599BG0574599BG0
MASCO CORP SR NT 7.125% 03/15/20
          576203AH6576203AH6
Massey Energy 6.875% GTD NTS 12/15/13
          576323AF6576323AF6
MASTEC INC SR NT 7.625% 02/01/17
          57773AAJ1 57773AAJ1
MAXCOM TELECOMUNICACIONES SA GTD SR NT 11% 12/15/14
          577778AR4577778AR4
May Department Stores Co 10.250% DEB 01/01/21
          577778AX1577778AX1
May Department Stores Co 7.500% DEB 06/01/15
          577778AZ6577778AZ6 06/01/25
MAY DEPT STORES CO DEB      7.6%
          577778BB8577778BB8
May Department Stores Co 7.625% DEB 08/15/13
          577778BC6577778BC6
May Department Stores Co 8.125% DEB 08/15/35
          577778BD4577778BD4
May Department Stores Co 7.875% DEB 08/15/36
          577778BE2577778BE2
May Department Stores Co 7.450% DEB 09/15/11
          577778BF9 577778BF9
May Department Stores Co 7.450% DEB 10/15/16
          577778BH5577778BH5
May Department Stores Co 6.700% DEB 09/15/28
          577778BK8577778BK8
MAY DEPT STORES CO DEB 7.875% 03/01/30
          577778BL6 577778BL6
May Department Stores Co 8.750% DEB 05/15/29
          577778BM4
MAY DEPT STORES CO NT      8.5%
                     577778BM4 06/01/19
          577778BN2577778BN2
May Department Stores Co 8.000% DEB 07/15/12
          577778BQ5577778BQ5
May Department Stores Co 6.9% NTS 01/15/32
          577778BS1 577778BS1
May Department Stores Co 5.750% NTS 07/15/14
          577778CB7577778CB7
May Department Stores Co 6.650% DEB 07/15/24
          577778CE1577778CE1
May Department Stores Co 6.700% DEB 07/15/34
          57859HBU757859HBU7
Maytag Corp. 5% MTNs 5/15/15
          57859HBV557859HBV5
Maytag Corp 6.45% MTNs 8/15/14
          & Co 5.2% NTS 12/15/15
McCormick 579780AD9579780AD9
          & Co 5.8% NTS 7/15/11
McCormick 579780AE7579780AE7
          & Co. 5.75% SR NTS 12/15/17
McCormick 579780AF4579780AF4
          & Co. 5.25% NTS 9/1/13
McCormick 579780AG2579780AG2
          580135BF7 580135BF7
MCDONALDS CORP 8 7/8% DEB 4/1/11
          580135BY6580135BY6
MCDONALD CORP 6 3/8% DEB 01/08/2028
           Corp. 6% NTS
                     58013MDM3
McDonald's58013MDM3 4/15/11
           Corp. 5.75% NTS 3/1/12
                     5
McDonald's58013MDR2 8013MDR2
           Corp. 4.125% NTS 6/1/13
                     5
McDonald's58013MDU58013MDU5
           Corp. 5.3%58013MEA8
McDonald's58013MEA8MTNs 3/15/17
           Corp 5.8% 58013MEB6
McDonald's58013MEB6  MTNs 10/15/17
           6.3% MTNs 58013MEC4
McDonald's58013MEC4 10/15/37
          58013MED2  58013MED2
McDonalds's Corp 4.3% MTNs 3/1/13
           Corp 5.35%58013MEE0
McDonald's58013MEE0 MTNs 3/1/18
           Corp 6.3% MTNs 3/1/38
McDonald's58013MEF758013MEF7
          58013MEG5  58013MEG5
MCDONALD'S CORP 5.0% SR NTS 02/01/19
          58013MEH3  58013MEH3
MCDONALD'S CORP 5.7% SR NTS 02/01/39
           Corp. 3.5% 7/15/20
McDonald's58013MEJ958013MEJ9
           Corp 4.875%
                     58013MEK6
McDonald's58013MEK6 7/15/40
          580169AM2 CORP DEB
MCDONNELL DOUGLAS580169AM2 9.75% 04/01/12
          58017DFA358017DFA3
MCDONNELL DOUGLAS FIN SRMTN BE FR 7.3% 02/01/12
          580645AD1580645AD1
McGraw-Hill 5.375% NTS 11/15/12
          580645AE9580645AE9
McGraw-Hill 5.9% NTS 11/15/17
          580645AF6580645AF6
McGraw-Hill 6.55% BDS 11/15/37
            581557AM77.650% DEBS
McKesson Corporation 581557AM7 3/1/27
            581557AU9581557AU9
McKesson Corporation 5.25% NTS 3/1/13
            581557AV7581557AV7
McKesson Corporation 5.7% NTS 3/1/17
            CORP 6.50% 581557AW5
MCKESSON 581557AW5 NTS 02/15/14
            CORP 7.50% NTS 02/15/19
MCKESSON 581557AX3581557AX3
            58155QAA17.750% NTS
McKesson Corporation 58155QAA1 02/01/12
            582411AF1582411AF1
McMoran Exploration 11.875% GTD NTS 11/15/14
             7.35% DEBS582834AM9
Mead Corp.582834AM9 3/1/17
             7.55% DEBS 3/1/47
Mead Corp.582834AP2582834AP2
            583334AA5583334AA5
MeadWestvaco Corp 6.850% NTS 04/01/12
            583334AB3583334AB3
MeadWestvaco Corp 6.800% DEB 11/15/32
            583334AE7583334AE7
MEADWESTVACO CORP NT 7.375% 09/01/19
            58405UAC658405UAC6
MEDCO HEALTH SOLUTIONS 7.250 NTS 8/15/2013
            58405UAD4  58405UAD4
Medco Health Solutions 7.125% SR NTS 3/15/18
            58405UAE258405UAE2
Medco Health Solutions 6.125% SR NTS 3/15/13
            585055AH9585055AH9
Medtronic Inc. 4.75% SR NTS 9/15/15
            585055AN6585055AN6
MEDTRONIC INC SR NT 5.6% 03/15/19
            585055AP1585055AP1
MEDTRONIC INC SR NT 4.5% 03/15/14
            585055AQ9585055AQ9
MEDTRONIC INC SR NT 6.5% 03/15/39
            585055AR7585055AR7
MEDTRONIC INC SR NT 3% 03/15/15
            585055AS5585055AS5
MEDTRONIC INC SR NT 4.45% 03/15/20
            585055AT3585055AT3
MEDTRONIC INC SR NT 5.55% 03/15/40
            585515AB5585515AB5
Mellon Funding 6.4% GTD NTS 5/14/11
            585515AD1585515AD1
MELLON FDG CORP SB NT 5% 12/01/14
            585515AE9585515AE9
MELLON FDG CORP SUB NT 5.5% 11/15/18
            585515AG4585515AG4
MELLON FDG CORP SR NT 5.2% 05/15/14
            58551TAA558551TAA5
Mellon Capital IV Fixed-to-Float Capital Securities
            587405AB7587405AB7
MERCANTILE BANKSHARES CORP SB NT 4.625% 04/15/13
            589331AC1589331AC1
Merck & Company 6.300% DEB 01/01/26
            589331AD9589331AD9
Merck & Company 6.400% DEB 03/01/28
            589331AE7589331AE7
Merck & Company 5.950% DEB 12/01/28
            589331AH0589331AH0
Merck & Company 4.375% NTS 02/15/13
            589331AK3589331AK3
Merck & Company 4.750% NTS 03/01/15
            589331AL1 589331AL1
Merck & Company 5.125% NTS 11/15/11
            589331AM9  589331AM9
Merck & Company 5.75% NTS 11/15/36
            589331AN7589331AN7
MERCK & CO INC. 5.0% SR NTS 06/30/19
            589331AP2589331AP2
MERCK & CO INC NT 4% 06/30/15
            589331AQ0589331AQ0
MERCK & CO INC NT 5.85% 06/30/39
            589331AR8589331AR8
MERCK & CO INC NT 1.875% 06/30/11
            589400AA8589400AA8
Mercury General Corp 7.250% SR NTS 08/15/11
            59001AAK859001AAK8
Meritage Homes 6.25% SR NTS 3/15/15
            5901884M7  5901884M7
Merrill Lynch 6.05% NTS 5/16/16
            590188CC0590188CC0
MERRILL LYNCH & CO INC NT         8.4% 11/01/19
            590188JB5 590188JB5
Merrill Lynch & Co Inc 6.750% NTS 06/01/28
            590188JF6 590188JF6
Merrill Lynch & Co Inc 6.500% NTS 07/15/18
            590188JN9 590188JN9
Merrill Lynch & Co Inc 6.875% NTS 11/15/18
            59018SQ2359018SQ23
Merrill Lynch & Co Inc 0% NTS 09/25/18
            59018YE64 MTN BE FR
MERRILL LYNCH CO INC59018YE64 6% 06/15/37
            59018YJ36 59018YJ36
Merrill Lynch 6.05% MTNs 8/15/12
            59018YJ69 8/28/17
Merrill Lynch 6.4% NTS59018YJ69
            59018YM40  59018YM40
Merrill Lynch 5.45% NTS 2/5/13
            59018YMV0 MTN BE FR
MERRILL LYNCH CO INC59018YMV0 6.5% 04/16/12
            59018YN5659018YN56
Merrill Lynch 6.15% NTS 4/25/13
            59018YN6459018YN64
Merrill Lynch 6.875% NTS 4/25/18
            59018YRZ6 59018YRZ6
Merrill Lynch & Co Inc 5.3% NTS 9/30/2015
            59018YSU659018YSU6
Merrill Lynch & Co Inc 5% NTS 2/3/14
            59018YTM3 MTN BE FR
MERRILL LYNCH CO INC59018YTM3 6.05% 06/01/34
            59018YTZ4 59018YTZ4
Merrill Lynch & Co Inc 5.45% MTNs 7/15/14
            59018YUP459018YUP4
MERRILL LYNCH CO INC MTN BE FR 4.9325% 10/28/14
            59018YUW9  59018YUW9
Merrill Lynch & Co Inc 5% MTNs 1/15/2015
            59018YVH159018YVH1
MERRILL LYNCH CO INC MTN BE FR 4.7725% 06/16/15
            59018YXQ959018YXQ9
MERRILL LYNCH CO INC MTN BE CALL 6.9% 06/23/36
            59018YXZ9 59018YXZ9
Merrill Lynch 5.77% MTNs 7/25/11
            5901M0HB8  5901M0HB8
MERRILL LYNCH & CO INC MERRILL FR 6.25% 08/14/37
            5901M0HD4901M0HD4
                       5
MERRILL LYNCH & CO INC MERRILL FR 6.375% 11/20/37
            5901M0HE2  5901M0HE2
MERRILL LYNCH & CO INC MERRILL CALL 6.7% 03/11/38
            6.125% SR NTS 12/01/11
MetLife Inc 59156RAC259156RAC2
            5.375% SR NTS 12/15/12
MetLife Inc 59156RAD059156RAD0
            6.500% SR NTS 12/15/32
MetLife Inc 59156RAE859156RAE8
            5.000% SR NTS 11/24/13
MetLife Inc 59156RAG359156RAG3
            5.500% SR NTS 06/15/14
MetLife Inc 59156RAH159156RAH1
            6.375% SR 59156RAJ7
MetLife Inc 59156RAJ7 NTS 06/15/34
            5.7% SR NTS59156RAM0
MetLife Inc 59156RAM0 06/15/2035
            5% due 06/15/2015
MetLife Inc 59156RAN859156RAN8
             6.817% SR NTS 8/15/18
MetLife Inc.59156RAR959156RAR9
            59156RAT559156RAT5
METLIFE INC SR DB-B 7.717% 02/15/19
            59156RAU259156RAU2
METLIFE INC 6.75% SR NTS 06/01/16
            59156RAV059156RAV0
METLIFE INC 10.75% SR NTS 08/01/39
            WIRELESS 591709AJ9
METROPCS 591709AJ9INC SR NT 9.25% 11/01/14
            WIRELESS INC. 6.625%
METROPCS 591709AL4 591709AL4 11/15/20
            591894BU3591894BU3
METROPOLITAN EDISON CO SR NT 4.95% 03/15/13
            591894BW9  591894BW9
METROPOLITAN EDISON CO SR NT 4.875% 04/01/14
            591894BX7591894BX7
METROPOLITAN EDISON 7.7% NTS 01/15/19
            592663MS4  592663MS4
METRO WTR REF BDS SO CAL A93 5 3/4% 07/01/21
            594457BT9594457BT9
MICHIGAN CONS GAS CO SR NT 5.7% 03/15/33
            594457BU6594457BU6
MICHIGAN CONS GAS CO SR NT-E 5% 10/01/19
            597433AD3597433AD3
MIDLAND BK PLC SUB NT 6.95% 03/15/11
            604059AE5604059AE5
Minnesota Mining & Mfg. 6 3/8% DEBS 2/15/28
             POWER CO SR NT-G 5.4%
MISSISSIPPI605417BT0605417BT0 07/01/35
             POWER CO SR NT-07A
MISSISSIPPI605417BU7605417BU7 5.6% 11/15/17
             POWER CO SR NT-08A
MISSISSIPPI605417BV5605417BV5 6% 11/15/13
             POWER CO. 605417BW3
MISSISSIPPI605417BW3 5.55% SR NTS 03/01/19
            606198LF4 606198LF4
MISSOURI PACIFIC RR CO 4 3/4% 1/1/20
            606198LG2606198LG2
MISSOURI PACIFIC RR CO 4 3/4% 1/1/30
           606198LH0606198LH0
MISSOURI PACIFIC RR 5% DEBS 1/1/45
           8.625% GTD NTS 8/15/21
Mobil Corp 607059AT9607059AT9
           608190AF1608190AF1
Mohawk Industries 7.2% NTS 4/15/12
           61166WAA9 NTS 8/15/12
                      6
Monsanto Co 7.375% SR1166WAA9
           61166WAC5  61166WAC5
Monsanto Co 5.5% bonds 7/30/2035
           61166WAE1  61166WAE1
Monsanto Co 5.5% SR NTS 8/15/25
           61166WAF8  61166WAF8
Monsanto Co 5.125% SR NTS 4/15/18
           61166WAG61166WAG6
                      6
Monsanto 5.875% SR NTS 4/15/38
           611688AA0611688AA0
MONSANTO FIN CDA CO GTD SR NT 35 07/30/35
           614810AA7614810AA7
MONTPELIER RE HLDGS LTD SR NT 6.125% 08/15/13
           615322BC7615322BC7
MONUMENTAL GLOBAL FDG II SR SEC NT-06E 11 07/14/11
           615369AA3615369AA3
MOODY'S CORPORATION 5.50% SR NTS 09/01/20
           617446AS8617446AS8
Morgan Stanley Dean Wttr 7.000% DEB 10/01/13
           617446GM5  617446GM5
Morgan Stanley Dean Wttr 6.75% NTS 4/15/11
           617446HC6617446HC6
Morgan Stanley Dean Wttr 6.6% NTS 04/1/12
           617446HD4617446HD4
Morgan Stanley Dean Witter 7.25% SR NTS 4/1/32
           617446HR3617446HR3
Morgan Stanley Dean Wttr 5.3% NTS 3/1/13
           617446MK2  617446MK2
Morgan Stanley 1.5% Wal-Mart Exchangeable Nts 6/30/11 (MS)
           61745EG3961745EG39
MORGAN STANLEY D W DISC SRMTNS CALL 6.125% 11/12/24
           61745ESZ5 61745ESZ5
MORGAN STANLEY D W DISC SRMTNS CALL 7% 05/02/28
           61745EVQ161745EVQ1
MORGAN STANLEY D W DISC SRMTNS CALL 6% 04/25/18
           61746SBR961746SBR9
Morgan Stanley Dean Wttr 5.375% NTS 10/15/15
           61747YCL7 61747YCL7
MORGAN STANLEY 4.1% SR NTS 01/26/15
           61747YCM5  61747YCM5
MORGAN STANLEY 5.50% NTS 01/26/20
           61748AAE661748AAE6
Morgan Stanley Dean Wttr 4.75% NTS 4/1/14
           620076AH2620076AH2
Motorola Inc 7.500% DEB 05/15/25
           620076AK5620076AK5
Motorola Inc 6.500% DEB 09/01/25
           620076AM1  620076AM1
Motorola Inc 5.22% DEBS 10/1/97
           620076AP4620076AP4
Motorola Inc 6.500% DEB 11/15/28
           620076AX7620076AX7
Motorola Inc 8% SR NTS 11/1/11
           620076AY5620076AY5
Motorola Inc. 5.375% SR NTS 11/15/12
           620076AZ2620076AZ2
Motorola Inc. 6% SR NTS 11/15/17
           620076BA6620076BA6
Motorola Inc. 6.625% SR NTS 11/15/37
            FUEL SUPPLY CO MTN
MOUNTAIN62402XAZ462402XAZ4 BE FR 6.91% 08/06/12
            STS TEL & TELEG CO DEB 7.375% 05/01/30
MOUNTAIN624284BD6624284BD6
           624756AA0624756AA0
MUELLER INDS INC SUB DEB 6% 11/01/14
           624758AB4624758AB4
MUELLER WTR PRODS INC SR SB NT7.375% 06/01/17
           7.050% NTS 05/01/29
Murphy Oil 626717AA0626717AA0
           6.375% NTS 05/01/12
Murphy Oil 626717AB8626717AB8
           628530AG2628530AG2
MYLAN INC. 1.25% SR CONVERTIBLE NTS DUE 3/15/12
            SUB NT 10.2% 07/15/15
NCNB CORP628855AN8628855AN8
           629121AC8629121AC8
NGC CORP SR DEB 7.625% 10/15/26
           629121AF1629121AF1
NGC CORP SR DEB 7.125% 05/15/18
           629484AB2629484AB2
NYMAGIC INC SR NT 6.5% 03/15/14
           629491AA9629491AA9
NYSE Euronext 4.8% NTS 6/28/13
           629568AH9629568AH9
Nabors Industries 5.375% GTD NTS 8/15/12
           629568AQ9629568AQ9
Nabors Industries 6.15% GTD NTS 2/15/18
            629568AT3629568AT3
NABORS INDS INC GTD SR NT9.25% 01/15/19
            635405AM5   635405AM5
National City Corp 6.875% SUB NTS 05/15/19
            635405AQ6635405AQ6
National City Corp 4.900% SR NTS 01/15/15
            635421AA8635421AA8
National City PFD Capital Trust I FIX-FLT Rate APEX Securities
            636180BE0636180BE0
National Fuel Gas Co NJ 5.250% NTS 03/01/13
            636180BG5636180BG5
NATIONAL FUEL GAS CO N J NT 6.5% 04/15/18
            636180BJ9 636180BJ9
NATIONAL FUEL GAS CO 8.75% NTS 05/01/19
            63618EAM3   63618EAM3
NATIONAL FUEL GAS CO MTNS B E FR 7.395% 03/30/23
            63618EAR263618EAR2
NATIONAL FUEL GAS CO MTNS B E FR 7.375% 06/13/25
            63618EBA863618EBA8
NATIONAL FUEL GAS CO MTNS B E FR 6.70% 11/21/11
            636274AC6636274AC6
NATIONAL GRID PLC 6.30% NTS 8/1/2016
            637071AD3637071AD3
NATIONAL OILWELL VARCO INC SR NT 6.5% 03/15/11
            637071AG6637071AG6
NATIONAL OILWELL VARCO INC SR NT 5.65% 11/15/12
            637071AH4637071AH4
NATIONAL OILWELL VARCO INC SR NT 6.125% 08/15/15
            637417AB2637417AB2
National Retail Properties 6.875% NTS 10/15/17
            637432BK0637432BK0
NATIONAL RURAL UTIL FINC 7.20% NTS 10/01/2015
            637432BS3 FINC 7.35%
NATIONAL RURAL UTIL 637432BS3 NTS 11/01/2026
            637432CG8637432CG8
NATIONAL RURAL UTIL FINC 6.55% NTS 11/01/2018
            637640AD5637640AD5
National Semiconductor 6.15% SR NTS 6/15/12
            637640AE3637640AE3
National Semiconductor 6.6% SR NTS 6/15/17
            637640AF0637640AF0
NATIONAL SEMICONDUCTOR 3.95% Sr. Unsecured 04/15/15
            638585AN9638585AN9
NationsBank Corp 7.75% NTS 8/15/15
            638585AP4638585AP4
NationsBank Corp. 7.25% NTS 10/15/25
            638585AU3638585AU3
NationsBank Corp 7.8% NTS 9/15/16
            638585BF5 NTS 3/15/28
NationsBank Corp 6.8%638585BF5
            63858REN763858REN7
NATIONSBANK CORP SR MTN BE CALL 7.23% 08/15/12
            63858SAA763858SAA7
NATIONSBANK CORP MTN SUB NT BE FR 8.57% 11/15/24
            63858SBC263858SBC2
NationsBank Corp. 6.975% NTS 3/7/37
            63861QAZ163861QAZ1
NATIONWIDE HEALTH PPTYS MTNS PUT 6.9% 10/01/37
            63861QBD9   63861QBD9
NATIONWIDE HEALTH PPTYS MTNS PUT 6.59% 07/07/38
             Health Properties 8.25% MTNs 7/1/12
Nationwide63861QBU1     63861QBU1
             Health Properties 6% NTS
Nationwide638620AD6638620AD6 5/20/15
             Health Properties 6.5%
Nationwide638620AF1638620AF1 NTS 7/15/11
            638620AG9638620AG9
National Health Properties 6.25% NTS 2/1/13
            63934EAM0   63934EAM0
NAVISTAR INTL CORP NEW SR NT 8.25% 11/01/21
            640079AC3640079AC3
NEENAH PAPER INC SR NT 7.375% 11/15/14
            641423BH0641423BH0
Nevada Power 6.5% NTS 4/15/12
            641423BK3641423BK3
Nevada Power 5.875% NTS 1/15/15
            641423BM9   641423BM9
Nevada Power 5.95% NTS 3/15/16
            641423BS6 641423BS6
Nevada Power 6.5% NTS 5/15/18
            641423BU1641423BU1
Nevada Power 6.75% NTS 7/1/37
            641423BW7   641423BW7
Nevada Power 6.5% NTS 8/1/18
            641423BX5641423BX5
NEVADA POWER CO. 7.375% 01/15/2014
            641423BY3641423BY3
NEVADA POWER CO. 7.125% 03/15/19
            644239AY1644239AY1
New England Tel & Tel 7.875% DEBS 11/15/29
            Bell Tel 7.85%
                        645767AW4
New Jersey 645767AW4 DEBS 11/15/29
            Bell Tel 8% DEBS 6/1/22
New Jersey 645767AY0645767AY0
           CMNTY BANCP FDIC TLGP
NEW YORK 649446AA9649446AA9 GTD NT 2.55% 06/22/12
           CMNTY BK FDIC TLGP GTD NT 3% 12/16/11
NEW YORK 64944QAA5    64944QAA5
           CITY GO BDS FY 93A 6.50% 08/01/14
NEW YORK 649657GY3649657GY3
           CITY GO BDS FY 93B 7.00% 10/01/14
NEW YORK 649657HB2649657HB2
           CITY GO BDS FY 94D 5.75% 08/15/14
NEW YORK 649657LY7 649657LY7
           650094BT1650094BT1
New York Telephone 7% DEBS 5/1/13
           650094BV6650094BV6
New York Telephone 7% DEBS 6/15/13
           650094CA1650094CA1
New York Telephone 6.7% DEBS 11/1/23
           650094CB9650094CB9
New York Telephone 7% DEBS 12/1/33
           650094CJ2 650094CJ2
New York Telephone 6.500% DEB 04/15/28
           650111AE7650111AE7
New York Times 5.000% NTS 03/15/15
           TIMES CO MTN
                      65011QAG7
NEW YORK 65011QAG7 BE FR 4.61% 09/26/12
            MED TERM NTS BK ENT
NEWELL CO65119QBF965119QBF9 PUT 6.11% 07/17/28
           651229AB2651229AB2
Newell Rubbermaid Inc 6.750% NTS 03/15/12
           651229AF3651229AF3
NEWELL RUBBERMAID INC SR NT 5.5% 04/15/13
           651229AG1651229AG1
NEWELL RUBBERMAID INC SR NT 6.25% 04/15/18
           651229AJ5 INC 10.6%
NEWELL RUBBERMAID 651229AJ5SR NTS 04/15/19
           651229AK2651229AK2
Newell Rubbermaid Inc. 4.7% Sr Unsec 8/15/20
           651290AH1651290AH1
Newfield Exploration 6.625% NTS 9/1/14
           651290AJ7 651290AJ7
Newfield Exploration 6.625% NTS 4/15/16
           651290AK4651290AK4
Newfield Exploration 7.125% SR NTS 5/15/18
           651290AN8651290AN8
NEWFIELD EXPLORATION CO 6.875% SR NTS 02/20/18
           651587AC1651587AC1
NEWMARKET CORP SR NT 7.125% 12/15/16
           651639AD8651639AD8
Newmont Mining Corp 8.625% NTS 05/15/11
           651639AE6651639AE6
Newmont Mining Corp 5.875% NTS 04/01/35
            MINING CORP GTD NT
NEWMONT651639AL0 651639AL0 5.125% 10/01/19
            MINING CORP
                      651639AM8
NEWMONT651639AM8 GTD NT 6.25% 10/01/39
           65332VBD465332VBD4
NEXTEL COMMUNICATIONS INC SR NT 7.375% 08/01/15
           65332VBE265332VBE2
NEXTEL COMMUNICATIONS INC SR NT 6.875% 10/31/13
           65332VBF965332VBF9
NEXTEL COMMUNICATIONS INC SR NT 5.95% 03/15/14
           65332VBG765332VBG7
Nextel Communications 7.375% GTD NTS 8/1/15
           65332VBH565332VBH5
NEXTEL COMMUNICATIONS INC SR NT SER-E 13 10/31/13
           65332VBJ1 65332VBJ1
NEXTEL COMMUNICATIONS INC SR NT SER-F 14 03/15/14
           65334HAA065334HAA0
NEXEN INC NT 7.875% 03/15/32
           65334HAC665334HAC6
NEXEN INC NT 5.05% 11/20/13
           65334HAD465334HAD4
Nexen Inc. 5.2% notes due 3/10/2015
           65334HAE265334HAE2
Nexen Inc. 5.875% notes due 3/10/2035
           65334HAF965334HAF9
Nexen Inc. 5.65% NTS due 5/15/17
           65334HAG7  65334HAG7
Nexen Inc. 6.4% NTS due 5/15/37
           65334HAJ1 65334HAJ1
NEXEN INC NT 7.5% 07/30/39
           65334HAK865334HAK8
NEXEN INC NT 6.2% 07/30/19
           65338LAA765338LAA7
NCO GROUP INC SR SB 11.875% 11/15/14
           653922AG9653922AG9
NIKE INC MTN BE FR 4.7% 10/01/13
           653922AH7653922AH7
NIKE INC MTN BE FR 5.15% 10/15/15
           65463PAB365463PAB3
NIPSCO CAP MKTS INC MTN BE FR 7.86% 03/27/17
           65463PAH065463PAH0
NIPSCO CAP MKTS INC MTN BE FR 7.99% 04/01/22
           65463PBA465463PBA4
NIPSCO CAP MKTS INC MTN BE FR 7.99% 05/05/27
           65473QAK965473QAK9
NiSource Finance 6.15% SR NTS 3/1/13
           65473QAL765473QAL7
NiSource Finance 5.4% GTD NTS 7/15/14
           65473QAQ6    65473QAQ6
NiSource Finance 5.25% due 9/15/2017
           65473QAR465473QAR4
NiSource Finance 5.45% due 9/15/2020
           65473QAS265473QAS2
Nisource Finance Corp 6.4% NTS 3/15/18
           65473QAT065473QAT0
NISOURCE FIN CORP GTD NT 6.80% 01/15/19
           65473QAU7    65473QAU7
NISOURCE FIN CORP GTD SR CR SEN 16 03/15/16
           65473QAV565473QAV5
NISOURCE FIN CORP GTD SRNT6.125% 03/01/22
           65473QAW35473QAW3
                        6
NISOURCE FINANCE CORP. 6.25% 12/15/40
           654894AE4654894AE4
NOBLE AFFILIATES INC SR NT 7.25% 10/15/23
           654894AF1654894AF1 04/01/27
NOBLE AFFILIATES INC SR NT      8%
           654894AG9654894AG9
NOBLE AFFILIATES INC SR DEB 7.25% 08/01/97
           654902AB1654902AB1
NOKIA CORP SR NT 5.375% 05/15/19
           654902AC9654902AC9
NOKIA CORP SR NT 6.625% 05/15/39
           655044AA3655044AA3
Noble Energy Inc 5.250% NTS 04/15/14
           655044AD7655044AD7
NOBLE ENERGY INC 8.25% SR NTS 03/01/19
           65504LAB365504LAB3
Noble Holding Intl LTD 3.45% 08/01/15
           65504LAD965504LAD9
Noble Holdings Intl LTD 6.2% 08/01/40
           65535HAA765535HAA7
NOMURA HLDGS INC SR NT 5% 03/04/15
           65535HAB565535HAB5
NOMURA HLDGS INC SR NT 6.7% 03/04/20
           65539AAA865539AAA8
NOMURA AMERICA FINANCE, LLC 4.00% SR NTS 10/25/2018
           Inc 6.950% SR DEB 03/15/28
Nordstrom 655664AH3655664AH3
           Inc. 6.25% SR NTS 1/15/18
Nordstrom 655664AK6655664AK6
           Inc. 7% SR NTS 1/15/38
Nordstrom 655664AL4 655664AL4
           655664AM2    655664AM2
NORDTSTROM INC 6.75% NTS 06/01/14
           655664AN0655664AN0
NORDSTROM INC. 4.75% SR NTS 05/01/20
           655844AA6655844AA6
Norfolk Southern Corp 9.000% NTS 03/01/21
           655844AE8655844AE8
Norfolk Southern Corp 7.700% NTS 05/15/17
           655844AF5655844AF5
Norfolk Southern Corp 7.050% NTS 05/01/37
           655844AJ7 7.800% NTS
Norfolk Southern Corp 655844AJ7 05/15/27
           655844AK4655844AK4
Norfolk Southern Corp 7.9% NTS 05/15/2097
           655844AP3655844AP3
Norfolk Southern Corp 6.750% SR NTS 02/15/11
           655844AQ1655844AQ1
Norfolk Southern Corp 7.250% SR NTS 02/15/31
           655844AU2655844AU2
NORFOLK SOUTHERN CORP NT 5.257% 09/17/14
           655844AV0655844AV0
Norfolk Southern Corp 6.000% SR NTS 03/15/2105
           655844AW8    5.59% NTS 05/17/25
Norfolk Southern Corp 655844AW8
           655844AX6655844AX6
Norfolk Southern Corp 5.64% NTS 05/17/29
           655844AZ1655844AZ1
Norfolk Southern 5.75% SR NTS 4/1/18
           655844BA5655844BA5
NORFOLK SOUTHERN CORP 5.75% NTS 01/15/16
           655844BB3655844BB3
NORFOLK SOUTHERN CORP SR NT 5.75% 01/15/16
           655844BC1655844BC1
NORFOLK SOUTHERN CORP 5.9% NTS 06/15/19
           655855FA7655855FA7
NORFOLK SOUTHN RY CO DEB 9.75% 06/15/20
           655855FB5 655855FB5
NORFOLK SOUTHN RY CO DEB 7.875% 05/15/43
           659421AD3659421AD3
NORTH FORK BANCORPORATION INC SB NT 5.875% 08/15/12
           664397AE6664397AE6
Northeast Utilities 7.250% SR NTS 04/01/12
           664397AG1664397AG1
Northeast Utilities 5.65% SR NTS 6/1/13
            BORDER PIPELINE CO SR
NORTHERN 664787AD0664787AD0 NT 7.5% 09/15/21
           IND PUB SVC CO MTN
NORTHERN 66526HCL066526HCL0BE FR 7.59% 06/12/17
           PACIFIC RY 3% 1/1/47
NORTHERN 665585JP1 665585JP1
           PACIFIC RY 3% STAMPED
NORTHERN 665585KH7665585KH7 1/1/47
           665772BN8665772BN8
Northern States Pwr (MN) 7.125% 1ST 07/01/25
           665772BW8  665772BW8
Northern States Pwr (MN) 8.000% NTS 08/28/12
           665772CB3665772CB3
Northern States Pwr (MN) 6.25% BDS 06/01/36
           665772CD9665772CD9
Northern States Power MN 5.25% 1st Mtg 3/1/18
           665789AW36.375% 1st
Northern States Power665789AW3MTG NTS 9/1/38
           666807AP7666807AP7
Northrop Grumman 7.75% DEBS 3/1/16
           666807AQ5666807AQ5
Northrop Grumman 7.875% DEBS 3/1/26
           666807AT9666807AT9
Northrop Grumman 7.125% due 2/15/11
           666807AW2  666807AW2
Northrop Grumman 7.75% DEBS 2/15/31
           GRUMMAN 5.05% SR
NORTHROP666807BA9666807BA9NTS 08/01/19
           GRUMMAN CORP 3.7%
NORTHROP666807BB7666807BB7 SR NTS 08/01/14
           66765RAA466765RAA4
NORTHWEST NAT GAS CO SEC MTNBE FR 9.05% 08/13/21
           66765RAS566765RAS5
NORTHWEST NAT GAS CO SEC MTNBE FR 8.31% 09/21/19
           66765RAT366765RAT3
NORTHWEST NAT GAS CO SEC MTNBE FR 8.26% 09/21/14
           66765RAU066765RAU0
NORTHWEST NAT GAS CO SEC MTNBE PUT 6.52% 12/01/25
           66765RAV866765RAV8
NORTHWEST NAT GAS CO SEC MTNBE PUT 7.05% 10/15/26
           66765RAW6  66765RAW6
NORTHWEST NAT GAS CO SEC MTNBE PUT 7.0% 05/21/27
           66765RAY266765RAY2
NORTHWEST NAT GAS CO SEC MTNBE FR 7.0% 08/01/17
           66765RAZ966765RAZ9
NORTHWEST NAT GAS CO SEC MTNBE PUT 6.65% 11/10/27
           66765RBA366765RBA3
NORTHWEST NAT GAS CO SEC MTNBE FR 6.6% 03/16/18
           66765RBB166765RBB1
NORTHWEST NAT GAS CO SEC MTNBE FR 6.65% 06/01/28
           66765RBF266765RBF2
NORTHWEST NAT GAS CO SEC MTNBE FR 7.63% 12/09/19
           66765RBG066765RBG0
NORTHWEST NAT GAS CO SEC MTNBE FR 7.74% 08/29/30
           66765RBH866765RBH8
NORTHWEST NAT GAS CO SEC MTNBE FR 7.85% 09/01/30
           66765RBJ4 66765RBJ4
NORTHWEST NAT GAS CO SEC MTNBE FR 7.72% 09/01/25
           66765RBQ866765RBQ8
NORTHWEST NAT GAS CO SEC MTNBE FR 5.82% 09/24/32
           66765RBR666765RBR6
NORTHWEST NAT GAS CO SEC MTNBE FR 5.66% 02/25/33
           66765RBS466765RBS4
NORTHWEST NAT GAS CO SEC MTNBE FR 5.62% 11/21/23
           66765RBU966765RBU9
NORTHWEST NAT GAS CO SEC MTNBE CALL 4.7% 06/22/15
           66765RBV766765RBV7
NORTHWEST NAT GAS CO SEC MTNBE CALL 5.25% 06/21/35
           66765RBW5  66765RBW5
NORTHWEST NAT GAS CO SEC MTNBE CALL 5.15% 12/15/16
           66765RBX366765RBX3
NORTHWEST NAT GAS CO SEC MTNBE CALL 5.37% 02/01/20
           66765RBY166765RBY1
NORTHWEST NAT GAS CO SEC MTNBE CALL 3.95% 07/15/14
           667748AF4667748AF4
NORTHWEST PIPELINE CORP DEB 7.125% 12/01/25
           667748AM9  667748AM9
NORTHWEST PIPELINE CORP SR NT 7% 06/15/16
           667748AP2667748AP2
NORTHWEST PIPELINE CORP SR NT 5.95% 04/15/17
           667752AB5667752AB5
NORTHWEST PIPELINE GP SR NT 6.05% 06/15/18
           668074AP2668074AP2
Northwestern Corp. 6.04% 1st MTG 9/1/16
           669380AW7  669380AW7
NORWEST CORP SUB DEB 6.65% 10/15/23
           66938FJU9 66938FJU9
NORWEST CORP MEDTERM NTS BK EN FR 6.75% 12/15/27
           669771AR8669771AR8
NOVA GAS TRANSMISSION LTD DEB        8.5% 12/15/12
           669771AS6669771AS6
NOVA GAS TRANSMISSION LTD DEB 7.875% 04/01/23
           66977WAF6  66977WAF6
Nova Chemicals 6.5% SR NTS 1/15/12
           66978QAE166978QAE1
NOVA GAS TRANSMISSION MTN BE FR 7.5% 08/20/26
           66989GAA866989GAA8
NOVARTIS SECURITIES INVESTMENT GTD NT 5.125% 02/10/19
           66989HAA666989HAA6
NOVARTIS CAPITAL CORP. 4.125% 02/10/14
           66989HAB466989HAB4
NOVARTIS CAPITAL CORP 1.9% 04/24/13
           66989HAC266989HAC2
NOVARTIS CAPITAL CORP. 2.9% 04/24/15
           66989HAD066989HAD0
NOVARTIS CAPITAL CORP 4.4% 04/24/2020
           4.5% 11/15/19
NSTAR DEB 67019EAB367019EAB3
           67021CAA567021CAA5
NSTAR Electric 4.875% DEBS 10/15/12
           67021CAB367021CAB3
NSTAR Electric 4.875% DEBS 4/15/14
           67021CAC167021CAC1
NSTAR Electric 5.75% DEBS 3/15/36
           67021CAE767021CAE7
NSTAR Electric 5.625% SR NTS 11/15/17
            CO DEB 5.5% 03/15/40
NSTAR ELEC67021CAF467021CAF4
           670346AE5670346AE5
NUCOR CORP SR NT 4.875% 10/01/12
            5% NTS 12/1/12
Nucor Corp 670346AF2670346AF2
            5.75% NTS 12/1/17
Nucor Corp 670346AG0670346AG0
            6.4% NTS 12/1/37
Nucor Corp 670346AH8670346AH8
            5% NTS 6/1/13
Nucor Corp 670346AJ4 670346AJ4
            5.85% NTS 6/1/18
Nucor Corp 670346AK1670346AK1
           670346AL9 670346AL9
NUCOR CORP 4.125% SR NTS 09/15/22
           67059TAA367059TAA3
NUSTAR LOGISTICS L P SR NT CR SEN 18 04/15/18
            Corp 5.000% SR NTS 11/15/14
OGE Energy670837AA1670837AA1
           674599BE4674599BE4
OCCIDENTAL PETROLEUM 9 1/4% DEBS 8/1/19
           674599BM6  674599BM6
Occidental Petroleum 7.200% SR DEB 04/01/28
           674599BT1674599BT1
Occidental Petroleum 8.450% SR NTS 02/15/29
           674599BV6674599BV6
Occidental Petroleum 6.750% SR NTS 01/15/12
           674599BW4  674599BW4
Occidental Petroleum 7% SR NTS 11/1/13
           674599BX2674599BX2
OCCIDENTAL PETE CORP DEL SR NT 4.125% 06/01/16
           674599BY0674599BY0
OCCIDENTAL PETROLEUM CORP 4.1% SR NTS 02/01/2021
           674599BZ7674599BZ7
OCCIDENTAL PETROLEUM CORP 2.50% SR NTS 02/01/16
           674599CA1674599CA1
OCCIDENTAL PETROLEUM CORP 1.45% SR NTS 12/13/13
           67461FED567461FED5
OCCIDENTAL PETE CORP MTN BK EN FR 8.75% 01/15/23
           674812AK8674812AK8
OCEAN ENERGY INC SR NT 8.25% 07/01/18
           67481EAA467481EAA4
OCEAN ENERGY INC DEL SR NT 7.25% 10/01/11
           67612WAC2  67612WAC2
ODYSSEY RE HLDGS CORP SR NT 7.65% 11/01/13
           67612WAD0 7612WAD0
                      6
ODYSSEY RE HLDGS CORP SR NT 6.875% 05/01/15
           676220AF3676220AF3
Office Depot 6.250% SR NTS 08/15/13
            Co 5.450% SR NTS 05/01/15
Ohio Edison677347CB0677347CB0
            Co 6.4% NTS 07/15/16
Ohio Edison677347CD6677347CD6
            Co 6.875% SR NTS 07/15/36
Ohio Edison677347CE4677347CE4
            8.25% 1st 677347CF1
Ohio Edison677347CF1 Mtg 10/15/38
            Co. 5.5% SR NTS 2/15/13
Ohio Power677415CD1677415CD1
            Co. 6.6% SR NTS 2/15/33
Ohio Power677415CF6 677415CF6
            Co. 4.85% SR NTS 1/15/14
Ohio Power677415CG4677415CG4
            Co. 6.375% SR NTS 7/15/33
Ohio Power677415CJ8 677415CJ8
            Co. 6% SR 677415CL3
Ohio Power677415CL3 NTS 6/1/16
            5.75% SR NTS 9/1/13
Ohio Power677415CN9677415CN9
           677415CP4677415CP4
OHIO PWR CO SR NT 5.375% 10/01/21
           678858AZ4678858AZ4
Oklahoma Gas & Electric 6.65% NTS 7/15/27
            678858BB6678858BB6
Oklahoma Gas & Electric 6.5% NTS 7/15/17
            678858BC4678858BC4
Oklahoma Gas & Electric 6.5% NTS 4/15/28
            678858BE0678858BE0
Oklahoma Gas & Electric 6.5% BDS 8/1/34
            678858BF7 678858BF7
Oklahoma Gas & Electric 5.75% BDS 1/15/36
            678858BG5678858BG5
Oklahoma Gas & Electric 5.15% NTS 1/15/16
            678858BH3678858BH3
OKLAHOMA GAS & ELEC CO SR NT 6.45% 02/01/38
            678858BJ9 678858BJ9
Oklahoma Gas & Electric 6.35% SR NTS 9/1/18
            678858BK6678858BK6
OKLAHOMA GAS & ELEC CO SR NT 8.25% 01/15/19
            680665AD8680665AD8
Olin Corp 9.125% SR NTS 12/15/11
            680665AF3680665AF3
Olin Corp 6.75% SR NTS 6/15/16
            SR NT 8.875% 08/15/19
OLIN CORP 680665AG1680665AG1
            INC SR SB NT 13 06/01/13
OMNICARE 681904AG3681904AG3
            INC SR SB NT 6.75% 12/15/13
OMNICARE 681904AJ7 681904AJ7
            INC SR SB NT6.875% 12/15/15
OMNICARE 681904AK4681904AK4
            681919AS5681919AS5
Omnicom Group 5.9% SR NTS 4/15/16
            GROUP INC 6.25% NTS
OMNICOM 681919AY2681919AY2 07/15/19
            681936AS9681936AS9
OMEGA HEALTHCARE INVS INC SR NT 7% 01/15/16
            682134AC5682134AC5
Omnicom Group 4.45% Sr Unsec 8/15/20
            NEW SR INSD NT6.5%
ONEOK INC 682680AA1682680AA109/30/28
            682680AB9682680AB9
Oneok Inc New 6.875% DEB 10/01/28
            NEW SR INSD NT6.4% 02/01/19
ONEOK INC 682680AD5682680AD5
            682680AL7 SR NTS 04/15/11
Oneok Inc New 7.125%682680AL7
            682680AM506/15/15
Oneok Inc 5.2% SR NTS682680AM5
            682680AN3682680AN3
Oneok Inc 6% NTS 06/15/35
            68268NAA168268NAA1
Oneok Partners 5.9% NTS 4/1/12
            68268NAB968268NAB9
Oneok Partners 6.15% NTS 10/1/16
            68268NAC768268NAC7
Oneok Partners 6.65% NTS 10/1/36
            68268NAD5  68268NAD5
Oneok Partners 6.85% GTD NTS 10/15/37
            68268NAE368268NAE3
ONEOK PARTNERS LP 8.625% SR NTS 03/01/19
            ROCKLAND UTILS INC DEB
ORANGE & 684065AT2684065AT2             6.5% 12/01/27
            684503UK9684503UK9
MERRILL LYNCH MUNI ABS INC 5.70% 10/01/11
            68620GAA968620GAA9
ORIENTAL BK & TR FDIC GTD TLGP GTD NT 2.75% 03/16/12
            NT 5.48% 11/22/11
ORIX CORP 686330AC5686330AC5
            SR NT 4.71% 04/27/15
ORIX CORP 686330AE1686330AE1
            690368AB1690368AB1
OVERSEAS SHIPHOLDING GROUP INC DEB 8.75% 12/01/13
            690368AG0690368AG0
OVERSEAS SHIPHOLDING GROUP INC SR NT 7.5% 02/15/24
            690368AH8690368AH8
OVERSEAS SHIPHOLDING GROUP INC SR NT 8.125% 03/30/18
            690732AC6690732AC6
Owens & Minor 6.35% NTS 4/15/16
            69073TAP869073TAP8
OWENS-BROCKWAY GLASS CONTAINER GTD SRNT7.375% 05/15/16
            690742AA9690742AA9
Owens Corning 6.5% GTD NTS 12/1/16
            690742AB7690742AB7
Owens Corning 7% GTD NTS 12/1/36
            690742AC5690742AC5
OWENS CORNING NEW GTD SR NT 9% 06/15/19
            690768BF2 690768BF2
Owens-Illinois 7.8% DEBS 5/15/18
            691497AE1691497AE1
OXFORD INDS INC GTD SR 11.375% 07/15/15
            693304AB3693304AB3
PECO Energy Company 5.950% 1ST 11/01/11
            693304AD9693304AD9
PECO Energy Company 4.750% 1ST 10/01/12
            693304AG2693304AG2
PECO Energy Company 5.900% 1ST 05/01/34
            693304AH0693304AH0
PECO Energy Company 5.95% 1ST 10/1/36
            693304AL1 Mtge NTS
PECO Energy 5.35% 1st693304AL13/1/18
            693304AM9    693304AM9
Peco Energy 5.6% MTNs 10/15/13
             SR NT 5.75% 04/01/14
PG&E CORP69331CAE869331CAE8
            69331VAA469331VAA4
PECO ENERGY CAP TRUST III 7.38% 04/06/28
            693320AF0693320AF0
PHH Corporation 7.125% NTS 03/01/13
            69344MAH4 9344MAH4
PMI Group 6% NTS 9/15/16 6
            69344MAJ069344MAJ0
PMI Group 6.625% NTS 9/15/36
            693476AT0693476AT0
PNC Funding 5.25% nts 11/15/15
            693476BB8693476BB8
PNC FUNDING CORP SUB NT 5.625% 02/01/17
            693476BD4693476BD4
PNC FUNDING CORP GTD SR NT 5.5% 09/28/12
            693476BE2693476BE2
PNC FUNDING CORP GTD SR NT 5.4% 06/10/14
            693476BF9 693476BF9
PNC FUNDING CORP GTD SR NT 6.7% 06/10/19
            693476BG7693476BG7
PNC FUNDING CORP GTD SRNT 4.25% 09/21/15
            693476BH5693476BH5
PNC FUNDING CORP SR NT 3.625% 02/08/15
            693476BJ1 NT 5.125%
PNC FUNDING CORP SR693476BJ1 02/08/20
            69349HAB369349HAB3
PNM Resources 9.25% SR NTS 5/15/15
            69349LAC269349LAC2
PNC Bank NA 4 7/8% nts 9/21/17
            693506AQ0693506AQ0
PPG Industries Inc 9.000% DEB 05/01/21
            693506AS6693506AS6
PPG Industries Inc 7.375% NTS 06/01/16
            693506AU1693506AU1
PPG Industries Inc 6.875% NTS 02/15/12
            693506AW7    693506AW7
PPG Industries Inc 6.875% NTS 11/01/17
            693506AZ0693506AZ0
PPG Industries Inc 7.400% DEB 08/15/19
            693506BA4693506BA4
PPG Industries 5.75% NTS 3/15/13
            693506BB2693506BB2
PPG Industries 6.65% NTS 3/15/18
            693506BC0693506BC0
PPG Industries 7.7% NTS 3/15/38
            693506BD8693506BD8
PPG INDUSTRIES INC. 3.6% SR NTS 11/15/20
            693506BE6693506BE6
PPG INDUSTRIES INC 5.50% SR NTS 11/15/40
            693506BF3 693506BF3
PPG INDUSTRIES INC. 1.9% SR NTS 01/15/16
            69351CAA169351CAA1
PNC FUNDING CORP 1.875% FDIC GTD NTS 06/22/11
            69351CAC769351CAC7
PNC FUNDING CORP 2.3% FDIC GTD NTS 06/22/12
            Utilities 6.45%
                         69351UAH6
PPL Electric69351UAH6 NTS 8/15/37
            69351UAK969351UAK9
PPL ELEC UTILS CORP SR SECD AMBAC 37 08/15/37
            Utilities 7.125% SR NTS
PPL Electric69351UAL769351UAL7 11/30/13
            69352JAF4 69352JAF4
PPL ENERGY SUPPLY LLC SR NT 5.4% 08/15/14
            69352JAG269352JAG2
PPL ENERGY SUPPLY LLC RES PUT SEC 35 10/15/35
            Supply 6.2% NTS 5/15/16
PPL Energy 69352JAH0 69352JAH0
            69352JAK3 69352JAK3
PPL ENERGY SUPPLY LLC SR NT 6% 12/15/36
            69352JAL1 69352JAL1
PPL ENERGY SUPPLY LLC SR NT 6.5% 05/01/18
            Supply 6.3% SR NTS 7/15/13
PPL Energy 69352JAM969352JAM9
            69352PAC769352PAC7
PPL CAPITAL FUNDING 6.7% FIX TO FLT JR SUB NTS 3/30/67
            693627AX9693627AX9
PSI Energy Inc 5.000% DEB 09/15/13
            693627AY7693627AY7
PSI Energy 6.12% bonds due 10/15/35
             INC DEB 6.05% 06/15/16
PSI ENERGY693627AZ4693627AZ4
            69362BAJ1 69362BAJ1
PSEG POWER LLC 8.625% 04/15/31
            69362BAM4    69362BAM4
PSEG PWR LLC SR NT 6.95% 06/01/12
            69362BAN269362BAN2
PSEG PWR LLC SR NT 5.5% 12/01/15
             69362BAP769362BAP7
PSEG PWR LLC SR NT 5% 04/01/14
             693659AC8693659AC8
PVNGS II FDG CORP INC SEC LSEOBLG 8% 12/30/15
             69371RJ98 69371RJ98
PACCAR FINANCIAL CORP 2.05% NTS 06/17/13
             694032AT0694032AT0
Pacific Bell 7.125% DEBS 3/15/26
             694032AV5694032AV5
Pacific Bell 7.375% DEBS 7/15/43
             694032AX1694032AX1
Pacific Bell 6.625% DEBS 10/15/34
             694308GC5694308GC5
Pacific Gas & Electric 4.2% 3/1/11
             694308GD3694308GD3
Pacific Gas & Electric 4.8% 3/1/14
             694308GE1694308GE1
Pacific Gas & Electric 6.05% 3/1/34
             694308GJ0 694308GJ0
Pacific Gas & Electric 5.8% 3/1/37
             694308GK7694308GK7
PACIFIC GAS & ELEC CO AMBAC 5.8% 03/01/37
             694308GL5694308GL5
PACIFIC GAS & ELEC CO SR NT 5.625% 11/30/17
             694308GM3   694308GM3
Pacific Gas & Electric 6.35% SR NTS 2/15/38
             694308GN1694308GN1
Pacific Gas & Electric 8.25% SR NTS 10/15/18
             694308GP6694308GP6
Pacific Gas & Electric 6.25% SR NTS 12/1/13
             694308GQ4694308GQ4
PACIFIC GAS & ELECTRIC 6.25% SR NTS 03/01/39
             694308GS0694308GS0
PACIFIC GAS & ELEC CO SR NT 5.4% 01/15/40
             695156AM1   695156AM1
Packaging Corp of America 5.750% NTS 08/01/13
             695156AN9695156AN9
PACKAGING CORP AMER SR NT CR SEN 18 03/15/18
             695629AQ8695629AQ8
PAINE WEBBER GROUP INC SR NT 7.625% 02/15/14
             69563AFR769563AFR7
PAINE WEBB GROUP INC SR MTN BE FR 8.06% 01/17/17
             696429AC3696429AC3
PALL CORP 5.0% NTS 06/15/20
             69806LAC869806LAC8
Pan Pacific Retail Ppty 6.125% NTS 01/15/13
             69806LAD669806LAD6
Pan Pacific Retail Ppty 4.700% NTS 06/01/13
             69806LAE4 69806LAE4
Pan Pacific Retail Ppty 5.950% NTS 06/01/14
             69806LAF1 69806LAF1
PAN PACIFIC RETAIL PPTYS INC NT 5.25% 09/01/15
             698455AA0698455AA0
PANHANDLE EASTN PIPE LINE CO L SR NT 6.2% 11/01/17
             698455AB8698455AB8
Panhandle Eastern Pipeline 7% SR NTS 6/15/18
             698455AC6698455AC6
PANHANDLE EASTERN PIPE LINE 8.125% SR NTS 06/01/19
             698465BJ9 698465BJ9
PANHANDLE EASTERN PIPE 6.O50% NTS 8/15/2013
             698900AF4698900AF4
PANCANADIAN PETE LTD NT          6.3% 11/01/11
             698900AG2698900AG2 11/01/31
PANCANADIAN PETE LTD NT          7.2%
             701094AF1701094AF1
Parker Hannifin Corp 7.300% NTS 05/15/11
             701094AG9701094AG9
Parker Hannifin Corp 4.875% SR NTS 02/15/13
             70109HAE570109HAE5
PARKER-HANNIFIN CORP MTNS BE FR 6.55% 07/15/18
             70109HAH870109HAH8
Parker-Hannifin 5.5% MTNs 5/15/18
             70109HAJ4 70109HAJ4
Parker-Hannifin 6.25% NTS 5/15/38
             70212FAA170212FAA1
Partnerre Finance 6.875% GTD NTS 6/1/18
             70336TAC870336TAC8
PATRIOT COAL CORP 8.25% 04/30/18
             704379AB2704379AB2
PAYLESS SHOESOURCE INC SR SB NT 8.25% 08/01/13
             704549AC8704549AC8
PEABODY ENERGY CORP SR NT 6.875% 03/15/13
             704549AD6704549AD6
PEABODY ENERGY CORP SR NT 5.875% 04/15/16
             704549AE4704549AE4
Peabody Energy 7.375% SR NTS 11/1/16
             704549AF1704549AF1
Peabody Energy 7.875% SR NTS 11/1/26
             704549AH7704549AH7
PEABODY ENERGY CORP 6.50% 09/15/20
             707882AB2707882AB2
PENN VA CORP SR NT 10.375% 06/15/16
             708130AB5708130AB5
JC PENNEY 5.75% SR NTS DUE 2/15/2018
            708130AC3708130AC3
JC PENNEY 6.375% SR NTS DUE 10/15/36
             CORPORATION, INC. 5.65% SR NTS 06/01/20
J.C. PENNEY708130AD1708130AD1
            708160BE5708160BE5
JC Penney 7.125% DEBS 11/15/23
            708160BJ4 8/15/16
JC Penney 7.65% DEBS 708160BJ4
            708160BK1708160BK1
JC Penney 6.9% DEBS 8/15/26
            708160BL9 708160BL9
JC Penney 7.625% DEBS 3/1/97
            708160BQ8708160BQ8
JC Penney 7.95% DEBS 4/1/17
            708160BS4 708160BS4
JC Penney 7.4% DEBS 4/1/37
            708160BY1708160BY1
JC Penney 9% NTS 8/1/12
            70816FAD570816FAD5
JC Penney 6.875% NTS 10/15/15
            708696BM0  708696BM0
PENNSYLVANIA ELEC CO SR NT-C 6.625% 04/01/19
            708696BS7 708696BS7
PENNSYLVANIA ELEC CO SR NT 5.125% 04/01/14
            708696BU2708696BU2
PENNSYLVANIA ELEC CO SR NT 6.05% 09/01/17
            708696BV0708696BV0
PENNSYLVANIA ELEC CO SR NT 6.15% 10/01/38
            708696BW8  708696BW8
PENNSYLVANIA ELEC CO SR NT 5.2% 04/01/20
            713278AQ2713278AQ2
Pep Boys 7.5% GTD NTS 12/15/14
            713291AH5713291AH5
Pepco Holdings Inc 7.450% NTS 08/15/32
            713291AP7713291AP7
PEPCO HOLDINGS INC NT 6.125% 06/01/17
            713291AR3713291AR3
PEPCO HOLDINGS INC. 2.7% SR NTS 10/01/15
            713409AC4713409AC4
Pepsi Bottling 7% SR NTS 3/1/29
            71343PAA971343PAA9
PepsiAmericas Inc 4.875% NTS 01/15/15
            71343PAB771343PAB7
PepsiAmericas Inc 5.000% NTS 05/15/17
            71343PAC571343PAC5
PepsiAmericas Inc 5.500% NTS 05/15/35
            71343PAD371343PAD3
PepsiAmericas Inc 5.625% NTS 05/31/11
            71343PAE171343PAE1
PEPSIAMERICAS INC NT 5.75% 07/31/12
            71343PAF871343PAF8
PEPSIAMERICAS INC 4.375% NTS 02/15/14
             5.15% SR NTS 5/15/12
Pepsico Inc.713448BF4 713448BF4
             4.65% SR NTS 2/15/13
Pepsico Inc.713448BG2713448BG2
             5% SR NTS 6/1/18
Pepsico Inc.713448BH0713448BH0
             7.9% SR NTS 11/1/18
Pepsico Inc.713448BJ6 713448BJ6
            713448BK3713448BK3
PEPSICO INC 3.75% SR NTS 03/01/14
            713448BM9  713448BM9
PEPSICO INC SR NT 3.1% 01/15/15
            713448BN7713448BN7
PEPSICO INC SR NT 4.5% 01/15/20
            713448BP2713448BP2
PEPSICO INC SR NT 5.5% 01/15/40
            713448BQ0713448BQ0
PEPSICO INC. .875% SR NTS 10/25/13
            713448BR8713448BR8
PEPSICO INC. 3.125% SR NTS 11/01/20
            713448BS6 713448BS6
PEPSICO INC. 4.875% SR NTS 11/01/40
             INTL FIN CO
                       71645WAB7
PETROBRAS71645WAB7 SR NT 9.75% 07/06/11
             INTL FIN CO GLBL NT 9.125% 07/02/13
                       7
PETROBRAS71645WAG61645WAG6
             INTL FIN CO GLBL NT 8.375% 12/10/18
                       7
PETROBRAS71645WAH4 1645WAH4
             INTL FIN CO GLBL NT 7.75% 09/15/14
PETROBRAS71645WAJ071645WAJ0
             INTERNATIONAL 6.125% GLB NTS 10/6/16
PETROBRAS71645WAL5     71645WAL5
            71645WAM3   Finance 5.875% SR NTS 3/1/18
Petrobras International71645WAM3
             INTERNATIONAL FINANCE
                       7
PETROBRAS71645WAN11645WAN1 COMPANY 7.875% NTS 03/15/19
             INTL FIN CO
                       71645WAP6
PETROBRAS71645WAP6 GLBL NT 5.75% 01/20/20
             INTERNATIONAL FINANCE
                       7
PETROBRAS71645WAQ41645WAQ4 COMPANY 6.875 GLOBAL NTS 01/20/70
            716495AH9716495AH9
PETROHAWK ENERGY CORP GTD SRNT 10.5% 08/01/14
             716748AA6716748AA6
PETROQUEST ENERGY LLC 10.0% 09/01/17
             717081AQ6717081AQ6
Pfizer Inc 4.650% NTS 03/01/18
             717081AR4717081AR4
Pfizer Inc 4.500% NTS 02/15/14
             717081CY7717081CY7
PFIZER INC SR NT 7.2% 03/15/39
             717081CZ4 717081CZ4
PFIZER INC SR NT 4.45% 03/15/12
             717081DA8717081DA8
PFIZER INC SR NT 5.35% 03/15/15
             717081DB6717081DB6
PFIZER INC SR NT 6.2% 03/15/19
             71713UAQ5 6.5% 12/01/18
PHARMACIA CORP DEB71713UAQ5
             71713UAT971713UAT9
Pharmacia Corp. 6.75% DEB 12/15/27
             717265AJ1 717265AJ1
Phelps Dodge Corp 7.125% DEB 11/01/27
             717265AK8717265AK8
Phelps Dodge Corp 8.750% SR NTS 06/01/11
             717265AL6 717265AL6
Phelps Dodge Corp 9.500% SR NTS 06/01/31
             717265AM4  717265AM4
Phelps Dodge Corp 6.125% SR NTS 03/15/34
             718154CF2 718154CF2
Philip Morris 7.75% DEB 1/15/27
             718172AA7718172AA7
Philip Morris International 5.65% NTS 5/16/18
             718172AB5718172AB5
Philip Morris 4.875% NTS 5/16/13
             718172AC3718172AC3
Philip Morris International 6.375% NTS 5/16/38
             718172AD1718172AD1
Philip Morris International 5.625% Euros NTS 9/6/11
             718172AE9718172AE9
Philip Morris International 5.875% Euros 9/4/15
             718172AG4718172AG4
Philip Morris International 6.875% SR NTS 3/17/14
             718172AH2718172AH2
PHILLIP MORRIS INTERNATIONAL INC. 4.50% NTS 03/26/20
             718252AK5718252AK5
Philippine Long Distance Tel 11.375% NTS 5/15/12
             71825PAD071825PAD0
Philippine Long Distance Tel 8.35% NTS 3/6/17
             718448AB9718448AB9
PHILIPS ELECTRS N V DEB 7.25% 08/15/13
             718507AR7718507AR7
PHILLIPS PETROLEUM 9 3/8% NTS 02/15/11
             718507BH8718507BH8
PHILLIPS PETROLEUM 6.65% DEBS 7/15/18
             718507BK1718507BK1
PHILLIPS PETROLEUM 7% DEB 03/30/2029
             718592AB4718592AB4
PHILLIPS VAN HEUSEN CORP DEB 7.75% 11/15/23
             718592AG3718592AG3
PHILLIPS VAN HEUSEN CORP SR NT 8.125% 05/01/13
             718592AJ7 718592AJ7
PHILLIPS VAN HEUSEN CORP SR NT 7.25% 02/15/11
             718592AK4718592AK4
PHILLIPS-VAN HEUSEN 7.375% SR NTS 05/15/20
             720186AD7720186AD7
Piedmont Natural Gas Co 5.000% NTS 12/19/13
             720186AE5720186AE5
Piedmont Natural Gas Co 6.000% NTS 12/19/33
             NAT GAS INC NT-06 6.25% 06/01/36
PIEDMONT 720186AF2720186AF2
             NATL GAS INC MTN BE
PIEDMONT 72018QAB772018QAB7FR 6.87% 10/06/23
             723456AC3723456AC3
PINNACLE ENTMT INC SR SB NT 8.25% 03/15/12
             723456AG4723456AG4
PINNACLE ENTMT INC SR SUB NT 15 06/15/15
             723787AB3723787AB3
Pioneer Natural Resources 7.200% NTS 01/15/28
             723787AE7723787AE7
PIONEER NAT RES CO SR NT 5.875% 07/15/16
             723787AF4723787AF4
Pioneer Natural Resources 6.875% BDS 05/1/18
             723787AG2723787AG2
Pioneer Natural Resources 6.65% SR NTS 3/15/17
             723787AJ6 723787AJ6
PIONEER NAT RES CO SR NT 7.5% 01/15/20
             724479AF7724479AF7
Pitney Bowes Inc 4.625% NTS 10/01/12
             724479AG5724479AG5
Pitney Bowes Inc 5.000% NTS 03/15/15
             724479AH3724479AH3
PITNEY BOWES INC. 6.25% SR NTS 03/15/19
             72447WAA7 2447WAA7
                        7
Pitney Bowes Inc 4.75% NTS 5/15/18
             72447WAN92447WAN9
                        7
Pitney Bowes Inc 3.875% NTS 6/15/13
            72447WAU32447WAU3
                       7
Pitney Bowes Inc 4.875% NTS 8/15/14
            72447XAA572447XAA5
Pitney Bowes Inc 4.75% NTS 1/15/16
            72447XAB372447XAB3
Pitney Bowes Inc 5.25% NTS 1/15/37
            72447XAC172447XAC1
Pitney Bowes 5.75% NTS 9/15/17
            72447XAD972447XAD9
Pitney Bowes 5.6% MTNs 3/15/18
            725906AD3725906AD3
Placer Dome Inc 7.750% NTS 06/15/15
            725906AH4725906AH4
PLACER DOME INC DEB 6.375% 03/01/33
            725906AN1725906AN1
PLACER DOME INC DEB 6.45% 10/15/35
            726503AD7726503AD7
Plains All American Ppln 7.750% NTS 10/15/12
            726505AC4726505AC4
PLAINS EXPL& PRODTN CO SR NT 7% 03/15/17
            726505AD2726505AD2
Plains Exploration & Production 7.75% SR NTS 6/15/15
            726505AF7726505AF7
Plains Exploration & Production 7.625% SR NTS 6/1/18
            726505AG5726505AG5
PLAINS EXPLORATION & PRO 10.0% SR NTS 03/01/16
            726505AH3726505AH3
PLAINS EXPLORATION & PRODTN 8.625% SR NTS 10/15/19
            726505AJ9 CO SR NT
PLAINS EXPL& PRODTN726505AJ97.625% 04/01/20
            AMERN PIPELINE L P SR
PLAINS ALL 72650RAF972650RAF9 NT 5.875% 08/15/16
            AMERN PIPELINE L P SR
PLAINS ALL 72650RAJ1 72650RAJ1 NT 5.25% 06/15/15
            AMERN PIPELINE L P SR NT 6.7% 05/15/36
PLAINS ALL 72650RAM4   72650RAM4
            72650RAP772650RAP7
Plains All American Pipeline 6.125% GTD NTS 1/15/17
            AMERN PIPELINE L P SR
PLAINS ALL 72650RAR372650RAR3 NT 6.65% 01/15/37
            AMER PIPE 6.50 NTS 05/01/08
PLAINS ALL 72650RAT972650RAT9
            AMERN PIPELINE L P SR
PLAINS ALL 72650RAU672650RAU6 NT 8.75% 05/01/19
            AMERN PIPELINE L P SR
PLAINS ALL 72650RAV472650RAV4 NT 4.25% 09/01/12
            AMERICA PIPELINE 5.75% 01/15/2020
PLAINS ALL 72650RAW2   72650RAW2
             Timber 5 7/8% debs 11/15/15
Plum Creek 72925PAB172925PAB1
            72925PAC972925PAC9
PLUM CREEK TIMBER 4.7% SR NTS 03/15/21
            73179PAB273179PAB2
POLYONE CORP SR NT 8.875% 05/01/12
            73179UAF273179UAF2
POLYPORE INC EURO SR SB NT 12 05/15/12
            GEN ELEC CO MTNS BE
PORTLAND 73651HAV373651HAV3 FR 9.31% 08/11/21
            737415AH2737415AH2
POST APT HOMES L P NT 5.45% 06/01/12
            737415AJ8 6.3% NTS
Post Apartment Homes737415AJ86/1/13
            737415AK5737415AK5
POST APARTMENT HOMES LP 4.75% SR NTS 10/15/17
            73755LAB373755LAB3 05/31/11
POTASH CORP SASK INC NT         7.75%
            73755LAC173755LAC1
Potash Corp 4.875% NTS 3/1/13
            73755LAD973755LAD9
Potash Corp 5.875% NTS 12/1/36
            73755LAE7 73755LAE7
POTASH CORP SASK INC SR NT 5.25% 05/15/14
            73755LAF4 73755LAF4
POTASH CORP SASK INC SR NT 6.5% 05/15/19
            73755LAG273755LAG2
POTASH CORP SASK INC NT 3.75% 09/30/15
            73755LAH073755LAH0
POTASH CORP SASK INC NT 4.875% 03/30/20
            73755LAJ6 73755LAJ6
POTASH CORP-SASKATCHEWAN 3.25% SR NTS 12/01/17
            73755LAK373755LAK3
POTASH CORP 5.625% SR NTS 12/01/40
            737662BP0737662BP0
Potomac Edison 5.35% 1st MTG 11/15/14
            737662BR6737662BR6
Potomac Edison 5.125% 1st MTG 8/15/15
            737679CW8  737679CW8
POTOMAC ELEC PWR CO SR NT 4.95% 11/15/13
            737679CX6737679CX6
POTOMAC ELEC PWR CO SR NT 4.65% 04/15/14
            737679CY4737679CY4
POTOMAC ELEC PWR CO SR NT 5.75% 04/15/34
            737679CZ1 737679CZ1
POTOMAC ELEC PWR CO SR NT 5.4% 06/01/35
             737679DA5737679DA5
POTOMAC ELEC PWR CO SR NT AMBAC 34 04/15/34
             737679DB3737679DB3
POTOMAC ELEC PWR CO SR NT 6.5% 11/15/37
             737679DC1737679DC1
POTOMAC ELECTRIC POWER 7.9% 1ST MTG NTS 12/15/2038
             74005PAJ3 74005PAJ3
PRAXAIR INC NT 6.375% 04/01/12
             74005PAL874005PAL8
Praxair Inc 3.950% NTS 06/01/13
             74005PAN474005PAN4
Praxair Inc 5.375% NTS 11/1/16
             74005PAP974005PAP9
PRAXAIR INC NT 5.2% 03/15/17
             5.25% NTS 11/15/14
Praxair Inc. 74005PAQ774005PAQ7
             4.625% SR NTS 3/30/15
Praxair Inc. 74005PAR574005PAR5
             74005PAS374005PAS3
PRAXAIR INC 4.375% NTS 03/31/14
             74005PAU874005PAU8
PRAXAIR INC NT 4.5% 08/15/19
             74005PAV674005PAV6
PRAXAIR INC. 3.25% SR NTS 09/15/15
             74005PAW4   11/15/12
PRAXAIR INC NT 1.75% 74005PAW4
             74005PAX274005PAX2
PRAXAIR INC NT 2.125% 06/14/13
             740189AF2740189AF2
Precision Castparts Corp 5.600% NTS 12/15/13
             INC DEL SR NT
                        74153QAG7
PRIDE INTL 74153QAG7 8.5% 06/15/19
             74251VAA074251VAA0
Principal Financial Group 6.05% NTS 10/15/36
             74251VAB874251VAB8
PRINCIPAL FINL GROUP INC GTD SR 7.875% 05/15/14
             74251VAD474251VAD4
PRINCIPAL FINL GROUP INC GTD SR 8.875% 05/15/19
             74254PAK874254PAK8
Principal Life Insurance 5.100% MTN 04/15/14
             74254PYE6 74254PYE6
PRINCIPAL LIFE INCOME FUNDINGS TRUST 36 5.30% SECURED NTS 04/24/13
             74254PYF3 74254PYF3
Principal Life Income Funding 5.55% MTNs 4/27/15
             74254PZC974254PZC9
Principal Life Income Funding 5.15% MTNs 6/17/11
             742718AV1742718AV1
Procter & Gamble Co 8.000% DEB 10/26/29
             742718BG3742718BG3
Procter & Gamble Co 8% DEBS 09/1/24
             742718BH1742718BH1
Procter & Gamble Co 6.450% DEB 01/15/26
             742718BJ7 742718BJ7
Procter & Gamble Co 8.750% DEB 06/01/22
             742718BZ1742718BZ1
Procter & Gamble Co 4.850% NTS 12/15/15
             742718CB3742718CB3
Procter & Gamble Co 5.500% NTS 02/01/34
             742718DA4742718DA4
Procter & Gamble Co 4.95% SR NTS 08/15/14
             742718DB2742718DB2
Procter & Gamble Co 5.8% BDS 08/15/34
             742718DF3742718DF3
Procter & Gamble Co 5.55% NTS 3/5/37
              GAMBLE 4.6% NOTES
PROCTER &742718DL0742718DL001/15/14
              GAMBLE 3.50% NTS 2/15/15
PROCTER &742718DM8      742718DM8
              GAMBLE 4.7% NTS 02/15/19
PROCTER &742718DN6742718DN6
              GAMBLE 3.15% SR NTS
PROCTER &742718DQ9742718DQ9 09/01/15
              GAMBLE CO NT 1.375%
PROCTER &742718DR7742718DR7 08/01/12
              GAMBLE INTL FN 1.35%
PROCTER &742732AE0742732AE0 08/26/11
             743263AD7743263AD7
Progress Energy Inc 7.100% SR NTS 03/01/11
             743263AE5743263AE5
Progress Energy Inc 7.750% SR NTS 03/01/31
             743263AG0743263AG0
Progress Energy Inc 7.000% SR NTS 10/30/31
             743263AJ4 SR NTS 4/15/12
Progress Energy 6.85% 743263AJ4
             743263AL9 743263AL9
Progress Energy 5.625% SR. NTS 1/15/16
             743263AM76.05% SR NTS
PROGRESS ENERGY INC743263AM7 03/15/14
             743263AN5743263AN5
PROGRESS ENERGY INC 7.05% SR NTS 03/15/19
             743263AP0743263AP0
PROGRESS ENERGY INC SR NT 6% 12/01/39
             743263AQ8743263AQ8
PROGRESS ENERGY INC SR NT 4.875% 12/01/19
            Corp 7.000% NTS 10/01/13
Progressive743315AF0743315AF0
            Corp 6.625% SR NTS 03/01/29
Progressive743315AJ2 743315AJ2
            Corp 6.375% NTS 01/15/12
Progressive743315AK9743315AK9
            Corp 6.250% SR NTS 12/01/32
Progressive743315AL7 743315AL7
            743410AE2743410AE2
Prologis Trust 5.500% NTS 03/01/13
            743410AJ1 743410AJ1
PROLOGIS NT 5.625% 11/15/15
            743410AK8743410AK8
Prologis Trust 5.500% SR NTS 4/1/12
            743410AL6 NTS 4/1/16
Prologis Trust 5.75% SR743410AL6
            743410AN2743410AN2
Prologis Trust 5.625% SR NTS 11/15/16
            743410AT9743410AT9
Prologis Trust 6.625% SR NTS 5/15/18
            743410AU6743410AU6
PROLOGIS NT 7.625% 08/15/14
            743410AV4743410AV4
PROLOGIS 7.375 SR NTS 10/30/19
            743410AW2   743410AW2
PROLOGIS NT 6.875% 03/15/20
            743410AX0743410AX0
PROLOGIS NT 6.25% 03/15/17
            743674AC7743674AC7
PROTECTIVE LIFE CORP MTN 7.45% 08/01/11
            743674AR4743674AR4
Protective Life Corp 4.300% SR NTS 06/01/13
            743674AT0743674AT0
Protective Life Corp 4.875% SR NTS 11/01/14
            743674AU7743674AU7
PROTECTIVE LIFE CORP SR NT 6.4% 01/15/18
            743674AX1743674AX1
PROTECTIVE LIFE CORP SR NT 7.375% 10/15/19
            743674AY9743674AY9
PROTECTIVE LIFE CORP SR NT 8.45% 10/15/39
            74367CAJ4 TRS CALL 5.5% 02/15/20 Called for Redemption
PROTECTIVE LIFE SECD 74367CAJ4
            74367CAN574367CAN5
PROTECTIVE LIFE SECD TRS CALL 5.5% 03/15/24
            74367CBG974367CBG9
PROTECTIVE LIFE SECD TRS CALL 6.15% 06/15/24
            74367CCE374367CCE3
PROTECTIVE LIFE SECD TRS CALL 5.7% 12/15/29
            74367CDD474367CDD4
PROTECTIVE LIFE SECD TRS CALL 5.4% 12/15/13
            74367CET8 TRS CALL 6%
PROTECTIVE LIFE SECD 74367CET8 09/15/17
            74367CFD274367CFD2
PROTECTIVE LIFE SECD TRS FR 4.3% 02/15/13
            74367CFF7 TRS FR 4.5%
PROTECTIVE LIFE SECD 74367CFF7 03/15/13
            74367CFQ374367CFQ3
PROTECTIVE LIFE SECD TRS FR 5% 06/15/12
            74367CFR174367CFR1
PROTECTIVE LIFE SECD TRS FR 5% 06/15/12
            74367CFS9 TRS FR 5%
PROTECTIVE LIFE SECD 74367CFS906/15/11
            74367CFV274367CFV2
PROTECTIVE LIFE SECD TRS FR 5.05% 07/15/12
            74367CFW0   74367CFW0
PROTECTIVE LIFE SECURED TRUST 6.75% MTN 08/15/33
             BK MD BALTIMORE NT
PROVIDENT743849EU1743849EU1 SUB 9.5% 05/01/18
             COS INC SR NT 7.25%
PROVIDENT743862AA2743862AA2 03/15/28
             COS INC SR NT    7%
PROVIDENT743862AD6743862AD607/15/18
            74432QAB174432QAB1
Prudential Financial 4.5% MTNs 7/15/13
            74432QAC974432QAC9
Prudential Financial 5.75% MTNs 7/15/33
            74432QAD7   74432QAD7
Prudential Financial 4.75% MTNs 4/1/14
            74432QAE574432QAE5
Prudential Financial 5.1% MTNs 9/20/14
            74432QAG0   74432QAG0
Prudential Financial 4.75% MTNs 6/13/15
            74432QAH8   74432QAH8
Prudential Financial 5.4% MTNs 6/13/35
            74432QAJ474432QAJ4
Prudential Financial 5.5% MTNs 3/15/16
            74432QAK174432QAK1
Prudential Financial 5.9% MTNs 3/17/36
            74432QAP074432QAP0
Prudential Financial 5.1% MTN 12/14/11
            74432QAQ8   74432QAQ8
Prudential Financial 5.7% MTNs 12/14/36
            74432QAX374432QAX3
Prudential Financial 5.8% MTN 6/15/12
            74432QAY174432QAY1
Prudential Financial 6.1% MTNs 6/15/17
            74432QBC874432QBC8
Prudential Financial 6% NTS 12/1/17
            74432QBM6 INC. 5.375%
                        7
PRUDENTIAL FINANCIAL 4432QBM6 SR NTS 06/21/20
            74432QBN4   74432QBN4
PRUDENTIAL FINANCIAL INC. 6.625% SR NTS 06/21/40
            744448BU4744448BU4
Public Service of Colorado 7.875% 1st Mtg 10/1/12
            744448BX8744448BX8
Public Service of Colorado 5.5% 1st Mtg 4/1/14
            744448BY6744448BY6
Public Service of Colorado 4.875% 1st Mtg 3/1/13
            744448BZ3744448BZ3
Public Service of Colorado 6.25% 1st mtg 9/1/37
            744448CA7744448CA7
Public Service Colorado 6.5% 1st MTG 8/1/38
            744448CB5744448CB5
Public Service Colorado 5.8% 1st MTG 8/1/18
            744448CD1744448CD1
PUBLIC SERVICE COLORADO 3.2% 11/15/20
            744482BH2744482BH2
Public Service NH 6.15% 1st Mtg 9/1/17
            744482BJ8 744482BJ8
Public Service NH 6% 1st Mtg 5/1/18
             CO N MEX SR NT-B 7.5%
PUBLIC SVC744499AN4744499AN4 08/01/18
            744499AP9744499AP9
Public Service Co of New Mexico 7.95% SR NTS 5/15/18
             CO N C INC SR DEB 6.99% 01/15/26
PUBLIC SVC744516AA3744516AA3
             CO N C INC SR DEB 7.45% 12/15/26
PUBLIC SVC744516AB1744516AB1
             CO NC INC MTN BE CAL
PUBLIC SVC74451PAA174451PAA1 6.625% 02/15/11
            744533BG4744533BG4
Public Service (OK) 4.700% SR NTS 05/15/11
            744533BH2744533BH2
Public Service Oklahoma 6.15% SR NTS 8/1/16
            744533BJ8 744533BJ8
PUBLIC SERVICE CO OKLA SR NT-G 6.625% 11/15/37
            744533BK5744533BK5
PUBLIC SERVICE CO OKLA SR NT 5.15% 12/01/19
            744538AA7744538AA7
Public Service NH 5.6% 1st Mtg 10/5/35
             NEW HAMPSHIRE 4.50%
PUBLIC SVC744538AB5744538AB5 12/01/19
            744567BA5744567BA5
PUBLIC SERV ELEC & GAS 8% 6/1/37
            744567BB3744567BB3
PUBLIC SERV ELEC & GAS 5% 7/1/37
            744567CN6744567CN6
PUBLIC SERV ELEC & GAS 9 1/4% SER CC 6/1/21
            744567EP9744567EP9
PUBLIC SERV ELEC & GAS 6 3/4% SER VV 1/1/16
             ELEC GAS CO MTN BE
PUBLIC SVC74456QAJ574456QAJ5CALL5.125% 09/01/12
             ELEC GAS CO MTN BE CALL 5% 01/01/13
PUBLIC SVC74456QAK274456QAK2
            74456QAL074456QAL0
Public Service E&G 5.375% 1st MTG 9/1/13
             ELEC GAS CO74456QAN6
PUBLIC SVC74456QAN6 MTN BE FR 5% 08/15/14
            74456QAP174456QAP1
Public Service Elec & Gas 5.25% due 7/1/35
             ELEC GAS CO74456QAQ9
PUBLIC SVC74456QAQ9 MTN BE CALL 5.7% 12/01/36
             ELEC GAS CO MTN BE FR
PUBLIC SVC74456QAR774456QAR7 5.8% 05/01/37
            74456QAS574456QAS5
Public Service Electric & Gas 5.3% MTNs 5/1/18
            74456QAT374456QAT3
Public Service Electric & GAs 6.33% secured Mtns Ser F 11/1/13
            74456QAU0   74456QAU0
PUBLIC SERVICE ELECTRIC & GAS 5.375% 11/01/39
            & GAS 5.50% 3/1/40
PUB SVC EL 74456QAV874456QAV8
            74456QAX474456QAX4
PUB SVC ELEC & GAS 3.50% 08/15/20
            745867AD3745867AD3
Pulte Corp 7.625% SR NTS 10/15/17
            745867AH4745867AH4
Pulte Corp 8.125% SR NTS 03/01/11
            745867AM3   745867AM3
Pulte Homes 7 7/8% due 6/15/2032
            745867AN1745867AN1
Pulte Homes Inc 6.250% SR NTS 02/15/13
            745867AP6745867AP6
Pulte Homes Inc 6.375% SR NTS 05/15/33
            745867AQ4745867AQ4
Pulte Corp 5.250% SR NTS 01/15/14
            745867AS0745867AS0
Pulte Homes 5.2% NTS 2/15/2015
            745867AT8745867AT8
Pulte Homes 6% SR NTS 2/15/35
            74733VAA874733VAA8
QEP RESOURCES INC.6.875% SR NTS 03/01/21
            747402AH8747402AH8
QUAKER OATS MTN-D 7.77% 05/12/25
            747402AJ4 747402AJ4
QUAKER OATS MTN 7.49% 06/02/25
            74834LAE0 74834LAE0
Quest Diagnostics Inc 7.500% SR NTS 07/12/11
            74834LAL4 74834LAL4
Quest Diagnostics Inc 5.45% SR NTS 11/1/15
            74834LAM2  74834LAM2
Quest Diagnostic 6.4% SR NTS 7/1/17
            74834LAN074834LAN0
Quest Diagnostic 6.95% SR NTS 7/1/37
            74834LAP574834LAP5
QUEST DIAGNOSTICS INC SR NT 4.75% 01/30/20
            74834LAQ374834LAQ3
QUEST DIAGNOSTICS INC SR NT 5.75% 01/30/40
            74835NAJ474835NAJ4
QUESTAR PIPELINE CO MTN BE CALL 7.09% 06/01/11
            74835NAK174835NAK1
QUESTAR PIPELINE CO MTN BE CALL 6.57% 09/26/11
            74836HAC174836HAC1
Questar Pipeline 5.83% NTS 2/1/18
            74836JAA1 NT      7.5%
QUESTAR MKT RES INC74836JAA1 03/01/11
            74836JAD5 SR NTS 9/1/16
Questar Market 6.05% 74836JAD5
            74836JAE3 NT 6.8% 04/01/18
QUESTAR MKT RES INC74836JAE3
            74836JAF0 SR NT 6.8%
QUESTAR MKT RES INC74836JAF0 03/01/20
            74837HAA474837HAA4
QUESTAR GAS CO NT 7.2% 04/01/38
            74837HAB274837HAB2
QUESTAR GAS CO NT 6.3% 04/01/18
            Resources 7.125% GTD
Quicksilver 74837RAC874837RAC8 NTS 4/1/16
            Resources 7.75% SR NTS
Quicksilver 74837RAE474837RAE4 8/1/15
            74837RAF174837RAF1
QUICKSILVER RESOURCES INC SR NT 11.75% 01/01/16
            74837RAG974837RAG9
QUICKSILVER RESOURCES INC SR NT 9.125% 08/15/19
            749121BV0749121BV0
QWEST COMMUNICATIONS INTL NTS 02/15/2014
            74913EAH374913EAH3
Qwest Capital Funding 7.25% GTD NTS 2/15/11
              FDG INC NT    7.75%
QWEST CAP74913EAJ9 74913EAJ9 02/15/31
              FDG INC GTD NT 7.625% 08/03/21
QWEST CAP74913EAQ374913EAQ3
             8.875% NTS 3/15/12
Qwest Corp74913GAC974913GAC9
             7.875% SR NTS 9/1/11
Qwest Corp74913GAE574913GAE5
             7.5% SR NTS
                       74913GAG0
Qwest Corp74913GAG0 10/1/14
             7.625% SR NTS 6/15/15
Qwest Corp74913GAK174913GAK1
             6.5% SR NTS 6/1/17
Qwest Corp74913GAT274913GAT2
            74913GAW54913GAW5
                       7
QWEST CORP NT 8.375% 05/01/16
            749607AB3749607AB3
RLI Corp 5.950% SR NTS 01/15/14
            749685AM5  749685AM5
RPM International Inc 6.250% SR NTS 12/15/13
            749685AQ6749685AQ6
RPM International 6.5% NTS 2/15/18
            749685AR4749685AR4
RPM INTERNATIONAL INC. 6.125% SR NTS 10/15/19
            74971XAB374971XAB3
RRI Energy 7.625% SR NTS 6/15/14
            74971XAC174971XAC1
RRI Energy 7.875% SR NTS 6/15/17
            750236AB7750236AB7
RADIAN GROUP INC DEB 7.75% 06/01/11
            750236AH4750236AH4
Radian Group Inc 5.625% SR NTS 02/15/13
            750236AJ0 NT 5.375%
RADIAN GROUP INC SR 750236AJ0 06/15/15
            Corp 7.375% NTS 05/15/11
RadioShack 750438AB9750438AB9
            750753AC9750753AC9
RAILAMERICA INC SR NT 9.25% 07/01/17
            751028AF8751028AF8
Ralcorp Holdings Corp. 4.95% 08/15/20
            75281AAF675281AAF6
Range Resources 6.375% GTD NTS 3/15/15
            75281AAG475281AAG4
Range Resources 7.5% GTD NTS 5/15/16
           75281AAH275281AAH2
Range Resources 7.5% GTD NTS 10/1/17
           75281AAJ8 75281AAJ8
Range Resources 7.25% GTD NTS 5/1/18
           CORP GTD SR SB NT8%
RANGE RES 75281AAK575281AAK5 05/15/19
           75281AAL375281AAL3
Range Resources Corp. 6.75% 8/1/20
           754730AB5754730AB5
RAYMOND JAMES FINANCIAL INC SR NT 8.6% 08/15/19
           755111AF8755111AF8
Raytheon Co 7.200% DEB 08/15/27
           755111AJ0 755111AJ0
Raytheon Co 6.750% DEB 03/15/18
           755111AP6755111AP6
Raytheon Co 7.000% DEB 11/01/28
           CO DEB      6.4% 12/15/18
RAYTHEON 755111AU5755111AU5
           CO NT 4.4% 02/15/20
RAYTHEON 755111BR1755111BR1
           COMPANY 755111BS9
RAYTHEON 755111BS91.625% SR NTS 10/15/15
           COMPANY 3.125% SR NTS 10/15/20
RAYTHEON 755111BT7755111BT7
           CO 4.875% SR NTS 10/15/40
RAYTHEON 755111BU4755111BU4
           756109AE4756109AE4
Realty Income Corp 5.375% SR NTS 03/15/13
           756109AF1756109AF1
Realty Income Corp 5.500% SR NTS 11/15/15
           756109AG9756109AG9
Realty Income Corp 5.875% SR DEB 03/15/35
           756109AH7756109AH7
REALTY INCOME CORP SR NT 5.375% 09/15/17
           756109AJ3 756109AJ3
Realty Income Corp 5.95% NTS 9/15/16
           756109AK0756109AK0
Realty Income 6.75% SR NTS 8/15/19
           75621LAH775621LAH7
RECKSON OPER PARTNERSHIP L P SR NT 5.875% 08/15/14
           75621LAK075621LAK0
RECKSON OPER PARTNERSHIP L P NT 6% 03/31/16
           758202AB1758202AB1
REED ELSEVIER CAPITAL 6.750% NTS 08/01/2011
           758202AF2758202AF2
REED ELSEVIER PLC 7.75% GTD NTS 01/15/14
           758202AG0758202AG0
REED ELSEVIER PLC 8.625% GTD NTS 01/15/2019
           758753AB3758753AB3
REGAL CINEMAS CORP SR SB NT9.375% 02/01/12
           758753AD9758753AD9
REGAL CINEMAS CORP GTD SR NT 19 07/15/19
           758766AE9758766AE9
REGAL ENTERTAINMENT GRP 9.125% SR NTS 08/15/18
           75884RAJ2 7.25% 12/12/11
REGENCY CTRS L P NT 75884RAJ2
           75884RAK975884RAK9
REGENCY CTRS L P NT      6.75% 01/15/12
           75884RAL775884RAL7
REGENCY CTRS L P NT 4.95% 04/15/14
           75884RAP875884RAP8
REGENCY CTRS L P GTD NT 5.25% 08/01/15
           75884RAQ675884RAQ6
REGENCY CTRS L P UNSEC SR NT 17 06/15/17
           758940AB6758940AB6
Regions Financial 7.75% NTS 9/15/24
           758940AF7758940AF7
Regions Financial 7% NTS 3/1/11
           758940AG5758940AG5
Regions Financial 6.375% NTS 5/15/12
           7591EAAB97591EAAB9
REGIONS BANK 3.25% FDIC GTD NTS 12/09/11
           7591EPAE07591EPAE0
Regions Financial 7.375% SR NTS 12/10/37
           7591EPAF77591EPAF7
REGIONS FINANCIAL CORP NEW SR NT 7.75% 11/10/14
           7591EPAG57591EPAG5
REGIONS FINANCIAL CORP 5.75% SR NTS 06/15/15
           7591EPAH37591EPAH3
REGIONS FINANCIAL CORP 4.875% SR NTS 04/26/13
           759351AC3759351AC3
Reinsurance Group of Amer 6.750% NTS 12/15/11
           759351AF6759351AF6
REINSURANCE GROUP AMER INC SR NT 5.625% 03/15/17
           759351AG4759351AG4
REINSURANCE GROUP AMER INC SR NT 6.45% 11/15/19
           759454AC5759454AC5
RELIANCE CAP TR I GTD CAP-B8.17% 05/01/28
           759509AB8759509AB8
RELIANCE STEEL & ALUMINUM CO SR NT 6.85% 11/15/36
           759509AD4759509AD4
RELIANCE STEEL & ALUMINUM CO SR NT 6.2% 11/15/16
           75953GAC775953GAC77.75% 02/15/11
RELIANT ENERGY RES CORP NT
          75968NAB775968NAB7
RENAISSANCERE HLDGS LTD SR NT 5.875% 02/15/13
          759891AA2759891AA2
RENRE NORTH AMER HLDGS INC SR NT 5.75% 03/15/20
          76010RAC276010RAC2
RENTAL SVC CORP/ RSC HLDGS SR NT 9.5% 12/01/14
           Y CORP SUB DEB 9.5%
REPUBLIC N760719AL8 760719AL8 04/15/14
           Y CORP SUB NT 9.125%
REPUBLIC N760719AR5760719AR5 05/15/21
           Y CORP SUB NT 9.30%
REPUBLIC N760719AS3760719AS3 06/01/21
           Y CORP SUB NT 7% 03/22/11
REPUBLIC N760719BC7760719BC7
           Y CORP SUB DEB 7.2%
REPUBLIC N760719BH6760719BH6 07/15/97
          760759AC4760759AC4
REPUBLIC SVCS INC NT    6.75% 08/15/11
          760759AF7760759AF7
REPUBLIC SVCS INC NT 6.086% 03/15/35
          8 1/8% SER A 10/15/19
RESOL FND 761157AA4761157AA4
          8 5/8% SER A 01/15/30
RESOL FND 761157AB2761157AB2
          8 7/8% SER B 4/15/30
RESOL FND 761157AC0761157AC0
          8.875% SER A 07/15/20
RESOL FND 761157AD8761157AD8
          9.375% SER B 10/15/20
RESOL FND 761157AE6761157AE6
          8 5/8% SER A 01/15/21
RESOL FND 761157AG1761157AG1
          SER A 2019 BONDS INT
RESOL FND 76116EBU376116EBU3 COMP 04/15/11
          SER A 2019 BONDS INT
RESOL FND 76116EBV176116EBV1 COMP 10/15/11
          SER A 2019 76116EBW9
RESOL FND 76116EBW9BONDS INT COMP 04/15/12
          SER A 2019 BONDS INT
RESOL FND 76116EBX776116EBX7 COMP 10/15/12
          SER A 2019 BONDS INT
RESOL FND 76116EBY576116EBY5 COMP 04/15/13
          SER A 2019 BONDS INT
RESOL FND 76116EBZ2 76116EBZ2 COMP 10/15/13
          SER A 2019 BONDS INT
RESOL FND 76116ECA676116ECA6 COMP 04/15/14
          SER A 2019 BONDS INT
RESOL FND 76116ECB476116ECB4 COMP 10/15/14
          SER A 2019 BONDS INT
RESOL FND 76116ECC276116ECC2 COMP 04/15/15
          SER A 2019 BONDS INT
RESOL FND 76116ECD076116ECD0 COMP 10/15/15
          SER A 2019 BONDS INT
RESOL FND 76116ECE8 76116ECE8 COMP 04/15/16
          SER A 2019 BONDS INT
RESOL FND 76116ECF5 76116ECF5 COMP 10/15/16
          SER A 2019 BONDS INT
RESOL FND 76116ECG376116ECG3 COMP 04/15/17
          SER A 2019 BONDS INT
RESOL FND 76116ECH176116ECH1 COMP 10/15/17
          SER A 2019 BONDS INT
RESOL FND 76116ECJ7 76116ECJ7 COMP 04/15/18
          SER A 2019 BONDS INT
RESOL FND 76116ECK476116ECK4 COMP 10/15/18
          SER A 2019 BONDS INT
RESOL FND 76116ECL2 76116ECL2 COMP 04/15/19
          SER A 2019 76116ECM0
RESOL FND 76116ECM0BONDS INT COMP 10/15/19
          SER A 2030 BONDS INT
RESOL FND 76116EFC9 76116EFC9 COMP 07/15/11
          SER A 2030 BONDS INT
RESOL FND 76116EFD776116EFD7 COMP 01/15/12
          SER A 2030 BONDS INT
RESOL FND 76116EFE5 76116EFE5 COMP 07/15/12
          SER A 2030 BONDS INT
RESOL FND 76116EFF2 76116EFF2 COMP 01/15/13
          SER A 2030 BONDS INT
RESOL FND 76116EFG076116EFG0 COMP 07/15/13
          SER A 2030 BONDS INT
RESOL FND 76116EFH876116EFH8 COMP 01/15/14
          SER A 2030 BONDS INT
RESOL FND 76116EFJ4 76116EFJ4 COMP 07/15/14
          SER A 2030 BONDS INT
RESOL FND 76116EFK1 76116EFK1 COMP 01/15/15
          SER A 2030 BONDS INT
RESOL FND 76116EFL9 76116EFL9 COMP 07/15/15
          SER A 2030 BONDS INT
RESOL FND 76116EFM776116EFM7 COMP 01/15/16
          SER A 2030 BONDS INT
RESOL FND 76116EFN576116EFN5 COMP 07/15/16
          SER A 2030 BONDS INT
RESOL FND 76116EFP0 76116EFP0 COMP 01/15/17
          SER A 2030 BONDS INT
RESOL FND 76116EFQ876116EFQ8 COMP 07/15/17
          SER A 2030 BONDS INT
RESOL FND 76116EFR6 76116EFR6 COMP 01/15/18
          SER A 2030 BONDS INT
RESOL FND 76116EFS4 76116EFS4 COMP 07/15/18
          SER A 2030 BONDS INT
RESOL FND 76116EFT2 76116EFT2 COMP 01/15/19
          SER A 2030 BONDS INT
RESOL FND 76116EFU976116EFU9 COMP 07/15/19
          SER A 2030 BONDS INT
RESOL FND 76116EFV7 76116EFV7 COMP 01/15/20
          SER A 2030 76116EFW5
RESOL FND 76116EFW5BONDS INT COMP 07/15/20
          SER A 2030 BONDS INT
RESOL FND 76116EFX3 76116EFX3 COMP 01/15/21
          SER A 2030 BONDS INT
RESOL FND 76116EFY1 76116EFY1 COMP 07/15/21
          SER A 2030 BONDS INT
RESOL FND 76116EFZ8 76116EFZ8 COMP 01/15/22
          SER A 2030 BONDS INT
RESOL FND 76116EGA276116EGA2 COMP 07/15/22
          SER A 2030 BONDS INT
RESOL FND 76116EGB076116EGB0 COMP 01/15/23
          SER A 2030 BONDS INT
RESOL FND 76116EGC876116EGC8 COMP 07/15/23
          SER A 2030 BONDS INT
RESOL FND 76116EGD676116EGD6 COMP 01/15/24
          SER A 2030 BONDS INT
RESOL FND 76116EGE476116EGE4 COMP 07/15/24
          SER A 2030 BONDS INT
RESOL FND 76116EGF176116EGF1 COMP 01/15/25
          SER A 2030 BONDS INT
RESOL FND 76116EGG976116EGG9 COMP 07/15/25
          SER A 2030 BONDS INT
RESOL FND 76116EGH776116EGH7 COMP 01/15/26
          SER A 2030 BONDS INT
RESOL FND 76116EGJ3 76116EGJ3 COMP 07/15/26
          SER A 2030 BONDS INT
RESOL FND 76116EGK076116EGK0 COMP 01/15/27
          SER A 2030 BONDS INT
RESOL FND 76116EGL876116EGL8 COMP 07/15/27
          SER A 2030 76116EGM6
RESOL FND 76116EGM6BONDS INT COMP 01/15/28
          SER A 2030 BONDS INT
RESOL FND 76116EGN476116EGN4 COMP 07/15/28
          SER A 2030 BONDS INT
RESOL FND 76116EGP976116EGP9 COMP 01/15/29
          SER A 2030 BONDS INT
RESOL FND 76116EGQ776116EGQ7 COMP 07/15/29
          SER A 2030 BONDS INT
RESOL FND 76116EGR576116EGR5 COMP 01/15/30
          SER B 2030 BONDS INT
RESOL FND 76116EGT176116EGT1 COMP 04/15/20
          SER B 2030 BONDS INT
RESOL FND 76116EGU876116EGU8 COMP 10/15/20
          SER B 2030 BONDS INT
RESOL FND 76116EGV676116EGV6 COMP 04/15/21
          SER B 2030 76116EGW4COMP 10/15/21
RESOL FND 76116EGW4  BONDS INT
          SER B 2030 BONDS INT
RESOL FND 76116EGX276116EGX2 COMP 04/15/22
          SER B 2030 BONDS INT
RESOL FND 76116EGY076116EGY0 COMP 10/15/22
          SER B 2030 BONDS INT
RESOL FND 76116EGZ776116EGZ7 COMP 04/15/23
          SER B 2030 BONDS INT
RESOL FND 76116EHA176116EHA1 COMP 10/15/23
          SER B 2030 BONDS INT
RESOL FND 76116EHB976116EHB9 COMP 04/15/24
          SER B 2030 BONDS INT
RESOL FND 76116EHC776116EHC7 COMP 10/15/24
          SER B 2030 BONDS INT
RESOL FND 76116EHD576116EHD5 COMP 04/15/25
          SER B 2030 BONDS INT
RESOL FND 76116EHE376116EHE3 COMP 10/15/25
          SER B 2030 BONDS INT
RESOL FND 76116EHF076116EHF0 COMP 04/15/26
          SER B 2030 BONDS INT
RESOL FND 76116EHG876116EHG8 COMP 10/15/26
          SER B 2030 BONDS INT
RESOL FND 76116EHH676116EHH6 COMP 04/15/27
          SER B 2030 BONDS INT
RESOL FND 76116EHJ2 76116EHJ2 COMP 10/15/27
          SER B 2030 BONDS INT
RESOL FND 76116EHK976116EHK9 COMP 04/15/28
          SER B 2030 BONDS INT
RESOL FND 76116EHL776116EHL7 COMP 10/15/28
          SER B 2030 76116EHM5
RESOL FND 76116EHM5BONDS INT COMP 04/15/29
          SER B 2030 BONDS INT
RESOL FND 76116EHN376116EHN3 COMP 10/15/29
          SER B 2030 BONDS INT
RESOL FND 76116EHP876116EHP8 COMP 04/15/30
          SER A 2019 BONDS PRIN
RESOL FND 76116FAA576116FAA5 COMP 10/15/19
            SER A 2030 BONDS PRIN
RESOL FND 76116FAB376116FAB3 COMP 01/15/30
            SER B 2030 BONDS PRIN
RESOL FND 76116FAC176116FAC1 COMP 04/15/30
            SER A 2020 BONDS PRIN
RESOL FND 76116FAD976116FAD9 COMP 07/15/20
            SER B 2020 BONDS PRIN
RESOL FND 76116FAE776116FAE7 COMP 10/15/20
            SER A 2021 BONDS PRIN
RESOL FND 76116FAG276116FAG2 COMP 01/15/21
            761713AD8761713AD8
Reynolds American 7.25% GTD NTS 6/1/13
            761713AE6761713AE6
Reynolds American 7.625% GTD NTS 6/1/16
            761713AF3761713AF3
Reynolds American 7.75% GTD NTS 6/1/18
            761713AP1761713AP1
Reynolds American 7.25% GTD NTS 6/1/12
            761713AR7761713AR7
Reynolds American 7.3% GTD NTS 7/15/15
            761713AT3761713AT3
Reynolds American 7.25% GTD NTS 6/15/37
            761713AU0761713AU0
Reynolds American 6.75% NTS 6/15/17
            76182KAN576182KAN5
REYNOLDS R J TOB HLDGS INC SR NT 7.25% 06/01/12
            767201AC0767201AC0
Rio Tinto Finance USA 6.5% NTS 7/15/18
            767201AD8767201AD8
Rio Tinto Finance USA 7.125% GTD NTS 7/15/28
            767201AE6767201AE6
Rio Tinto Finance 5.875% GTD NTS 7/15/13
            767201AF3767201AF3
RIO TINTO FINANCE (USA) LIMITED 8.95% NTS 05/01/14 LOWEST TRADING INCREMENT 2000
            767201AH9767201AH9
RIO TINTO FINANCE (USA) LIMITED 9.00% NTS 05/01/19 LOWEST TRADING INCREMENT 2000
            767201AJ5 767201AJ5
RIO TINTO FINANCE (USA) LIMITED 1.875% NTS 11/2/15
            767201AK2767201AK2
RIO TINTO FINANCE (USA) LIMITED 3.50% NTS 11/02/20
            767201AL0 767201AL0
RIO TINTO FINANCE (USA) LIMITED 5.20% NTS 11/2/40
            767754AD6767754AD6
Rite Aid 6.875% DEBS 8/15/13
            767754AJ3 767754AJ3
Rite Aid 7.7% DEBS 2/15/27
            767754AR5767754AR5
Rite Aid 6.875% NTS 12/15/28
            767754BH6767754BH6
Rite Aid Corp 9.25% SR NTS 6/1/13
            767754BL7 767754BL7
Rite Aid 7.5% NTS 3/1/17
            767754BM53/1/15
Rite Aid 8.625% SR NTS767754BM5
            767754BQ6767754BQ6
Rite Aid 9.375% GTD NTS 12/15/15
            767754BT0767754BT0
Rite Aid 9.5% GTD NTS 6/15/17
            767754BV5767754BV5
Rite Aid 10.375% SR NTS 7/15/16
            767754BX1767754BX1
RITE AID CORP GTD SR NT9.75% 06/12/16
            767754BZ6767754BZ6
RITE AID CORP GTD SRNT10.25% 10/15/19
             CO SR NT 8.2% 08/15/11
ROCK-TENN772739AC2772739AC2
             CO NT 5.625% 03/15/13
ROCK-TENN772739AD0772739AD0
             CO SR NT 9.25% 03/15/16
ROCK-TENN772739AF5772739AF5
            773903AB5773903AB5
Rockwell Intl Corp NEW 6.700% DEB 01/15/28
            AUTOMATION INC DEB
ROCKWELL 773903AC3773903AC3 5.2% 01/15/98
            773903AD1773903AD1
Rockwell Automation 5.65% NTS 12/1/17
            773903AE9773903AE9
Rockwell Automation 6.25% DEBS 12/1/37
            774341AA9774341AA9
Rockwell Collins Inc 4.750% NTS 12/01/13
            COLLINS INC SR NT 5.25%
ROCKWELL 774341AB7774341AB7 07/15/19
            77509NAD5   77509NAD5
ROGERS CABLE INC SR SEC 2PRI NT12 05/01/12
            77509NAF077509NAF0
ROGERS CABLE INC SR SEC 2PRI NT32 05/01/32
            77509NAH6SR SEC NT 13
ROGERS CABLE INC PRI 77509NAH6 06/15/13
            77509NAK977509NAK9
Rogers Cable 5.5% Priority NTS 3/15/14
            775109AK7775109AK7
Rogers Communications 6.8% GTD NTS 8/15/18
            775109AL5 775109AL5
Rogers Communications 7.5% GTD NTS 8/15/38
           77531QAD0  77531QAD0
Rogers Wireless 6.375% NTS 3/1/14
           77531QAK477531QAK4
Rogers Wireless 7.25% GTD NTS 12/15/12
           77531QAM0 NTS 3/15/15
                      7
Rogers Cantel 7.5% GTD 7531QAM0
           775371AU1775371AU1
ROHM & HAAS CO DEB 7.85% 07/15/29
           775371AV9775371AV9
ROHM & HAAS CO NT 6% 09/15/17
           775371AW7  775371AW7
ROHM & HAAS CO NT 5.6% 03/15/13
           776696AC0776696AC0
ROPER INDUSTRIES 6.25% SR NTS 09/01/19
           779382AK6779382AK6
ROWAN COS INC SR NT 7.875% 08/01/19
           of Canada 780085LP9
Royal Bank 780085LP95.65% NTS 7/20/11
           78008EKA478008EKA4
ROYAL BK CDA GLBL MEDIUM TM SR MTN 6.05% 06/12/37
           78008ELM778008ELM7
ROYAL BK CDA GLBL MEDIUM TM SR CALL 6.05% 06/28/37
           78008EVY078008EVY0
ROYAL BK CDA GLBL MEDIUM TM SR CALL 6.1% 10/03/37
           78008HX9678008HX96
ROYAL BANK OF CANADA 2.1% SR NTS 07/29/13
           780097AB7780097AB7
ROYAL BANK OF SCOTLAND PLC 6 3/8% NTS 2/1/11
           780097AH4780097AH4
ROYAL BANK OF SCOTLAND PLC 7.648% PERP SECUR
           78009KAA078009KAA0
ROYAL BANK OF SCOTLAND N.V. (THE) S&P 500 INDEX STRUCTURED HYBRID EQUITY LINKED SECURITIES
           78009KAB878009KAB8
ROYAL BANK OF SCOTLAND N.V. (THE)
           BANK OF SCOTLAND PLC
THE ROYAL 78010XAC578010XAC5 4.875 SR NTS 03/16/15
           78010XAD378010XAD3
ROYAL BK OF SCOTLAND PLC 3.4% 08/23/13
           78010XAE178010XAE1
ROYAL BANK OF SCOTLAND PLC 5.625% 08/24/20
           BANK OF SCOTLAND PLC
THE ROYAL 78010XAF878010XAF8 SR FLT RATE NTS 08/23/13
           BANK OF SCOTLAND PLC
THE ROYAL 78010XAG678010XAG6 3.95% SR NTS 09/21/15
           78010XAJ0 78010XAJ0
ROYAL BANK OF SCOTLAND PLC 3.25% 01/11/14
           78010XAK778010XAK7
ROYAL BANK OF SCOTLAND PLC 6.125% 01/11/21
           780153AG7780153AG7
Royal Caribbean Cruises 7.5% SR NTS 10/15/27
           780153AJ1 780153AJ1
Royal Caribbean Cruises 7.25% SR NTS 3/15/18
           780153AL6 780153AL6
Royal Caribbean Cruises 8.75% SR NTS 2/2/11
           780153AP7780153AP7
Royal Caribbean Cruises 6.875% SR NTS 12/1/13
           780153AQ5780153AQ5
Royal Caribbean Cruises 7% SR NTS 6/15/13
           780153AR3780153AR3
Royal Caribbean Cruises 7.25% SR NTS 6/15/16
           780153AT9780153AT9
ROYAL CARIBBEAN CRUISES 11.875% SR NTS 07/15/2015
           783549AR9783549AR9
RYDER SYSTEM INC 9% SER G 5/15/16
           783549AZ1783549AZ1
Ryder System Inc 6.950% DEB 12/01/25
           78355HBE878355HBE8
RYDER SYS MTN BE FR 5.125% 11/15/12
           78355HJG578355HJG5
Ryder System Inc 5% notes 4/1/11
           78355HJH378355HJH3
Ryder System Inc 5% notes 6/15/12
           78355HJJ9 78355HJJ9
Ryder System Inc 5.95% notes 5/2/11
           78355HJK6 78355HJK6
Ryder System 5.85% NTS 11/1/16
           78355HJL4 78355HJL4
Ryder System Inc 5.85% MTNs 3/1/14
           78355HJM278355HJM2
Ryder System 6% MTNs 3/1/13
           78355HJN078355HJN0
Ryder System 7.2% NTS 9/1/15
           78355HJP5 78355HJP5
RYDER SYSTEM INC. 3.6% NTS 03/01/16
           783764AK9783764AK9
Ryland Group Inc 5.375% SR NTS 01/15/15
           783764AM5  783764AM5
Ryland Group Inc 6.875% NTS 06/15/13
           783764AN3783764AN3
RYLAND GROUP INC SR NT 8.4% 05/15/17
           783764AP8783764AP8
RYLAND GROUP INC SR NT 6.625% 05/01/20
           78387GAD5  78387GAD5
SBC Communications Inc 6.250% NTS 03/15/11
             78387GAH6  78387GAH6
SBC Communications Inc 5.875% NTS 02/01/12
             78387GAK978387GAK9
SBC Communications Inc 5.875% NTS 08/15/12
             78387GAL778387GAL7
SBC Communications 5.625% NTS 6/15/2016
             78387GAM5 8387GAM5
                        7
SBC Communications 6.45% NTS 6/15/2034
             78387GAP878387GAP8
SBC Communications 5.1% NTS 9/15/2014
             78387GAQ6  78387GAQ6
SBC Communications 6.15% NTS 9/15/34
             78412FAF1 06/01/14
SESI L L C SR NT 6.875%78412FAF1
             78442FAB478442FAB4
SLM Corp 5.125% MTNS 8/27/12
             78442FAE878442FAE8
SLM Corp 5.05% NTS 11/14/14
             78442FAG378442FAG3
SLM Corp 5.375% MTNS 1/15/13
             78442FAQ178442FAQ1
SLM Corp 5% MTNS 4/15/15
             78442FAX678442FAX6
SLM Corp 5% MTNS 6/15/18
             78442FAZ1 78442FAZ1
SLM Corp 5.625% NTS 8/1/33
             78442FBG278442FBG2
SLM Corp 5% MTNS 10/1/13
             78442FCD878442FCD8
SLM Corp 5.19% MTNS 4/24/19
             78442FCJ5 78442FCJ5
SLM Corp 5.375% MTNs 5/15/14
             78442FDJ4 ENTRY FR
SLM CORP MTN BOOK 78442FDJ45.625% 01/25/25
             78442FDW5ENTRY CALL6.465% 03/13/36
SLM CORP MTN BOOK 78442FDW5
             78442FDY178442FDY1
SLM Corp 5.45% MTNS 4/25/11
             78442FDZ878442FDZ8
SLM CORP MTN BOOK ENTRY CALL 6.72% 06/13/36
             78442FEB0 ENTRY CALL
SLM CORP MTN BOOK 78442FEB0 6.85% 07/07/36
             78442FED678442FED6
SLM Corp 5.4% MTNS 10/25/11
             78442FEH778442FEH7
SLM Corp. 8.45% NTS 6/15/18
             78442FEJ3 ENTRY SR
SLM CORP MTN BOOK 78442FEJ3NT 8% 03/25/20
             784635AL8 784635AL8
SPX CORP SR NT 7.625% 12/15/14
             FIXED INCOME
                        78478QAA9
SYNTHETIC 78478QAA9 SEC 5.37% 08/01/2035
             78490FGA178490FGA1
SLM CORP EDNOTES BOOK ENTRY FR 5.05% 03/15/14
             78490FJJ9 78490FJJ9
SLM CORP EDNOTES BOOK ENTRY CALL 6% 03/15/29
             78490FLW778490FLW7
SLM CORP EDNOTES BOOK ENTRY CALL 6% 06/15/29
             78490FSM278490FSM2
SLM CORP EDNOTES BOOK ENTRY CALL 5.15% 03/15/17
             78490GAE778490GAE7
SLM CORP EDNOTES BOOK ENTRY CALL 6% 03/15/37
             786514AS8786514AS8
SAFEWAY INC 7.45% SR DEB 09/15/2027
              7.250% DEB 02/01/31
Safeway Inc786514BA6786514BA6
              6.5% DEBS 3/1/11
Safeway Inc786514BC2786514BC2
              5.800% NTS 08/15/12
Safeway Inc786514BF5 786514BF5
             786514BM0  786514BM0
Safeway 5.625% SR NTS 8/15/14
             786514BP3786514BP3
Safeway Inc. 6.35% SR NTS 8/15/17
             786514BQ1786514BQ1
SAFEWAY INC 6.25% NTS 03/15/2014
             786514BR9786514BR9
SAFEWAY INC NT 5% 08/15/19
             790849AE3790849AE3
ST JUDE MED INC SR NT 3.75% 07/15/14
             790849AF0790849AF0
ST JUDE MED INC SR NT 4.875% 07/15/19
             790849AG8790849AG8
ST JUDE MED INC SR NT 2.2% 09/15/13
             790849AH6790849AH6
ST JUDE MEDICAL INC. 2.50% SR NTS 01/15/16
             792860AH1792860AH1
St. Paul Travelers 5.5% due 12/1/15
             792860AJ7 792860AJ7
St. Paul Travelers 6.25% NTS 6/20/16
             792860AK4792860AK4
St. Paul Travelers 6.75% NTS 6/20/36
             79377WAG39377WAG3
                        7
Saks Inc. 9.875% GTD NTS 10/1/11
           797440BF0 797440BF0
San Diego Gas & Electric 5.35% due 5/15/35
           797440BG8797440BG8
San Diego Gas & Electric 5.3% due 11/15/15
           797440BH6797440BH6
San Diego Gas & Electric 6% 1st mtg 6/1/26
           G&E 4.50% 797440BM5
SAN DIEGO 797440BM5 08/15/40
           803111AM5   803111AM5
Sara Lee Corp 6.125% NTS 11/01/32
           803111AQ6803111AQ6
Sara Lee Corp 3.875% NTS 06/15/13
           80589MAB8   80589MAB8
SCANA CORP NEW NT 6.25% 04/01/20
           805901AP0805901AP0
SCANA CORP MED TERM NTS BK ENT CALL6.875% 05/15/11
           805901AQ8805901AQ8
SCANA CORP MED TERM NTS BK ENT FR 6.25% 02/01/12
           806605AH4806605AH4
Schering-Plough 6.55% SR NTS 9/15/37
           806605AJ0 NTS 9/15/17
Schering-Plough 6% SR 806605AJ0
           808513AC9808513AC9
SCHWAB CHARLES CORP NEW SR NT 4.95% 06/01/14
           808513AD7808513AD7
Charles Schwab Corp 4.45% Sr Nts 7/22/20
           80851QDA9   80851QDA9
SCHWAB CHARLES CORP SR MTN BE FR 6.375% 09/01/17
           808626AC9808626AC9
Science Applications Int'l 6.25% NTS 7/1/12
           808626AE5808626AE5
Science Applications Int'l 7.125% NTS 7/1/32
           808626AG0808626AG0
Science Applications Int'l 5.5% NTS 7/1/33
           80932SAG880932SAG8
SCOTLAND INTL FIN NO 2 B V MTN FR 4.25% 05/23/13
           810186AH9810186AH9
SCOTTS MIRACLE GRO CO SR NT 7.25% 01/15/18
           811904AG6811904AG6
Seacor SMIT Inc 5.875% SR NTS 10/01/12
           811904AK7811904AK7
SEACOR HOLDINGS INC SR NT 7.375% 10/01/19
           812007AE2812007AE2
SEAGULL ENERGY CORP SR NT 7.5% 09/15/27
           812141AN9812141AN9
SEALY MATTRESS CORP SR SUB NTS 06/15/14
           812293AA6812293AA6
SEARIVER MARITIME FIN HLDG GTD DEBT 10/01/11
           814138AK9814138AK9
SECURITY CAP INDL TR NT 7.625% 07/01/17
           81413PAG081413PAG0
SECURITY CAP GROUP INC NT         7.7% 06/15/28
           816196AJ8 SR SB NT7.625% 02/01/15
SELECT MEDICAL CORP816196AJ8
           81619PAA581619PAA5
Select Notes Trust 6.05% Series 2003-1 2/22/33 (JPM)
           81619PAB381619PAB3
Select Notes Trust 5.8% Series 2003-2 2/22/33 (JPM)
           81619PAC181619PAC1
Select Notes Trust Series 2003-1 5.7% 6/15/33 (JPM)
           81619PAD981619PAD9
Select Notes Trust Series 2003-4 5.78% 6/15/33 (JPM)
           81619PAE781619PAE7
Select Notes Trust Series 2003-5 5.875% 2/15/33 (JPM)
           81619PAF481619PAF4
Select Notes Trust Series 2004-1 6.3% 2/1/34 (JPM)
           816300AD9816300AD9
SELECTIVE INS GROUP INC SR NT 7.25% 11/15/34
           816300AG2816300AG2
SELECTIVE INS GROUP INC SR NT 6.7% 11/01/35
           816851AF6816851AF6
Sempra Energy 6.000% NTS 02/01/13
           816851AJ8 816851AJ8
Sempra Energy 6.15% NTS 6/15/18
           816851AK5816851AK5
SEMPRA ENERGY 9.8% SR NTS 02/15/09
           816851AL3 SR NTS 11/15/13
SEMPRA ENERGY 8.9 %816851AL3
           816851AN9816851AN9
SEMPRA ENERGY NT 6.5% 06/01/16
           816851AP4816851AP4
SEMPRA ENERGY NT 6% 10/15/39
           81721MAA7   81721MAA7
SENIOR HSG PPTYS TR SR NT 8.625% 01/15/12
           81721MAB5   81721MAB5
SENIOR HSG PPTYS TR SR NT 7.875% 04/15/15
           81721MAE9   81721MAE9
SENIOR HSG PPTYS TR SR NT 6.75% 04/15/20
           817565AC8817565AC8
SERVICE CORP INTL DEB 7.875% 02/01/13
           817565BJ2 817565BJ2
SERVICE CORP INTL SR NT 7.375% 10/01/14
           817565BM5   817565BM5
SERVICE CORP INTL SR NT 7.625% 10/01/18
             817565BQ6817565BQ6
SERVICE CORP INTL SR NT 6.75% 04/01/15
             817565BT0817565BT0
SERVICE CORP INTL SR NT 7.5% 04/01/27
             817565BU7817565BU7
SERVICE CORP INTL SR NT 8% 11/15/21
             817565BV5817565BV5
SERVICE CORP INTL 7.0% SR NTS 05/15/19
             822582AA0822582AA0
SHELL INTERN FINANCE B V 5.625 NTS 6/27/2011
             822582AB8822582AB8
SHELL INTERNATIONAL FINANCE 4.95% GTD NTS DUE 3/22/12
             822582AC6822582AC6
SHELL INTERNATIONAL FINANCE 5.2% GTD NTS DUE 3/22/17
             822582AD4822582AD4
SHELL INTL FIN 6.375% GTD NTS 12/15/38
             822582AF9822582AF9
SHELL INTERNATIONAL FINANCE B.V. 4.00% GTD NTS 03/21/14
             822582AG7822582AG7
SHELL INTENATIONAL FINANCE B.V. 1.30% GTD NTS 09/22/11
             822582AH5822582AH5
SHELL INTERNATIONAL FINANCE F.V. 3.25% GTD NTS 09/22/15
             822582AJ1 FINANCE B.V.
SHELL INTERNATIONAL 822582AJ1 4.30% GTD NTS 09/22/19
             822582AK8822582AK8
SHELL INTERNATIONAL FINANCE B.V. FLOATING RATE GTD NTS 09/22/11
             822582AL6 FINANCE B.V. 1.875% GTD NTS 03/25/13
SHELL INTERNATIONAL 822582AL6
             822582AM4FINANCE B.V.
SHELL INTERNATIONAL 822582AM4 4.375% GTD NTS 03/25/20
             822582AN2822582AN2
SHELL INTERNATIONAL FINANCE B.V. 5.50% GTD NTS 03/28/40
             822582AP7822582AP7
SHELL INTERNATIONAL FINANCE B.V. FLOATING RATE NOTES DUE 06/22/12
             822582AQ5822582AQ5
SHELL INTERNATIONAL FINANCE B.V. 3.10% GTD NTS 06/28/150
             824348AL0 824348AL0
Sherwin Williams Co 7.375% DEB 02/01/27
             824348AM8  824348AM8
SHERWIN WILLIAMS CO DEB 7.45% 02/01/97
             824348AN6824348AN6
SHERWIN WILLIAMS CO SR NT 3.125% 12/15/14
             824689AC7824689AC7
SHIP FIN INTL LTD SR NT 8.5% 12/15/13
             STORAGE CTRS INC NT
SHURGARD 82567DAE482567DAE4 7.75% 02/22/11
             82567DAF182567DAF1
Shurgard Storage Centers 5.875% NTS 03/15/13
             826418BD6826418BD6
Sierra Pacific 6% NTS 5/15/16
             826418BF1 826418BF1
Sierra Pacific Power 6.75% NTS 7/1/37
             826418BH7826418BH7
Sierra Pacific Power 5.45% 1st MTG 9/1/13
              RES NEW SR NT 8.625%
SIERRA PAC826428AH7826428AH7 03/15/14
              RES NEW SR NT 6.75%
SIERRA PAC826428AN4826428AN4 08/15/17
             828783AT7828783AT7
SIMON DEBARTOLO GROUP L P NT 7.375% 06/15/18
             828806AF6828806AF6
Simon Property Group LP 4.900% NTS 01/30/14
             828807AQ0828807AQ0
SIMON PPTY GROUP LP NT 6.35% 08/28/12
             828807AW7NT 5.45% 03/15/13
SIMON PPTY GROUP LP828807AW7
             828807BF3 NT 5.625%
SIMON PPTY GROUP LP828807BF3 08/15/14
             828807BM8  828807BM8
Simon Property Group LP 5.1% NTS 6/15/15
             828807BP1828807BP1
Simon Property 5.75% NTS 12/1/15
             828807BR7828807BR7
SIMON PPTY GROUP LP NT 5.375% 06/01/11
             828807BS5 828807BS5
Simon Property Group LP 5.75% NTS 5/1/12
             828807BT3828807BT3
SIMON PPTY GROUP LP NT 6.1% 05/01/16
             828807BU0828807BU0
Simon Property Group 5.6% NTS 9/1/11
             828807BV8828807BV8
Simon Property Group 5.875% NTS 3/1/17
             828807BW6  828807BW6
Simon Property Group LP 5.25% NTS 12/1/16
             828807BX4828807BX4
SIMON PPTY GROUP LP NT 5% 03/01/12
             828807BY2828807BY2
Simon Property Group 5.3% NTS 5/30/13
             828807BZ9828807BZ9
Simon Property Group 6.125% NTS 5/30/18
             828807CA3828807CA3
SIMON PPTY GROUP LP SR NT 10.35% 04/01/19
             828807CB1828807CB1
SIMON PPTY GROUP LP NT 6.75% 05/15/14
            828807CC9828807CC9
SIMON PROPERTY GROUP INC. 4.2% SR NTS 02/01/15
            828807CD7828807CD7
SIMON PROPERTY GROUP LP 5.65% SR NTS 02/01/20
            828807CE5828807CE5
SIMON PROPERTY GROUP LP 6.75% SR NTS 02/01/40
            828807CF2 828807CF2
SIMON PROPERTY GROUP LP 4.375% SR NTS 03/01/21
            83066RAC183066RAC1
Skilled Healthcare 11% GTD NTS 1/15/14
            832248AH1832248AH1
SMITHFIELD FOODS INC SR NT 7.75% 05/15/13
            832248AM0  832248AM0
SMITHFIELD FOODS INC SR NT 7% 08/01/11
            832248AQ1832248AQ1
Smithfield Foods 7.75% SR NTS 7/1/17
            833034AC5833034AC5
Snap-On Inc 6.250% NTS 08/15/11
            833034AE1833034AE1
Snap-On Inc 5.5% BDS 01/15/17
            833034AF8833034AF8
SNAP-ON INC 5.85% NTS 03/01/14
            833034AG6833034AG6
SNAP-ON INC 6.7% NTS 03/01/19
            833034AH4833034AH4
SNAP ON INC NT 6.125% 09/01/21
            833034AJ0 833034AJ0
SNAP-ON INC. 4.25% SR NTS 01/15/18
            834376AK1834376AK1
SOLUTIA INC GTD SRNT 8.75% 11/01/17
            834376AL9 834376AL9
SOLUTIA INC 7.875% SR NTS 03/15/20
            DEB      7% 02/01/18
SONAT INC 835415AH3835415AH3
            NT 7.625% 07/15/11
SONAT INC 835415AJ9 835415AJ9
            83545GAG7  83545GAG7
SONIC AUTOMOTIVE INC SR SB NT8.625% 08/15/13
            83545GAT983545GAT9
SONIC AUTOMOTIVE INC SR SUB NT 9% 03/15/18
            835495AA0835495AA0
Sonoco Products Co 9.200% DEB 08/01/21
            835495AF9835495AF9
Sonoco Products Co 6.500% NTS 11/15/13
            835495AH5835495AH5
Sonoco Products Co 5.625% NTS 06/15/16
            835495AJ1 835495AJ1
SONOCO PRODUCTS 5.75% SR NTS 11/01/40
            837004BC3837004BC3
South Carolina Elec & Gas 7.125% 1ST 06/15/13
            837004BQ2837004BQ2
South Carolina Elec & Gas 6.700% 1ST 02/01/11
            837004BV1837004BV1
South Carolina Elec & Gas 6.625% 1ST 02/01/32
            837004BW9  837004BW9
South Carolina Elec & Gas 5.800% 1ST 01/15/32
            837004BX7837004BX7
South Carolina Elec & Gas 5.300% 1ST 05/15/33
            837004BY5837004BY5
South Carolina Elec & Gas 5.250% 1ST 11/01/18
            837004BZ2837004BZ2
South Carolina Elec & Gas 5.250% 1ST 03/01/35
            837004CB4837004CB4
SOUTH COROLINA ELEC & GAS 6.05% 01/15/38
            837004CC2837004CC2
South Carolina E&G 6.5% 1st Mtg 11/1/18
            83851MAB3  SECD MTN FR
SOUTH JERSEY GAS CO 83851MAB3 7.125% 10/22/18
            842400EB5842400EB5
Southern California Edison 6.65% NTS 4/1/29
            842400ER0842400ER0
Southern California Edison 5% 1/15/14
            842400ES8 842400ES8
Southern California Edison 6% due 1/15/34
            842400EU3842400EU3
Southern California Edison 4.65% 4/1/15
            842400EY5 842400EY5
Southern California Edison 5% 1/15/16
            842400EZ2 842400EZ2
Southern California Edison 5.55% due 1/15/36
            842400FA6842400FA6
Southern California Edison 5.35% due 7/15/35
            842400FC2 842400FC2
Southern California Edison 5.625% due 2/1/36
            842400FF5 842400FF5
Southern California Edison 5.55% due 1/15/37
            842400FH1842400FH1
Southern California Edison 5.95% 1st REF MTG 2/1/38
            842400FJ7 842400FJ7
Southern California Edison 5.5% 1st Mtg 8/15/18
            842400FK4 842400FK4
Southern California Edison 5.75% 1st Mtg 3/15/14
            CAL EDISON 4.50% 09/01/40
SOUTHERN 842400FQ1842400FQ1
           CALIF WTR CO NT
SOUTHERN 842502AB2842502AB2      7.23% 12/15/31
           CALIFORNIA WTR CO MTN FR 6.59% 01/25/29
SOUTHERN 84250QAT084250QAT0
           CALIFORNIA  84250QAU7
SOUTHERN 84250QAU7 WTR CO MTN FR 7.875% 12/01/30
           842587AB3842587AB3
Southern Company 5.3% SR NTS 1/15/12
           CO SR NT 4.15% 05/15/14
SOUTHERN 842587CE5842587CE5
           COPPER CORP NT 5.375%
SOUTHERN 84265VAD784265VAD7 04/16/20
           COPPER CORP NT 6.75%
SOUTHERN 84265VAE584265VAE5 04/16/40
           IND GAS & ELEC CO SR
SOUTHERN 843163AX4843163AX4 NT 6.72% 08/01/29
           NAT GAS CO NT       7.35%
SOUTHERN 843452AY9843452AY9 02/15/31
           NAT GAS CO NT         8%
SOUTHERN 843452AZ6843452AZ6 03/01/32
           PWR CO SR NT 6.25% 07/15/12
SOUTHERN 843646AC4843646AC4
           PWR CO SR NT 4.875%
SOUTHERN 843646AF7843646AF7 07/15/15
           PWR CO SR NT-E 6.375%
SOUTHERN 843646AG5843646AG5 11/15/36
           844030AA4844030AA4
Southern Union Co 7.600% SR NTS 02/01/24
           844030AC0844030AC0
Southern Union Co 8.250% SR NTS 11/15/29
           844730AG6844730AG6
SOUTHTRUST CORP SUB NT 5.8% 06/15/14
           844741AN8844741AN8
Southwest Airlines 7.375% DEB 03/01/27
           844741AV0844741AV0
Southwest Airlines 6.500% NTS 03/01/12
           844741AW8   844741AW8
Southwest Airlines 5.250% NTS 10/01/14
           844741AX6844741AX6
Southwest Airlines 5.125% NTS 03/01/17
           844741AY4844741AY4
Southwest Airlines 5.75% NTS 12/15/16
           8447HBAC68447HBAC6
SOUTHTRUST BK BIRMGHAM SUB MTN FR 6.565% 12/15/27
           844895AL6 844895AL6
Southwest Gas Corp 8.000% DEB 08/01/26
           844895AM4   844895AM4
SOUTHWEST GAS CORP DB MBIA-IBC 8% 08/01/26
           844895AR3844895AR3
Southwest Gas Corp 8.375% NTS 02/15/11
           844895AS1844895AS1
Southwest Gas Corp 7.625% SR NTS 05/15/12
           845335BQ0845335BQ0
Southwestern Bell Tel 7% DEBS 7/1/15
           845437BE1845437BE1
SOUTHWESTERN ELEC PWR CO SR NT-C 5.375% 04/15/15
           845437BG6845437BG6
SOUTHWESTERN ELEC PWR CO SR NT-D 4.9% 07/01/15
           845437BH4845437BH4
Southwestern Electric Power 5.55% SR NTS 01/15/17
           845437BJ0 845437BJ0
Southwestern Electric Power 5.875% SR NTS 3/1/18
           845437BK7845437BK7
Southwestern Electric Power 6.45% SR NTS 1/15/19
           845437BL5 845437BL5
SOUTHWESTERN ELEC PWR CO SR NT-H 6.2% 03/15/40
           845467AE9845467AE9
SOUTHWESTERN ENERGY CO SR NT 7.5% 02/01/18
           845743BJ1 845743BJ1
Southwestern Public Service 6% BDS 10/1/33
           845743BK8845743BK8
Southwestern Public Service 5.6% SR NTS 10/1/16
           845743BL6 845743BL6
Southwestern Public Service 6% SR NTS 10/1/36
           845743BM4   845743BM4
SOUTHWESTERN PUBLIC SERV 8.75% SR NTS 12/1/18
           846042AA7846042AA7
SOVERIGN BANK 2.75% FDIC GTD NTS 01/17/12
           84755TAA584755TAA5
Spectra Energy Capital 6.2% GTD NTS 4/15/18
           84755TAB384755TAB3
Spectra Energy Capital 5.9% GTD NTS 9/15/13
           84755TAC184755TAC1
Spectra Energy Capital 7.5% SR NTS 9/15/38
           84755TAD984755TAD9
SPECTRA ENERGY CAPITAL 5.65% 03/01/20
           MOTORSPORTS INC SR
SPEEDWAY 847788AK2847788AK2 SB NT 6.75% 06/01/13
           MOTORSPORTS INC GTD
SPEEDWAY 847788AN6847788AN6 SRNT 8.75% 06/01/16
           85205TAB685205TAB6
SPIRIT AEROSYSTEMS INC GTD SR NT 7.5% 10/01/17
           852060AD4852060AD4
SPRINT CAPITAL CORP 6.875% NTS 11/15/2028
             852060AG7852060AG7
Sprint Capital Corp 6.900% NTS 05/01/19
             852060AJ1 852060AJ1
Sprint Capital Corp 7.625% NTS 01/30/11
             852060AS1852060AS1
Sprint Capital Corp 8.375% NTS 03/15/12
             852060AT9852060AT9
Sprint Capital Corp 8.750% NTS 03/15/32
             852061AA8852061AA8
Sprint Corporation 9.250% DEB 04/15/22
             852061AD2852061AD2
Sprint Nextel 6% BDS 12/1/16
             852061AF7852061AF7
SPRINT NEXTEL CORP NT 8.375% 08/15/17
             852891AA8852891AA8
StanCorp Financial Group 6.875% NTS 10/01/12
             85375CAK785375CAK7
Standard Pacific 9.25% SR NTS 4/15/12
             PACIFIC CORP 6.25 NTS
STANDARD 85375CAR285375CAR2 04/01/2014
             85375CAT885375CAT8
Standard Pacific 7% SR NTS 8/15/15
             PAC CORP NEW GTD SR 10.75% 09/15/16
STANDARD 85375CAW1      85375CAW1
             PACIFIC CORP 8.375% 05/15/18
STANDARD 85375CAX985375CAX9
             854616AK5854616AK5
Stanley Works 4.900% NTS 11/01/12
             854616AN9854616AN9
Stanley Works 6.15% NTS 10/1/13
             85512QAE485512QAE4
STAR GAS PARTNERS L P / STAR SR NT-B 10.25% 02/15/13
             85590AAD685590AAD6
Starwood Hotels 7.875% GTD NTS 5/1/12
             85590AAK085590AAK0
Starwood Hotels 6.25% NTS 2/15/13
             85590AAL885590AAL8
Starwood Hotels 6.75% NTS 5/15/18
             85590AAM6  85590AAM6
STARWOOD HOTELS&RESORTS WRLDWD SR NT 7.875% 10/15/14
             85590AAN485590AAN4
STARWOOD HOTELS&RESORTS WRLDWD SR NT 7.15% 12/01/19
             857449AB8857449AB8
STATE STR BK & TR BOSTON MASS SB NT 5.25% 10/15/18
             85744RAA085744RAA0
STATE STREET BANK FDIC TLGP GTD SRNT 1.85% 03/15/11
             857473AE2857473AE2
STATE ST BOSTON CORP DEB 7.35% 06/15/26
             857477AD5857477AD5
STATE STR CORP NT 5.375% 04/30/17
             857477AE3857477AE3
STATE STR CORP SR NT 4.3% 05/30/14
             85748KAA185748KAA1
STATE STREET CORP 2.15% FDIC GTD 04/30/2012
             Holdings 8.125% GTD NTS 6/15/12
Slater Bros. 857555AM8  857558AM8
             85771SAA485771SAA4
STATOILHYDRO ASA GTD NT 5.25% 04/15/19
             85771SAB285771SAB2
STATOILHYDRO ASA GTD NT 3.875% 04/15/14
             85771SAC085771SAC0
STATOILHYDRO ASA GTD SR NT 2.9% 10/15/14
             858155AC8858155AC8
Steelcase Inc. 6.5% NTS 8/15/11
             858585AA0858585AA0
MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SERIES 2010-2012 (BAC) BACKED BY BANK OF
             85858AAA985858AAA9
MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SER 2010-03(ALCOA)BACKED BY ALCOA INC.6.1
             85858TAA885858TAA8
MS STRUCTURED ASSET CORP STEP UP CALLABLE TRUST UNITS SERIES 2010-05(GS) BACKED BY GOLDMAN SACH
             861642AG1861642AG1
STONE ENERGY CORP SR SB NT 6.75% 12/15/14
             861642AK2861642AK2
STONE ENERGY CORP SR NT 8.625% 02/01/17
              INC. 9.50% SR NTS 10/15/17
STONRIDGE86183PAE286183PAE2
             FIXED INCOME
                        86311MAA2
SYNTHETIC 86311MAA2 SEC INC 09/15/2014
             FIXED INC SEC 4/1/2014
SYNTHETIC 86311VAC886311VAC8
             FIXED INC SEC 2/15/2034
SYNTHETIC 86312BAA586312BAA5
             FIXED INC SEC (STRATS)
SYNTHETIC 86312BAB386312BAB3 02/15/2034
             863667AA9863667AA9
STRYKER CORP SR NT 3% 01/15/15
             863667AB7863667AB7
STRYKER CORP SR NT 4.375% 01/15/20
             863871AM1  863871AM1
STUDENT LOAN MARKETING ZERO CPN 10/3/22 (5+5)
             PROPANE PARTNERS L
SUBURBAN 864486AC9864486AC9 P SR NT 7.375% 03/15/20
             866762AG2866762AG2
SUN COMPANY 6 3/4% CV DEBS 6/15/12
            866762AK3866762AK3
Sun Inc 9.000% DEB 11/01/24
            866930AB6866930AB6
SUNAMERICA INC DEB 8.125% 04/28/23
            866930AD2866930AD2
SUNAMERICA INC DEB 9.95% 02/01/12
            866930AG5866930AG5
SUNAMERICA INC DEB 5.6% 07/31/97
            86703QBJ986703QBJ9
SUNAMERICA INC MTN BE FR 7.05% 12/01/25
            86703QBN0 BE FR 7.00%
SUNAMERICA INC MTN86703QBN0 02/13/26
            867229AC0867229AC0
Suncor Energy 7.15% NTS 2/1/32
            867229AD8867229AD8
Suncor Energy 5.95% NTS 12/1/34
            6.5% NTS 6/15/38
Suncor Inc. 867229AE6867229AE6
            86722TAA086722TAA0
Suncor Energy 6.1% NTS 6/1/18
            6.85% SR NTS 6/1/39
Suncor Inc. 86722TAB886722TAB8
            86764PAB586764PAB5
Sunoco Inc 6.750% NTS 04/01/11
            86764PAC386764PAC3
Sunoco Inc 4.875% NTS 10/15/14
            86764PAD186764PAD1
Sunoco Inc 5.75% NTS 1/15/17
            86764PAE986764PAE9
SUNOCO INC 9.625% SR NTS 04/15/15
            86765BAB586765BAB5
SUNOCO LOGISTICS PARTNERS SR NT 7.25% 02/15/12
            86765BAE986765BAE9
Sunoco Logistics 6.125% NTS 5/15/16
            86765BAF686765BAF6
SUNOCO LOGISTICS PARTNER 8.75% NTS 02/15/14
            86765BAG486765BAG4
SUNOCO LOGISTICS PARTNERS SR NT 5.5% 02/15/20
            86765BAH286765BAH2
SUNOCO LOGISTICS PARTNERS SR NT 6.85% 02/15/40
            86787GAC686787GAC6
Suntrust Banks 5.45% MTNs 12/1/17
            86787GAE286787GAE2
Suntrust Banks 5.4% bonds due 4/1/20
            86787GAG7  86787GAG7
Suntrust Banks 5% nts due 9/1/2015
            867914AH6867914AH6
Suntrust Banks 6.000% SUB NTS 02/15/26
            867914AN3867914AN3
Suntrust Banks 6.000% SR DEB 01/15/28
            86800XAA686800XAA6
Suntrust Preferred Capitl I 5.853% Fixed-Flt Pfd
            86800YAA486800YAA4
SUNTRUST CAPITAL VIII 6.1% TR. PFD DUE 12/15/36
            868536AR4868536AR4
SuperValu 7.500% NTS 05/15/12
            868536AS2868536AS2
SuperValu 7.500% NTS 11/15/14
             INC SR NT 8% 05/01/16
SUPERVALU868536AT0868536AT0
            869049AC0869049AC0 06/01/17
SUSA PARTNERSHIP L P NT         8.2%
            869049AE6869049AE6 12/01/27
SUSA PARTNERSHIP L P DEB         7.5%
            869049AG1869049AG1
SUSA PARTNERSHIP L P DEB 7.45% 07/01/18
            870738AF8870738AF8
Swift Energy 7.125% SR NTS 6/1/17
            870738AG6870738AG6
SWIFT ENERGY CO GTD SR 8.875% 01/15/20
            87083KAM4MTNS B E FR
SWISS BANK CORP DEP87083KAM4 7.375% 06/15/17
            87161CAE587161CAE5
Synovus Financial Corp 4.875% NTS 02/15/13
            87161CAG087161CAG0
SYNOVUS FINL CORP SUB NT 5.125% 06/15/17
            87163KAB187163KAB1
SYNIVERSE TECHNOLOGIES INC SR SB NT 7.75% 08/15/13
            871829AD9871829AD9
Sysco Corporation 7.16% DEBS 4/15/27
            871829AF4871829AF4
Sysco Corporation 6.500% DEB 08/01/28
            871829AJ6 871829AJ6
Sysco Corporation 5 3/8% NTS 9/21/35
            871829AK3871829AK3
Sysco Corp 4.2% SR NTS 2/12/13
            871829AL1 871829AL1
Sysco Corp 5.25% SR NTS 2/12/18
            871829AM9  871829AM9
SYSCO CORP 5.375% SR NTS 03/17/19
            871829AN7871829AN7
SYSCO CORP 6.625 03/17/39
            87182RAC187182RAC1
Sysco International 6.1% GTD NTS 6/1/12
           871924AC0871924AC0
SYN TREAS OFF-THE-RUN 6.00% 94-3 08/15/11
           871924AE6871924AE6
SYN TREAS OFF-THE-RUN 6.00% 94-5 02/15/12
           871928AJ6 871928AJ6
STRUCT PRODUCTS TIERS (IBM 97-4) 6/1/17
           871928AU1871928AU1
STRUCT PRODUCTS TIERS (APA 97-8) 8/15/17
           871928BF3 871928BF3
STRUCT PRODUCTS TIERS (JPM 98-2) 12/24/12
           871928BK2871928BK2
STRUCT PRODUCTS TIERS (MOT 98-5) 4/1/18
           872375AC4872375AC4
TECO Energy 7.2% NTS 5/1/11
           872375AP5872375AP5
TECO Energy 6.75% SR NTS 5/1/15
           872384AA0872384AA0
Teppco Partners LP 7.625% SR NTS 02/15/12
           872384AB8872384AB8
TEPPCO Partners LP 6.125% SR NTS 02/01/13
           872384AD4872384AD4
TEPPCO Partners 5.9% SR NTS 4/15/13
           872384AE2872384AE2
TEPPCO Partners 6.65% SR NTS 4/15/2018
           872384AF9872384AF9
TEPPCO Partners 7.55% SR NTS 4/15/38
            6.95% SR NTS
                      872540AM1
TJX COS INC872540AM1 04/15/19
            NEW SR NT 4.2% 08/15/15
TJX COS INC872540AN9872540AN9
TRW INC NT      6.65% 01/15/28
           872649AQ1872649AQ1
           872649BH0872649BH0
TRW INC DEB 7.75% 06/01/29
            MEDTERMNTS BK EN PUT 9.35% 06/04/20
TRW INC SR87265CAH387265CAH3
           87425EAE387425EAE3
Talisman Energy 7.25% DEBS 10/15/27
           87425EAG887425EAG8
Talisman Energy 5.125% DEBS 5/15/15
           87425EAH687425EAH6
Talisman Energy 5.75% NTS 5/15/35
           87425EAJ2 NTS 2/1/37
Talisman Energy 5.85%87425EAJ2
           87425EAK987425EAK9
Talisman Energy 6.25% NTS 2/1/38
           87425EAL7 87425EAL7
TALISMAN ENERGY 7.75% SR NTS 06/01/19
           875127AS1875127AS1
Tampa Electric 6.875% NTS 6/15/12
           875127AU6875127AU6
Tampa Electric 6.375% NTS 8/15/12
           875127AV4875127AV4
Tampa Electric 6.55% NTS 5/15/36
           875127AW2  875127AW2
TAMPA ELEC CO NT 6.15% 05/15/37
           875127AX0875127AX0
Tampa Electric 6.1% NTS 5/15/18
           875484AD9875484AD9
TANGER PPTYS LTD PARTNERSHIP SR NT 6.15% 11/15/15
            7.000% DEB 07/15/31
Target Corp87612EAF387612EAF3
            5.875% NTS 03/01/12
Target Corp87612EAH987612EAH9
            6.350% DEB 11/01/32
Target Corp87612EAK287612EAK2
            4.000% NTS87612EAM8
Target Corp87612EAM8 06/15/13
           87612EAV887612EAV8
TARGET CORPORATION 3.875% Sr Unsecured 7/15/20
            4.875% NTS 5/15/18
Target Corp87612FAB987612FAB9
           878742AD7878742AD7
TECK RESOURCES LTD NT 7% 09/15/12
           878742AE5878742AE5
TECK RESOURCES LTD SR NT 6.125% 10/01/35
           878742AF2878742AF2
TECK RESOURCES LTD SR NT 5.375% 10/01/15
           878742AJ4 878742AJ4
TECK RESOURCES LTD GTD SR NT9.75% 05/15/14
           878742AM7  878742AM7
TECK RESOURCES LTD GTD SRNT10.25% 05/15/16
           878742AQ8878742AQ8
TECK RESOURCES LTD GTD SRNT10.75% 05/15/19
           87875UAA087875UAA0
Teco Finance 7.2% GTD NTS 5/1/11
           87875UAC687875UAC6
Teco Finance 6.75% GTD NTS 5/1/15
           87875UAH5  87875UAH5
Teco Finance 6.572% GTD NTS 11/1/17
           87875UAJ187875UAJ1
TECO FIN INC SR NT 4% 03/15/16
           87875UAK887875UAK8
TECO FIN INC SR NT 5.15% 03/15/20
           87900YAA187900YAA1
TEEKAY CORP 8.50% SR NTS 01/15/20
           879246AB2879246AB2
TELE NORTE LESTE PART S A NT 8% 12/18/13
           87927VAE887927VAE8
Telecom Italia Capital 5.25% NTS 11/15/13
           87927VAF587927VAF5
Telecom Italia Capital 6.375% GTD NTS 11/15/33
           87927VAL287927VAL2
Telecom Italia Capital 4.95% NTS 9/30/14
           87927VAM0    87927VAM0
Telecom Italia Capital 6% NTS 9/30/34
           87927VAQ187927VAQ1
Telecom Italia Capital 5.25% NTS 10/1/15
           87927VAR987927VAR9
Telecom Italia Capital 7.2% SR NTS 7/18/36
           87927VAS787927VAS7
Telecom Italia Capital 6.2% GTD NTS 7/18/11
           87927VAU287927VAU2
Telecom Italia Capital 6.999% GTD NTS 6/4/18
           87927VAV087927VAV0
Telecom Italia Capital 7.721% GTD NTS 6/4/38
           87927VAW8 7927VAW8
                        8
TELECOM ITALIA CAP GTD SRNT6.175% 06/18/14
           879378AK3879378AK3
TELEFONICA DE ARGENTINA 8.850%NTS 8/1/2011
           879385AD4879385AD4
Telefonica Europe BV 8.25% GTD NTS 9/15/30
           87938WAA1 7938WAA1
                        8
TELEFONICA EMISSIONES S.A.U. FIXED RATE 5.984% SR NTS 06/20/11
           87938WAB9    87938WAB9
TELEFONICA EMISIONES S.A.U. FIXED RATE 6.421% SR NTS 06/20/16
           87938WAC7    87938WAC7
TELEFONICA EMISIONES S.A.U. FIXED RATE 7.045% SR NTS 06/20/36
           87938WAE3    87938WAE3
Telefonica Emisiones SAU Floating Rate 2/04/2013
           87938WAF0    87938WAF0
Telefonica Emisiones SAU 5.855% GTD NTS 2/4/13
           87938WAG87938WAG8
                        8
Telefonica Emisiones SAU 6.221% GTD NTS 7/3/17
           87938WAH6 S.A.U SR NTS
                        8
TELEFONICA EMISIONES,7938WAH6 07/15/2019
           87938WAJ287938WAJ2
TELEFONICA EMISIONES, S.A.U. SR NTS 01/15/2015
           87938WAK9    87938WAK9
TELEFONICA, S.A. 2.582% FIXED RATE SR NTS 04/26/2013
           87938WAL7    87938WAL7
TELEFONICA, S.A. 3.729% FIXED RATE SR NTS 04/27/2015
           87938WAM5    87938WAM5
TELEFONICA, S.A. 5.134% FIXED RATE SR NTS 04/27/20
            DE MEXICO S A DE 8.75%
TELEFONOS879403AT0879403AT0 NTS1/31/2016
           87971MAC7
Telus Corp 8% NTS 6/1/1187971MAC7
           879868AH0879868AH0
Temple Inland Inc 7.875% SR NTS 05/01/12
           879868AK3879868AK3
Temple Inland Inc 6.375% BDS 1/15/16
           879868AL1 879868AL1
Temple Inland Inc 6.625% BDS 1/15/18
           88033GAT788033GAT7
TENET HEALTHCARE CORP 6 3/8% NTS 12/01/2011 called for redemption 012709
           88033GAV288033GAV2
TENET HEALTHCARE CORP 6 7/8% NTS 11/15/2031
           88033GAW08033GAW0
                        8
TENET HEALTHCARE CORP 6 1/2% NTS 06/01/2012
           88033GAY688033GAY6
TENET HEALTHCARE CORP 7.375% NTS 2/1/2013
           88033GBA788033GBA7
TENET HEALTHCARE CORP 9.875%NTS 07/01/2014
           88033GBC388033GBC3
TENET HEALTHCARE CORP 9.25 NTS 02/01/2015
           880349AD7880349AD7
Tenneco Inc. 10.25% SR NTS 7/15/13
           880349AK1880349AK1
Tenneco Inc. 8.125% GTD NTS 11/15/15
           880370BP5880370BP5
TENNECO INC DEB 7.25% 12/15/25
            GAS PIPELINE CO DEB
TENNESSEE 880451AJ8 880451AJ8         6% 12/15/11
            GAS PIPELINE CO DEB
TENNESSEE 880451AS8880451AS8          7% 03/15/27
            GAS PIPELINE CO DEB
TENNESSEE 880451AT6880451AT6 7.5% 04/01/17
            GAS PIPELINE CO DEB
TENNESSEE 880451AU3880451AU3 7.625% 04/01/37
            GAS PIPELINE CO DEB
TENNESSEE 880451AV1880451AV1          7% 10/15/28
            GAS PIPELINE880451AW9
TENNESSEE 880451AW9 CO NT 8.375% 06/15/32
            GAS PIPELINE 8.0% SR
TENNESSEE 880451AX7880451AX7NTS 02/01/16
            GAS PIPELINE CO SR NT
TENNESSEE 880451AY5880451AY5 8% 02/01/16
            VALLEY AUTH 8 1/4%
TENNESSEE 880591BL5 880591BL504/15/42
            VALLEY AUTH 6.235%
TENNESSEE 880591CF7 880591CF707/15/45
            VALLEY AUTH 6 3/4%
TENNESSEE 880591CJ9 880591CJ9 11/1/25
            VALLEY AUTH 5.98% 04/01/36
TENNESSEE 880591CK6880591CK6
            VALLEY AUTH 6.15% BDS
TENNESSEE 880591CP5880591CP5 01/15/2038
            VALLEY AUTH 5.88% 4/1/36
TENNESSEE 880591CS9 880591CS9
            VALLEY AUTH 6 1/4% 12/15/2017
TENNESSEE 880591CU4880591CU4
            VALLEY AUTH880591CW0
TENNESSEE 880591CW0 6% 03/15/13
            VALLEY AUTH 5.35% BP
TENNESSEE 880591DC3880591DC3 BDS 06/07/2021
            VALLEY AUTH 7.14% BDS
TENNESSEE 880591DL3880591DL3 5/23/2012
            VALLEY AUTH880591DM1
TENNESSEE 880591DM1 7 1/8% BDS 5/1/2030
            VALLEY AUTH 5.625%BP
TENNESSEE 880591DP4880591DP4 BDS 06/07/2032
            VALLEY AUTH 4 7/8% NTS 12/15/16
TENNESSEE 880591DS8880591DS8
            VALLEY AUTH 6.790%
TENNESSEE 880591DT6880591DT6BDS 05/23/2012
            VALLEY AUTH 4.625% BDS 6/7/2043
TENNESSEE 880591DU3880591DU3
            VALLEY AUTH 4.70% BDS
TENNESSEE 880591DV1880591DV1 07/15/2033
            VALLEY AUTH 4.750% NTS
                       8
TENNESSEE 880591DW9 80591DW9 8/1/2013
            VALLEY AUTH. 4.65% BDS
TENNESSEE 880591DX7880591DX7 6/15/2035
            VALLEY AUTH 4 3/8 BDS
TENNESSEE 880591DY5880591DY5 06/15/2015
            VALLEY AUTHORITY 5 3/8
TENNESSEE 880591DZ2880591DZ2 NTS 4/1/2056
           880591EA6880591EA6
Tennessee Valley Authority 5.5% GLB PWR BDS Series A 7/18/17
           880591EB4880591EB4
Tennessee Valley Authority 4.875% GLB PWR BDS 1/15/48
           880591EC2880591EC2
Tennessee Valley Authority 4.5% NTS 4/1/18
            VALLEY AUTHORITY 5.25% GLOBAL POWER BONDS 2009 SERIES C 09/15/39
TENNESSEE 880591EH1880591EH1
           880591EJ7 880591EJ7
TENN VALLEY AUTHORITY 4.625% SR NTS 09/15/60
            8% SR NTS 11/15/17
Terex Corp.880779AU7880779AU7
           880779AW3   880779AW3
TEREX CORP NEW SR NT 10.875% 06/01/16
           880812AB8880812AB8
TERM RR ASSN ST LOUIS 4% 7/1/19
           881609AQ4881609AQ4
Tesoro Corp. 6.25% GTD NTS 11/1/12
           881609AS0881609AS0
Tesoro Corp. 6.625% GTD NTS 11/1/15
           881609AT8881609AT8
Tesoro Corp 6.5% GTD NTS 6/1/17
           881609AW1   881609AW1
TESORO CORP SR NT 9.75% 06/01/19
           881685AN1881685AN1
Texaco Capital 9.75% due 3/15/2020
           881685AV3881685AV3
Texaco Capital 8.875% due 9/1/2021
           881685AX9881685AX9
Texaco Capital 8.625% due 11/15/2031
           881685AY7881685AY7
Texaco Capital 8.625% due 4/1/2032
           881685BB6881685BB6
Texaco Capital 8% due 8/1/2032
           881685BD2881685BD2
Texaco Capital 7.5% due 3/1/2043
           88168LAG188168LAG1
TEXACO CAP INC MTNS B E FR 8.875% 02/15/21
           88168LCV688168LCV6
TEXACO CAP INC MTNS B E FR 7.84% 02/15/33
           882389CC1882389CC1
TEXAS EASTN TRANSMISSION CORP SR NT 7% 07/15/32
           882440AN0882440AN0
TEXAS GAS TRANSMISSION CORP DEB 7.25% 07/15/27
           882440AS9882440AS9
TEXAS GAS TRANSMISSION CORP NT 4.6% 06/01/15
            INC SR NT 7.25% 07/15/13
TEXAS INDS882491AK9882491AK9
            INC SR NT 7.25% 07/15/13
TEXAS INDS882491AN3882491AN3
           88319QG5688319QG56
TEXTRON FINANCIAL CORP 5.125% 08/15/2014
           88319QJ20 88319QJ20
Textron Financial 5.125% NTS 2/3/11
            88319QL6888319QL68
TEXTRON FINL CORP MTN BE FR 6.2% 07/17/37
            88319QM59 4/28/13
                       NTS
Textron Financial 5.4% 88319QM59
            6.500% NTS 06/01/12
Textron Inc 883203BH3883203BH3
             5.6% NTS 883203BL4
Textron Inc.883203BL412/1/17
            883203BP5883203BP5
TEXTRON INC NT 6.2% 03/15/15
            883203BQ3883203BQ3
TEXTRON INC NT 7.25% 10/01/19
            883556AP7883556AP7
Thermo Fisher 5% SR NTS 6/1/15
            883556AS1883556AS1
THERMO FISHER SCIENTIFIC INC SR NT 3.2% 05/01/15
            883556AT9883556AT9
THERMO FISHER 4.7% SR NTS 05/01/20
            BETTS CORP SR NT 5.625% 11/15/21
THOMAS & 884315AG7884315AG7
            884903AT2884903AT2
Thomson Corp 5.25% NTS 8/15/13
            884903AY1884903AY1
Thomson Corp 5.5% NTS 8/15/35
            884903AZ8884903AZ8
Thomson Corp 5.7% NTS 10/1/14
            884903BA2884903BA2
Thomson Reuters 5.95% NTS 7/15/13
            884903BB0884903BB0
Thomson Reuters 6.5% NTS 7/15/18
            884903BG9884903BG9
THOMSON REUTERS CORP NT 4.7% 10/15/19
            884903BH7884903BH7
THOMSON REUTERS CORP NT 5.85% 04/15/40
            88579EAC988579EAC9
3M Company 5.7% MTNs 3/15/37
            88579EAD788579EAD7
3M Co 4.65% MTNs 12/15/12
            88579EAE588579EAE5
3M Company 4.375% MTNs 8/15/13
            88579EAF288579EAF2
3M Company 4.5% MTNs 11/1/11
            88633PAB088633PAB0
TICKETMASTER ENTMT INC SR NT 10.75% 08/01/16
            886525AA2886525AA2
STRUCT PRODUCTS CORP TIERS 8.85% 2/15/27
            886525AE4886525AE4
STRUCT PRODUCTS CORP 8.0% 07/15/2037
            887315AK5887315AK5
TIME WARNER COMPANIES INC NT 9.125% 01/15/13
            887315AM1 DEBS 2/1/23
Time Warner Inc 9.15%887315AM1
            887315AY5887315AY5
TIME WARNER COMPANIES INC DEB 6.875% 06/15/18
            887315BA6887315BA6
TIME WARNER COMPANIES INC DEB 8.05% 01/15/16
            887315BB4887315BB4
TIME WARNER COMPANIES INC DEB 6.85% 01/15/26
            887315BH1887315BH1
Time Warner Inc 7.570% GTD DEB 02/01/24
            887315BJ7 887315BJ7
Time Warner Inc 7.250% GTD DEB 10/15/17
            887315BM0  887315BM0
TIME WARNER COMPANIES INC GTD DEB 6.95% 01/15/28
            887315BN8887315BN8
Time Warner Inc 6.625% DEB 05/15/29
            887317AC9887317AC9
Time Warner Inc 5.875% NTS 11/15/16
            887317AD7887317AD7
Time Warner Inc 6.5% DEBS 11/15/36
            887317AE5887317AE5
TIME WARNER INC DEB 6.2% 03/15/40
            887317AF2887317AF2
TIME WARNER INC SR NT 4.875% 03/15/20
            88731EAD288731EAD2
TIME WARNER ENTMT CO LP SR NT 8.875% 10/01/12
            88731EAF788731EAF7
TIME WARNER ENTMT CO LP SR DEB 8.375% 03/15/23
            88731EAJ9 CO LP SRSUBDB 8.375% 07/15/33
TIME WARNER ENTMT 88731EAJ9
            88732JAG388732JAG3
Time Warner Cable 5.4% GTD NTS 7/2/12
            88732JAH1 88732JAH1
Time Warner Cable 5.85% GTD NTS 5/1/17
            88732JAJ7 88732JAJ7
Time Warner Cable 6.55% GTD NTS 5/1/37
            88732JAK4 88732JAK4
Time Warner Cable 6.2% SR NTS 7/1/13
            88732JAL2 88732JAL2
Time Warner Cable 6.75% SR NTS 7/1/18
            88732JAN888732JAN8
Time Warner Cable 7.3% SR NTS 7/1/38
            88732JAP3 88732JAP3
Time Warner Cable 8.75% GTD NTS 2/14/19
           88732JAQ188732JAQ1
Time Warner Cable 8.25% GTD NTS 2/14/14
           88732JAR9 88732JAR9
TIME WARNER CABLE INC 7.50% 04/01/14
           88732JAS7 88732JAS7
TIME WARNER CABLE INC 8.25% 04/01/19
           88732JAU288732JAU2
TIME WARNER CABLE INC 6.75% 06/15/39
           88732JAV0 88732JAV0
TIME WARNER CABLE INC 3.50% 02/01/15
           88732JAW888732JAW8
TIME WARNER CABLE INC. 5.0% 02/01/2020
           88732JAX6 88732JAX6
TIME WARNER CABLE INC. 4.125% SR NTS 02/15/21
           88732JAY4 88732JAY4
TIME WARNER CABLE INC. 5.875% 11/15/40
            SR NT 6% 09/15/14
TIMKEN CO887389AG9887389AG9
           INC ILL SR NT 8% 01/15/12
                       8
TITAN INTL 88830MAD4 8830MAD4
           889175BD6889175BD6
TOLEDO EDISON CO SR NT 6.15% 05/15/37
           889175BE4889175BE4
TOLEDO EDISON CO SR SEC NT7.25% 05/01/20
           88947EAA888947EAA8
TOLL BROS FINANCE CORP 6.875% NTS 11/15/2012
           88947EAC488947EAC4
TOLL BROTHERS FINANCE 5.950% NTS 9/15/2013
           88947EAE088947EAE0
TOLL BROS FINANCE CORP 4.950% NTS 3/15/2014
           88947EAG588947EAG5
TOLL BROTHERS FINC CORP 5.15% NTS 5/15/15
           891027AF1891027AF1
Torchmark Corp 7.875% NTS 05/15/23
           891027AG9891027AG9
Torchmark Corp 7.375% NTS 08/01/13
           891027AN4891027AN4
Torchmark Corp 6.375% NTS 06/15/16
           891027AP9891027AP9
TORCHMARK CORP 9.25% SR NTS 06/15/19
           891092AD0891092AD0
Toro Company 7.800% DEB 06/15/27
           891092AE8891092AE8
TORO CO NT 6.625% 05/01/37
           891490AR5891490AR5
TOSCO CORP DEB       7.8% 01/01/27
           891490AS3891490AS3
TOSCO CORP DEB       7.9% 01/01/47
           891490AT1891490AT1
TOSCO CORP NT 8.125% 02/15/30
           89152UAA089152UAA0
TOTAL CAPITAL GTD NT 3.125% 10/02/15
           89152UAB889152UAB8
TOTAL CAPITAL GTD NT 4.25% 12/15/21
           892332AQ0892332AQ0
Toyota Motor Credit Corp 5.45% NTS 05/18/11
           89233P3T189233P3T1
TOYOTA MTR CRD CORP MTN BE FR 1.9% 12/05/12
           89233P3Z7 89233P3Z7
TOYOTA MTR CRD CORP MTN BE FR 2% 01/29/13
           89233PC3889233PC38
TOYOTA MTR CRD CORP MTN BE FR 5.17% 01/11/12
           89233PRT589233PRT5
Toyota Motor Credit Corp 4.85% MTNs 02/27/15
           89233PRU289233PRU2
Toyota Motor Credit Corp 5.07% MTNs 04/1/19
           89233PSJ6 89233PSJ6
Toyota Motor Credit Corp 5.61% MTNs 07/31/19
           89233PUT189233PUT1
TOYOTA MTR CRD CORP MTN BE CALL 5.25% 08/10/17
           89233PY5989233PY59
Toyota Motor Credit Variable Rate NTS 6/18/18
           89240AGY089240AGY0
TOYOTA MTR CR CORP TMCC CORENO CALL 6% 07/20/37
           89240AHK989240AHK9
TOYOTA MTR CR CORP TMCC CORENO CALL 6% 08/20/37
           89240AHQ6TMCC CORENO CALL 6% 09/21/37
TOYOTA MTR CR CORP 89240AHQ6
            CORP SR NT 6.75% 07/15/12
TRANSALTA89346DAA589346DAA5
            CORP SR NT 5.75% 12/15/13
TRANSALTA89346DAB389346DAB3
           89346DAC189346DAC1
TransAlta Corp 6.65% NTS 5/15/18
            CORP SR NT 4.75% 01/15/15
TRANSALTA89346DAD989346DAD9
            CORP SR NT 6.5% 03/15/40
TRANSALTA89346DAE789346DAE7
           893521AB0893521AB0
TRANSATLANTIC HOLDINGS 8.0% SR NTS 11/30/39
           8935268Y28935268Y2
TRANS-CANADA PIPELINES 7.125% NTS 01/15/19
           8935268Z9 8935268Z9
TRANS-CANADA PIPELINES 7.625% SR NTS 01/15/39
           893526BY8893526BY8
Trans-Canada Pipeline 9.875% DEBS 1/1/21
           893526CC5893526CC5
Trans-Canada 8.625% DEBS 5/15/12
           893526DF7893526DF7
TRANSCANADA CORP SR NT 5.6% 03/31/34
           893526DG5893526DG5
Trans-Canada Pipelines 4.875% SR NTS 1/15/15
           893526DK6893526DK6
TRANS-CANADA PIPELINES 3.8% SR NTS 10/01/20
           89352HAA789352HAA7
Trans-Canada Pipeline 4% SR NTS 6/15/2013
           89352HAB589352HAB5
Trans-Canada Pipelines 5.85% BDS 3/15/36
           89352HAD189352HAD1
Trans-Canada Pipelines 6.2% SR NTS 10/15/37
           89352HAE989352HAE9
Trans-Canada Pipelines 7.25% SR NTS 8/15/38
           89352HAF689352HAF6
Trans-Canada Pipelines 6.5% SR NTS 8/15/18
           89352LAB689352LAB6
Trans-Canada Pipelines 7.69% NTS 6/30/16
           89352LAC489352LAC4
TRANSCANADA PIPELINES MTN BE FR 7.06% 10/14/25
           89352LAG589352LAG5
Trans-Canada Pipelines 7.7% NTS 6/15/29
           893570BL4 893570BL4
Transcontinental Gas Pipe 7.08% DEBS 7/15/26
           893570BM2   893570BM2
Transcontinental Gas Pipe 7.25% DEBS 12/1/26
           893570BR1893570BR1
Transcontinental Gas Pipe 7% NTS 8/15/11
           893570BT7893570BT7
Transcontinental Gas 8.875% NTS 7/15/12
           893570BW0   893570BW0
Transcontinental Gas Pipe 6.4% SR NTS 4/15/16
           893570BY6893570BY6
TRANSCONTINENTAL GAS PIPE LINE SR NT 6.05% 06/15/18
            5.25% SR NTS 3/15/13
Transocean893830AR0893830AR0
            Inc. 6% SR NTS 3/15/18
Transocean893830AS8893830AS8
            Inc. 6.8% SR NTS 3/15/38
Transocean893830AT6893830AT6
           893830AX7893830AX7
TRANSOCEAN INC. 4.95% 11/15/15
           893830AY5893830AY5
TRANSOCEAN INC 6.50% 11/15/20
            PPTY CAS CORP NT
TRAVELERS 893939AE8893939AE8 7.75% 04/15/26
           89417EAB589417EAB5
Travelers Companies 5.375% NTS 6/15/12
           89417EAC389417EAC3
Travelers Companies 5.75% NTS 12/15/17
           89417EAD189417EAD1
Travelers Companies 6.25% SR NTS 6/15/37
           89417EAE989417EAE9
Travelers Companies 5.8% SR NTS 5/15/18
            COMPANIES INC SR NT
TRAVELERS 89417EAF689417EAF6 5.9% 06/02/19
            PPTY CAS CORP NEW SR
TRAVELERS 89420GAE989420GAE9 NT 6.375% 03/15/33
            PPTY CAS CORP NEW SR
TRAVELERS 89420GAJ889420GAJ8 NT 5% 03/15/13
           89465F206 89465F206
MS STRUCTURED ASSET CORP 5.850 NTS 08/01/2035
           89465GAA389465GAA3
MS STRUCTURED ASSET CORP NTS 02/15/2034
           89469AAA289469AAA2
TREEHOUSE FOODS INC 7.75% SR NTS 03/01/18
           895953AD9895953AD9
Tricon Global 8.875% SR NTS 4/15/11
           896678AD1896678AD1
TRINOVA CORP DEB 7.875% 06/01/26
           896818AD3896818AD3
TRIUMPH GROUP INC NEW SR SUB NT 8% 11/15/17
           902118AY4902118AY4
Tyco International SA 6.75% due 2/15/2011
           902118BK3902118BK3
Tyco International 6% due 11/15/2013
           902118BL1 902118BL1
TYCO INTERNATIONAL FINANC 8.50% 01/15/2019
           902118BM9   902118BM9
TYCO INTERNATIONAL FINANCIAL 4.125% 10/15/14
           902133AK3902133AK3
TYCO ELECTRONICS GROUP 4.875% 01/15/21
           9021EQAC89021EQAC8
Tyco International Finance 7% GTD NTS 12/15/19
           9021EQAD6   9021EQAD6
Tyco International Finance 6.875% GTD NTS 1/15/21
           902494AD5902494AD5
Tyson Foods Inc 7.000% NTS 01/15/28
           902494AF0902494AF0
Tyson Foods Inc 7.000% NTS 05/01/18
             902494AM5  NTS 10/01/11
Tyson Foods Inc 8.25% 902494AM5
             Inc. 6.6% SR NT 4/1/16
Tyson Food902494AN3902494AN3
             902494AS2902494AS2
TYSON FOODS INC GTD SRNT 10.5% 03/01/14
             90261KBZ290261KBZ2
UBS AG Jersey zero cpn 3 indices PPNs 10/7/11
             90264AAA790264AAA7
UBS PR FD TRUST V 6.243 TR PFD SEC 05/15/2016
             90265EAA890265EAA8
UDR Inc. 5.5% SR NTS 4/1/14
              5.753% SR NTS 9/30/16
UGI Utilities902691AD6902691AD6
             902691AE4902691AE4
UGI UTILS INC SR NT 6.206% 09/30/36
              6.375% SR NTS 9/30/13
UGI Utilities902691AF1902691AF1
             902748AA0902748AA0
UIL HOLDINGS CORP 4.625% SR NTS 10/01/20
             NT 6.625% 07/15/12
UST INC SR 902911AM8    902911AM8
             NT 5.75% 03/01/18
UST INC SR 902911AN6902911AN6
             7.125% SR NTS 12/15/17
USA Waste 902917AF0902917AF0
             7% SR NTS 7/15/28
USA Waste 902917AH6902917AH6
             903192AA0903192AA0
UnumProvident 6.75% NTS 12/15/28
             903293AR9903293AR9
USG Corp 6.3% SR NTS 11/15/16
             903293AS7903293AS7
USG Corp 7.75% SR NTS 1/15/18
             DIAMOND SHAMROCK
ULTRAMAR904000AA4904000AA4 CORP SR NT 7.2% 10/15/17
             DIAMOND SHAMROCK
ULTRAMAR904000AB2904000AB2 CORP SR NT 6.75% 10/15/37
             DIAMOND SHAMROCK
ULTRAMAR904000AC0904000AC0 CORP SR NT 7.45% 10/15/97
             904677AG6904677AG6
Unifi Inc. 11.5% NTS 5/15/14
             904764AH0904764AH0
Unilever Capital 5.9% GTD NTS 11/15/32
             905581AR5905581AR5
Union Carbide 7.5% NTS 6/1/25
             906548BX9906548BX9
Union Electric Co 5.250% 1ST 09/01/12
             906548BY7906548BY7
Union Electric Co 5.500% 1ST 03/15/34
             906548BZ4906548BZ4
Union Electric Co 4.750% 1ST 04/01/15
             906548CA8906548CA8
UNION ELEC CO SR SEC NT 18 08/01/18
             906548CB6906548CB6
Union Electric Co 4.650% 1ST 10/01/13
             906548CC4906548CC4
Union Electric Co 5.500% NTS 05/15/14
             906548CD2906548CD2
Union Electric Co 5.000% NTS 02/01/20
             906548CE0906548CE0
UNION ELEC CO SR SEC NT 6.4% 06/15/17
             906548CF7 NT 6% 04/01/18
UNION ELEC CO SR SEC906548CF7
             906548CG5906548CG5
Union Electric 6.7% 1st MTG 2/1/19
             906548CH3906548CH3
UNION ELECTRIC CO 8.45 SR NTS 03/15/39
             906888AQ5906888AQ5
UNION LT HEAT & PWR CO DEB 5% 12/15/14
             907818AZ1907818AZ1
Union Pacific Corp 7.000% DEB 02/01/16
             907818BY3907818BY3
Union Pacific Corp 7.125% DEB 02/01/28
             907818CF3 907818CF3
Union Pacific Corp 6.625% DEB 02/01/29
             907818CN6907818CN6
Union Pacific Corp 6.125% NTS 01/15/12
             907818CP1907818CP1
Union Pacific Corp 6.500% NTS 04/15/12
             907818CS5 907818CS5
Union Pacific Corp 5.375% DEB 06/01/33
             907818CT3907818CT3
Union Pacific Corp 5.375% NTS 05/01/14
             907818CU0907818CU0
Union Pacific Corp 6.250% DEB 05/01/34
             907818CV8907818CV8
Union Pacific Corp 4.875% NTS 01/15/15
             907818CW6  907818CW6
Union Pacific 5.65% NTS 5/1/17
             907818CX4907818CX4
Union Pacific 6.15% DEBS 5/1/37
             CORP NT 5.45% 01/31/13
UNION PAC907818CY2907818CY2
            907818CZ9 NTS 11/15/17
Union Pacific 5.75% SR 907818CZ9
            907818DA3907818DA3
Union Pacific 5.7% NTS 8/15/18
            907818DB1907818DB1
Union Pacific 7.875% NTS 1/15/19
            907818DC9907818DC9
UNION PACIFIC CORP 5.125% SR NTS 02/15/14
             CORP 6.125% SR NTS 02/15/20
UNION PAC907818DD7907818DD7
            907818DG0907818DG0
Union Pacific Corp. 4% Sr Unsec 2/1/21
            908068AG4908068AG4
Union Planters 7.75% NTS 3/1/11
             8% nts due 10/15/12
Unisys Corp909214BJ6 909214BJ6
             12.5% SR NTS 1/15/16
Unisys Corp909214BL1 909214BL1
            909440AP4909440AP4
United Auto Group 7.75% GTD NTS 12/15/16
            910197AC6910197AC6
United Dominion Realty Tr 8.500% DEB 09/15/24
            91019PCJ9 91019PCJ9
United Dominion Realty 5.13% MTNs 1/15/14
            91019PCN091019PCN0
United Dominion Realty 5% MTNs 1/15/12
            91019PCP591019PCP5
United Dominion Realty 5.25% SR NTS 1/15/15
            91019PCQ391019PCQ3
United Dominion Realty 5.25% NTS 1/15/16
            91019PCR191019PCR1
United Dominion Realty 6.05% SR NTS 6/1/13
            911308AA2911308AA2
United Parcel Service 8.375% DEB 04/01/20
            911308BA1911308BA1
UPS OF AMERICA INC FR NTS 10/26/2049
            911312AG1911312AG1
United Parcel Service 4.5% SR NTS 1/15/13
            911312AH9911312AH9
United Parcel Service 5.5% SR NTS 1/15/18
            911312AJ5 911312AJ5
United Parcel Service 6.2% SR NTS 1/15/38
            911312AK2911312AK2
UNITED PARCEL SERVICE INC NT 5.125% 04/01/19
            911312AL0 911312AL0
UNITED PARCEL SERVICE INC NT 3.875% 04/01/14
            911312AM8  911312AM8
UNITED PARCEL 3.125% SR NTS 01/15/21
            911312AN6911312AN6
UNITED PARCEL SERVICE 4.875% SR NTS 11/15/40
            911365AU8911365AU8
UNITED RENTALS NORTH AMER INC SR NT 9.25% 12/15/19
            911365AV6911365AV6
UNITED RENTALS NORTH AMER INC SR NT 10.875% 06/15/16
            911365AW4  911365AW4
UNITED RENTAL NORTH AM 8.375% 09/15/20
            91159HGR591159HGR5
U S BANCORP MTNS BK ENT FR 4.2% 05/15/14
            91159HGS391159HGS3
US BANCORP 2.125% SR NTS 02/15/13
            91159HGT191159HGT1
U S BANCORP MTNS BK ENT SR NT-R 2.875% 11/20/14
            91159HGU8NTS 03/04/15
US BANCORP 3.15% SR 91159HGU8
            91159HGV6 ENT SR NT-R
U S BANCORP MTNS BK91159HGV6 3.125% 04/01/15
            91159HGW41159HGW4
                       9
US BANCORP 2.0% SR NTS 06/14/13
            91159HGX291159HGX2
US BANCORP 2.45% 07/27/15
            91160HAA591160HAA5
US BANCORP 2.25% FDIC GTD 03/13/12
            91160HAC191160HAC1
US BANCORP 1.8% FDIC GTD 05/15/12
            911684AD0911684AD0
US Cellular 6.7% SR NTS 12/15/33
            912656AG0912656AG0
UNITED STATES STL CORP SR NT 7% 02/01/18
            912803AA1912803AA1
USA TREA 02/15/15 11 1/4% PRIN COM 2/15/15
            912803AQ6912803AQ6
USA TREA 02/15/19 8 7/8% PRIN COM 02/15/19
            912803AR4912803AR4
USA TREA 08/15/19 8 1/8% PRIN COM 8/15/19
            912803AS2912803AS2
USA TREA 2/15/20 8 1/2% PRIN COM 2/15/20
            912803AT0912803AT0
USA TREA 05/15/20 8 3/4% PRIN COM 05/15/20
            912803AU7912803AU7
USA TREA 08/15/20 8 3/4% PRIN COM 8/15/20
            912803AV5912803AV5
USA TREA 02/15/21 7 7/8% PRIN COM 02/15/21
            912803AW3  912803AW3
USA TREA 05/15/21 8 1/8% PRIN COM 05/15/21
          912803AX1912803AX1
USA TREA 08/15/21 8 1/8% PRIN COM 8/15/21
          912810DP0912810DP0
USA TREASURY BONDS 11 1/4% BDS 02/15/2015
          912810DS4912810DS4
USA TREASURY BONDS 10 5/8% BDS 08/15/2015
          912810DT2912810DT2
USA TREASURY BONDS 9 7/8% 11/15/15
          912810DV7912810DV7
USA TREASURY BONDS 9 1/4% BDS 02/15/2016
          912810DW5 1/4% BDS
                     7
USA TREASURY BONDS 912810DW505/15/2006
          912810DX3912810DX3
USA TREASURY BONDS 7 1/2% 11/15/16
          912810DY1912810DY1
USA TREASURY BONDS 8 3/4% BDS 05/15/2017
          912810DZ8912810DZ8
USA TREASURY BONDS 8 7/8% BDS 08/15/2017
          912810EA2912810EA2
USA TREASURY BONDS 9 1/8% BDS 05/15/2018
          912810EB0912810EB0
USA TREASURY BONDS 9% BDS 11/15/2018
          912810EC8912810EC8
USA TREASURY BONDS 8 7/8% BDS 02/15/2019
          912810ED6912810ED6
USA TREASURY BONDS 8 1/8% BDS 08/15/2019
          912810EE4 8 1/2% BDS
USA TREASURY BONDS 912810EE4 02/15/2020
          912810EF1 8 3/4% 5/15/20
USA TREASURY BONDS 912810EF1
          912810EG9912810EG9
USA TREASURY BONDS 8 3/4% BDS 08/15/2020
          912810EH7912810EH7
USA TREASURY BONDS 7 7/8% BDS 02/15/2021
          912810EJ3 8 1/8% 5/15/21
USA TREASURY BONDS 912810EJ3
          912810EK0912810EK0
USA TREASURY BONDS 8 1/8% BDS 08/15/2021
          912810EL8 8% BDS 11/15/2021
USA TREASURY BONDS 912810EL8
          912810EM67 1/4% BDS
USA TREASURY BONDS 912810EM6 08/15/2022
          912810EN4912810EN4
USA TREASURY BONDS 7 5/8% BDS 11/15/2022
          912810EP9912810EP9
USA TREASURY BONDS 7 1/8% BDS 02/15/2023
          912810EQ7912810EQ7
USA TREASURY BONDS 6 1/4% BDS 08/15/2023
          912810ES3 7 1/2% BDS
USA TREASURY BONDS 912810ES3 11/15/24
          912810ET1 7 5/8% BDS
USA TREASURY BONDS 912810ET1 02/15/2025
          912810EV6912810EV6
USA TREASURY BONDS 6 7/8% BDS 08/15/2025
          912810EW46% 3OYR BDS
USA TREASURY BONDS 912810EW4 02/15/2026
          912810EX2912810EX2
USA TREASURY BONDS 6 3/8% 30YR BDS 08/15/2026
          912810EY0 912810EY0
USA TREASURY BOND 6 1/2% 30 YR BDS 11/15/2026
          912810EZ7 6 5/8% 30YR
USA TREASURY BONDS 912810EZ7 BDS 02/15/2027
          912810FA1912810FA1
USA TREASURY BONDS 6 3/8% 30YR BDS 08/15/2027
          912810FB9 6 1/8% 30YR
USA TREASURY BONDS 912810FB9 BDS 11/15/2027
          912810FD5912810FD5
USA TREASURY BONDS 3 5/8% TII 30YR BD 4/15/28
          912810FE3 5 1/2% BDS
USA TREASURY BONDS 912810FE3 08/15/2028
          912810FF0 5 1/4% BDS
USA TREASURY BONDS 912810FF0 11/15/2028
          912810FG8912810FG8
USA TREASURY 30 YR 5 1/4% BDS 02/15/2029
          912810FH6912810FH6
USA TREASURY NOTES 3 7/8% 30YR NTS 04/15/2029
          912810FJ2 1/8% BDS
USA TREASURY 30YR 6 912810FJ208/15/2029
          912810FM530YR NTS 05/15/2030
USA TREASURY 6 1/4% 912810FM5
          912810FP8 912810FP8
US TREASURY BOND 5 3/8% DUE 2/15/2031
          912828CT5912828CT5
US TREASURY NOTES 4 1/4% DUE 8/15/2014
          912828DC1912828DC1
US TREASURY NOTES 4 1/4% DUE 11/15/2014
          912828DM9DUE 2/15/2015
US TREASURY NOTE 4%912828DM9
          912833CZ1 INT COM (TINT) 2/15/11
USA TREA BDS 2/15/15912833CZ1
          912833DA5912833DA5
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/11
          912833DB3912833DB3
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/12
            912833DC1912833DC1
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/12
            912833DD9912833DD9
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/13
            912833DE7912833DE7
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/13
            912833DF4912833DF4
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/14
            912833DG2912833DG2
USA TREA BDS 2/15/15 INT COM (TINT) 8/15/14
            912833DH0912833DH0
USA TREA BDS 2/15/15 INT COM (TINT) 2/15/15
            912833JT8 INT COM
USA TREA BDS 8/15/19912833JT8(TINT)8/15/15
            912833JW1912833JW1
USA TREA BDS 5/15/20 INT COM (TINT)5/15/11
            912833JX9 INT COM (TINT) 11/15/11
USA TREA BDS 5/15/20912833JX9
            912833JY7 INT COM
USA TREA BDS 5/15/20912833JY7(TINT) 5/15/12
            912833JZ4 INT COM
USA TREA BDS 5/15/20912833JZ4(TINT) 11/15/12
            912833KA7912833KA7
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/13
            912833KB5912833KB5
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/13
            912833KC3912833KC3
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/14
            912833KD1912833KD1
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/14
            912833KE9912833KE9
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/15
            912833KF6 INT COM (TINT) 11/15/15
USA TREA BDS 5/15/20912833KF6
            912833KG4912833KG4
USA TREA BDS 8/15/19 INT COM (TINT) 2/15/16
            912833KH2912833KH2
USA TREA BDS 05/15/20 INT COM (TINT) 05/15/16
            912833KJ8 INT COM (TINT) 8/15/16
USA TREA BDS 8/15/19912833KJ8
            912833KK5912833KK5
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/16
            912833KL3 912833KL3
USA TREA BDS 08/15/19 INT COM (TINT) 02/15/17
            912833KM1INT COM (TINT) 5/15/17
USA TREA BDS 5/15/20912833KM1
            912833KN9912833KN9
USA TREA BDS 08/15/19 INT COM (TINT) 08/15/17
            912833KP4912833KP4
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/17
            912833KQ2912833KQ2
USA TREA BDS 8/15/19 INT COM (TINT) 2/15/18
            912833KR0912833KR0
USA TREA BDS 05/15/20 INT COM(TINT) 05/15/18
            912833KS8 INT COM (TINT) 8/15/18
USA TREA BDS 8/15/19912833KS8
            912833KT6912833KT6
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/18
            912833KU3912833KU3
USA TREA BDS 8/15/19 INT COM (TINT) 2/15/19
            912833KV1912833KV1
USA TREA BDS 5/15/20 INT COM (TINT) 5/15/19
            912833KW9 912833KW9
USA TREA BDS 08/15/19 INT COM (TINT) 08/15/19
            912833KX7912833KX7
USA TREA BDS 5/15/20 INT COM (TINT) 11/15/19
            912833KY5912833KY5
USA TREA BDS 8/15/20 INT COM (TINT) 2/15/20
            912833KZ2 912833KZ2
USA TREA BDS 05/15/20 INT COM (TINT) 05/15/20
            912833LA6 INT COM (TINT) 8/15/20
USA TREA BDS 8/15/20912833LA6
            912833LB4 912833LB4
USA TREA BDS 05/15/21 INT COM (TINT) 11/15/20
            912833LC2 912833LC2
USA TREA BDS 02/15/21 INT COM (TINT) 02/15/21
            912833LD0912833LD0
USA TREA BDS 05/15/21 INT COM (TINT) 05/15/21
            912833LE8 912833LE8
USA TREA BDS 08/15/21 INT COM (TINT) 8/15/21
            912909AB4912909AB4
US Steel 5.65% SR NTS 6/1/13
            912909AC2912909AC2
US Steel 6.05% SR NTS 6/1/17
            912909AD0912909AD0
US STEEL 6.65% SR NTS 06/01/37
            912909AF5912909AF5
UNITED STATES STL CORP NEW SR NT 7.375% 04/01/20
            912920AB1912920AB1
US West Communications 7.5% DEBS 6/15/23
            912920AC9912920AC9
US West Communications 6.875% DEBS 9/15/33
             7.125% DEBS 11/15/43
Qwest Corp912920AG0912920AG0
             912920AK1912920AK1
US West Communications 7.25% SR NTS 9/15/25
             912920AL9 912920AL9
US West Communications 7.2% DEBS 11/10/26
              7.25% DEBS
                       912920AM7
Qwest Corp912920AM7 10/15/35
             912920AR6912920AR6
US WEST COMMUNICATIONS INC DEB MBIA6.875% 09/15/33
             913017AR0913017AR0
United Technologies Corp 8.875% DEB 11/15/19
             913017AS8913017AS8
United Technologies Corp 8.750% DEB 03/01/21
             913017AT6913017AT6
United Technologies Corp 6.700% NTS 08/01/28
             913017BA6913017BA6
United Technologies Corp 7.500% NTS 09/15/29
             913017BF5 913017BF5
United Technologies Corp 6.100% NTS 05/15/12
             913017BH1913017BH1
United Technologies Corp 4.875% NTS 05/01/15
             913017BJ7 913017BJ7
United Technologies Corp 5.400% NTS 05/01/35
             913017BK4913017BK4
UNITED TECHNOLOGIES CORP NT 6.05% 06/01/36
             913017BM0 913017BM0
United Technologies 5.375% NTS 12/15/17
             913017BP3913017BP3
United Technologies 6.125% NTS 7/15/38
             913017BQ1913017BQ1
UNITED TECHNOLOGIES CORP 6.125% NTS 02/01/19
             913017BR9913017BR9
UNITED TECHNOLOGIES CORP 4.50% SR NTS 04/15/20
             913017BS7 913017BS7
UNITED TECHNOLOGIES CORP 5.7% SR NTS 04/15/40
             91324PAE291324PAE2
UnitedHealth Group Inc 4.875% NTS 04/01/13
             91324PAH591324PAH5
UnitedHealth Group Inc 4.750% NTS 02/10/14
             91324PAL691324PAL6
UnitedHealth Group Inc 5.000% NTS 08/15/14
             91324PAM4 91324PAM4
UnitedHealth Group Inc 4.875% NTS 03/15/15
             91324PAP791324PAP7
UnitedHealth Group Inc 5.25% BDS 03/15/11
             91324PAQ591324PAQ5
UnitedHealth Group 5.375% BDS 3/15/16
             91324PAR391324PAR3
UnitedHealth Group 5.8% NTS 3/15/36
             91324PAW2 91324PAW2
UnitedHealth Group 6% NTS 6/15/17
             91324PAX091324PAX0
UnitedHealth Group 6.5% NTS 6/15/37
             91324PBA991324PBA9
UnitedHealth Group 5.5% NTS 11/15/12
             91324PBC591324PBC5
UnitedHealth Group 6% NTS 11/15/17
             91324PBE191324PBE1
UnitedHealth Group 6.625% NTS 11/15/37
             91324PBH491324PBH4
UnitedHealth Group 4.875% NTS 2/15/13
             91324PBJ0 91324PBJ0
UnitedHealth Group 6% NTS 2/15/18
             91324PBK791324PBK7
UnitedHealth Group 6.875% NTS 2/15/38
             6% SR NTS 5/15/17
Unitrin Inc. 913275AC7913275AC7
             913275AD5913275AD5
UNITRIN INC. 6.0% SR NTS 11/30/15
             CORP VA SR NT 6.25%
UNIVERSAL 913456AG4913456AG412/01/14
             91345HAT291345HAT2
Universal Corp. 5.2% notes 10/15/2013
             913903AM2 913903AM2
Universal Health Services 6.750% NTS 11/15/11
             913903AN0913903AN0
Universal Health Services 7.125% NTS 6/30/16
             91529YAC091529YAC0
UnumProvident 7.625% SR NTS 3/1/11
             91529YAD891529YAD8
UnumProvident 7.375% DEBS 6/15/32
             91529YAG191529YAG1
UNUM GROUP SR NT 7.125% 09/30/16
             91731KAA891731KAA8
USB CAPITAL IX 6.189 FR 04/15/2011
             918005AT6918005AT6
UTILICORP UTD INC SR NT 8.27% 11/15/21
             918204AR9918204AR9
VF Corporation 6.000% NTS 10/15/33
             918204AS7918204AS7
VF Corp. 5.95% NTS 11/1/17
             918204AT5918204AT5
VF Corp. 6.45% NTS 11/1/37
             91879QAH2 91879QAH2
VAIL RESORTS INC SR SB NT 6.75% 02/15/14
           918866AR5918866AR5
Valassis Communications 8.25% GTD NTS 3/1/15
           91911TAD591911TAD5
VALE OVERSEAS LIMITED 9.0% GTD NTS 0/15/13
           91911TAE391911TAE3
VALE OVERSEAS LTD 8.25% NTS 01/17/2034
           91911TAF091911TAF0
VALE OVERSEAS LIMITED 6.250 GTD NTS 1/11/2016
           91911TAG891911TAG8
Vale Overseas 6.25% NTS 1/23/17
           91911TAH691911TAH6
Vale Overseas 6.875% NTS 11/21/36
           91911TAJ2 91911TAJ2
Vale Overseas Limited 5.625% GTD NTS 09/15/2019
           91911TAK991911TAK9
VALE OVERSEAS LIMITED 6.875% GTD NTS 11/10/39
           91911TAL7 91911TAL7
VALE OVERSEAS LIMITED 4.625% GTD NTS 09/15/20
           91911XAJ3 91911XAJ3
VALEANT PHARMACEUTICALS INTL SR NT 8.375% 06/15/16
           919138AD9919138AD9
VALERO ENERGY CORP SR NT 6.7% 01/15/13
           91913YAB691913YAB6
Valero Energy Corp 8.750% NTS 06/15/30
           91913YAD291913YAD2
Valero Energy Corp 6.875% NTS 04/15/12
           91913YAE091913YAE0
Valero Energy Corp 7.5% due 4/15/2032
           91913YAG591913YAG5
Valero Energy Corp 4.750% NTS 06/15/13
           91913YAK691913YAK6
Valero Energy Corp 4.750% SR NTS 04/01/14
           91913YAL4 91913YAL4
Valero Energy 6.625% NTS 6/15/37
           91913YAM2   91913YAM2
Valero Energy 6.125% NTS 6/15/17
           91913YAN091913YAN0
VALERO ENERGY CORP 9.375% SR NTS 03/15/19
           91913YAP591913YAP5
VALERO ENERGY 10.50 SR NTS 03/15/39
           91913YAQ391913YAQ3
VALERO ENERGY CORP NEW NT 4.5% 02/01/15
           91913YAR191913YAR1
VALERO ENERGY CORP NEW NT 6.125% 02/01/20
           91914CAA591914CAA5
VALERO LOGISTICS OPERATIONS LP GTD SR NT 12 07/15/12
           91914CAC191914CAC1
VALERO LOGISTICS OPERATIONS LP SR NT 6.05% 03/15/13
           91915WAB8   91915WAB8
VALIDUS HOLDINGS LTD 8.875% SR NTS 01/26/40
           920253AC5920253AC5
VALMONT INDS INC SR SB NT 14 05/01/14
           920253AD3920253AD3
VALMONT INDS INC SR NT 6.625% 04/20/20
           920355AC8920355AC8
VALSPAR CORP NT 5.1% 08/01/15
           920355AD6920355AD6
Valspar Corp 5.625% SR NTS 5/1/12
           920355AE4920355AE4
Valspar Corp. 6.05% SR NTS 5/1/17
           920355AF1920355AF1
VALSPAR CORP SR NT 7.25% 06/15/19
           922122AB2922122AB2
VARCO INTL INC DEL SR NT 7.25% 05/01/11
           922122AD8922122AD8
VARCO INTL INC DEL SR NT 5.5% 11/15/12
           92239MAC5   92239MAC5
VECTREN UTIL HLDGS INC SR NT 6.625% 12/01/11
           92239MAD3 2239MAD3
                       9
Vectren Utility Holdings 5.250% NTS 08/01/13
           92239MAE1   92239MAE1
Vectren Utility Holdings 5.750% NTS 08/01/18
           92239MAF8   92239MAF8
VECTREN UTIL HLDGS INC SR NT 5.45% 12/01/15
           92239MAG6    NTS 12/1/35
Vectren Utility 6.1% SR92239MAG6
           92239MAH4 2239MAH4
                       9
VECTREN UTIL HLDGS INC NT 5.95% 10/01/36
           92239MAJ092239MAJ0
VECTREN UTIL HLDGS INC SR NT 6.25% 04/01/39
           92240MAP3 SECD 11% 08/15/15
VECTOR GROUP LTD SR92240MAP3
           92275PAD192275PAD1
VENOCO INC SR NT 11.5% 10/01/17
           92276MAD7 2276MAD7
                       9
Ventas Realty 9% GTD NTS 5/1/12
           92276MAS4   92276MAS4
Ventas Realty 6.5% GTD NTS 6/1/16
           92276MAT2   92276MAT2
Ventas Realty 6.75% GTD NTS 4/1/17
           92276MAU9 2276MAU9
                       9
VENTAS RLTY LTD PARTNERSHIP SR NT 6.5% 06/01/16
           92276MAV7   92276MAV7
VENTAS REALTY LP/CAP CORP 3.125% 11/30/15
           92334NAA192334NAA1
VEOLIA ENVIRONNEMENT NT 5.25% 06/03/13
           92334NAB992334NAB9
VEOLIA ENVIRONNEMENT NT 6% 06/01/18
           92334NAC792334NAC7
VEOLIA ENVIRONNEMENT NT 6.75% 06/01/38
           92343VAB092343VAB0
Verizon Communications 5.35% NTS 2/15/11
           92343VAC892343VAC8
Verizon Communications 5.55% NTS 2/15/16
           92343VAF192343VAF1
Verizon Communications 6.25% NTS 4/1/37
           92343VAG992343VAG9
Verizon Communications 5.5% NTS 4/1/17
           92343VAJ3 92343VAJ3
Verizon Communications 4.35% NTS 2/15/13
           92343VAK092343VAK0
Verizon Communications 6.4% NTS 2/15/38
           92343VAL892343VAL8
Verizon Communications 5.5% NTS 2/15/18
           92343VAM6   92343VAM6
Verizon Communications 6.1% NTS 4/15/18
           92343VAN492343VAN4
Verizon Communications 5.25% NTS 4/15/13
           92343VAP992343VAP9
Verizon Communications 6.9% NTS 4/15/38
           92343VAQ792343VAQ7
Verizon Communications 8.75% SR NTS 11/1/18
           92343VAR592343VAR5
Verizon Communications 8.95% SR NTS 3/1/39
           92343VAU892343VAU8
VERIZON COMMUNICATIONS 7.35% SR NTS 04/01/39
           92343VAV692343VAV6
VERIZON COMMUNICATIONS 6.35% SR NTS 04/01/19
           92344GAM8Co 7.750% NTS
Verizon Global Funding92344GAM8 12/01/30
           92344GAQ9Co 6.875%
Verizon Global Funding92344GAQ9NTS 06/15/12
           92344GAS592344GAS5
Verizon Global Funding Co 7.750% NTS 06/15/32
           92344GAT392344GAT3
Verizon Global Funding Co 7.375% NTS 09/01/12
           92344GAV892344GAV8
Verizon Global Funding Co 4.375% NTS 06/01/13
           92344GAW6 4.9% NTS
                        Co
Verizon Global Funding92344GAW6 9/15/15
           92344GAX492344GAX4
Verizon Global Funding Co 5.85% NTS 9/15/35
           92344RAA092344RAA0
Verizon New England Inc 6.500% SER A 09/15/11
           92344RAB892344RAB8
Verizon New England Inc 4.750% SER C 10/01/13
           92344SAJ9 92344SAJ9
VERIZON WIRELESS CAP LLC SR NT 7.375% 11/15/13
           92344SAK692344SAK6
VERIZON WIRELESS CAP LLC SR NT 8.5% 11/15/18
           92344SAN092344SAN0
VERIZON WIRELESS CAP LLC SR NT 5.25% 02/01/12
           92344SAP592344SAP5
VERIZON WIRELESS CAP LLC SR NT 5.55% 02/01/14
           92344SAT792344SAT7
VERIZON WIRELESS CAP LLC SR NT 3.75% 05/20/11
           92344TAA692344TAA6
Verizon Pennsylvania 5.650% SER A 11/15/11
           92344UAA392344UAA3
Verizon New Jersey 5.875% DEBS 01/17/12
           92344WAA9 2344WAA9
                       9
Verizon Maryland Inc 6.125% SER A 03/01/12
           92344WAB7   92344WAB7
Verizon Maryland Inc 5.125% SER B 06/15/33
           92344XAA792344XAA7
Verizon NY Inc. 6 7/8% debs 4/1/12
           92344XAB592344XAB5
Verizon NY Inc. 7.375% debs 4/1/32
           92345NAA892345NAA8
Verizon Virginia 4.625% DEBS 03/15/13
           923474AA8923474AA8
Verizon Florida 6.125% DEBS 01/15/13
           92531XAC692531XAC6
VERSO PAPER HLDGS LLC / VERSO 2PRI SR SEC NT14 08/01/14
           92531XAF992531XAF9
VERSO PAPER HLDGS LLC / VERSO SR SB 11.375% 08/01/16
           925524AH3925524AH3
Viacom Corp 7.875% SR DEB 07/30/30
           925524AQ3925524AQ3
Viacom Corp 6.625% SR NTS 05/15/11
           925524AT7925524AT7
Viacom Corp 5.625% SR NTS 08/15/12
           925524AU4925524AU4
Viacom Corp 4.625% SR NTS 05/15/18
           925524AV2925524AV2
Viacom Corp 5.500% SR DEB 05/15/33
            6.875% SR NTS 4/30/36
Viacom Inc.925524AX8925524AX8
             5.75% SR NTS 4/30/11
Viacom Inc.925524AZ3925524AZ3
             6.25% SR NTS 4/30/16
Viacom Inc.925524BB5925524BB5
            92553PAB892553PAB8
VIACOM INC NEW SR NT 6.125% 10/05/17
            92553PAC692553PAC6
VIACOM INC NEW SR NT 6.75% 10/05/37
            92553PAD492553PAD4
VIACOM INC. 5.625% NTS 09/15/19
            92553PAE292553PAE2
VIACOM INC NEW SR NT 4.375% 09/15/14
            92553PAF992553PAF9
VIACOM INC NEW SR NT 4.25% 09/15/15
            927804EU4927804EU4
Virginia Electric & Power 4.750% NTS 03/01/13
            927804EW0  927804EW0
Virginia Electric & Power 5.250% NTS 12/15/15
            927804EY6 927804EY6
VIRGINIA ELEC & PWR CO SR NT-A 7.25% 10/15/17
            927804EZ3 927804EZ3
Virginia Elec & Power 5.4% NTS due 1/15/16
            927804FA7927804FA7
Virginia Elec & Power 6% NTS due 1/15/36
            927804FB5 927804FB5
Virginia Electric & Power 6% SRNTS 5/15/37
            927804FC3 927804FC3
Virginia Elec & Power 5.95% SR NTS 9/15/17
            927804FD1927804FD1
Virginia Electric & Power 5.1% SR NTS 11/30/12
            927804FE9 927804FE9
Virginia Electric & Power 6.35% SR NTS 11/30/37
            927804FF6 927804FF6
Virginia Electric & Power 5.4% SR NTS 4/30/18
            927804FG4927804FG4
Virginia Electric & Power 8.875% SR NTS 11/15/38
            927804FH2927804FH2
VIRGINIA ELEC & PWR CO SR NT-09A 5% 06/30/19
             GROUP PLC 92857WAB6
VODAFONE92857WAB6 6.250% NTS 11/30/2032
             GROUP PLC 2857WAD2
                       9
VODAFONE92857WAD25.375% NTS 1/30/2015
             GROUP 4.625% NTS 07/15/2018
VODAFONE92857WAE0      92857WAE0
             GROUP 5.000% NTS 12/16/2013
VODAFONE92857WAF7      92857WAF7
             GROUP PLC 2857WAG5
                       9
VODAFONE92857WAG55.00 NTS 09/15/2015
             GROUP PLC 92857WAK6
VODAFONE92857WAK6 5.75 NTS 03/15/2016
             GROUP PLC 92857WAL4
VODAFONE92857WAL4 FR NTS 06/15/2011
             GROUP PLC 5.50 NTS 06/15/2011
VODAFONE92857WAM2      92857WAM2
             GROUP FLT92857WAN0
VODAFONE92857WAN0RATE NOTES DUE 2/27/12
             GROUP 5.625% NTS DUE 2/27/17
VODAFONE92857WAP5      92857WAP5
             GROUP 6.15% NTS DUE
                       9
VODAFONE92857WAQ32857WAQ3 2037
             GROUP 5.35%
                       92857WAR1
VODAFONE92857WAR1 NTS DUE 2/27/12
             GROUP PLC 92857WAS9
VODAFONE92857WAS9 5.45% NTS 06/10/19
             GROUP PLC 92857WAT7
VODAFONE92857WAT7 4.150% NTS 06/10/14
             GROUP PIC92857WAU4
VODAFONE92857WAU43.375% NTS 11/24/15
            929043AD9929043AD9
Vornado Realty LP 5.6% SR NTS 2/15/11
            929043AF4929043AF4
VORNADO REALTY TRUST 4.25% SR NTS 4/1/15
            929160AE9929160AE9
Vulcan Materials 5.6% NTS 11/30/12
            929160AF6929160AF6
Vulcan Materials 6.4% NTS 11/30/17
            929160AG4929160AG4
Vulcan Materials 7.15% NTS 11/30/37
            929160AJ8 929160AJ8
Vulcan Materials 6.3% SR NTS 6/15/13
            929160AK5929160AK5
Vulcan Materials 7% SR NTS 6/15/18
            92928WAF2 NT 5.125%
WMC FIN USA LTD GTD92928WAF205/15/13
            92928WAH8 2928WAH8
WMC FIN USA LTD GTD9NT 6.25% 05/15/33
            92929QAQ0  92929QAQ0
WMX TECHNOLOGIES INC SR NT 7.1% 08/01/26
            92931BAB292931BAB2
WPS Resources Corp 5.375% SR NTS 12/01/12
             BK NATL ASSN MTN SUB
WACHOVIA92976GAE192976GAE1 CALL 5.6% 03/15/16
            92976WBA3  92976WBA3
Wachovia Corp 5.7% NTS 8/1/2013
          92976WBH8 2976WBH8
                       9
Wachovia Corp 5.75% SR NTS 2/1/18
          92976WBJ492976WBJ4
Wachovia Corp. 5.5% SR NTS 5/1/13
          929771AE3929771AE3
Wachovia Corp 6.605% notes 10/1/2025
           CAPITAL TRUST III 5.80
WACHOVIA92978AAA092978AAA0
          929903AE2929903AE2
Wachovia Corp 4.875% SUB NTS 02/15/14
          929903AJ1 SUB NTS 08/01/14
Wachovia Corp 5.250%929903AJ1
          929903AM4    929903AM4
Wachovia Corp 5.5% notes 8/1/2035
          929903BJ0 929903BJ0
Wachovia Corp 5.35% NTS 3/15/2011
          929903CF7 929903CF7
Wachovia Corp 5.3% SR NTS 10/15/2011
          929903CH3929903CH3
Wachovia Corp 5.625% NTS 10/15/2016
          929903DT6929903DT6
Wachovia Corp 5.75% NTS 6/15/17
           STORES INC SECD C 8.875% 06/29/11
WAL MART 931142AH6931142AH6
          931142AS2931142AS2
Wal Mart Stores Inc 7.25% DEBS 06/01/13
          931142AU7931142AU7
Wal Mart Stores Inc 6.750% DEB 10/15/23
          931142BF9 931142BF9
Wal Mart Stores Inc 7.550% NTS 02/15/30
          931142BT9931142BT9
Wal Mart Stores Inc 4.550% NTS 05/01/13
          931142BV4931142BV4
Wal Mart Stores Inc 4.125% NTS 02/15/11
          931142BY8931142BY8
Wal Mart Stores Inc 4.5% NTS 7/1/2015
          931142CB7931142CB7
Wal Mart Stores Inc 5.25% NTS 9/1/2035
          931142CF8 931142CF8
Wal-Mart Stores 5% NTS 4/5/12
          931142CG6931142CG6
Wal-Mart 5.375% NTS 4/5/17
          931142CH4931142CH4
Wal-Mart 5.875% NTS 4/5/27
          931142CJ0 931142CJ0
Wal-Mart Stores 5.8% NTS 2/15/18
          931142CK7931142CK7
Wal-Mart Stores 6.5% NTS 8/15/37
          931142CL5 SR NTS 4/15/13
Wal-Mart Stores 4.25%931142CL5
          931142CM3    931142CM3
Wal-Mart Stores 6.2% SR NTS 4/15/38
           STORES INC NT 3% 02/03/14
WAL MART 931142CN1931142CN1
           STORES INC NT 4.125%
WAL MART 931142CP6931142CP6 02/01/19
           STORES INC NT 3.2% 05/15/14
WAL MART 931142CQ4931142CQ4
           STORES INC NT 2.875%
WAL MART 931142CR2931142CR2 04/01/15
           STORES INC SR NT 5.625% 04/01/40
WAL MART 931142CS0 931142CS0
           STORES INC. 931142CW1
WAL-MART931142CW1 .75% SR NTS 10/25/13
           STORES INC. 1.50% SR
WAL-MART931142CX9931142CX9 NTS 10/25/15
           STORES INC. 5.0% SR NTS
WAL-MART931142CY7931142CY7 10/25/40
           STORES 3.25% SR NTS
WAL-MART931142CZ4 931142CZ4 10/25/20
          931422AD1931422AD1
Walgreen Co. 4.875% NTS 8/1/13
           CO 5.25% SR NTS 01/15/2019
WALGREEN931422AE9931422AE9
          934548AE8934548AE8
WARNER MUSIC GROUP SR SB NT 14 04/15/14
          93884PCJ7 93884PCJ7
WASHINGTON GAS LT CO MTNS BE PUT 6.82% 10/09/26
          93884PCK493884PCK4
WASHINGTON GAS LT CO MTNS BE PUT 6.63% 10/23/26
          93884PCS7 93884PCS7
WASHINGTON GAS LT CO MTNS BE FR 6.72% 02/15/28
          93884PDD993884PDD9
WASHINGTON GAS LT CO MTNS BE CALL 6.64% 01/24/11
          93884PDG293884PDG2
WASHINGTON GAS LT CO MTNS BE FR 6% 02/27/12
          93884PDQ0    93884PDQ0
WASHINGTON GAS LT CO MTNS BE CALL5.781% 03/15/36
          93884PDT493884PDT4
WASHINGTON GAS LIGHT CO. 5.2% SR NTS 12/3/40
          939333AC4939333AC4
WASHINGTON MUT FIN CORP SR NT 6.875% 05/15/11
          939640AD0939640AD0
WASHINGTON POST 7.25% NTS 02/01/19
           939653AD3939653AD3
Washington REIT 5.125% SR NTS 03/15/13
           939653AE1939653AE1
Washington REIT 5.250% SR NTS 01/15/14
           939653AF8939653AF8
WASHINGTON REAL ESTATE INVT TR SR NT 5.05% 05/01/12
           939653AG6939653AG6
WASHINGTON REAL ESTATE INVT TR SR NT 5.35% 05/01/15
           939653AH4939653AH4
WASHINGTON REAL ESTATE INVT TR SR NT 5.95% 06/15/11
           939653AL5 939653AL5
WASHINGTON REIT 4.95% SR NTS 10/01/20
           939671AA1939671AA1
WASHINGTON REAL EST INV TR MTN FR 7.25% 02/25/28
           94106LAG494106LAG4
Waste Management Inc 7.375% GTD NTS 5/15/29
           94106LAN994106LAN9
Waste Management Inc 7.750% SR NTS 05/15/32
           94106LAP494106LAP4
Waste Management Inc 6.375% SR NTS 11/15/12
           94106LAR094106LAR0
Waste Management Inc 5.000% SR NTS 03/15/14
           94106LAS8 94106LAS8
Waste Management 6.1% GTD NTS 3/15/18
           94106LAT6 6.375% 03/11/15
WASTE MANAGEMENT94106LAT6
           94106LAU394106LAU3
WASTE MANAGEMENT INC 7.375% 03/11/19
           94106LAV194106LAV1
WASTE MGMT INC DEL SR NT 6.125% 11/30/39
           942683AD5942683AD5
WATSON PHARMACEUTICALS INC NT 5% 08/15/14
           942683AE3942683AE3
WATSON PHARMACEUTICALS INC NT 6.125% 08/15/19
           947074AD2947074AD2
Weatherford International 6.625% SR NTS 11/15/11
           947074AH3947074AH3
Weatherford International 5.95% GTD NTS 6/15/12
           947074AJ9 947074AJ9
Weatherford International 6.35% GTD NTS 6/15/17
           947074AK6947074AK6
Weatherford International 6.8% GTD NTS 6/15/37
           947075AA5947075AA5
Weatherford International 4.95% NTS 10/15/13
           947075AB3947075AB3
Weatherford International 6.5% SR NTS 8/1/36
           947075AC1947075AC1
Weatherford International 5.15% GTD NTS 3/15/13
           947075AD9947075AD9
Weatherford International 6% GTD NTS 3/15/18
           947075AE7947075AE7
Weatherford International 7% GTD NTS 3/15/38
           947075AF4947075AF4
WEATHERFORD INTL LTD 9.875% 03/01/19
           947075AG2947075AG2
WEATHERFORD INTL LTD 9.875% 03/01/39
           947076AB1947076AB1
Weatherford International 5.5% SR NTS 2/15/16
           94707VAA894707VAA8
WEATHERFORD INTL LTD 5.125% 09/15/20
           94707VAB694707VAB6
WEATHERFORD INTL 6.75% 09/15/40
           947890AF6947890AF6
Webster Financial Corp 5.125% SR NTS 04/15/14
            HEALTH NETWORK NEW
WELLPOINT94973HAC294973HAC2 NT 6.375% 01/15/12
            INC NT 5% 12/15/14
WELLPOINT94973VAG294973VAG2
            INC NT 5.95% 12/15/34
WELLPOINT94973VAH094973VAH0
           94973VAK394973VAK3
Wellpoint Inc. 5.25% NTS 1/15/16
           94973VAL194973VAL1
Wellpoint Inc. 5.85% NTS 1/15/36
           94973VAM9  94973VAM9
Wellpoint Inc. 5.875% NTS 6/15/17
           94973VAN794973VAN7
Wellpoint Inc. 6.375% NTS 6/15/37
            INC 6.0% NTS 02/15/14
WELLPOINT94973VAQ094973VAQ0
            INC. 7.0% 02/15/19
WELLPOINT94973VAR894973VAR8
            INC. 4.35% SR NTS 08/15/20
WELLPOINT94973VAS694973VAS6
            INC. 5.8% SR NTS 08/15/40
WELLPOINT94973VAT494973VAT4
            3% FDIC GTD NTS 12/9/11
Wells Fargo949744AA4949744AA4
            & Co 6.375% SUB NTS
Wells Fargo949746CE9949746CE9 08/01/11
            & Co 5.125% SUB NTS
Wells Fargo949746CL3 949746CL3 09/01/12
            & Co 5.000% SUB NTS
Wells Fargo949746CR0949746CR0 11/15/14
            & Co 4.950% SUB NTS
Wells Fargo949746FJ5 949746FJ5 10/16/13
            & Co 4.625% SUB NTS
Wells Fargo949746FS5 949746FS5 4/15/14
            & Co. 5.125% NTS 9/15/16
Wells Fargo949746JE2 949746JE2
            & Co. 5.375% NTS 2/7/35
Wells Fargo949746JM4949746JM4
           949746ME8    949746ME8
WELLS FARGO & CO NEW NT 4.5% 06/20/12
            & Co. 5.3% NTS 8/26/11
Wells Fargo949746NJ6 949746NJ6
            5.25% SR NTS 10/23/12
                        9
Wells Fargo949746NW7 49746NW7
            5.625% SR NTS 12/11/17
Wells Fargo949746NX5949746NX5
            4.375% SR NTS 1/31/13
Wells Fargo949746NY3949746NY3
           949748AF4949748AF4 02/01/11
WELLS FARGO BK N A NT          6.45%
            4% SR NTS 6/2/11
Wells Fargo94974BEQ994974BEQ9
           94974BET394974BET3
WELLS FARGO CO MTN BE SR NT 3.75% 10/01/14
           94974BEU094974BEU0
WELLS FARGO & COMPANY 3.625% SR NTS 04/15/15
           94975CAJ6 94975CAJ6
WELLS FARGO FINANCIAL 6.125% NTS 04/18/2012
            Financial Inc 5.500% NTS
Wells Fargo94975CAL194975CAL1 08/01/12
           94978SAA794978SAA7
WELLS FARGO CAP X CAP SEC 5.95% 12/01/86
            Capital XV 9.75% Fixed-to-Flt Rate Normal Preferred Purchase Securities
Wells Fargo949801AA2949801AA2
            Capital XIII FIX-to-Flt NTS
Wells Fargo94986EAA894986EAA8
           95058TAB395058TAB3
WENDYS / ARBYS RESTAURANTS LLC SR NT 10% 07/15/16
           950590AG4950590AG4
Wendys International 7.000% DEB 12/15/25
           950590AK5950590AK5
Wendys International 6.200% SR NTS 06/15/14
           95081QAH7    95081QAH7
WESCO DISTR INC SR SB NT 7.5% 10/15/17
           95082PAH895082PAH8
WESCO INTERNATIONAL, INC. 6.0% CONVERTIBLE SR DEBENTURES DUE 09/15/16
            PWR CO NT 6.625% 04/15/12
WEST PENN955278BF2 955278BF2
           95709TAA895709TAA8
Westar Energy Inc 6.000% 1ST 07/01/14
           95709TAB695709TAB6
Westar Energy Inc 5.150% 1ST 01/01/17
           95709TAG595709TAG5
WESTAR ENERGY INC. 8.625% 1st Mtg 12/01/18
           957638AB5957638AB5
WESTERN ALLIANCE BANCORP 10.0% SR NTS 09/01/15
           957674AD6957674AD6
WESTERN ATLAS INC DEB 8.55% 06/15/24
           958587BD8958587BD8
WESTERN MASS ELEC CO SR NT-B 13 09/01/13
           958587BE6958587BE6
WESTERN MASS ELEC CO SR NT 5.9% 09/15/34
           958587BF3 958587BF3
WESTERN MASS ELEC CO SR NT 5.24% 08/01/15
           958587BG1958587BG1
WESTERN MASS ELEC CO SR NT-D 6.7% 08/15/37
           958587BH9958587BH9
WESTERN MASS ELEC CO SR NT-E 5.1% 03/01/20
           959053AD1959053AD1
WESTERN OIL SANDS INC SR SEC 8.375% 05/01/12
           959802AB5959802AB5
Western Union 5.93% GTD NTS 10/1/16
           959802AD1959802AD1
Western Union 5.4% SR NTS 11/17/11
           959802AH2959802AH2
Western Union 6.2% SR NTS 11/17/36
           959802AJ8 959802AJ8
WESTERN UNION CO 6.50% SR NTS 02/26/14
           959802AM1    959802AM1
WESTERN UNION CO 6.2% SR NTS 06/21/40
           960386AG5960386AG5
WESTINGHOUSE AIR BRAKE CO NEW SR NT 6.875% 07/31/13
           960394AP9960394AP9
WESTINGHOUSE CR CORP NT 8.875% 06/14/14
           960402AQ8960402AQ8
WESTINGHOUSE ELEC CORP DEB 8.625% 08/01/12
           960402AS4960402AS4
WESTINGHOUSE ELEC CORP NT 7.875% 09/01/23
           960413AE2960413AE2
WESTLAKE CHEM CORP SR NT 6.625% 01/15/16
           961214AH6961214AH6
Westpac Banking Corp 4.625% SUB NTS 06/01/18
           961214BH5961214BH5
WESTPAC BKG CORP SR NT 4.2% 02/27/15
            961214BJ1 961214BJ1
WESTPAC BKG CORP SR NT 2.25% 11/19/12
            961214BK8961214BK8
WESTPAC BKG CORP SR NT 4.875% 11/19/19
            961548AL8 DEBS 6/15/20
Westvaco Corp. 9.75% 961548AL8
            961548AQ7961548AQ7
Westvaco Corp. 7.65% DEBS 3/15/27
            961548AS3961548AS3
Westvaco Corp. 7.5% DEBS 6/15/27
            961548AV6961548AV6
Westvaco Corp. 8.2% DEBS 1/15/30
            961548AY0961548AY0
Westvaco Corp. 7.95% DEBS 2/15/31
            962166AQ7962166AQ7
Weyerhaeuser Co 7.500% DEB 03/01/13
            962166AR5962166AR5
Weyerhaeuser Co 7.250% DEB 07/01/13
            962166AS3962166AS3
Weyerhaeuser Co 7.125% DEB 07/15/23
            962166AT1962166AT1
Weyerhaeuser Co 8.500% DEB 01/15/25
            962166AU8962166AU8
Weyerhaeuser Co 7.950% DEB 03/15/25
            962166AV6962166AV6
Weyerhaeuser Co 6.95% due 8/1/2017
            962166AW4  962166AW4
Weyerhaeuser Co 6.950% DEB 10/01/27
            962166BP8962166BP8
Weyerhaeuser Co 6.75% NTS 03/15/12
            962166BR4962166BR4
Weyerhaeuser Co 7.375% DEB 03/15/32
            962166BT0962166BT0
Weyerhaeuser Co 6.875% DEB 12/15/33
            962166BV5962166BV5
WEYERHAEUSER CO SR NT 7.375% 10/01/19
            963320AH9963320AH9
Whirlpool Corp 7.75% DEBs 7/15/16
            963320AM8SR NTS 6/15/11
Whirlpool Corp 6.125%963320AM8
            963320AN6963320AN6
Whirlpool Corp 6.5% SR NTS 6/15/16
            96332HCA596332HCA5
Whirlpool Corp. 5.5% MTNs 3/1/13
            96332HCC196332HCC1
WHIRLPOOL CORP SERA MTN BE NT CR SEN 8% 05/01/12
            966387AB8966387AB8
Whiting Petroleum 7.25% SR NTS 5/1/12
            966387AC6966387AC6
Whiting Petroleum 7.25% GTD NTS 5/1/13
            966387AE2966387AE2
Whiting Petroleum 7% GTD NTS 2/1/14
            966387AF9966387AF9
WHITING PETROLEUM CORP 6.50% 10/1/18
            969133AG2969133AG2 10/01/21
WILLAMETTE INDS INC DEB         9%
            Industries 969133AJ6
Willamette 969133AJ67.35% debs 7/1/26
            969133AK3969133AK3
WILLAMETTE INDS INC DEB 7.85% 07/01/26
            969133AM9   DEB     7%
WILLAMETTE INDS INC 969133AM9 02/01/18
            96913QAN6MTN BE FR
WILLAMETTE INDS INC 96913QAN6 7.18% 07/08/13
            96913QAS596913QAS5
WILLAMETTE INDS INC MTN BE FR 7.125% 07/22/13
            969457AW0  969457AW0
Williams Companies 7.625% SR NTS 7/15/19
            969457BB5969457BB5
Williams Companies 7.5% DEBS 1/15/31
            969457BD1969457BD1
Williams Companies 7.75% SR NTS 6/15/31
            969457BF6 969457BF6
Williams Companies 7.125% SR NTS 9/1/11
            969457BG4969457BG4
Williams Companies 7.875% SR NTS 9/1/21
            969457BK5969457BK5
Williams Companies 8.125% SR NTS 3/15/12
            969457BM1  969457BM1
Williams Companies 8.75% NTS 3/15/32
            96950HAB696950HAB6
WILLIAMS PARTNERS L P/WILLIAMS SR NT 7.5% 06/15/11
            96950HAD296950HAD2
Williams Partners 7.25% GTD NTS 2/1/17
            970648AB7970648AB7
Willis NA Inc. 5.625% GTD NTS 7/15/15
            970648AD3970648AD3
Willis NA Inc. 6.2% GTD NTS 3/28/17
             Trust Corp 4.875% SUB
Wilmington971807AC6971807AC6 NTS 04/15/13
             Trust Corp. 8.5% SUB NTS 4/2/18
Wilmington971807AD4971807AD4
            97381WAC8  97381WAC8
Windstream Corp 8.125% GTD NTS 8/1/13
            97381WAD6 7381WAD6
                        9
Windstream Corp 8.625% GTD NTS 8/1/16
            976656BL1 976656BL1
Wisconsin Electric 6.875% DEBS 12/1/95
            976656BP2976656BP2
Wisconsin Electric 6.5% BDS 6/1/28
            976656BW7   976656BW7
Wisconsin Electric 5.625% DEBS 5/15/33
            976656BX5976656BX5
Wisconsin Electric 4.5% DEBS 5/15/13
            976656BZ0976656BZ0
Wisconsin Electric 5.7% BDS 12/1/36
            976656CA4976656CA4
Wisconsin Electric 6% NTS 4/1/14
             ELEC PWR 6.25% NOTES
WISCONSIN976656CB2976656CB2 12/01/15
             ELEC POWER 4.25% SR
WISCONSIN976656CC0976656CC0 NTS 12/15/19
            976657AC0976657AC0
Wisconsin Energy Corp 6.500% SR NTS 04/01/11
            976657AG1976657AG1
Wisconsin Energy Corp 6.200% SR NTS 04/01/33
             GAS CO DEB
WISCONSIN976707AK5976707AK5 6.6% 09/15/13
             GAS CO DEB 5.2% 12/01/15
WISCONSIN976707AN9976707AN9
             GAS LLC DEB97670MAA4
WISCONSIN97670MAA4 5.9% 12/01/35
             PWR & LT CO DEB 6.25%
WISCONSIN976826BD8976826BD8 07/31/34
            976826BE6976826BE6
Wisconsin Power & Light 6.375% DEBS 8/15/37
            976826BF3 976826BF3
Wisconsin Power & Light 7.6% SR DEBS 10/1/38
             P&L 5.0% SR NTS 07/15/19
WISCONSIN976826BG1976826BG1
             POWER & LIGHT 4.6%
WISCONSIN976826BH9976826BH9 SR NTS 06/15/20
             PUB SVC CORP SR SECD
WISCONSIN976843AZ5976843AZ5 6.08% 12/01/28
            976843BB7976843BB7
Wisconsin Public Service 6.125% NTS 8/1/11
            976843BC5976843BC5
Wisconsin Public Service 4.875% NTS 12/1/12
            976843BD3976843BD3
Wisconsin Public Service 4.8% NTS 12/1/13
            976843BE1976843BE1
Wisconsin Public Service 5.55% 1ST MTG 12/1/36
            976843BF8 976843BF8
Wisconsin Public Service 5.65% 1st Mtg NTS 11/1/17
             PUBLIC SERVICE 6.375%
WISCONSIN976843BG6976843BG6 1ST MTG NTS 12/1/215
            980883AC6980883AC601/15/22
WOOLWORTH CORP DEB           8.5%
            981811AD4981811AD4
WORTHINGTON INDS INC SR NT 6.5% 04/15/20
            983024AE0983024AE0
WYETH SR NT 5.5% 02/01/14
            983024AF7983024AF7
WYETH SR NT 6.45% 02/01/24
            983024AG5983024AG5
WYETH SR NT 6.5% 02/01/34
            983024AJ9 983024AJ9
WYETH 5.5% NTS 2/15/16
            983024AL4 983024AL4
WYETH 6% NTS 2/15/36
            983024AM2
WYETH 5.45% NTS 4/1/17  983024AM2
            983024AN0983024AN0
WYETH 5.95% NTS 4/1/37
             WORLDWIDE  98310WAB4
WYNDHAM98310WAB4 CORP NT 6% 12/01/16
             WORLDWIDE CORP NT
                        9
WYNDHAM98310WAD0 8310WAD09.875% 05/01/14
             WORLDWIDE  98310WAE8
WYNDHAM98310WAE8 CORP SR NT 7.375% 03/01/20
             WORLWIDE   98310WAF5
WYNDHAM98310WAF5 5.75% SR NTS 02/01/18
            98372PAF598372PAF5
XL Capital LTD 5.25% due 9/15/14
            98372PAG398372PAG3
XL Capital 6.375% SR NTS due 11/15/24
            98372PAK498372PAK4
XL Capital 6.25% SR NTS due 5/15/27
            983730AA0983730AA0
XL CAP FIN EUROPE PLC GTD SR NT 6.5% 01/15/12
             Inc 7.500% SR NTS 04/15/12
XTO Energy98385XAA498385XAA4
             Inc 6.250% SR NTS 04/15/13
XTO Energy98385XAC098385XAC0
             Inc 4.900% SR NTS 02/01/14
XTO Energy98385XAD898385XAD8
             Inc 5% SR NTS 01/31/15
XTO Energy98385XAF398385XAF3
            Inc 5.300% SR NTS 06/30/15
XTO Energy98385XAG198385XAG1
            Inc 5.65% SR NTS 04/1/16
XTO Energy98385XAH998385XAH9
            Inc 6.1% SR NTS 04/1/36
XTO Energy98385XAJ5 98385XAJ5
            5.9% SR NTS 8/1/12
XTO Energy98385XAK298385XAK2
            6.25% SR NTS 8/1/17
XTO Energy98385XAL098385XAL0
            6.75% SR NTS
                       98385XAM8
XTO Energy98385XAM8 8/1/37
            4.625% SR NTS 6/15/13
XTO Energy98385XAN698385XAN6
            5.5% SR NTS 6/15/18
XTO Energy98385XAP198385XAP1
            6.375% SR NTS 6/15/38
XTO Energy98385XAQ998385XAQ9
            5.75% SR NTS 12/15/13
XTO Energy98385XAS598385XAS5
            6.5% NTS 12/15/18
XTO Energy98385XAT398385XAT3
            6.5% SR NTS 7/1/36
Xcel Energy98389BAH398389BAH3
           98389BAK698389BAK6
XCEL ENERGY INC NT 5.613% 04/01/17
           983931BT2983931BT2
XEROX CR CORP MTN BE CALL 6.5% 04/29/13
           983931BX3983931BX3
XEROX CR CORP MTN BE CALL6.125% 02/18/14
           6.875% SR NTS 8/15/11
Xerox Corp 984121BN2984121BN2
           6.4% SR NTS 3/15/16
Xerox Corp 984121BP7984121BP7
           6.75% NTS 2/1/17
Xerox Corp 984121BQ5984121BQ5
           984121BS1 984121BS1
Xerox Corporation 5.5% SR NTS due 5/15/12
            5.65% SR NTS 5/15/13
Xerox Corp.984121BV4984121BV4
            6.35% SR NTS
                       984121BW2
Xerox Corp.984121BW2 5/15/18
           984121BY8984121BY8
XEROX CORP 8.25% SR NTS 05/15/14
           984121BZ5984121BZ5
XEROX CORP SR NT 4.25% 02/15/15
           984121CA9984121CA9
XEROX CORP SR NT 5.625% 12/15/19
           984121CB7984121CB7
XEROX CORP SR NT 6.75% 12/15/39
           98412JAZ7 98412JAZ7
XEROX CORP MED TERM NTS BE CALL 6.60% 03/15/11
           7.2% DEBS 98412JBA1
Xerox Corp 98412JBA1 4/1/16
           6.25% NTS 11/15/26
Xerox Corp 98412JBM598412JBM5
           986667AC7986667AC7
YORK INTL CORP SR NT 5.8% 11/15/12
           988498AA9988498AA9
Yum! Brands Inc 7.700% SR NTS 07/01/12
           988498AB7988498AB7
Yum! Brands 6.25% SR NTS 4/15/16
           988498AC5988498AC5
Yum Brands! 6.25% SR NTS 3/15/18
           988498AD3988498AD3
Yum Brands! 6.875% SR NTS 11/15/37
           988498AE1988498AE1
YUM! BRANDS INC 4.25% SR NTS 09/15/15
           988498AF8988498AF8
YUM! BRANDS INC 5.3% SR NTS 09/15/19
           988498AG6988498AG6
YUM! BRANDS INC 3.875% SR NTS 11/01/20
           98934KAB698934KAB6
ZENECA WILMINGTON INC GTD DEB 7% 11/15/23
           98956PAA098956PAA0
ZIMMER HLDGS INC NT 4.625% 11/30/19
           98956PAB898956PAB8
ZIMMER HLDGS INC NT 5.75% 11/30/39
           989701AJ6 989701AJ6
ZIONS BANCORPORATION 6.000% NTS 09/15/2015
           989701AL1 989701AL1
ZIONS BANCORPORATION SB NT 5.65% 05/15/14
           989701AM9   989701AM9
ZIONS BANCORPORATION SUB NT 5.5% 11/16/15
           989701AU1989701AU1
ZIONS BANCORPORATION SB NT 5.65% 05/15/14
           989701AV9989701AV9
ZIONS BANCORPORATION SUB NT 6% 09/15/15
           989701AW7   989701AW7
ZIONS BANCORPORATION SB NT 5.5% 11/16/15
           989701AX5989701AX5
ZIONS BANCORPORATION SR NT 7.75% 09/23/14
           A           00846U101
Agilent Technologies Inc.
ALCOA, INCAA             13817101
            AA-
ALCOA INC $3.75 PFD 13817200
            AAC         G06368107
Australia Acquisition Corp.
            AACC        04543P100
Asset Acceptance Capital Corp.
            ACQUISITION CORP
AUSTRALIA AACOU         G06368123
            AACOW G06368115
Australia Acquisition Corp Warrant
             Mellon 00768Y206
WCM / BNYAADR Focused Growth ADR ETF
            AAI
AirTran Holdings, Inc. 00949P108
            AAM
ALMA MARITIME LIMITED   Y00923105
            AAME
Atlantic American Corp 48209100
            A
Aaron's, Inc. AN          2535300
Aaon Inc AAON               360206
            AAP          INC
ADVANCE AUTO PARTS00751Y106
Apple Inc. AAPL          37833100
            AAR            Income
AMR Corp 7.875% Public 1765866Notes Pines
AMERICAN AAT             24013104
            ASSETS TRUST, INC.
            AATI        00752J108
Advanced Analogic Technologies, Inc.
            AAU
Almaden Minerals Ltd. 20283107
            AAV
Advantage Oil & Gas LTD.00765F101
            AAWW         49164205
Atlas Air Worldwide Holdings, Inc.
            AAXJ           Asia ex Japan Index Fund
iShares MSCI All Country4.64E+08
            AB          01881G106
AllianceBernstein Holding, L.P.
            ABA          10392520
Alabama Power Company Sr Notes 6.375 Ser JJ
            ABAT        00752H102
Advanced Battery Technologies, Inc.
Abaxis Inc ABAX           2567105
ABB Ltd. ABB                375204
            ABBC
Abington Bancorp, Inc. 00350L109
            ABC
AmerisourceBergen Corp. 3.07E+108
            ABCB
Ameris Bancorp          03076K108
            ABCD        13201A107
Cambium Learning Group, Inc.
            ABCO
Advisory Board Co/The00762W107
            ABCW         32839102
Anchor Bancorp Wisconsin Inc
            ABD
Acco Brands Corporation 00081T108
            ABFS
Arkansas Best Corp       40790107
            ABG
ASBURY AUTO GROUP AB ADS 43436104
            ABH
ABITIBIBOWATER            3687209
            ABI         78648B109
Principal-Protected Trust Certificate Linked to the Dow Jones Industrial Average 5/8/14
            ABIO
ARCA biopharma, Inc. 00211Y100
            ABL
American Biltrite Inc. 24591109
            ABM
ABM Industries, Inc.        957100
            A
Abiomed Inc BMD           3654100
            ABR
Arbor Realty Trust, Inc. 38923108
            ABT
Abbott Laboratories       2824100
            ABTL
Autobytel Inc           05275N106
            ABV          Bebidas Das
AmBev Compamhia De20441W203 Ame
            de Bebidas 20441W104 (AmBev)
Companhia ABV.C          das Americad
            ABVA
Alliance Bankshares Corp 18535104
ABOVENET,ABVTInc.        00374N107
             ABW-A
ASBC Capital I           2.09E+209
             ABX
Barrick Gold Corp.        67901108
             ACAD
Acadia Pharmaceuticals Inc.4225108
             ACAS
American Capital Ltd 02503Y103
             ACAT
Arctic Cat Inc            39670104
             ACC          24835100
American Campus Communities, Inc.
             ACCL
Accelrys, Inc.           00430U103
ACE LimitedACE           H0023R105
               (Switzerland) (New)
Aceto Corp ACET            4446100
             ACFC         48425102
Atlantic Coast Federal Corporation
             ACFN
Acorn Energy, Inc.         4848107
             ACG         1.88E+104
Allianceberstein Income Fund, Inc.
             ACGL
Arch Capital Group Ltd G0450A105
             ACH
Alum Corp of China Limited22276109
             ACHN        00448Q201
Achillion Pharmaceuticals, Inc.
             ACI
Arch Coal, Inc.           39380100
             ACIW
ACI Worldwide, Inc.        4498101
SPX ARN ACK              06052K380
ALCON        ACL         H01301102
             ACLS
Axcelis Technologies Inc54540109
             ACM         00766T100
Aecom Technology Corporation
             ACMR         Inc
AC Moore Arts & Crafts00086T103
Accenture PLCACN         G1151C101
ACNB CORPACNB                868109
             ACO
Amcol International Corp.02341W103
             ACOM
Ancestry.com, Inc.        32803108
             ACOR
Acorda Therapeutics, Inc.00484M106
             ACPW
Active Power Inc         00504W100
             ACTG           Techn
Acacia Research - Acacia 3881307
             ACTS         Co., Ltd.
Actions Semiconductor5.07E+109
             ACU
Acme United Corporation    4816104
             ACUR
ACURA PHARMACEUTICALS INC00509L703
             ACV
Alberto-Culver Company    13078100
ACCURIDE CORPACW         00439T206
             ACWI
iShares MSCI ACWI          4.64E+08
             ACWX          4.64E+08
iShares MSCI ACWI ex US Index Fund
             A
Acxiom Corp CXM            5125109
             ACY
AeroCentury Corporation    7737109
ADAM Inc ADAM            00088U108
             ADAT
Authentidate Holding Corp 52666104
             ADBE
Adobe Systems Inc        00724F101
             ADC
Agree Realty Corporation   8492100
             ADEP
Adept Technology, Inc. 6854202
             A
ADA-ES, Inc. DES           5208103
             ADF         06052H395
Strategic Accelerated Redemption Securities Linked to the S&P 500 Index
AMERICAN ADGE             INC COM
             DG ENERGY 25398108
           ADGF
ADAMS GOLF INC            6228209
           ADI
Analog Devices, Inc.    32654105
           ADJ          06052H734
SPX Accelerated Return Note
           ADK          00650W300
Adcare Health Systems, Inc.
           ADK+         00650W110
Adcare Health Systems, Inc.
Adolor CorpADLR         00724X102
           ADM            Co
Archer-Daniels-Midland39483102
           ADM-A          Company
Archer-Daniels-Midland39483201
           ADP          53015103
Automatic Data Processing
           ADPI         25353103
American Dental Partners Inc
            50 ADR      09348R102
BLDRS Asia ADRA Index Fund
           ADRD         09348R201
BLDRS Developed Markets 100 ADR INDEX FUND
           ADRE         09348R300
BLDRS Emerging Markets 50 ADR INDEX FUND
           ADRU          Index FunD
BLDRS Europe 100 ADR09348R409
           ADS
Alliance Data Systems 18581108
           ADSK
Autodesk Inc            52769106
Adtran Inc ADTN         00738A106
           ADUS
Addus HomeCare Corp. 6739106
           ADVS
Advent Software Inc       7974108
           ADX
Adams Express Company6212104
           ADY          31429Y103
FEIHE International, Inc.
           ADZ          25154H541
PowerShares DB Agriculture Short ETN
           AE
Adams Resources & Energy  6351308
           AEA           Advance Centers, Inc.
Advance America, Cash00739W107
           A
AEGON N.V. EB             7924509
           AEC          45604105
Associated Estates Realty
Aegon N.V. AED            7924400
           AEE
Ameren Corporation 23608102
Aegon N.V. AEF          N00927348
           A
AEGON N.V. EG             7924103
           AEGR         7.67E+104
Aegerion Pharmaceuticals, Inc.
Aegon N.V. AEH            7924301
           AEHR
Aehr Test Systems       00760J108
           AEIS           7973100
Advanced Energy Industries Inc
           AEL          25676206
American Equity Investment Life holding Company
           AEM
Agnico-Eagle Mines Ltd. 8474108
           AEN          00685T108
ADEONA PHARMACEUTICALS, INC.
           AEO          2.55E+109
American Eagle Outfitters
           AEP
American Electric Power 25537101
           AEP-A        02557T208
American Electric Power Company, Inc 8.75% Junior Subordinated Debentures due March 1, 2063
           AEPI
AEP Industries Inc        1031103
           AER
Aercap Holdings N.V. N00985106
           AERG
Applied Energetics, Inc 03819M106
           AERL         & RESOURCES
ASIA ENTERTAINMENT G0539K108 LTD
           AES
AES Corporation         00130H105
           AES-C        00808N202
AES TRUST III 6.75% CONV PFD
Aetna Inc. AET          00817Y108
            AETI         25576109
American Electric Technologies
Aegon N.V. AEV          N00927306
            AEY           6743306
ADDvantage Technologies Group, Inc.
            AEZS
Aeterna Zentaris, Inc. 7975204
            AF
Astoria Financial        46265104
            AFAM
Almost Family Inc        20409108
            AFB         01864U106
Alliance National Municipal Income Fund, Inc.
            AFC         01903Q207
Allied Capital Corporation
            AFCB         47042106
Athens Bancshares Corporation
            AFCE
AFC Enterprises, Inc. 00104Q107
            AFE          25932203
American Financial Group, Inc 7.125% Senior Debentures due 2/3/2034
            AFF          Group INC.
American International 26874800
            Insurance Holdings, Inc.
Affirmative AFFM          8272106
            AFFX
Affymetrix Inc          00826T108
            AFFY
Affymax, Inc.           00826A109
            AFG
American Financial Group 25932104
            AFK         Index ETF
Market Vectors- Africa 57060U787
Aflac Inc. AFL            1055102
            AFO         78647U207
Nikkei 225 Index Protected Certificates Maturity 03/23/2011
            AFOP         18680306
Alliance Fiber Optic Products
            AFP
United Capital Corp.       9.1E+08
AMERICAN AFQ             25932302
            FINANCIAL GROUP, INC. 7% SR NTS DUE 2050
            AFSI         32359309
AmTrust Financial Services, Inc.
            AG           CORP
FIRST MAJESTIC SILVER32076V103
            AGA         25154H566
PowerShares DB Agriculture Double Short ETN
            AGC            Convertible Securities & Income Fund
Advent/Claymore Global 7639107
            AGCO
AGCO Corporation          1084102
            AGD         Dividend Fund
Alpine Global Dynamic 2.08E+109
Agenus Inc.AGEN         00847G101
            AGF         25154H533
PowerShares DB Agriculture Long ETN
            AGG           4.64E+08
iShares Barclay Aggregate Bond Fund
             International Holdings LTD
Argo GroupAGII          G0464B107
            AGL
AGL Resources Inc.        1204106
            AGM
Fed Agricult. Mortg.      3.13E+08
            AGM.A
FED AGRIL MTGE CL A VTG   3.13E+08
            AGN
Allergan, Inc.           18490102
            AGNC        02503X105
American Capital Agency Corp.
            AGO
Assured Guaranty, LTD G0585R106
            AGO-B       04623A205
ASSURED GUARANTY MUNICIPAL HOLDINGS INC.
            AGO-E       04623A304
ASSURED GUARANTY MUNICIPAL HOLDINGS INC.
            AGO-F       04623A403
ASSURED GUARANTY MUNICIPAL HOLDINGS INC.
            AGOL
ETFS Asian Gold Trust 26923C102
AmerigroupAGP           03073T102
              Corporation
            AGQ
ProShares Ultra Silver 74347W841
            AGR          NOTES LINKED
ACCELERATED RETURN01019M744 TO THE RUSSELL 2000 INDEX 3/25/11
Agrium Inc.AGU            8916108
Argan, Inc AGX          4.01E+112
             AGYS
Agilysys, Inc.           00847J105
             AGZ          Bond Fund
iShares Barclays Agency 4.64E+08
             AH
Accretive Health, Inc. 00438V103
             AHB         78647Y100
Global Index Basket PPC ( SPX, SX5E, & SBR) Maturity 09/12/2013
             AHC
A.H. Belo Corporation 1282102
             AHCI        01923A109
Allied Healthcare International Inc.
             AHD          L.P.
Atlas Pipeline Holdings,04939R108
             AHGP
Alliance Holdings GP,L.P.01861G100
             AHII        03525N109
Animal Health Internations, Inc.
             AHL         G05384105
Aspen Insurance Holding Limited
             AHL-        G05384113
Alliance Insurance Holdings Lmtd. 5.625% Prptl. Prfrd. Incm. Replcmnt. Sec.
             AHL-A       G05384139
Aspen Insurance Holdings Limited
             AHPI        19222108
Allied Healthcare Products
             AHS
AMN Healthcare Services1744101
             AHT         44103109
Ashford Hospitality Trust, Inc.
             AHT-A       44103208
Ashford Hospitality Tr Inc 8.55% Ser A
             AHT-D       44103406
Ashford Hospitality Trust, Inc.
             AHY         78647A102
S & P 500 Index PPC Maturity 10/10/2013
             AI          41356205
Arlington Asset Investment Corp.
              Asia        4.64E+08
iShares S+P AIA 50 Index Fund
             AIB
Allied Irish Banks, plc. 19228402
             AIG         26874784
American Int'l Group, Inc (NEW)
AMERICAN AIG+            26874156
             INTERNATIONAL GROUP, INC.
             AIG-A        Group, Inc.
American International 26874115 Corporate Units
             AIM
Aerosonic Corporation 8015307
             AIMC
Altra Holdings, Inc.     02208R106
             AIN
Albany International 12348108
             AINV        03761U106
Apollo Investment Corporation
             AIP
Hadera Paper Ltd.        M52514102
             AIQ         18606202
Alliance Healthcare Services, Inc.
AAR Corp. AIR               361105
             AIRM
Air Methods Corp           9128307
Air T Inc AIRT             9207101
             AIS
Antares Pharma, Inc. 36642106
             AIT
Applied Industrial Tech. 03820C105
             AIV         Co.
Apartment Inv. & Mgt. 03748R101
             AIV-T       and Management Co. 8.00% Class T Cumul Pfd Stk
Apartment Investment 03748R838
             AIV-U       & Mgmt. Co.
Apartment Investment 03748R820 7.75% Cl U
             AIV-V       and Management Co. 8.00% CL V
Apartment Investment 03748R812
             AIV-Y       and Management Company 7.875% Class Y
Apartment Investment 03748R796
AIXTRON SEAIXG             9606104
             AIZ
Assurant, Inc.           04621X108
             Trust       78648D204
Safety First AJB Certificate on S&P 500 due 03/27/2014
             AJG
Arthur J. Gallagher & Co.3.64E+08
             AKAM
Akamai Technologies Inc  00971T101
             AKE          7.86E+08
Global Index Basket Principal Protected Certificates (SPX, SX5E, NKY, & SBR) Maturity 07/11/201
US-EUR-JAPAKN            78647V205
              Basket Principal Protected Certificates (SPX, SX5E, & NKY) Maturity 05/23/2013
             AKO.A
Embotelladora Andina SA 29081P204
             AKO.B      29081P303
EMBOTELLADORA ANDINA'B'ADS
             AKP         18546101
Alliance California Municipal Income Fund, Inc.
             AKR
Acadia Realty Trust       4239109
Akorn, Inc. AKRX          9728106
             AKS
AK Steel Holding Corp. 1547108
             ALAN
Alanco Technologies Inc11612702
             ALB
Albemarle Corporation 12653101
             ALC        04544X300
Assisted Living Concepts, Inc. New
Alico Inc ALCO           16230104
ALLETE, Inc.ALE          18522300
             ALEX
Alexander & Baldwin Inc  14482103
             ALG
Alamo Group, Inc.        11311107
             ALGN
Align Technology Inc 16255101
             ALGT
Allegiant Travel Company01748X102
             ALIM
Alimera Sciences, Inc. 16259103
             ALJ
Alon USA Energy, Inc. 20520102
             ALK
Alaska Air Group, Inc. 11659109
Alkermes Inc ALKS       01642T108
             ALL
Allstate Corporation 20002101
             ALLBD       Pennsylvania
Alliance Bancorp Inc. of01890A108 NEW
             ALLT
Allot Communication Ltd M0854Q105
             ALM
Alabama Power Company    10392496
             ALN         27297100
American Lorain Corporation Common Stock
             ALNC
Alliance Financial Corp 19205103
             ALNY       02043Q107
Alnylam Pharmaceuticals, Inc.
             ALO         NOTES LINKED TO S&P500 INDEX
ACCELERATED RETURN06052E814
Analogic CorpALOG        32657207
Astro-Med IncALOT       04638F108
             ALP-N
ALABAMA PWR 5.20% 'A' PFD10392595
             ALP-O
ALABAMA PWR 5.83% 'A' PFD10392611
             ALP-P       10392561
Alabama Power Company 5.30% Class A Preferred Stock Cumulative
             ALQ         10392546
Alabama Power Company Sr Notes 5.875 Ser GG
Alere Inc. ALR          01449J105
Alere Inc. ALR-B        01449J204
AMERICAN ALRN            27135102
             LEARNING CORP
             ALSK       01167P101
Alaska Communications Systems
             ALT          4.64E+08
iShares Diversified Alternatives Trust
             ALTE
Alterra Capital HoldingsG0229R108
             ALTH
Allos Therapeutics       19777101
             ALTI         Inc
Altair Nanotechnologies21373204
Altera CorpALTR          21441100
             ALU
Alcatel-Lucent           13904305
             ALUM
Global X Aluminum ETF37950E713
Autoliv Inc. ALV         52800109
AUTOLIV, Inc.ALV-Z       52800208
Alvarion Ltd ALVR       M0861T100
            Inc.
Alexanders ALX          14752109
            ALXA         Inc.
Alexza Pharmaceuticals,15384100
            ALXN        15351109
Alexion Pharmaceuticals Inc
            ALY         19645506
Allis-Chalmers Energy Inc.
            ALZ         10392538
Alabama Power Company Sr Notes 5.875
            AM
American Greetings      26375105
            AMAC         Corp
American Medical Alert27904101
            AMAG        00163U106
AMAG Pharmaceuticals, Inc.
            AMAP
AutoNavi Holdings Ltd. 05330F106
            AMAT
Applied Materials Inc 38222105
            AMB
AMB Property Corporation00163T109
            AMB-M       00163T406
AMB Property Corp. 6.75% Ser M Cumulative Rdmble Pfd
            AMB-O       00163T505
AMB Property Corporation 7.00% Series O Cumulative Redeemable Preferred
            AMB-P       00163T604
AMB Property Corporation 6.85% Series P Cumulative Redeemable Preferred Stock
            AMBO
Ambow Education         02322P101
            AMCC        03822W406
Applied Micro Circuits Corporation New
            AMCF        67086W105
Andatee China Marine Fuel Services Corp.
            AMCN
AirMedia Group Inc.       9411109
            AMD
Advanced Micro Devices 7903107
Ametek, Inc.AME         31100100
Amedisys IncAMED        23436108
            AMG
Affiliated Managers Group 8252108
Amgen Inc AMGN          31162100
            AMIC        26760405
American Independence Corp
            AMIE        23178205
Ambassadors International Inc
            AMJ         46625H365
JP MORGAN ALERIAN MLP INDEX ETN 5/24/24
            AMKR
Amkor Technology Inc 31652100
            AMLN         Inc
Amylin Pharmaceuticals32346108
            AMLP
Alerian MLP ETF         00162Q866
            AMM         78647X201
S & P 500 Index PPC Maturity 07/11/2013
            AMMD        02744M108
American Medical Systems Holdi
            AMN         30710107
Ameron International Corp
            AMNB        27745108
American National Bankshares I
            AMOT        19330109
Allied Motion Technologies Inc
            AMOV
America Movil SAB de CV 02364W204
            AMP         03076C106
Ameriprise Financial, Inc.
            AMP-A       03076C205
Ameriprise Financial, Inc. 7.75% Senior Notes due 6/15/2039
            AMPL
Ampal American Israel 32015109
            AMR
AMR Corporation           1765106
            AMRB        29326105
American River Bankshares
            AMRC
Ameresco, Inc.          2.36E+111
            AMRI        12423109
Albany Molecular Research Inc
            AMRN
Amarin Corp Plc         23111206
AMYRIS INC. AMRS        03236M101
            AMS
American Shared Hospital29595105
            AMSC        30111108
American Superconductor Corp
            AMSF
AMERISAFE, Inc.         03071H100
            A
Amsurg CorpMSG         03232P405
            AMSWA
American Software, Inc.29683109
            AMT
American Tower Corp. 29912201
            Capital
Ameritrans AMTC Corp   03073H108
            Capital    03073H207
Ameritrans AMTCP Corporation - 9.375% participating Preferred Stock
            AMTD        Corp
TD Ameritrade Holding87236Y108
            AMWD
American Woodmark Corp  30506109
            AMX         C.V
America Movil S.A.B de02364W105
            AMY         NOTE LINKED
ACCELERATED RETURN01019M728 TO S&P 500 INDEX
            AMZN
Amazon.Com Inc          23135106
            AN
AutoNation, Inc.       05329W102
            ANAC        32420101
Anacor Pharmaceuticals, Inc.
            ANAD
Anadigics Inc           32515108
            ANAT        28591105
American National Insurance
            ANCI       02505A103
American Caresource Holdings, Inc.
            ANCX         4337101
Access National Corporation
            ANDE
Andersons Inc/The       34164103
            ANDS       03252Q408
Anadys Pharmaceuticals, Inc.
Anaren Inc ANEN         32744104
            ANF
Abercrombie & Fitch Co. 2896207
Angeion CorpANGN       03462H404
            ANGO
AngioDynamics, Inc. 03475V101
            ANH
Anworth Mortgage Asset  37347101
            ANH-A       37347200
Anworth Mortgage Asset Corp 8.625% Ser A Pfd
            ANH-B       37347309
Anworth Mortgage Asset Corporation
            ANI        01019M769
ARN linked to the Energy Select Sector Index (IXE)
            ANIK
Anika Therapeutics Inc 35255108
            ANLY        32681207
Analysts International Corp.
            ANN
AnnTaylor Stores Corp. 36115103
            ANNB
Annapolis Bancorp Inc 35848100
            ANO         CORPORATION
ANOORAQ RESOURCES3.63E+111
            ANR        02076X102
Alpha Natural Resources, Inc.
Ansys Inc ANSS         03662Q105
            ANSW
Answers Corporation 03662X100
            ANTH       03674U102
Anthera Pharmaceuticals, Inc.
Phazar Corp ANTP       71722R108
            ANV
Allied Nevada Gold Corp.19344100
            ANW        Y0017S102
Aegean Marine Petroleum Network, Inc.
            ANX        00764X202
ADVENTRX Pharmaceuticals, Inc.
            AO-A
AMERCO SRAPFD           23586209
             Aggressive Allocation Fund
iShares S&PAOA           4.64E+08
            AOB         28731107
American Oriental Bioengineering, Inc.
             Dynamic Dividend Fund
Alpine TotalAOD         21060108
            AOI         18772103
Alliance One International, Inc.
             Conservative Allocation Fund
iShares S&PAOK           4.64E+08
AOL Inc. AOL           00184X105
             Moderate Allocation Fund
iShares S&PAOM           4.64E+08
            AON
Aon Corporation         37389103
            AONE
A123 SYSTEMS, INC. 03739T108
iShares S&PAOR            4.64E+08
              Growth Allocation Fund
            AOS
AO. Smith Corporation 8.32E+08
            AOSL        G6331P104
Alpha and Omega Semiconductor Limited
            AP
Ampco-Pittsburgh Corp.32037103
            APA
Apache Corporation 37411105
            APA-D
APACHE CORPORATION37411808
            APAC        1.85E+108
APAC Customer Services Inc
            APAGF       G0471F109
Apco Oil and Gas International Inc.
            APB
ASIA PACIFIC FUND       44901106
            APC
Anadarko Petroleum Corp.32511107
            APCVZ       35802M115
Fresenius Kabi Pharmaceuticals Holding, Inc. Contingent Value Rights
            APD
Air Products & Chemicals9158106
            APEI        02913V103
American Public Education, Inc.
            APF         61744U106
MORGAN STAN ASIA-PAC FD INC
            APFC
American Pacific Corp 28740108
            APH
Amphenol Corporation 32095101
            API
Advanced Photonix, Inc. 7.54E+109
            APKT
Acme Packet, Inc.         4764106
            APL
Atlas Pipeline Partners 49392103
            APOG
Apogee Enterprises Inc 37598109
            APOL
Apollo Group Inc        37604105
            APP
American Apparel Inc. 23850100
             Inc. New 00202J203
A.P PharmaAPPA
            APPY
AspenBio Pharma, Inc. 45346103
            APRI        03832V109
Apricus Biosciences, Inc.
            APSA
Alto Palermo SA         02151P107
            APSG        38237103
Applied Signal Technology Inc
            APT
Alpha Pro Tech, Ltd. 20772109
            APTS        74039L103
Preferred Apartment Communities, Inc.
            APU
AmeriGas Partners, L.P. 30975106
            APWR        G04136100
A-Power Energy Generation Systems, Ltd.
            APX         09254H106
Blackrock Apex Municipal Fund, Inc.
            AQQ
AMER SPECTRUM REALTY    02970Q203
            ARAY
Accuray Incorporated 4397105
            ARB
Arbitron Inc.           03875Q108
Ariba, Inc. ARBA        04033V203
            ARBX
Arbinet Corporation New 03875P407
            ARC         29263100
American Reprographics Co.
              Corporation
Ares CapitalARCC        04010L103
             RECYCLING 03814F205 AMERICA, INC.
APPLIANCE ARCI          CENTERS OF
            ARCL        03956P102
ARCHIPELAGO LEARNING, INC.
            ARCW        Inc. New Common Stock
Arc Wireless Solutions, 03878K207
            ARDNA
Arden Group Inc         39762109
            ARE
Alexandria RE Equities 15271109
            ARE-C       15271406
Alexandria Real Estate Equities, Inc. 8.375% Ser C
             AREX
Approach Resources Inc. 03834A103
Airgas, Inc. ARG          9363102
Amerigon Inc ARGN       03070L300
             ARH-A      Non-Cum. Prfrd. Shrs. Ser.A
Arch Capital Group Ltd G0450A147
             ARH-B      G0450A154
Arch Capital Group Ltd.7.875% Non-Cumulative Pfd Shs, Ser B, $0.01 par value
             ARI        REAL ESTATE
APOLLO COMMERCIAL 03762U105 FINANCE, INC.
             ARIA       04033A100
Ariad Pharmaceuticals Inc
             ARII       02916P103
American Railcar Industries, Inc.
             ARJ
Arch Chemicals, Inc. 03937R102
             ARK        09255T109
Blackrock Senior High Income Portfolio, Inc.
             ARKR
Ark Restaurants Corp 40712101
             ARL        29174109
American Realty Investors
             ARLP       01877R108
Alliance Resource Partners LP
             ARM
ArvinMeritor, Inc.      43353101
             ARMH
ARM Holdings, Plc       42068106
             ARNA       40047102
Arena Pharmaceuticals Inc
             ARO
Aeropostale, Inc          7865108
             AROW
Arrow Financial Corp 42744102
Arqule Inc ARQL         4.27E+110
             ARR        42315101
ARMOUR Residential REIT, Inc.
             ARR+       42315119
ARMOUR Residential REIT, Inc.
             Inc
Arris GroupARRS         04269Q100
             ARRY
Array Biopharma Inc 04269X105
             ARSD       38465100
Arabian American Development Company
             ART        04315B107
ARTIO GLOBAL INVESTORS INC.
             ARTC
ARTHROCARE CORP         43136100
             ARTNA
Artesian Resources Corp 43113208
             ARTW       43168103
Arts-Way Manufacturing Co Inc
             ARTX
Arotech Corporation 42682203
             ARUN
Aruba Networks, Inc. 43176106
             ARW
Arrow Electronics, Inc. 42735100
             Research 42797100
Arrowhead ARWR Corporation
             ARX
AeroFlex Holding Corp. 7767106
             ARY        04010L202
ARES CAPITAL CORPORATION 7.75 SR NOTES DUE 2040
             ARYX
ARYx Therapeutics, Inc. 43387109
ASA Ltd. ASA            G3156P103
             ASBC
Associated Banc-Corp 45487105
             ASBI
Ameriana Bancorp        23613102
             ASCA
Ameristar Casinos Inc 03070Q101
             ASCMA      43632108
Ascent Media Corporation series A
             ASEI       29429107
American Science and Engineering, Inc
             ASF
Administaff, Inc.         7094105
             ASFI
Asta Funding Inc        46220109
             ASFN       48877104
Atlantic Southern Financial Group, Inc. (GA)
             ASG
LIBERTY ALL-STAR GROWTH FD 5.3E+08
             ASGN
On Assignment Inc        6.82E+08
             ASGR       Inc
America Service Group 02364L109
             A
Ashland Inc. SH          44209104
             ASI        G02995101
American Safety Insurance Holdings, Ltd.
             ASIA
AsiaInfo-Linkage, Inc 04518A104
             ASMI
ASM International NV N07045102
             ASML
ASML Holding NV         N07059186
             ASNA       04351G101
Ascena Retail Group, Inc.
             ASP         30098107
AMER STRATEGIC INC PORTFOLIO
             ASPS       L0175J104
Altisource Portfolio Solutions S.A.
             ASR        4.01E+206
Grupo Aeroportuario Del S
             ASRV
AmeriServ Financial Inc03074A102
             ASRVP      03074B100
Ameriserv Financial Trust I
             ASTC
Astrotech Corporation 46484101
             ASTE
Astec Industries Inc     46224101
             ASTI        43635101
Ascent Solar Technologies, Inc.
             ASTIZ       43635127
Ascent Solar Technologies, Inc. Class B warrent
             ASTM
Aastrom Biosciences Inc 00253U305
             ASUR
Asure Software, Inc 04649U102
             ASX
Advanced Semiconductor  00756M404
             ASYS
Amtech Systems Inc 32332504
             AT         04878Q863
Atlantic Power Corporation
US-EUR-JAPATA            (SPX, SX5E,
              Basket PPC78647M106 & NKY) Maturity 03/06/2014
ATA Inc. ATAI           00211V106
             ATAX       02364V107
America First Tax Exempt Investors, L.P. Beneficial Unit Certificates (BUCS) representing Limit
             ATC          2.33E+08
Cycle Country Accessories Corp.
             ATE
ADVANTEST CORP ADS 00762U200
             ATEA
Astea International Inc.4.62E+211
             ATEC
Alphatec Holdings, Inc. 02081G102
             ATHN
Athenahealth, Inc.      04685W103
             ATHR       04743P108
Atheros Communications, Inc.
             ATHX        Stock
Athersys, Inc. Common04744L106
             ATI
Allegheny Technologies  01741R102
             ATK
Alliant Techsystems Inc.18804104
AMES NATLATLO CORP       31001100
             ATLS
Atlas Energy, Inc.       49298102
ATMI Inc ATMI           00207R101
Atmel CorpATML           49513104
             ATNI
Atlantic Tele-Network,Inc49079205
             ATO
Atmos Energy Corporation 49560105
             ATPG
ATP Oil & Gas Corp      00208J108
             ATR
AptarGroup, Inc.         38336103
             ATRC
AtriCure, Inc.          04963C209
Atrion CorpATRI          49904105
Aetrium IncATRM         00817R103
             A
Atrinsic, Inc. TRN      04964C208
             ATRO
Astronics Corp           46433108
             ATSC       2.11E+106
ATS Corporation Common Stock
             ATSG       00922R105
Air Transport Services Group, Inc.
ATT 6.375%ATT            00211G208
             SENIOR NOTES 2/15/56
            ATU
Actuant Corporation 00508X203
            ATV
Acorn International, Inc 4854105
            ATVI
Activision Blizzard Inc. 00507V109
            ATW
Atwood Oceanics, Inc. 50095108
            ATX
A.T. Cross Company         2.27E+08
            AU
AngloGold Ashanti Limited35128206
            AU-A         03512Q206
AngloGold Ashanti Holdings Finance PLC
            AUBN         50473107
Auburn National Bancorporation
AudioCodesAUDCLtd        M15342104
            AUMN
Golden Minerals Company    3.81E+08
            AUO
AU Optonics Corp           2255107
            AUTC         G06750106
AutoChina International Ltd.
            AUTH
AUTHENTEC,INC.           52660107
            AUXL         05334D107
Auxilium Pharmaceuticals, Inc.
            AUY
Yamana Gold, Inc.        98462Y100
AVIVA PLC AV             05382A104
            AVA
Avista Corporation       05379B107
            AVAV
AeroVironment, Inc.        8073108
            AVB
AvalonBay Communities    53484101
ADVOCAT INC AVCA           7586100
            AVD
American Vanguard Corp.  30371108
            AVEO          Inc.
AVEO Pharmaceuticals, 53588109
            AVF           Group, Inc.
American International 26874859 7.70% Series A-5 Junior Subordinated Debentures
            AVGO
Avago Technologies Ltd.  Y0486S104
            AVID
Avid Technology Inc 05367P100
            AVII
AVI BioPharma Inc          2346104
            AVK          00764C109
Advent Claymore Convertible Securities and Income Fund
            AVL
Avalon Rare Metals, Inc. 53470100
            AVNR         05348P401
Avanir Pharmaceuticals, Inc. Class A
            AVNW
Aviat Networks, Inc. 05366Y102
            AVP
Avon Products, Inc.      54303102
Avnet, Inc. AVT          53807103
            AVTR
Avatar Holdings Inc      53494100
            AVX
AVX Corporation            2444107
            AVY
Avery Dennison Corp. 53611109
            AWC
Alumina Limited          22205108
            AWF          01879R106
ALLIANCEBERSTEIN GLOBAL HIGH INCOME FUND, INC.
            AWH           Company Holdings, LTD.(SWITZERLAND)
Allied World AssuranceH01531104
            AWI
Armstrong World, Inc. 04247X102
            AWK           Company,
American Water Works 30420103 Inc
            AWP          02083A103
Alpine Global Premier Properties Fund
            AWR           Co.
American States Water 29899101
Aware Inc AWRE           05453N100
            AWX
Avalon Holdings Corp. 05343P109
            AXAS           3830106
Abraxas Petroleum Corporation
            AXDI           4.64E+08
iShares MSCI ACWI ex US Consumer Discretionary Sector Index Fund
            AXE         35290105
Anixter International Inc
            AXEN          4.64E+08
iShares MSCI ACWI ex US Energy Sector Index Fund
            AXFN          4.64E+08
iShares MSCI ACWI ex US Financials Sector Index Fund
            AXHE          4.64E+08
iShares MSCI ACWI ex US Health Care Sector Index Fund
            AXID          4.64E+08
iShares MSCI ACWI ex US Industrials Sector Index Fund
            AXIT          4.64E+08
iShares MSCI ACWI ex US Information Technology Sector Index Fund
            AXK
Accelr8 Technology Corp.  4304200
            AXL         24061103
American Axle & Manufact.
            AXMT          4.64E+08
iShares MSCI ACWI ex US Materials Sector Index Fund
            AXN         03740A106
AOXING PHARMACEUTICAL COMPANY, INC.
            AXP
American Express Company25816109
            AXR
AMREP Corporation 32159105
             Holders Limited
Axis CapitalAXS         G0692U109
             Holdings Limited 7.25% Ser A
Axis CapitalAXS-A       G0692U208
            AXSL          4.64E+08
iShares MSCI ACWI ex US Consumer Staples Sector Index Fund
            AXTE          4.64E+08
iShares MSCI ACWI ex US Telecommunication Services Sector Index Fund
AXT Inc     AXTI        00246W103
            AXU
Alexco Resource Corp. 01535P106
            AXUT          4.64E+08
iShares MSCI ACWI ex US Utilities Sector Index Fund
            AYE
Allegheny Energy, Inc. 17361106
            AYI
Acuity Brands, Inc.     00508Y102
            AYN         18714105
Alliance New York Municipal Income Fund, Inc.
            AYR
Aircastle Limited       G0129K104
            AYT
Barclays GEMS Asia-8 ETN06738G878
            AZC         50912203
Augusta Resource Corporation
            AZK
AURIZON MINES LTD 05155P106
            AZN
AstraZeneca PLC         46353108
            AZO
AutoZone, Inc.          53332102
            AZPN
Aspen Technology Inc 45327103
            AZZ
AZZ incorporated          2474104
            B
Barnes Group Inc.       67806109
            BA
Boeing Company          97023105
            BAA
Banro Corporation       66800103
            BAA+        66800111
Banro Corporation Common Share Purchase Warrants
            BAB         73937B407
POWERSHARES BUILD AMERICA BOND PORTFOLIO
            BABS        78464A276
SPDR Nuveen Barclays Capital Build America Bond ETF
            BABY
Natus Medical Inc         6.39E+08
            BABZ        72201R825
PIMCO Build America Bond Strategy Fund
            BAC
Bank of America Corp. 60505104
            BAC+A       60505146
BANK OF AMERICA WARRANTS CLASS A
            BAC+B       60505153
BANK OF AMERICA CORPORATION WARRANTS CLASS B
             Trust      55189203
BAC CapitalBAC-B X 6.25% Capital Securities
             Trust
BAC CapitalBAC-C XII 05633T209
            BAC-D       60505831
Bank of America Corporation Depositary Shares representing 1/1,000th Interest in a share of 6.2
            BAC-E       60505815
Bank of America Corporation
            BAC-H       60505765
Bank of America Corporation, Series H
            BAC-I       60505740
Bank Of America Corporation
             BAC-J       60505724
BANK OF AMERICA 1/1000th interest in a share of 7.25% Non-Cumulative Preferred Stock, Series J
              Trust      55185201
BAC CapitalBAC-UIV 5 7/8% Capital Securities
              Trust
BAC CapitalBAC-VII       55188205
              Trust I
BAC CapitalBAC-W         55187207
              Trust     5.52E+205
BAC CapitalBAC-X III 7.0% Capital Securities
              Trust      55184204
BAC CapitalBAC-Y V 6% Capital Securities
              Trust     05518T209
BAC CapitalBAC-Z VIII 6% Capital Securities
BLACKROCKBAF            09250G102
              MUNICIPAL INCOME INVESTMENT QUALITY TRUST
             BAGL       28257U104
Einstein Noah Restaurant Group INC.Common Stock
             BAH         99502106
Booz Allen Hamilton Holding Corporation
Braskem S.A. BAK          1.06E+08
             BAL        06739H271
iPath Dow Jones-UBS Cotton Subindex Total Return ETN due June 24, 2038
             BALT
Baltic Trading Limited Y0553W103
             BAM          1.13E+08
Brookfield Asset Management Inc
             BAMM
Books-A-Million Inc      98570104
             BANF
Bancfirst Corp          05945F103
             BANFP       BFC Capital
BancFirst Corporation -05539S206 Trust II Cumulative Trust Pfd Secs
Banner Corp  BANR       06652V109
Credicorp LTDBAP        G2519Y108
             BARI
Bancorp Rhode Island Inc 59690107
             BAS        06985P100
Basis Energy Services, Inc.
             BASI       09058M103
Bioanalytical Systems Inc
             BAX
Baxter International Inc.71813109
             Inc.
Blackboard BBBB          91935502
             Beyond
Bed Bath & BBBY Inc 75896100
             BBD         59460303
BANCO BRADESCO (New) ADS (each rep. 1 Pfd share)
             BBEP         1.07E+08
BreitBurn Energy Partners, L.P.
BLACKROCKBBF            09248H105
              MUNICIPAL INC TR
             BBG
Bill Barrett Corporation06846N104
             BBGI        74014101
Beasley Broadcasting Group Inc
             BBH
BIO TECH HOLDRS TRUST   09067D201
             BBK        09249H104
Blackrock Municipal Bond Trust
             BBL
BHP BILLITON PLC        5.55E+212
             BBN        09248X100
BlackRock Build America Bond Trust
             BBND
BigBand Networks, Inc. 89750509
             BBNK
Bridge Capital Holdings 1.08E+08
             BBOX
Black Box Corp           91826107
             BBRG       10567B109
BRAVO BRIO RESTAURANT GROUP INC.
             BBSI
Barrett Business Services68463108
             BBT
BB&T Corporation         54937107
             BBT-A
BB&T Capital Trust V 05530J205
             BBT-B
BB&T Capital Trust VI 05531B201
             BBT-C
BB&T CAPITAL TRUST VII  05531H208
             BBVA       05946K101
Banco Bilbao Vizcaya Argentaria, S.A.
             BBW
Build-A-Bear Workshop, Inc.1.2E+08
             BBX
BankAtlantic Bancorp Inc 65908600
              Trust
BBC CapitalBBXT II      05527K207
            BBY
Best Buy Company, Inc. 86516101
            BC
Brunswick Corporation 1.17E+08
Corpbanca BCA           21987A209
            BCAR        06425J102
BANK OF THE CAROLINAS CORPORATION
            BCBP
BCB BANCORP INC (NJ) 55298103
BCE, Inc. BCE           05534B760
            BCF         09254B109
Blackrock Real Asset Equity Trust
            BCH
Banco de Chile           59520106
            BCO
The Brink's Company        1.1E+08
            BCOM
B Communications Ltd M15629104
            BCON
Beacon Power Corp        73677106
            BCPC
Balchem Corporation 57665200
            BCR
C.R. Bard, Inc.          67383109
            BCRX        09058V103
BioCryst Pharmaceuticals Inc
Barclays PLCBCS         6.74E+207
            BCS-        06739F390
Barclays Bank PLC (Each rep. 1 Non-Cum. Callable Dollar Pref. Shrs. Ser. 2, Nom. Val. $0.25)
            BCS-A
Barclays Bank PLC       06739H776
            BCS-C
Barclays Bank PLC       06739H511
            BCS-D
Barclays Bank PLC       06739H362
            BCSB
BCSB Bankcorp, Inc       55367106
            BCSI
Blue Coat Systems Inc 09534T508
            BCV
Bancroft Fund Ltd.       59695106
Belden Inc. BDC          77454106
            BDCO
Blue Dolphin Energy Co 95395307
            BDD         25154K841
PowerShares DB Base Metals Double Long Exchange Traded Notes due 6/1/38
            BDE
Black Diamond, Inc. 09202G101
             Fund
Rivus Bond BDF             7.7E+08
            BDG         25154K825
PowerShares DB Base Metals Long Exchange Traded Notes due 6/1/38
            BDGE
BRIDGE BANCORP INC 1.08E+08
            BDH
BROADBAND HOLDRS TRUST  11130P104
            BDJ         09251A104
Blackrock Enhanced Dividend Achievers Trust
            BDL
Flanigan's Enterprises 3.39E+08
            BDMS         91283200
Birner Dental Management Servi
              Realty
BrandywineBDN Trust1.05E+08
              Realty      7.50% Series C Cumul Rdmble Pfd Shs. of Beneficial Interest
BrandywineBDN-C Trust1.05E+08
              Realty      7.375% Ser
BrandywineBDN-D Trust1.05E+08 D Cumulative Rdmble Pfd Shs of Ben. Interest
            BDR
Blonder Tongue Labs, Inc.93698108
             Sciences Internati
BioDelivery BDSI        09060J106
            BDT         09249Y107
Blackrock Strategic Dividend Achievers Trust
            BDV         09250N107
Blackrock Dividend Achievers Trust
            BDX
Becton, Dickinson and Co.75887109
            BEAT
CardioNet, Inc.         14159L103
            BEAV
BE Aerospace Inc         73302101
              Inc
Bebe StoresBEBE          75571109
            BEC
Beckman Coulter, Inc. 75811109
            BECN         Inc.
Beacon Roofing Supply, 73685109
            BEE         86272T106
Strategic Hotels & Resorts, Inc.
             BEE-A       86272T304
Strategic Hotels & Resorts, Inc.
             BEE-B       86272T403
Strageic Hotels & Resorts, Inc. 8.25% Series B Cumulative Redeemable Pfd Stock
             HOTELS      86272T502
STRATEGIC BEE-C & RESORTS, INC. 8.25 % series C Cumulative Redeemable Preferred Stk
Bel Fuse IncBELFA        77347201
Bel Fuse IncBELFB        77347300
             BEM         61746S422
Morgan Stanley Protectd. Notes Based on the Val of 15 Enery Co's 03/30/12
             BEN
Franklin Resources         3.55E+08
             BERK
Berkshire Bancorp, Inc. 84597202
             BEST
SHINER INTL INC.           8.25E+08
             BEXP
Brigham Exploration Co 1.09E+08
             BEZ
Baldor Electric Company  57741100
             BF.A
BROWN-FORMAN CORP 1.16E+08 CL A
             BF.B
Brown-Forman Corporation   1.16E+08
             BFED        73582108
Beacon Federal Bancorp, Inc.
             BFIN
BankFinancial Corporation06643P104
BLACKROCKBFK             09248F109
              MUNICIPAL INC TR
Bluefly Inc. BFLY        96227301
             BFO         09250M109
Blackrock Florida Municipal 2020 Term Trust
             BFR
BBVA Banco Frances S.A.  07329M100
             BFS
Saul Centers, Inc.         8.04E+08
             BFS-A         Series A Cumul Rdmble Pfd
Saul Centers, Inc. 8.00% 8.04E+08
             BFS-B
Saul Centers, Inc.         8.04E+08
             BFSB          1.14E+08
Brooklyn Federal Bancorp, Inc.
             BFY         09249R102
Black Rock New York Municipal Income Trust II
              CA         9.25E+105
BLACKROCKBFZ MUNICIPAL INC TR
Bunge LimitedBG          G16962105
             BGC
General Cable Corp.        3.69E+08
             BGCP
BGC Partners, Inc.       05541T101
             Trust       05541Q206
BGE CapitalBGE-B II 6.20% Trust Preferred Secs
             BGFV
Big 5 Sporting Goods Corp08915P101
             BGG
Briggs & Stratton Corp. 1.09E+08
             BGP
Borders Group, Inc.      99709107
             BGR         09250U101
Blackrock Energy and Resources Trust
B&G Foods,BGS Inc.       05508R106
             BGT          Income Trust
Blackrock Floating Rate 91941104
             BGU         25459W862
Direxion Daily Large Cap Bull 3x Shares
             BGY          Real Estate
Blackrock International 92524107 Fund, Inc.
             BGZ         25459W854
Direxion Daily Large Cap Bear 3x Shares
             BH
Biglari Holdings, Inc. 08986R101
             BHB
Bar Harbor Bankshares 66849100
             BHD
BlackRock, Inc.          09249G106
Benchmark BHEElectronics 08160H101
             BHH
B2B INTERNET HOLDERS     56033103
             BHI
Baker Hughes Inc.        57224107
              CORE
BLACKROCKBHK BD TR       9.25E+104
             BHL         09255Q105
Blackrock Defined Opporunity Credit Trust
             BHLB        84680107
Berkshire Hills Bancorp,Inc.
B&H OceanBHO             55090104
             Carriers Ltd.
              Limited
BHP BillitonBHP          88606108
             BHS           1.13E+08
Brookfield Homes Corporation
             BHV           Bond Trust
BlackRock Virginia Muni92481100
               HIGH
BLACKROCKBHY YIELD TRUST 09248N102
             BIB         74347R214
ProShares Ultra NASDAQ Biotechnology
             BICK        33733H107
FIRST TRUST BICK INDEX FUND
Sotheby's BID              8.36E+08
Baidu, Inc. BIDU         56752108
             BIDZ
Bidz.Com, Inc.           08883T200
             BIE         09249K107
Blackrock Muni Yield Insured Fund, Inc.
             BIF           1.02E+08
Boulder Growth & Income Fund, Inc.
             BIG
Big Lots, Inc.           89302103
             BIIB
Biogen Idec, Inc.        09062X103
             BIK
SPDR S&P BRIC 40 ETF 78463X798
             BIL         78464A680
SPDR Barclays Capital 1-3 Month T-Bill ETF
IESI-BFC Ltd.BIN         44951D108
             BIO
Bio-Rad Laboratories 90572207
             BIO.B
BIO-RAD LABS CLB         90572108
             BIOC
BioClinica, Inc          09071B100
Biodel Inc. BIOD         09064M105
             BIOF
BioFuel Energy Corp. 09064Y109
             BIOS
BioScrip, Inc.           09069N108
             BIP         G16252101
Brookfield Infrastructure Partners L.P. Limited Partnership Units
             BIR-A       84690205
Berkshire Income Realty, Inc. 9% Series A Cumulative Preferred
Actuate Corp.BIRT        00508B102
             BIS         74347R198
ProShares UltraShort NASDAQ Biotechnology
             BITA
Bitauto Holdings Limited 91727107
Bitstream IncBITS        91736108
             BIV           9.22E+08
Vanguard Intermediate-Term Bond ETF
             BJ
BJ Wholesale Club, Inc. 05548J106
             BJGP
BMP Sunstone Corporation 05569C105
             BJI         61757J568
Buffered PLUS Based on the Value of the S&P 500 Index Due 3/20/2011
             BJK         57060U829
Market Vectors ETF Trust-- Gaming ETF
             BJRI
BJ's Restaurants, Inc. 09180C106
               CA        09249C105
BLACKROCKBJZ MUNI 2018 TRM TR
             BK          64058100
Bank of New York Mellon Corporation
             6.875% PFD SR E
BNY CAP IV BK-E          09656G201
              V, 5.95% Trust Pfd Series F
BNY CapitalBK-F          09656H209
             BKBK          Corp
Britton & Koontz Capital1.11E+08
               KELSO     92533108
BLACKROCKBKCC CAPITAL CORPORATION
             BKD           Inc.
Brookdale Senior Living, 1.12E+08
             Inc.
The Buckle,BKE             1.18E+08
             BKF           Fund
iShares MSCI BRIC Index 4.64E+08
             BKH
Black Hills Corporation 92113109
             BKI
Buckeye Technologies, Inc  1.18E+08
             BKJ          Inc.
Bancorp of New Jersey, 59915108
            BKK         09249X109
Blackrock Municipal 2020 Term Trust
            BKMU
Bank Mutual Corp         63750103
             INV        09247D105
BLACKROCKBKN QUAL MUNI TR
            BKOR          6.72E+08
Oak Ridge Financial Services, Inc.
            BKR
Michael Baker Corporation57149106
            BKS
Barnes & Noble, Inc. 67774109
            BKSC
Bank of South Carolina 65066102
            BKT
BlackRock Income Trust  09247F100
            BKYF         62896105
BANK KENTUCKY FINL CP (THE)
            BLC
Belo Corporation         80555105
            BLD
Baldwin Technology Co.58264102
            BLDP         58586108
Ballard Power Systems Inc.
            BLDR        12008R107
Builders FirstSource, Inc.
            BLE         09249N101
BlackRock New York Municipal Income Trust II
             NY         09248K108
BLACKROCKBLH MUNI 2018 TRM TR
            BLIN
Bridgeline Digital Inc. 10807Q205
            BLJ         09249A109
BlackRock N Jersey Muni Bond Trust
            BLK
Blackrock, Inc.         09247X101
            BLKB
Blackbaud, Inc.         09227Q100
            BLL
Ball Corporation         58498106
             SPX
BUFFER ONBLN 10/6/11    17313T334
            BLT
Blount International, Inc95180105
            BLTI
Biolase Technology Inc 90911108
            BLU
Blue Chip Value Fund 95333100
            B
Immucor Inc LUD           4.53E+08
            BLV           9.22E+08
Vanguard Long-Term Bond ETF
            BLW         09249W101
Blackrock Limited Duration Income Trust
            BLX         P16994132
Banco Latinoamericano de Comercio Exterior, S.A
            BMA
Banco Macro S.A.        05961W105
            BMC
BMC Software, Inc.       55921100
            BME         09250W107
Blackrock Health Sciences Trust
            BMI
Badger Meter, Inc.       56525108
            BMJ
Birks & Mayors Inc.      90881103
            BML-G        60505633
Bank Of America Corporation Depositary Shares(Each representing a 1/1200th interest in a share
            BML-H        60505625
Bank Of America Corporation Depositary Shares(Each representing a 1/1200th interest in a share
            BML-I        60505617
Bank of America Depositary Shares(Each representing 1/1200th interest in a share of Bank of Ame
            BML-J        60505591
Bank of America Depositary Shares(Each representing 1/1200th interest in a share of Bank of Ame
            BML-N        60505575
Bank Of America Corporation Depositary Shares (Each representing a 1/40th interest in share of
            BML-O        60505567
Bank Of America Corporation Depositary Shares (Each representing a 1/40th interest in share of
            BML-Q        60505559
Bank of America Depositary Shares(Each representing 1/1200th interest in a share of Bank of Ame
            BMO
Bank of Montreal         63671101
            BMR         09063H107
Biomed Realty Trust, Inc.
            BMR-A       09063H206
Biomed Realty Trust, Inc.
            BMRC
Bank of Marin Bancorp 63425102
            BMRN        09061G101
BioMarin Pharmaceuticals Inc
            BMS
Bemis Company, Inc. 81437105
            Bank
Bryn Mawr BMTCCorp 1.18E+08
            Therapeutics, Inc.
BioMimeticBMTI          09064X101
            BMY
Bristol-Myers Squibb Co. 1.1E+08
            BMY-           1.1E+08
BRISTOL-MYERS SQUIBB $2 CV PFD
            BNA          92475102
BlackRock Income Opportunity Trust Inc. (The) INC
            BNCL        08173R104
Beneficial Mutual Bancorp, Inc.
BNC BANCORP BNCN        05566T101
            BND
Vanguard Total Bond Market9.22E+08
Benihana IncBNHN         82047101
            BNHNA
Benihana Inc. Class A 82047200
             NJ         09248J101
BLACKROCKBNJ MUNICIPAL INC TR
            BNO         91167Q100
United Staes Brent Oil Fund, LP
            BNS
Bank of Nova Scotia      64149107
            BNSO         98529308
Bonso Electronic International
            BNVI
Bionovo, Inc.            90643206
            BNX
Banks.com,Inc            66470105
             NY         09248L106
BLACKROCKBNY MUNICIPAL INC TR
            BNZ         97717W216
Wisdom Tree Dreyfus New Zealand Dollar Fund
            BOBE
BOB Evans Farms          96761101
            BOCH        06424J103
Bank of Commerce Holdings (CA)
            BODY
Body Central Corp.      09689U102
            BOE          92501105
Blackrock Global Opportunities Equity Trust
            BOFI
Bofl Holding, Inc.      05566U108
            BOH
Bank of Hawaii Corp. 62540109
            BOKF
BOK Financial Corp      05561Q201
            BOLT
Bolt Technology Corp. 97698104
            BOM         25154K858
PowerShares DB Base Metals Double Short Exchange Traded Notes due 6/1/38
            BONA
Bona Film Group Limited 09777B107
            BONT
Bon-Ton Stores Inc/The  09776J101
            BOOM
Dynamic Materials Corp 2.68E+08
            BOOT
Lacrosse Footwear Inc 5.06E+08
            BORN        16890T105
China New Borun Corporation
            BOS         25154K833
PowerShares DB Base Metals Short Exchange Traded Notes due 6/1/2038
            BOSC        M20115164
B.O.S. Better On-Line Solutions Ltd.
            BOVA
Bank of Virginia        06544P104
            BOX         G79978105
Seacube Container Leasing Ltd
BP p.l.c. BP             55622104
            BPAX        09065V203
BioSante Pharmaceuticals Inc.
            BPFH          Holdi
Boston Private Financial 1.01E+08
            BPHX         Ltd.
BluePhoenix Solutions, M20157109
            BPI         10807M105
BRIDGEPOINT EDUCATION, INC
             MUNI
BLACKROCKBPK 2018 TRM TR09248C106
            BPL
Buckeye Partners, L.P. 1.18E+08
            BPO
Brookfield Properties Cor 1.13E+08
Popular Inc BPOP          7.33E+08
            BPOPM       73317H206
Popular, Inc. Popular Capital Tr II 6.125%
            BPOPN       73317W203
Popular Capital Trust I 6.70% Cumul Mnthly Income Tr Pfd Secs.
            BPP         09249V103
Blackrock Credit Allocation Income Trust III
             PA         09248R103
BLACKROCKBPS STRATEGIC MUNI TR
             Bay
BP PrudhoeBPT Royalty55630107
            BPZ
BPZ Resources, Inc.      55639108
            BQH         09249P106
BlackRock New York Municipal
            BQI
Oilsands Quest, Inc.      6.78E+08
            BQI+A
Oilsands Quest Inc.       6.78E+08
BLACKROCKBQR             92546100
             ECOSOLUTIONS INVESTMENT TRUST
            BQY         Rankings Global Equity Managed Trust
BlackRock S&P Quality 09250D109
            Financial Solutions Inc
Broadridge BR           11133T103
            BRAF        37950E838
Global X Braziil Financials ETF
            BRAQ
GLOBAL X BRAZIL CONSUMER37950E846
            BRAZ         ETF
Global X Brazil Mid Cap37950E788
            BRC
Brady Corporation         1.05E+08
            BRCD          1.12E+08
Brocade Communications Systems, Inc. NEW
            BRCM
Broadcom Corp             1.11E+08
            Corp.
Brigus GoldBRD            1.09E+08
            BRE
BRE Properties, Inc. 5.56E+109
            BRE-C       05564E502
BRE Properties, Inc. 6.75% Series C Cumulative Rdmble Pfd
            BRE-D       05564E601
BRE Properties, Inc. 6.75% Ser D
            BRF         57060U613
Market Vectors Brazil Small-Cap ETF
            FOODS
BRF-BRASIL BRFS S.A.10552T107
            BRID
Bridgford Foods Corp 1.09E+08
            BRIL          2X Shares
Direxion Daily BRIC Bull25459W367
            BRIS        25459W359
Direxion Daily BRIC Bear 2X Shares
            HATHAWAY 84670702
BERKSHIRE BRK.B           Class B
            BRKL
Brookline Bancorp Inc 11373M107
            BRKR
Bruker Corporation        1.17E+08
            BRKS
Brooks Automation Inc 1.14E+08
            BRLI
Bio-Reference Labs Inc 09057G602
            BRN
Barnwell Industries, Inc.68221100
            BRNC
Bronco Drilling, Inc.     1.12E+08
            BRO
Brown & Brown, Inc. 1.15E+08
            BRS
Bristow Group, Inc.         1.1E+08
            BRT
BRT Realty Trust         55645303
            BRXX          2.68E+08
Emerging Global Shares INDXX Brazil Infrastructure Index Fund
            BRY
Berry Petroleum Company  85789105
            BSBR        05967A107
BANCO SANTANDER (BRASIL) SA
            BSC         25154H590
ELEMENTS BG Small Cap ETN
            BSCB        18383M886
Guggenheim BulletShares 2011 Corporate Bond ETF
            BSCC        18383M597
Guggenheim BulletShares 2012 Corporate Bond ETF
            BSCD        18383M589
Guggenheim BulletShares 2013 Corporate Bond ETF
            BSCE        18383M571
Guggenheim BulletShares 2014 Corporate Bond ETF
            BSCF        18383M563
Guggenheim BulletShares 2015 Corporate Bond ETF
            BSCG        18383M555
Guggenheim BulletShares 2016 Corporate Bond ETF
            BSCH        18383M548
Guggenheim BulletShares 2017 Corporate Bond ETF
BLACKROCKBSD              MUNI TR
             STRATEGIC09248T109
            BSDM
BSD Medical Corporation  55662100
              NEW         MUNICIPAL
BLACKROCKBSE YORK09249U105 INCOME QUALITY TRUST
             BSET        70203104
Bassett Furniture Industries I
             BSFT
BROADSCOFT,INC.         11133B409
             BSI        02051Q106
Alon Holdings-Blue Square-Israel Ltd.
             BSL        09256U105
BLACKSTONE/GSO SR FLOATING RATE TERM FUND
             BSP         30099105
AMER STRATEGIC INC PORTFOLIO I
             BSPM        90678103
BIOSTAR PHARMACEUTICALS, INC
             BSQ        Notes Linked
Market Linked Step Up 06052E640 to S&P 500 Index 11/26/12
             BSQR
BSQUARE Corporation 11776U300
             BSRR
Sierra Bancorp          82620P102
              Technologies Corp.
BioSpecificsBSTC         90931106
             BSV          9.22E+08
Vanguard Short-Term Bond ETF
             BSX
Boston Scientific Corp. 1.01E+08
             BT
BT Group plc (ADR)      5.58E+104
             BTA        09250B103
Blackrock Long-Term Municipal Advantage Trust
CommunityBTC              2.04E+08
              Bankers Trust Corporation
CommunityBTC+             2.04E+08
              Bankers Trust Corporation (redeemable warrants)
              Bankers     2.04E+08
CommunityBTC.U Trust Corporation - Units
             BTE        07317Q105
Baytex Energy Corp. (New)
             BTF          1.02E+08
BOULDER TOTAL RETURN FD INC
             BTFG       05978R107
BancTrust Financial Group Inc
             BTH
Blyth, Inc. (New)       09643P207
             BTI
British American Tobacco 1.1E+08
             BTM        10553M101
BRASIL TELECOM SA PFD ADS
             BTM.C
BRASIL TELECOM, S.A. 10553M200
             BTN
Ballantyne Strong, Inc 58516105
             BTO           4.1E+08
JOHN HANCOCK BK/THRIFT OPP (NEW)
             BTU
Peabody Energy Corp. 7.05E+08
             BTUI
BTU International Inc 56032105
Biotime, Inc.BTX        09066L105
             BTZ         92508100
Blackrock Credit Allocation Income Trust IV
             BUCY         1.19E+08
Bucyrus International Inc. - Com Stk
             BUD         SA/NV
Anheuser-Busch INBEV 03524A108
             BUSE
First Busey Corp-Cl A 3.19E+08
             BVL        25154H574
ELEMENTS BG Large Cap ETN
             BVN
Compania de Minas Buenav. 2.04E+08
             BVSN         NEW
BROADVISION INC COM 1.11E+08
             BVT        25154H582
ELEMENTS BG Total Market ETN
             BVX        10211F100
BOVIE MEDICAL CORPORATION
             BW
Brush Engineered Material 1.17E+08
             BWA
BorgWarner Inc.          99724106
             BWC
THE BABCOCK & WILCOX CO.05615F102
             BWEN
BROADWIND ENERGY INC    11161T108
              Capital   94985V202
Wells FargoBWF XII 7.875% Enhanced Trust Preferred Securities (Enhanced TRUPS)
             BWINA
Baldwin & Lyons Inc 57755100
             BWINB
Baldwin & Lyons Inc 57755209
             BWL.A
Bowl America Incorporated 1.03E+08
            BWLD
Buffalo Wild Wings, Inc. 1.2E+08
            BWN          61748A643
8% CBOE S&P 500 BuyWrite Index Targeted Income STRS due January 15, 2012
WOWJOINTBWOW              LIMITED
             HOLDINGSG9796W101
             HOLDINGS LTD UNITS
WOWJOINTBWOWU G9796W200
             HOLDINGS LTD WTS
WOWJOINTBWOWW G9796W119
            BWP           96627104
Boardwalk Pipeline Partners, LP
            BWS
Brown Shoe Company, Inc.   1.16E+08
            BWV          06739F135
iPath ETN linked to CBOE S&P 500 Buy Write Index
            BWX          78464A516
SPDR Barclays Capital International Treasury Bond ETF
            BWZ          78464A334
SPDR Barclays Capital Short Term International Treasury Bond ETF
            BX
The Blackstone Group L.P 09253U108
            BXC
BlueLinx Holdings Inc. 09624H109
            BXDB         06740H658
Barclays Short B Leveraged Inverse S&P 500 TR ETN
            BXDC         06740H641
Barclays Short C Leveraged Inverse S&P 500 TR ETN
            BXDD         06740H633
Barclays Short D Leveraged Inverse S&P 500 TR ETN
            BXG
Bluegreen Corporation 96231105
            BXP
Boston Properties, Inc. 1.01E+08
            BXS
BancorpSouth, Inc.        59692103
            BXS-A        05969E305
BancorpSouth Capital Trust I, 8.15% TruPS Trust Pfd Securities
            BXUB         06740H674
Barclays Long B Leveraged S&P 500 TR ETN
            BXUC         06740H666
Barclays Long C Leveraged S&P 500 TR ETN
            BYD
Boyd Gaming Corporation    1.03E+08
            BYFC
Broadway Financial Corp/Del1.11E+08
            BYI
Bally Technologies, Inc.05874B107
BLACKROCKBYM               INCOME
             MUNICIPAL92479104QUALITY TRUST
Boise Inc BZ             09746Y105
Boise Inc. BZ+           09746Y113
            BZC
Breeze Eastern Corporation 1.07E+08
            BZF          97717W240
WisdomTree Dreyfus Brazilian Real Fund
            BZH
Beazer Homes USA, Inc.   07556Q105
            BZM          09249L105
BlackRock Maryland Muni Bond Trust
            BZMD         07556Q402
BEAZER HOMES USA, INC. 7.50% MANDATORY CONV SUB NTS DUE 2013
PROSHARESBZQ             74347X401
             ULTRASHORT MSCI BRAZIL
            BZU
BEAZER HOMES USA, INC.   07556Q501
            C
Citigroup Inc.             1.73E+08
            C-E
Citigroup Capital XVII 17311H209
            CAPITAL XIX 7.250% Enhanced Trust Preferred Securities
CITIGROUP C-F            17311U200
            C-G
Citigroup Capital XX       1.73E+08
            C-H
Citigroup Inc.             1.73E+08
            C-I
Citigroup Inc.             1.73E+08
            C-J          17315D204
CitiGroupCapital XII 8.5% Fixed Rate/Floating Rate Trust Preferred Securities (TRUPS)
            C-M             Shares
Citigroup Inc. Depositary1.73E+08
            C-N            1.73E+08
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
            C-O          1.73E+204
Citigroup Capital XIV PFD O
            C-P
Citigroup Inc.             1.73E+08
            C-Q          17307Q205
Citigroup Capital XI 6.00% Capital Secs (TruPS)
            C-R            1.73E+08
Citigroup Capital X 6.10% Capital Securities (TRuPS)
             C-S           1.73E+08
Citigroup Capital IX 6.00% Capital Securities (TruPS)
CITIGROUP C-UCAPITAL XV17310G202
             C-V
Citigroup Capital VII 17306N203
             C-W
Citigroup Capital XVI 17310L201
             C-Z         17306R204
Citigroup Capital VIII 6.950% Cumul Redeem TruPS Pfd
CA, Inc.     CA          12673P105
             CAAS        16936R105
China Automotive Systems, Inc.
             CAB
Cabela's Incorporated 1.27E+08
             CABL
CHINA CABLECOM HOLDING   G21176303
             CAC
Camden National Corporation1.33E+08
             CACB
Cascade Bancorp            1.47E+08
             CACC
Credit Acceptance Corp 2.25E+08
Cache Inc CACH             1.27E+08
             CACI
CACI INTERNATIONAL CLA     1.27E+08
             CADC          1.69E+08
CHINA ADVANCED CONSTR MATLS GROUP INC Common Stock
             CADE        12738A101
Cadence Financial Corporation
             CADX        12738T100
Cadence Pharmaceuticals, Inc.
CAE INC CAE                1.25E+08
             CAEI        16937S201
China Architectural Engineering, Inc.
             CAF           6.17E+08
MORGAN STANLEY CHINA A SHARE FUND, INC
             CAFI
Camco Financial Corp 1.33E+08
             CAG
ConAgra Foods, Inc.        2.06E+08
             CAGC
CHINA AGRITECH, INC. 16937A200
             CAH
Cardinal Health, Inc. 14149Y108
Canon, Inc. CAJ            1.38E+08
             CAK
CAMAC Energy Inc.          1.32E+08
              Factory
CheesecakeCAKE (The)       1.63E+08
             CALD
Callidus Software, Inc. 13123E500
             CALI
CHINA AUTO LOGISTICS INC 16936J103
             CALL        M97601120
VocalTec Communication LTD
             CALM
Cal-Maine Foods Inc        1.28E+08
             Sciences Inc.1.31E+08
Caliper Life CALP
             Sciences, 1.31E+08
Caliper Life CALPW Inc.
CALIX, INC. CALX         13100M509
             CAM         Corporation
Cameron International 13342B105
CalAmp Corp. CAMP          1.28E+08
Camtek LtdCAMT           M20791105
             CAP
CAI International, Inc. 12477X106
             CAPS        1.41E+113
CAPSTONE THERAPEUTICS CORP
Avis BudgetCARGroup, Inc. 53774105
             CART
Carolina Trust Bank        1.44E+08
             CARV
Carver Bancorp, Inc.       1.47E+08
             & Co.
A.M. Castle CAS            1.48E+08
             CASB
Cascade Financial Corp 1.47E+08
             CASC
Cascade Corporation 1.47E+08
             CASH        59100U108
Meta Financial Group, Inc.
             CASM
CAS Medical Systems, Inc.  1.25E+08
             CASS       14808P109
Cass Information Systems Inc
             CAST       16946T109
ChinaCast Education Corporation Common Stock
             CASY
Casey's General Stores Inc1.48E+08
             CAT
Caterpillar Inc.          1.49E+08
             CATM
Cardtronics, Inc.       14161H108
CATO CORPCATO             1.49E+08
             CATY
Cathay General Bancorp 1.49E+08
             CAVM
Cavium Networks, Inc. 14965A101
CAVICO CORP  CAVO       14964V205
             CAW
CCA Industries, Inc.      1.25E+08
             CAZA       G19867103
CAZADOR ACQUISITION CORPORATION LTD
             CAZAU      G19867111
CAZADOR ACQUISITION CORPORATION LTD
             CAZAW      G19867129
CAZADOR ACQUISITION CORP LTD WARRANT
             CB
Chubb Corporation         1.71E+08
             CBAK
China BAK Battery, Inc. 16936Y100
             CBAN
Colony Bankcorp Inc 19623P101
             CBB
Cincinnati Bell Inc.      1.72E+08
             CBB-B        1.72E+08
Cincinnati Bell Inc. DEP SHS
             CBC
Capitol Bancorp Ltd 14056D105
             CBC-A      14064B208
Capitol Trust I 8.50% Cumulative Trust Pfd Securities
             CBC-B      14065D203
CAPITOL TRUST XII 10.50% TRUST
             CBD        20440T201
Brasil distr Pao Acu-SP ADR (Grupo Pao de Acucar)
             CBE        G24140108
Cooper Industries LTD (NEW)
             CBEH       16948P105
China Integrated Energy, Inc.
Cbeyond, Inc.CBEY          1.5E+08
             CBG         Inc.
CB Richard Ellis Group, 12497T101
             CBI
Chicago Bridge & Iron Co. 1.67E+08
CommunityCBIN             2.04E+08
              Bk Shares/Indiana
              and
ChristopherCBK Banks Corp.1.71E+08
             CBKN
Capital Bank Corp          1.4E+08
             CBL
CBL & Assoc. Properties 1.25E+08
             CBL-C        1.25E+08
CBL & Associates Properties, Inc. 7.75% Ser C Cumul Rdmble Pfd
             CBL-D        1.25E+08
CBL & Associates Properties, Inc.
             CBLI
Cleveland Biolabs, Inc 1.86E+08
             CBM
Cambrex Corporation 1.32E+08
             CBMX
CombiMatrix Corporation 20009T105
             CBMXW 20009T113
CombiMatrix Corporation
             CBNJ
Cape Bancorp, Inc.        1.39E+08
             CBNK
Chicopee Bancorp, Inc. 1.69E+08
              Test
NYSE ListedCBO Stock CBOCBOCBO
             CBOE
CBOE HOLDINGS, INC. 12503M108
             CBOU         1.42E+08
Caribou Coffee Company, Inc.
             CBP        16890Y104
China Botanic Pharmaceutical Inc.
             CBPO       16938C106
CHINA BIOLOGIC PRODUCTS INC
CIBER, Inc. CBR         17163B102
             CBRL       22410J106
Cracker Barrel Old Country Store, Inc,.
             CBRX
Columbia Laboratories Inc.1.98E+08
             CBS
CBS Corporation Class B 1.25E+08
             CBS.A
CBS Corporation Class A 1.25E+08
             CBSH
Commerce Bancshares Inc   2.01E+08
             CBST
Cubist Pharmaceuticals Inc 2.3E+08
             CBT
Cabot Corporation         1.27E+08
              Bank
CommunityCBU System       2.04E+08
             CBX
NYSE TEST STOCK         CBXCBXCBX
CBIZ, Inc. CBZ            1.25E+08
             CCA        59318C106
MFS California Municipal Fund
              Central 20363J107
CommunityCCBD Bank Corp
             Bank
Capital City CCBG Group Inc1.4E+08
             CCC
Calgon Carbon Corporation  1.3E+08
             CCCL
CHINA CERAMICS CO. Ltd. G2113X100
             CCCLU
CHINA CERAMICS CO LTD   G2113X209
             CCCLW      G2113X118
CHINA CERAMICS CO LTD WTS EXP 2012
             CCE        19122T109
Coca-Cola Enterprises, Inc.
             CCF
Chase Corporation       16150R104
             CCG        13466Y105
CAMPUS CREST COMMUNITIES, INC.
             CCH        1912EP104
Coca-Cola-Hellenic Bottling Company S.A.
             CCI
Crown Castle Intl. Corp. 2.28E+08
             CCIH       16950M107
CHINACACHE INTERNATIONAL HOLDINGS LTD
             CCIX
Coleman Cable Inc.        1.93E+08
             CCJ
Cameco Corporation 13321L108
             CCK
Crown Holdings Inc.       2.28E+08
             CCL
Carnival Corporation 1.44E+08
             CCM          2.06E+08
Concord Medical Services Holding Limited
             CCME         1.69E+08
China MediaExpress Holdings, Inc
             CCMP        Corp
Cabot Microelectronics12709P103
             CCNE
CNB Financial Corp/PA 1.26E+08
             CCO        Holdings, Inc.
Clear Channel Outdoor 18451C109
             CCOI
Cogent Communication    19239V302
             CCRN         2.27E+08
Cross Country Healthcare Inc
             CCRT       20478T107
CompuCredit Holdings Corp.
             CCS        20030N507
Comcast Corporation 6.25% Notes due Dec 31, 2055
             CCSC       22238M109
COUNTRY STYLE COOKING RESTAURANT CHAIN CO., LTD
             CCT
Comcast Corporation 20030N309
             CCU
Compania Cervecerias Uni. 2.04E+08
             Computer Corp.
Concurrent CCUR           2.07E+08
             CCW        20030N408
Comcast Corporation 7% Notes due 9/15/2055 Series B
             CCX        97717X859
WisdomTree Dreyfus Commodity Currency Fund
             CCZ              2E+08
Comcast Holdings Corp. 2.0% Exchangeable Subordinated Debentures due October 15, 2029 (ZONES)
             CDCS
CDC Software Corp. 12507Y108
             CDE
Coeur d'Alene Mines Corp. 1.92E+08
             CDI
CDI Corporation           1.25E+08
             CDII         1.69E+08
China Direct Industries, Inc.
SPX CappedCDK LIRN      06052K356
             CDNS
Cadence Design Systems1.27E+08
            CDR           Inc.
Cedar Shopping Centers,1.51E+08
            CDR-A         Inc.
Cedar Shopping Centers,1.51E+08
            CDTI        18449C401
Clean Diesel Technologies, Inc.
            CDXS
Codexis, Inc.            1.92E+08
            CDY         14140U105
Cardero Resource Corporation
CADIZ, Inc. CDZI         1.28E+08
            CE
Celanese Corporation 1.51E+08
            CEA
China Eastern Airlines 16937R104
            CEBK
Central Bancorp Inc      1.52E+08
            CEC
CEC Entertainment, Inc. 1.25E+08
            CECE
Ceco Environmental Corp  1.25E+08
            CECO
Career Education Corp 1.42E+08
            CEDC         1.53E+08
Central European Distribution
            CEDU
ChinaEdu Corporation 16945L107
            CEE          1.53E+08
THE CENTRAL EUROPE AND RUSSIA FUND, INC.
            CEF
Central Fund of Canada 1.54E+08
            CEG
Consellation Energy Grp. 2.1E+08
            CEG-A          GROUP,
CONSETLLATION ENERGY 2.1E+08 INC.
            CEL
Cellcom Israel, Ltd.    M2196U109
Celgene CorpCELG         1.51E+08
            CELGZ        1.51E+08
Celgene Corporation Contingent Value Rights
            Inc
Brightpoint CELL         1.09E+08
            CELM        16890A205
China Electric Motor, Inc.
             Energy      Fund Inc.
ClearBridgeCEM MLP 1.85E+08
            CENT
Central Garden and Pet Co1.54E+08
            CENTA        1.54E+08
Central Garden & Pet Company
            CENX
Century Aluminum Co 1.56E+08
            CEO
CNOOC Limited            1.26E+08
            CEP         2.10E+105
Constellation Energy Partners, LLC
Cephalon IncCEPH         1.57E+08
Cerner Corp CERN         1.57E+08
            CERP
Cereplast, Inc.          1.57E+08
Cerus Corp CERS          1.57E+08
            CET
Central Securities Corp. 1.55E+08
            CETV        G20045202
Central European Media Enterpr
            CEU         16938Y207
CHINA EDUCATION ALLIANCE, INC.
            CEV         27826F101
EATON VANCE CALIF MUNI INC TR
CEVA Inc. CEVA           1.57E+08
            CEW         97717W133
Wisdom Tree Dreyfus Emerging Currency Fund
            CF           1.25E+08
CF Industries Holding, Inc.
            CFBK        15346Q103
Central Federal Corporation
            CFC-A       6.75% Trust
Countrywide Capital IV 2.22E+210 Preferred Securities (NEW)
            CFC-B        2.22E+08
Countrywide Capital V (NEW)
            CFD         67074P104
NUVEEN DIVERSIFIED COMMODITY FUND
CommunityCFFC           20365L100
             Financial Corp/Va
            CFFI
C&F Financial Corp      12466Q104
            CFFN        14057J101
Capitol Federal Financial, Inc.
Culp, Inc. CFI             2.3E+08
             Ltd.
CE Franklin CFK           1.25E+08
             CFN
Carefusion Corp.        14170T101
             CFNB          1.3E+08
California First National Banc
             CFNL
Cardinal Financial Corp 14149F109
             CFP        21925C101
Cornerstone Progressive Return Fund
             CFR
Cullen/Frost Bankers Inc. 2.3E+08
             CFSG       16938R103
China Fire & Security Group, Inc. Common Stock
             CFT          4.64E+08
iShares Barclay Credit Bond Fund
             CFW
Cano Petroleum, Inc. 1.38E+08
             CFX
Colfax Corporation        1.94E+08
             CGA        16943W105
CHINA GREEN AGRICULTURE INC
             CGC
CAPITAL GOLD CORP 14018Y205
Compugen Ltd CGEN       M25722105
             CGI
Celadon Group, Inc.       1.51E+08
Cagles, Inc. CGL.A        1.28E+08
             C
Cognex Corp GNX           1.92E+08
             CGO          1.28E+08
Calamos Global Total Return Fund
SPX CappedCGQ            Index Return
              Leveraged 06052H742 Notes
             CGR
Claude Resources, Inc. 1.83E+08
CGG VERITAS  CGV          2.04E+08
             CGW        18383Q507
Guggenheim S&P Global Water Index ETF
             CGX
Consolidated Graphics 2.09E+08
             CH         00301W105
Aberdeen Chile Fund, Inc.
             CHA          1.69E+08
China Telecom Corporation, LTD
             CHBT
China-Biotics, Inc.     16937B109
             CHC        16949D101
China Hydroelectric Corp.
             CHC+       G2112E145
China Hydroelectric Corporation
             CHCI          Companies,
Comstock Homebuilding2.06E+08 Inc. Cl A
             CHCO
City Holding Co           1.78E+08
             CHD
Church & Dwight Co., Inc. 1.71E+08
             CHDN
Churchill Downs Inc       1.71E+08
             CHDX
Chindex International Inc 1.69E+08
             CHE
Chemed Corporation (New)16359R103
             CHEV
Cheviot Financial Corp 1.67E+08
             CHFC
Chemical Financial Corp 1.64E+08
             CHFN
Charter Financial Corp 16122M100
             CHG
CH Energy Group, Inc. 12541M102
             CHGS       16942P101
China GengSheng Minerals, Inc. Common Stock
             CHH
Choice Hotels Intnl.       1.7E+08
             CHI          1.28E+08
Calamos Convertible Opportunities and Income Fund
             CHIB       37950E804
Global X China Technology ETF
             CHIE       37950E507
Global X China Energy ETF
             CHII       37950E705
Global X China Industrials ETF
             CHIM       37950E879
GLOBAL X CHINA MATERIALS ETF
             CHINA
CDC Corporation         G2022L114
             CHIQ       37950E408
Global X China Consumer ETF
             CHIX       37950E606
Global X China Financials ETF
             CHK
Chesapeake Energy Corp.   1.65E+08
             CHK-D        1.65E+08
Chesapeake Energy Corp. 4.5% Cum. Cnvrtbl. Prfrd. Stock
Cherokee Inc CHKE       16444H102
             CHKM       16524K108
CHESAPEAKE MIDSTREAM PARTNERS L.P.
              Software Technolog
Check PointCHKP         M22465104
             CHL
China Mobile Limited 16941M109
             CHLN       16939V103
China Housing & Land Development, Inc.
             CHMP
Champion Industries Inc/WV1.59E+08
CHEMTURACHMT  CORPORATION 1.64E+08
CHINA FUNDHN C            1.69E+08
             GAS INC
CHINA NAT CHNG            1.69E+08
             CHNR       G2110U109
China Natural Resources, Inc.
              Advanced Materials Group Limited
China GeruiCHOP         G21101103
              Advanced Materials Group Limited
China GeruiCHOPU        G21101129
              Advanced G21101111
China GeruiCHOPW Materials Group Limited
             CHRM       16112R101
Charm Communications Inc.
             CHRS
Charming Shoppes          1.61E+08
             CHRW       12541W209
C.H. Robinson Worldwide, Inc.
             Inc.
Chicos FAS, CHS           1.69E+08
              Cumulative Redeemable Pfd
CHS Inc. 8%CHSCP        12542R209
             CHSI       14888B103
CATALYST HEALTH SOLUTIONS, INC.
             CHSP
Chesapeake Lodging Trust  1.65E+08
             CHT#       CO., LTD WHEN ISSUED
CHUNGHWA TELECOM 17133Q502
             CHTP         1.63E+08
Chelsea Therapeutics International Ltd.
             CHTR       16117M305
CHARTER COMM INC DEL CL A
             CHU        16945R104
China Unicom (HONG KONG) Limited
             CHUX
O'Charleys Inc            6.71E+08
             CHW        12811L107
Calamos Global Dynamic Income Fund
             CHXX         2.68E+08
Emerging Global Shares INDXX China Infrastructure Index Fund
             CHY        12811P108
Calamos Convertible and High Income Fund
             CHYR
CHYRON CORPORATION 1.72E+08
             CI
CIGNA Corporation         1.26E+08
             CIA
Citizens, Inc.            1.75E+08
             CIB
Bancolombia S.A.        05968L102
             CIDM          Corp.
Cinedigm Digital Cinema1.72E+08
             CIE        19075F106
Cobalt International Energy, Inc.
             CIEN
Ciena Corporation         1.72E+08
             CIF         Income Fund
MFS Intermediate High59318T109
Companhia CIGEnergetica 2.04E+08
             Energetica De Minas Gerais-Cemig
Companhia CIG.C           2.04E+08
             CIGX
Star Scientific Inc     85517P101
             CII        09256A109
Blackrock Enhanced Captial and Income Fund, Inc.
             CIIC       16944H107
CHINA INFRASTRUCTURE INVT CORP
             CIK
Credit Suisse AM Inc Fund 2.25E+08
             CIL        16890G202
CHINA INTELLIGENT LIGHTING AND ELECTRONICS, INC.
             CIM
Chimera Investment Corp.16934Q109
             C
Cimatron LtdIMT         M23798107
             CINF
Cincinnati Financial Corp1.72E+08
             CIR        17273K109
CIRCOR International, Inc
             CIS        13322V105
Camelot Information Systems Inc.
             C
CNinsure Inc ISG        18976M103
             CIT
CIT Group Inc. New        1.26E+08
             CITZ
CFS Bancorp Inc         12525D102
             CIU          4.64E+08
iShares Barclay Intemediate Credit Bond Fund
             CIX        20563P101
Comp X International Inc.
             CIZN
Citizens Holding Co.      1.75E+08
             Drugstores,16949A206
China Jo-Jo CJJD         Inc.
              II 6.75% Guaranteed Notes due June 15, 2012, Series VALE-2012
Vale CapitalCJS         91912F201
              II 6.75% Guaranteed Notes due June 15, 2012, Series VALE.P-2012
Vale CapitalCJT         91912F300
             CKEC
Carmike Cinemas Inc 1.43E+08
             CKH
Seacor Holdings Inc.      8.12E+08
             CKK        17313G654
Citi U.S. Equity Model Index Strategic Marekt Access Notes due May 25, 2011
             Systems, Inc.1.63E+08
Checkpoint CKP
             CKSW       M25082104
Clicksoftware Technologies Ltd
             CKX
CKX Lands, Inc.         12562N104
CKX, Inc. CKXE          12562M106
             CL
Colgate-Palmolive Company 1.94E+08
             CLB
Core Laboratories N.V. N22717107
             CLBH
Carolina Bank Holdings Inc1.44E+08
CLARCOR Inc. CLC           1.8E+08
             CLCT
Collectors Universe 19421R200
             CLD
CLOUD PEAK ENERGY, INC. 18911Q102
             CLDA
Clinical Data Inc.      18725U109
             CLDT
CHATHAM LODGING TRUST   16208T102
             CLDX       15117B103
CELLDEX THERAPEUTICS, INC
             CLF        18683K101
Cliffs Natural Resources Inc.
             CLFC
Center Financial Corp 1.51E+106
             CLFD
Clearfield, Inc.        18482P103
             CLGX
Corelogic, Inc.         21871D103
             CLH
Clean Harbors, Inc        1.84E+08
             CLI
Mack-Cali Realty Corp. 5.54E+08
             CLM        21924B203
CORNERSTONE STRATEGIC VALUE FD
             CLMS       12811R104
Calamos Asset Management, Inc.
             CLMT         1.31E+08
Calumet Specialty Products Partners, L.P.
             CLNE
Clean Energy Fuels Corp.1.84E+08
             CLNY
COLONY FINANCIAL, INC.  19624R106
             CLP
Colonial Properties Trust1.96E+08
             CLR
CONTINENTAL RESOURCES INC.2.12E+08
             CLRO         1.85E+08
ClearOne Communications, Inc.
             CLS
Celestica, Inc.         15101Q108
             CLSN
Celsion Corporation 15117N305
             CLUB       89214A102
Town Sports International Holdings, Inc.
             Paper      18538R103
Clearwater CLW Corporation
            CORPORATION CLASS A
CLEARWIRECLWR           18538Q105
           CLWT         G32030101
Euro Tech Holdings Co Ltd
           CLX
Clorox Company           1.89E+08
            Year         4.64E+08
iShares 10+CLY Credit Bond Fund
           CM
Canadian Imperial Bank 1.36E+08
           CMA
Comerica Incorporated        2E+08
           CMA+
Comerica Incorporated        2E+08
           CMC
Commercial Metals Company2.02E+08
           CMCO
Columbus McKinnon Corp/NY1.99E+08
           CMCSA
Comcast Corp            20030N101
           CMCSK
Comcast Corp            20030N200
           CMD          74347W205
ProShares UltraShort DJ-UBS Commodity
CME GroupCMEInc.        12572Q105
           CMED          1.69E+08
China Medical Technologies, Inc.
           CMF           4.64E+08
iShares Trust S&P Calif Mun Bd Fd
           CMFB
COMMERCEFIRST BANCORP INC2.01E+08
           CMFO         16943R106
CHINA MARINE FOOD GROUP LTD
           CMG             1.7E+08
Chipotle Mexican Grill, Inc.
           CMI
Cummins Inc.             2.31E+08
           CMK          59318R103
MFS Intermarket Income Trust I
            Technologies, Inc.
CompellentCML           20452A108
            Midstream Partners LP
CrestWood CMLP           2.26E+08
           CMLS
Cumulus Media Inc        2.31E+08
            Media        1.69E+08
China Mass CMM International Advertising Corp.
           CMN           1.38E+08
Cantel Medical Corporation
           CMO
Capstead Mortgage Corp. 14067E506
           CMO-A        1.41E+213
CAPSTEAD MTGE $1.60CM CV PFD
           CMO-B         CM CV PFD
CAPSTEAD MTGE $1.2614067E308
           CMP          20451N101
Compass Minerals International, Inc.
           CMRE
Costamare Inc.          Y1771G102
           CMRG          1.49E+08
Casual Male Retail Group Inc New
CMS EnergyCMSCorporation1.26E+08
           CMS-A
CONSUMERS EGY $4.16 PFD  2.11E+08
           CMS-B
CONSUMERS EGY $4.50 PFD  2.11E+08
           CMSB
CMS Bancorp, Inc.       12600U102
           CMT           2.19E+08
Core Molding Technologies, Inc.
           CMTL          2.06E+08
Comtech Telecommunications
           CMU          5.93E+106
MFS High Yield Municipal Trust
           CNA
CNA Financial Corporation1.26E+08
           CNAF          2.02E+08
Commercial National Financial
           CNAM
CHINA ARMCO METALS, INC.16936C108
           CNBC
Center Bancorp Inc       1.51E+08
           CNBKA
Century Bancorp Inc/Mass 1.56E+08
           CNC
Centene Corporation 15135B101
           CNDA
IQ Canada Small Cap ETF 45409B867
           CNET         16949H102
ChinaNet Online Holdings Inc.
           CNGL         16944U108
China Nutrifruit Group Limited
            N.V.
CNH Global CNH          N20935206
            CNI
Canadian National Railway1.36E+08
            CNIT        16950L109
China Information Technology, Inc.
            CNK
Cinemark Holdings, Inc.17243V102
            CNL
CLECO Corporation       12561W105
            CNLG
Conolog Corporation 2.08E+08
Conmed Corp CNMD         2.07E+08
            CNO         1.26E+107
CNO Financial Group, Inc.
            CNP
CenterPoint Energy, Inc.15189T107
            CNQ          1.36E+08
Canadian Natural Resources Limited
            CNQR
Concur Technologies Inc2.07E+08
            CNR         G3163G104
China Metro-Rural Holdings Limited
            CNS
Cohen & Steers Inc. 19247A100
            CNSL         2.09E+08
Consolidated Communications Holdings, Inc.
            CNTF         1.69E+08
China TechFaith Wireless Communication Technology Ltd
            CNTY
Century Casinos Inc      1.56E+08
            CNU
Continucare Corporation  2.12E+08
Convio, Inc.CNVO        21257W105
Con-way Inc.CNW          2.06E+08
            CNX
CONSOL Energy Inc. 20854P109
            CNXT
Conexant Systems Inc. 2.07E+08
            CNY
Market Vectors-Renminbi 61747W257
             HLDG
CHINA YIDACNYD CO 16945D204
            CO
CHINA CORD BLOOD CORP   G21107100
            COBK        19566B101
Colonial Financial Services, Inc.
            COBR
Cobra Electronics Corp 1.91E+08
            COBZ
CoBiz Financial,Inc      1.91E+08
            COCO
Corinthian Colleges Inc 2.19E+08
            CODE
Spansion Inc.           84649R200
            CODI        20451Q104
Compass Diversified Holdings Shares of Beneficial Interest
             Financial 14040H105
Capital OneCOF
            COF+        14040H139
CAPITAL ONE FINANCIAL CORP WARRANTS EXPIRING 11/14/2018
             Capital    14041L204
Capital OneCOF-B II 7.50% Enhanced Trust Preferred Securities (Enhanced TRUPS)
            Gas
Cabot Oil &COG Corp. 1.27E+08
            COGO
Cogo Group,Inc.          1.92E+08
Coach, Inc. COH            1.9E+08
            COHN
Cohen & Company Inc. 19248U105
Coherent IncCOHR         1.92E+08
Cohu Inc COHU            1.93E+08
            COIN
Converted Organics 21254S107
            COINW       21254S131
Converted Organics Inc. Class H Warrants
            COINZ       21254S123
Converted Organics Inc. Class B Warrants
            COKE         1.91E+08
Coca-Cola Bottling Co Consolid
            COL
Rockwell Collins, Inc. 7.74E+08
            COLB         1.97E+08
Columbia Banking Systems Inc
            COLM
Columbia Sportswear Co1.99E+08
            COMV          Stock
Comverge,Inc. Common 2.06E+08
             CONM       20741M103
Conmed Healthcare Management, Inc. Common Stock
Conn's Inc. CONN           2.08E+08
             COO
Cooper Companies           2.17E+08
             COOL          5.61E+08
Majesco Entertainment Company
             COP
ConocoPhillips          20825C104
             COPX
Copper Miners ETF       37950E861
             COR        21870Q105
Coresite Realty Corporation
             CORE
Core Mark Holding Co., Inc.2.19E+08
             CORN
Teucrium Corn Fund 88166A102
             CORP       72201R817
PIMCO Investment Grade Corporate Bond Index Fund
             CORT
Corcept Therapeutics Inc.  2.18E+08
Cosi Inc     COSI       22122P101
             COST
Costco Wholesale Corp22160K105
             COT
COTT Corporation        22163N106
             COV        G2554F105
Covidien PLC. (IRELAND) (NEW)
             COW        06739H743
iPath Dow Jones-UBS Livestock Subindex Total Return ETN due October 22, 2037
             COWN
Cowen Group, Inc.          2.24E+08
             COY        09255L106
Blackrock Corporate high Yield Fund, Inc.
             CP
Canadian Pacific Railway13645T100
             CPA
Copa Holdings, S.A.     P31076105
             CPB
Campbell Soup Company      1.34E+08
CommunityCPBC              2.04E+08
              Partners Bancorp
              Capital
CommunityCPBK Corp.     20363C102
             CPC
Chemspec Intl. Ltd.        1.64E+08
             CPD        14075T107
CARACO PHARMACEUTICAL LABS LTD
             CPE
Callon Petroleum Company13123X102
             CPEX        Inc.
CPEX Pharmaceuticals, 12620N104
             CPF           1.55E+08
Central Pacific Financial Corp.
             CPGI        Group. Inc.
China Shengda Packing 16950V107
             CPGY
CHINA SHANDONG IND 1.69E+08
             Park        1.38E+105
Canterbury CPHCHolding Corporation
Cepheid IncCPHD         15670R107
             CPHI       16941T104
China Pharma Holdings, Inc.
             CPI
CPI Inflation Hedged ETF45409B602
             CPII
CPI International, Inc. 12618M100
             CPIX          2.31E+08
Cumberland Pharmaceuticals Inc
             CPK
Chesapeake Utilities       1.65E+08
             CPKI         Inc
California Pizza Kitchen13054D109
             CPL
CPFL Energia S.A.          1.26E+08
             CPLA
Capella Education Company   1.4E+08
             CPLP       Y11082107
Capital Product Partners L.P.
             CPN           1.31E+08
Calpine Corporation When Issued
             CPNO
Copano Energy, LLC         2.17E+08
             CPO
Corn Products Intl., Inc. 2.19E+08
             CPP            7.4E+08
ML Depositor PreferredPlus 8.05% Countrywide Cap Certificates CCR-1
Copart Inc CPRT            2.17E+08
             CPRX       14888U101
Catyalyst Pharmaceutical Partners, Inc.
             CPSI         2.05E+08
Computer Programs & Systems In
             CPSL       16941J106
China Precision Steel, Inc.
             CPSS         2.11E+08
Consumer Portfolio Services
             CPST
Capstone Turbine Corp14067D102
             CPT
Camden Property Trust 1.33E+08
Conceptus IncCPTS         2.06E+08
             CPV
CBS Corporation           1.25E+08
             CPWM
Cost Plus Inc /California 2.21E+08
             CPWR
Compuware Corp            2.06E+08
             CPX         2.05E+113
Complete Production Services, Inc.
CPI Corp. CPY             1.26E+08
             CQB            1.7E+08
Chiquita Brands International
             CQP        16411Q101
Cheniere Energy Partners, LP
             CQQQ       18383Q135
Guggenheim China Technology ETF
Crane CompanyCR           2.24E+08
             CRA
Celera Corporation       1.51E+110
             CRAI
CRA International, Inc. 12618T105
Cray, Inc. CRAY           2.25E+08
             CRBA       00162Q403
TR/J CRB Global Agriculture Equity Index Fund
             CRBC         1.74E+08
Citizens Republic Bancorp, Inc.
             CRBI       00162Q601
TR/J CRB Global Industrial Metals Equity Index Fund
             CRBQ       00162Q304
Thomson Reuters/Jefferies CRB Global Commodity Equity Index Fund
             Revington 1.71E+08
Chromcraft CRC
             CRD.A
CRAWFORD&CO CL'A'NON-VTG  2.25E+08
             Company 2.25E+08
Crawford &CRD.B
             C
Cardica, Inc. RDC       14141R101
Ceradyne Inc CRDN         1.57E+08
             CRED
CREDO Petroleum Corp 2.25E+08
Cree Inc CREE             2.25E+08
             CREG         1.69E+08
China Recycling Energy Corporation Common Stock
             CRESW
Cresud S.A.C.I.F. y A. P3311R192
Cresud SA CRESY           2.26E+08
             CRF        21924U201
Cornerstone Total Return Fund, Inc
             CRFN
Crescent Financial Corp 2.26E+08
             CRH        12626K203
CRH Public Limited Company
Carter's Inc.CRI          1.46E+08
             CRIC       16948Q103
CHINA REAL ESTATE INFORMATION CORP
Curis Inc CRIS            2.31E+08
             CRK
Comstock Resources, Inc.  2.06E+08
             CRL
Charles River Laboratorie 1.6E+08
             CRM
Salesforce.com, Inc. 79466L302
CorMedix Inc.CRMD       21900C100
CorMedix Inc.CRMD+      21900C118
             CRME       14159U202
Cardiome Pharma Corporation
             CRMT
America's Car Mart Inc 03062T105
             CRNT
Ceragon Networks Ltd M22013102
Crocs, Inc. CROX          2.27E+08
            CRP           1 Capital
Credit Suisse 7.90% Tier 2.25E+08Notes
            CRR
Carbo Ceramics Inc.       1.41E+08
            CRRB
Carrollton Bancorp        1.45E+08
            C
Courier Corp RRC          2.23E+08
            CRS
Carpenter Technology Corp 1.44E+08
            CRT
Cross Timbers Royalty 22757R109
            CRTP          Common
China Ritar Power Corp. 1.69E+08 Stock
            CRTX        21924P103
Cornerstone Therapeutics, Inc.
            CRU
Crude Carriers Corp. Y1820X106
             Inc
Cirrus LogicCRUS          1.73E+08
            CRV
Coast Distribution         1.9E+08
Corvel CorpCRVL           2.21E+08
            CRVP        22940F103
CRYSTAL ROCK HOLDINGS, INC.
            CRWN
Crown Media Holdings Inc  2.28E+08
            CRWS
CROWN CRAFTS INC          2.28E+08
Crucell     CRXL          2.29E+08
            CRY
CryoLife, Inc.            2.29E+08
              Limited G3159C109
CryptoLogicCRYP
            CRZO
Carrizo Oil & Gas Inc     1.45E+08
            CS
Credit Suisse Group       2.25E+08
            CSA
Cogdell Spencer, Inc. 19238U107
            CSA-A
Cogdell Spencer Inc. 19238U206
            CSBC          1.77E+08
Citizens South Banking Corp
            CSBK        18712Q103
Clifton Savings Bank, SLA
            CSC
Computer Sciences Corp.   2.05E+08
            CSCD
Cascade Microtech, Inc. 1.47E+08
            CSCO
Cisco Systems Inc       17275R102
            CSD
Guggenheim Spin-Off ETF 18383M605
            CSE
CapitalSource Inc.      14055X102
             Banks
CenterstateCSFL Inc. 15201P109
            CSFS        14756F103
The Cash Store Financial Services Inc.
            CSGP
CoStar Group Inc        22160N109
            CSGS
CSG Systems International 1.26E+08
            CSH         14754D100
Cash America International, Inc.
            CSII          Inc.
Cardiovascular Systems, 1.42E+08
            CSIQ
Canadian Solar, Inc.      1.37E+08
            CSJ           Credit Bond
iShares Barclay 1-3 Year 4.64E+08 Fund
            CSKI         Inc.
China Sky One Medical,16941P102
            CSL
Carlisle Companies, Inc. 1.42E+08
            CSLS        22542D878
Credit Suisse Long/Short Liquid Index ETN 2/19/20
            CSM          130-30
ProShares Credit Suisse74347R248
            CSMA        22542D845
Exchange Traded Notes due October 6, 2020 Linked to the Credit Suisse Merger Arbitrage Liquid I
            CSP         03009T101
AMER STRATEGIC INC PORTFOL III
CSP Inc. CSPI             1.26E+08
            CSQ           1.28E+08
Calamos Strategic Total Return Fund
            CSR         16942J105
China Security & Surveillance Technology, Inc.
            CSS
CSS Industries, Inc.      1.26E+08
Coinstar IncCSTR         19259P300
             CSU
Capital Senior Living       1.4E+08
             CSUN
China Sunergy Co.,Ltd 16942X104
             CSV
Carriage Services, Inc. 1.44E+08
             CSWC
Capital Southwest Corp 1.41E+08
             CSX
CSX Corporation            1.26E+08
             CT
Capital Trust, Inc.      14052H506
Cintas CorpCTAS            1.73E+08
Cooper TireCTB & Rubber Co.2.17E+08
             CTBC          2.08E+08
Connecticut Bank & Trust Company
               Trust
CommunityCTBI Bancorp Inc  2.04E+08
             CTC
IFM INVESTMENTS LIMITED  45172L100
             CTCH
Commtouch Software Ltd.  M25596202
              Inc.
CTC Media, CTCM          12642X106
             CTCT
Constant Contract, Inc. 2.1E+08
             CTDC        G84384109
China Technology Development Group Corporation
             CTE
SinoTech Energy Ltd        8.29E+08
             CTEK         Inc.
CleanTech Innovations,18451B101
             CTEL
City Telecom Ltd           1.79E+08
             CTFO          1.69E+08
China TransInfo Technology Corp.
             CTGX
Computer Task Group, Inc.  2.05E+08
             CTHR
Charles & Colvard Ltd       1.6E+08
             CTIB
CTI Industries Corp        1.26E+08
             CTIC
Cell Therapeutics Inc 1.51E+08
             CTL
CenturyLink, Inc.          1.57E+08
             CTO
Consolidated-Tomoka Land    2.1E+08
             Executive Search Inc.
CTPartners CTP           22945C105
              Inc.
Citi Trends, CTRN        17306X102
             CTRP        22943F100
Ctrip.com International, Ltd.
             CTS
CTS Corporation            1.27E+08
             CTSH          1.92E+08
Cognizant Technology Solutions
             CTWS          2.08E+08
Connecticut Water Service Inc
             CTXS
Citrix Systems Inc         1.77E+08
             CTZ-A
CITIZENS FUNDING TRUST I   1.75E+08
             CU          33733J103
First Trust ISE Global Copper Index Fund
             CUB
Cubic Corporation           2.3E+08
             CUBA        42804T106
Herzfeld Caribbean Basin Fund
Carnival PLC CUK         14365C103
ContinentalCUO Materials 2.12E+08
             CUR
Neuralstem, Inc.         64127R302
             CUT
Guggenheim Timber ETF    18383Q879
Cutera, Inc.CUTR           2.32E+08
             CUZ
Cousins Properties Inc. 2.23E+08
             CUZ-A         2.23E+08
Cousins Properties Incorporated 7.75% Ser A Cumul Rdmble Pfd
             CUZ-B         2.23E+08
Cousins Properties Incorporated 7 1/2% Ser B Cum Rdmbl Pfd
             CV
Central Vermont Public 1.56E+08
             CVA         2.23E+106
Covanta Holding Corporation
            CVB        21988G460
Lehman ABS Corp Bkd Trust Certs 2002-06, 7.75% Kinder Morgan Deb
            CVBF
CVB Financial Corp        1.27E+08
            CVBK          1.56E+08
Central Virginia Bankshares In
            Systems Corp.
Cablevision CVC        12686C109
            CVCO
Cavco Industries Inc.       1.5E+08
            CVCY          1.56E+08
CENTRAL VALLEY COMMUNITY BNCP
Covance Inc.CVD           2.23E+08
            CVE
Cenovus Energy Inc. 15135U109
SPX CappedCVF           Index Return
             Leveraged 06052H577 Notes due April 27, 2012
            CVG
Convergys Corporation 2.12E+08
            CVGI          2.03E+08
Commercial Vehicle Group, Inc.
            CVGW
Calavo Growers Inc        1.28E+08
            CVH
Coventry Health Care, Inc 2.23E+08
            CVI
CVR ENERGY, INC.       12662P108
            CVLT
Commault Systems, Inc. 2.04E+08
            CVLY          Inc
Codorus Valley Bancorp 1.92E+08
            CVM
Cel-Sci Corporation       1.51E+08
            C
Cenevo, Inc. VO        15670S105
            CVOL       17316G727
C-Tracks Exchange Traded Notes Based on the Performance of the Citi Volatility Index Total Retu
            CVR
Chicago Rivet & Machine   1.68E+08
            CVS
CVS Caremark Corporation  1.27E+08
            CVTI       22284P105
Covenant Transportation Group, Inc.
            CVU
CPI Aerostructures, Inc. 1.26E+08
            CVV
CVD Equipment Corp. 1.27E+08
            CVVT          1.69E+08
CHINA VALVES TECHNOLOGY INC
            CVX
Chevron Corporation 1.67E+08
            CVY        18383M506
Guggenheim Multi-Asset Income ETF
            CW
Curtiss-Wright Corp.      2.32E+08
            CWB        78464A359
SPDR BARCLAYS CAPITAL CONVERTIBLE SECURITIES ETF
             West
CommunityCWBC BanCshares  2.04E+08
            CWBS
Commonwealth Bankshares/Va2.03E+08
            CWCO         Inc
Consolidated Water CoG23773107
            CWEI           Inc
Clayton Williams Energy 9.69E+08
            CWF         FUND
CHARTWELL DIV & INC 16139P104
            CWH
Commonwealth REIT 2.03E+08
            CWH-C
Commonwealth REIT 2.03E+08
            CWH-D
Commonwealth REIT 2.03E+08
            CWHN          2.03E+08
HRPT PROPERTIES TRUST 7.50% SR NTS DUE 2019
            ACWI         ETF
SPDR MSCI CWI ex-US78463X848
            CWS          INC. NEW
CHINA WIND SYSTEMS,16945F209
            CWST
Casella Waste Systems Inc 1.47E+08
            CWT
California Water Service 1.31E+08
            CWTR
Coldwater Creek Inc       1.93E+08
            CWZ        21988G650
Lehman ABS Corp Bkd Trust Certs 2001-27, 8.875% Royal Carib
            CX
Cemex S.A.B. de C.V. 1.51E+08
            CXA        78464A441
SPDR Nuveen Barclays Capital California Municipal Bond ETF
            CXDC       16948F107
China XD Plastics Company Limited
            CXE         59318D104
MFS High Income Municipal Trust
            CXH          Municipal
MFS Investment Grade59318B108Trust
            CXM
Cardium Therapeutics, Inc.1.42E+08
            CXO
CONCHO RESOURCES INC.   20605P101
            CXPO
Crimson Exploration Inc.22662K207
            CXS
Crexus Investment Corp.2.27E+08
             Corp.
CorrectionsCXW of Amer  22025Y407
            CXZ         22763R408
Crosshair Exploration & Mining Corp.
            CY
Cypress Semiconductor 2.33E+08
            CYAN
Cyanotech Corp            2.32E+08
            CYB         97717W182
WisdomTree Dreyfus Chinese Yuan Fund
             Corp
CyberopticsCYBE           2.33E+08
            CYBI        2.33E+110
Cybex International, Inc.
Cyberonics CYBX         23251P102
            CYCC        23254L108
Cyclacel Pharmaceuticals, Inc
            CYCCP       23254L207
Cyclacel Pharmaceuticals, Inc. 6% Cnvrtbl. Prfrd. Stock
            CYD
China Yuchai Int'l Ltd. G21082105
            CYDE        23248L107
CYBERDEFENDER CORPORATION
            CYE         09255M104
Blackrock Corporate High Yield Fund III, Inc.
CommunityCYH              2.04E+08
             Health S. (New)
Cymer Inc CYMI            2.33E+08
            CYN
City National Corporation 1.79E+08
            CYNO
Cynosure, Inc. Class A 2.33E+08
            CYOU         American Depositary Share
Changyou.com Limited 15911M107
            CYS         23281A307
CYPRESS SHARPRIDGE INVESTMENTS, INC.
            CYT
Cytec Industries Inc.     2.33E+08
            CYTK
Cytokinetics Inc.       23282W100
CytRx Corp CYTR           2.33E+08
            CYTX
Cytori Therapeutics Inc.23283K105
            CYTXW
Cytori Therapeutics Inc.23283K113
            CZA         18383M720
Guggenheim Mid-Cap Core ETF
            CZFC
CITIZENS FIRST CORP 17462Q107
            CZI         25459W763
Direxion Daily China Bear 3X Shares
            CZM         25459W771
Direxion Daily China Bull 3X Shares
            CZNC          1.73E+08
Citizens & Northern Corporation
            CZWI          1.75E+08
Citizens Community Bancorp, Inc.
            CZZ
Cosan Limited           G25343107
            D
Dominion Resources 25746U109
            DAC
Danaos Corporation Y1968P105
            DAG         25154H558
PowerShares DB Agriculture Double Long ETN
            DAIO
Data I/O Corp             2.38E+08
            DAKT
Daktronics Inc            2.34E+08
            DAL
Delta Air Lines, Inc.     2.47E+08
            DAN
Dana Holdings Corp.       2.36E+08
            DANG        26833A105
E-Commerce China Dangdang Inc.
            DAR
Darling International Inc 2.37E+08
            DARA
DARA Biosciences, Inc. 23703P205
             DAVE         3.07E+08
Famous Dave's Of America Inc
             DB
Deutsche Bank AG         D18190898
             DBA         73936B408
PowerShares DB Agricultural Fund
             DBB         73936B705
PowerShares DB Base Metals Fund
             DBC         73935S105
PowerShares DB Commodity Index Tracking Fund
             DBD
Diebold Incorporated 2.54E+08
             DBE         73936B101
PowerShares DB Energy Fund
             DBLE         Co
Double Eagle Petroleum 2.59E+08
             DBLEP        Company
Double Eagle Petroleum 2.59E+08 Series A Cumulative Preferred Stock
             DBN         97717W752
WisdomTree International Basic Materials Fund
             DBO
PowerShares DB Oil Fund  73936B507
             DBP         73936B200
PowerShares DB Precious Metals Fund
             DBS         Fund
PowerShares DB Silver 73936B309
             DBU         97717W653
WisdomTree International Utilities Fund
             DBV         73935Y102
PowerShares DB G10 Currency Harvest Fund
             DBY         61748A684
8% CBOE DJIA BuyWrite Index STRS due July 30, 2011
             DBZ         61748A676
CBOE DJIA BuyWrite Index STRS due July 30, 2011
DCA TOTAL DCARETURN FUND  2.33E+08
             DCE         25154D102
Deutsche Bank Capital Funding Trust X
             DCI
Donaldson Company, Inc.   2.58E+08
             DCIX        Y2069P101
Diana Containerships Inc. Common Shares
             DCM
NTT DOCOMO, Inc.         62942M201
DucommunDCO  Incorporated 2.64E+08
             DCOM
Dime Community Bancshares 2.54E+08
             DCS         18385J105
Claymore Dividend & Income Fund
             DCT
DCT Industrial Trust, Inc.2.33E+08
             DCTH
Delcath Systems Inc 24661P104
             de
E.I. DuPont DD Nemours 2.64E+08
             DD-A
DU PONT (EI) $3.50 PFD 2.64E+08
             DD-B
DU PONT (EI) $4.50 PFD 2.64E+08
             DDE
Dover Downs Gaming         2.6E+08
             DDF          2.46E+08
DELEWAREINVT DIVIDEND INCOME
             DDG
Proshares Short Oil & Gas74347R222
DDi Corp. DDIC            2.33E+08
             DDM
ProShares Ultra Dow3074347R305
Dynamex, Inc.DDMX        26784F103
             DDP         25154H467
PowerShares DB Commodity Short ETN
             Divers.
Developers DDR Realty     2.52E+08
             Diversified Realty Corporation
Developers DDR-G          2.52E+08
             Diversified Realty Corp. 7 3/8% Cl H Cumul Rdmble Pfd Shs.
Developers DDR-H          2.52E+08
             Diversified Realty Corp. 7.50% CL I
Developers DDR-I          2.52E+08
Dillards Inc.DDS          2.54E+08
             Inc.
Labopharm DDSS            5.05E+08
             DDT         25406P200
DILLARD'S CAP TR 7.50% CAP SEC
             DE
Deere & Company           2.44E+08
             DEAR
Dearborn Bancorp Inc 24242R108
             DECK
Deckers Outdoor Corp 2.44E+08
              DEE      25154H483
PowerShares DB Commodity Double Short ETN
              DEER
DEER CONSUMER PRODS INC24379J200
              DEF       Equity ETF
Guggenheim Defensive18383M878
Delhaize GroupDEG      29759W101
              DEI
Douglas Emmett, Inc. 25960P109
              DEJ
Dejour Enterprises Ltd. 2.45E+08
              DEL
Deltic Timber Corp.      2.48E+08
Dell Inc      DELL     24702R101
              DEM       Markets Equity Income Fund
WisdomTree Emerging 97717W315
DENNY'S CORP  DENN     24869P104
              DENT
Dent Tactical ETF      00768Y107
Diageo plc DEO         25243Q205
              DEP        L.P.
Duncan Energy Partners 2.65E+08
DepoMed, Inc. DEPO        2.5E+08
              DES      Dividend Fund
WisdomTree SmallCap 97717W604
              DEST     25065D100
DESTINATION MATERNITY CORP
              DEW       EQUITY INCOME FUND(BASED ON THE WISDOMTREE GLOBAL HIGH-YIELDING EQUITY INDEX)
WISDOMTREE GLOBAL 97717W877
DELAWARE DEX             2.46E+08
              ENHANCED GLOBAL DIVIDEND & INCOME FUND
              DEXO
Dex One Corporation 25212W100
Dean FoodsDF   Co.       2.42E+08
              DFE      97717W869
WisdomTree Europe SmallCap Dividend Fund
              DFF      06052K174
MITTS Linked to the Dow Jones Industrial Average due June 26, 2015
              DFG
Delphi Financial Group 2.47E+08
              DFJ      97717W836
WisdomTree Japan SmallCap Dividend Fund
              DFP        2.47E+08
Delphi Financial Group, Inc.
              DFR
Deerfield Capital Corp. 2.44E+08
              DFS        2.55E+08
Discover Financial Services
              DFT      26613Q106
Dupont Fabros Technology, Inc.
              DFT-A    26613Q205
Dupont Fabros Technology, Inc.
              DFZ
R.G. Barry Corporation 68798107
              DG
Dollar General Corp.     2.57E+08
              DGAS
Delta Natural Gas Co Inc2.48E+08
              DGF        2.46E+08
Delaware Investments Global Dividend and Income Fund
              DGI
DIGITALGLOBE, Inc. 25389M877
              DGICA
Donegal Group Inc        2.58E+08
              DGICB
Donegal Group Inc        2.58E+08
              DGII
Digi International Inc 2.54E+08
              DGIT
DG FastChannel, Inc. 23326R109
              DGL      73936B606
PowerShares DB Gold Fund
              Inc. Common Stock
Digital Ally, DGLY     25382P109
              DGP       Bank Gold
PowerShares Deutsche25154H749Double Long ETN
              DGS       Markets SmallCap Dividend Fund
WisdomTree Emerging 97717W281
DGSE Cos Inc  DGSE     23323G106
              DGT      78464A706
SPDR DJ Global Titans ETF
              DGW        Inc.
DUOYUAN Global Water2.66E+08
              DGX
Quest Diagnostics Inc. 74834L100
              DGZ       Bank Gold
PowerShares Deutsche25154H731Short ETN
             DHF       26200S101
DREYFUS HIGH YIELD STRATEGIES
             DHFT      25264C101
Diamond Hill Financial Trends Fund, Inc.
             DHG       23339M204
DWS High Income Opportunities Fund, Inc.
D.R. HortonDHIInc.     23331A109
             DHIL      25264R207
Diamond Hill Investment Group
             DHM       COBALTS 8.125% Sprint Cap Notes Certificates 2002-1 Called
Structured Obligations 19074V102
             DHR
Danaher Corporation 2.36E+08
             DHRM      G27010100
Dehaier Medical Systems Limited
             DHS       97717W208
WisdomTree Equity Income Fund
             DHT
DHT HOLDINGS, INC. Y2065G105
             DHX
DICE HOLDINGS, INC. 2.53E+08
             DHY       22544F103
CREDIT SUISSE HIGH YLD BOND FD
             DIA       78467X109
SPDR Dow Jones Industrial Average ETF Trust
             DIET
EDIETS.COM INC           2.81E+08
             DIG       74347R719
ProShares Ultra Oil & Gas
             DIM       97717W778
WisdomTree International MidCap Dividend Fund
             Inc.
DineEquity,DIN           2.54E+08
Diodes Inc DIOD          2.55E+08
Walt DisneyDIS           2.55E+08
              Company (The)
             DISCA     25470F104
Discovery Communications Inc Series A
             DISCB     25470F203
Discovery Holding Communications Inc Series B
             DISCK     25470F302
Discovery Communications Inc Series C
             DISH
DISH Network Corp. 25470M109
             DIT
AMCON Distributing Co. 02341Q205
             DITC
Ditech Networks, Inc. 25500T108
             DJCI        9.03E+08
UBS E-TRACS Linked to Dow Jones-ubs Commodity Index Totals Return
             DJCO
Daily Journal Corp       2.34E+08
             DJP       06738C778
iPath Dow Jones-UBS Commodity Index Total Return ETN due June 12, 2036
             DJSP
DJSP ENTERPRISES INC G7982P104
             DJSPU
DJSP ENTERPRISES INC G7982P112
             DJSPW
DJSP ENTERPRISES INC G7982P120
             DK
Delek US Holdings, Inc. 2.47E+08
             DKA       97717W711
WisdomTree International Energy Fund
             DKC       80410Y200
MS Structured Asset SATURNS 2002-14, 6% GE Capital Corp. due 3/15/2032
             DKF       80410V206
MS Structured Asset SATURNS 2002-15, 8% Goodrich Corp.
             DKP       80411D106
MS Structured Asset Corp. Saturns Goldman Sachs G
             DKQ       8.04E+207
MS Structured Asset SATURNS 2003-07, 6.25% May Dept Stores
             DKS         2.53E+08
Dick's Sporting Goods,Inc.
             DKT       25150L108
Deutsche Bank Contingent Capital Trust V 8.05% Trust Pfd.
             DL        16944W104
China Distance Education Holdings Limited
             DLA
Delta Apparel Inc.       2.47E+08
             DLB       25659T107
Dolby Laboratories, Inc.-Class A
             DLBL      06740L527
iPath® US Treasury Long Bond Bull ETN
             DLBS      06740L444
iPath® US Treasury Long Bond Bear ETN
             DLGC
Dialogic, Inc.         25250T100
dELIA*s INC. DLIA        2.47E+08
             DLLR
Dollar Financial Corp 2.57E+08
            DLM
Del Monte Foods Company  24522P103
            DLN          Dividend Fund
WisdomTree LargeCap 97717W307
            DLR
Digital Realty Trust, Inc. 2.54E+08
            DLS          97717W760
WisdomTree International SmallCap Dividend Fund
            Inc.
Dollar Tree DLTR           2.57E+08
            DLX
Deluxe Corporation         2.48E+08
            DM
DOLAN COMPANY            25659P402
            DMAN
DemandTec, inc           24802R506
            DMC
DOCUMENT SECURTY SYS     25614T101
            DMED
D. Medical Industries LTDM28091102
            DMF
Dreyfus Municipal Income 26201R102
             Minerals
Dorchester DMLP LP25820R105
            DMND
Diamond Foods Inc.         2.53E+08
            DMO          95790B109
Western Asset Mortage Defined Opportunity Fund Inc.
            DMRC
Digimarc Corporation 25381B101
            DNB
Dun & Bradstreet Corp 2.65E+104
            DNBF
DNB FINL CORP              2.33E+08
            DNBK
Danvers Bancorp, Inc. 2.36E+08
            DND          97717W828
WisdomTree Pacific ex-Japan Total Dividend Fund
            DNDN
Dendreon Corp            24823Q107
Dionex Corp DNEX           2.55E+08
            DNH          97717W810
WisdomTree Pacific ex-Japan Equity Income Fund
            DNL
WISDOM TREE WORLD97717W844EX-U.S. GROWTH FUND(BASED ON WISDOMTREE WORLD EX-US GROWTH INDEX
            DNN
Denison Mines Corp         2.48E+08
            DNO            9.13E+08
UNITED STATES SHORT OIL FUND
            Income
DNP Select DNP           23325P104
            DNR
Denbury Resources, Inc. 2.48E+08
            DNY
The Denali Fund Inc. 24823A102
            DO
Diamond Offshore Drilling25271C102
            DOD          25153Q658
ELEMENTS "Dogs of the Dow" Total Return Index Note
            DOG
ProShares Short Dow30    74347R701
            DOL          97717W794
WisdomTree Intenational LargeCap Dividend Fund
            DOLE
Dole Food Company, Inc.    2.57E+08
            DOM
Dominion Resources Black 25746Q108
            DON          97717W505
WisdomTree MidCap Dividend Fund
            DOO          97717W786
Wisdom Tree international Dividend Ex-Financials Fund
            DORM
Dorman Products, Inc. New  2.58E+08
            DOV
Dover Corporation           2.6E+08
            DOVR
Dover Saddlery, Inc.        2.6E+08
            DOW
Dow Chemical Company2.61E+08
            DOX
Amdocs Limited           G02602103
            DPD            2.61E+08
Dow 30 Premium & Dividend Income Fund, Inc.
            DPK          25459W797
Direxion Daily Developed Markets Bear 3x Shares
DPL Inc. DPL               2.33E+08
            DPM          23311P100
DCP Midstream Partners, LP
            DPO            2.61E+08
DOW 30 Enhanced Premium & Income Fund, Inc.
            DPP          61746S539
DJIA PPN due March 30, 2011
             DPS        2.61E+113
DR Pepper Snapple Group, Inc.
             DPTR
Delta Petroleum Corp 2.48E+08
             DPU        25154H459
PowerShares DB Commodity Long ETN
             DPW
Digital Power Corporation2.54E+08
             DPZ
Domino's Pizza Inc.     25754A201
DAQO NEWDQ              23703Q104
              ENERGY CORP.
             DRAD
Digirad Corporation      2.54E+08
Dataram Corp DRAM        2.38E+08
             DRC
Dresser-Rand Group, Inc. 2.62E+08
             DRCO
Dynamics Research Corp2.68E+08
Duke RealtyDRECorp.      2.64E+08
              Corporation2.64E+08Ser J Cumul Rdmble Pfd
Duke RealtyDRE-J          6.625%
              Corporation2.64E+08 K Cumulative Redeemable Preferred Shares
Duke RealtyDRE-K          6.5% Series
              Corporation2.64E+08 Shares (Each Representing 1/10th of a 6.95% Ser M Cumul Rdmb
Duke RealtyDRE-M          Depositary
              Corp.      2.64E+08
Duke RealtyDRE-N Depositary Shrs (Each rep. 1/10 of a 7.25% Series N Cumulative Redeemable Pre
              Corporation2.64E+08
Duke RealtyDRE-O
             DRH         2.53E+08
DiamondRock Hospitality Company
             DRI
Darden Restaurants, Inc.2.37E+08
             DRIV
Digital River Inc       25388B104
             DRJ         2.62E+08
Dreams, Inc. New Common Stock
             DRL        25811P886
Doral Financial Corporation (NEW)
             DRN        25459W755
Direxion Daily Real Estate Bull 3X
DRDGOLD Ltd. DROOY      26152H301
             World       Estate Fund,
DWS RREEFDRP Real23339T209 Inc.
             DRQ
Dril-Quip, Inc.          2.62E+08
             DRR         6.17E+08
Market Vectors Double Short Euro ETN
Durect Corp  DRRX        2.67E+08
DOMINION DRU            25746U604
             RESOURCES, INC.
             DRV        25459W334
Direxion Daily Real Estate Bear 3X Shares
             DRW        97717W331
WisdomTree International Real Estate Sector Fund
             DRWI
DRAGONWAVE, INC. 26144M103
             DRYS
DryShips, Inc.          Y2109Q101
             DSCI
DERMA SCIENCES INC NEW     2.5E+08
Drugstore.ComDSCM        2.62E+08
             DSCOD       2.55E+08
Discovery Laboratories Inc
             DSGX          Inc
Descartes Systems Group 2.5E+08
             DSI         4.64E+08
iShares MSCI KLD 400 Social Index Fund
             DSM        Fnd
Dreyfus Strat Mun Bnd 26202F107
DSP Group IncDSPG       23332B106
             DST
DST Systems, Inc.        2.33E+08
             DSTI       23962Q308
DayStar Technologies, Inc.
             DSTJ       46634X864
JPMorgan Double Short US Long Bond Treasury Futures ETN
             DSU        09255R103
Blackrock Debt Strategies Fund, Inc.
             DSW
DSW, Inc Class A        23334L102
             DSWL
Deswell Industries Inc 2.51E+08
             DSX
Diana Shipping, Inc. Y2066G104
             DSXJ       46634X823
JPMorgan Double Short US 10 Year Treasury Futures ETN
            DTD         97717W109
WisdomTree Total Dividend Fund
             Company 2.33E+08
DTE Energy DTE
             Trust
DTE Energy DTE-AI       23333Q201
             Trust      23334U201
DTE Energy DTE-C II 7.50% TOPrS
            DTF         23334J107
DUFF/PHELPS UTIL TAX-FREE INC
            DTG
Dollar Thrifty Automotive 2.57E+08
            DTH         97717W802
WisdomTree DEFA Equity Income Fund
            DTK         25154A108
Deutsche Bank Contingent Capital Trust III 7.60% Trust Preferred Securities
            DTLK
Datalink Corp             2.38E+08
            DTN          Ex-Financials
Wisdom Tree Dividend 97717W406 Fund
            DTO          Oil Double
PowerShares DB Crude25154K809 Short Exchange Traded Notes due 6/1/2038
DTS, Inc. DTSI          23335C101
            DTT         25153Y206
DEUTSCHE BANK FUNDING TRUST IX 6.625%NONCUMULATIVE PREFERRED SECURITIES
            DTUL        06740L469
iPath® US Treasury 2-year Bull ETN
            DTUS        06740L519
iPath® US Treasury 2-year Bear ETN
            DTV
DIRECTV CLASS A         25490A101
            DTYL        06740L493
iPath® US Treasury 10-year Bull ETN
            DTYS        06740L451
iPath® US Treasury 10-year Bear ETN
            DUA         25153U204
DEUTSCHE BANK CAPITAL FUNDING TRUST VIII
            DUC         26432K108
DUFF/PHELPS UTIL & CP BD TR
            DUCK
Duckwall-ALCO Stores Inc  2.64E+08
            DUF         26433B107
Duff & Phelps Corporation
            DUG         74347X591
ProSharesUltraShort Oil & Gas
            DUK         26441C105
Duke Energy Corporation (Holding Company)
            DUSA
Dusa Pharmaceuticals Inc  2.67E+08
            DUST        25459W235
Direxion Daily Gold Miners Bear 2X Shares
DeVRY, Inc.DV             2.52E+08
DaVita Inc. DVA         23918K108
            DVAX          2.68E+08
Dynavax Technologies Corporation
            DVD
Dover Motorsports          2.6E+08
            DVF         09255W102
Blackrock Diversified Income Strategies Portfolio, Inc
            DVM         19248G106
Cohen & Steers Dividend Majors Fund, Inc.
            DVN
Devon Energy Corporation25179M103
DynaVox Inc.DVOX        26817F104
            DVR         12802T101
Cal Dive International, Inc.
            DVY
iShares DJ Select Dividend4.64E+08
            DW
Drew Industries, Inc. 26168L205
            DWA         26153C103
DreamWorks Animation SKG, Inc.
            DWCH
Datawatch Corp            2.38E+08
            DWM
WisdomTree DEFA Fund    97717W703
            DWSN
Dawson Geophysical Co 2.39E+08
            DWX           Dividend ETF
SPDR S&P International78463X772
            DX
Dynex Capital, Inc.     26817Q506
            DXB         25153X208
DEUTSCHE BANK CONTINGENT TRUST II
DexCom, Inc.DXCM          2.52E+08
            DXD         74347R867
ProShares UltraShort Dow 30
            DXJ         97717W851
WisdomTree Japan Total Dividend Fund
             DXPE
DXP Enterprises Inc         2.33E+08
             DXR
Daxor Corporation           2.39E+08
              Inc
Dixie GroupDXYN             2.56E+08
             DY
Dycom Industries, Inc. 2.67E+08
Dyax Corp DYAX            2.67E+107
             DYII
Dynacq Healthcare, Inc.   26779V105
             DYN
Dynegy Inc.(Delaware) 26817G300
DynatronicsDYNTCorp         2.68E+08
             DYP
DUOYUAN Printing, Inc.    26605B109
             DYSL
DYNASIL CORP OF AMERICA     2.68E+08
             DYY          25154H475
PowerShares DB Commodity Double Long ETN
             DZK          25459W789
Direxion Daily Developed Markets Bull 3x Shares
             DZZ           Bank Gold
PowerShares Deutsche25154H756Double Short ETN
ENI S.p.A. E              26874R108
             EAA          29364D779
Entergy Arkansas, Inc. First Mortage Bonds, 5.75% Series Due 11/1/2040
             EAD          94987B105
WELLS FARGO ADVANTAGE INCOME OPPORTUNITIES FUND
             EAG           25351107
American Defense Systems, Ic.
HEARx Ltd. EAR              4.22E+08
             EAT
Brinker International         1.1E+08
eBay Inc EBAY               2.79E+08
Ennis, Inc. EBF             2.93E+08
Ebix Inc     EBIX           2.79E+08
             EBK          61746S778
Morgan Stanley PROPELS / Three Int'l Indices Exp. 12/30/2011
             EBMT         26942G100
EAGLE BANCORP MONTANA, INC.
             EBR          15234Q207
CENTRAIS ELECTRICAS BRASILEIRAS S.A.-ELETROBRAS
             EBR.B        15234Q108
CENTRAIS ELETRICAS BRASILEIRAS S.A.-ELETROBRAS
             EBS           Inc.
Emergent Biosolutions,29089Q105
             EBSB         58964Q104
Meridian Interstate Bancorp, Inc.
             EBTC
Enterprise Bancorp Inc. 2.94E+08
             EBTX
Encore Bancshares, Inc.   29255V201
Ecopetrol S.AEC             2.79E+08
             ECA
EnCana Corporation          2.93E+08
             ECBE
ECB Bancorp Inc             2.68E+08
             ECF
Ellsworth Fund Ltd          2.89E+08
             ECGI
Envoy Capital Group, Inc. 29413B105
             ECH            4.64E+08
iShares MSCI Chile Investable Market Index Fund
              Logistics, Inc.
Echo GlobalECHO           27875T101
Ecolab, Inc.ECL             2.79E+08
             ECNS         46429B200
iShares MSCI China Small Cap Index Fund
              Inc.
US Ecology,ECOL           91732J102
             ECON           2.68E+08
Emerging Global Shares Dow Jones Emerging Markets Consumer Titans Index Fund
             ECPG
Encore Capital Group, Inc.  2.93E+08
             ECT          26827L109
ECA Marcellus Trust 1 Interest
             ECTY          Stock
Ecotality, Inc. Common27922Y202
             ED
Consolidated Edison, Inc.   2.09E+08
             ED-A           $5 CUM
CONSOLIDATED EDISON 2.09E+08PFD
             ED-C
CONSOLIDATED EDISON 2.09E+084.65% C
            EDAC
EDAC TECHNOLOGIES CORP    2.79E+08
EDAP TMS SA EDAP          2.68E+08
            EDC         25459W300
Direxion Daily Emerging Markets Bull 3x Shares
            EDD           6.17E+08
Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.
            EDE
Empire District Elect     2.92E+08
            EDF         86164T107
STONE HARBOR EMERGING MARKETS INCOME FUND
            EDGR
EDGAR Online Inc           2.8E+08
            EDGW
Edgewater Technology Inc   2.8E+08
            EDMC        28140M103
Education Management Corp
            EDN         29244A102
Empresa Distribuidora Y Comercializadora Norte S.A. (Edenor)
            EDR          Inc.
Education Realty Trust,28140H104
            EDS
Exceed Company Ltd. G32335104
            EDSUU
Exceed Company Ltd. G32335120
            EDSWW
Exceed Company Ltd. G32335112
            EDT         29365T203
Entergy Texas, Inc. Mortgage Bonds, 7.875% Series due June 1,2039
            EDU           and Technology Group, Inc.
New Oriental Education 6.48E+08
             Development Corp
EducationalEDUC           2.81E+08
            EDV           9.22E+08
Vanguard World Funds Extended Duration ETF
            EDZ         25459W482
Direxion Daily Emerging Markets Bear 3x Shares
            EE
El Paso Electric Company  2.84E+08
            EEA           2.99E+08
The European Equity Fund, Inc.
            EEB
Guggenheim BRIC ETF 18383M100
            EEE
Evergreen Energy Inc. 30024B203
            EEFT
Euronet Worldwide Inc 2.99E+08
            EEG           2.68E+08
Emerging Global Shares Dow Jones Emerging Markets Titans Composite Index Fund
            EEH            8.7E+08
ELEMENTS Linked to the SPECTRUM Large Cap U.S.Sector Momentum Index
            EEI
Ecology and Environment   2.79E+08
            EEM           4.64E+08
iShares MSCI Emerging Markets Index Fund
            EEN         18383Q101
Guggenheim EW Euro-Pacific LDRs ETF
            EEO           2.68E+08
Emerging Global Shares Dow Jones Emerging Markets Energy Titans Index Fund
            EEP         29250R106
Enbridge Energy Partners,
            EEQ         29250X103
Enbridge Energy Management L.L.C
            EES         Earnings Fund
WisdomTree SmallCap 97717W562
            EET         74347X302
ProShares Ultra MSCI Emerging Markets
            EEV         74347X575
ProShares Trust UltraShort MSCI Emerging Markets
            EF4265585 EF4265585
TEST BLOOMBERG BOND TEST SYMBOL -HELEN BAROUNIS
            EFA
iShares MSCI EAFE Index4.64E+08
            EFC
Ellington Financial LLC 2.89E+08
            EFG           4.64E+08
iShares MSCI EAFE Growth Index Fund
            EFII
Electronics for Imaging 2.86E+08
            EFM         29364N843
ENTERGY MISSISSIPPI, INC.
            EFN           2.68E+08
Emerging Global Shares Dow Jones Emerging Markets Financials Titans Index Fund
            EFO         74347X500
ProShares Ultra MSCI EAFE
            EFOI
Energy Focus, Inc.      29268T102
            EFP         61746S190
Morgan Stanley 1.875% Capital Prot Notes MSCI EAFE Index due 3/30/2011
            EFR         27828Q105
Eaton Vance Senior Floating-Rate Fund
            EFSC          2.94E+08
Enterprise Financial Services Corporation
            EFT            2.78E+08
Eaton Vance Floating-Rate Income Trust
            EFU          74347R339
ProShares Trust UltraShort MSCI EAFE
            EFUT         G29438101
e-Future Information Technology, Inc.
            EFV             Index Fund
iShares MSCI EAFE Value4.64E+08
            EFX
Equifax, Incorporated 2.94E+08
            EFZ          74347R370
ProShares Trust Short MSCI EAFE
            EGAS
GAS NATURAL INC.           3.67E+08
            EGBN
Eagle Bancorp Inc          2.69E+08
            EGF          09255K108
Blackrock Enhanced Government Fund, Inc.
8x8 Inc     EGHT           2.83E+08
            EGI
Entree Gold, Inc.        29383G100
            EGLE
Eagle Bulk Shipping Inc.Y2187A101
            EGN
Energen Corporation 29265N108
            EGO
Eldorado Gold Corporation  2.85E+08
NIC Inc     EGOV         62914B100
            EGP
EastGroup Properties Inc.  2.77E+08
            EGPT         57060U548
Market Vectors Egypt Index ETF
            EGT          Asia Inc.
Entertainment Gaming 29383V107
Engex, Inc. EGX            2.93E+08
            EGY
Vaalco Energy, Inc.      91851C201
            EHI          95766B109
Western Asset Global High Income Fund, Inc
            EHTH
eHealth, Inc.            28238P109
            EIA          Municipal Bond II Shares of Ben. Int.
Eaton Vance California 27828C106
            EIDO          Investable
iShares MSCI Indonesia46429B309 Market Index Fund
            EIG
Employers Holdings, Inc.2.92E+08
            EIHI           2.77E+08
Eastern Insurance Holdings, Inc.
            EIM
EATON VANCE MUN BND      27827X101
            EIO          27828L106
Eaton Vance Ohio Municipal Bond Fund
            EIP          27828W102
Eaton Vance Pennsylvannia Municipal Bond Fund
            EIRL         46429B507
iShares MSCI Ireland Capped Investable Market Index Fund
            EIS            4.64E+08
iShares MSCI Israel Capped Investable Market Index Fund
            EIV           Bond Fund
Eaton Vance Municipal27827K109 II
            EIX
Edison International       2.81E+08
            EJ           26852W103
E-House(China) Holdings Limited
            EK
Eastman Kodak Company      2.77E+08
EUROPE 01 EKH            29875G105
             HOLDRS DEP RECPT 12/31/40
            EL
Estee Lauder Co.           5.18E+08
            ELA          29364W405
ENTERGY LOUISIANA LLC FIRST MORTGAGE BONDS 5.875% SER DUE 06/15/41
            ELB          First Mortage
Entergy Louisiana, LLC 29364W306 Bonds,6.0% Series Due 3/15/2040
            ELC
Eastern Light Capital, Inc.2.77E+08
            ELD          Markets Local
WisdomTree Emerging 97717X867 Debt Fund
            ELGX
Endologix Inc            29266S106
            ELMD
Electromed, Inc.           2.85E+08
            ELMG
EMS Technologies Inc 26873N108
            ELN
Elan Corp., plc            2.84E+08
            E
Earthlink Inc LNK            2.7E+08
Echelon CorpELON         27874N105
            ELOS
Syneron Medical Ltd M87245102
            ELOY
eLoyalty Corp              2.9E+08
Companhia ELP           20441B407
             Paran. de Energ
            ELR          Cap ETF
SPDR Dow Jones Large78464A854
            ELRC
Electro Rent Corp         2.85E+08
            ELS         29472R108
Equity Lifestyle Properities, Inc.
            ELSE
Electro-Sensors Inc       2.85E+08
            ELT
ELSTER GROUP SE            2.9E+08
Eltek Ltd ELTK          M40184109
Emulex Corp.ELX           2.92E+08
            ELY
Callaway Golf Company 1.31E+08
EMDEON INC. EM          29084T104
            EMAN
eMagin Corporation 29076N206
            EMB           4.64E+08
iShares JP Morgan USD Emerging Markets Bond Fund
            EMC
EMC Corporation           2.69E+08
            EMCF
EMCLAIRE FINANCIAL CORP   2.91E+08
            EMCI
EMC INS Group Inc         2.69E+08
            EMD         9.58E+107
Western Asset Emerging Markets Income Fund II, Inc.
            EME
EMCOR Group, Inc.       29084Q100
            EMF            8.8E+08
Templeton Emerging Markets Fund
            EMFN          4.64E+08
iShares MSCI Emerging Markets Financials Sector Index Fund
            EMI         27826D106
EATON VANCE MICH MUNI INC TR
            EMIF          4.64E+08
iShares S&P Emerging Markets Infrastructure Index Fund
            EMITF
Elbit Imaging Ltd       M37605108
            EMJ         27828R103
Eaton Vance New Jersey Municipal Bond Fund
            E
Emcore CorpMKR            2.91E+08
            EML
Eastern Company           2.76E+08
             Enhanced MSCI Emerging Markets Index ETN
iPath® LongEMLB         06740P874
            EMLC        57060U522
Market Vectors Emerging Markets Local Currency Bond ETF
            EMM         78464A847
SPDR Dow Jones Mid Cap ETF
            EMMS          Corp
Emmis Communications 2.92E+08
            EMMSP         Corp
Emmis Communications 2.92E+08
            EMMT          4.64E+08
iShares MSCI Emerging Markets Materials Sector Index Fund
            EMN
Eastman Chemical Company  2.77E+08
            EMQ         29364N876
Entergy Mississippi, Inc.
Emerson EMR               2.91E+08
            Medical Services Corporation
Emergency EMS           29100P102
            EMSA        MSCI Emerging Markets Index ETN
iPath® Short Enhanced 06740P866
            EMT           2.68E+08
Emerging Global Shares Dow Jones Emerging Markets Metal & Mining Titans Index Fund
            ENA
Enova Systems Inc.      29355M200
            ENB
Enbridge, Inc           29250N105
            END          Corporation
Endeavor International29259G200
            ENDP        29264F205
Endo Pharmaceuticals Holdings
            ENER          2.93E+08
Energy Conversion Devices Inc
            ENG
ENGlobal Corp             2.93E+08
            ENH         G30397106
Endurance Specialty Holdings Ltd.
            ENH-A       29267H208
Endurance Speciality Holdings Ltd 7.75% Non-Cumulative Ser A
Enersis S.A.ENI         29274F104
            ENL
Reed Elsevier NV         7.58E+08
            ENMD
EntreMed, Inc. New 29382F202
            ENOC
EnerNOC, Inc.            2.93E+08
            ENP         29257A106
ENCORE ENERGY PARTNERS LP
            ENR
Energizer Holdings, Inc.29266R108
            ENS
EnerSys, Inc.           29275Y102
            ENSG
The Ensign Group, Inc. 29358P101
Entegris IncENTG        29362U104
            ENTR        29384R105
Entropic Communications, Inc.
            ENV
ENVESTNET, INC.         29404K106
EndWave CorpENWV        29264A206
            ENX         27827Y109
EATON VANCE NY MUN BND FUND
            ENY         Energy Income ETF
Guggenheim Canadian 18383Q606
            ENZ
Enzo Biochem, Inc.       2.94E+08
            ENZL         4.64E+08
iShares MSCI New Zealand Investable Market Index Fund
            ENZN
Enzon Pharmaceuticals Inc2.94E+08
            EOC         29244T101
Empresa Nacional de Elec.
            EOD         94987C103
WELLS FARGO ADVANTAGE GLOBAL DIVIDEND OPPORTUNITY FUND
            EOG
EOG Resources, Inc. 26875P101
            EOI          2.78E+08
Eaton Vance Enhanced Equity Income Fund
            EONC
eOn Communications Corp  2.69E+08
            EOS          2.78E+08
Eaton Vance Enhance Equity Income Fund II
            EOSPN       26878J201
EOS Preferred Corporation
            EOT         27829L105
EATON VANCE NATIONAL MUNICIPAL OPPORTUNITIES TRUST
            EP
EL Paso Corporation 28336L109
            EP-C         2.84E+08
El Paso Energy Capital Trust I
            EPAX
Ambassadors Group Inc23177108
            Technologies Inc
Bottomline EPAY          1.01E+08
            EPB          2.84E+08
El Paso Pipeline Partners, L.P.
            EPCT
EpiCept Corporation      2.94E+08
            EPD
Enterprise Products Part.2.94E+08
            EPHC
Epoch Holding Corp. 29428R103
            EPHE        46429B408
iShares MSCI Philippines Investable Market Index Fund
            EPI         97717W422
WisdomTree India Earnings Fund ETF
            EPIC
Epicor Software Corp 29426L108
            EPIQ
EPIQ Systems Inc        26882D109
            EPL
ENERGY PARTNERS, LTD    29270U303
            EPM         30049A107
Evolution Petroleum Corporation
            EPOL        46429B606
iShares MSCI Poland Investable Market Index Fund
            EPP          4.64E+08
iShares MSCI Pacific Free Ex-Japan Index Fund
            EPR
Entertainment Properties29380T105
            EPR-B       29380T303
Entertainmemt Properties Trust 7.75% Ser. B Cum. Rdmbl. Shrs. Bnfcl. Int.
            EPR-C       29380T402
Entertainment Properties Trust
            EPR-D       29380T501
Entertaninment Properties Trust 7.375% Series D
            EPR-E       29380T600
Entertainment Properties Trust
            EPS         97717W588
WisdomTree Total Earnings Fund
            EPU           4.64E+08
iShares MSCI All Peru Capped Index Fund
PROSHARESEPV             74347X807
              ULTRASHORT MSCI EUROPE
Equinix Inc EQIX         29444U502
            EQL          00162Q205
ALPS Equal Sector Weight ETF
            EQR
Equity Residential       29476L107
            EQR-N        29476L784
EQUITY RESIDENTIAL 6.48% Series N Cumul Rdmble Pfd Shs
             Return, Inc. 2.95E+08
Equus TotalEQS
EQT CORP EQT             26884L109
            EQU
EQUAL ENERGY LTD 29390Q109
             Inc.
Equity One,EQY            2.95E+08
            ERC          94987D101
WELLS FARGO ADVANTAGE MULTI SECTOR INCOME FUND
            ERES
eResearch Technology Inc 29481V108
            ERF           2.93E+08
Enerplus Resources Fund (New)
            ERH          9.50E+113
WELLS FARGO ADVANTAGE UTILITIES AND HIGH INCOME FUND
            ERI
Emrise Corporation 29246J200
            ERIC
Ericsson Telephone Company2.95E+08
            ERIE
Erie Indemnity Co        29530P102
            ERII
Energy Recovery, Inc. 29270J100
Embraer S.A.ERJ          29082A107
            ERO          06739F184
Barclays Bank PLC iPath EUR/USD Exchange Rate ETN
            EROC         26985R104
Eagle Rock Energy Partners, L.P.
            EROCW        26985R120
EAGLE ROCK ENERGY PARTNERS L.P.
            ERTS
Electronic Arts Inc       2.86E+08
            ERUS         46429B705
iShares MSCI Russia Capped Index Fund
            ERX          25459W888
Direxion Daily Energy Bull 3x Shares
            ERY          25459W342
Direxion Daily Energy Bear 3x Shares
            ES
EnergySolution, Inc.      2.93E+08
            ESA          29271Q103
Energy Services of America Corporation
            ESA+         29271Q111
Energy Services of America Corporation Warrants
            ESA.U        29271Q202
Energy Services of America Corporation Units
            ESBF
ESB Financial Corp       26884F102
            ESBK
Elmira Savings Bank FSB. 2.9E+08
            ESC
Emeritus Corporation 2.91E+08
Escalade IncESCA          2.96E+08
            ESD          95766A101
Western Asset Emerging Markets Debt Fund, Inc
            ESE
ESCO Technologies, Inc. 2.96E+08
            ESEA         Islands)
Euroseas Ltd.(Marshall Y23592200
Enstar GroupESGR         G3075P101
            ESI
ITT Educational Services 45068B109
            ESIC          2.78E+08
EasyLink Services International Corporation
            ESIO          2.85E+08
Electro Scientific Industries
            ESL
Esterline Technologies 2.97E+08
            ESLRD
Evergreen Solar Inc. New 30033R306
            ESLT
Elbit Systems Ltd        M3760D101
            ESMC
Escalon Medical Corp 2.96E+08
            ESP
Espey Manufacturing & Ele 2.97E+08
            ESR           4.64E+08
iShares MSCI Emerging Markets Eastern Europ Index Fund
            ESRX
Express Scripts Inc       3.02E+08
            ESS
Essex Property Trust, Inc2.97E+08
            ESSA
ESSA Bancorp, Inc.      29667D104
            ESSX
ESSEX RENTAL CORP         2.97E+08
            ESSXU
ESSEX RENTAL CORP 2.97E+08
            ESSXW
ESSEX RENTAL CORP         2.97E+08
Ensco PLC ESV           29358Q109
            ESYS
Elecsys Corporation 28473M100
            ETB         27828X100
Eaton Vance Tax-Managed Buy-Write Income Fund
            ETE         29273V100
Entergy Transfer Equity, L.P.
            ETF         00301T102
Aberdeen Emerging Markets Telecommunications and Infrastructure Fund, Inc.
            ETFC          2.69E+08
E*Trade Financial Corporation
            ETG         27828S101
Eaton Vance Tax-Advantaged Global Dividend Income Fund
            Interiors Inc 2.98E+08
Ethan Allen ETH
            ETJ         27829G106
Eaton Vance Risk - Managed Diversified Equity Income Fund
            ETM
Entercom Communications   2.94E+08
            ETN
Eaton Corporation         2.78E+08
            ETO         27828U106
Eaton Vance Tax-Advantaged Global Div Oppor. Fund
            ETP         29273R109
Energy Transfer Partners, L.P.
            ETR
Entergy Corporation 29364G103
            ETRM
EnteroMedics Inc.       29365M208
            ETV         27828Y108
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
            ETW         27829C105
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
            ETY         27828N102
Eaton Vance Tax-Managed Diversified Equity Income Fund
            EU          97717W174
WisdomTree Dreyfus Euro Fund
            EUFN          4.64E+08
iShares MSCI Europe Financials Sector Index Fund
            EUM         74347R396
ProShares Trust Short MSCI Emerging Markets
            EUO         74347W882
ProShares UltraShort Euro
             Ordinary Shares
Eurand N.V.EURX         N31010106
            EUSA          4.64E+08
iShares MSCI USA Index Fund
            EV
Eaton Vance Corp.         2.78E+08
            EVBN
Evans Bancorp Inc       29911Q208
            EVBS          2.77E+08
Eastern Virginia Bankshares In
            Communication
Entravision EVC         29382R107
            EVEP
EV Energy Partners, L.P.26926V107
            EVF
EATON VANCE SR INCOME TR27826S103
            EVG         27828V104
Eaton Vance Short Duration Diversified Income Fund
            EVI
ENVIROSTAR, INC.        29414M100
            EVJ         27826V106
EATON VANCE N.J. MUNI INCOME T
            EVK              3E+08
Ever-Glory International Group, Inc.
            EVM         27828A100
EATON VANCE CA MUN BND FUND
            EVN         27826U108
EATON VANCE MUNI INCOME TR
            EVO         27826G109
EATON VANCE OHIO MUNI INCOME T
            EVOL
Evolving Systems, Inc. 30049R209
            EVP         27826T101
EATON VANCE PENN MUNI INCOME T
            EVR
Evercore Partners Inc. 29977A105
            EVT         27828G107
Eaton Vance Tax-Advantaged Dividend Income Fund
             EVV        27828H105
Eaton Vance Limited Duration Income Fund
             EVX        57060U209
Market Vectors Environmental Services Index Fund
             EVY
E N.Y. MUNI INCOME T27826W104
             EW         2.82E+112
Edwards Lifesciences Corp
             EWA         4.64E+08
iShares MSCI Australia Index Fund
              ACWI      78355W528
Rydex MSCIEWAC Equal Weight ETF
             EWBC
East-West Bancorp Inc 27579R104
             EWC         4.64E+08
iShares MSCI Canada Index Fund
             EWD
iShares MSCI Sweden Index4.64E+08
              EAFE       Weight ETF
Rydex MSCIEWEF Equal78355W544
Rydex MSCIEWEM          78355W536
              Emerging Markets Equal Weight ETF
             EWG         4.64E+08
iShares MSCI Germany Index Fund
             EWH          Index
iShares MSCI Hong Kong4.64E+08
             EWI
iShares MSCI Italy Index 4.64E+08
             EWJ
iShares MSCI Japan Fund4.64E+08
             EWK         4.64E+08
iShares MSCI Belgium Investable Market Index Fund
             EWL
iShares MSCI Switzerland 4.64E+08
             EWM
iShares MSCI Malyasia 4.64E+08
             EWN         4.64E+08
iShares MSCI Netherlands Investable Market Index Fund
             EWO         4.64E+08
iShares MSCI Austria Investable Market Index Fund
             EWP
iShares MSCI Spain Index 4.64E+08
             EWQ
iShares MSCI France Index4.64E+08
             EWRI       78355W593
Rydex Russell 1000 Equal Weight ETF
             EWRM       78355W577
Rydex Russell Midcap Equal Weight ETF
             EWRS       78355W585
Rydex Russell 2000 Equal Weight ETF
             EWS         4.64E+08
iShares MSCI Singapore Index
             EWT
iShares MSCI Taiwan Index4.64E+08
             EWU         4.64E+08
iShares MSCI United Kingdom IX
             EWV        74347R347
ProShares Trust UltraShort MSCI Japan
             EWW         4.64E+08
iShares MSCI Mexico Investable Market Index Fund
             EWX        78463X756
SPDR S&P Emerging Markets Small Cap ETF
             EWY
iShares MSCI South Korea 4.64E+08
             EWZ
iShares MSCI Brazil IX 4.64E+08
             EWZS        4.64E+08
iShares MSCI Brazil Small Cap Index Fund
             E
Exactech Inc XAC        3.01E+113
             Group,
ExamworksEXAM Inc.30066A105
Exar Corp EXAR           3.01E+08
             EXAS
Exact Sciences Corp 30063P105
             EXBD       21988R102
Corporate Executive Board Co
             EXC
Exelon Corporation      30161N101
             EXD        27829M103
Eaton Vance Tax-Advantaged Bond And Option Strategies Fund
Exelixis Inc EXEL       30161Q104
EXFO INC. EXFO           3.02E+08
             EXG        27829F108
Eaton Vance Tax-Managed Global Diversifed Equity Income Fund
             EXH
Exterran Holdings Inc. 30225X103
iShares S&PEXI           4.64E+08
              Global Industrials Sector Index Fund
             EXK
Endeavour Silver Corp. 29258Y103
             Inc.
Excel Trust, EXL         30068C109
             EXLP        30225N105
Exterran Partners, L.P. Common Units representing Limited Partner Interests
             EXLS
ExlService Holdings, Inc. 3.02E+08
             EXM
Excel Maritime CarriersV3267N107
             EXP
Eagle Materials, Inc. 26969P108
             EXPD           Washi
Expeditors International 3.02E+08
Expedia, Inc.EXPE        30212P105
Exponent Inc EXPO        30214U102
             E
Express, Inc. XPR        3.02E+107
Extra SpaceEXR           30225T102
              Storage, Inc.
             EXT         97717W596
WisdomTree Total Earnings top 100 Fund
             EXTR
Extreme Networks         30226D106
             EXXI        G10082140
Energy XXI Limited (BERMUDA)
             EZA           4.64E+08
iShares MSCI South Africa Index Fund
             EZCH
EZchip Semiconductor Ltd M4146Y108
             EZJ         74347X708
ProShares Ultra MSCI Japan
             EZM         97717W570
WisdomTree MidCap Earnings Fund
Ezcorp Inc EZPW            3.02E+08
             EZU
iShares Inc MSCI Emu IX 4.64E+08
             EZY         97717W547
WISDOM TREE LARGECAP VALUE FUND (BASED ON THE WISDOMTREE LARGECAP VALUE INDEX)
Ford MotorF   Company 3.45E+08
Ford MotorF+  Company 3.45E+08
              Co.          3.45E+08
Ford MotorF-A 7.50% Notes due 6/10/2043
              Cap          3.45E+08
Ford MotorF-S Trust II 6.5 PFD S
             FAA
Guggenheim Airline ETF   18383Q812
             FAB         33733C108
First Trust Multi Cap Value AlphaDEX Fund
             FABK
First Advantage Bancorp  31848L104
             FAC
First Acceptance Corp. 3.18E+08
             FACE          7.19E+08
Physicians Formula Holdings, Inc.
             FAD         33733F101
First Trust Multi Cap Growth AlphaDEX Fund
             FAF
First American Corp. 31847R102
             FALC
FalconStor Software Inc 3.06E+08
             FAM           3.37E+08
First Trust/Aberdeen Global Opportunity Income Fund
             FAN         33736G106
FirstTrust Global Wind Energy ETF
             FARM
Farmer Bros Co             3.08E+08
             FARO
Faro Technologies Inc 3.12E+08
             FAS          Bull 3x Shares
Direxion Daily Financial25459W516
Fastenal CoFAST            3.12E+08
             FAV         33731L100
First Trust Active Dividend Income Fund
             FAX
Aberdeen Asia-Pacific 3009107
             FAZ          Bear 3x Shares
Direxion Daily Financial25459W490
             FBC
Flagstar Bancorp, Inc. 3.38E+08
             Markets 30247C301
FBR Capital FBCM CorporationCommon Stock
             FBF-M       33889X203
FLEET CAPITAL TRUST VIII 7.20% TRUST PREFERRED SECURITIES
             FBF-N       33889Y201
Fleet Capital Trust IX 6.00% Trust Pfd Securities (TruPS)
             FBIZ          3.19E+08
First Business Financial Services, Inc.
             FBMI
Firstbank Corp/MI        33761G104
             FBMS
First Bancshares, Inc. 3.19E+08
             FBN
Furniture Brands Intl     3.61E+08
             FBNC
First Bancorp/NC          3.19E+08
             FBP
First BanCorp.            3.19E+08
             FBP-A        3.19E+08
FIRST BANORP 7.125% MIPS SR A
              8.35%       3.19E+08
FIRST BANCFBP-B NONCUM PFD B
             FBP-C
FIRST BANCORP 7.4% PFD C  3.19E+08
             FBP-D        3.19E+08
FIRST BANCORP (HOLDING COMPANY) 7.25% NONCUMULATIVE PERPET MNTLY PF
             FBP-E        3.19E+08
First Bancorp 7% Noncumulative Perpetual Monthly Income Ser E Pfd
             FBR
FIBRIA CELULOSE S.A. 31573A109
             FBS-A       33610A209
First Preferred Capital Trust IV
             FBSI
First Bancshares Inc/MO3.19E+08
             FBSS
Fauquier Bankshares Inc3.12E+08
             FBT         3.37E+207
First Trust NYSE Arca Biotechnology Index Fund
             FC
Franklin Covey Company3.53E+08
             FCAL         3.19E+08
FIRST CALIFORNIA FINANCIAL GROUP
              Inc
First CapitalFCAP        31942S104
             FCBC        31983A103
First Community Bancshares Inc
             FCCO
First Community Corp        3.2E+08
             FCCY
1st Constitution Bancorp 31986N102
             FCE.A
Forest City Enterprises 3.46E+08
             FCE.B        3.46E+08
FOREST CITY ENTERPRICES CL B
             FCEL
FuelCell Energy Inc      35952H106
             FCF
First Commonwealth Fncl.    3.2E+08
             FCFC
Firstcity Financial Corp 33761X107
             FCFL        3.20E+206
First Community Bank Corp. of America
             FCFS        31942D107
First Cash Financial Services
             FCG         33734J102
First Trust ISE-Revere Natural Gas Index Fund
             FCGL        25459W227
Direxion Daily Natural Gas Related Bull 2X Shares
             FCGS        25459W219
Direxion Daily Natural Gas Related Bear 2X Shares
             FCH
Felcor Lodging Trust Inc.31430F101
             FCH-A       31430F200
FELCOR LODGING TR $1.95 PFD
             FCH-C       31430F507
Felcor Lodging Trust Shares(1/100th share 8% Ser C Prfd)
             FCHI         4.64E+08
iShares FTSE China (HK Listed) Index Fund
              Leaf       31969M105
First Clover FCLF Financial Corp.
             FCN
FTI Consulting, Inc.      3.03E+08
             FCNCA       31946M103
First Citizens BancShares Inc
             FCO           3013109
ABERDEEN COMMONWEALTH INC FD
             FCS
Fairchild Semiconductor 3.04E+08
             FCT         33733U108
First Trust Senior Floating Rate Income Fund II
              Bancshares, Inc
1st CenturyFCTY          31943X102
FaithSharesFCV           30605Q207
              Catholic Values Fund
              Bancorp, Inc.
First CapitalFCVA         3.19E+08
             FCX          G
Freeport-McMoran C &35671D857
             FCY          3.46E+08
Forest City Enterprises, Inc. 7.375% Senior Notes 2/1/2034
             FCZA
First Citizens Banc Corp 3.19E+08
             FDD         33735T109
First Trust STOXX European Select Dividend Income Fund
             FDEF        Corp
First Defiance Financial32006W106
             FDI
Fort Dearborn Income Secs  3.47E+08
             FDL           3.37E+08
First Trust Morningstar Dividend Leaders Index Fund
             FDM         33718M105
First Trust Dow Jones Select MicroCap Index Fund
             FDML
Federal-Mogul Corporation  3.14E+08
             FDN         3.37E+306
First Trust Dow Jones Internet Index Fund ETF
             FDO
Family Dollar Stores, Inc 3.07E+08
             FDP
Fresh Del Monte Produce  G36738105
             FDS
Factset Research Systems   3.03E+08
             FDV         3.37E+108
First Trust Strategic Value Index Fund(based on the Credit Suisse U.S. Value Index, Powered by
             FDX
FedEx Corporation        31428X106
             Corp.
FirstEnergy FE             3.38E+08
             FEED        Common Stock
AgFeed Industries, Inc. 00846L101
             FEFN          4.64E+08
iShares MSCI Far East Financials Sector Index Fund
FEI Co       FEIC        30241L109
             FEIM
Frequency Electronics, Inc.3.58E+08
             FELE
Franklin Electric Co Inc 3.54E+08
             FEN           2.93E+08
Energy Income and Growth Fund
             FEO         33731K102
First Trust/Aberdeen Emerging Opportunity Fund
             FEU          ETF
SPDR STOXX Europe 5078463X103
             FEX         33734K109
First Trust Large Cap Core AlphaDEX Fund
SPDR EUROFEZ             78463X202
              STOXX 50 ETF
             FFA           3.37E+08
First Trust Enhanced Equity Income Fund.
             FFBC
First Financial Bancorp 3.2E+08
             FFBCW          3.2E+08
First Financial Bancorp. Warrant
             FFBH        Arkans
First Federal Bncshs Of 32020F105
             FFC           3.38E+08
Flaherty & Crumrine/ Claymore Preferred Securities Income Fund Incorporated
             FFCH
First Financial Holdings Inc3.2E+08
             FFCO        31429C101
FedFirst Financial Corporation
             FFD         61757P101
Morgan Stanley Frontier Emerging Markets Fund,Inc.
             FFDF
FFD Financial Corp       30243C107
             FFEX          3.59E+08
Frozen Food Express Industries
             FFFD          6.58E+08
North Central Bancshares Inc
             FFG
FBL Financial Group 30239F106
              (Holdings) Co., Ltd.
Fuwei FilmsFFHL          G3704F102
             FFHS
First Franklin Corp         3.2E+08
             FFI
Fortune Industries, Inc.34963X200
             FFIC
Flushing Financial Corp 3.44E+08
             FFIN        32020R109
First Financial Bankshares Inc
             FFIV
F5 Networks Inc            3.16E+08
             FFKT
Farmers Capital Bank Corp   3.1E+08
             FFKY        32022D108
First Financial Service Corporation
             FFNM        32021X105
First Federal of Northern Michigan Bancorp, Inc.
             FFNW        32022K102
First Financial Northwest, Inc
             FFR         33736N101
First Trust FTSE EPRA/NAREIT GLobal Rela Estate Index Fund
             FGB         33733G109
First Trust Specialty Finance and Financial Opportunities Fund
             FGC         Holdings, Inc.
NextEra Energy Capital 65339K308
             FGD         33734X200
First Trust Dow Jones Global Select Dividend Index Fund
             FGE         Holdings, Inc.
NextEra Energy Capital 65339K407 Series E Junior Subordinated Debentures due 9/1/2067
SunAmericaFGF              8.67E+08
              Focused Alpha Growth Fund, Inc.
SunamericaFGI              8.67E+08
              Focused Alpha Large-Cap Fund, Inc.
             FGP
Ferrellgas Partners, L.P. 3.15E+08
             FHCO
THE FEMALE HEALTH CO3.14E+08
             FHI            Income Fund
First Trust Strategic High3.37E+08
             FHN           3.21E+08
First Horizon National Corporation
             FHO         33735C106
First Trust Strategic High Income Fund III
             FHY            Income Fund II
First Trust Strategic High3.37E+08
             FIBK        32055Y201
FIRST INTERSTATE BANCSYSTEMS, INC CLASS A
             FICO
Fair Isaac Coporation 3.03E+08
             FIG         34958B106
Fortress Investment Group LLC
             FII
Federated Investors, Inc.3.14E+08
Finish Line FINL           3.18E+08
             FIO           4.64E+08
iShares FTSE NAREIT Industrial/Office Capped Index Fund
             FIRE
SOURCEFIRE, INC.         83616T108
             FIS         31620M106
Fidelity National Information Services, Inc.
             FISI
Financial Institutions Inc 3.18E+08
Fiserv Inc FISV            3.38E+08
             FITB
Fifth Third Bancorp        3.17E+08
             FITBP         3.17E+08
Fifth Third Bancorp Dep Srs G Pfd
             FIVZ        72201R601
PIMCO 3-7 Year US Treasury Index Fund
             FIW         33733B100
First Trust ISE Water Index Fund
             FIX
Comfort Systems USA, Inc. 2E+08
             FIZZ
National Beverage Corp.6.35E+08
             FJA          Inc.
Merill Lynch Depositor,73941X528
FaithSharesFKL           30605Q405
              Lutheran Values Fund
             FL
Foot Locker, Inc.          3.45E+08
             FLAT        06740L485
iPath® US Treasury Flattener ETN
             FLC           3.38E+08
Flaherty & Crumrine/Claymore Total Return Fund Incorporated
             FLEX        Y2573F102
Flextronics International Ltd
             FLIC          3.21E+08
First of Long Island Corp/The
              Inc
Flir SystemsFLIR           3.02E+08
             FLL
Full House Resorts, Inc. 3.6E+08
             FLM         33736M103
First Trust ISE Global Engineering and Construction Index Fund
             FLML
Flamel Technologies        3.38E+08
             FLO
Flowers Foods, Inc.        3.43E+08
             FLOW
Flow International Corp 3.43E+08
             FLR
Fluor Corporation (New)3.43E+08
             FLS
Flowserve Corporation 34354P105
             FLT
Fleetcor Technologies, Inc.3.39E+08
             FLWS
1-800-FLOWERS.COM Inc    68243Q106
             FLXS
Flexsteel Industries       3.39E+08
             FLY
Fly Leasing Limited      34407D109
             FLYX
Direxion Airline Shares 25459W185
             FMAR
First Mariner Bancorp Inc  3.21E+08
             FMBI         3.21E+08
First Midwest Bancorp Inc/IL
             FMC
FMC Corporation           3.02E+08
             FMCN        34415V109
Focus Media Holding Limited
             FMD
The First Marblehead Corp.3.21E+08
             FMER
FirstMerit Corp           3.38E+08
             FMFC
First M & F Corp          3.21E+08
             FMN         31423P108
Federated Premeir Municipal Income Fund
             FMO         31647Q106
Fiduciary / Claymore MLP Opportunity Fund
             FMR          3.21E+08
First Mercury Financial Corporation
             FMS          3.58E+08
Fresenius Medical Care AG & Co. KGaA
             FMS-         3.58E+08
Fresenius Medical Care AG & Co. KGaA ADS (Each rep 1/3rd of a Preference Share)
FaithSharesFMV           Values Fund
              Methodist 30605Q504
             FMX           MEXICANO,
FOMENTO ECONOMICO 3.44E+08 S.A.B. DE C.V.
             FMY         3.37E+107
First Trust/FIDAC Mortgage Income fund
Fabrinet FN              G3323L100
F.N.B. Corp FNB           3.03E+08
              Corp.
FNB United FNBN           3.03E+08
Fundtech Ltd FNDT        M47095100
             FNF         31620R105
Fidelity National Financial, Inc. Class A Common Stock
             FNFG        33582V108
First Niagara Financial Group
             FNGN
FINANCIAL ENGINES, INC.   3.17E+08
             FNI         33733A102
First Trust ISE Chindia Index Fund
             FNLC
First Bancorp, Inc. (ME)31866P102
Finisar CorpFNSR         31787A507
             FNX         33735B108
First Trust Mid Cap Core AlphaDEX Fund
             FO
Fortune Brands, Inc.        3.5E+08
             FO-A
FORTUNE BRANDS $2.67 CV PFD 3.5E+08
FaithSharesFOC           30605Q306
              Christian Values Fund
             FOE
Ferro Corporation         3.15E+08
             FOF         End Opportiunity Fund
Cohen & Steers Closed 19248P106
             FOH         35582T108
Frederick's of Hollywood Group, Inc.
             FOLD
Amicus Therapeutics, Inc 03152W109
             FONR
Fonar Corporation         3.44E+08
             FOR
Forestar Group Inc.       3.46E+08
             FORD
Forward Industries Inc-N Y  3.5E+08
FormFactorFORMInc.        3.46E+08
             FORR
Forrester Research Inc 3.47E+08
             FORTY
Formula Systems 1985 Ltd  3.46E+08
Fossil Inc FOSL             3.5E+08
             FPBI
FPB Bancorp, Inc.        30254M101
             FPC-A        3.03E+08
FPC CAPITAL 7.10% CUM INCM PFD A
             FPFC        33610T109
First Place Financial Corp (Wa
             FPIC
Fpic Insurance Group Inc3.03E+08
             FPO         33610F109
First Potomac Realty Trust
             FPP          3.17E+08
FieldPoint Petroleum Corporation
             FPT         31423M105
Federate Premier Intermediate Municipal Income Fund
             FPTB        33589V101
First Pactrust Bancorp Inc
              FPX          3.37E+08
First Trust IPOX-100 Index Fund
              FR
1st Industrial Realty 32054K103
              FR-J       32054K798
First Industrial Realty Trust, Inc. Depositary Shares( Each representing 1/10,000 of a share of
              FR-K       32054K772
First Industrial Realty Trust, Inc. Depositary Shares (1/10,000th Share of 7.25% Series K Cumul
              FRA         Income Strategies Fund, Inc.
Blackrock Floating Rate09255X100
              FRB         Income Strategies Fund II, Inc.
Blackrock Floating Rate09255Y108
              FRBK
Republic First Bancorp Inc7.6E+08
              FRC
First Republic Bank      33616C100
              FRCCO        3.36E+08
First Republic Preferred Capital Corp. Pfd. D
              FRD
Friedman Industries        3.58E+08
Fred's Inc FRED            3.56E+08
FreeSeas, Inc.FREE       Y26496144
              FREEZ      Z, Exp. 07/29/2011
FreeSeas, Inc. Warrant Y26496128
              FRF
Fortegra Financial Corp. 34954W104
              FRG
Fronteer Gold Inc.         3.59E+08
              FRI        33734G108
First Trust S&P REIT Index Fund
              FRM
Furmanite Corporation 3.61E+08
              FRME
First Merchants Corp 3.21E+08
              FRN        18383Q838
Guggenheim Frontier Markets ETF
Frontline Ltd.FRO        G3682E127
              FRPT
Force Protection, Inc. 3.45E+08
              FRS
Frischs Restaurants,Inc. 3.59E+08
              FRT
Federal Realty Inv. Trust 3.14E+08
              FRX
Forest Laboratories, Inc. 3.46E+08
              FRZ
Reddy Ice Holdings, Inc. 75734R105
              FSBI
Fidelity Bancorp Inc/PA 3.16E+08
              FSBK       33646W100
First South Bancorp Inc/VA
              Finance Corp.
Fifth Street FSC         31678A103
              FSCI
Fisher Communications Inc  3.38E+08
              FSD        3.37E+113
FIRST TRUST HIGH INCOME LONG/SHORT FUND
              FSFG       3.36E+113
First Savings Financial Group, Inc
              FSGI
First Security Group, Inc.3.36E+08
              FSI        33938T104
Flexible Solutions International, Inc.
              FSII
FSI International Inc      3.03E+08
              FSIN
FUSHI COPPERWELD, INC.   3.61E+111
              FSLR
First Solar, Inc.          3.36E+08
              FSP        35471R106
Franklin Street Properties Corp
              FSR        L3466T104
Flagstone Reinsurance Holdings, S.A. (Luxembourg)
              Corp
FirstServiceFSRV         33761N109
              FSS
Federal Signal Corp.       3.14E+08
              FST
Forrest Oil Corporation 3.46E+08
Foster (Lb) CoFSTR          3.5E+08
              FSYS        Inc.
Fuel Systems Solutions,35952W103
              FT
FRANKLIN UNIVERSAL TR      3.55E+08
              FTA        33735J101
First Trust Large Cap Value Opportunities AlphaDEX Fund
              FTB-A      31678W204
FIFTH THIRD CAPITAL TRUST V 7.25% Trust Preferred Securities
              FTB-B       VI
Fifth Third Capital Trust31678V206
             FTB-C         3.17E+08
Fifth Third Capital Trust VII 8.875% Trust Pfd Sec
             FTC          33735K108
First Trust Large Cap Growth Opportunities AlphaDEX Fund
             FTE
France Telecom            35177Q105
             FTEK
Fuel Tech, Inc.              3.6E+08
             FTF          35472T101
Franklin Templeton Limited Duration Income Trust Common Shrs. of Beneficial Interest
             FTI
FMC Technologies, Inc.30249U101
             FTK
FLOTEK INDS INC            3.43E+08
             FTLK         Limited. Ordinary Shares
Funtalk China Holdings G36993106
             FTNT
FORTINET, INC.            3.50E+113
             Corporation
Frontier Oil FTO          35914P105
             FTR          35906A108
Frontier Communications Corp.
FEDERATEDFTT               3.14E+08
              ENHANCED TREASURY INCOME FUND
             Corporation
FiberTower FTWR           31567R209
             FTY           4.64E+08
iShares FTSE NAREIT Real Estate 50 Index Fund
             FUBC
1st United Bancorp, Inc.  33740N105
             FUD            CMCI Food
E-TRACS UBS Bloomberg9.03E+08 ETN
             FUE             8.7E+08
AB Svensk Ekportkredit (Swedish Export Credit Corporation
SMF EnergyFUELCorporation 78453M208
             FUL
H.B. Fuller Company          3.6E+08
             FULL            3.6E+08
Full Circle Capital Corporation
             FULT
Fulton Financial Corp        3.6E+08
             FUN
Cedar Fair, L.P.             1.5E+08
              Corp
First UnitedFUNC          33741H107
             FUND
Royce Focus Trust Inc 78080N108
             FUQI
Fuqi International, Inc. 36102A207
             FUR
Winthrop Realty Trust 9.76E+08
             FURX         36106P101
FURIEX PHARMACEUTICALS, INC.
             FVD          33734H106
First Trust Value Line Dividend Fund
             FVE
Five Star Qual Care       33832D106
             FVI           3.37E+08
First Trust Value Line Eqty Allocation Index Fnd
             FVL          33735G107
First TrustValue Line 100 Exchange-Traded
Wells FargoFWF            94979S207
              Capital XI 6.25% Enhanced Trust
             FWLT         H27178104
Foster Wheeler AG (SWITZERLAND)
              Corp
Forward AirFWRD              3.5E+08
             FWV
First West Virginia Banc. 3.37E+08
             FXA          23129U101
Currencyshares Australian Dollar Trust
             FXB          23129S106
Currencyshares British Pound Sterling Trust
             FXC          23129X105
Currencyshares Canadian Dollar Trust
             FXCB
Fox Chase Bancorp, Inc.   35137T108
FXCM, INC. FXCM            3.03E+08
             FXD          33734X101
First Trust Consumer Discretionary AlphaDEX Fund
             FXE
CurrencyShares Euro Trust 23130C108
FX Energy IncFXEN          3.03E+08
             FXF          23129V109
Currencyshares Swiss Franc Trust
             FXG          33734X119
First Trust Consumer Staples AlphaDEX Fund
             FXH          33734X143
First Trust Health Care AlphaDEX Fund
             FXI           4.64E+08
iShares FTSE China 25 Index Fund
             FXL          33734X176
First Trust Technology AlphaDEX Fund
             FXM          23130H107
Currencyshares Mexican Peso Trust
             FXN          33734X127
First Trust Energy AlphaDEX Fund
             FXO          33734X135
First Trust Financials AlphaDEX Fund
             FXP          74347X567
ProShares Trust UltraShort FTSE China 25
             FXR          33734X150
First Trust Industrials/Producer Durables AlphaDEX Fund
             FXS          23129R108
Currencyshares Swedish Krona Trust
             FXU          33734X184
First Trust Utilities AlphaDEX Fund
             FXY          23130A102
Currencyshares Japanese Yen Trust
             FXZ          33734X168
First Trust Materials AlphaDEX Fund
             FYX          33734Y109
First Trust Small Cap Core AlphaDEX Fund
FaithSharesFZB            30605Q108
              Baptist Values Fund
             G
GENPACT LIMITED           G3922B107
             GA
Giant Ineractive Group Inc.3.75E+08
             GAB
GABELLI EQUITY TRUST 3.62E+08
             Equity        3.62E+08
The Gabelli GAB-D Trust Inc. 5.875% Ser D Cumul Pfd
             GAB-F
Gabelli Equity Trust, Inc. 3.62E+08
             GABC          3.74E+08
German American Bancorp, Inc.
             GAF          78463X806
SPDR S&P Emerging Middle East & Africa ETF
             GAGA
LA GAGA HOLDINGS LIMITED   5.21E+08
Global-TechGAI            G39320117
               Advanced Innovations Inc.
Gaiam Inc GAIA            36268Q103
             GAIN          3.77E+08
Gladstone Investment Corporation
             GAM
GNL AMER INVESTORS 3.69E+08
             GAM-B         3.69E+08
General American Investors Company, Inc 5.95% Cumul Pfd Stock, Ser B
             GAME
Shanda Games Ltd.         81941U105
GAINSCO INC  GAN           3.63E+08
             GAR           3.73E+08
GEORGIA POWER COMPANY SERIES 2007D 6.375% SENIOR NOTES due July 15, 2047
NICOR Inc. GAS             6.54E+08
              Inc.
StealthGas, GASS          Y81669106
             GAT
Georgia Power Company      3.73E+08
             GAZ          06739H644
iPath Dow Jones-UBS Natural Gas Subindex Total Return ETN due October 22, 2037
Greatbatch,GB  Inc.       39153L106
             GBAB          4.02E+08
Guggenheim Build America Bonds Managed Duration Trust
             GBB          06739F176
Barclays Bank PLC iPath GBP/USD Exchange Rate ETN
             GBC          61747S413
Global Indices Basket CPN due August 20, 2011
             GBCI
Glacier Bancorp Inc 37637Q105
             GBDC
GOLUB CAPITAL BDC, INC.   38173M102
             GBE
Grubb & Ellis Company         4E+08
             GBF           4.64E+08
iShares Barclay Government/Credit Bond Fund
              Gold
Great BasinGBG Ltd.         3.9E+08
             GBI          61750V642
Global Indices Basket CPN due February 20, 2011
             GBL
GAMCO Investors, Inc. 3.61E+08
             GBLI         G39319101
GLOBAL INDEMNITY PLC (IRELAND)
             GBNK
Guaranty Bancorp          40075T102
             GBR
New Concept Energy 6.44E+08
             GBX
Greenbrier Companies 3.94E+08
Global CashGCA             3.79E+08
              Access Holdings, Inc.
             GCAP       36268W100
Gain Capital Holdings, Inc.
             GCBC          Inc
Greene County Bancorp 3.94E+08
             GCC            Commodity
GreenHaven Continuous3.95E+08 Index Fund
             GCE           3.62E+08
Claymore/Robb CEF GS Connect ETN
             GCF           3.79E+08
Global Income & Currency Fund, Inc.
              Food      38724Q404
Granite CityGCFB & Brewery Ltd
             GCH
GREATER CHINA FUND 39167B102
             GCI
Gannett Co., Inc.          3.65E+08
Genesco Inc. GCO           3.72E+08
             GCOM
Globecomm Systems Inc   37956X103
             Convertible36240B109 Securities Fund, Inc.
The Gabelli GCV           and Income
             GCV-B        Income Securities Fund Series 6.00% Cumulative
Gabelli Convertible and36240B307
             GD
General Dynamics            3.7E+08
             GDF        95766G108
Western Asset Global Partners Income Fund, Inc.
             GDI
Gardner Denver, Inc. 3.66E+08
             Global       Fund
The Gabelli GDL Deal36245G103
             Global       Fund
The Gabelli GDL-A Deal36245G202
             GDO        95790C107
Western Asset Global Corporate Defined Opportunity Fund Inc.
             GDOT
Green Dot Corporation39304D102
             GDP
Goodrich Petroleum Corp.   3.82E+08
             Dividend & 36242H104
The Gabelli GDV          Income Trust
             GDV-A      36242H203
Gabelli Dividend & Income Trust 5.875% Ser A
             & Inc.       6% Series D
Gabelli Div. GDV-DTrust36242H500 Cum. Prfrd. Shares
             GDX        57060U100
Market Vectors Gold Miners ETF
             GDXJ       57060U589
Market Vector Junior Gold Miners ETF
             GE
GENERAL ELECTRIC            3.7E+08
             GE-A           3.7E+08
General Electric Captial Corporation
             GEA            3.7E+08
General Electric Capital Corp., 6.625% Public Income Notes PINES
             GEC            3.7E+08
General Electric Capital Corporation 6.10% Public Income Notes "PINES"
             GED            3.7E+08
General Electric Capital Corporation 5.875% Notes
             GEDU       37951A108
Global Education & Technology Group Ltd
Greif, Inc. GEF            3.98E+08
Greif, Inc. GEF.B          3.98E+08
             GEG            3.7E+08
GENERAL ELECTRIC CAPITAL CORP
             GEJ            3.7E+08
General Electric Capital Corporation 6.00% Notes due April 24, 2047
             GEL
Genesis Energy, L.P.       3.72E+08
             GEN
GENON ENERGY, INC. 3.72E+111
             GENC
Gencor Industries, Inc. 3.69E+08
             GENE       37185R109
Genetic Technologies Ltd.
             G
Gentium SpAENT          37250B104
             GENZ
Genzyme Corporation 3.73E+08
             GEO
The GEO Group, Inc. 36159R103
             GEOI
GeoResources Inc           3.72E+08
GeoEye, Inc. GEOY       37250W108
             GEP             Step-Up
Gnrl Elctrc Cptl Corp 4.5%3.7E+08 PINES due 01/28/35
             GER            3.7E+08
General Electric Capital Corporation
Geron CorpGERN            3.74E+08
Guess?, Inc.GES           4.02E+08
             GET
Gaylord Entertainment Co  3.68E+08
             GEX        Alternative
Market Vectors Global 57060U407 Energy ETF
             GF
NEW GERMANY FUND Inc      6.44E+08
GAFISA S.A.GFA            3.63E+08
             GFC         Ltd. NEW
Gerova Financial GroupG38490200
             GFC+        Ltd. NEW
Gerova Financial GroupG38490176
             GFC.U       Ltd. New
Gerova Financial GroupG38490143
             GFED       40108P101
Guaranty Federal Bancshares In
Griffon Corp GFF          3.98E+08
             Ltd
Gold Fields GFI ADR 38059T106
             GFIG
GFI Group Inc.            3.62E+08
             GFN
General Finance Corporation3.7E+08
             GFNCL
General Finance Corp. Units3.7E+08
             GFNCZ         3.7E+08
General Finance Corp. Warrants
             GFRE
GULF RESOURCES INC. 40251W309
             GFW            7.5% Sr
AAG Holding Company Inc336206 Dbtrs due 11/05/2033
             GFY          9.58E+08
Western Asset Variable Rate Strategic Fund, Inc
             GFZ            336305
AAG Holding Company Inc. 7.25 Deb 1/23/34
             GG
Goldcorp, Inc.            3.81E+08
             GG+           Share Purchase Warrants (Expiring June 9, 2011)
GoldCorp, Inc. (Common3.81E+08
             GGAL
Grupo Financiero Galicia SA4E+08
Gerdau S.A.GGB            3.74E+08
             GGC
Georgia Gulf Corp.        3.73E+08
Graco Inc GGG             3.84E+08
              Global    36244N109
The Gabelli GGN Gold, Natural Resources & Income Trust
              Global    36244N208
The Gabelli GGN-A Gold, Natural Resources & Income Trust 6.625% Series A Cumulative Pfd Shares
             GGP           3.7E+08
GENERAL GROWTH PROPERTIES, INC.
             GGR
GeoGlobal Resources Inc.37249T109
             GGS        37946S107
Global Geophysical Services, Inc.
             GGT
GLOBAL MULTIMEDIA TR    36239Q109
             GGT-B      36239Q307
Gabelli Global Multimedia Trust Inc. 6.00% Series B
             GHDX
Genomic Health, Inc. 37244C101
             GHI        37933G108
GLOBAL HIGH INC DOLLAR FD
              Co.,
Greenhill & GHL Inc.      3.95E+08
             GHM
Graham Corporation 3.85E+08
             GIB
CGI Group Inc.          39945C109
             GIFI         4.02E+08
Gulf Island Fabrication Inc
             GIGA
Giga-Tronics Inc          3.75E+08
GigaMedia LtdGIGM       Y2711Y104
             GII        78463X855
SPDR FTSE/Macquarie Global Infrastructure 100 Index Fund
             GIII
G-Iii Apparel Group Ltd36237H101
             GIL
Gildan Activewear Inc. 3.76E+08
             GILD
Gilead Sciences Inc       3.76E+08
             GILT       M51474118
Gilat Satellite Networks Ltd
             GIM            Fund (Delaware)
Templeton Global Income8.8E+08
            GIS
General Mills, Inc.        3.7E+08
            GIT         61746S273
Dow Jones Titans 50 Index CPN due October 30, 2011
            GIVN
Given Imaging Ltd       M52020100
            GIW
WILBER CORPORATION 9.68E+08
            GJD           7.85E+08
Synthetic Fixed-Income Sec STRATS 2004-02, 6.50% Sprint Capital Corp.
            GJE          Sec STRATS
Synthetic Fixed-Income78478P202 2004-03, 5.90% Dominion Resources
            GJH          Sec STRATS
Synthetic Fixed-Income86311Q204 2004-06, 6.375% US Cellular Corp.
            GJI         86311N201
Synthetic Fixed-Inc Sec., Inc. STRATS for IBM Corp.
            GJJ          Sec STRATS
Synthetic Fixed-Income86311R202 2004-08, Float Rate Goldman Sachs
            GJK          Sec STRATS
Synthetic Fixed-Income86311T208 2004-09, Float Rate JPMorgan Chase
            GJM
GMAC LLC 7.35% Pfd 36186C301
            GJN          Securities,
Synthetic Fixed Income78478Q101Inc.
            GJO          Sec on behalf of STRATS for Wal-Mart Series 2005-4
Synthetic Fixed Income8.63E+204
            GJP          Securities
Synthetic Fixed Income78478P889on the behalf of STRATS for Dominion Resources Series 2005-6
            GJR           8.63E+08
Synthetic Fixed Income Securities
            GJS          Securities
Synthetic Fixed Income86311R301
            GJT          Securities
Synthetic Fixed Income86310N202
            FIXED         8.63E+08
SYNTHETIC GJV INCOME SECURITIES, INC
            GKK
Gramercy Capital Corp. 3.85E+08
            GKK-A
Gramercy Capital Corp 3.85E+08
            GKM         36186C400
GMAC LLC 7.25% Notes due 02/07/2033
            G
Geeknet, Inc KNT        36846Q203
            GKSR
G&K Services Inc          3.61E+08
            GLA
Clark Holdings Inc.     18145M109
            GLA+
Clark Holdings Inc.     18145M117
            GLA.U
Clark Holdings Inc.     18145M208
            GLAD
Gladstone Capital Corp 3.77E+08
            GLBC
Global Crossing Ltd. G3921A175
            GLBL
Global Industries Ltd     3.79E+08
            GLBS
GLOBUS MARITIME LIMITED Y27265209
             Bancorp
Glen BurnieGLBZ           3.77E+08
            GLCH
GLEACHER & CO, INC. 3.77E+08
            GLD         Gold Shares
SPDR Gold Trust, SPDR 78463V107
            GLDC
Golden Enterprises        3.81E+08
             Dredge       3.91E+08
Great LakesGLDD & Dock Corporation
            GLDX         ETF
Global X Gold Explorers37950E739
            GLF           4.03E+08
Gulfmark Offshore, Inc. (New)
            GLGL
GLG LIFE TECH CORP        3.62E+08
            Year          4.64E+08
iShares 10+GLJ Government/Credit Bond Fund
            GLL         74347W718
ProShares UltraShort Gold
            GLNG
Golar LNG Ltd           G9456A100
            GLO         1.89E+110
Clough Global Opportunites Fund
            GLOI        37946D209
GlobalOptions Group, Inc.
            GLP
Global Partners LP      37946R109
            GLPW        37941P306
Global Power Equipment Group, Inc. New
            GLQ         18914C100
Clough Global Equity Fund
            GLRE        G4095J109
Greenlight Captial RE, LTD. Class A
Glatfelter GLT           3.77E+08
            GLTR       26922W109
ETFS Precious Metals Basket Trust
            Utility    36242L105
The Gabelli GLU & Income Trust
            Inc.
Glu Mobile GLUU           3.8E+08
            GLV        18913Y103
Clough Global Allocation Fund
            GLW
Corning Incorporated 2.19E+08
            GM
General Motors Company 37045V100
            GM-B
General Motors Company 37045V209
             7.30%     36186C202
GMAC LLC.,GMA Redeem "PINES"
            GMAN
Gordmans Stores, Inc. 38269P100
            GMCR         3.93E+08
Green Mountain Coffee Roasters
            GME        36467W109
GameStop Corp (Holding Company)
GeoMet, Inc.GMET       37250U201
GeoMet, Inc.GMETP      37250U300
            GMF        78463X301
SPDR S&P Emerging Asia Pacific ETF
            GMK
Gruma, S.A.B de C.V.         4E+08
            GML        78463X707
SPDR S&P Emerging Latin America ETF
            GMM        78463X509
SPDR S&P Emerging Markets ETF
            GMMB         3.85E+08
Grail McDonnell Intermediate Municipal Bond ETF
            GMO
General Moly, Inc.        3.7E+08
            GMR        Y2693R101
General Maritime Corporation (NEW)
            GMT
GATX Corporation         3.61E+08
            GMT-
GATX CORP,$2.50 CV PFD   3.61E+08
            GMTB         3.85E+08
Grail McDonnell Core Taxable Bond ETF
            GMTC       36466D102
GameTech International Inc
            GMXR
GMX Resources Inc      38011M108
            GMXR-      38011M405
GMX Resources, Inc. Series B Cumulative Preferred Stock
            GNCMA
General Communication3.69E+08
            GNET        Inc.
Global Traffic Network,37947B103
            GNI          Ppty
Great Northern Iron Ore3.91E+08
            GNK        Y2685T107
Genco Shipping & Trading Limited
            GNMK
GENMARK DIAGNOSTICS, INC.3.72E+08
            GNOM
Complete Genomics, Inc.20454K104
            GNR        78463X541
SPDR S&P Global Natural Resources ETF
            GNRC
GENERAC HOLDINGS INC     3.69E+08
Gentex Corp GNTX         3.72E+08
GenVec Inc GNVC        37246C109
            GNW        37247D106
Genworth Financial, Inc.
            GOF         Strategic Opportunities Fund
Claymore/Guggenheim18385X104
            GOK
GEOKINETICS INC          3.73E+08
            GOL        38045R107
Gol Linhas Aereas Inteligentes S.A.
            GOLD
Randgold Resources Ltd 7.52E+08
            GOLF        Holdings, Inc.
Golfsmith International38168Y103
            GOM        36186C509
GMAC LLC 7.375% Notes(due 12/16/2044)
            GOOD         3.77E+08
Gladstone Commercial Corporation - REIT
            GOODO        3.77E+08
Gladstone Commercial Corporation 7.50% Series B Cumulative Redeemable Preferred Stock
            GOODP        3.77E+08
Gladstone Commercial Corporation 7.75% Series A Cumulative Convertible Preferred Stock
Google, Inc.GOOG        38259P508
            GORO        38068T105
GOLD RESOURCE CORPORATION COM STK
            GOV         38376A103
Government Properties Income Trust
            GPC
Genuine Parts Company 3.72E+08
            GPE-A
Georgia Power Company    3.73E+08
            GPE-X       37333T205
Georgia Power Capital Trust VII 5.875% Trust Pfd Secs
            GPI
Group 1 Automotive, Inc. 3.99E+08
            GPIC        36467A107
Gaming Partners International Corporation
            GPK          3.89E+08
Graphic Packaging Holding Company
            GPM         Equity Income Fund
Guggenheim Enhanced40167B100
            GPN
Global Payments, Inc. 37940X102
            GPOR
Gulfport Energy Corp. 4.03E+08
            GPR         37248H304
GeoPetro Resources Company
            GPRC
GUANWEI RECYCLING CORP   4.01E+08
            GPRE         Energy, Inc.
Green Plains Renewable 3.93E+08
            GPRO
Gen-Probe Inc           36866T103
Gap, Inc. GPS            3.65E+08
            GPX
GP Strategies Corp.     36225V104
            GR
Goodrich Corporation 3.82E+08
            & Co.
W.R. Grace GRA          38388F108
            GRAN
Bank of Granite Corp 62401104
            GRB
Gerber Scientific, Inc. 3.74E+08
            GRC
Gorman-Rupp Company 3.83E+08
            GRES
IQ ARB Global Resources 45409B883
            GRF          2.69E+08
Eagle Capital Growth Fund, Inc.
            GRH
GreenHunter Energy, Inc.39530A104
            GRI         Realty Majors
Cohen & Steers Global 00162Q106 ETF
            GRID        33737A108
FIRST TRUST NASDAQ CLEAN EDGE SMART GRID INFRASTRUCTURE INDEX FUND
             & Nurseries 3.98E+08
Griffin LandGRIF         Inc
            GRIN        INC.
SMILE BRANDS GROUP 83172M109
            GRM          3.85E+08
Graham Packaging Company, Inc.
GRAYMARKGRMH             3.89E+08
             HEALTHCARE INC (FORMERLY GRAYMARK PRODUCTIONS INC TO 01/02/2008)
Garmin Ltd GRMN         H2906T109
            GRN
iPath Global Carbon ETN 06739H164
            GRNB
Green Bankshares, Inc.` 3.94E+08
            GRO
Agria Corporation       00850H103
            GROW
US Global Investors Inc 9.03E+08
            GRR
Asia Tigers Fund, Inc. 04516T105
            GRRF        16938P107
China Grentech Corporation Limited
            GRS
Gammon Gold Inc.        36467T106
            GRT
Glimcher Realty Trust 3.79E+08
            GRT-F        3.79E+08
Glimcher Realty TrusT 8.75% Ser F Cumul Rdmble Pfd Shares
            GRT-G        3.79E+08
Glimcher Realty Trust 8.125% Ser G Cum Rdmble Pfd Shs of Beneficial Int Pfd Stock
            GRU           8.7E+08
AB Svensk Ekportkredit (Swedish Export Credit Corporation Linked to the MLCX Grains Index - Tot
            GRV         00768Y404
MARS HILL GLOBAL RELATIVE VALUE ETF
            GRVY
GRAVITY Co., Ltd.       38911N107
            Healthcare 36246K103 Trust
The Gabelli GRX         & Wellness
             Healthcare 36246K202 Trust 5.76% Series A Cumulative Preferred Shares
The Gabelli GRX-A        & wellness
            GRZ
Gold Reserve Inc. CL A 38068N108
            GS
Goldman Sachs Group 38141G104
            GS-A         Inc. (The) Depositary shares
Goldman Sachs Group, 38143Y665
            GS-B         38144X500
Goldman Sachs Group Depositary Shares (1/1000 Interest of 6.2% Non-Cum. Prfrd. Stock, Series B)
            GS-C         38144X609
Goldman Sachs Group Dep. Shares (1/1000 Int. of Floating Rate Non-Cum. Prfrd. Stk., Ser. C)
            GS-D         Inc. (Each representing 1/1000th Interest in a Share of Floating Rate Non-
Goldman Sachs Group, 38144G804
            GSAT
Globalstar, Inc.          3.79E+08
            GSB
GLOBALSCAPE INC          37940G109
            GSBC           Inc
Great Southern Bancorp3.91E+08
             S&P         38144L852
GS ConnectGSC GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to pos
            GSF          Inc., The 6.125% Notes due 2060
Goldman Sachs Group, 38145X111
              GSCI       46428R107
iShares S&PGSG Commodity-Indexed Trust
Guangshen GSH             Ltd
             Railway Co.40065W107
            GSI           3.71E+08
General Steel Holdings, Inc.
            GSIC
GSI Commerce Inc         36238G102
            GSIT
GSI Technology           36241U106
            GSK
GlaxoSmithKline plc 37733W105
             Lease,
Global Ship GSL Inc. Y27183105
            GSLA
GS Financial Corp         3.62E+08
            GSM          Inc.
Globe Specialty Metals 37954N206
            GSOL
Global Sources Ltd       G39300101
            GSP          06738C794
Barclays Bank PLC iPath Exchange Traded Notes due 2036 Linked to GSCI Total Return Index
             Resources 38119T104
Golden StarGSS           Ltd.
            GST
Gastar Exploration Ltd. 3.67E+08
            GSX
Gasco Energy, Inc.        3.67E+08
            GT
Goodyear Tire & Rubber3.83E+08
            GTAA         00768Y800
Cambria Global Tactical ETF
             Energy Inc. 38500T101
Gran Tierra GTE
            GTEC         37950B107
GLOBAL DEFENSE TECHNOLOGY AND SYSTEMS INC.
            GTF
CYTOMEDIX INC            23283B204
            GTI           3.84E+08
GRAFTECH INTERNATIONAL LTD. (HOLDING COMPANY)
              Restaurants3.82E+08
Good TimesGTIMD            Inc. New
            GTIV         37247A102
Gentiva Health Services Inc
            GTLS
Chart Industries, Inc. 16115Q308
            GTN
Gray Television, Inc.     3.89E+08
            GTN.A         3.89E+08
Gray Television, Inc. Class A
            GTS
Triple-s Management Corp. 8.97E+08
GTSI Corp GTSI           36238K103
            GTU
Central Gold Trust        1.54E+08
GTX Inc. GTXI            40052B108
            GTY
Getty Realty Corp.        3.74E+08
            GU           Energy Limited
Gushan Environmental 40330W205
            GUID
Guidance Software, Inc. 4.02E+08
            GUL            H 5.25%
GULF POWER COMP Ser 4.02E+08Sr Nts due 07/15/2033
            GULF         97717X305
Wisdom Tree Middle East Dividend Fund
            GUR          78463X608
SPDR S&P Emerging Europe ETF
             GUT
GABELLI UTILITY TRUST36240A101
             GUT-A       36240A200
Gabelli Utility Trust 5.625% Ser A Cumul Pfd Shs
             GV
Goldfield Corporation 3.81E+08
             GVA
Granite Construction Inc.  3.87E+08
             GVI           4.64E+08
iShares Barclay Intermideate Government/Credit Bond Fund
             GVP
GSE Systems, Inc.        36227K106
             GVT           3.85E+08
Grail American Beacon Large Cap Value ETF
              Capital     5.625% Trust
Wells FargoGWF VIII94979D200 Pfd Securities
             GWL          ETF
SPDR S&P World ex-US78463X889
             GWO         22542D407
ELEMENTS CS Global Warming ETN
Genesee & GWRWyoming Inc.  3.72E+08
             GWW
W.W. Grainger, Inc.        3.85E+08
             GWX          Small Cap
SPDR S&P International78463X871ETF
             GXC
SPDR S&P China ETF 78463X400
             GXDX
Genoptix, Inc.           37243V100
             GXF         3.80E+105
Global X FTSE Nordic 30 ETF
             GXG         3.80E+204
Gloabal X/InterBolsa FTSE Colombia 20 ETF
             GXP
Great Plains Energy Incor  3.91E+08
             GXP-A         3.91E+08
GREAT PLAINS ENERGY 3.80% PFD
             GXP-D         3.91E+08
GREAT PLAINS ENERGY 4.35% PFD
             GXP-E         3.91E+08
GREAT PLAINS ENERGY 4.50% PFD
             GXP-F
Great Plains Energy Inc. 3.91E+08
GenCorp Inc. GY            3.69E+08
             GYA         12679Q206
Corporate Asset Backed Corp., CABCO Trust 2004-1 Goldman Sachs 6.00%
             GYB         12679N203
Corporate Asset Backed Corp., CABCO Trust 2004-101 Goldman Sachs Float
             GYC         12679R204
Corporate Asset Backed Corp., CABCO Trust 2004-102 SBC Commun Float Rate
             GYRO          Inc
Gyrodyne Co of America4.04E+08
             H
Hyatt Hotels Corporation   4.49E+08
             HA
Hawaiian Holdings, Inc. 4.2E+08
             HAE
Haemonetics Corporation    4.05E+08
             HAFC
Hanmi Financial Corp        4.1E+08
             HAIN
Hain Celestial Group Inc 4.05E+08
             Company 4.06E+08
Halliburton HAL
             HALL        40624Q203
Hallmark Financial Services, Inc.
             HALO        40637H109
Halozyme Therapeutics, Inc.
             HANS
Hansen Natural Corp 4.11E+08
             HAO         18383Q853
Guggenheim China Small Cap ETF
             HAP         57060U795
Market Vectors- RVE Hard Assests Producer ETF
Harman IntlHARIndustries 4.13E+08
              Savings
HarleysvilleHARL Financial 4.13E+08
Hasbro, Inc.HAS            4.18E+08
             HAST
Hastings Entertainment Inc 4.18E+08
             Digital
Hauppauge HAUP Inc 4.19E+08
             HAV         42327W206
HELIOS ADVANTAGE INCOME FUND, INC. (NEW)
             HAVNP
Haven Capital Trust II 41935L206
             HAWK
Seahawk Drilling, Inc. 81201R107
             HAYN
Haynes International, Inc. 4.21E+08
            HBA-D        SER D
HSBC USA INC DEP SHR40428H706
            HBA-F       Rate Non-Cumlu Ser F
HSBC USA Inc. Floating 40428H805
            HBA-G       each reprensting 1/40th of a sh of Fltng Rate of Non Cumul Pfd Ser G
HSBC USA Inc. Dep Shs 40428H888
            HBA-H       40428H862
HSBC USA INC., Dep. Shrs. (1/40th Share 6.5% Non-Cum. Prfrd. Stck.)
            HBA-Z       CM PFD
HSBS USA INC $2.8575 40428H201
            Bancshares Inc
Huntington HBAN           4.46E+08
            Bancshars Inc. Pfd Ser A
Huntington HBANP          4.46E+08
            HBC
HSBC Holdings PLC         4.04E+08
             CAP          4.15E+08
HARRIS PFDHBC- 7.375%EXCHPFDA
            HBC-A         4.04E+08
HSBC Holdings PLC, Inc. ADS(1/40 shr. 6.2% Non-Cum. Dlr. Pref. Shrs., Ser.A)
            HBCP
Home Bancorp, Inc. 4.37E+111
            HBHC
Hancock Holding Co         4.1E+08
            HBI
Hanesbrands, Inc.          4.1E+08
            HBIO
Harvard Bioscience Inc 4.17E+08
            HBM
HUDBAY MINERALS INC 4.44E+08
            HBNC
Horizon Bancorp Indiana 4.4E+08
            HBNK
Hampden Bancorp, Inc.4.09E+111
            HBOS
Heritage Financial Group42726X102
            HBP
HELIX BIOPHARMA CORP (F)  4.23E+08
            HCBK
Hudson City Bancorp Inc4.44E+08
            HCC
HCC Insurance Holdings 4.04E+08
            HCCI         Inc.
Heritage-Crystal Clean, 42726M106
            HCF         43005Q107
Highland Credit Strategies Fund
            HCH         12616K106
Merrill Lynch Canada Inc. CP Holders
            HCII
HOMEOWNERS CHOICE INC.  4.37E+107
            HCIIW
HOMEOWNERS CHOISE, INC. 4.37E+115
            HCKT
Hackett Group Inc (The).4.05E+08
             REIT,
Health CareHCN Inc. 42217K106
             Reit, Inc. 7/8% Ser D
Health CareHCN-D 7 42217K304 Cumul Rdmble Pfd Stock
             REIT,      42217K403
Health CareHCN-FInc. 7.625% Ser. F Cum. Rdmbl. Prfrd. Stock
HCP, INC. HCP           40414L109
            HCP-E       40414L307
HCP, Inc. 7.25% Ser E Cumul Rdmble Pfd
            HCP-F       40414L208
HCP,Inc. 7.1% Ser F Cumul Rdmble Pfd
            HCS           4.04E+08
HSBC Holding PLC 8.125% Perpetual Capital Securities
            HCS-B
HSBC Holdings PLC         4.04E+08
            HCSG
Healthcare Services Group 4.22E+08
            HD
Home Depot, Inc.          4.37E+08
            Limited
HDFC Bank HDB           40415F101
            H
Hardinge Inc DNG          4.12E+08
            HDSN
Hudson Technologies Inc   4.44E+08
            HDY
Hyperdynamics Corporation 4.49E+08
            HE
Hawaiian Electric Indus. 4.2E+08
            HE-U          4.04E+08
HECO Capital Trust III 6.5% QUIPS
            HEAT
SmartHeat Inc.          83172F104
HemispherxHEB           42366C103
             BioPharma, Inc
            HEDJ        97717X701
WisdomTree Int'l Hedged Equity Fund
            HEES          4.04E+08
H&E Equipment Services, Inc.
             HEI
HEICO Corporation         4.23E+08
             HEI.A
HEICO CORP CL A           4.23E+08
             HEK
Heckmann Corporation 4.23E+08
             HEK+
Heckmann Corporation 4.23E+08
             HEK.U
Heckmann Corporation 4.23E+08
             HELE
Helen Of Troy Ltd       G4388N106
             HEOP
Heritage Oaks Bancorp 42724R107
             HEP          4.36E+08
Holly Energy Partners, L.P.
             HERO
Hercules Offshore, Inc. 4.27E+08
             HES
Hess Corporation        42809H107
ENER1 INC HEV           29267A203
             HF
HFF, Inc. Class A       40418F108
             HFB        59022W182
Merrill Lynch Factor Model Index SRN due November 07, 2012
             HFBC
HopFed Bancorp Inc         4.4E+08
             HFBL       43708L108
Home Federal Bancorp, Inc. of Louisiana
             HFC-B      40429C607
HSBC Finance Corporation Depositary Shares (each rep 1/13th of a shr of 6.36% Non-Cumul Ser B)
              Corp
HF FinancialHFFC          4.04E+08
             HFWA
Heritage Financial Corp42722X106
HHGREGG, Inc.HGG        42833L108
             HGI        18383Q804
Guggenheim International Muti-Asset Income ETF
             Group
HarleysvilleHGIC Inc 4.13E+08
             HGR
Hanger Orthopedic Group 41043F208
             HGSH       Inc.
China HGS Real Estate, 16948W100
             HGSI
Human Genome Sciences Inc 4.45E+08
             HGT
Hugoton RoyaltyTrust 4.45E+08
             HH
Hooper Holmes, Inc.       4.39E+08
             HHC        44267D107
The Howard Hughes Corporation
             HHGP
Highland Group Inc.       4.44E+08
             HHH
INTERNET HLDRS TRUST    46059W102
             HHS
Harte-Hanks, Inc.         4.16E+08
             Yield
Helios High HHY Fund 42328Q109
             HI
Hillenbrand, Inc.         4.32E+08
             HIBB
Hibbett Sports, Inc.      4.29E+08
             HIF        95766H106
Western Asset High Income Fund, Inc.
             HIFS         4.33E+08
Hingham Institution for Saving
             HIG
Harford Financial Svcs. 4.17E+08
             HIG+         4.17E+08
The Hartford Financial Services Group, Inc.
             FINL SVCS GRP INC., 7.25% MANDATORY CONVERTIBLE PFD SER F
HARTFORD HIG-A            4.17E+08
             HIH        42327X204
HELIOS HIGH INCOME FUND, INC. (NEW)
             HIHO
Highway Holdings Ltd G4481U106
             HIL
Hill International, Inc 4.31E+08
             HILL
Dot Hill Systems Corp. 25848T109
             HIMX
Himax Technologies, Inc.43289P106
             HIO        95766K109
Western Asset High Income Opportunity Fund, Inc.
             HIS         Shares
BlackRock High Income9.25E+110
Hitachi, Ltd.HIT          4.34E+08
             HITK
Hi-Tech Pharmacal Co Inc42840B101
            HITT       43365Y104
Hittite Microwave Corporation
            Properties,Inc.
Highwoods HIW            4.31E+08
            HIW-B        4.31E+08
HIGHWOODS PROPERTIES 8% SRB
            HIX        95766J102
Western Asset High Income Fund II, Inc.
            HJA          8.04E+08
MS Structured Asset SATURNS 2003-15, 7.00% Hertz Corp.
            HJG        80411U207
MS Structured Asset SATURNS 2004-02, 5.75% Goldman Sachs
            HJJ        80411Y209
MS Structured Asset Corp 6.00% Goldman Sachs Capital I SATURNS
            HJL          8.04E+08
MS Structured Asset SATURNS 2004-06, 6.00% Goldman Sachs Cap I
            HJN        80412A200
MS Structured Asset SATURNS 2005-01, 6.125% Goldman Sachs Capital I
            HJO        03738Q204
MS Structured Asset SATURNS 2005-02, 6.875% Aon Capital A
            HJR        80410Q207
MS Structured Asset Corp
            HJT
MS STRUCTURED ASSET    86360Y207
            HJV         8.04E+206
SATURNS J.C. Penney Company Inc. Deb Backed Ser 2007-1 7.00% Callable Class A Units
            HK           7.16E+08
Petrohawk Energy Corporation
            HKN        40420K103
Harken Energy Corporation
            HL
Hecla Mining Company 4.23E+08
            HL-B
HECLA MINING SRBCV PFD   4.23E+08
            HLF
Herbalife Ltd.         G4412G101
Harmonic IncHLIT         4.13E+08
            HLM-       43162L206
Hillman Group Capital Trust
            HLS
Healthsouth Corporation  4.22E+08
            HLX        42330P107
Helix Energy Solutions Group, Inc.
Heelys, Inc.HLYS       42279M107
            HMA
Health Management Assoc. 4.22E+08
            HMC
Honda Motor Co., Ltd. 4.38E+08
            HME
Home Properties, Inc. 4.37E+08
            HMG          4.04E+08
HMG / Courtland Properties
            HMH         HIHG INCOME FUND INC. (NEW)
HELIOS MULTI-SECTOR 42327Y202
            HMIN       43713W107
Home Inns & Hotels Management, Inc.
            HMN
Horace Mann Educators 4.4E+08
            HMNA       42327L101
Helios & Matheson North America, Inc.
            HMNF
HMN Financial Inc      40424G108
            HMPR
HAMPTON ROADS BKSHS      4.09E+08
            HMSY
HMS Holdings Corp. 40425J101
            HMY          4.13E+08
Harmony Gold Mining Company Limited
            HNB
HERALD NATIONAL BANK   42703Q104
            HNH            4.1E+08
Handy & Harman Holdings Ltd.
            HNI
HNI Corporation          4.04E+08
            HNP
Huaneng Power Intl, Inc.4.43E+08
             Res
Harvest NatHNR Inc 41754V103
            HNRG
HALLADOR ENERGY CO.    40609P105
            HNSN
Hansen Medical, Inc. 4.11E+08
            Inc.
Health Net, HNT        42222G108
            HNW          Income Trust
Pioneer Diversified High 7.24E+08
            HNZ
H.J. Heinz Company       4.23E+08
            HNZ-
HEINZ $1.70 CM CV PFD 4.23E+08
            HOC
Holly Corporation        4.36E+08
            HOFT
Hooker Furniture Corp 4.39E+08
            HOG
Harley-Davidson, Inc. 4.13E+08
            HOGS
Zhongpin Inc.           98952K107
Hoku Corp HOKU            4.35E+08
            HOLI        G45667105
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
            HOLL
Hollywood Media Corp 4.36E+08
Hologic Inc HOLX          4.36E+08
            HOMB
Home BancShares, Inc. 4.37E+08
            HOME        43710G105
Home Federal Bancorp, Inc.
            HON
Honeywell International 4.39E+08
            HOOK          2.24E+08
Craft Brewers Alliance, Inc.
            HOS           4.41E+08
Hornbeck Offshore Services, Inc.
            HOT         85590A401
Starwood Hotels & Resorts
            HOTT
HOT Topic Inc             4.41E+08
            HOV
Hovnanian Enterprises 4.42E+08
            HOVNP         4.42E+08
Hovnanian Enterprises Inc. Dep Shr Srs A Pfd
            HP
Helmerich & Payne, Inc. 4.23E+08
            Preferred Capital, Inc. - Class C Preferred Stock
Huntington HPCCP        44667X208
            HPF         41013X106
John Hancock Preferred Income Fund II
            HPI         41013W108
John Hancock Preferred Income Fund
            HPJ         43113X101
HIGHPOWER INTERNATIONAL INC.
            HPOL
Harris Interactive Inc 4.15E+08
            HPP           4.44E+08
Hudson Pacific Properties, Inc.
            HPP-B         4.44E+08
Hudson Pacific Properties, Inc.
            HPQ
HEWLETT PACKARD CO 4.28E+08
            HPS         41021P103
John Hancock Preferred Income Fund III
            HPT         44106M102
Hospitality Properties Trust
            HPT-B       44106M409
Hospitality Properties Trust 8.875% Ser B Cum Redem
            HPT-C       44106M508
Hospitality Properties Trust
            HPY         42235N108
Heartland Payment Systems, Inc.
            HQH
Healthcare Investors 4.04E+08
            HQL
Life Sciences Inves.      4.04E+08
            HQS         40426A208
HQ Sustainable Maritime Industries, Inc.
HeallthcareHRRealty Trust 4.22E+08
            Inc.
H&R Block, HRB           93671105
            HRBN
Harbin Electric, Inc.   41145W109
            HRC
HILL-ROM HOLDINGS, INC.   4.31E+08
HARBINGERHRG GROUP INC. 41146A106
            HRL
Hormel Foods Corporation   4.4E+08
            HRLY
Herley Industries Inc     4.27E+08
            HRS
Harris Corporation        4.14E+08
             Research Technology
Arrhythmia HRT           42698308
            HRZ
Horizon Lines, Inc.     44044K101
            HRZN        44045A102
HORIZON TECHNOLOGY FINANCE CORP.
            HS
Healthspring, Inc.      42224N101
            HSA         42328A203
HELIOS STRATEGIC INCOME FUND, INC.
            HSC
Harsco Corporation        4.16E+08
            HSFT        43358R108
HiSoft Technology International Ltd.
            HSIC
Henry Schein Inc         8.06E+08
            HSII
Heidrick & Struggles Inc 4.23E+08
            New
Heska Corp HSKAD        42805E306
            HSM         42327M109
HELLOS STRATEGIC MORTGAGE INCOME FUND
HSN, Inc. HSNI           4.04E+08
            HSP
Hospira, Inc.            4.41E+08
             & Resorts, 44107P104
Host HotelsHST          Inc.
            HSTM
HealthStream Inc        42222N103
            HSWI
HSW International, Inc.40431N203
            HSY
The Hershey Company 4.28E+08
            HT
Hersha Hospitality Trust 4.28E+08
            HT-A         4.28E+08
Hersha Hospitlality Tr 8% Ser A Pfd Shrs of Ben Int
            HTB         40429C201
HSBC Finance Corp 6.875% Nts due 1/30/2033
            HTBK
Heritage Commerce Corp   4.27E+08
            Technology Inc
Hutchinson HTCH          4.48E+08
            HTCO
Hickory Tech Corp        4.29E+08
            HTD         41013V100
John Hancock Tax-Advantaged Dividend Income Fund
            HTGC         4.27E+08
Hercules Technology Growth Capital, Inc.
            HTH
HILLTOP HOLDINGS INC. 4.33E+08
            HTHT        16949N109
CHINA LODGING GROUP, LIMITED
            HTLD
Heartland Express Inc 4.22E+08
            HTLF        42234Q102
Heartland Financial USA, Inc.
            HTM
U.S. Geothermal Inc. 90338S102
            HTN         40429C300
HSBC Finance Corporation 6% Notes due 11/30/2033
            HTR          FUND, INC.
HELLOS TOTAL RETURN42327V109
            HTS
Hatteras Financial Corp.41902R103
            HTWR          Inc
Heartware International 4.22E+08
            HTY         41013P749
JOHN HANCOCK TAX-ADVANTAGED GLOBAL SHAREHOLDER YIELD FUND
            HTZ         42805T105
Hertz Global Holdings, Inc.
HUBBELL CLA HUB.A        4.44E+08
            HUB.B
Hubbell Incorporated 4.44E+08
            Inc
HUB Group HUBG           4.43E+08
            HUGH         4.44E+08
Hughes Communications, Inc.
Humana Inc. HUM          4.45E+08
            HUN
Huntsman Corporation 4.47E+08
            HURC
Hurco Cos Inc            4.47E+08
            HURN          Inc.
Huron Consulting Group 4.47E+08
            HUSA        44183U100
Houston American Energy Corp
            HUVL
HUDSON VLY HLDG CP 4.44E+08
            HVT
Haverty Furniture Cos. 4.2E+08
            HVT.A          4.2E+08
HAVERTY FURNITURE CO INC CL A
            HW
Headwaters Incorporated 42210P102
            HWAY
Healthways, Inc.         4.22E+08
            HWBK
Hawthorn Bancshars Inc. 4.2E+08
            HWCC        44244K109
Houston Wire & Cable Company
            HWD         41587B100
Harry Winston Diamond Corporation
            HWG
Hallwood Group Inc.        4.06E+08
Hawkins IncHWKN             4.2E+08
            HXL
Hexcel Corporation         4.28E+08
            HXM
Homex Development Corp.  25030W100
NEW AMERHYB                6.42E+08
             HI INCOME FUND, INC (NEW)
            HYC
Hypercom Corporation44913M105
            HYD          57060U878
Market Vectors High Yield Municipal Index ETF
            HYF
MANAGED HIGH YIELD PLUS FD 5.62E+08
            HYG            4.64E+08
iShares iBoxx $ High Yield Corporate Bond Fund
            HYGS
Hydrogenics Corp           4.49E+08
            HYH          22082N203
Structured Products Corp. 6.00% CorTS issued for Weyerhauser Co. Dbntrs
            HYI          95768B107
Western Asset High Yield Defined Opportunity Fund Inc.
            HYK          22083B208
Structured Products Corp 6.0% CorTS,Issued for Goldman Sachs Capital I
            HYL          22082P208
Structured Products Corp. 6.00% CorTS Cl A Certificates
            HYLD
Peritus High Yield ETF 00768Y503
            HYM          22082Q206
Structured Products Corp. 6.125% CorTS Certificates
            HYT          09255P107
Blackrock Corporate High Yield Fund VI, Inc.
            HYV          09255N102
Blackrock Corporate High Yield Fund V, Inc.
            HYY           6.35% CorTS
Structured Products Cp22082R204 Cl A Certificates
            HZD
STRUCTURED PRODUCTS CORP 12618Y203
            HZK
HEALTHSHARES INC 22080F202
            HZO
MarineMax, Inc.            5.68E+08
            IACI
IAC/InterActiveCorp 44919P508
            IAE          44983J107
Ing Asia Pacific High Dividend Equity Income Fund
            IAF            3011103
ABERDEEN AUSTRALIA EQUITY FD
            IAG
IAMGold Corporation 4.51E+08
            IAH          46060A107
INTERNET ARCH HOLDRS DEP RCPT
            IAI            4.64E+08
iShares Dow Jones U.S. Broker-Dealers Index Fund
            IAK            4.64E+08
iShares Dow Jones U.S. Insurance Index Fund
            IART           4.58E+08
Integra LifeSciences Holdings
            IAT            4.64E+08
iShares Dow Jones U.S. Regional Banks Index Fund
            IAU
iShares Gold Trust         4.64E+08
            IBA            4.56E+08
Industrias Bachoco SAB De C.V.
            IBB            4.64E+08
iShares Nasdaq Biotechnology Index Fund
            IBCA
Intervest Bancshares Corp  4.61E+08
            IBCP
Independent Bank Corp.4.54E+08
            IBCPO
IBC Capital Finance II 44921B208
            IBI
Interline Brands Inc.      4.59E+08
iBio, Inc. IBIO            4.51E+08
            IBKC
IBERIABANK Corp            4.51E+08
            IBKR         45841N107
Interactive Brokers Group, Inc.
            IBM            4.59E+08
International Business Machines
            IBN
ICICI Bank Limited       45104G104
            IBND         78464A151
SPDR Barclays Capital International Corporate Bond ETF
            IBNK
Integra Bank Corp        45814P105
             TEST
NYSE AMEXIBO STOCK       IBOIBOIBO
            IBOC           4.59E+08
International Bancshares Corp
             ICA
Empresas ICA, S.A. de C.V.  2.92E+08
Icad Inc     ICAD         44934S107
             ICB
Morg St.D.W. Income Sec   61745P874
Immucell CorpICCC           4.53E+08
             ICE          45865V100
Intercontinental Exchange, Inc.
             ICF            4.64E+08
iShares Cohen&Steers Rlty Mjrs Index Fund
             ICFI
ICF International, Inc. 44925C103
             ICGE          Inc.
Internet Capital Group,46059C205
             New
Icagen, Inc. ICGN         45104P500
             ICH
Investors Capital Holding 46147M108
             ICI          06739H412
iPath Optimized Currency Carry ETN
             ICLK
interCLICK, Inc             4.58E+08
             ICLN           4.64E+08
iShares S&P Global Clean Energy Index Fund
Icon Plc     ICLR         45103T107
             ICN          97717W166
WisdomTree Dreyfus Indian Rupee Fund
             ICO          45928H106
International Coal Group, Inc.
             ICOG         44930K108
ICO Global Communications Holdings
             ICON
Iconix Brand Group, Inc. 4.51E+08
             ICS          46130W105
INVESCO INSURED CALIFORNIA MUNICIPAL SECURITIES
             ICUI
ICU Medical Inc           44930G107
              Solutions, Inc.
L-1 Identity ID           50212A106
IdaCorp, Inc.IDA            4.51E+08
              Inc.
InterDigital,IDCC         45867G101
             IDE          INDUSTRIALS
ING INFRASTRUCTURE, 45685U100 AND MATERIALS FUND
             IDG
ING Groep N.V.              4.57E+08
             IDI          G8005Y106
SearchMedia Holdings Limited
             IDI+         G8005Y114
SearchMedia Holdings Limited
             IDI.U        G8005Y205
SearchMedia Holdings Limited
             IDIX         45166R204
Idenix Pharmaceuticals, Inc.
              Mobilsa, Inc
IntelliCheckIDN           45817G102
             IDRA         Inc.
Idera Pharmaceuticals, 45168K306
             IDSA           4.56E+08
Industrial Services of America
             IDSY
ID Systems Inc              4.49E+08
             IDT
IDT Corporation (NEW) 4.49E+08
             IDT.C
IDT Corporation (NEW) 4.49E+08
             IDTI           4.58E+08
Integrated Device Technology I
             IDU
iShares DJ US Utility Sec 4.64E+08
             IDV             Select Dividend Index Fund
iShares Dow Jones EPAC4.64E+08
             IDX          57060U753
MARKET VECTORS INDONESIA INDEX ETF
             IDXX
Idexx Laboratories Inc 45168D104
             IEC
IEC Electronics Corp. 44949L105
             IEF             Treasury
iShares Barclays 7-10 yrs4.64E+08 Bond Fund
             IEI            4.64E+08
iShares Barclays 3-7 Year Treasury Bond Fund
             IEO            4.64E+08
iShares Dow Jones U.S. Oil & Gas Exploration & Production Index Fund
             IEP
ICAHN Enterprises L.P 4.51E+08
             IESC         4.58E+305
Integrated Electrical Systems, Inc.
iShares S&PIEV              Index
              Europe 350 4.64E+08
             IEX
IDEX Corporation          45167R104
             IEZ           4.64E+08
iShares Dow Jones U.S. Oil Equipment & Services Index Fund
             IF           00305P106
Aberdeen Indonesia Fund (The)
             IFAS          4.64E+08
iShares FTSE EPRA/NAREIT Developed Asia Index Fund
             IFEU          4.64E+08
iShares FTSE EPRA/NAREIT Europe Index Fund
             IFF
International Flavors        4.6E+08
             IFGL          4.64E+08
iShares FTSE EPRA/NAREIT Globa Real Estate ex-U.S. Index Fund
INDIA FUND   IFN           4.54E+08
             IFNA          4.64E+08
iShares FTSE EPRA/NAREIT North America Index Fund
SPX LASERSIFO 12/06/12 17314V502
             IFON
InfoSonics Corporation 4.57E+08
             I
Interface IncFSIA          4.59E+08
             IFSM          4.64E+08
iShares FTSE Small Cap ex-North America Index Fund
IGI, Inc.    IG              4.5E+08
             IGA          44982N109
ING Global Advantage and Premium Opportunity Fund
             IGC          45408X100
India Globalization Capital, Inc.
             IGC+         45408X118
India Globalization Capital, Inc. Warrants, exp. 03/03/2011
             IGC.U        45408X209
India Globalization Capital, Inc. Units
             IGD          4.57E+111
ING Global Equity Div & Premium Opportunity Fund
iShares S&PIGE             4.64E+08
               North American Natural Resources Sector Index Fund
iShares S&PIGF             4.64E+08
               Global Infrastructure Index Fund
             IGI          95790A101
Western Asset Investment Grade Defined Opportunity Trust Inc.
              N.V.         4.57E+08
ING GROEP IGK 8.50% ING Perpetual Hybrid Capital Securities
             IGLD         M56595107
Internet Gold-Golden Lines Ltd
               North       4.64E+08
iShares S&PIGM American Technology Sector Index Fund
               North       4.64E+08
iShares S&PIGN American Technology-Multimedia Networking Index Fund
iGo, Inc     IGOI            4.5E+08
             IGOV          4.64E+08
iShares S&P/Citigroup International Treasury Bond Fund
              Global Real44982G104
ING Clarion IGR            Estate Income Fund
             IGT
International Game Tech. 4.6E+08
iGate Corp IGTE           45169U105
iShares S&PIGV             4.64E+08
               North American Technology-Software Index Fund
             IGZ
NYSE Arca Test Stock IGZIGZIGZ
             IHC           4.53E+08
Independence Holding Company
             IHE           4.64E+08
iShares Dow Jones U.S. Pharmaceuticals Index Fund
             IHF           4.64E+08
iShares Dow Jones U.S. Health Care Providers Index Fund
             IHG           Group Plc
InterContinental Hotels45857P301
             IHI           4.64E+08
iShares Dow Jones U.S. Medical Devices Index Fund
             IHS
IHS, Inc. Class A          4.52E+08
             IHT
InnSuites Hospitality Tr. 4.58E+08
             IIC          46130L109
INVESCO CALIFORNIA INSURED MUNICIPAL INCOME TRUST
             IID          45684Q100
ING INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
             IIF
MS DW INDIA INVSMT FD     61745C105
             IIG
iMergent, Inc.            45247Q100
             IIH          46059V104
INTERNET NFRA HOLDRS DEP RCPT
InformationIII            45675Y104
               Services Group, Inc.
               Services Group, Inc.
InformationIIIIU          45675Y203
              Services Group, Inc.
InformationIIIIW         45675Y112
            IIIN
Insteel Industries, Inc. 45774W108
            IIJI         46059T109
Internet Initiative Japan Inc
            IILG          Inc.
Interval Leisure Group, 46113M108
            IIM          46132P108
INVESCO INSURED MUNICIPAL INCOME TRUST
            IIN
IntriCon Corporation 46121H109
            IIT
PT Indosat TBK             7.44E+08
Ii-Vi Inc   IIVI           9.02E+08
iShares S&PIJH              Index Fund
              Midcap 400 4.64E+08
iShares S&PIJJ              Value Index
              MidCap 4004.64E+08 Fund
iShares S&PIJK              Growth
              MidCap 4004.64E+08Index Fund
              Sm
iShares S&PIJR Cap 600 4.64E+08
iShares S&PIJS             4.64E+08
              SmallCap 600 Value Index Fund
iShares S&PIJT             4.64E+08
              SmallCap 600 Growth Index Fund
            IKAN         4.52E+109
Ikanos Communications, Inc.
            IKJ           60505401
Bank of America Corporation 6.50% Subordinated InterNotes
            IKL           60505500
Bank of America Corporation 5.50% Subordinated InterNotes due 7/15/2033
            IKM           60505609
Bank of America Corp. 5.875% Subordinated InterNotes due 12/15/2033
Ikonics CorpIKNX         45172K102
            IKR           60505864
Bank of America Corp. 6.000% Sub InterNotes Due 08/05/2034
            IL
Intralinks Holdings, Inc.46118H104
              Latin        4.64E+08
iShares S&PILF American 40 Index Fund
Illumina IncILMN           4.52E+08
            IM
Ingram Micro Inc.          4.57E+08
Imax Corp IMAX           4.52E+113
            IMC          46130Y101
INVESCO INSURED MUNICIPAL BOND TRUST
            IMF            Management
Western Asset Inflation95766U107 Fund, Inc.
            IMGN
Immunogen Inc            45253H101
            IMH          45254P508
Impac Mortage Holdings, Inc.
            IMKTA
Ingles Markets Inc         4.57E+08
            IMMR
Immersion Corp             4.53E+08
            IMMU
Immunomedics Inc           4.53E+08
            IMN
Imation Corp.            45245A107
             Limited
Imperial OilIMO            4.53E+08
            IMOS         G2110R106
ChipMOS TECHNOLOGIES Bermuda L
Imris Inc. IMRS          45322N105
            IMS          46132T100
INVESCO INSURED MUNICIPAL SECURITIES
            IMT          46132W103
INVESCO INSURED MUNICIPAL TRUST
            IN
Intermec, Inc.             4.59E+08
            INAP         45885A300
Internap Network Services Corp
            INB          Income Builder, Inc.
Cohen & Steers Global 19248M103
            INCB
Indiana Community Bancorp  4.55E+08
            INCY
Incyte Genomics Inc 45337C102
            IND            4.57E+08
ING Groep N.V. 7.05% ING Perpetual Debt Securities
            INDB
Independent Bank Corp/MA   4.54E+08
            INDL         25459W383
Direxion Daily India Bull 2X Shares
            INDY           4.64E+08
ISHARES S&P INDIA NIFTY 50 INDEX FUND
             INDZ        25459W375
Direxion Daily India Bear 2X Shares
              Corp
InformaticaINFA          45666Q102
             INFI        45665G303
Infinity Pharmaceuticals, Inc.
             INFN        45667G103
Infinera Corporation Common Stock
             INFU
INFUSYSTEM HLDGS INC     45685K102
             INFY
Infosys Technologies Ltd4.57E+08
             ING
ING Groep N.V.            4.57E+08
             INHX
Inhibitex, Inc.          45719T103
             ININ        Inc
Interactive Intelligence 45839M103
              America 45810N302
IntegramedINMD Inc
             INO         45773H102
Inovio Pharmaceuticals, Inc.
Innotrac CorpINOC        45767M109
             INOD
Innodata Isogen Inc.      4.58E+08
             INP         06739F291
iPath ETNs Linked to the MSCI India Total Return Index
             INPH
Interphase Corp           4.61E+08
             INR
Market Vectors-Rupee 61747W265
             INS
Intelligent Systems Corp.45816D100
Insmed Inc INSM           4.58E+08
             INSP
InfoSpace, Inc. (New) 45678T300
             INSU         Inc
Insituform Technologies 4.58E+08
Insweb Corp  INSW        45809K202
             Services Corporation
World Fuel INT            9.81E+08
Intel Corp INTC           4.58E+08
             INTG         4.59E+08
Intergroup Corporation (The)
             INTL         4.59E+08
International Assets Holding Corp.
Intest Corp INTT          4.61E+08
Intuit Inc INTU           4.61E+08
             INTX
Intersections, Inc.       4.61E+08
Inuvo, Inc. INUV         46122W204
Innovaro Inc.INV         45777T102
             INVE
IDENTIVE GROUP, INC. 45170X106
             INWK
InnerWorkings, Inc. 45773Y105
INX Inc.     INXI        46185W109
             INXX         2.68E+08
Emerging Global Shares INDXX India Infrastructure Index Fund
             INY         78464A433
SPDR Nuveen Barclays Capital New York Municipal Bond ETF
             INZ          4.57E+08
ING Group N.V. 7.20% ING Perpetual Debt Securities
             IO           4.62E+08
ION Geophysical Corporation
             IOC
InterOil Corporation      4.61E+08
iShares S&PIOO            4.64E+08
              Global 100 Index Fund
Innospec Inc.IOSP        45768S105
             IOT
Income Opportunity Realty 4.53E+08
             IP
International Paper Co. 4.6E+08
             IPAR
Inter Parfums Inc         4.58E+08
iPass Inc. IPAS          46261V108
             IPB         45408V203
Merrill Lynch 6.0518% Index Plus Trust Certificates Series 2003-1
             IPCC        45665Q103
Infinity Property & Casualty C
             IPCI         4.58E+08
Intellipharmaceuticals International Inc.
            IPCM        44984A105
IPC The Hospitalist Company, Inc.
            IPD         78463X731
SPDR S&P INTERNATIONAL CONSUMER DISCRETIONARY SECTOR
            IPE         78464A656
SPDR Barclays Capital TIPS ETF
SPDR S&P IPF            78463X699
            INTERNATIONAL FINANCIAL SECTOR
            IPG
Interpublic Group of Cos. 4.61E+08
            IPGP        44980X109
IPG Photonics Corporation
            IPHI
INPHI CORPORATION 45772F107
            IPHS
Innophos Holdings, Inc.45774N108
            IPI
Intrepid Potash, Inc 46121Y102
            IPK         78463X657
SPDR S&P INTERNATIONAL TECHNOLOGY SECTOR
            IPL-B         4.61E+08
Interstate Power and Light Company 8.75% Ser B Pfd Stock
            IPL-C         4.61E+08
Interstate Power and Light Co 7.10% Ser C Cumul Pfd
            IPN         78463X673
SPDR S&P INTERNATIONAL INDUSTRIAL SECTOR
            IPS         78463X723
SPDR S&P INTERNATIONAL CONSUMER STAPLES SECTOR
            IPSU
Imperial Sugar Company4.53E+08
iParty Corp.IPT         46261R107
            IPU         78463X632
SPDR S&P INTERNATIONAL UTILITIES SECTOR
            IPW         78463X715
SPDR S&P INTERNATIONAL ENERGY SECTOR
            IPXL        INC
IMPAX LABORATORIES 45256B101
            IQC         46130M107
INVESCO CALIFORNIA QUALITY MUNICIPAL SECURITIES
            IQI         46133G107
INVESCO QUALITY MUNICIPAL SECURITIES
            IQM         46133J101
INVESCO QUALITY MUNICIPAL SECURITIES
            IQN         46133F109
INVESCO NEW YORK QUALITY MUNICIPAL SECURITIES
            IQT         46133H105
INVESCO QUALITY MUNICIPAL INVESTMENT TRUST
            IR          G47791101
Ingersoll-Rand PLC ( Ireland) (New)
            IRBT
iRobot Corporation        4.63E+08
            Estate        4.57E+08
Inland Real IRC Corporation
            IRDM        46269C102
Iridium Communications Inc.
            IRDMU       46269C201
Iridium Communications Inc.
            IRDMW       46269C110
Iridium Communications Inc.
            IRDMZ       46269C128
IRIDIUM COMMUNICATIONS INC.
            IRE
Bank of Ireland         46267Q103
            IRET          4.62E+08
Investors Real Estate Trust
            IRETP         4.62E+08
Investors Real Estate Trust Series A / Cum Rdmbl Pfd Shrs Beneficial Interest
            IRF
International Rectifier 4.6E+08
            IRIS
IRIS International Inc. 46270W105
Iridex Corp IRIX          4.63E+08
            IRL
NEW IRELAND FUND INC6.46E+08
            IRM
Iron Mountain Inc.        4.63E+08
            IRR            4.5E+08
ING Risk Managed Natural Resources Fund
             Repres.
Inversiones IRS            4.5E+08
            IRV         78463X665
SPDR S&P INTERNATIONAL MATERIALS SECTOR
            IRWD        46333X108
IRONWOOD PHARMACEUTICALS, INC. CL A
            IRY         78463X681
SPDR S&P INTERNATIONAL HEALTH CARE SECTOR
            ISBC
Investors Bancorp, Inc. 46146P102
            ISCA
International Speedway Corp4.6E+08
ING GROEP ISFN.V.         4.57E+08
ING Groep N.V.ISG           4.57E+08
              ISH
Intl Shipholding Corp.       4.6E+08
              ISHG          4.64E+08
iShares S&P/Citigroup 1-3 Year International Treasury Bond Fund
iShares S&PISI              4.64E+08
                1500 Index Fund
              ISIG
Insignia Systems Inc 45765Y105
Intersil Corp ISIL         46069S109
              ISIS
Isis Pharmaceuticals Inc 4.64E+08
ABERDEEM ISL   ISRAEL FUND 00301L109
                Casinos Inc 4.65E+08
Isle of CapriISLE
              ISM
SLM Corporation            78442P601
              ISNS         Inc
Image Sensing Systems45244C104
               N.V.         4.57E+08
ING GROEP ISP 6.20% ING Perpetual Debt Securities
              ISPH          Inc
Inspire Pharmaceuticals 4.58E+08
IsoRay, Inc. ISR           46489V104
              ISRG
Intuitive Surgical Inc. 46120E602
Isramco IncISRL             4.65E+08
              ISS
ISOFTSTONE Holdings Ltd.   46489B108
              ISSC         Support
Innovative Solutions & 45769N105
              ISSI         45812P107
Integrated Silicon Solutions I
              IST          78463X640
SPDR S&P INTERNATIONAL TELECOMMUNICATIONS SECTOR
              ISTA
Ista Pharmaceuticals Inc   45031X204
              ISYS
Integral Systems Inc/MD    45810H107
Gartner, Inc. IT            3.67E+08
              ITA           4.64E+08
iShares Dow Jones U.S. Aerospace & Defense Index Fund
              ITB           4.64E+08
iShares Dow Jones U.S. Home Construction Index Fund
              ITC
ITC Holdings Corp.          4.66E+08
              ITE          78464A672
SPDR Barclays Capital Intermediate Term Treasuure ETF
              ITF           4.64E+08
iShares S&P/TOPIX 150 INDEX Fund
Investment ITG              Grp
               Technology46145F105
Iteris, Inc. ITI           46564T107
              ITIC
Investors Title Co          4.62E+08
              ITM          57060U845
Market Vectors- Intermediate Municipal Index ETF
InterMune Inc ITMN         45884X103
              ITR          78464A375
SPDR Barclays Capital Intermediate Term Credit Bond ETF
Itron Inc ITRI              4.66E+08
              ITRN         M6158M104
Ituran Location and Control Ltd.
              ITT
ITT Corporation             4.51E+08
              ITUB           MULTIPLO
ITAU UNIBANCO BANCO4.66E+08 S.A.
               Works
Illinois Tool ITW Inc. 4.52E+08
Intevac Inc IVAC            4.61E+08
              IVAN
Ivanhoe Energy Inc          4.66E+08
              IVC
Invacare Corporation 4.61E+08
              IVD
IVAX Diagnostics, Inc. 45070W109
                5OO         4.64E+08
iShares S&PIVE Value Index Fund
              IVN
Ivanhoe Mines Ltd.         46579N103
              IVO          2021 S&P 500
iPath® Inverse January 06740P668 VIX Short-Term FuturesTM ETN
              IVOG          9.22E+08
Vanguard S&P Mid-Cap 400 Growth ETF
            IVOO         9.22E+08
Vanguard S&P Mid-Cap 400 ETF
            IVOV         9.22E+08
Vanguard S&P Mid-Cap 400 Value ETF
            IVR         46131B100
Invesco Mortage Capital Inc.
             500
iShares S&PIVV Index Fund4.64E+08
             500          Index Fund
iShares S&PIVW Growth4.64E+08
Invesco LTDIVZ(NEW)     G491BT108
            IWB          4.64E+08
iShares Russell 1000 Index Fund
            IWC           Index Fund
iShares Russell Microcap4.64E+08
            IWD          4.64E+08
iShares Russell 1000 Value Index Fund
            IWF          4.64E+08
iShares Russell 1000 Growth Index Fund
            IWL          4.64E+08
ISHARES RUSSELL TOP 200 INDEX FUND
            IWM          4.64E+08
iShares Russell 2000 Index Fund
            IWN          4.64E+08
iShares Russell 2000 Value Index Fund
            IWO          4.64E+08
iShares Russell 2000 Growth Index Fund
            IWP          4.64E+08
iShares Russell Midcap Growth Index Fund
            IWR          4.64E+08
iShares Russell Midcap Index Fund
            IWS          4.64E+08
iShares Russell Midcap Value Index Fund
            IWV          4.64E+08
iShares Russell 3000 Index Fund
            IWW          4.64E+08
iShares Russell 3000 Value Index Fund
            IWX          4.64E+08
ISHARES RUSSELL TOP 200 VALUE INDEX FUND
            IWY          4.64E+08
ISHARES RUSSELL TO P200 GROWTH INDEX FUND
            IWZ          4.64E+08
iShares Russell 3000 Growth Index Fund
            IX
ORIX Corporation         6.86E+08
             Global Energy Sector Index Fund
iShares S&PIXC           4.64E+08
             Global Financials Sector Index Fund
iShares S&PIXG           4.64E+08
             Global Health Care Sector Index Fund
iShares S&PIXJ           4.64E+08
             Global Technology Sector Index Fund
iShares S&PIXN           4.64E+08
             Global Telecomunications Sector Index Fund
iShares S&PIXP           4.64E+08
IXYS Corp IXYS          46600W106
            IYC           Services
iShares DJ US Consumer 4.64E+08Sector Index Fund
            IYE          4.64E+08
iShares DJ US Energy Index Fund
            IYF          4.64E+08
iShares DJ US Financial Securities Index
            IYG          4.64E+08
iShares DJ US Financial Service Index
             US          4.64E+08
iShares T DJIYH Healthcare Index
            IYJ           IDX
iShares DJ US Indus Sec.4.64E+08
            IYK           Goods Sector Index Fund
iShares DJ US Consumer 4.64E+08
            IYM          4.64E+08
iShares DJ US Basic Mat Index
            IYR
iShares DJ US Real Estate4.64E+08
            IYT           Transportation Average Index Fund
iShares Trust Dow Jones 4.64E+08
            IYW
iShares DJ US Tech Sector4.64E+08
            IYY          4.64E+08
iShares DJ US Total Market IX
            IYZ          4.64E+08
iShares US Telecom Sec Index
            JACK
Jack in the Box Inc.     4.66E+08
            JADE
LJ International Inc    G55312105
            JAG
Jaguar Mining,Inc.      47009M103
            JAH
Jarden Corporation (JAH) 4.71E+08
            JAKK
Jakks Pacific Inc       4.70E+110
              JAS
Jo-Ann Stores, Inc.      47758P307
              JASO        4.66E+08
JA Solar Holdings, Co., Ltd
              JAX
J. Alexanders Corp.       4.66E+08
               Bancorp Inc/FL
JacksonvilleJAXB          4.69E+08
              JAZZ
Jazz Pharmaceuticals, Inc.4.72E+08
              JBHT        4.46E+08
JB Hunt Transport Services Inc
              JBI         Ctf.Lehman
Corporate-Backed trust21988G312 ABS Corp 7.875% Duke Capital Note Series 2003-3 Class A-1
              JBJ        21988G296
Lehman ABS Corporation Backed Trust Certs 6.25%
              JBK        Adj Corp Backed Tr Cert Goldman Cap I
Lehman ABS Corp 3.50 21988K859
               Inc.
Jabil Circuit,JBL         4.66E+08
              JBLU
JetBlue Airways Corp 4.77E+08
              JBN        21988T207
SELECT ASSET INC JC PENNY DEBENTURE 2007-1 TRUST
              JBO        21988K834
Lehman ABS Corp 6.30% Corp-backed Tr Certs Goldman Sach Cap I
              JBR        21988S209
SELECT ASSET INC CBTC SERIES 2006 - 1
              JBSS
John B. Sanfilippo & SON 8E+08
              JBT         Corporation
John Bean Technologies 4.78E+08
Jacada Ltd JCDA          M6184R119
              JCE        67090X107
Nuveen Core Equity Alpha Fund
              JCG
J. Crew Group, Inc.      46612H402
              JCI
Johnson Controls, Inc. 4.78E+08
              JCI-Z
JOHNSON CONTROLS, INC     4.78E+08
              JCO         4.72E+08
JETS Contrarian Opportunities Index Fund
              JCOM       4.66E+209
j2 Global Communications Inc
              JCP
Penney Company, Inc. 7.08E+08
              JCS         2.04E+08
Communications Systems, Inc.
              JCTCF
Jewett-Cameron Trading   47733C207
              JDAS
JDA Software Group Inc   46612K108
              JDD        6706EP105
Nuveen Diversified Dividend and Income Fund
              JDSU
JDS Uniphase Corp        46612J507
              JEC
Jacobs Engineering Group4.7E+08
              JEF
Jefferies Group, Inc.     4.72E+08
              JEM        06739H453
Barclays GEMS Index ETN due 2/4/2038
              JEQ
JAPAN EQUITY FUND 4.71E+08
              JFBC
Jeffersonville Bancorp 47559A103
              JFBI
Jefferson Bancshares Inc4.72E+08
              JFC        46614T107
JF CHINA REGION FUND, INC.
              JFP        6706EV102
Nuveen Tax-Advantaged Floating Rate Fund
              JFR        67072T108
Nuveen Floating Rate Income Fund
              JFT        46625H761
KEYnotes ETN Linked to the First Trust Enhanced 130/30 Large Cap Index
              JGBO       47737R101
JIANGBO PHARMACEUTICALS INC
              JGG        67073C104
Nuveen Global Government Enhanced Income Fund, Common Shares of Beneficial Interest
              JGT         Short-Term
Nuveen Multi-Currency67090N109 Goverment Income Fund
              JGV        6706EH103
Nuveen Global Value Opportunity Fund
              JHI
JOHN HANCOCK INV TR 4.1E+08
              JHP        67072W101
Nuveen Quality Preferred Income Fund 3
              JHS
JOHN HANCOCK INC SEC 4.1E+08
              JHX        47030M106
JAMES HARDIE INDUSTRIES SE
            JJA         06739H206
iPath Dow Jones-UBS Agriculture Subindex Total Return ETN due October 22, 2037
            JJC         06739F101
iPath Dow Jones-UBS Copper Subindex Total Return ETN due October 22, 2037
            JJE         06739H750
iPath Dow Jones-UBS Energy Subindex Total Return ETN due October 22, 2037
            JJG         06739H305
iPath Dow Jones-UBS Grains Subindex Total Return ETN due October 22, 2037
            JJM         06738G407
iPath Dow Jones-UBS Industrial Metals Subindex Total Return ETN due October 22, 2037
            JJN         06739F119
iPath Dow Jones-UBS Nickel Subindex Total Return ETN due October 22, 2037
            JJP         06739H248
iPath Dow Jones-UBS Precious Metals Subindex Total Return ETN due June 24, 2038
            JJS         06739H230
iPath Dow Jones-UBS Softs Subindex Total Return ETN due June 24, 2038
            JJSF
J&J Snack Foods Corp 4.66E+08
            JJT         06739H198
iPath Dow Jones-UBS Tin Subindex Total Return ETN due June 24, 2038
            JJU         06739H321
iPath Dow Jones-UBS Aluminum Subindex Total Return ETN due June 24, 2038
            JKD           4.64E+08
iShares Morningstar Large Core
            JKE           4.64E+08
iShares Morningstar Large Growth
            JKF           4.64E+08
iShares Morningstar Large Value
            JKG            Core
iShares Morningstar Mid4.64E+08
            JKH            Growth
iShares Morningstar Mid4.64E+08
            JKHY
Henry (Jack) & Associates 4.26E+08
            JKI            Value
iShares Morningstar Mid4.64E+08
            JKJ           4.64E+08
iShares Morningstar Small Core
            JKK           4.64E+08
iShares Morningstar Small Growth
            JKL           4.64E+08
iShares Morningstar Small Value
            JKS
JINKOSOLAR HOLDINGS CO  47759T100
            JLA         6706ET107
Nuveen Equity Premium Advantage Fund
            JLL
Jones Lang LaSalle, Inc.48020Q107
            JLS           6.71E+08
Nuveen Motgage Opportunity Term Fund
Jamba, Inc. JMBA        47023A101
JMP Group,JMPInc.       46629U107
            JMT         67074R100
Nuveen Mortage Opportunity Term Fund 2
            JNGW        47759G108
Jingwei International Limited Common Stock
            JNJ
Johnson & Johnson         4.78E+08
            JNK         78464A417
SPDR Barclays Capital High Yield Bond ETF
            JNPR
Juniper Networks Inc 48203R104
            JNS         47102X105
Janus Capital Group, Inc.
            JNY
The Jones Group Inc. 48020T101
            JO          06739H297
iPath Dow Jones-UBS Coffee Subindex Total Return ETN due June 24, 2038
            JOB
General Employment Ent.3.7E+08
51job, Inc. JOBS          3.17E+08
            JOE
St. Joe Company            7.9E+08
            JOEZ
Joe's Jean Inc.         47777N101
            JOF         47109U104
JAPAN SMALLER CAPITALIZATION FUND
            Clothiers Inc 4.81E+08
JOS A Bank JOSB
            JOUT
Johnson Outdoors Inc 4.79E+08
            JOYG
Joy Global Inc            4.81E+08
            JPC         Income and
Nuveen Multi-Strategy 67073B106 Growth Fund
            JPG         6706EW100
Nuveen Equity Premium and Growth Fund
            JPM
JPMorgan Chase & Co. 46625H100
            JPM+
JPMorgan Chase & Co. 4.66E+118
            JPM-B        48124Y204
JPMorgan Chase Capital XXVIII
            JPM-C        4.81E+211
JPMorgan Chase Capital XXIX 6.70% Capital Securities, Series CC
             CHASE       46625H621
JPMORGANJPM-I & CO. Depositary Shares (Each representing a 1/400th interest in a share of 8.62
            JPM-J        46623D200
J.P. MORGAN CHASE CAPITAL X 7.00% CAPITAL SECURITIES, SERIES J
            JPM-K        46626V207
JP Morgan Chase Capital XI - 5.875% Capital Securities Series K
            JPM-O        06423W204
BANK ONE CAPITAL VI 7.20%-PREFERRED SECURITIES
            JPM-P          XVI 6.35%
JP Morgan Chase Capital4.81E+08 Capital Sec. Series P $25.00 par
            JPM-S        48123A207
JP MORGAN CHASE CAPITAL XIX
            JPM-W        48123W209
JPMorgan Chase Capital XXIV
            Chase        46626X203
J P Morgan JPM-X Capital XII 6.25% Capital Securities, Ser L
            JPM-Y        48122F207
JP Mrgn Chs Cptl XIV 6.2% Cptl Sec Ser N Pub Co
             Chase       48124G104
JPMORGANJPM-Z Capital XXVI 8.00% Fixed -to-Floating Rate Capital Securities Series Z
            JPP          78463X830
SPDR Russell/Nomura PRIME Japan ETF
            JPS          67072C105
Nuveen Quality Preferred 2
PROSHARESJPX             74347X609
              ULTRASHORT MSCI PACIFIC EX-JAPAN
            JPZ          6706ER101
Nuveen Equity Premium Income Fund
            JQC          Income and
Nuveen Multi-Strategy 67073D102 Growth Fund 2
             Coal
James RiverJRCC Company     4.7E+08
            JRJC          1.69E+08
China Finance Online Co., Ltd.
            JRN           4.81E+08
Journal Communications, Inc.
            JRO          6706EN100
Nuveen Fltng Rt Incm Opprtnty Fnd
            JRS
Nuveen Real Estate Fund  67071B108
            JSC          78463X822
SPDR Russell/Nomura Small Cap Japan ETF
            JSDA
JONES SODA CO            48023P106
            JSM          78442P304
SLM Corp 6.0% Sr Nts Due 12/15/2043
            JSN          6706EM102
Nuveen Equity Premium Opportunity Fund
            JST
Jinpan International LTD G5138L100
            JTA          67090H102
Nuveen Tax-Advantaged Total Return Strategy Fund
            JTD          67073G105
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
            JTP          67071S101
NUVEEN QUALITY PREFERRED INCOME FUND SHARES OF BENIFICIAL INTEREST
            JTX           4.68E+08
Jackson Hewitt Tax Service Inc.
            JVA
Coffee Holding Co., Inc. 1.92E+08
            JW.A
John Wiley & Sons         9.68E+08
            JW.B
WILEY(JOHN)SONS B         9.68E+08
             Capital IX 5.625% TOPrS
Wells FargoJWF           94979P203
Nordstrom,JWNInc.         6.56E+08
             Global Utilities Sector Index Fund
iShares S&PJXI            4.64E+08
             Bancorp Inc
JacksonvilleJXSB         46924R106
            JYF          97717W224
WisdomTree Dreyfus Japanese Yen Fund
            JYN          06739G851
Barclays Bank PLC iPath JPY/USD Exchange Rate ETN
            JZC          21988K875
Lehman ABS Corporation 6.0% Corp-Bckd Trust Certs., Goldman Sachs Capital I
            JZH          21988K701
Lehman ABS Corporation 6.00% Corp-Bckd Trust Certs, Prudential Financial
            JZJ          21988K503
Lehman ABS Corp. 7.125% Corp Backd Trst Certs, AT&T Note-Bckd
            JZK          21988K404
Lehman ABS Corporation 7% Corp-Bckd Trst Certs Sprint Capital Note-Bckd Ser 2003
            JZL          21988K305
Lehman ABS Corporation 6.25%Corp-Bckd Trst Certs Boeing Secs-Bckd Ser 2003
            JZS           Corp Backed
Lehman ABS Corp 5.8%21988G239 Trust Certs
            JZT          21988G171
LEHMAN ABS CORP Corp Bckd Trust Certs Kraft Foods Note-Bckd
            JZV         21988G122
Lehman ABS Corporation 7.00% Corp-Bckd Trust Certs, CNS Finan Dbntr-Bckd Ser 2003
            K
Kellogg Company           4.88E+08
            KAD
Arcadia Resources, Inc. 39209101
Kadant Inc. KAI         48282T104
            KALU          4.83E+08
Kaiser Aluminum Corporation
Kaman Corp  KAMN          4.84E+08
            KAR         48238T109
KAR AUCTION SERVICES, INC.
            KAZ
BMB Munai, Inc.         09656A105
             Group Inc 48241A105
KB FinancialKB
            KBALB
Kimball International 4.94E+08
            KBE
SPDR KBW Bank ETF 78464A797
KB Home KBH             48666K109
KBR, Inc. KBR           48242W106
KBW, Inc. KBW             4.82E+08
            KBWD        73936Q793
PowerShares KBW High Dividend Yield Financial Portfolio
            KBWP        73936Q777
PowerShares KBW Property & Casualty Insurance Portfolio
            KBWX        73936Q785
PowerShares KBW International Financial Portfolio
            KBWY        73936Q819
PowerShares KBW Premium Yield Equity REIT Portfolio
            KBX
Kimber Resources, Inc. 49435N101
            KCAP
Kohlberg Capital Corporation 5E+08
            KCC         22081B200
Structured Products CorTS Provident Financing Tr I, 8.20% Cert.
            KCE         78464A771
SPDR KBW Capital Markets ETF
            KCG
Knight Capital Group, Inc.4.99E+08
            KCI
Kinetic Comcepts, Inc. 49460W208
            Life
Kansas City KCLI Ins Co 4.85E+08
            KCP
Kenneth Cole Productions  1.93E+08
            KCW         22081G209
Structured Products CorTS US West Commun, 7.5% Cert.
            KDN
Kaydon Corporation        4.87E+08
            KED         48660Q102
Kayne Anderson Energy Development Company
            KEF
KOREA EQUITY FUND 50063B104
            Services Inc. 4.93E+08
Key Energy KEG
            KELYA
Kelly Services Inc        4.88E+08
            KELYB
Kelly Services Inc        4.88E+08
            KEM
KEMET Corporation         4.88E+08
            KENT
Kent Financial Services 4.91E+08
            KEP
Korea Electric Power Corp 5.01E+08
            KEQU
Kewaunee Scientific Corp  4.93E+08
            KERX          4.93E+08
Keryx Biopharmaceuticals Inc
            KEX
Kirby Corporation         4.97E+08
KeyCorp KEY               4.93E+08
            KEY-A       49327J200
KeyCorp Capital V 5.875% TruPS
            KEY-B       49327K207
KeyCorp Capital VI 6.125% Trust Preferred Sec.
            KEY-D
Key Corp Capital VIII 49327C205
            KEY-E
KEY CORP CAPITAL IX 49327Q204
            KEY-F       49327R103
KEYCORP CAPITAL X 8.000% Enhanced Trust Preferred Securities
KEYCORP KEY-G             4.93E+08
            KEYN
Keynote Systems Inc       4.93E+08
             KEYP        4.94E+08
Keyuan Petrochemicals Inc.
             KEYW        4.94E+08
THE KEYW HOLDING CORPORATION
             KF
KOREA FUND, INC (NEW)    5.01E+08
             KFFB        4.91E+08
Kentucky First Federal Bancorp
             KFFG        4.83E+08
Kaiser Federal Financial Group, Inc.
             KFN        48248A306
KKR Financial Holding LLC
kforce Inc KFRC          4.94E+08
             KFS
Kingsway Financial       4.97E+08
             KFT
Kraft Foods, Inc.       50075N104
             KFY
Korn/Ferry International5.01E+08
             KG
King Pharmaceuticals 4.96E+08
             KGC
Kinross Gold Corporation 4.97E+08
             KGJI
KINGOLD JEWELRY INC.49579A204
             KGN
Keegan Resources Inc. 4.87E+08
             KH
China Kanghui Holdings16890V100
             KHI        23337C208
DWS High Income Trust Shares of Beneficial Interest (NEW)
             KID
KID BRANDS, INC.        49375T100
             KIE
SPDR KBW Insurance ETF  78464A789
             KIM
Kimco Realty Corp.      49446R109
             KIM-F      49446R869
KIMCO Realty Corporation 6.65% CL F Cumul Rdmble Pfd
             KIM-G
Kimco Realty Corporatin 49446R844
             KIM-H
KIMCO Realty Corporation49446R828
             KINS
Kingstone Companies, Inc.4.97E+08
             KIRK
Kirkland's Inc           4.97E+08
              INC
KIT DIGITALKITD          4.82E+08
             KKD
Krispy Kreme Doughnuts5.01E+08
             KKR
KKR & CO. L.P.          48248M102
             KLAC
Kla-Tencor Corp          4.82E+08
             KLD         4.64E+08
iShares MSCI USA ESG Select Social Index Fund
             KLIC        5.01E+08
Kulicke & Soffa Industries Inc
             KMB
Kimberly-Clark Corp.     4.94E+08
             KME        78464A524
SPDR KBW Mortage Finance ETF
             KMF        4.87E+112
KAYNE ANDERSON MIDSTREAM/ENERGY FUND, INC.
             KMGB
KMG Chemicals Inc        4.83E+08
             KMM        23338L108
DWS Multi-Market Income Trust Common Shares of Beneficial Interest
             KMP
Kinder Morgan Energy Ptnr4.95E+08
             KMR        49455U100
Kinder Morgan Management,
             KMT
Kennametal Inc.          4.89E+08
CarMax Inc.KMX           1.43E+08
             KND
Kindred Healthcare, Inc. 4.95E+08
             KNDI
KANDI TECHNOLOGIES, CORP.4.84E+08
             KNDL
Kendle International Inc48880L107
Knoll, Inc. KNL          4.99E+08
             KNM
Konami Corporation 50046R101
             KNO        22082A201
Structured Products CorTS SunAmerica Debentures, 6.70% Cert.
Knology, Inc.KNOL        4.99E+08
Knot, Inc. KNOT          4.99E+08
             KNR        22082B209
Structured Products CorTS Bristol-Myers Squibb Deb, 6.80% Cert.
             KNSY
Kensey Nash Corp           4.9E+08
             KNX
Knight Transportation Inc4.99E+08
             KNXA
Kenexa Corporation       4.89E+08
             KO
Coca-Cola Company        1.91E+08
             KOF         DE C.V
Coca-Cola FEMSA, S.A.B 1.91E+08
             KOG
Kodiak Oil & Gas Corp. 50015Q100
             KOL
Market Vectors-Coal ETF 57060U837
             KONA
Kona Grill, Inc.        50047H201
             KONE        4.97E+08
Kingtone Wirelessinfo Solution Holding Ltd
             Corporation
KongZhong KONG          50047P104
             KOOL
Thermogenesis Corp. 8.84E+08
             KOP
Koppers Holdings, Inc. 50060P106
Kopin Corp KOPN          5.01E+08
Koss Corp KOSS           5.01E+08
             KR
Kroger Company           5.01E+08
             KRA        50077C106
Kraton Performance Polymers, Inc.
             KRB-D      55266J200
MNBA Capital D, 8.125% TRUPS Trust Pfd Securities, Series D
             KRB-E      Trust Originated Preferred Securities (TOPrS), Series E,
MBNA Capital E, 8.10%55270B201
             KRC
Kilroy Realty Corp.     49427F108
             KRC-E      49427F405
Kilroy Realty Corporation 7.80% Ser E Cumul Rdmble Pfd
             KRC-F      49427F504
Kilroy Realty Corp. 7.5% Ser. F Cum. Red. Pfd.
             KRE        78464A698
SPDR KBW Regional Banking ETF
             KRG
Kite Realty Group Trust49803T102
             KRG-A
Kite Realty Group Trust49803T201
             KRJ        22081P209
Structured Products CorTS III, Provident Financing I, 8.10% Cert
             KRNY        4.87E+08
Kearny Financial Corporation
             KRO
Kronos Worldwide, Inc.50105F105
              Small
IQ AustraliaKROO Cap ETF45409B826
             KRS        74347X476
ProShares Short KBW Regional Bank
             KRU        74347X484
ProShares Ultra KBW Regional Bank
             KRY
Crystallex International22942F101
             KS         48562P103
KapStone Paper and Packaging Corporation
             KSA        22080X203
Structured Products CorTS Provident Financing Trust I, 8.5% Cert
             KSK        22080Q208
Structured Products CorTS Ford Debentures, 7.4% Cert.
             KSM        23338T101
DWS Strategic Municipal Income Trust Common Shares of Beneficial Interest
             KSP        48268Y101
K-SEA Transportation Partners L.P.
             KSS
Kohls Corporation            5E+08
             KST        23338N104
DWS Strategic Income Trust Shares of Beneficial Interest
             Southern Ind.
Kansas City KSU          4.85E+08
             KSU-         PFD
KANSAS CITY SO. IND 4%4.85E+08
KSW,Inc. KSW            48268R106
K-Swiss Inc KSWS         4.83E+08
KT Corp. KT             48268K101
             KTCC
KEY Tronic Corp          4.93E+08
             KTEC
Key Technology Inc       4.93E+08
             KTF         Trust Common Shares
DWS Municipal Income23338M106
            KTH        22080R206
Structured Products CorTS PECO Energy Cap Trust III, 8% Cert.
            KTN        22532R101
Structured Products CorTS Aon Capital A, 8.205% Cert.
            KTOS       50077B207
Kratos Defense & Security Solutions, Inc.
            KTP          2.21E+08
Structured Products CorTS J.C. Penney Debs, 7 5/8% Cert.
            KTV        22080W205
Structured Products CorTS First Union Inst Trust I, 8.20% Cert.
            KTX          2.21E+08
Structured Products CorTS Xerox Capital Trust I, 8.0% Cert.
            KUB
Kubota Corporation       5.01E+08
            KUN        16941X105
China Shenghuo Pharmaceutical Holdings, Inc.
KU6 MEDIAKUTVCO. LTD 48274B103
            KV.A
KV PHARMACEUTICAL CLA    4.83E+08
            KV.B         4.83E+08
KV Pharmaceutical Company Class B
            KVF        22082C207
Structured Products CorTS III, Aon Capital A, 7.75% Cert.
            KVHI
KVH Industries Inc       4.83E+08
            KVR        22082X201
Structured Products Corp. Class A 6.00% Corporate-Backed Trust Securities
            KVW        22082Y209
Structured Products Corp. 8.00% Corporate Backed Trust Certificates 'CorTS'
            KW           4.89E+08
KENNEDY-WILSON HOLDINGS, INC.
            Resources Inc
Quicksilver KWK        74837R104
            KWR
Quaker Chemical Corp. 7.47E+08
            KWT        57060U811
Market Vectors-Solar Energy ETF
             Global Consumer Staples Sector Index Fund
iShares S&PKXI           4.64E+08
            KXM
Kobex Minerals Inc. 49989C105
            KYE        48660P104
Kayne Anderson Energy Total Return Fund, Inc.
            KYN          4.87E+08
Kayne Anderson MLP Investment Company
            KYO
Kyocera Corporation 5.02E+08
            L
Loews Corporation         5.4E+08
            LAB
LaBranche & Co., Inc. 5.05E+08
            LABC
Louisiana Bancorp, Inc.54619P104
            Corp
Multi-ColorLABL          6.25E+08
            LACO
Lakes Entertainment Inc51206P109
            LAD
Lithia Motors, Inc.      5.37E+08
            LAG        78464A649
SPDR Barclays Capital Aggregate Bond ETF
            LAKE
Lakeland Industries Inc 5.12E+08
            LAMR
Lamar Advertising Co 5.13E+08
            LANC
Lancaster Colony Corp 5.14E+08
            LAQ        00306K106
Aberdeen Latin America Equity Fund, Inc. (The)
            LARK
Landmark Bancorp Inc 51504L107
            LAS
Lentuo International Inc.5.26E+08
            LATM       57060U530
Market Vectors Latin America Small-Cap Index ETF
            LAVA         5.59E+08
Magma Design Automation Inc
            LAWS
Lawson Products          5.21E+08
            LAYN
Layne Christensen Co 5.21E+08
            LAZ
Lazard Ltd. Class A    G54050102
            LB
LaBarge, Inc.            5.02E+08
            LBAI
Lakeland Bancorp Inc 5.12E+08
             High      23338W104
DWS GlobalLBF Income Fund, Inc.
            LBIX
Leading Brands Inc NEW 52170U207
            LBJ        25459W698
Direxion Daily Latin America Bull 3X Shares
             LBND        25154N522
PowerShares DB 3x Long 25+ Year Treasury Bond Exchange Traded Note
             LBTYA         A
Liberty Global, Inc. Class 5.31E+08
             LBTYB         B
Liberty Global, Inc. Class 5.31E+08
             LBTYK
Liberty Global, Inc. Ser C5.31E+08
Libbey, Inc.LBY             5.3E+08
             LCAPA       53071M302
Liberty Media Holding Corporation Capital Common Series A
             LCAPB       53071M401
Libert Media Holding Corporation Capital Common Series B
             LCAV
LCA-Vision Inc             5.02E+08
             Group, Inc. 90341W108
US Airways LCC
Lannett Comp LCI           5.16E+08
             LCM         7.65E+106
Advent/Claymore Enhanced Growth and Income Fund
             LCRD
LaserCard Corporation 51807U101
LeCroy Corp  LCRY        52324W109
             LCUT
Lifetime Brands, Inc. 53222Q103
             LD          06739H263
iPath Dow Jones-UBS Lead Subindex Total Return ETN due June 24, 2038
             LDF         51828C106
LATIN AMERICAN DISCOVERY FD
             LDK
LDK Solar Co., LTD       50183L107
Lydall, Inc. LDL           5.51E+08
             LDR
Landauer, Inc.           51476K103
Ladish Co IncLDSH          5.06E+08
             LDX         06052H122
Capped Leveraged Index Return Notes Linked to the
             LEA
Lear Corporation           5.22E+08
             LEAP          5.22E+08
Leap Wireless International, Inc.
             LECO          Inc
Lincoln Electric Holdings 5.34E+08
             LEDR
HouseValues, Inc.        57056R103
             LEDS
SemiLEDS Corporation 8.17E+08
             LEE
Lee Enterprises, Inc.      5.24E+08
             LEG
Leggett & Platt, Inc.      5.25E+08
             LEGC
Legacy Bancorp, Inc. 52463G105
             LEI
LUCAS ENERGY INC           5.49E+08
             LEN
Lennar Corporation         5.26E+08
             LEN.B
LENNAR CORPORATION 5.26E+08
             LEO
Dreyfus Strategic Muni. 2.62E+08
             LF          52186N106
Leap Frog Enterprises, Inc. CLA
             LFC         16939P106
China Life Insurance Company Ltd.
              S.A.
Lan AirlinesLFL            5.02E+08
             LFT         54318P108
LONGTOP FINANCIAL TECHNOLOGIES LIMITED
             L
Littelfuse IncFUS          5.37E+08
             LG
Laclede Group, Inc.        5.06E+08
             LGCY
Legacy Reserves LP         5.25E+08
             LGF
Lions Gate Entertainment   5.36E+08
             LGI         52106W103
Lazard Global Total Return & Income Fund
             LGL
The LGL Group, Inc. 50186A108
             LGND        53220K504
Ligand Pharmaceuticals Inc.
             Corp.
Laboratory LH of Amer.   50540R409
             LHB         25459W649
Direxion Daily Latin America Bear 3X Shares
LHC Group LLCLHCG        50187A107
             LHO
LaSalle Hotel Properties 5.18E+08
             LHO-B        8.375% Ser
Lasalle Hotel Properties,5.18E+08 B Cumul Rdmble Pfd
             LHO-D        7.5% Ser
LaSalle Hotel Properties 5.18E+08D Cuml Rdmbl Pfd Shs
             LHO-E        5.18E+08
Lasalle Hotel Properties 8% Ser. E Cum. Rdmbl. Prfrd. Shrs. of Bnfcl. Int.
             LHO-G        7.25% Series G Cum. Rdmbl. Prfrd. Shares
LaSalle Hotel Properties 5.18E+08
             LIFE       53217V109
Life Technologies Corporation
             LII
Lennox International Inc. 5.26E+08
             LIME
LIME ENERGY CO          53261U205
             LINC         5.34E+08
Lincoln Educational Services
             LINE
Linn Energy, LLC          5.36E+08
             LINTA      53071M104
Liberty Media Holding Corporation Interactive Common Series A
             LINTB      53071M203
Liberty Media Holding Corporation Interactive Common Series B
             LION
Fidelity Sourthern Corp 3.16E+08
             LIOX
Lionbridge Technologies 5.36E+08
             LIT
Global X Lithium ETF 37950E762
             LIVE
LiveDeal, Inc.            5.38E+08
             LIWA
Lihua International, Inc. 5.32E+08
             LIZ
Liz Claiborne, Inc.       5.39E+08
             LKFN
Lakeland Financial Corp 5.12E+08
             LKQX
LKQ Corporation           5.02E+08
             LL         55003T107
Lumber Liquidators Holdings, Inc.
             LLEN
L & L ENERGY, INC.      50162D100
             LLL
l 3 Communications Hldgs. 5.02E+08
             LLNW       53261M104
Limelight Networks INC.Common Stock
             LLTC
Linear Technology Corp 5.36E+08
             LLY
Eli Lilly & Co.           5.32E+08
             LM
Legg Mason, Inc.          5.25E+08
             LMAT
LeMaitre Vascular, Inc. 5.26E+08
             LMI
Legg Mason, Inc.          5.25E+08
             LMIA
LMI Aerospace Inc         5.02E+08
             LMLP
LML Payment Systems Inc 50208P109
LIMONEIRALMNR CO.         5.33E+08
Luminex Corp LMNX       5.50E+106
             LMT
Lockheed Martin Corp. 5.4E+08
             LMZ        06052H163
CAPPED LEVERAGED INDEX RETURN NOTE LINKED to the S&P 500
             LNBB
LNB Bancorp Inc           5.02E+08
             LNC
Lincoln National Corp. 5.34E+08
             LNC+         5.34E+08
Lincoln National Corporation
             LNC-
LN NATL $3.00 CV PFD 5.34E+08
             LNC-G        5.34E+08
Lincoln National Corporation
             LNCE
Snyders-Lance, Inc.       8.34E+08
             LNCR
Lincare Holdings Inc      5.33E+08
Landec Corp  LNDC         5.15E+08
             LNET
Lodgenet Interactive Corp5.4E+08
             LNG
Cheniere Energy, Inc. 16411R208
             LNN
Lindaay Manufacturing Co. 5.36E+08
             LNT
Alliant Energy Corp.     18802108
             LO
Lorillard, Inc.           5.44E+08
             LOAN         5.63E+08
MANHATTAN BRIDGE CAPITAL INC.
Local.com LOCM           53954R105
             LOGC
Logic Devices Inc         5.41E+08
             LOGI
Logitech International SAH50430232
LogMein, Inc.LOGM        54142L109
LoJack CorpLOJN           5.39E+08
eLong, Inc. LONG            2.9E+08
              Ltd.
LookSmart, LOOK           5.43E+08
LoopNet, Inc.LOOP         5.44E+08
             LOPE        38526M106
Grand Canyon Education, Inc
             LOR          5.21E+08
Lazard World Dividend & Income Fund, Inc.
              and         5.44E+08
Loral Space LORLCommunications, Inc.
             LOV
Spark Networks Inc. 84651P100
             LOW
Lowes Companies Inc. 5.49E+08
             LPH          5.43E+08
Longwei Petroleum Investment Holding Ltd.
             LPHI        53215T106
LIFE PARTNERS HOLDINGS INC
             Co.
LG. Display LPL Ltd.     50186V102
             LPLA        50213H100
LPL Investment Holdings Inc.
             LPNT
LifePoint Hospitals Inc 53219L109
             LPS         5.26E+106
Lender Processing Services, Inc
             LPSB
LaPorte Bancorp, Inc. 5.17E+08
             LPSN
LivePerson Inc            5.38E+08
             LPTH
Lightpath Technologies Inc5.32E+08
             LPX
Louisiana-Pacific Corp. 5.46E+08
             LQD          4.64E+08
iShares iBoxx $ Investment Grade Corporate Bond Fund
             LQDT
Liquidity Services, Inc. 53635B107
LRAD CORPLRAD            50213V109
             LRCX
Lam Research Corp         5.13E+08
             LRN
K12, Inc, Common Stock   48273U102
             LRP          5.25E+08
LEGACY HEALTHCARE PROPERTIES TRUST INC.
             LRY
Liberty Property Trust 5.31E+08
             LSBI
LSB Financial Corp        5.02E+08
             LSBK
Lake Shore Bancorp, Inc.5.11E+08
             LSC
ELEMENTS S&P CTI ETN     4042EP602
             LSCC
Lattice Semiconductor Corp5.18E+08
             LSE
CapLease, Inc.              1.4E+08
             LSE-A          1.4E+08
CapLease, Inc. 8.125% Ser. A Cum. Rdmbl. Prfrd. Stock
             LSI
LSI Corporation           5.02E+08
             LSTR
Landstar System Inc       5.15E+08
             LSTZA       53071M708
Liberty Media Corporation Liberty Starz Ser A Common Stock
             LSTZB       53071M807
Liberty Media Corporation Liberty Starz Ser B Common Stock
             Corp.
Lightbridge LTBR         53224K104
             LTC
LTC Properties, Inc.      5.02E+08
             LTC-F        5.02E+08
LTC Properties, Inc. 8% Ser F
             L
Limited, Inc. TD          5.33E+08
             LTL         74347R263
ProShares Ultra Telecommunications
            LTM
Life Time Fitness, Inc. 53217R207
            LTON
Linkstone Ltd.           5.36E+08
             Year       72201R304
PIMCO 15+ LTPZ U.S. TIPS Index Fund
            LTRE         5.22E+08
Learning Tree International, Inc.
            LTRX
Lantronix Inc            5.17E+08
            LTS
Ladenburg Thalmann Fncl.50575Q102
            LTXC
LTX-Credence Corp        5.02E+08
Lubys, Inc. LUB          5.49E+08
            LUFK
Lufkin Industries Inc     5.5E+08
            LUK
Leucadia National Corp. 5.27E+08
            LULU
lululemon athletica inc. 5.5E+08
            LUNA          5.5E+08
Luna Innovations Incorporated
            LUV
Southwest Airlines Co. 8.45E+08
            LUX
Luxottica Group S.p.A. 55068R202
            LVB
Steinway Musical Instrum.8.58E+08
            LVL         18383M860
Guggenheim S&P Global Dividend Opportunities Index ETF
            LVLT        52729N100
Level 3 Communications Inc
            LVS
Las Vegas Sands Corp. 5.18E+08
            LWAY
Lifeway Foods Inc        5.32E+08
            LWC         78464A367
SPDR Barclays Capital Long Term Credit Bond ETF
            LWSN
Lawson Software Inc 52078P102
            LXK
Lexmark International Inc5.3E+08
            LXP
Lexington Realty Trust 5.29E+08
            LXP-B        5.29E+08
Lexington Realty Trust 8.05% Series B Cumul Rdmble Pfd
            LXP-C         Ser. C Cum.
Lxngtn.Realty Trust 6.5%5.29E+08 Cnvrtbl.
            LXP-D         5.3E+08
Lexington Realty Trust 7.55% Ser. D
            LXRX         5.29E+08
Lexicon Pharmaceuticals, Inc.
            LXU
LSB INDUSTRIES INC       5.02E+08
            LYB         N53745100
LyondellBasell IND NV ORD SHS CL A
            LYG
Lloyds Banking Group PLC 5.39E+08
            LYG-A        5.39E+08
Lloyds Banking Group PLC 7.75% Public Income Notes due 07/15/2050
            LYTS
LSI Industries Inc      50216C108
             Entertainment Inc.
Live Nation LYV          5.38E+08
            LZ
Lubrizol Corporation     5.49E+08
            LZB
La-Z-Boy Incorporated 5.05E+08
            LZEN        G55329109
Lizhan Environmental Corporation
            LZR
Emergent Group Inc. 29089V203
Macy's Inc. M           55616P104
             Symbol
Listed TEST M.TEST      MMMMMMMMM
MastercardMA            57636Q104
             Incorporated
            MAA
Mid-America Apartment   59522J103
            MAB         27828K108
Eaton Vance Massachusetts Municipal Bond Fund
            MAC
Macerich Company         5.54E+08
            MAG
MagneTek Inc.            5.59E+08
            MAGS        M6786D104
Magal Security Systems Ltd
             Ltd.
IncrediMail MAIL        M5364E104
              Captial   56035L104
Main StreetMAIN Corporation
            MAJC
Majestic Capital, Ltd. G5760D111
            MAKO
Coherent, Inc.           5.61E+08
PC Mall Inc MALL       69323K100
Manpower MANInc.       56418H100
            Associates Inc
Manhattan MANH           5.63E+08
            MANT         5.65E+08
Mantech International Corp
            MAPP       56509R108
MAP Pharmaceuticals,Inc.
            MAR
Marriott Intl Inc. (NEW) 5.72E+08
            MARPS
Marine Petroleum Trust 5.68E+08
            MAS
Masco Corporation        5.75E+08
            MASC
Material Sciences Corp. 5.77E+08
            MASI
Masimo Corporation 5.75E+08
Mattel, Inc.MAT          5.77E+08
            MATK
Martek Biosciences Corp5.73E+08
            MATW         5.77E+08
Matthews International Corp
            MAV          7.24E+08
Pioneer Municipal High Income Advantage Trust
Maxygen MAXY             5.78E+08
            MAY
MALAYSIA FUND            5.61E+08
             Inc
Mays (J.W.)MAYS          5.78E+08
            MBA
CIBT Eucation Group Inc17163Y102
            MBB          4.64E+08
iShares Barclays MBS Fixed-Rate Bond Fund
            MBC         Principal Protected Note based upon Russell 2000 due 6/9/2014
Citigroup 3% Minimum17313T581
            MBF        17313G126
Citigroup Funding, 3% Minimum PPN Based Upon the S&P MidCap 400 Index due 2014
            MBFI
MB Financial Corp      55264U108
            MBG        78464A383
SPDR Barclays Capital Mortage Backed Bond ETF
MBIA Inc. MBI          55262C100
            Maturity 5/31/2013
DJIA MITTS MBL          60900479
            MBLX
Metabolix, Inc.          5.91E+08
            MBND
Multiband Corporation62544X209
            MBR        58734P105
Mercantile Bancorp, Inc.
             Financial 5.96E+08
MiddleburgMBRG Corp
            MBT
Mobile Telesystems OJSC  6.07E+08
            MBTF
MBT Financial Corporation5.79E+08
            MBVT
Merchants Bancshares Inc 5.88E+08
            MBWM
Mercantile Bank Corp 5.87E+08
BLACKROCKMCA           09254N103
              MUNIYIELD CALIFORNIA QUALITY FUND, INC
            MCBC
Macatawa Bank Corp 5.54E+08
            MCBF         6.09E+08
Monarch Community Bancorp Inc
            Bancshares Inc
MetroCorp MCBI           5.92E+08
            MCC        58503F106
MEDLEY CAPITAL CORPORATION
            MCCC       58446K105
Mediacom Communications Corp
            Corporation 5.8E+08
McDonalds MCD
            MCF
Contango Oil & Gas Co.21075N204
            MCGC
MCG Capital Corp       58047P107
            MCHP
Microchip Technology Inc 5.95E+08
            MCHX
Marchex, Inc. Class B 56624R108
            MCI
MASSMUTUAL CORP INV      5.76E+08
            MCK
McKesson Corporation 58155Q103
            MCN          5.57E+08
Madison/Claymore Covered Call & Equity Strategy Fund
            MCO
Moodys Corporation 6.15E+08
            MCOX
Mecox Lane Limited 58403M102
            MCP
MOLYCORP, INC.           6.09E+08
            MCR
MFS CHARTER INCOME TR    5.53E+08
            MCRI         6.09E+08
Monarch Casino & Resort Inc
Micrel Inc MCRL          5.95E+08
            MCRO
IQ Hedge Macro Tracker  45409B206
            MCRS
Micros Systems Inc       5.95E+08
            MCS
Marcus Corporation       5.66E+08
            MCY
Mercury General Corp. 5.89E+08
            MCZ
Mad Catz Interactive, Inc5.56E+08
            MD          58502B106
Mednax, Inc (Holding Company)
             Inc.
MedAssets,MDAS           5.84E+08
            MDC
M.D.C. Holdings, Inc. 5.53E+08
            MDCA         5.53E+08
MDC Partners Inc. Class A (new)
            MDCI        58449L100
Medical Action Industries Inc
Medicines CoMDCO         5.85E+08
            Shares      78463X764
SPDR Index MDD Funds SPDR S&P International Mid Cap ETF
            MDF          5.92E+08
Metropolitan Health Networks, Inc.
            MDH         55302L102
MHI Hospitality Corporation
             PROV
MOUNTAINMDM DIAMONDS INC62426E402
MediaMindMDMD           58449C100
             Technologies Inc.
            MDP
Meredith Corporation 5.89E+08
McDermottMDR International 5.8E+08
            MDRX        01988P108
Allscripts-Misys Healthcare Solution
Midas, Inc. MDS          5.96E+08
            MDSO
Medidata Solutions, Inc.58471A105
            Inc.
Medtronic, MDT           5.85E+08
Medcath CorpMDTH        58404W109
            MDU
MDU Resources Group, Inc.5.53E+08
            MDVN
Medivation, Inc.        58501N101
            MDW
Midway Gold Corp         5.98E+08
            MDY         ETF Trust
SPDR S&P MidCap 400 78467Y107
            MDYG         Growth ETF
SPDR S&P 400 Mid Cap78464A821 (based on S&P MidCap 400 Growth Index--symbol MUV
            MDYV         Value ETF (based on S&P MidCap 400 Value Index--symbol: MGD)
SPDR S&P 400 Mid Cap78464A839
            MEA
Metalico, Inc.           5.91E+08
            MEAD
Meade Instruments Corp.  5.83E+08
            MEAS
Measurement Specialties  5.83E+08
            MED
Medifast, Inc.          58470H101
MedQuist IncMEDQ         5.85E+08
            MEDW         5.85E+08
Mediware Information Systems, Inc.
            MEE
Massey Energy Company    5.76E+08
            MEG
Media General, Inc.      5.84E+08
            MEI
Methode Electronics 5.92E+08
            MELA
MELA SCIENCES INC. 55277R100
            MELI
Mercado Libre, Inc       58733R102
MEMSIC, Inc.MEMS          5.86E+08
            MEN          09253Y100
Blackrock Muni Enhanced Fund, Inc.
            MENT
Mentor Graphics Corp 5.87E+08
            MEOH
Methanex Corp            59151K108
            MER-D
ML PREFCPTRIII 7%TOPRS   59021F206
            MER-E
ML PREFCPTRIV7.12%TOPRS  59021G204
            MER-F
ML CAP TR V 7.28%TOPRS   59021K205
            MER-K           5.9E+08
MERRILL LYNCH CAPITAL TRUST I
            MER-M        59024T203
Merrill Lynch Capital Trust II 6.45% Trust Preferred Securities
            MER-P        59025D207
Merrill Lynch Capital Trust III
            MERC
Mercer International Inc5.88E+08
            MERR
Merriman Holdings, Inc. 5.9E+08
            MERU
Meru Networks, Inc. 59047Q103
            MES          57060U779
Market Vectors - Gulf States ETF
            MET
MetLife, Inc.            59156R108
            MET-A        59156R504
Metlife, Inc. Floating Rate Non Cuml Series A
            MET-B        59156R603
MetLife, Inc. 6.50% Non Cuml Pfd Stk Series B
            METR
Metro Bancorp, Inc. 59161R101
MF GLOBALMF              LTD.
              HOLDINGS55277J108
            MFA
MFA Financial, Inc       55272X102
            MFA-A
MFA Financial, Inc       55272X201
            MFB
Maidenform Brands, Inc. 5.6E+08
            MFC
Manulife Financial Corp. 56501R106
            MFD          55607W100
Macquarie/First Trust Global Infrastructure/Utilities Dividend & Income Fund
McAfee, Inc.MFE           5.79E+08
            MFG          60687Y109
Mizuho Financial Group, Inc.
            MFI
MicroFinancial Inc.       5.95E+08
            MFL          09254P108
BLACKOCK MUNIHOLDINGS INVESTMENT QUALITY FUND
              Enhanced MSCI EAFE® Index ETN
iPath® LongMFLA          06740P809
            MFLR
Mayflower Bancorp, Inc.5.78E+08
            MFLX         62541B101
Multi-Fineline Electronix, Inc.
            MFM
MFS MUNICIPAL INC TR 5.53E+08
            MFN            Ltd.
Minefinders Corporation6.03E+08
            MFNC          5.55E+08
Mackinac Financial Corporation
Mfri Inc    MFRI          5.53E+08
            MFSA         MSCI EAFE®
iPath® Short Enhanced 06740P882 Index ETN
             Financial Inc
MutualFirstMFSF          62845B104
BLACKROCKMFT             09254T100
              MUNIYIELD INVESTMENT QUALITY FUND
            MFV
MFS SPECIAL VALUE TRUST  5.53E+106
            MFW
M & F Worldwide Corp. 5.53E+08
            MFY          59022C202
Baby Boomer Consumption Index SRN due September 06, 2011
            MG
Mistras Group Inc.       60649T107
            MGA
Magna International       5.59E+08
             Games
MultimediaMGAM Inc 6.25E+08
            MGC            Index ETF
Vanguard Mega Cap 3009.22E+08
            MGEE
MGE Energy Inc           55277P104
           MGF           TR
MFS GVT MKTS INCOME5.53E+08
            Corporation
Minco GoldMGH          60254D108
           MGI         60935Y109
MoneyGram International, Inc.
           MGIC          5.59E+08
Magic Software Enterprises Ltd
           MGJ          60900206
Market Index Target Term Securities (MITTS) Linked to the S&P 500 Index due 02/28/2014
           MGK            Growth
Vanguard Mega Cap 3009.22E+08Index ETF
           MGLN          5.59E+08
Magellan Health Services, Inc.
           MGM
MGM RESORTS INTERNATIONAL5.53E+08
           MGN
Mines Management, Inc.   6.03E+08
           MGPI
MGP Ingredients Inc 55302G103
           MGRC
Mcgrath Rentcorp         5.81E+08
           MGT         55302P103
MGT Capital Investments, Inc.
           MGU         55608D101
Macquarie Global Infrastructure Total Return Fund, Inc.
           MGV            Value Index
Vanguard Mega Cap 3009.22E+08 ETF
           MGYR
Magyar Bancorp, Inc. 55977T109
           MHC         17313T359
2% MINIMUM COUPON ON SPX
           MHD         09253N104
Blackrock Muniholdings Fund, Inc.
            EDU          5.76E+08
MA HLTH &MHE TAX-EXEMPT TR
           MHF         95766N103
Western Asset Municipal High Income Fund, Inc
           MHGC
Morgans Hotel Group Co.61748W108
           MHH
Mastech Holdings, Inc. 57633B100
           MHI           7.24E+08
Pioneer Municipal High Income Trust
           MHK
Mohawk Industries, Inc. 6.08E+08
           MHLD
Maiden Hldgs Ltd       G5753U112
SPX MITTS MHM          06052K448
BLACKROCKMHN           09255C106
             MUNIHOLDINGS NEW YORK QUALITY FUND, INC
M/I Homes,MHOInc.      55305B101
           MHO-A
M/I HOMES, INC.        55305B200
           MHP           Inc
McGraw-Hill Companies 5.81E+08
           MHR         55973B102
Magnum Hunter Resources Corporation
           MHR-C       55973B201
Magnum Hunters Resources Corp.
           MHS         58405U102
Medco Health Solutions, Inc.
           MHW         06052H676
MITTS linked to the Dow Jones Industrial Average due April 24, 2015
           MHY         95766L107
Western Asset Managed High Income Fund, Inc.
           MI            5.72E+08
Marshall & Ilsley Corporation (NEW)
           MIC         55608B105
Macquarie Infrastructure Company LLC
           MICC        L6388F110
Millicom International Cellula
           MIDD
Middleby Corp            5.96E+08
           MIF          SRN due February 02, 2012
S&P Industrial 15 Index59022C483
           MIG
Meadowbrook Insurance  58319P108
           MIGP          5.88E+08
Mercer Insurance Group, Inc.
           MILL
MILLER PETROLEUM INC6.01E+08
           MIM
MI Developments Inc. 55304X104
           MIN
MFS INTERM INCOME SBI  55273C107
           MIND
Mitcham Industries Inc 6.07E+08
           MINI
Mobile Mini Inc        60740F105
           MINT        72201R833
PIMCO ENHANCED SHORT MATURITY STRATEGY FUND
            MIPS
MIPS Technologies Inc 6.05E+08
            MITI
Micromet, Inc.          59509C105
            MITL        60671Q104
Mitel Networks Corporation
              Ltd
Mitsui & CoMITSY         6.07E+08
            MIW         Municipal Bond Fund
Eaton Vance Michigan 27828M104
BLACKROCKMIY            09254V105
              MUNIYIELD MICHIGAN QUALITY FUND, INC. i
            MJC         17313T391
3% MIN COUPON ON RUSSELL 2000 iNDEX (RUT)
            MJF         80409T204
MSDW Structured Asset SATURNS 2001-04, 9.25% Cummins Engine
            MJH         80409R109
MSDW Structured Asset SATURNS 2001-06, 7.25% Bank of America
            MJI         09255A100
Blackrock Muni Yield New Jersey Insured Fund, Inc.
            MJN           Company
Mead Johnson Nutrition 5.83E+08
            MJT         80410A202
MSDW Structured Asset SATURNS 2002-03, 7.875% DPL Capital
            MJV         80410C208
MSDW Structured Asset SATURNS 2002-04, 8% DPL Capital
            MJY         8.04E+208
MSDW Structured Asset SATURNS 2002-07, 7.875% DPL Cap Tr II
McCormick MKC              5.8E+08
             & Company, Incorporated Non-VTG CS
             & Company, Incorporated Voting CS
McCormick MKC.V            5.8E+08
            MKF         60900750
Market Index Target Term Securities (MITTS)
            MKH         DEP REC
MARKET HOLDRS TRST 57059Y204
            MKL
Markel Corporation       5.71E+08
            MKN         17313T656
3% Minimum Coupon PPN Based Upon the Dow Jones-AIG Commodity Index due 04/07/2014
            MKS           SATURNS
MSDW Structured Asset 8.04E+08 2002-11, 6.00% AIG Cap Sec
            MKSI
MKS Instruments Inc 55306N104
Makita Corp MKTAY        5.61E+08
            MKTX        57060D108
MarketAxess Holdings Inc.
MARKEL CORP MKV          5.71E+08
            MKZ         17313T524
Citigroup Funding, Inc. 3% Minimum Coupon PPN Based on Dow Jones-UBS Commodity Index Due 2014
            MLA         6.05E+280
MITTS Linked to the S&P 500 Index due 09/27/2013
            MLAB
Mesa Laboratories Inc 59064R109
            MLG          Notes, Nov.
Metlife, Inc. 5.875% Sr.59156R405 21, 2033
            MLHR
Herman Miller Inc        6.01E+08
            MLI
Mueller Industries, Inc. 6.25E+08
            MLM
Martin Marietta Materials5.73E+08
            MLN         57060U886
Market Vectors- Long Municipal Index ETF
            Global      60786L107
ModusLink MLNK Solutions, Inc.
            MLNX        M51363113
Mellanox Technologies, Ltd.
            MLP
Maui Land & Pineapple Co.5.77E+08
            MLPG         9.03E+08
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index
            MLPI         9.03E+08
UBS E-TRACS Alerian MLP Infrastructure ETN
            MLPL         9.03E+08
UBS AG 2xMonthly Leveraged Long Exchange Traded Access Securities (E-TRACS) linked to the Aleri
            MLPN        22542D852
Credit Suisse Cushing 30 MLP Index ETN
            MLPS         9.03E+08
UBS AG 1xMonthly Short Exchange Traded Access Securities (E-TRACS) Linked to the Alerian MLP In
            MLPW         9.03E+08
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Wells Fargo® MLP Index due Oct
            MLR
Miller Industries, Inc. 6.01E+08
            MLV         59021V276
Value 30 Index SRNs due July 06, 2011
            MLVF         5.61E+08
Malvern Federal Bancorp, Inc
            MMC
Marsh & McLennan Cos 5.72E+08
            MMF         06052E574
MITTS linked to Dow Jones Industrial Average
            MINING
METALLINE MMG CO 5.91E+08
            MMI           6.2E+08
Motorola Mobility Holdings, Inc.
            MMLP         5.73E+08
Martin Midstream Partners LP
3M Company  MMM        88579Y101
            MMP          5.59E+08
Magellan Midstream Partners, L.P.
            MMR
McMoran Exploration Co.  5.82E+08
            MMS
MAXIMUS, Inc.            5.78E+08
            MMSI
Merit Medical Systems Inc 5.9E+08
            MMT
MFS MULTIMKT INCOME      5.53E+08
            MMU        95766M105
Western Asset Managed Municipals Fund, Inc
            MMUS
MakeMusic! Inc         56086P202
            MMV        2.78E+108
EATON VANCE MASS MUNI INC TR
            MMY         Notes Linked
Market Linked Step Up 06052E731 to the S&P 500 Index
            MMYT
MakeMyTrip Limited V5633W109
            MNA        45409B800
IQ ARB MERGER ARBITRAGE ETF
            M
Mind CTI Ltd NDO       M70240102
            MNE        09255F109
Blackrock MUNI New York Intermediate Duration Fund, Inc.
            MNI
McClatchy Company        5.79E+08
            MNKD
Mannkind Corporation 56400P201
            MNNY       59021W712
Merrill Lynch MITTS Nikkei 225 Index due 3/08/2011
            MNOV
Medicinova, Inc.       58468P206
            MNP        95766P108
Western Asset Municipal Partners Fund, Inc.
            Real          6.1E+08
Monmouth MNR Estate Investment Corp
            Real Estate Invetment Corporation 7.625% Series A Cumulative Redeemable Preferred Stoc
Monmouth MNR-A            6.1E+08
            MNRK       60907Q100
Monarch Financial Holdings, Inc.
            MNRKP      60907Q209
Monarch Financial Holdings, Inc.
            MNRO
Monro Muffler Inc         6.1E+08
            MNTA       60877T100
Momenta Phamaceuticals, Inc.
            MNTG
MTR Gaming Group Inc 5.54E+08
            MNTX         5.63E+08
Manitex International, Inc.
            MO
Altria Group, Inc.     02209S103
            MOB          7.65E+08
Richmond Honan Medical Properties Inc.
            MOBI
Sky-mobi Limited ADS 83084G109
            MOC        20050L100
Command Security Corporation
Mocon Inc MOCO           6.07E+08
            MOD
Modine Manufacturing Co  6.08E+08
            MOFG         5.99E+08
MidWestOne Financial Group
Moog Inc. MOG.A          6.15E+08
            CL B
MOOG INC MOG.B           6.15E+08
            MOH
Molina Healthcare, Inc.60855R100
            MOL        17314V403
2% Min Coupon Based on Gold 11/26/14
Molex Inc MOLX           6.09E+08
            MOLXA
Molex Inc Class A        6.09E+08
            MON
Monsanto Company 61166W101
            MOO        57060U605
Market Vectors Agribusiness ETF
            MOR        61746Y858
Morgan Stanley Cap Prtctd Notes based on S&P 500 Indx
            MORN
Morningstar, Inc.        6.18E+08
The MosaicMOSCompany 61945A107
MoSys, Inc.MOSY           6.2E+08
             INC.
MOTRICITY,MOTR            6.2E+08
            MOU        Notes linked
3% Principal Protected 17313G142 to the Russell 2000 Index
            MOV
Movado Group, Inc.       6.25E+08
Move, Inc. MOVE        62458M108
            MP-D         6.05E+08
Mississippi Power Co. 5.25% Ser. D Cum. Prfrd. Stock
BLACKROCKMPA           09255G107
             MUNIYIELD PENNSYLVANIA QUALITY FUND
            MPAA          6.2E+08
Motorcar Parts of America, Inc.
MOD-PAC CorpMPAC         6.07E+08
            MPB
Mid Penn Bancorp, Inc.59540G107
            MPD        06052E780
MARKET LINKED STEP UP NOTES LINKED TO THE S&P 500 INDEX
            MPE        60900412
Market Index Target Term Securities (MITTS) Linked to the S&P 500 Index
            MPEL         5.85E+08
Melco Crown Entertainment Limited
            MPET
Magellan Petroleum Corp  5.59E+08
             Trust,
MPG OfficeMPG Inc 5.53E+08
             Trust,      5.53E+08
MPG OfficeMPG-AInc. 7.625% Ser A Cumul Rdmble Pfd Stock
            MPJ          6.05E+08
Mississippi Power Company Ser E 5 5/8% Sr. Notes due May 1, 2033
            MPR
Met-Pro Corporation 5.91E+08
            MPV
MASSMUTUAL PARTN INV     5.76E+08
            MPW        58463J304
Medical Properties Trust, Inc.
            MPWR          6.1E+08
Monolithic Power Systems, Inc.
            MPX
Marine Products Corp. 5.68E+08
            MQC        06052H197
MARKET LINKED STEP UP NOTES LINKED to the S&P 500 INDEX
            MQT        09254G108
Blackrock Muni Yield Quality Fund II, Inc.
            MQY        09254F100
Blackrock Muni Yield Quality Fund, Inc
            MR           6.03E+08
Mindray Medical International Limited American Depositary Shares (One Class A ordinary share, H
            MRCY         5.89E+08
Mercury Computer Systems Inc
            MRF         Inc.
American Income Fund02672T109
            MRGE
Merge Healthcare Inc 5.89E+08
            Re Holdings Ltd.
Montpelier MRH         G62185106
            MRK
Merck & Co., Inc. (NEW)58933Y105
            MRLN          Corp
Marlin Business Services5.71E+08
            MRNA
Marina Biotech, Inc. 56804Q102
            MRO
Marathon Oil Corporation 5.66E+08
            MRT          6.19E+08
Morton's Restaurant Group, Inc.
            MRT-A        6.19E+08
MORTON RESTAURANT GROUP, INC.
            MRTN
Marten Transport Ltd 5.73E+08
            MRVL       G5876H105
Marvell Technology Group Ltd
            MRX
Medicis Pharmaceutical 5.85E+08
            MS
Morgan Stanley           6.17E+08
            MS-A       61747S504
Morgan Stanley Floating Rate non-cumulative Preferred Series A
             Appliances 6.03E+08
Mine SafetyMSA
Mesabi TrustMSB          5.91E+08
            MSBF
MSB Financial Corp. 55352P102
            MSC        06052H825
MITTS Linked to the Dow Jones Industrial Average
            MSCC
Microsemi Corp           5.95E+08
MSCI, Inc. MSCI         55354G100
            MKTS         FD
MS EMERG MSD DEBT61744H105
            MSDXP       57520R200
Mason-Dixon Bancshares Inc
            MSEX
Middlesex Water Co       5.97E+08
            MKTS
MS EMERG MSF FD 61744G107
             Financial Group Inc
MainSourceMSFG          56062Y102
            MSFT
Microsoft Corp           5.95E+08
            MSG         55826P100
Madison Square Garden, Inc.
            MSHL
Marshall Edwards, Inc. 5.72E+08
            MSI            6.2E+08
Motorola Solutions, Inc. New
            MSJ          6.17E+08
Morgan Stanley Capital Trust VI 6.60% Capital Securities
            MSK          Trust VIII 6.45% Capital Securities
Morgan Stanley Capital61753R200
            MSL
Midsouth Bancorp, Inc. 5.98E+08
            MSM
MSC Industrial Direct Co.5.54E+08
            MSN
Emerson Radio Corp. 2.91E+08
            MSO
Martha Stewart Living 5.73E+08
Misonix IncMSON          6.05E+08
            MSP          5.58E+08
Madison Strategic Sector Premium Fund
            Technologies Inc.
Mindspeed MSPD           6.03E+08
            MSS         59022C384
Select 10 Index SRN due March 08, 2012
            & Schmick's Seafood Restaurants, Inc.
McCormick MSSR             5.8E+08
            MSTR
MicroStrategy Inc        5.95E+08
            MSW          6.05E+08
Mission West Properties, Inc.
            MSY         46133K108
INVESCO HIGH YIELD INVESTMENTS FUND
            MSZ         61750K208
MORGAN STANLEY CAPITAL TRUST VII
            MT
ArcelorMittal           03938L104
            MTB
M&T Bank Corp.          55261F104
            MTB-A
M&T Capital Trust IV 55292C203
            MTD
Mettler-Toledo Intl      5.93E+08
            MTE
MAHANAGER TELEPHONE5.6E+08  NIGAM
            Inc
Mannatech MTEX           5.64E+08
            MTG
MGIC Investment Corp. 5.53E+08
            MTH         59001A102
Meritage Homes Corporation
            MTK         78464A102
SPDR Morgan Stanley Technology ETF
Mechel OAO  MTL          5.84E+08
Mechel OAO  MTL-         5.84E+08
            M
Metalink Ltd TLK        M69897110
            MTN
Vail Resorts, Inc.      91879Q109
            MTOX
Medtox Scientific, Inc. 5.85E+08
            MTP         55312N106
MLP & STRATEGIC EQUITY FUND INC.
            MTR
Mesa Royalty Trust       5.91E+08
            MTRX
Matrix Service Co        5.77E+08
            MTS
MONTGOMERY ST INC SEC    6.14E+08
            MTSC
MTS Systems Corp         5.54E+08
            MTSL        Solutions
MER Telemanagement M69676126
            MTSN
Mattson Technology Inc 5.77E+08
            MTT         95768A109
Western Asset Municipal Defined Opportunity Trust Inc.
            MTTX        59021W217
Merrill Lynch & Co., Inc. S&P500 Mkt Indx Trgt-Trm Sec.
            MTU           group, Inc.
Mitsubishi UFJ Financial 6.07E+08
Manitowoc MTWCompany, Inc.5.64E+08
            MTX
Minerals Technologies Inc 6.03E+08
            MTXX
Matrixx Initiatives Inc 57685L105
            MTY         17313T482
3 % Minimum Coupon Principal Protected Notes Based Upon the Price of Gold Due 8/11/2014
MasTec, Inc.MTZ           5.76E+08
            MU
Micron Technology, Inc. 5.95E+08
            MUA         09254J102
Blackrock Muni Assets Fund, Inc.
            MUAA          4.64E+08
iShares 2012 S&P AMT-Free Municipal Series 9/4/12
            MUAB          4.64E+08
iShares 2013 S&P AMT-Free Municipal Series 9/3/13
            MUAC          4.64E+08
iShares 2014 S&P AMT-Free Municipal Series 9/2/14
            MUAD          4.64E+08
iShares 2015 S&P AMT-Free Municipal Series 9/1/15
            MUAE          4.64E+08
iShares 2016 S&P AMT-Free Municipal Series 9/1/16
            MUAF          4.64E+08
iShares 2017 S&P AMT-Free Municipal Series 9/1/17
             National Municipal Bond Fund
iShares S&PMUB            4.64E+08
BLACKROCKMUC            09254L107
              MUNIHOLDINGS CALIFORNIA QUALITY FUND, INC
BLACKROCKMUE            09254C107
              MUNIHOLDINGS QUALITY FUND II, INC
            MUH         09253P109
Blackrock Muniholdings Fund II, Inc.
BLACKROCKMUI            09253X102
              MUNIYIELD NEW JERSEY QUALITY FUND, INC.
BLACKROCKMUJ            09254X101
              MUNIHOLDINGS NEW JERSEY QUALITY FUND, INC.
            MUK         17313T466
3 % Minimum Coupon Principal Protected Notes Based Upon the S&P 500 Index 8/11/2014
            MUNI        72201R866
PIMCO Intermediate Municipal Bond Strategy Fund
             Corp.
Murphy Oil MUR            6.27E+08
BLACKROCKMUS            09254A101
              MUNIHOLDINGS QUALITY FUND, INC.
            MUSA
Metals USA, Inc.        59132A104
            MVC
MVC Capital, Inc.         5.54E+08
            MVF         09253R105
BlackRock MuniVest Fund, Inc
            Corp.
MAG Silver MVG          55903Q104
            MVI         59021V185
Value 30 Index SRNs due August 08, 2011
             Inc
MicrovisionMVIS           5.95E+08
            MVISW
Microvision, Inc.         5.95E+08
            M
MV Oil Trust VO           5.54E+08
            MVT         09253T101
Blackrock Munivest Fund II
            MVV         74347R404
ProShares Ultra MidCap400
            MW
Mens Wearhouse, Inc. 5.87E+08
            MWA            Inc.
Mueller Water Products,6.25E+08
            MWE           5.71E+08
MarkWest Energy Partners, LP
            MWG           6.17E+08
Morgan Stanley Capital Trust IV
            MWIV        55402X105
MWI Veterinary Supply, Inc.
            MWJ         Bull 3X Shares
Direxion Daily Mid Cap 25459W730
            MWN         Bear 3X Shares
Direxion Daily Mid Cap 25459W524
            MWO           6.17E+08
Morgan Stanley Capital Trust V 5.75% Capital Securities
            MWR           6.17E+08
Morgan Stanley Capital Trust III 6 1/4% Capital Securities
            MWV
Meadwestvaco Corp         5.83E+08
            MWW
Monster Worldwide Inc 6.12E+08
            MXA
MN MUNI INC PORTFOLIO     6.04E+08
            MXC
MEXCO ENERGY CORP 5.93E+08
            INCOME FD 5.93E+08
ICO EQTY &MXE
            MXE-         5.93E+08
Mexico Equity and Income Fund, Inc.
MEXICO FUND MXF          5.93E+08
            MXH         59022Y634
Merrill Lynch Factor Model SRN due December 06, 2012
             Global Materials Sector Index Fund
iShares S&PMXI           4.64E+08
            MXIM        57772K101
Maxim Integrated Products
            MXL
MAXLINEAR, INC.         57776J100
            MXN         31849P104
First American Minnesota Municipal
            MXT         57773A508
MAXCOM TELECOMUNICACIONES,S.A.B. DE C.V.
            MXWL
Maxwell Technologies Inc 5.78E+08
            MY          16951C108
CHINA MING YANG WIND POWER GROUP LIMITED
            MYC         09254M105
Blackrock Muni Yield California Fund, Inc.
            MYD         09253W104
Blackrock Muniyield Fund, Inc.
            MYE
Myers Industries, Inc. 6.28E+08
            MYF         09254R104
Blackrock Muni Yield Fund, Inc.
            MYGN
Myriad Genetics Inc 62855J104
BLACKROCKMYI            9.25E+106
             MUNIYIELD QUALITY FUND III, INC.
            MYJ         09254Y109
Blackrock Muni Yield New Jersey Fund, Inc.
Mylan Inc. MYL           6.29E+08
BLACKROCKMYM            09254W103
             MUNIYIELD MICHIGAN QUALITY FUND II, INC.
BLACKROCKMYN            9.26E+105
             MUNIYIELD NEW YORK QUALITY FUND, INC.
            MYP         17313T615
Citigroup, 3% Minimum Coupon Principal-Protected Notes Based Upon the S&P 500 Index due 05/12/
            MYRG
MYR Group, Inc.         55405W104
            MYRX
Myrexis, Inc.           62856H107
            MYY         74347R800
ProShares Short MidCap400
            MZA         09254K109
BlackRock MuniYield Arizona Fund, Inc
            MZF         56165R103
Managed Duration Investment Grade Municipal Fund
            MZW         Notes linked
Market Linked Step Up 06052E509 to S&P 500 Index 11/28/11
            MZZ         74347R859
ProShares UltraShort MidCap400
            N
NETSUITE INC.           64118Q107
            NABI
Nabi Biopharmaceuticals 6.3E+08
             DIV        67066Y105
NUVEEN CANAC ADVTG MUNI FD
            NAD
NUVEEN DIV ADVTG MUNI FD67066V101
            NAD-C       67066V507
Nuveen Dividend Advantage Municipal Fund
            Company 6.31E+08
Nash-Finch NAFC
            NAI         00119Q100
AGIC International International & Premium Strategy Fund
            NAII         6.39E+08
Natural Alternatives Internati
            NAK         66510M204
Northern Dynasty Minerals, Ltd.
            NAL            6.5E+08
NewAlliance Bancshares, Inc.
             DIV        67066X107
NUVEEN NYNAN ADVTG MUNI FD
            NAN-C       67066X305
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND MUNIFUND TERM PFD SHRS OF BEN INT $10.00 LIQU
            NAN-D       67066X404
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND
            NANO
Nanometrics Inc            6.3E+08
            Technologies Corp
Nanophase NANX             6.3E+08
            NARA
Nara Bancorp Inc        63080P105
            NASB
NASB Financial Inc       6.29E+08
            NASI        70422P107
Pax MSCI North America ESG Index ETF
            NAT
Nordic American Tanker  G65773106
            NATH
Nathan's Famous Inc 6.32E+08
            NATI
National Instruments Corp 6.37E+08
            NATL        63654U100
National Interstate Corporation
            NATR          6.39E+08
Nature's Sunshine Products Inc.
            NAUH        63245Q105
National American University Holdings, Inc.
            NAV
Navistar International 6.39E+112
            NAV-D         PREF
NAVASTAR INTL CV JR D 6.39E+08
            NAVG
Navigators Group Inc 6.39E+08
Navisite IncNAVI        63935M208
Navarre CorpNAVR          6.39E+08
             PREM
NUVEEN AZNAZ INC MUNI FD67061W104
            NBB         67074C103
Nuveen Build America Bond Fund
            Bancorp 65080T102
NewBridge NBBC
            NBD         67074Q102
NUVEEN BUILD AMERICA BOND OPPORTUNITY FUND
            NBG
National Bank of Greece6.34E+08
            NBG-A         6.34E+08
National Bank of Greece, S.A.
            NBH         64124P101
NEUBERGER BERMAN INTMDT FD CLOSED END
            Biosciences64125C109
Neurocrine NBIX          Inc
            NBJ
OH DIV ADV MUNI FD 2    67070R104
            NBL
Noble Energy, Inc.        6.55E+08
            NBN
Northeast Bancorp New 6.64E+08
            NBO         Intermediate
Neuberger Berman NY 64124K102 Muni Fund, Inc.
            NBR
Nabors Industries Ltd. G6359F103
NeoStem,Inc NBS           6.41E+08
            NBS+
NeoStem, Inc.             6.41E+08
            NBTB
NBT Bancorp Inc           6.29E+08
            NBTF        Inc.
NB&T Financial Group, 62874M104
            NBW         64123C101
Neuberger Berman CA Intermediate Muni Fund, Inc.
            NBXH        61747Y816
Morgan Stanley 9% Targeted Income Strategic Return Securities
            NBY         66987P102
NovaBay Pharmaceuticals, Inc.
            NC
NACCO Industries, Inc. 6.3E+08
            NCA         67062C107
Nuveen California Municipal Value Fund, Inc.
            NCB         6706EB106
NUVEEN CALIFORNIA MUNICIPAL VALUE FUND 2
            NCBC        Inc.
New Century Bancorp, 64353M100
            NCC-A       63540T200
National City Capital Trust II
            NCC-B       63540X201
National City Capital Trust III
            NCC-C       63540U207
National City Capital Trust IV
            NCI         63935N107
Navigant Consulting, Inc.
NCI, Inc. NCIT          62886K104
             PREM
NUVEEN CANCL INC MUNI 2 67061U108
            NCMI
National CineMedia, Inc.6.35E+08
             MUNI
NUVEEN CANCO MKT67062U107OPPT
             PERF        MUNI
NUVEEN CANCP PLUS 67062Q106
            NCR
NCR Corporation         6.29E+112
            NCS
NCI Building Systems, Inc 6.29E+08
            NCT         65105M108
Newcastle Investment Corporation
            NCT-B       65105M207
Newcastle Investment Corporation 9.75% Series B Cumulative
            NCT-C       65105M306
Newcastle Investment Corp. 8.05% Cum. Rdmbl. Prfrd. Stock
            NCT-D       65105M405
Newcastle Investment Corp 8.375% Series D Cumulative Redeemable Pfd. Stock $.01 par value
            N
The9 LimitedCTY         88337K104
             PREM
NUVEEN CANCU INC MUNI   6706L0102
            NCU-C       6706L0300
NUVEEN CALIFORNIA PREMIUM INCOME MUNICIPAL MUNIFUND TERM PFD
            NCV           1190107
AGIC Convertible & Income Fund
            NCZ           1191105
AGIC Convertible & Income Fund II
            NDAQ         6.31E+08
NASDAQ OMX Group, Inc. (The)
            NDN
99 Cents Only Stores 65440K106
Nordson CorpNDSN         6.56E+08
            N
Nordion Inc. DZ         65563C105
            NE          H5833N103
Noble Corporation (Switzerland) (New)
            NEA          6.71E+08
NUVEEN INSURED TAX-FREE ADVANTAGE MUNICIPAL FUND
            NEA-C        6.71E+08
NUVEEN INSURED TAX-FREE ADVANTAGE MUNICIPAL FUND
            NEBS         6.44E+08
New England Bancshares, Inc.
            NECB         6.64E+08
Northeast Community Bancorp, Inc.
            NED         65487R303
Noah Education Holdings Ltd
            NEE
Nextra Energy, Inc.     65339F101
            NEE-C        I 5.875% Pfd
FPL Group Capital Trust30257V207 Trust Secs
            NEE-F       Holdings, Inc.
NextEra Energy Capital 65339K506 8.75% SERIES F DUE 03/01/2069
            NEI
Network Engines Inc 64121A107
            NEM
Newmont Mining Corp. 6.52E+08
            NEN          6.44E+08
New England Realty Associates Limited Partnership
Neogen Corp NEOG           6.4E+08
            NEP         16941G102
CHINA NORTH EAST PETROLEUM HOLDINGS LTD
            NEPT        64077P108
Neptune Technologies & Bioresources Inc.
            NETC        64109T201
NET Servicos de Comunicacao SA
            NETL        64118B100
NetLogic Microsystems, Inc.
NewMarketNEU Corporation6.52E+08
            NEV         67074M101
NUVEEN ENHANCED MUNICIPAL VALUE FUND
            NEWL
NEWLEAD HOLDINGS LTD    G64626115
             Systems 6.44E+08
New EnergyNEWN Group
Newport CorpNEWP         6.52E+08
            NEWS
NewStar Financial, Inc. 65251F105
            NEWT         6.53E+08
Newtek Business Services, Inc.
            NEXS
Nexxus Lighting, Inc 6.53E+109
            NFBK
Northfield Bancorp, Inc.66611L105
            DIV
NUVEEN CTNFC ADV MUNI FD67069T103
            NFC-C       67069T301
Nuveen Connecticut Dividend Advantage Municipal Fund
            NFEC         6.29E+08
NF Energy Saving Corporation OF AMERICA
            NFG
National Fuel Gas Co. 6.36E+08
            NFJ         65337H109
NFJ Dividend, Interest & Premium Strategy Fund
NetFlix Inc NFLX        64110L106
            NFM         67069R107
NUVEEN MD DIV ADV MUNI FD
            NFM-C       67069R305
NUVEEN MARYLAND DIVIDEND ADVANTAGE MUNICIPAL FUND
             NFO        18383M209
Guggenheim Insider Sentiment ETF
             NFP        63607P208
National Financial Partners Corp.
             NFSB
Newport Bancorp, Inc. 6.52E+08
             NFX
New Field Exploration Co.6.51E+08
             DIV        67069L100
NUVEEN AZNFZ ADVANT MUNI FD
             NFZ-C      67069L308
NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNICIPAL FUND 2.05% SERIES 2015
             NG
NovaGold Resources Inc. 6.70E+210
             NGAS
NGAS Resources, Inc. 62912T103
             NGB        67069M108
NUVEEN VIRGINIA DIV ADV MUNI
             NGB-C      67069M306
NUVEEN VIRIGNIA DIVIDEND ADVANTAGE MUNICIPAL FUND
New Gold Inc.NGD         6.45E+08
             NGG
National Grid PLC        6.36E+08
             NGK
Nuveen CONN. DIVD II 67071R103
             NGK-C      67071R301
Nuveen Connecticut Dividend Advantage Municipal Fund 2
             NGLS       87611X105
Targa Resources Partners LP
             DIV
NUVEEN CTNGOADV MUNI 3  67071Y108
             NGO-C      67071Y306
NUVEEN CONNECTICUT DIVIDEND ADVANTAGE MUNICIPAL FUND 3
              Resources 62912R107
NGP CapitalNGPC         Company
             Services Group, Inc.
Natural GasNGS          63886Q109
             Inc.
NeurogesX,NGSX           6.41E+08
             NGT         2.76E+08
Eastern American Natural Gas
             NGX        67072F108
Nuveen Insured Massachsetts Tax-Free Advantage Municipal Fund
             NGX-C      67072F306
NUVEEN INSURED MASSACHUSETTS TAX-FREE ADVANTAGE MUNICIPAL FUND
             NGZ        00119R108
AGIC GLOBAL EQUITY & CONVERTIBLE INCOME FUND
             NHC
National Healthcare Corp.6.36E+08
             NHC-A
National Healthcare Corp.6.36E+08
             NHI        63633D104
National Health Investors
             Health
NationwideNHP Props.     6.39E+08
             NHS        64128C106
Neuberger Berman High Yield Strategies Fund
             NHTB        6.45E+08
New Hampshire Thrift Bancshare
NiSource Inc.NI         65473P105
             NIB        06739H313
iPath Dow Jones-UBS Cocoa Subindex Total Return ETN due June 24, 2038
             NICE
Nice Systems Ltd         6.54E+08
             NICK
Nicholas Financial Inc 65373J209
             NIE        00119P102
AGIC Equity & Convertable Income Fund
             NIF          MUNI INC
NUVEEN PREM INSURED6.71E+08
             NIHD
NII Holdings Inc.       62913F201
              DIV
NUVEEN NCNII ADV MUN    67072D103
             NII-C      67072D301
NUVEEN NORTH CAROLINA DIVIDEND ADVANTAGE MUNICIPAL FUND 3
             NILE
Blue Nile, Inc.         09578R103
             NIM        67061T101
NUVEEN SELECT MATURITIES MUNI
             NINE        6.54E+08
Ninetowns Internet Technology Group Company Limited
             NIO          FD
NUVEEN INS MUNI OPPT6.71E+08
             NIV        62914U108
NIVS IntelliMedia Technology Group, Inc.
             NJ
NIDEC CORP ADR           6.54E+08
             Resources Corp
New Jersey NJR           6.46E+08
             NJV         6.71E+08
NUVEEN NEW JERSEY MUNICIPAL VALUE FUND
             NKA         6.55E+08
Niska Gas Storage Partners LLC
             NKBP      16949B113
China Nuokang Bio-Pharmaceutical Inc.
Nike, Inc. NKE           6.54E+08
             NKG
NUVEEN GA DIV ADV MUN  67072B107
             NKG-C     67072B305
Nuveen Georgia Dividend Advantage Municipal Fund 2
             CAL.
Nuveen INSNKL DIV 67071M104
             NY
Nuveen INSNKODVD FD67071N102
             NKR
Nuveen ARIZ. DIVD II 67071P107
             NKR-C     67071P305
NUVEEN ARIZONA DIVIDEND ADVANTAGE MUNICIPAL FUND 2
             NKSH        6.35E+08
National Bankshares Inc/VA
             NKTR
Nektar Therapeutics       6.4E+08
             NKX         6.71E+08
Nuveen Insured California Tax-Free Advantage Municipal Fund
             NL
NL Industries, Inc.      6.29E+08
             NLC
Nalco Holding Company  62985Q101
             NLCI        6.55E+08
Nobel Learning Communities Inc
             NLP         6.29E+08
NTS Realty Holdings Limited Partnership
             NLR       57060U704
Market Vectors Uranium + Nuclear Energy ETF
             NLS
Nautilus, Inc.         63910B102
Netlist, Inc.NLST      64118P109
             NLTX
NILE THERAPUETICS INC 6.54E+08
             NLTXW
Nile Therapeutics, Inc. 6.54E+08
             NLY        35710409
Annaly Capital Management. Inc.
             NLY-A      35710508
Annaly Capital Management, Inc. 7.87% Ser A Cum Reedmle
             NM        Y62196103
Navios Maritime Holdings Inc.(Marshall Islands)
             NMA       67062H106
NUVEEN MUNI ADVANTAGE FD
             NMB       67069P101
NUVEEN MA DIV ADVANT MUNI FD
             NMB-C     67069P309
NUVEEN MASSACHUSETTS DIVIDEND ADVANTAGE MUNICIPAL FUND
             NMD         6.71E+08
Nuveen Municipal High Income Opportunity Fund 2
             NMI
Nuveen Municipal Income67062J102
             NMK-B       6.54E+08
Niagara Mohawk Holdings, Inc. 3.60% Ser B Pfd
             NMK-C       6.54E+08
Niagara Mohawk Holdings, Inc. 3.90% Ser C Pfd
             NMM       Y62267102
Navios Maritime Partners L.P.
             NMO
NUVEEN MUNI MKT OPPT   67062W103
             NMP
NUEEN MI PREM INC MUNI 67101Q109
             NMR
Nomura Holdings, Inc 65535H208
Numerex Corp NMRX      67053A102
             NMT
MA PREM INC MUNI FD    6.71E+108
             NMT-C     6.71E+306
NUVEEN MASSACHUSETTS PREMIUM INCOME MUNICIPAL FUND
             NMTI
NMT Medical Inc          6.29E+08
             NMY
MD PREM INC MUNI FD    67061Q107
             NMY-C     67061Q404
Nuveen Maryland Premium Income Municipal Fund
             NMZ         6.71E+08
Nuveen Muni High Inc Opp Fund
             NNA       Y62159101
Navios Maritime Acquisition Corporation
             NNA+      Y62159119
Navios Maritime Acquisition Corporation
             NNA.U     Y62159127
Navios Maritime Acquisition Corp.
             DIV
Nuveen VA NNBMUNI 267071C106
             NNB-C     67071C304
NUVEEN VIRGINIA DIVIDEND ADVANTAGE MUNICIPAL FUND 2
NN Inc      NNBR         6.29E+08
             PREM      MUNI
NUVEEN NCNNC INC 67060P100
            NNC-C      67060P308
NUVEEN NORTH CAROLINA PREMIUM INCOME MUNICIPAL FUND
            NNC-D      67060P407
NUVEEN NORTH CAROLINA PREMIUM INCOME MUNICIPAL FUND
            NNF        67101R107
NUVEEN INS NY PREM INC MUNI
            Class
Nelnet, Inc.NNI A      64031N108
            PREM
NUVEEN NJNNJ INC MUNI  67101N106
            NNN          6.37E+08
National Retail Properties, Inc.
            NNN-C        6.37E+08
NATIONAL RETAIL PROPERTIES
            DIV        67071D104
Nuveen NC NNOADV MUNI FD 2
            NNO-C       Dividend Advantage Municipal Fund 2
Nuveen North Carolina67071D302
NUVEEN NYNNP           PLUS MUNI
             PERFORM 67062R104
            Municipal Value
Nuveen NY NNY          67062M105
            NOA          6.57E+08
North American Energy Partners, Inc.
            NOAH
Noah Holdings Limited 65487X102
            NOBH
Nobility Homes Inc       6.55E+08
            NOC
Northrop Grumman Corp.   6.67E+08
            NOEC        Chemical Corp. Common Stock
New Oriental Energy & 64758A107
            NOG          6.66E+08
Northern Oil and Gas, Inc. Common Stock
             Inc
MicroneticsNOIZ          5.95E+08
            NOK
Nokia Corporation        6.55E+08
            NOM          MUNI
NUVEEN MO PREM INC67060Q108
            NOM-C      67060Q306
NUVEEN MISSOURI PREMIUM INCOME MUNICIPAL FUND
            NOOF
New Frontier Media Inc 6.44E+08
            NOR        65542W107
Noranda Aluminum Holdings Corporation
            NORW       37950E747
Global X FTSE Norway 30 ETF
            NOV          6.37E+08
National Oilwell Varco, Inc.
            NOVA
NovaMed, Inc.          66986W207
            NOVBD      66304M204
North Valley Bancorp New
Novell Inc NOVL           6.7E+08
            NP
Neenah Paper, Inc.        6.4E+08
            NPBC         6.37E+08
National Penn Bancshares Inc
            NPBCO      62935R209
National Penn Bancshares, Inc.- Trust II - 7.85% Cumulative Trust Preferred Securities
            NPC        67061X102
NUVEEN INS CA PREM INC MUNI
            NPD        16943C109
China Nepstar Chain Drugstore LTD
            NPF
NUVEEN PREM MUNI INCOME  6.71E+08
            NPG         MUNI
NUVEEN GA PREM INC 67060F102
            NPG-C      67060F300
Nuveen Georgia Premium Income Municipal Fund
            NPI
NUVEEN PREM INCOME MUNI67062T100
            NPK
National Presto Indust. 6.37E+08
            NPM        67063W102
NUVEEN PREM INCOME MUNI 2
            NPN        67074K105
NUVEEN PENNSYLVANIA MUNICIPAL VALUE FUND
            NPO
ENPRO INDUSTRIES 29355X107
            NPP        67062P108
NUVEEN PERFORM PLUS MUNI
            NPS        61746Y288
S&P 500 Index Capital Protected Notes due June 30, 2011
            NPSP
NPS Pharmaceuticals Inc62936P103
            NPT        6706K4105
NUVEEN PREM INCOME MUNI 4
             PREM        MUNI FD
NUVEEN VANPV INC 67064R102
            NPV-C        67064R409
NUVEEN VIRGINIA PREMIUM INCOME MUNICIPAL FUND
            NPX          MUNI 2
NUVEEN INS PREM INC6706D8104
             PREM
NUVEEN PANPY INC MUNI 2  67061F101
             INV
NUVEEN CANQC QUAL MUNI   67062A101
            NQI
NUVEEN INS QUALITY MUNI  67062N103
            INV
NUVEEN NJNQJ QUAL MUNI    6.71E+08
            NQM
NUVEEN INV QUALITY MUNI  6.71E+107
             INV
NUVEEN NYNQN QUAL MUNI   67062X101
             INV
NUVEEN PANQP QUAL MUNI    6.71E+08
            NQS
NUVEEN SELECT QUAL MUNI   6.71E+08
            NQU           MUNI FD
NUVEEN QUAL INCOME 6.71E+08
            NR
Newpark Resources, Inc.6.52E+08
             DIV
NUVEEN NCNRB ADV MUNI FD 67069N106
            NRB-C        Dividend Advantage Municipal Fund
Nuveen North Carolina67069N304
            NRC           6.37E+08
National Rural Utilities Cooperative Finance Corp 6.10% Sub Notes 2/01/2044
            NRCI
National Research Corp 6.37E+08
            NRF          66704R100
NorthStar Realty Finance Corp.
            NRF-A        66704R209
Northstar Realty Finance Corporation
            NRF-B        66704R308
Northstar Realty Finance Corp.
            NRG
NRG Energy, Inc.          6.29E+08
Inergy LP NRGY            4.57E+08
            NRIM
Northrim BanCorp Inc 6.67E+08
            NRK           6.71E+08
Nuveen Insured NY Tax-Free Advantage Municipal Fund
            NRK-C         6.71E+08
NUVEEN INSURED NEW YORK TAX-FREE ADVANTAGE MUNICIPAL FUND
            NRO          64190A103
Neuberger Berman Real Estate Sec. Income Fund Inc.
            NRP          63900P103
Natural Resource Partners L.P.
            NRT
North European Oil Rylty  6.59E+08
            NRU           6.37E+08
National Rural Utilities Coop Fin Corp 5.95% Subordinated Notes 2/15/45
            NS
Nustar Eneergy L.P. 67058H102
            NSC
Norfolk Southern Corp. 6.56E+08
            NSEC          Inc
National Security Group 6.38E+08
            NSFC          6.66E+08
Northern States Financial Corp
            NSH
Nustar GP Holdings, LLC  67059L102
            NSIT
Insight Enterprises Inc 45765U103
            NSL          FD
NUVEEN SENIOR INCM 67067Y104
            NSM
National Semiconductor 6.38E+08
            NSPH
Nanosphere, Inc          63009F105
            NSR
Neustar, Inc. Class A 64126X201
            NSSC            6.3E+08
Napco Security Technologies, Inc
NSTAR       NST          6.70E+111
            NSTC
Ness Technologies, Inc.64104X108
            NSU
Nevsun Resources Ltd. 64156L101
            NSYS
Nortech Systems Inc       6.57E+08
NetApp, IncNTAP          64110D104
            PREM
NUVEEN CTNTC INC MUNI    67060D107
            NTC-C        67060D305
NUVEEN CONNECTICUT PREMIUM INCOME MUNICIPAL FUND
            NTC-D      67060D404
NUVEEN CONNECTICUT PREMIUM INCOME MUNICIPAL FUND
            NTCT
Netscout Systems Inc 64115T104
            NTE
Nam Tai Electronics, Inc 6.3E+08
Netease.com NTES       64110W102
            NTG
TORTOISE MLP FUND INC. 89148B101
            NTGR
NETGEAR, Inc.          64111Q104
            NTIC         6.66E+08
Northern Technologies International Corp.
            NTL
Nortel Inversora S.A. 6.57E+08
            NTLS
NTELOS Holdings Corp. 67020Q107
            NTN
NTN Buzztime, Inc        6.29E+08
            NTRI
NutriSystem, Inc.      67069D108
            NTRS
Northern Trust Corp      6.66E+08
            NTSC         6.38E+08
National Technical SYS Inc
            NTSP       INC.
NETSPEND HOLDINGS, 64118V106
            NTT
Nippon Telegraph & Telep.6.55E+08
            NTWK       64115A204
NetSol Technologies, Inc.
             QUAL
NUVEEN TXNTX INCOME MUNI 6.71E+08
            NTX-C         INCOME
NUVEEN TEXAS QUALITY6.71E+08 MUNICIPAL FUND
            NTZ
Natuzzi, S.p.A         63905A101
            NU
Northeast Utilities      6.64E+08
            NUAN       67020Y100
Nuance Communications, Inc.
             QUAL
NUVEEN CANUC INCOME MUNI 6.71E+08
             Global      4.64E+08
iShares S&PNUCL Nuclear Energy Index Fund
            NUE
Nucor Corporation          6.7E+08
            NUGT       25459W250
Direxion Daily Gold Miners Bull 2X Shares
            NUJ
Nuveen NJ DIV FD II 67071T109
            NUJ-C      67071T307
Nuveen New Jersey Dividend Advantage Municipal Fund 2
             QUAL
NUVEEN MINUM INCOME MUNI 6.71E+08
            NUN          6.71E+08
NUVEEN NY QUAL INCOME MUNI
            NUO          6.71E+08
NUVEEN OH QUAL INCOME MUNI
            NURO
NeuroMetrix, Inc.        6.41E+08
            NUS        67018T105
NuSkin Enterprises, Inc.
            NUTR       67060Y101
Nutraceutical International Co
            NUV
NUVEEN MUNI VALUE FD     6.71E+08
            NUVA
NuVasive, Inc.           6.71E+08
            NUW          Fund 2
Nuveen Municipal Value6.71E+08
Novavax Inc NVAX           6.7E+08
NUVEEN CANVC             6.71E+08
             SELECT QUAL MUNI
Nvidia CorpNVDA        67066G104
            Inc
NV Energy, NVE         67073Y106
NVE Corp NVEC            6.29E+08
             DIVD
Nuveen INSNVG FD 67071L106
            NVG-C      67071L502
Nuveen Insured Dividend Advantage Municipal Fund
            N
Novogen Ltd VGN        67010F103
            NVJ
Nuveen OHIO DVD III 67071V104
            NVLS
Novellus Systems Inc       6.7E+08
            NVMI       M7516K103
Nova Measuring Instruments Ltd
NUVEEN NYNVN            6.71E+08
             SELECT QUAL MUNI
            NVO
Novo-Nordisk A/S          6.7E+08
NVR, Inc. NVR          62944T105
Novartis AGNVS         66987V109
            NVSL        6.39E+08
Naugatuck Valley Financial Corporation
            NVTL
Novatel Wireless Inc 66987M604
            NVX        67069X104
NUVEEN A DIV ADV MUNI FD II
            NVX-C      67069X401
Nuveen California Dividend Advantage Municipal Fund 2
            NVY
Nuveen PENN DVD FD 67071W102
            NVY-C      67071W300
Nuveen Pennsylvania Dividend Advantage Municipal Fund 2
            NW-C        6.39E+08
NATL WESTMINSTER PREFCADS
            NWBI        6.67E+08
Northwest Bancshares, Inc
            NWD
New Dragon Asia Corp 64378H102
            NWE
NorthWestern Corporation6.68E+08
            NWFL
Norwood Financial Corp 6.7E+08
            NWI
NUVEEN MD DIV ADV MUN  67072A109
            NWI-C      67072A307
Nuveen Maryland Dividend Advantage Municipal Fund 3
            NWK         6.41E+08
Network Equipment Technologies, Inc.
            NWL
Newell Rubbermaid Inc. 6.51E+08
            NWLI        6.39E+08
National Western Life INS
            NWN
Northwest Natural Gas 6.68E+08
            NWPX
Northwest Pipe Co       6.68E+08
            NWS
News Corporation CL B6.52E+207
            NWSA       6.52E+108
News Corporation - Class A Shares
New York &NWY           6.49E+08
             Company, Inc.
            NX          7.48E+08
Quanex Building Products Corporation
             SEL       67063R103
NUVEEN CANXC TAX-FREE INC
            DIV
NUVEEN AZNXE ADV MUN   6.71E+105
            NXG         6.66E+08
Northgate Minerals Corporation
            NXI        67070C107
NUVEEN OH DIV ADV MUNI FD
            NXI-C      67070C305
NUVEEN OH DIV ADV MUNI FD MuniFund Term Preferred Shares of Beneficial Interest, $10.00 Liquida
            DIV        67069Y102
NUVEEN NJNXJ ADV MUNI FD
            NXK        67070A101
NUVEEN Y DIV ADV MUNI FD II
            NXK-C      67070A309
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND 2
             DIV
NUVEEN PANXMADV MUNI FD6.71E+107
            NXM-C      6.71E+305
Nuveen Pennsylvania Dividend Advantage Municipal Fund
             SEL       67063V104
NUVEEN NYNXN TAX-FREE INC
            NXP        67062F100
NUVEEN SELECT TAX-FREE INC
            NXPI
NXP Semiconductors N.V.N6596X109
            NXQ        67063C106
NUVEEN ELECT TAX-FREE INC 2
            NXR        67063X100
NUVEEN ELECT TAX-FREE INC 3
            NXST       65336K103
Nexstar Broadcasting Group, Inc.Class A
            NXTM
NxStage Medical Inc. 67072V103
Nexen, Inc. NXY        65334H102
            7.35%      Notes due 11-01-2043
NEXEN, Inc.NXY-B Sub 65334H508
            NXZ        67070F100
NUVEEN DIV ADV MUNI FD II
            NY          4.64E+08
iShares Trust NYSE 100 Index Fund
            NYB           6.49E+08
New York Community Bancorp, Inc.
            NYB-U       64944P307
New York Community Capital Trust V (BONUSES)
            NYC           4.64E+08
iShares Trust NYSE Comp Index Fund
            NYF           4.64E+08
iShares Trust S&P NY Mun Bd Fd
            NYH          Municipal
Eaton Vance New York27828T109Bond Fund II
            NYMT           6.5E+08
New York Mortgage Trust, Inc.
            NYMX         Corp
Nymox Pharmaceutical67076P102
            NYNY
Empire Resorts Inc        2.92E+08
            NYT
New York Times Co.         6.5E+08
            NYV           6.71E+08
NUVEEN NEW YORK MUNICIPAL VALUE FUND 2
            NYX
NYSE Euronext             6.29E+08
            NZF
NUVEEN DIV ADV MUNI FD 367070X101
            NZF-C       67070X507
NUVEEN DIVIDEND ADVANTAGE MUNICIPAL FUND 3
            NZH
NUVEEN DIV ADV MUNI FD 367070Y109
            NZH-C       67066Y501
NUVEEN NEW YORK DIVIDEND ADVANTAGE MUNICIPAL FUND 3 MuniFund Term Preferred Shares of Benefici
            NZR         67070V105
NUVEEN MD DIV ADV MUNI FD 2
            NZR-C       67070V303
NUVEEN MARYLAND DIVIDEND ADVANTAGE MUNICIPAL FUND 2
            NZT
Telecom Corp. New Zealand 8.79E+08
            NZW         67070W103
NUVEEN MICH DIV ADV MUNI FD
            NZW-C       67070W301
Nuveen Michigan Dividend Advantage Municipal Fund
            NZX         67070T100
NUVEEN GA DIV ADV MUNI FD
            NZX-C       67070T308
Nuveen Georgia Dividend Advantage Municipal Fund
            O
Realty Income Corporation 7.56E+08
            O-D           7.56E+08
Realty Income Corp 7.375% Mo. Income Cl D Cumul Rdmbl Pfd
            O-E
REALTY INCOME CORP 7.56E+08
            OABC        68216R107
OmniAmerican Bancorp, Inc.
            OAS
OASIS PETROLEUM INC. 6.74E+08
OnebeaconOB             G67742109
            Insurance Group, Ltd. Class A
            OBAF        Inc.
OBA Financial Services,67424G101
            O
Optibase Ltd BAS        M7524R108
            OBCI
Ocean Bio-Chem Inc        6.75E+08
            OC
Owens Corning             6.91E+08
            OC+B          6.91E+08
Owens Corning Series B Expiring 10/30/2013
            OCCF
Optical Cable Corp        6.84E+08
            OCFC
OceanFirst Financial Corp 6.75E+08
Oclaro Inc. OCLR        67555N206
            OCLS        67575P108
Oculus Innovative Sciences, Inc.
            OCN           6.76E+08
Ocwen Financial Corporation
            OCNF
OceanFreight Inc.New Y64202115
            OCNW
Occam Networks, Inc. 67457P309
            OCR
Omnicare Inc.             6.82E+08
            OCR-A       I (PIERS)
Omnicare Capital Trust 68214L201
            OCR-B       B 4.00% Trust
Ominicare Cap Tr II Ser 68214Q200 (PIERS) Pfd.
            OCZ
OCZ TECHNOLOGY GROUP INC6.71E+307
            ODC           6.78E+08
Oil-Dri Corporation of America
            ODFL
Old Dominion Freight Line  6.8E+08
            ODP
Office Depot Inc.         6.76E+08
              100          4.64E+08
iShares S&POEF Index Fund CBOE
             OEH         G67743107
ORIENT-EXPRESS HOTELS LTD. CLASS A COMMON SHARES
             OESX
Orion Energy Systems, Inc. 6.86E+08
             OFC         22002T108
Corporate Office Properties Trust
             OFC-G       22002T504
Corporate Office Properties Trust 8% Ser G Cumul Rdmble Pfd Shs of Ben Int
             OFC-H       22002T603
Corporate Office Properties Trust 7.5% Ser H Cumul Rdmble Pfd
             OFC-J       22002T702
Corporate Office Properties Trust
             OFED          6.76E+08
OCONEE FEDERAL FINANCIAL CORP
             OFG
Oriental Financial Group 68618W100
             OFG-A       68618W209
Oriental Financial Group Pfd. Ser. A 7.125%
             OFG-B       68618W308
Oriental Financial Group, Inc.
             OFI
Overhill Farms, Inc.        6.9E+08
             OFIX
Orthofix International NVN6748L102
             OFLX
Omega Flex, Inc.           6.82E+08
OGE EnergyOGE Corp.        6.71E+08
OncoGenexOGXI            68230A106
              Pharmaceuticals Inc.
             OHI           6.82E+08
Omega Healthcare Investors Inc.
             OHI-D         6.82E+08
Omega Healthcare Investors Inc. 8.375% Ser D Cumulative Rdmble Pfd Stk
             OI
Owens Illinois Inc.        6.91E+08
             OIA         46132X101
INVESCO MUNICIPAL INCOME OPPORTUNITIES TRUST
             OIB         46133A100
INVESCO MUNICIPAL INCOME OPPORTUNITIES TRUST II
             OIC         46133C106
INVESCO MUNICIPAL INCOME OPPORTUNITIES TRUST III
             OIH
OIL SERVICE HOLDERS TR     6.78E+08
             OII           6.75E+08
Oceaneering International Inc.
             OIIM        67107W100
02Micro International Limited
             OIL         06738C786
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
             OINK
Tianli Agritech, Inc.    G8883T104
             INTERNATIONAL, INC. 4
OIL STATES OIS             6.78E+08
Oneok, Inc.OKE             6.83E+08
             OKS
Oneok Partners, L.P. 68268N103
             OKSB
Southwest Bancorp Inc/OK   8.45E+08
             OKSBP       84480C205
SOUTHWEST BANCORP, INC. SOUTWEST CAPITAL TRUST II
             OLBK
OLD LINE Bancshares, Inc.67984M100
             OLCB
Ohio Legacy Corp           6.77E+08
Olin Corp. OLN             6.81E+08
             OLO          Oil Short Exchange Traded Notes due 6/1/2038
PowerShares DB Crude25154K866
One LibertyOLP             6.82E+08
              Properties, Inc.
             OMAB           Centro Norte S.A.B. de C.V
Grupo Aeroportuario del4.01E+08
             OMC
Omnicom Group Inc. 6.82E+08
             O
Omnicell Inc MCL         68213N109
             OME
Omega Protein Corporation68210P107
             OMER
Omeros Corporation         6.82E+08
             OMEX          6.76E+08
ODYSSEY MARINE EXPLORATION INC
OM Group, OMGInc.          6.71E+08
             OMI
Owens & Minor, Inc.        6.91E+08
             OMN
Omnova Solutions Inc. 6.82E+08
             OMPI        67423R108
Obagi Medical Products, Inc.
            OMX
OfficeMax, Inc.         67622P101
            ONAV        Y6476R105
Omega Navigation Enterprises, Inc.
            ONB
OLD NATIONAL BANCORP6.8E+08 4
            ONCY
Oncolytics Biotech Inc 6.82E+08
            ONE         42983D104
HIGHER ONE HOLDINGS, INC.
One Fund ONEF            9.03E+08
            ONEQ         3.16E+08
Fidelity NASDAQ Composite Index Fund ETF-Tracking NASDAQ Composite Index
            ONFC
Oneida Financial Corp 6.82E+08
            ONNN
ON Semiconductor Corp 6.82E+08
            ONP
ORIENT PAPER INC. 68619F205
            ONSM         6.83E+08
Onstream Media Corporation
            ONTY
Oncothyreon Inc.         6.82E+08
Onvia, Inc. ONVI        68338T403
            ONXX
Onyx Pharmaceuticals Inc 6.83E+08
            OPEN
OPEN TABLE, INC.        68372A104
            OPHC        68401P205
OptimumBank Holdings, Inc.
            OPK
Opko Health INC.        68375N103
            OPLK        68375Q403
Oplink Communications, Inc.
            OPNT
Opnet Technologies Inc 6.84E+08
            OPOF
Old Point Financial Corp 6.8E+08
            OPTC
Optelecom-NKF, Inc.      6.84E+08
            OPTR        68401H104
Optimer Pharmaceuticals, Inc.
            OPTT         6.75E+08
Ocean Power Technologies, Inc.
            OPWV
Openwave Systems Inc. 6.84E+08
            OPXA
Opexa Therapeutics, Inc.68372T103
            OPXAW
Opexa Therapeutics, Inc.68372T111
            O
Opnext, Inc. PXT        68375V105
            OPY          6.84E+08
Oppenheimer Holdings, Inc.
            ORA
Ormat Technologies, Inc. 6.87E+08
            ORB          6.86E+08
Orbital Sciences Corporation
            ORBC
ORBCOMM, Inc.           68555P100
Orbotech LtdORBK        M75253100
            ORBT
Orbit International Corp 6.86E+08
            ORCC
Online Resources Corp 68273G101
            ORCH
Orchid Cellmark Inc 68573C107
Oracle CorpORCL         68389X105
            ORCT         Ltd
Orckit CommunicationsM7531S206
            OREX         6.86E+08
Orexigen Therapeutics, Inc.
            ORI            6.8E+08
Old Republic International Corporation
            ORIT        68633D103
Oritani Financial Corp. New
            ORLY        67103H107
O'Reilly Automotive, Inc. New
            ORN
Orion Marine Group, Inc.68628V308
            ORRF
ORRSTOWN FINL SVCS INC   6.87E+08
            Technologies, Inc.
Orsus XeintORS          68749U106
            Bancorp Inc 6.8E+08
Old Second OSBC
            Capital
Old Second OSBCP Trust I6.8E+08
            OSG            6.9E+08
Overseas Shipholding Group Inc.
            OSHC
Ocean Shore Holding Co. 67501R103
            OSIR        68827R108
Osiris Therapeutics, Inc.
            OSIS
OSI Systems Inc           6.71E+08
            OSK
Oshkosh Corp.             6.88E+08
            OSM         78442P403
SLM Corporation CPI-Linked Medium Term Notes, Ser A 03/15/17
            OSN
Ossen Innovation Co., Ltd.6.88E+08
            OSTK
Overstock.com Inc          6.9E+08
            OSUR
OraSure Technologies Inc68554V108
            OTEX
Open Text Corp            6.84E+08
            OTIV        M8791A109
OTI On Track Innovations Ltd
            OTP         18383M704
Guggenheim Tomo Patent ETF
            OTR          Growth Index
Claymore/Ocean Tomo18383M779 ETF
Otelco, Inc.OTT           6.89E+08
            OTTR
Otter Tail Corp            6.9E+08
            OUTD           6.9E+08
Outdoor Channel Holdings, Inc.
             Banc
Ohio Valley OVBC Corp 6.78E+08
            OVLY
Oak Valley Bancorp        6.72E+08
            OVRL
Overland Storage Inc       6.9E+08
             Technologies Inc
Omnivision OVTI           6.82E+08
            OWW
Orbitz Worldwide, Inc. 68557K109
            OXBT        69207P209
OXYGEN BIOTHERAPEUTICS, INC.
            OXF           6.92E+08
Oxford Resource Partners, LP
Oxigene IncOXGN           6.92E+08
            OXLC
OXFORD LANE CAPITAL CORP  6.92E+08
            OXM
Oxford Industries, Inc. 6.91E+08
            OXPS          6.84E+08
optionsXpress Holding, Inc.
            OXY           6.75E+08
Occidental Petroleum Corporation
            OYOG
OYO Geospace Corp         6.71E+08
            OZM         67551U105
Och-Ziff Capital Managment Group LLC
             Ozarks
Bank of theOZRK Inc 63904106
            PAA           7.27E+08
Plains All American Pipeline, L.P.
            PAAS
PAN American Silver Corp  6.98E+08
            PABK
PAB Bankshares, Inc. 69313P101
            PAC            Pacifico,
Grupo Aeroportuario del4.01E+08 S.A.B. de C.V. Amer. Dep. Shares (each rep. 10 Ser. B shares)
            PACB        69404D108
Pacific Biosciences of California, Inc.
            PACR
Pacer International Inc 69373H106
            PACW
PacWest Bancorp           6.95E+08
            PAET
PAETEC Holding Corp. 6.95E+08
            PAF          Asia Pacific
Powershares FTSE RAFI73936T854 ex-Japan Portfolio
            PAG         70959W103
Penske Automotive Group, Inc.
            PAGG        73936Q702
PowerShares Global Agriculture Portfolio
            PAI         Fund
Western Asset Income 95766T100
            PAL           6.57E+08
North American Palladium Ltd.
            PALL        26923A106
ETFS Physical Palladium Shares
            PAM
PAMPA ENERGIA S.A. 6.98E+08
            PANL
Universal Display Corp 91347P105
            PAO         73936Q405
RiverFront Tactical Balanced Growth Portfolio
             PAR
PAR Technology Corp. 6.99E+08
             PARD         7.32E+08
Poniard Pharmaceuticals, Inc.
             PARL
Parlux Fragrances Inc 7.02E+08
NuPathe Inc. PATH        67059M100
             PATK
Patrick Industries Inc 7.03E+08
             PATR        70337B102
Patriot Transportation Holding
             PAY
Verifone Systems, Inc. 92342Y109
Paychex IncPAYX           7.04E+08
             PBCT         7.13E+08
People's United Financial,Inc
             PBD         73936T615
PowerShares global Clean Energy Portfolio
             PBE         73935X856
PowerShares Dynamic Biotechnology & Genome Portfolio
             PBH         74112D101
Prestige Brands Holdings, Inc.
             PBHC
Pathfinder Bancorp Inc 70320A103
             PBI
Pitney Bowes Inc.         7.24E+08
             PBI-         7.24E+08
Pitney Bowes Inc. Pfd $2.12
             PBIB
Porter Bancorp, Inc.      7.36E+08
             PBIO        7.41E+113
Pressure BioSciences, Inc.
             PBIP         of Pennsylvania
Prudential Bancorp, Inc. 7.44E+08
             PBJ         73935X849
PowerShares Dynamic Food & Beverage
             PBM         69403R108
Pacific Booker Minerals, Inc.
             PBNY
Provident New York Bancorp7.44E+08
             PBP         73936G308
PowerShares S&P 500 BuyWrite Portfolio
             PBR         S.A.-PETROBRAS ADS (REP 1 COMMON SHARE)
PETROLEO BRASILEIRO 71654V408
             PBR.A
Petroleo Brasileiro S.A. 71654V101
             PBS         73935X823
PowerShares Dynamic Media Portfolio
             PBT          7.14E+08
Permian Basin Royalty Trust
             PBTH
PROLOR BIOTECH INC 74344F106
             PBW         73935X500
PowerShares WilderHill Clean Energy Portfolio
             PBY
Pep Boys (The)            7.13E+08
PANASONICPC   CORP       69832A205
             PCA         73936Q504
RiverFront Tactical Growth & Income Portfolio
Paccar Inc PCAR           6.94E+08
             PCBCD       New
Pacific Capital Bancorp 69404P200
             PCBK
Pacific Continental Corp 69412V108
             PCBS        74386S107
Provident Community Bancshares, Inc.
             PCC
PMC Commercial Trust 6.93E+08
             PCCC
PC Connection Inc        69318J100
             PCE          Trust, Inc
Pacific Office Properties 6.95E+08
             PCEF        73936Q843
PowerShares CEF Income Composite Portfolio
             PCF          7.47E+08
Putnam High Income Securities Fund
PG&E Corp PCG            69331C108
             PCG-A        6.94E+08
Pacific Gas and Electric Company 6% 1st Pfd.
             PCG-B        6.94E+08
Pacific Gas and Electric Company 5 1/2% 1st Pfd.
             PCG-C        6.94E+08
Pacific Gas and Electric Company 5% 1st Pfd.
             PCG-D        6.94E+08
Pacific Gas and Electric Company 5% Red. 1st Pfd.
             PCG-E        6.94E+08
Pacific Gas and Electric Company 5% Red. 1st Pfd.A
             PCG-G        6.94E+08
Pacific Gas and Electric Company 4.80% Red. 1st Pfd.
            PCG-H         6.94E+08
Pacific Gas and Electric Company 4.50% Red. 1st Pfd.
            PCG-I         6.94E+08
Pacific Gas & Electric Company 4.36% Red 1st Pfd
            PCH
Potlatch Corporation 7.38E+08
            PCK         72200M108
PIMCO CALIFORNIA MUNICIPAL INCOME FUND II COMMON SHARES OF BENEFICIAL INT.
             Timber Company, Inc.
Plum Creek PCL            7.29E+08
            PCLN
Priceline.com Inc.        7.42E+08
            PCM
PCM Fund, Inc.          69323T101
            PCN         72200U100
Pimco Corporate Income Fund
            PCP
Precision Castparts Corp. 7.4E+08
            PCQ         72200N106
Pimco California Municipal Income Fund
METROPCS PCS              5.92E+08
            Communications, Inc.
PC-Tel Inc PCTI         69325Q105
             Corporation
Patriot CoalPCX         70336T104
            PCY           Markets Sovereign Debt Portfolio
PowerShares Emerging73936T573
            PCYC
Pharmacyclics Inc         7.17E+08
            PCYG
Park City Group, Inc. new 7E+08
            PCYO
Pure Cycle Corporation 7.46E+08
            PDC
Pioneer Drilling Company  7.24E+08
            PDCO
Patterson Companies, Inc. 7.03E+08
            PDE         74153Q102
Pride International, Inc.
             New
Pro-Dex IncPDEX         74265M205
            PDFS
PDF Solutions Inc         6.93E+08
PDI Inc     PDII        69329V100
            PDJ         61746S703
Morgan Stanley PROPELS 0.4% Dow Jones Industrial Average due 12/30/2011
             Realty        B
PresidentialPDL.B Class 7.41E+08
            PDLI
PDL BioPharma, Inc. 69329Y104
            PDM             7.2E+08
Piedmont Office Realty Trust, Inc.
            PDN           Developed
PowerShares FTSE RAFI73936T771 Markets ex-US Small-Mid Portfolio
            PDNT        59021W571
Merrill Lynch 97% Protected Notes Dow Jones Ind Average 3/28/2011
            PDO
PYRAMID OIL CO            7.47E+08
            PDP         73935X153
Powershares DWA Technical Leaders Portfolio
            PDS         74022D308
Precision Drilling Corporation
            PDT           Dividend Fund
John Hancock Premium41013T105
            PE-A
Peco Energy Co. Pfd. $3.806.93E+08
            PE-B
Peco Energy Co. Pfd. $4.306.93E+08
            PE-C
Peco Energy Co. Pfd. $4.406.93E+08
            PE-D
Peco Enercy Co. Pfd. $4.686.93E+08
            PEB
Pebblebrook Hotel Trust 70509V100
            PEBK          7.11E+08
Peoples Bancorp of North Carol
            PEBO
Peoples Bancorp Inc/OH 7.1E+08
            PEDH          7.11E+08
Peoples Educational Holdings, Inc.
            PEET
Peet's Coffee & Tea Inc 7.06E+08
            PEG            Group Incorporated
Public Service Enterprise7.45E+08
            PEGA
Pegasystems Inc           7.06E+08
            PEI            Investment
Pennsylvania Real Estate7.09E+08 Trust
            PEIX
Pacific Ethanol, Inc. 69423U107
            PEJ         73935X757
PowerShares Dynamic Leisure & Entertainment Portfolio
             PEK         57060U597
Market Vectors China A-Shares ETF
             PEL         61746S877
Morgan Stanley PROPELS 0.50% S&P 500 Index
             PENN
Penn National Gaming Inc   7.08E+08
Penford Corp PENX          7.07E+08
             PEO           7.17E+08
Petroleum & Resources Corporation
             PEOP          7.11E+08
PEOPLES FEDERAL BANCSHARES, INC.
PepsiCo, Inc.PEP           7.13E+08
PerfumaniaPERF           71376C100
              Holdings, Inc.
             PERY          2.89E+08
Perry Ellis International Inc
             PESI          7.14E+08
Perma-Fix Environmental Servic
             PET-A          Div.Cum.Pfd.(10)
Pacific Enterprises $4.366.94E+08
             PET-B          Div.Cum.Pfd.(10)
Pacific Enterprises $4.406.94E+08
             PET-C          Div.Cum.Pfd.(10)
Pacific Enterprises $4.506.94E+08
             PET-D          Div.Cum.Pfd.(10)
Pacific Enterprises $4.756.94E+08
             PETD           Corporation
Petroleum Development7.17E+08
             P
Petsmart Inc ETM           7.17E+08
             PETS
PetMed Express, Inc. 7.16E+08
             PEY         73935X302
PowerShares High Yield Equity Dividend Achievers Portfolio
             PEZ         73935X419
PowerShares Dynamic Consumer Discetionary Sector Portfolio
             PFA         73936T805
PowerShares Dynamic Developed International Opportunities Portfolio
             PFBC
Preferred Bank, Los Angeles  7.4E+08
             PFBI
Premier Financial Bancorp74050M105
             PFBX
Peoples Financial Corp/MS71103B102
             PFCB         Inc
PF Chang's China Bistro69333Y108
             PFD           3.38E+08
Flaherty & Crumrine Preferred Income Fund Incorporated
Pfizer Inc. PFE            7.17E+08
             PFED
Park Bancorp Inc               7E+08
              U.S.         4.64E+08
iShares S&PPFF Preferred Stock Index Fund
             PFG         74251V102
Principal Financial Group, Inc.
             PFG-B       74251V300
Pricipal Financial Group, Inc. 6.518% Ser.B Non-Cum. Prptl. Prfrd. Stock
             PFH
CabCo Trust for JC Penny   1.27E+08
             PFI         73935X377
PowerShares Dynamic Financial Sector Portfolio
             PFIN
P&F Industries             6.93E+08
             PFK
Prudential Financial Inc 7.44E+08
             PFL         72201H108
PIMCO Income Strategy Fund
             PFM         Achievers Portfolio
PowerShares Dividend 73935X732
             PFN         72201J104
PIMCO Income Strategy Fund II
             PFO         3.38E+110
Flaherty & Crumrine Preferred Income Opportunity Fund Incorporated
             PFS         74386T105
Provident Financial Services, Inc.
PFSweb, Inc. PFSW          7.17E+08
             PFX         7.19E+212
The Phoenix Companies Inc.
             PG
Procter & Gamble Company   7.43E+08
             PGC           7.05E+08
Peapack-Gladstone Financial Corp
             PGD          Currency Revaluation ETN
Barclays Asian and Gulf06739H420
             PGEB        59021W464
Merrill Lynch/97% Protec. Notes Linked to Global Equity
             PGF         73935X229
PowerShares Financial Preferred Portfolio
Pengrowth PGH            70706P104
             EnergyCorp. New
            PGI          7.41E+08
Premiere Global Services, Inc.
            PGJ         73935X401
PowerShares Golden Dragon Halter USX China Portfolio
            PGM         06739H255
iPath Dow Jones-UBS Platinum Subindex Total Return ETN due June 24, 2038
            PGN
Progress Energy, Inc. 7.43E+08
            PGNX         7.43E+08
Progenics Pharmaceuticals Inc
            PGP          7.22E+08
PIMCO Global StockPLUS & Income Fund
             Corporation 7.43E+08
ProgressivePGR
PGT, Inc. PGTI          69336V101
            PGX          Portfolio
PowerShares Preferred73936T565
            PH
Parker Hannifin Corp 7.01E+08
             Inc.        Senior Notes due June 1, 2046
Pultegroup,PHA 7.375% 7.46E+08
            PHB         73936T557
PowerShares Fundamental High Yield Corporate Bond Portfolio (based on the RAFI High Yield Bond
PHC Inc. PHC             6.93E+08
            PHD         72369J102
Pioneer Floating Rate Trust
            PHF          6.94E+08
Pacholder High Yield Fund Inc.
             E NY
Koninkl PhilPHG SH           5E+08
            PHH
PHH Corporation          6.93E+08
            PHI           Telephone
Philippine Long Distance7.18E+08 Company
PHI, Inc. PHII          69336T106
            PHIIK       69336T205
PHI, Inc. Non-Voting Common Stock
            PHK
PIMCO High Income Fund   7.22E+08
             Inc.
Pultegroup,PHM           7.46E+08
            PHMD
PhotoMedex, Inc.         7.19E+08
            PHO         73935X575
PowerShares Water Resource Portfolio
            PHR           INC.
PRUDENTIAL FINANCIAL,7.44E+08
            PHT         72369H106
PIONEER HIGH INCOME TRUST COMMON SHARES OF BENFICIAL INTEREST
            PHX          6.98E+08
Panhandle Oil and Gas Inc.
            PHYS        85207H104
Sprott Physical Gold Trust
            PIA         4.61E+106
INVESCO MUNICIPAL PREMIUM INCOME TRUST
            PIC         73935X641
PowerShares Dynamic Insurance Portfolio
            PICB        73936Q835
PowerShares International Corporate Bond Portfolio
            PICO
Pico Holdings Inc        6.93E+08
            PID         73935X716
PowerShares International Dividend Achievers Portfolio
            PIE         73936Q207
PowerShares DWA Emerging Markets Technical Leaders Portfolio
            PII
Polaris Industries Inc. 7.31E+08
            PIJ            7.4E+08
ML Depositor PreferredPlus 7.40% Ford Motor Co. Cert. FRD-1
            PIKE
Pike Electric Corporation7.21E+08
            PIM          7.47E+08
Putnam Master Intermediate Income Trust
            PIN         73935L100
PowerShares India Portfolio
            PIO         73936T623
PowerShares Global Water Portfolio
            PIP
PharmAthene,Inc         71714G102
            PIQ         73935X468
PowerShares Dynamic MagniQuant Portfolio
            PIR
Pier 1 Imports, Inc.       7.2E+08
            PIS            7.4E+08
ML Depositor PreferredPlus 8.75% Liberty Media Cert. LMG-1
            PIV         73935X682
S&P 500 High Quality Portfolio
            PIY            7.4E+08
ML Depositor PreferredPlus 8.375% Citizens Commun Cert. CZN-1
            PIZ         73936Q108
PowerShares DWA Developed Markets Technical Leaders Portfolio
             PJA            7.4E+08
ML Depositor PreferredPlus 8.00% Qwest Capital Cert. QWS-2
             PJB          73935X336
PowerShares Dynamic Banking Sector Portfolio
             PJC
Piper Jaffray Companies 7.24E+08
             PJF          73935X450
PowerShares Dynamic Large Cap Portfolio
             PJG          73935X443
PowerShares Dynamic Mid Cap Portfolio
             PJI          73941X601
Merrill Lynch Depositor, Inc. PPLUS Cl A 6.00% Trust Certificates Series GSG-1
             PJL            7.4E+08
ML Depositor PreferredPlus 7.625% Verizon Global Cert. VER-1
             PJM          73935X435
PowerShares Dynamic Small Cap Portfolio
             PJP          73935X799
PowerShares Dynamic Pharmaceuticals Portfolio
             PJR            7.4E+08
Merrill Lynch Depositor, Inc.
             PJS            7.4E+08
Merrill Lynch Depositor, Inc. 7.55% /Trust Certificate
             PJT            7.4E+08
Merrill Lynch Depositor, Inc.
             PJZ          73941X403
Merrill Lynch Depositor, Inc. PPLUS Cl A 7.25% Tr Cert Ser VAL-1(Valero Energy)
             PKB          73935X666
PowerShares Dynamic Building & Construction Portfolio
             PKBK
Parke Bancorp Inc.         7.01E+08
             PKD
Parker Drilling Company 7.01E+08
             PKE
Park Electrochemical Corp. 7E+08
             PKG
Packaging Corp of America  6.95E+08
             PKH            7.4E+08
ML Depositor PreferredPlus 7.75% Qwest Commun Cert. QWS-1
             PKI
PerkinElmer, Inc.          7.14E+08
             PKJ            7.4E+08
ML Depositor PreferredPlus 8.00% Cooper Tire Cert. CTR-1
             PKK            7.4E+08
ML Depositor PreferredPlus 8.50% Liberty Media Cert. LMG-2
             PKM            7.4E+08
ML Depositor PreferredPlus 8.00% AFC Capital Trust I Cert. ALL-1
             PKN          73937B100
PowerShares Global Nuclear Energy Portfolio
             PKO          72202B100
Pimco Income Opportunity Fund
             PKOH
Park-Ohio Holdings Corp7.01E+08
             PKOL         73936Q884
PowerShares Global Coal Portfolio
             PKT
Procera Networks, Inc. 74269U104
             PKW          73935X286
PowerShares Buyback Achievers Portfoilio
POSCO        PKX           6.93E+08
             PKY
Parkway Properties, Inc.  70159Q104
             PKY-D        70159Q401
Parkway Properties, Inc. 8.00% Ser D Cuml Rdmble Pfd
             PL
Protective Life Corporation7.44E+08
             Trust        69340N202
PLC Capital PL-A IV 7.25% Trust Originated Preferred Securities (TOPrS)
             Trust        69340Y208
PLC Capital PL-B V 6.125% TOPrs
             PL-D
Protective Life Corporation7.44E+08
             PL-S         69340M204
Plc Capital Trust III 7 1/2% TRUST ORIG. PFD SECS.(TOPRS)
             PLA            Class B
Playboy Enterprises, Inc.7.28E+08
             PLA.A          Class A
Playboy Enterprises, Inc.7.28E+08
             PLAB
Photronics Inc             7.19E+08
             PLBC
PLUMAS BANCORP (Quincy,CA) 7.29E+08
             PLCC
Paulson Capital Corp 7.04E+08
             PLCE
Childrens Place            1.69E+08
Polycom Inc  PLCM         73172K104
             PLD
ProLogis Trust             7.43E+08
             PLD-F         7.43E+08
Prologis 6.75% Series F Cumulative Rdmble Pfd Shs of Beneficial Interest
             PLD-G         7.43E+08
PROLOGIS 6.75% Series G Cumulative Rdmble Pfd Shrs.
               Life
PresidentialPLFE Corp 7.41E+08
             PLG          LTD.
Platinum Group Metals72765Q205
             PLK         73935B409
PowerShares Active Low Duration Portfolio
             PLL
Pall Corporation           6.96E+08
             PLM
PolyMet Mining Corp. 7.32E+08
             PLND        ETF
Market Vectors Poland57060U571
             PLNR
Planar Systems Inc         7.27E+08
             PLOW
DOUGLAS DYNAMICS, INC.   25960R105
             PLP
PROTECTIVE LIFE CORPORATION7.44E+08
             PLPC
Preformed Line Products Co  7.4E+08
             PLS
PLS Energy Supply LLC 69352J883
Plantronics,PLTInc.        7.27E+08
             PLTM        33737C104
First Trust ISE Global Platinum Index Fund
              Inc
Plug Power PLUG          72919P103
ePlus Inc PLUS             2.94E+08
             Funding, Inc.
PPL Capital PLV          69352P889
             PLW         73936T524
PowerShares 1-30 Laddered Treasury Portfolio
             PLX         74365A101
Protalix BioTherapeutics, Inc. Common Stock
Plexus CorpPLXS            7.29E+08
             PLXT
PLX Technology Inc         6.93E+08
             PM            7.18E+08
Philip Morris International Inc.
             PMA         73935B300
PowerShares Active Mega-Cap Portfolio
             PMB-            9.0% Series due 12/31/27
Premier Cap Tr I Pfc. CUM7.4E+08
             PMBC
Pacific Mercantile Bancorp 6.95E+08
             PMC
PHARMERICA CORP. 71714F104
             PMCS
PMC - Sierra Inc         69344F106
             PMD
Psychemedics Corporation   7.44E+08
             PMF         72200R107
PIMCO MUNICIPAL INCOME FUND COMMON SHARES OF BENEFICIAL INTERST
PMFG, Inc. PMFG          69345P103
              Inc.
PMI Group,PMI (The) 69344M101
             PMIC
Penn Millers Holding Corp. 7.08E+08
             PML         72200W106
PIMCO MUNICIPAL INCOME FUND II COMMON SHARES OF BENEFICIAL INT.
             PMM           7.47E+08
Putnam Managed Municipal Income
             PMNA        73936Q603
Powershares MENA Frontier Countries Portfolio
             PMO           7.47E+08
Putnam Municipal Opportunities Trust
             PMR         73935X617
PowerShares Dynamic Retail Portfolio
PENNYMACPMT              70931T103
               MORTGAGE TRUST
             Technology Corporation
Parametric PMTC            6.99E+08
             PMTI          6.98E+08
Palomar Medical Technologies I
             PMX         72201A103
PIMCo Municipal Income Fund III
             PNBC          7.42E+08
Princeton National Bancorp Inc
             PNBK        70336F104
Patriot National Bancorp Inc
             PNC           6.93E+08
PNC Financial Services Group
             PNC+          6.93E+08
PNC Financial Services Group
             PNCL
Pinnacle Airlines Corp. 7.23E+08
             PNF         72200T103
PIMCO NEW YORK MUNICIPAL INCOME FUND COMMON SHARES OF BENIFICIAL INTERST
             PNFP        72346Q104
Pinnacle Financial Partners In
            PNG           6.93E+08
PAA Natural Gas Storage, L.P.
             Trust      69350S208
PNC CapitalPNH E 7 3/4% Trust Preferred Securities
            PNI         72200Y102
PIMCO NEW YORK MUNICIPAL INCOME FUND II COMMON SHARES OF BENEFICIAL INT.
            PNK           7.23E+08
Pinnacle Entertainment Inc.
            PNM
PNM Resources, Inc. 69349H107
            PNNT
Pennant Investment Corp   7.08E+08
             Corp
Pennichuck PNNW           7.08E+08
            PNQI        73935X146
PowerShares Nasdaq Internat Portfoilio
Pentair Inc.PNR             7.1E+08
            PNRA
Panera Bread Co         69840W108
            PNRG
PrimeEnergy Corp        7.42E+108
            PNS
Pinnacle Data Systems, Inc7.23E+08
            PNSN
Penson Worldwide, Inc. 7.1E+08
            PNTR
Pointer Telocation Ltd. M7946T104
             Trust      69350H202
PNC CapitalPNU D 6.125% Capital Securities
            PNW           7.23E+08
Pinnacle West Capital Corporation
            PNX         7.19E+113
Phoenix Companies Inc. (The)
            PNY             7.2E+08
Piedmont Natural Gas Company, Inc.
            PODD
Insulet Corporation 45784P101
            POH           of Okalahoma 6% Sr Notes
Public Service Company 7.45E+08
            POL         73179P106
POLYONE CORPORATION COMMON SHARES
            POM
PEPCO Holdings, Inc. 7.13E+08
            POOL
Pool Corporation        73278L105
            POPE          7.33E+08
Pope Resources Depositary Receipts of Limited Partnership Units
            POR           7.37E+08
Portland General Electric Company
            POT         73755L107
Potash Corporation of Saskatchewan Inc.
            POWI
Power Integrations Inc 7.39E+08
            POWL
Powell Industries Inc 7.39E+08
            POWR        73936N105
PowerSecure International, Inc.
Pozen Inc POZN          73941U102
            PPA         73935X690
PowerShares Aerospace & Defense Portfolio
            PPBI        69478X105
Pacific Premier Bancorp Inc
            PPC         72147K108
Pilgrims Pride Corporation
            PPD             7.4E+08
Pre-Paid Legal Services, Inc.
            PPDI          Develop
Pharmaceutical Product 7.17E+08
            PPG
PPG Industries, Inc.      6.94E+08
            PPH
PHARM HOLDRS TR DEP REC 71712A206
            PPHM          7.14E+08
Peregrine Pharmaceuticals Inc
            PPL
PPL Corporation         69351T106
            PPL-U
PPL Corporation         69351T601
            PPLT        Shares
ETFS Physical Platinum 26922V101
            PPO          Inc.
Polypore International,73179V103
            PPR
ING Prime Rate Trust 44977W106
            PPS
Post Properties, Inc.     7.37E+08
            PPS-A         7.37E+08
Post Properties, Inc. Preferred 8.50%
            PPS-B         7.37E+08
Post Properties, Inc. Preferred 7.625%
            PPT            Trust
Putnam Premier Income7.47E+08
             PPW-
Pacificorp Preferred 5.00%6.95E+08
             PPY        61748A742
Mrgn Stnly *% Mkt Prtcptn Sec Linked to DJ High Yld Slct 10 Indx - Exp3/30/2012
Petroquest PQEnergy Inc 7.17E+08
             PQY        73935B102
PowerShares Active AlphaQ Fund
             PQZ        73935B201
PowerShares Active Alpha Multi-Cap Fund
             PRA        74267C106
PROASSURANCE CORPORATION (HOLDING COMPANY) 4
             PRAA       73640Q105
Portfolio Recovery Associates
             PRAN
Prana Biotechnology Ltd 7.4E+08
             PRB        57060U738
Market Vectors Pre-Refunded Muni Idx ETF
             Inc
Perceptron PRCP         71361F100
             PRD
Primus Guaranty, Ltd. G72457115
             PRE
PartnerRe Ltd.          G6852T105
              LTD.      G6852T204
PARTNERREPRE-C 6.75% Ser C Cumulative Rdmbl Pfd Shares
             PRE-D      G68603409
PartnerRe Ltd. 6.5% Ser D Cumul Rdmble
             PRF         US 1000 Portfolio
PowerShares FTSE RAFI73935X583
             PRFT
Perficient Inc          71375U101
             PRFZ        US 1500 Small-Mid Portfolio
PowerShares FTSE RAFI73935X567
             PRGN       69913R309
Paragon Shipping Inc. Class A
Perrigo Co PRGO           7.14E+08
             PRGS
Progress Software Corp 7.43E+08
             PRGX
PRGX Global, Inc.       69357C503
PRIMERICA,PRI INC.      74164M108
             PRIM       74164F103
Primoris Services Corporation
             PRIS       74343G204
Promotora de Informaciones, S.A. (New)
             PRIS.B     74343G303
Promotora de Informaciones, S.A. (New) each representing (4) Class B covertible non-voting shar
             PRK
Park National Corporation 7.01E+08
             PRKR
Parkervision Inc          7.01E+08
             PRLS
Peerless Systems Corp 7.06E+08
PRIMEDIA Inc.PRM        74157K846
             PRMW
Primo Water Corporation 74165N105
             PRN        73935X369
PowerShares Dynamic Industrials Sector Portfolio
             PRO
Pros Holdings, Inc.     74346Y103
Deltek, Inc PROJ        24784L105
             PROV
Provident Financial Hldgs 7.44E+08
             PRPH
PROPHASE LABS, INC. 74345W108
             PRS
Primus Guaranty, Ltd. G72457107
             PRSC         7.44E+08
The Providence Service Corporation
             PRSP
Prosperity Bancshares Inc 7.44E+08
Presstek IncPRST          7.41E+08
             PRTS       90343C100
U.S. Auto Parts Network, Inc.
             PRU
Prudential Financial, Inc.7.44E+08
             PRVT       74266R302
Private Media Group, Inc.
             PRWT
PremierWest Bancorp 7.41E+08
             PRX        69888P106
Par Pharmaceutical Companies, Inc.
             PRXI       7.41E+106
Premier Exhibitions, Inc.
             PRXL
Parexel International Corp6.99E+08
             PSA        74460D109
Public Storage(MARYLAND), Inc.
            PSA-A        74460D497
Public Storage, Inc.(Maryland) 6.125%Pfd Cum Series A
            PSA-C        74460D448
Public Storage, Inc. 6.60% Ser C (Maryland)
            PSA-D        74460D430
Public Storage, Inc. Depository Shs each rep 1/1000 of a sh of 6.18% Cum Pfd Ser D (Maryland)
            PSA-E        74460D398
Public Storage, Inc. Dep Shs (each rep 1/1000 of a shr of 6.75% Cum Pfd E)
            PSA-F        74460D380
Public Storage(MARYLAND), Inc. Dpstry. Shrs.(1/1,000 Shr. of 6.45% Cum. Prfrd. Stck., Ser. F)
            PSA-G        74460D364
Public Storage(MARYLAND), Inc. Depositary Shares (Each representing 1/1000 of a share of 7.00%
            PSA-H        74460D323
Public Storage(MARYLAND), Inc. Dep Shrs(each rep 1/1000 of a share of 6.95%Cumul Pfd Stock Seri
            PSA-I        74460D299
Public Storage(MARYLAND), Inc. Depositary Shares (Each Representing 1/1000 of a Share of 7.25%
            PSA-K        74460D273
Public Storage(MARYLAND), Inc. Depositary Shares(Each representing 1/1,000th of a share of 7.25
            PSA-M        74460D232
Public Storage(MARYLAND), Inc. Pfd.
            PSA-N
Public Storage           74460D190
            PSA-O
Public Storage           74460D182
            PSA-P
Public Storage           74460D158
            PSA-W        74460D570
Public Storage(MARYLAND), Inc. Dep Shrs.
            PSA-X        74460D554
Public Storage(MARYLAND), Inc.
            PSA-Z        74460D521
Public Storage(MARYLAND), Inc. 6.25% Series Z Cumul Pfd Stock
            PSAU         73936Q876
PowerShares Global Gold & Prcious metals Portfolio
             Parks,
PS BusinessPSB Inc. 69360J107
             parks,      69360J875
PS BusinessPSB-H Inc. 7.0% Ser H
             Parks,      69360J867
PS BusinessPSB-I Inc. 6.875% Pfd. Series I.
             Parks,      69360J784
PS BusinessPSB-M Inc. Dep. Shrs. Rprsntng 1/1,000th Shr. of 7.2% Cum. Prfrd. Stock
             Parks,      69360J750
PS BusinessPSB-O Inc. (Depositary Shares each representing 1/1000 of a share of 7.375% Cumula
             Parks,      69360J743
PS BusinessPSB-P Inc. Representing 1/1,000 of a Share of 6.70%
            PSB-R        69360J883
PS BUSINESS PARKS, INC. 6.875% CUMULATIVE SER R
            PSBH
PSB Holdings, Inc.       69360W108
            PSDV
pSivida Corp.            74440J101
            PSE          72388B106
Pioneer Southwest Energy Partners L.P.
            PSEC         74348T102
Prospect Capital Corporation
            PSEM          Corp
Pericom Semiconductor 7.14E+08
            PSF          19248Y107
COHEN & STEERS SELECT PREFERRED AND INCOME FUND
            PSI          73935X781
PowerShares Dynamic Semiconductors Portfolio
            PSID
PositiveID Corporation 73740J100
            PSJ          73935X773
PowerShares Dynamic Software Portfolio
            Fargo        78464A292
SPDR Wells PSK Preferred Stock ETF
            PSL          73935X393
PowerShares Dynamic Consumer Staples Sector Portfolio
            PSLV         85207K107
Sprott Physical Silver Trust
            PSMT
Pricesmart Inc            7.42E+08
Pearson plcPSO            7.05E+08
            PSOF
Pansoft Company Limited  G6891W101
            PSP          73935X195
PowerShares Global Listed Private Equity Portfolio
            PSQ
ProShares Short QQQ 74347R602
            PSR          73935B508
PowerShares Active U.S. Real Estate Fund
COLLECTIVEPSSBRANDS, INC.19421W100
            PSSI
PSS World Medical Inc 69366A100
            PST          74347R313
ProShares Trust UltraShort Lehman 7-10 Year Treasury
            PSTB
Park Sterling Corp.      70086Y105
PLURISTEMPSTI            72940R102
             THERAPEUTICS INC
            PSTL        73936Q868
PowerShares Global Steel Portfolio
            PSTR         7.38E+08
POSIROCK ENERGY CORPORATION
            PSUN         6.95E+08
Pacific Sunwear Of California
            PSW         09255J101
Blackrock Credit Allocation Income Trust I, Inc.
            PSY         09255H105
Blackrock Credit Allocation Income Trust II, Inc.
            PT           7.37E+08
Portugal Telecom SGPS S.A.
             Short       9.03E+08
E-Tracs UBSPTD Platinum ETN
            PTEK
PokerTek, Inc.           7.31E+08
            PTEN
Patterson-UTI Energy Inc 7.03E+08
            PTF         73935X344
PowerShares Dynamic Technology Sector Portfolio
            PTH         73935X351
PowerShares Dynamic Healthcare Sector Portfolio
            PTI           Limited (Each representing two Equity Shares)
Patni Computer Systems7.03E+08
            PTIE
Pain Therapeutics Inc 69562K100
            PTIX        71376K102
Performance Technologies Inc
            PTM          9.03E+08
E-TRACS UBS Long Platinum ETN
            PTN          6.96E+08
Palatin Technologies, Inc.
            PTNR
Partner Communications  70211M109
            PTO         73936Q306
Ibbotson Alternative Completion Portfolio
            PTP         Holdings, Ltd.
Platinum Underwriters G7127P100
            PTR         7.16E+104
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
            PTRY
Pantry Inc/The           6.99E+08
            PTSI         6.93E+08
PAM Transportation Services
Point.360 PTSX           7.31E+08
            PTX         71426V108
Pernix Therapeutics Holdings, Inc.
            PTY         72201B101
Pimco Corporate Opportunity Fund
            PUDA
PUDA COAL, INC           7.45E+08
            PUI         73935X591
PowerShares Dynamic Utilities Porfolio
            PUK         74435K204
PRUDENTIAL PLC ADS (REP 2 ORD SHARES)
            PUK-        G7293H114
Prudential Public Ltd Co. 6.75% Perp Sub Capital Sec.
            PUK-A       G7293H189
Prudential Public Limited Co. 6.50% Perp Sub Capital Sec.
            PULB
Pulaski Financial Corp 7.46E+08
            PULS        74586W106
PULSE ELECTRONICS CORPORATION
            PURE
PURE Bioscience          7.46E+08
            PUW         73935X161
PowerShares WilderHill Progressive Energy Portifolio
            PVA
Penn Virginia Corp.      7.08E+08
            PVD         00709P108
Administradora de Fondos de Pensiones Providia S.A.
            Corp
PVF Capital PVFC         6.94E+08
            PVG         70788P105
Penn Virginia GP Holdings L.P.
            Heusen Corp.
Phillips VanPVH          7.19E+08
            PVI         73936T433
PowerShares VRDO Tax Free Weekly Portfolio
            PVR          7.08E+08
PENN VIRGINIA RESOURCE PARTNERS, L.P. COMMON UNITS REP. LTD. PART. INTER.
            PVSA
Parkvale Financial Corp 7.01E+08
            PVSW
Pervasive Software Inc 7.16E+08
            PVTB
PrivateBancorp Inc       7.43E+08
            PVTBP       74272L208
PrivateBancorp, Inc. Capital Trust IV Trust Preferred
            PVX         (New)
Provident Energy Trust 74386V100
            West         7.25E+08
Pittsburg & PW Virginia Railroad
PowerwavePWAV             7.39E+08
              Technologies Inc
             PWB        73935X609
PowerShares Dynamic Large Cap Growth Portfolio
             PWC        73935X104
PowerShares Dynamic Market Portfolio
             PWE          7.08E+08
Penn West Petroleum Ltd. (New)
             Inc New 73930R102
Power-One PWER
             PWJ        73935X807
PowerShares Dynamic Mid Cap Growth Portfolio
             PWND       73937B308
PowerShares Global Wind Energy Portfolio
             PWO        73935X203
PowerShares Dynamic OTC Portfolio
             PWOD
Penns Woods Bancorp Inc   7.08E+08
             PWP        73935X880
PowerShares Dynamic Mid Cap Value Portfolio
             PWR
Quanta Services, Inc. 7.48E+106
             PWRD
Perfect World Co.,Ltd. 71372U104
             PWT        73935X872
PowerShares Dynamic Small Cap Growth Portfolio
             PWV        73935X708
PowerShares Dynamic Large Cap Value Portfolio
             & Worcester7.44E+08 Company
Providence PWX             Railroad
             PWY        73935X864
PowerShares Dynamic Small Cap Value Portfolio
             PWZ        73936T441
PowerShares Insured California Municipal Bond Portfolio
Praxair Inc. PX         74005P104
             PXD          7.24E+08
Pioneer Natural Resource Co.
             PXE        73935X658
PowerShares Dynamic Energy Exploration & Production Portfolio
             PXF         Developed
PowerShares FTSE RAFI73936T789 Markets Ex-U.S.Portfolio
             PXG        71903M100
Phoenix Footwear Group, Inc
             PXH         Emerging
PowerShares FTSE RAFI73936T763Markets Portfolio
             PXI        73935X385
PowerShares Dynamic Energy Sector Portfolio
             PXJ        73935X625
PowerShares Dynamic Oil Svcs Portfolio
             PXLW
Pixelworks Inc          72581M305
             PXN        73935X633
PowerShares Lux Nanotech Portfolio
             PXP          7.27E+08
Plains Exploration & Production Company
             PXQ        73935X815
PowerShares Dynamic Netwoking Portfolio
             PXR         Infrastructure
PowerShares Emerging73937B209 Portfolio
             PYA         Class A 7%
Mrrll Lnch Dpstr PPLUS73941X668 Trst Certs, Ser.LMG-3 (Liberty Media Group)
             PYB        73941X874
Merrill Lynch Depositor, Inc PPLUS CL A 5.75% Trust Certs Series GSG-2
             PYC        73941X643
Mrrll Lnch Dpstr, Inc. PPLUS Class A 6% Trst Certs, Series GSC-3
             PYG          Inc. PPLUS
Merrill Lynch Depositor73941X817 7.00% Trust Certs, Sprint Capital Corp.
             PYH        73935X179
Morningstar StockInvestor Core Portfolio
             PYJ        73941X775
Merrill Lynch Depositor/PPLUS Cl A 6.25% Tr Cert.
             PYK        73941X759
Merrill Lymch Depositor PPLUS Cl A 6.25% Tr Cert. Ser GSC-1
             PYL        73941X627
Merrill Lynch Depositor, Inc. PPLUS Cl A 6.70% Tr Cert Ser LMG-4 (issued by Liberty Med Corp)
             PYN        7.22E+109
PIMCO New York Municipal Income Fund III
             PYS          Inc
Merrill Lynch Depositor73941X593
             PYT          PPLUS Floating Rate Call TR Cert. Ser GSC-2(Goldman Sachs)
Merrill Lynch Depositor73941X684
             PYV        73941X676
Mrrll Lnch Dpstr, Inc. PPLUS Fltng Rt Trst Cert. Series JPM-1
             PYY          Inc
Merrill Lynch Depositor73941X577
             PYZ        73935X427
PowerShares Dynamic Basic Materials Sector Portfolio
             PZA        73936T474
PowerShares Insured National Municipal Bond Portfolio
             PZB          Inc
Merrill Lynch Depositor73941X551
             PZC        72201C109
PIMCO California Municipal Income Fund III
             PZD         73935X278
PowerShares Cleantech Portfolio
             PZE
Petrobras Argentina S.A. 71646J109
             PZG         69924P102
PARAMOUNT GOLD AND SILVER CORP.
             PZI         73935X740
PowerShares Zacks Micro Cap Portfolio
             PZN         74731Q103
Pzena Investment Management, Inc. Class A
             PZT         73936T458
PowerShares Insured New York Municipal Bond Portfolio
              International Inc
Papa John'sPZZA           6.99E+08
             P
Pizza INN IncZZI          7.26E+08
             Q             International Inc.
QWest Communications7.49E+08
             QA10
RM TEST STOCK 10 OTC     QA10QA10Q
             QA11
RM TEST STOCK 11 OTC     QA11QA11Q
             QA12
RM TEST STOCK 12         QA12QA12Q
             QA13
RM TEST STOCK 13         QA13QA13Q
             QA14
RM TEST STOCK 14         QA14QA14Q
             QA15
RM TEST STOCK 15         QA15QA15Q
             QA16
RM TEST STOCK 16         QA16QA16Q
             QA17
RM TEST STOCK 17         QA17QA17Q
             QA18
RM TEST STOCK 18         QA18QA18Q
             QA19
RM TEST STOCK 19         QA19QA19Q
             QA20
RM TEST STOCK 20         QA20QA20Q
             QA21
QA TEST STOCK 21         QTEST3333
             QA22
QA TEST STOCK 22         QTEST4444
             QA23
QA TEST STOCK 23         QTEST2323
             QA24
QA TEST STOCK 24         QTEST2424
             QA25
QA TEST STOCK 25         QTEST2525
             QA26
RM TEST TICKER           QA26QA26Q
             QABA        33736Q104
First Trust NASDAQ ABA Community Bank Index Fund
QAD Inc. QADA            74727D306
             QADB
QAD Inc. Class B         74727D207
             QAI         45409B107
IQ Hedge Multi-Strategy Tracker ETF
Qualstar CorpQBAK        74758R109
             QBC
CUBIC ENERGY INC            2.3E+08
             QCCO
QC Holdings, Inc.        74729T101
             QCLN        33733E500
First Trust NASDAQ Clean Edge Green Energy Index Fund
Qualcomm QCOMInc          7.48E+08
             QCOR        74835Y101
Questcor Pharmacueticals, Inc.
             QCRH
QCR Holdings Inc         74727A104
Quidel CorpQDEL          74838J101
             QEP
QEP RESOURCES, INC. 74733V100
Qiagen NV QGEN           N72482107
             QID
ProShares UltraShort QQQ 74347R875
             QKLS
QKL STORES INC           74732Y105
             QLD
ProShares Ultra QQQ 74347R206
QLogic Corp  QLGC         7.47E+08
             QLIK
Qlik Technologies Inc. 74733T105
QLT Inc      QLTI         7.47E+08
             QLTY        74756M102
Quality Distribution, Inc.
             QMM
Quaterra Resources Inc. 7.48E+08
             Inc.
QuinStreet,QNST         74874Q100
Quepasa Corp.QPSA       74833W206
             QQEW         Equal Weighted Index Fund
First Trust NASDAQ-100 3.37E+08
             QQQQ       73935A104
PowerShares QQQ Trust, Series 1
             QQQX       63110R105
NASDAQ Prmium Income and Growth Fund, Inc.
             QQXT       33733E401
First Trust NASDAQ - 100 Ex-Technology Sector Index Fund
             LP Common Units
QR Energy, QRE          74734R108
             QSFT
Quest Software Inc      74834T103
             QSII
Quality Systems Inc       7.48E+08
             QTEC         Technology
First Trust NASDAQ-100 3.37E+08 Index Fund
             QTM
Quantum Corporation 7.48E+08
             QTWW        Technolog
Quantum Fuel Systems7.48E+113
             QUAD
QUAD/GRAPHICS, INC. 7.47E+08
             QUIK
QuickLogic Corp         74837P108
             QXM        G73031109
Qiao Xing Mobile Communication Co.,LTD
             R
Ryder System, Inc.        7.84E+08
             RA
Railamerica, Inc.         7.51E+08
             RAD
Rite Aid Corporation      7.68E+08
             RADA       M81863116
Rada Electronic Industries Ltd
             RADS
Radiant Systems Inc 75025N102
             RAE
RAE Systems, Inc.       75061P102
             RAH
Ralcorp Holdings, Inc. 7.51E+08
             RAI
Reynolds American Inc. 7.62E+08
             RAIL
FreightCar America, Inc. 3.57E+08
             RALS       74347X310
ProShares RAFI Long/Short
             RAME       75130P109
RAM Energy Resources, Inc.
             RAND
Rand Capital Corp         7.52E+08
             RAP        76970B101
RMR Asia Pacific Real Estate Fund (New)
             RAS
RAIT Financial Trust      7.49E+08
             RAS-A        7.49E+08
RAIT Financial Trust 7.75% Ser A Cum Reedml
             RAS-B        7.49E+08
RAIT Financial Trust 8.375% Ser B
             RAS-C        7.49E+08
Rait Financial Trust 8.875% Series C Cumulative Redeemable Preferred Shares of Beneficial Inter
             RAVN
Raven Industries Inc      7.54E+08
             RAX
Rackspace Hosting, Inc. 7.5E+08
             RBA          7.68E+08
Ritchie Bros. Auctioneers Incorporated
             RBC
Regal-Beloit Corporation7.59E+08
             RBCAA
Republic Bancorp Inc/KY 7.6E+08
             RBCN
Rubicon Technology, Inc.78112T107
             RBL
SPDR S&P Russia ETF 78463X558
             RBN
Robbins & Myers, Inc.      7.7E+08
             RBNF
Rurban Financial Corp 78176P108
             RBPAA         7.8E+08
Royal Bancshares Of Pennsylvan
             BANK          7.8E+08
THE ROYAL RBS OF SCOTLAND GROUP PLC (NEW)
             Funding 74928K208
RBS Capital RBS-E Trust V
             of Scotland Pfd 8.50% SER F NON ADR
Royal Bank RBS-F           7.8E+08
             Funding 74928P207
RBS Capital RBS-G Trust VII
            of Scotland Pfd 8.0556% SER H NON ADR
Royal Bank RBS-H           7.8E+08
             Funding 74928M204
RBS Capital RBS-I Trust VI
            of Scotland Group PLC(The)
Royal Bank RBS-M           7.8E+08
            of Scotland Group PLC
Royal Bank RBS-N           7.8E+08
            of Scotland Group PLC Series P
Royal Bank RBS-P           7.8E+08
            of Scotland Group PLC (The)
Royal Bank RBS-Q           7.8E+08
            RBS-R          7.8E+08
The Royal Bank of Scotland Group PLC
            RBS-S          7.8E+08
The Royal Bank OF Scotland Group PLC
            RBS-T          7.8E+08
The Royal Bank Of Scotland Group Plc.
            RBY           7.81E+08
Rubicon Minerals Corporation
            RC           40049C102
Groupo Radio Centro S.A.B. de C.V.
            RCD          78355W882
Rydex S&P Equal Weight Consumer Doscretionary ETF
            RCG            7.6E+08
RENN Global Enterpreneurs Fund, Inc
            RCI           7.75E+08
Rogers Communications, Inc.
            RCII
Rent-A-Center Inc        76009N100
            RCKB
Rockville Financial, Inc. 7.74E+08
            RCKY
Rocky Brands, Inc.        7.75E+08
            RCL          V7780T103
Royal Caribbean Cruises Ltd.
            RCMT
RCM Technologies Inc 7.49E+08
            RCON
Recon Technology, Ltd.G7415M108
            RCRC
RC2 Corporation           7.49E+08
            RCS           Government
PIMCO Strategic Global72200X104 Fund, Inc.
            RDA
RDA Microelectronics, Inc.7.49E+08
            RDC
Rowan Companies, Inc. 7.79E+08
Radcom Ltd. RDCM         M81865111
            RDEA
Ardea Biosciences, Inc. 03969P107
            RDEN
Elizabeth Arden Inc      28660G106
            RDI           7.55E+08
Reading International, Inc Class A Common Stock
            RDIB          7.55E+08
Reading International, Inc (Class B
            RDK
Ruddick Corporation       7.81E+08
            RDN
Radian Group Inc.          7.5E+08
            RDNT
RadNet, Inc. Common Stock  7.5E+08
            RDS.A          7.8E+08
Royal Dutch Shell PLC Class A
            RDS.B          7.8E+08
Royal Dutch Shell PLC Class B
RADWARE Ltd RDWR         M81873107
             Lab
Dr. Reddy's RDY LTD ADR2.56E+08
            RE
Everest Re Group, Ltd. G3223R108
            RE-B         29980R202
Everest Re Capital Trust II 6.20% Trust Pfd Secs
            RECN
Resources Connection 76122Q105
            India
Rediff.Com REDF Ltd       7.57E+08
            REE          75381M102
RARE ELEMENT RESOURCES LTD
             COM
REEDS, INC.REED STK 7.58E+08
            REFR
Research Frontiers Inc 7.61E+08
            REG           7.59E+08
Regency Centers Corporation
            REG-C         7.59E+08
Regency Centers Corporation 7.45% Series 3 Cumulative Redeemable Pfd $0.01 par value
            REG-D         7.59E+08
Regency Centers Corp 7.25% Ser D Cumul Rdmbl Pfd
            REG-E         7.59E+08
Regency Centers Corporation 6.70% Ser S
            REGN        75886F107
Regeneron Pharmaceuticals Inc
Reis, Inc. REIS         75936P105
            REK         74347X641
ProShares Short Real Estate
            Electronics Ltd
Richardson RELL           7.63E+08
            RELV
Reliv International Inc 75952R100
            REM           4.64E+08
iShares FTSE NAREIT Mortgage Plus Capped Index Fund
            REMX        57060U472
Market Vectors Rare Earth/Strategic Metals ETF
            REN
RESOLUTE ENERGY CORP.   76116A108
            REN+
RESOLUTE ENERGY CORP.   76116A116
Rentrak CorpRENT           7.6E+08
            S.A.
Repsol YPF,REP          76026T205
RPC, Inc. RES              7.5E+08
            RETL        25459W417
Direxion Daily Retail Bull 2X Shares
            RETS        25459W391
Direxion Daily Retail Bear 2X Shares
             (NEW)
Revlon, Inc.REV           7.62E+08
            REVU
Princeton Review Inc 7.42E+08
            REW         74347R578
Proshares UltraShort Technology
            REX            Corp.
Rex American Resources7.62E+08
            REXI
Resource America Inc 7.61E+08
            Corporation 7.62E+08
Rex Energy REXX
            REZ           4.64E+08
iShares FTSE NAREIT Residential Plus Capped Index Fund
            RF
Regions Financial Corp.7591EP100
            RF-Z        7591EM107
Regions Financing Trust III
            RFA         Quality Municipal Trust
BlackRock Investment 09247B109
            RFG         Pure Growth
Rydex S&P Midcap 40078355W601 ETF
            RFI          Return Realty
Cohen and Steers Total19247R103 Fund
            RFIL
RF Industries Ltd          7.5E+08
            RFMD
RF Micro Devices Inc       7.5E+08
            RFMI
RF Monolithics Inc      74955F106
            RFO-A       78080N306
Royce Focus Trust,Inc 6.00% Cumulative Pfd
            RFV         Pure Value
Rydex S&P Midcap 40078355W502ETF
            RGA           7.59E+08
Reinsurance Group of America, Incorporated
            RGA-A         7.59E+08
Reinsurance Group of America, Incorporated CNV Pfd Stock 5.75% due 3/18/51
            RGC
Regal Entertainment Group 7.59E+08
            RGCO
RGC Resources Inc       74955L103
            RGDX
Response Genetics, Inc. 76123U105
            RGEN
Repligen Corp              7.6E+08
            RGI         78355W833
Rydex S&P Equal Weight Industrials ETF
            RGLD
Royal Gold Inc             7.8E+08
            RGNC        75885Y107
Regency Energy Partners, Ltd.
            RGR           8.64E+08
Sturm, Ruger & Company, Inc.
            RGS
Regis Corporation         7.59E+08
            RHB
RehabCare Group, Inc. 7.59E+08
            International Inc.
Robert Half RHI            7.7E+08
            RHS         78355W874
Rydex S&P Equal Weight Consumer Staples ETF
Red Hat IncRHT            7.57E+08
            RIC
Richmont Mines, Inc. 76547T106
            RICK         7.66E+08
Rick's Cabaret International I
            RIF         74964K609
RMR Real Estate Income Fund (New)
TransoceanRIG           H8817H100
             LTD.(SWITZERLAND) (NEW)
            RIGL         7.67E+08
Rigel Pharmaceuticals Inc. (New)
            RIH         Note Linked
Market Linked Step Up 06052E426 to the Russell 2000 Matures 10/28/2011
            R
Rimage Corp IMG          7.67E+08
             Motion
Research InRIMM Ltd 7.61E+08
            R
Rio Tinto plc IO         7.67E+08
            RIT         50208C108
LMP Real Estate Income Fund, Inc.
            RITT
RIT Technologies Ltd M8215Q110
             Bancorp
River ValleyRIVR         7.68E+08
            RJA            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture
            RJET            Inc.
Republic Airways Holding,7.6E+08
            RJF          7.55E+08
Raymond James Financial, Inc.
            RJI            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
            RJN            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total
            RJZ            8.7E+08
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total
            RKH         7.59E+104
REGIONAL BANK HOLDRS TRUST
            RKT
Rock-Tenn Company        7.73E+08
            RL           7.32E+08
Polo Ralph Lauren Corporation
RealD Inc. RLD          75604L105
            RLH          7.57E+08
Red Lions Hotel Corporation
            RLH-A       Trust 9.5%
Red Lion Hotels Capital75670L104 Trust
RLI Corp. RLI              7.5E+08
             Inc.
ReachLocal,RLOC         75525F104
            RLOG
Rand Logistics, Inc.     7.52E+08
            RLRN
Renaissance Learning Inc75968L105
Rambus IncRMBS           7.51E+08
            RMCF         7.75E+08
Rocky Mountain Choc Fact Inc
            R
ResMed Inc. MD           7.61E+08
            RMKR
Rainmaker Systems Inc 7.51E+08
            RMT
Royce Micro-Cap Trust Inc7.81E+08
            RMT-A        7.81E+08
Royce Micro-Cap Trust,Inc. 6.00% Cumul Pfd
            RMTI         7.74E+08
Rockwell Medical Technologies
            RMTR         7.52E+08
Ramtron International Corp
            RNE          Europe Fund, Inc.
Morgan Stanley Eastern 6.17E+08
RigNet, Inc.RNET         7.67E+08
            RNIN        97652A203
Wireless Ronin Technologies, Inc.
            RNJ         09247C107
BlackRock New Jersey Investment Quality Municipal Trust Inc.
            RNN          7.62E+08
Rexahn Pharmaceuticals, Inc.
            RNO
Rhino Resources, Inc. 76218Y103
            RNOW        76657R106
Right Now Technologies, Inc.
            RNP         Preferred Income Fund, Inc.
Cohen & Steers REIT & 19247X100
            RNR         G7496G103
RenaissanceRe Holdings Ltd.
            RNR-C       G7498P309
Renaissancere Holdings Ltd. 6.08% Series C Preference Shares
            RNR-D       G7498P408
Renaissancere Holdings, Ltd.
            RNST
Renasant Corporation 7.60E+111
             RNWK
RealNetworks Inc         75605L104
             RNY         9.25E+106
BlackRock New York Investment Quality Trust, Inc.
             ROC
Rockwood Holdings, Inc.7.74E+08
             ROCK
Gibraltar Industries, Inc. 3.75E+08
             ROCM
Rochester Medical Corp 7.71E+08
             RODM        77487R100
Rodman & Renshaw Capital Group, Inc. Common Stock
             ROG
Rogers Corporation         7.75E+08
             ROI         Growth Fund
WisdomTree LargeCap 97717X107
Radio One IncROIA        75040P108
Radio One IncROIAK       75040P405
             ROIC        76131N101
Retail Opportunity Investments Corp.
             ROICU       76131N200
Retail Opportunity Investments Corp.
             ROICW       76131N119
Retail Opportunity Investments Corp.
             ROK
Rockwell Automation, Inc.  7.74E+08
Rollins, Inc.ROL           7.76E+08
              Extended Russell 1000® TR Index ETN
iPath® LongROLA          06740P205
             ROLL
RBC Bearings Incorporated75524B104
             ROM         74347R693
ProShares Ultra Technology
             ROMA        77581P109
Roma Financial Corporation
             ROME
Rome Bancorp, Inc. 77587P103
             ROP
Roper Industries Inc.      7.77E+08
             ROSA        06740P304
iPath® Short Extended Russell 1000® TR Index ETN
             ROSE
Rosetta Resources, Inc. 7.78E+08
             ROSG
Rosetta Genomics Ltd. M82183100
             Inc
Ross StoresROST            7.78E+08
             ROVI
Rovi Corporation           7.79E+08
             ROX
Castle Brands, Inc.        1.48E+08
             ROYL
Royale Energy Inc        78074G200
             RP
RealPage, Inc.           75606N109
             RPC
RADIENT PHARMACEUTICALS CORP7.5E+08
             RPG         78355W403
Rydex S&P 500 Pure Growth ETF
             RPI
Roberts Realty Invs Inc 7.7E+08
             RPM
RPM International, Inc. 7.5E+08
             RPRX
Repros Therapeutics Inc. 76028H209
             RPT           7.51E+08
RAMCO-Gershenson Properties Trust
             RPTP        Corp.
Raptor Pharmaceutical 75382F106
             RPV         78355W304
Rydex S&P 500 Pure Value ETF
RP Growth ETFRPX           3.85E+08
             RQI         19247L106
COHEN & STEERS QUALITY INCOME REALTY FUND, INC. COMMON SHARES
             RRC
Range Resources Corp 75281A109
             RRD
RR Donnelley & Sons Co.2.58E+08
             RRGB        75689M101
Red Robin Gourmet Burgers Inc
             RRR
RSC Holdings Inc.        74972L102
             RRST        M8183P102
RRSat Global Communications Network Ltd.
             RRTS        76973Q105
RoadRunner Transportation Systems, Inc.
             RS             7.6E+08
Reliance Steel & Aluminum Co.
             RSG
Republic Services Inc. 7.61E+08
            Corp.
Radioshack RSH               7.5E+08
            RSO
Resource Capital Corp. 76120W302
            Solar,       75601N104
Real Goods RSOL Inc. Class A
            RSP          78355W106
Rydex S&P Equal Weight ETF
            RST
ROSETTA STONE INC          7.78E+08
            Technologies7.75E+08
Rofin-Sinar RSTI            Inc
            RSU
Rydex 2x S+P 500         78355W783
            RSW
Rydex Inverse 2x S+P 500 78355W767
            RSX
Market Vectors Russia ETF57060U506
            RSY          59022C111
Select 10 Index SRN due May 10, 2012
            R
Radisys Corp SYS             7.5E+08
            RT
Ruby Tuesday, Inc.         7.81E+08
            RTEC
Rudolph Technologies Inc   7.81E+08
            RTH
RETAIL HOLDRS TRUST 76127U101
            RTI          74973W107
RTI International Metals Inc Ohio
            RTIX
RTI Biologics, Inc       74975N105
            RTK
Rentech, Inc.                7.6E+08
            RTL            4.64E+08
iShares FTSE NAREIT Retail Capped Index Fund
             Extended Russell 2000® TR Index ETN
iPath® LongRTLA          06740P403
Retalix Ltd RTLX         M8215W109
            RTM          78355W825
Rydex S&P Equal Weight Materials ETF
            RTN
Raytheon Company           7.55E+08
            RTN+
Raytheon Company           7.55E+08
            RTR
RevenueShares ADR Fund     7.61E+08
            RTS          59022C731
Select 10 Index SRN due November 08, 2011
            RTSA         Russell 2000®
iPath® Short Extended 06740P502 TR Index ETN
rue21, Inc. RUE            7.81E+08
            RUK
Reed Elsevier PLC          7.58E+08
            RURL
Rural/Metro Corporation    7.82E+08
            RUSHA
Rush Enterprises Inc       7.82E+08
            RUSHB
Rush Enterprises Inc       7.82E+08
            RUTH           7.83E+08
Ruth's Hospitality Group, Inc.
            RVBD
Riverbed Technology, Inc.  7.69E+08
            RVI
Retail Ventures, Inc. 76128Y102
             Technologies, Inc
RetractableRVP           76129W105
             Capital, Inc.
White RiverRVR           96445P105
            RVSB
Riverview Bancorp Inc 7.69E+08
            RVSN
RADVision Ltd            M81869105
            RVT
Royce Value Trust, Inc. 7.81E+08
            RVT-B          7.81E+08
Royce Value Trust, Inc. 5.90% Cumul Pfd
            RWC
R E L M WIRELESS             7.6E+08
             Large         3.85E+08
RP Focused RWG Cap Growth ETF
            RWJ
RevenueShares Small Cap ETF7.61E+08
            RWK            ETF
RevenueShares Mid Cap 7.61E+08
            RWL
RevenueShares Large Cap ETF7.61E+08
            RWM          74347R826
ProShares Short Russell2000
            Jones        78463X749
SPDR Dow RWO Global Real Estate ETF
            RWR
SPDR Dow Jones REIT ETF78464A607
            RWT
Redwood Trust, Inc.      7.58E+08
            RWV           Overall A-100 Fund
RevenueShares Navellier7.61E+08
            RWW          7.61E+08
RevenueShares Financials Sector Fund
            RWX        78463X863
SPDR Dow Jones International Real Estate ETF
            RXD        74347R610
ProShares UltraShort Health Care
             Global Consumer Discretionary Sector Index Fund
iShares S&PRXI           4.64E+08
            RXII       74978T109
RXi Pharmaceuticals Corp.
            RXL        Care
ProShares Ultra Health 74347R735
            of
Royal Bank RY Canada      7.8E+08
            RYAAY
Ryanair Holdings plc     7.84E+08
            RYE        78355W866
Rydex S&P Equal Weight Energy ETF
            RYF        78355W858
Rydex S&P Equal Weight Financial ETF
            RYH        78355W841
Rydex S&P Equal Weight Health Care ETF
            RYJ         James SB-1
Guggenheim/Raymond18383M613 Equity Fund
            RYL
Ryland Group, Inc. (The) 7.84E+08
            RYN
Rayonier Inc.            7.55E+08
            RYT        78355W817
Rydex S&P Equal Weight Technology ETF
            RYU        78355W791
Rydex S&P Equal Weight Utilities ETF
            RZG        78355W809
Rydex S&P Smallcap 600 Pure Growth ETF
            RZV        78355W700
Rydex S&P Smallcap 600 Pure Value ETF
            S
Sprint Nextel Corporation8.52E+08
            SA
Seabridge Gold, Inc.     8.12E+08
            SAA        74347R818
ProShares Ulta SmallCap600
            SAAS
inContact, Inc.        4.53E+113
            SAB        40048P104
GRUPO CASA SABA, S.A. DE C.V. ADS (REP 10 ORD SHS)
            SABA
Saba Software Inc        7.85E+08
            SAFM
Sanderson Farms Inc         8E+08
            SAFT        Inc
Safety Insurance Group78648T100
            SAH
Sonic Automotive, Inc. 83545G102
SAIC, Inc. SAI         78390X101
Saia, Inc. SAIA        78709Y105
            SAL
Salisbury Bancorp, Inc. 7.95E+08
            SALM         7.94E+08
Salem Communications Corp /DE
            SAM
Boston Beer Company 1.01E+08
            SAN
Banco Santander-Chile 05965X109
            SANM
Sanmina-SCI Corp         8.01E+08
            SANW
S&W Seed Company         7.85E+08
            SANWW        7.85E+08
S&W Seed Company Class A Warrant
            SANWZ        7.85E+08
S&W Seed Company Class B Warrants
            SAP
SAP AKTIENGESELLSCHAFT   8.03E+08
            S
Sapient CorpAPE          8.03E+08
            SAPX
Seven Arts Pictures PLCG80680203
SARATOGA SAR           80349A208
            INVESTMENT CORP. NEW
            SASR
Sandy Spring Bancorp Inc 8E+08
            SATC
SatCon Technology Corp8.04E+08
            SATS
EchoStar Corporation 2.79E+08
            SAVB
Savannah Bancorp Inc 8.05E+08
            SB
Safe Bulkers, Inc.      Y7388L103
            SBA           Note (LIRN)
Leveraged Index Return60900735 Linked to the S&P 500 Index due July 27, 2012
            SBAC
SBA Communications Corp 78388J106
SUBAYE INCSBAY          86428D104
            SBB         74347R784
ProShares Short SmallCap600
            SBBX
Sussex Bancorp            8.69E+08
            SBCF          8.12E+08
Seacoast Banking Corp of Flori
            SBGI           Inc
Sinclair Broadcast Group8.29E+08
            SBH         7.95E+108
Sally Beauty Holdings, Inc.
            SBI           9.58E+08
Western Asset Intermediate Muni Fund, Inc.
            SBIB
Sterling Bancshares Inc/TX8.59E+08
            SBIBN       85915Q206
Sterling Bancshares,Inc.- Cap TR III-8.30% Cumm
            SBIBW
Sterling Bancshares, Inc. 8.59E+08
            SBLK
Star Bulk Carriers Corp.Y8162K105
            SBM         74347X559
ProShares Short Basic Materials
            SBND        25154N530
PowerShares DB 3x Short 25+ Year Treasury Bond Exchange Traded Note
            SBNY
Signature Bank          82669G104
            SBNYW
Signature Bank Warrant  82669G112
            SBR
Sabine Royalty Trust      7.86E+08
            SBRA        Inc.
Sabra Healthcare REIT, 78573L106
            SBS         20441A102
COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S (EA. RE 250 COMMON SHARES)
            SBSA          8.46E+08
Spanish Broadcasting System
            SBSI
Southside Bancshares Inc84470P109
            SBUX
Starbucks Corp            8.55E+08
            SBW           9.58E+08
Western Asset Worldwide Income Fund, Inc
            SBX
Seabright Holdings, Inc 8.12E+08
            SCBT        78401V102
SCBT Financial Corporation
            SCC         74347R636
ProShares UltraShort Consumer Services
            SCCO        84265V105
Southern Copper Corporation
             and        50208A102
LMP CapitalSCD Income Fund, Inc.
            SCE-B         8.42E+08
Southern California Edison Company 4.08% Cum. Pfd.
            SCE-C         8.42E+08
Southern California Edison Company 4.24% Cum. Pfd.
            SCE-D         8.42E+08
Southern California Edison Company 4.32% Cum. Pfd.
            SCE-E         8.42E+08
Southern California Edison Company 4.78% Cum. Pfd.
            SCEI
Sino Clean Energy Inc. 82936G200
            SCG
SCANA Corporation 80589M102
             Small-
Schwab U.SSCHA Cap ETF    8.09E+08
            SCHB          8.09E+08
Schwab U.S. Broad Market ETF
            SCHC          8.09E+08
SCHWAB INTERNATIONAL SMALL-CAP EQUITY ETF
            SCHE          8.09E+08
SCHWAB EMERGING MARKETS EQUITY ETF
            SCHF          8.09E+08
Schwab International Equity ETF
            SCHG          8.09E+08
Schwab U.S. Large-Cap Growth ETF
            SCHH
Schwab U.S. REIT ETF 8.09E+08
            SCHL
Scholastic Corp           8.07E+08
            SCHM
Schwab U.S. Mid-Cap ETF   8.09E+08
            SCHN          8.07E+08
Schnitzer Steel Industries Inc
            SCHO          Treasury
Schwab Short-Term U.S. 8.09E+08 ETF
            SCHP
Schwab U.S. TIPS ETF 8.09E+08
            SCHR          8.09E+08
Schwab Intermediately-Term U.S. Treasury ETF
            SCHS
School Specialty Inc      8.08E+08
            SCHV          8.09E+08
Schwab U.S. Large-Cap Value ETF
            SCHW          8.09E+08
Schwab Charles Corporation (The)
            SCHX
Schwab U.S. Large- Cap ETF8.09E+08
            SCI
Service Corp Intl.        8.18E+08
            SCIF        57060U563
Market Vectors India Small-Cap Index ETF
            SCIL
SCIENTIFIC LEARNING CORP  8.09E+08
            SCIN          2.68E+08
Emerging Global Shares INDXX India Small Cap Index Fund
            SCJ           4.64E+08
iShares MSCI Japan Small Cap Index Fund
            SCKT
Socket Mobile, Inc. New 8.34E+204
Stepan Co. SCL            8.59E+08
            SCL-
Stepan Co. 5.50% PFD 8.59E+08
            SCLN        80862K104
Sciclone Pharmaceuticals Inc
            SCMF          8.43E+08
Southern Community Financial C
            SCMFO         8.43E+08
Southern Community Capital Trust II - % Cumul Trst Pfd Secs
            SCMP          8.65E+08
Sucampo Pharmaceuticals, Inc.
            SCMR
Sycamore Networks Inc 8.71E+08
            SCO         74347W809
ProShares UltraShort DJ-UBS Crude Oil
            Coal          8.29E+08
SinoCoking SCOKand Coke Chemical Industries, Inc.
            SCON          8.68E+08
Superconductor Technologies Inc.
            SCOR
COMSCORE, INC.          20564W105
            SCPB        78464A474
SPDR Barclays Capital Short Term Corp.
            SCR         82859P104
Simcere Pharmaceutical Group
            SCS
Steelcase, Inc.           8.58E+08
             Inc
Scansource SCSC           8.06E+08
            SCSS
Select Comfort Corp 81616X103
            SCT         60900321
Market Index Target Term Securities (MITTS) Linked to the S&P 500 Index Matures 03/28/2014
            SCU
SCANA CORPORATION 80589M201
            SCVL
Shoe Carnival Inc         8.25E+08
            SCX
The L.S. Starrett Company 8.56E+08
            SCZ           Cap Index
iShares MSCI EAFE Small4.64E+08 Fund
            SD
Sandridge Energy, Inc. 80007P307
            SDA         06052H353
Market Index Target Term Securities Linked to the Dow Jones Industrial Average
            SDBT          8.36E+08
SoundBite Communications, Inc.
            SDD         74347R792
ProShares UltraShort SmallCap600
            SDIX
Strategic Diagnostics Inc 8.63E+08
            SDK         74347R446
ProShares ULTRASHORT RUSSELL MIDCAP GROWTH
            SDM         61746S646
Morgan Stanley Cpital Protected Notes /S&P 500 Index 1/30/2011
            SDO-A         Co.
San Diego Gas & Electric7.97E+08
            SDO-B         Co.
San Diego Gas & Electric7.97E+08
            SDO-C         Co.
San Diego Gas & Electric7.97E+08
            SDO-H         Co.
San Diego Gas & Electric7.97E+08
            SDOW        74347X674
ProShares UltraPro Short Dow 30
            SDP         74347R560
ProShares UltraShort Utilities
             SDRL
SEADRILL LIMITED         G7945E105
             SDS         74347R883
ProShares UltraShort S&P500
ShengdaTech  SDTH         8.23E+08
             SDY
SPDR S&P Dividend ETF78464A763
             SE
Spectra Energy Corp. 8.48E+08
             SEA
Guggenheim Shipping ETF  18383Q796
             SEAC          Inc
Seachange International8.12E+08
             SEB
Seaboard Corp.            8.12E+08
             SEE
Sealed Air Corp.         81211K100
             SEED
Origin Agritech LimitedG67828106
             SEF         74347R230
ProShares Short Financials
             SEH
Spartech Corp.            8.47E+08
             SEIC
SEI Investments Co        7.84E+08
             SEM         81619Q105
SELECT MEDICAL HOLDINGS CORP
SEMGROUPSEMG  CORPORATION81663A105
             SENEA
Seneca Foods Corp         8.17E+08
             SENEB
Seneca Foods Corp         8.17E+08
             SEP         84756N109
SPECTRA ENERGY PARTNERS, LP
             SERV
Servidyne, Inc.          81765M106
             SF
Stifel Financial Corp.    8.61E+08
             Foods,
Smithfields SFD Inc. 8.32E+08
             SFE          7.86E+08
Safeguard Scientifics, Inc.
             SFG
StanCorp Financial Group  8.53E+08
             SFI
iStar Financial Inc.     45031U101
             SFI-D       45031U408
iStar Financial Inc. Pfd Cum Redeem Series D 8.00%
             SFI-E       45031U507
ISTAR Financial Inc. 7 7/8 Ser E Cumul Rdmble Pfd Stock
             SFI-F       45031U606
iSTAR Financial Inc. 7.8% Ser F Cumul Rdmble Pfd
             SFI-G       45031U705
iSTAR Financial Inc. 7.65% Servies G Cumul Rdmble Pfd
             SFI-I       45031U804
iStar Financial Inc. 7.50% Series I Cumul. Rdmble Pfd Stock
             SFK         74347R461
ProShares ULTRASHORT RUSSELL 1000 GROWTH
             SFL         G81075106
Ship Finance International Limited
              Extended S&P 500® TR Index ETN
iPath® LongSFLA          06740P601
             SFLY
Shutterfly, Inc.         82568P304
             Inc.
SFN Group, SFN            7.84E+08
             SFNC         8.29E+08
Simmons First National Corp
             SFSA        06740P700
iPath® Short Extended S&P 500® TR Index ETN
             SFSF
SuccessFactors, Inc.      8.65E+08
             SFST         8.43E+08
Southern First Bancshares, Inc.
             SFUN
Soufun Holdings Limited8.36E+08
             S
Swift Energy FY           8.71E+08
             SGA          7.87E+08
Saga Communications, Inc. New
             SGB         84502A104
Southwest Georgia Financial Corporation
             SGC          8.68E+08
Superior Uniform Group, Inc.
             SGEN
Seattle Genetics Inc /wa 8.13E+08
             SGF
Singapore Fund, Inc. 82929L109
             SGG         06739H214
iPath Dow Jones-UBS Sugar Subindex Total Return ETN due June 24, 2038
             SGI
Silicon Graphics Intl. 82706L108
Schawk, Inc. SGK         8.06E+08
             SGL         Fund, Inc.
Strategic Global Income 8.63E+08
             SGMA       82661L101
Sigmatron International Inc
             SGMO
Sangamo Biosciences Inc8.01E+08
             SGMS
Scientific Games Corp 80874P109
             SGOC       G80751103
SGOCO Group, Ltd (Caymen Islands)
             TRUST
ETF'S GOLDSGOL          26922Y105
             SGRP
SPAR Group Inc           7.85E+08
             SGS        86323M100
Stream Global Services, Inc.
             SGS+       86323M118
Stream Global Services, Inc.
             SGS.U      86323M209
Stream Global Services, Inc.
             SGU
Star Gas Partners, L.P. 85512C105
             SGY
Stone Energy Corporation 8.62E+08
             SGZ
SELECTIVE INSURANCE GROUP8.16E+08
             SH
ProShares Short S&P500  74347R503
             SHAW
Shaw Group Inc. (The) 8.2E+08
             SHBI
Shore Bancshares Inc 8.25E+08
             SHEN
Shenandoah Telecom Co   82312B106
             SHFL
Shuffle Master Inc       8.26E+08
             SHG          Co.,Ltd.
Shinhan Financial Group 8.25E+08
             SHI        82935M109
Sinopec Shanghai Petrochemical Co., Ltd.
             SHIP       Y73760103
Seanergy Maritime Holdings Corp.
             SHIPW      Y73760111
Seanergy Maritime Holdings Corp Warrants
             SHLD
Sears Holding Corporation8.12E+08
             SHLM
Schulman (A.) Inc        8.08E+08
             SHLO
Shiloh Industries Inc    8.25E+08
             SHM        78464A425
SPDR Nuveen Barclays Capital Short Term Municipal Bond ETF
             SHMR       M83683108
Shamir Optical Industry, Ltd
             SHN        06052E525
MARKET INDEX TARGET TERM SECURITIES (MITTS) LINKED TO THE DOW JONES INDUSTRIAL AVERAGE
             SHO         8.68E+08
Sunstone Hotel Investors, Inc.
             SHO-A       8.68E+08
Sunstone Hotel Investors, Inc. 8.0% Ser A Cumul Rdmble Pfd
             SHOO
Steven Madden Ltd        5.56E+08
             SHOR
ShoreTel, Inc.           8.25E+08
             SHP
SHANGPHARMA CORPORATION 81943P104
Shire pic SHPGY         82481R106
             SHS
Sauer-Danfoss, Inc.      8.04E+08
             SHV         4.64E+08
iShares Barclays Short Trasury Bond Fund
             SHW         8.24E+08
The Sherwin-Williams Company
             SHY         4.64E+08
iShares Barclays 1-3 yr Treasury Bond Fund
             SHZ        16942H109
CHINA SHEN ZHOU MNG & RES INC
Siemens AGSI             8.26E+08
             SIAL
Sigma-Aldrich Corp       8.27E+08
Companhia SID            Nacional S.A.
             Siderurgica20440W105 (CSN)
             SIEB
Siebert Financial Corp 8.26E+08
             SIF
SIFCO Industries, Inc. 8.27E+08
             Group,     NEW MD
SI Financial SIFID Inc. 78425V104
             SIFY       82655M107
Sify Technologies Limited
            SIG           (NEW)
Signet Jewelers LimitedG81276100
            SIGA
SIGA Technologies Inc 8.27E+08
            SIGI
Selective Insurance Group 8.16E+08
            SIGM
Sigma Designs Inc         8.27E+08
            SIHI
SINOHUB, INC.           82935L101
            SIJ         74347R594
ProShares UltraShort Industrials
            SIL
Silver Miners ETF       37950E853
Silicom Ltd SILC        M84116108
            SILU        85207J100
SPROTT RESOURCE LENDING CORP
            SIM
Groupo Simec, S.A.B de C.V.   4E+08
            SIMG
Silicon Image Inc       82705T102
            SIMO        82706C108
Silicon Motion Technology Corporation
Sina Corp SINA          G81477104
             Shipping America, Ltd
Sino-GlobalSINO         82935V109
            SIRI
Sirius XM Radio Inc     82967N108
            SIRO         Inc.
Sirona Dental Systems, 82966C103
            SIVB
SVB Financial Group 78486Q101
             II Cumulative Trust Preferred Securities
SVB Capital SIVBO       86959H201
            SIVR
ETFS Silver Trust       26922X107
            SIX           Corp.
Six Flags Entertainment83001A102
            SJF         74347R453
ProShares ULTRASHORT RUSSELL 1000 VALUE
            SJH         74347R412
ProShares ULTRASHORT RUSSELL 2000 VALUE
            SJI           8.39E+08
South Jersey Industries, Inc.
            SJL         74347R438
ProShares ULTRASHORT RUSSELL MIDCAP VALUE
            SJM
Smucker Company (The J.M.)8.33E+08
            SJR          Inc.
Shaw Communications 82028K200
            SJT           7.98E+08
San Juan Basin Royalty Trust UBI
            SJW
SJW Corporation           7.84E+08
            SKBI          8.31E+08
SKYSTAR BIO-PHARMACEUTICAL CO NEW
            SKF         74347R628
ProShares UltraShort Financials
            SKH         83066R107
SKILLED HEALTHCARE GROUP INC.
            SKK         74347R420
ProShares ULTRASHORT RUSSELL 2000 GROWTH
            SKL         6.05E+304
Step Up Notes Linked to the S&P 500 Index Maturing 10/4/2011
             Co.,       78440P108
SK TelecomSKM Ltd. Sponsored
            SKN          Note Linked
Market Linked Step Up 06052E434 to the S&P 500 Matures 10/28/2011
            SKOR        45409B768
IQ SOUTH KOREA SMALL CAP ETF
            SKS
Saks Incorporated       79377W108
            SKT           8.75E+08
TANGER FACTORY OUTLET CENTERS
            SKX
Skechers U.S.A., Inc.     8.31E+08
            SKY
Skyline Corporation       8.31E+08
Skywest IncSKYW           8.31E+08
            SLA
American Select Portfolio29570108
            SLAB
Silicon Laboratories Inc 8.27E+08
            SLB
Schlumberger Limited 8.07E+08
            SLE
Sara Lee Corporation 8.03E+08
            SLF
Sun Life Financial Inc. 8.67E+08
            SLG
SL Green Realty Corp. 78440X101
             SLG-C       78440X309
SL Green Realty Corp. 7.625% Ser C Cumulative Rdmble Pfd
             SLG-D       78440X408
SL Green Realty Cp 7.875% Ser D Cumulative Redeem. Pfd
             SLGN
Silgan Holdings Inc        8.27E+08
             SLH
Solera Holdings, Inc. 83421A104
             SLI
SL Industries, Inc.        7.84E+08
             SLM
SLM Corporation          78442P106
             SLM-A       78442P205
SLM Corporation PFD STK Ser A 6.97%
             SLM-B       78442P502
SLM Corporation Floating-Rate Non-Cumulative Series B
             SLP
SIMULATIONS PLUS, INC8.29E+08
             SLRC
Solar Capital Ltd.       83413U100
             SLS          INTENATIONAL REAL ESTATE FUND
RIVERSOURCE LASALLE 76932W102
             SLT             8.6E+08
Sterlite Industries (India) Limited
             SLTC
Selectica, Inc.            8.16E+08
             SLTM
Solta Medical, Inc.      83438K103
             SLV
iShares Silver Trust     46428Q109
             SLW
Silver Wheaton Corp 8.28E+08
             SLX         57060U308
Market Vectors Steel Index Fund
             SLXP
Salix Pharmaceuticals Ltd  7.95E+08
             SLY         78464A813
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
             SLYG        78464A201
SPDR S&P 600 Small Cap Growth ETF (based on S&P SmallCap 600 Growth Index--symbol: CKG)
             SLYV        78464A300
SPDR S&P 600 Small Cap Value ETF (based on S&P SmallCap 600 Value Index symbol--CVK)
             SM
SM Energy Company 78454L100
             SMA
Symmetry Medical, Inc. 8.72E+08
             SMB         57060U803
Market Vectors- Short Municipal Index ETF
             SMBC
Southern Missouri Bancorp  8.43E+08
             SMBL
Smart Balance, Inc.      83169Y108
             SMCG        60039Q101
Millenium India Acquisition Company, Inc.
             SMCI          Inc.
Super Micro Computer,86800U104
             SMDD        74347X682
ProShares UltraPro Short MidCap400
             SMED
Sharps Compliance Corp 8.2E+08
             SMFG        86562M209
Sumitomo Mitsui Financial Group, Inc
             SMG             8.1E+08
The Scotts Miracle-Gro Company
             SMH           8.17E+08
SEMI CONDUCTOR HOLDERS TRUST
             SMHG        80000Q104
Sanders Morris Harris Group In
             SMI         81663N206
Semiconductor Manufacturing International Corporation
             SMIT
Schmitt Industries Inc 8.07E+08
PROSHARESSMK             74347X872
              ULTRASHORT MSCI MEXICO INVESTABLE MARKET
             SMMF        86606G101
Summit Financial Group, Inc.
             SMMU        72201R874
PIMCO SHORT TERM MUNICIPAL BOND STRATEGY FUND
             SMN         74347X617
ProShares UltraShort Basic Materials
             SMOD        G82245104
SMART Modular Technologies, Inc.
             SMP
Standard Motor Products    8.54E+08
             SMRT
Stein Mart Inc             8.58E+08
             Management Limited
Sims Metal SMS             8.29E+08
             SMSC
Standard Microsystems Corp 8.54E+08
             SMSI
Smith Micro Software Inc   8.32E+08
             SMT
SMART Technologies, Inc. 83172R108
Semtech CorpSMTC         8.17E+08
            SMTX
SMTC Corporation         8.33E+08
            SMU
MITTS LINKED to S&P 50006052H148
            SMY        06052H650
SPX STARS due April 27, 2012
            SNA
Snap-on Incorporated 8.33E+08
            SNAK
Inventure Foods, Inc. 4.61E+08
            SNBC
Sun Bancorp Inc-NJ     86663B102
            SNCR       87157B103
Synchronoss Technologies, Inc.
            SNDA       81941Q203
Shanda Interactive Entertainment LTD
            S
Sandisk CorpNDK        80004C101
            SNE
Sony Corporation ADRS 8.36E+08
            SNF
Ibero-America Fund, Inc45082X103
            SNFCA        8.15E+08
Security National Financial Co
            SNH        81721M109
Senior Housing Properties Trust
            SNHY
Sun Hydraulics Inc       8.67E+08
            SNI          8.11E+08
SCRIPPS NETWORKS INTERACTIVE, INC.
            SNIC
Sonic Solutions Inc      8.35E+08
SPX CappedSNK          Index Return
             Leveraged 06052K281 Notes due June 29, 2012
            SNMX
Senomyx, Inc.          81724Q107
            SNN
Smith & Nephew plc 83175M205
            SNP        16941R108
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
            S
Synopsys IncNPS          8.72E+08
            SNSS         8.67E+08
Sunesis Pharmaceuticals, Inc.
            SNSTA        8.35E+08
Sonesta International Hotels
            SNT          8.17E+08
Senesco Technologies, Inc.
            SNTA        Inc.
Synta Pharmaceuticals,87162T206
            SNTS
Santarus, Inc.           8.03E+08
            SNV
Synovus Financial Corp.87161C105
            SNV-T
SYNOVUS FINANCIAL CORP 87161C204
            SNX
Synnex Corporation 87162W100
            SNY
Sanofi-Aventis         80105N105
            SNZ          6.17E+08
Protected Absolute Return Barrier Notes based on the Value of the S&P 500 due 3/20/2011
            SO
Southern Company (The)   8.43E+08
SOLUTIA INC.SOA          8.34E+08
            SOCB       84129R100
SOUTHCOAST FINANCIAL CORP
            SODA       M9068E105
SodaStream International Ltd
            SOFO
Sonic Foundry Inc NEW83545R207
            Leveraged Index Return Note Linked to the S&P 500 Index due August 26, 2011 ped Lever
CapCapped SOG          01019M785
Sohu.com IncSOHU       83408W103
Renesola LTDSOL        75971T103
            SOLF       83415U108
Solarfun Power Holdings Co., Ltd.
            SOLR
GT SOLAR INTERNATIONAL 3.62E+212
            SOMH
Somerset Hills Bancorp 8.35E+08
            SOMX         8.34E+08
Somaxon Pharmaceuticals, Inc.
            SON
Sonoco Products Company  8.35E+08
            SONA         8.43E+08
Southern National Bancorp of Virginia, Inc.
Sonic Corp SONC          8.35E+08
S1 Corp     SONE        78463B101
SonoSite IncSONO        83568G104
            SONS
Sonus Networks, Inc. 8.36E+08
            SOQ
Sonde Resources Corp. 8.35E+08
            SOR
Source Capital, Inc.      8.36E+08
            SOR-          8.36E+08
Source Capital Income Pfd Cum $2.40
            SORL
SORL Auto Parts, Inc. 78461U101
            SOS         06052K505
Capped Leveraged Index Return Notes Linked to the Standard and Poor's 500 Index - Due August 31
            SOV-B        V 7.75% Capital Securities
Sovereign Capital Trust84604V204
            SOV-C       80282K205
Santander Holdings USA, Inc
            SOXL        25459W458
Direxion Daily Semiconductor Bull 3X Shares
            SOXS        25459W441
Direxion Daily Semiconductor Bear 3X Shares
            SOXX          4.64E+08
iShares PHLX SOX Semiconductor Sector Index Fund
            SPA
Sparton Corporation       8.47E+08
            SPAN          8.46E+08
Span-America Medical Systems I
            SPAR
Spartan Motors Inc        8.47E+08
            SPB         84763R101
Spectrum Brands Holdings inc. New
             Inc.
SP Bancorp,SPBC         78468K106
            SPCHA
Sport Chalet, Inc.        8.49E+08
            SPCHB
Sport Chalet Inc. Class B 8.49E+08
            SPE         84741T104
Special Opportunities Fund, Inc.
            SPEC
Spectrum Control Inc 8.48E+08
Spherix Inc SPEX        84842R106
            SPF
Standard Pacific Corp. 85375C101
            SPG
Simon Property Group, Inc.8.29E+08
            SPG-J         8.29E+08
Simon Prop. Grp., Inc. 8 3/8% Ser. J Cum. Rdmbl.
            SPGH          9.03E+08
UBS E-TRACS S&P 500 Gold Hedged ETN
            SPH           8.64E+08
Suburban Propane Partners L P
            Precision Industri
SiliconwareSPIL           8.27E+08
Spire Corp SPIR           8.49E+08
Staples Inc SPLS          8.55E+08
            SPMD
SuperMedia Inc.           8.68E+08
            SPN            Inc.
Superior Energy Services8.68E+08
            SPNC
Spectranetics Corp      84760C107
            SPNS        N7716A151
Sapiens International Corp. N.V.
Sappi LTD SPP             8.03E+08
            SPPI        84763A108
Spectrum Pharmaceuticals Inc
            SPPR
Supertel Hospitality, Inc.8.69E+08
            SPPRO          Series B
Supertel Hospitality, Inc.8.69E+08Cumulative
            SPPRP          Series A
Supertel Hospitality, Inc.8.69E+08Convertible Preferred Stock
            SPR           8.49E+08
Spirit Aerosystems Holdings, Inc.
            SPRD          8.49E+08
SPREADTRUM COMMUNICATIONS,INC. AMERICAN DEPOSITORY SHARES
            SPRO
SmartPros Ltd.          83171G103
            SPRT
support.com, Inc.       86858W101
            SPSC
SPS Commerce, Inc. 78463M107
            SPTN
Spartan Stores Inc        8.47E+08
            FRUIT
SKYPEOPLE SPU JUICE INC 83086T208
             SPW
SPX Corporation            7.85E+08
             SPWRA         8.68E+08
SunPower Corporation Class A Common Stock
             SPWRB         8.68E+08
SunPower Corporation Class B Common
             SPXU        74347X856
ProShares UltraPro Short S&P 500
             SPY
SPDR S&P 500 ETF Trust   78462F103
             SPYG        78464A409
SPDR S&P 500 Growth ETF (based on S&P 500 Growth Index symbol--SGX)
             SPYV        78464A508
SPDR S&P 500 Growth ETF (based on S&P 500 Growth Index symbol--SGX)
             SQI
SciQuest, Inc.           80908T101
             SQM           8.34E+08
Sociedad Quimica y Minera de Chile SA
             Inc.
Sequenom, SQNM             8.17E+08
             SQQQ        74347X666
ProShares Trust UltraPro Short QQQ
             SR            8.54E+08
The Standard Register Company
             SRCE
1st Source Corp            3.37E+08
             SRCL
Stericycle Inc             8.59E+08
SurModics IncSRDX          8.69E+08
Sempra EnergySRE           8.17E+08
             Inc
Stoneridge,SRI           86183P102
             SRIB        59021V524
Merrill Lynch & Co., Inc. - Strategic Return Notes Linked to the Industrial 15 Index
             SRLS        81747T104
SERACARE LIFE SCIENCES INC COM STK
             SRS         74347X583
ProShares UltraShsort Real Estate
SRS Labs Inc SRSL        78464M106
Startek Inc.SRT          85569C107
             SRTY        74347X690
ProShares UltraPro Short Russell2000
             SRV           2.32E+08
THE CUSHING MLP TOTAL RETURN FUND
             SRX         78464R105
SRA INTERNATIONAL, INC. CLASS A 4
             SRZ         86768K106
Sunrise Senior Living, Inc.
             SSBI
Summit State Bank          8.66E+08
             SSCC        83272A104
Smurfit-Stone Container Corp
             SSD           Co., Inc.
Simpson Manufacturing 8.29E+08
             SSE         84264A102
Southern Connecticut Bancorp, Inc
             SSFN
STEWARDSHIP FINL CORP8.6E+08
             SSG         74347R545
ProShares UltraShort Semiconductors
             SSI
Stage Stores Inc         85254C305
Sasol LimitedSSL           8.04E+08
             & Gas
Samson Oil SSN Limited     7.96E+08
             SSNC
SS&C Technologies Inc 78467J100
             SSO
ProShares Ultra S&P500   74347R107
             SSP           8.11E+08
The E.W. Scripps Company (NEW)
             SSRI
Silver Standard Resources82823L106
3SBio, Inc. SSRX         88575Y105
             Storage, Inc.
Sovran Self SSS          84610H108
             SSW
Seaspan Corporation Y75638109
             SSY         86737U102
SunLink Health Systems, Inc
             S
Stratasys Inc SYS          8.63E+08
             ST          N7902X106
Sensata Technologies Holding N.V.
             STAA
Staar Surgical Co          8.52E+08
             STAN
Standard Parking           8.54E+08
            STBA
S&T Bancorp Inc          7.84E+08
            STBC
State Bancorp, Inc.      8.56E+08
            STC           8.6E+08
Stewart Information Services Corporation
            STD
Banco Santander S.A. 05964H105
            STD-A       80281R706
Santander Finance Preferred S.A. Unipersonal
            STD-B       80281R888
SANTANDER FINANCE PREFERRED S.A. UNIPERSONAL Floating Rate Non-cumulative Series 6 Guaranteed P
            STD-C       80281R805
Santander Finance Preferred A.A. Unipersonal 6.5%
            STD-E       E8683R144
Santander Finance Preferred, S.A. Unipersonal 10.5% Non-Cumulative Guaranteed Series 10 Preferr
            STD-F       80281RAC6
Santander Finance Preferred, S.A. Unipersonal Fixed-to-Floating Non-Cumulative Guaranteed Serie
            STD-I       80281R300
Santander Finance Pfd S.A. Unipersonal 6.41% Non-Cumul Guaranteed Pfd Ser 1
            STE
STERIS Corporation       8.59E+08
STEC, INC. STEC          7.85E+08
            STEI
Stewart Enterprises Inc 8.6E+08
            STEL
StellarOne Corporation85856G100
            STEM
StemCells Inc           85857R105
            STFC
State Auto Financial Corp8.56E+08
            STI
SunTrust Banks, Inc.     8.68E+08
            STI-A        8.68E+08
Sun Trust Banks, Inc. Depositary Shares (1/4,000th Interest in Preferred Stock, Series A)
            STI-Z        8.68E+08
Suntrust Capital IX 7.875% Trust Preferred Securities
            STIP        46429B747
iShares Barclays 0-5 Year TIPS Bond Fund
            STJ
St. Jude Medical, Inc. 7.91E+08
            STK         19842X109
Columbia Seligman Premium Technology Growth Fund, Inc.
            STKL
SunOpta, Inc.           8676EP108
            STL
Sterling Bancorp         8.59E+08
            STL-A       85916B208
STERLING BANCORP TRUST I 8.375% CUMUL TRST PFD SEC
            STLD
Steel Dynamics Inc       8.58E+08
            STLY
Stanley Furniture Co Inc 8.54E+08
            STM
STMicroelectronics N.V. 8.61E+08
            STMP
Stamps.com, Inc.         8.53E+08
            S
Stantec, Inc. TN        85472N109
            STND         8.53E+08
Standard Financial Corporation
            STNG
Scorpio Tankers Inc. Y7542C106
            STNR
Steiner Leisure Ltd     P8744Y102
Statoil ASA STO         85771P102
            STON
StoneMor Partners L.P.86183Q100
            STP         86800C104
Suntech Power Holdings Co., Ltd. (Each representing one ordinary share)
            STPP        06740L477
iPath® US Treasury Steepener ETN
            STPZ        72201R205
PIMCO 1-5 Year U.S. TIPS Index Fund
            STR
Questar Corporation 7.48E+08
            STRA
Strayer Education Inc 8.63E+08
             Express Inc78464W104
SRI/SurgicalSTRC
            STRI
STR Holdings, Inc.      78478V100
            STRL         8.59E+08
STERLING CONSTRUCTION COMPANY, INC
            STRM        86323X106
Streamline Health Solutions, Inc.
SUTRON CORP STRN         8.69E+08
            STRS
Stratus Properties Inc 8.63E+08
            STRT
Strattec Security Corp 8.63E+08
            STRZ
Star Buffet Inc            8.55E+08
            STS
Supreme INDS, Inc. Cl A 8.69E+08
            STSA
Sterling Financial Corp. 8.59E+08
              Corporation8.57E+08
State StreetSTT
            STV         16938G107
China Digital TV Holding Co.
            STWD
STARWOOD PROPERTY85571B105TRUST, INC.
            STX
Seagate Technology G7945M107
             Inc.
Stereotaxis,STXS        85916J102
            STZ         21036P108
Constellation Brands, Inc.
            STZ.B       21036P207
CONSTELLATION BRANDS, INC. CLASS B 4
            SU
Suncor Energy, Inc.        8.67E+08
              Short        4.64E+08
iShares S&PSUB Term National Municipal Bond Fund
            SUBC
Subsea 7 S.A.              8.64E+08
            SUBK
Suffolk Bancorp            8.65E+08
            SUF
SulphCo, Inc.              8.65E+08
            SUG
Southern Union Company     8.44E+08
            SUI
Sun Communities, Inc 8.67E+08
            SUMR
SUMMER INFANT, INC 8.66E+08
            S
Sunoco, Inc. UN         86764P109
            SUNH         Inc.
Sun Healthcare Group, 8.67E+104
            SUP            8.68E+08
Superior Industries International, Inc.
SuperGen IncSUPG           8.68E+08
            SUPR
Superior Bancorp        86806M205
            S
Supertex Inc UPX           8.69E+08
             Corporation
CNA Surety SUR          12612L108
             USA,
Synergetics SURG Inc. 87160G107
            SURW
SureWest Communications    8.69E+08
            SUS-A
Susquehanna Capital I 86910P201
            SUSQ
Susquehanna Bancshares Inc 8.69E+08
            SUSS
Susser Holdings Corporation8.69E+08
            SUTR           Limited Common Stock
Sutor Technology Group8.69E+08
            SVA
Sinovac Biotech, Ltd P8696W104
            SVBI
Severn Bancorp Inc/MD   81811M100
            SVLF
Silverleaf Resorts, Inc. 8.28E+08
            SVM
SILVERCORP METALS, INC. 82835P103
            SVN         81783J101
7 DAYS GROUP HOLDINGS LIMITED
            SVNT        80517Q100
Savient Pharmaceuticals Inc.
            SVT
Servotronics, Inc.         8.18E+08
SUPERVALUSVU  INC.         8.69E+08
SAVVIS, Inc.SVVS           8.05E+08
            SVW            Notes Linked to the S&P 500 Index
Leveraged Index Return60900545
            SWC         86074Q102
Stillwater Mining Company
            SWFT
Swift Transportation Co.87074U101
SOFTWARE SWH            83404B103
             HOLDRS TRUST
            SWHC            Corporation
Smith & Wesson Holding8.32E+08
             Inc.
Solarwinds,SWI          83416B109
            SWIR
Sierra Wireless            8.27E+08
            SWK          8.55E+08
Stanley Black & Decker, Inc.
            SWKS
Skyworks Solutions Inc 83088M102
            SWM          8.09E+08
Schweitzer-Mauduit International, Inc.
            SWN          8.45E+08
Southwestern Energy Company
SWS Group,SWSInc.       78503N107
            SWU          8.55E+08
Stanley Black & Decker Covertible Preferred Units
            SWX
Southwest Gas Corporation8.45E+08
Safeway Inc.SWY          7.87E+08
            SWZ
Swiss Helvetia Fund, Inc.8.71E+08
            SXCI        78505P100
SXC Health Solutions Corp.
            SXI          8.54E+08
Standex International Corporation
            SXL         86764L108
SUNOCO LOGISTICS PARTNERS L.P. COMMON UNITS REP LTD PARTNER INT.
            SXT         81725T100
Sensient Technology Corporation
            SYA
Symetra Financial Corp. 87151Q106
            SYBT
S.Y. Bancorp, Inc.       7.85E+08
            SYBTP
S.Y. Bancorp, Inc        7.85E+08
            SYK
Stryker Corporation      8.64E+08
            SYKE
SYKES Enterprises Inc 8.71E+08
            SYMC
Symantec Corp            8.72E+08
            SYMM
Symmetricom Inc          8.72E+08
Syms Corp SYMS           8.72E+08
            SYMX         8.72E+08
Synthesis Energy Systems Inc.
            SYNA
Synaptics Inc           87157D109
            SYNL
Synalloy Corp            8.72E+08
             Corp
SyntroleumSYNM           8.72E+08
             Technologies Inc
Synovis LifeSYNO        87162G105
Syntel Inc SYNT         87162H103
            ACCELERATED REDEMPTION SECURITIES LINKED TO S&P 500 INDEX 1/30/12
STRATEGIC SYO           06052E863
            SYPR
Sypris Solutions Inc     8.72E+08
SYSWIN INC. SYSW         8.72E+08
            SYT         87160A100
SYNGENTA AG ADS (REP 1/5TH ORD SHARE)
            SYUT        87164C102
Synutra International, Inc.
            SYX
Systemax Inc.            8.72E+08
            SYY
Sysco Corporation        8.72E+08
             to         60900487
LIRN LinkedSZEthe S&P 500 Index Maturing 6/1/2012
            SZK         74347R644
ProShares UltraShort Consumer Goods
            SZO         25154K874
Shares DB Crude Oil Long Exchange Traded Notes due 6/1/2038
            SZR         97717W158
Wisdom Tree Dreyfus South African Rand Fund
            SZX         59022W745
Select 10 Index SRN due July 05, 2012
AT&T Inc. T             00206R102
            TA           8.94E+08
TravelCenters of America LLC
            TAC
TransAlta Corporation 89346D107
            TACT
Transact Technologies Inc8.93E+08
            TAI          8.94E+08
Transamerica Income Shares, Inc.
            TAIT
Taitron Components Inc 8.74E+08
            TAL          Inc.
Tal International Group, 8.74E+08
            TAM         87484D103
TAM S.A. American Depositary Shares
            TAN
Guggenheim Solar ETF 18383M621
            TAO         18383Q861
Guggenheim China Real Estate ETF
            TAP         Company Class B
Molson Coors Brewing 60871R209
            TAP.A       Company Class A
Molson Coors Brewing 60871R100
            TASR
Taser International Inc 87651B104
            TAST        14574X104
Carrols Restaurant Group, Inc.
            TAT         G89982105
TRANSATLANTIC PETROLEUM LTD.
            TATT
TAT Technologies Ltd M8740S227
            TAXI
Medallion Financial Corp5.84E+08
            TAYC
Taylor Capital Group Inc 8.77E+08
            TAYCP
Taylor Capital Trust 87216N205
            TAYD
Taylor Devices Inc       8.77E+08
            TBAC         8.75E+08
Tandy Brands Accessories Inc
            TBBK
The Bancorp Inc.        05969A105
            TBF         74347X849
ProShares Short 20+ Year Treasury ETF
            TBH          8.79E+08
Telecomunicacoes Brasileiras S.A. - Telebras
            TBI
Trueblue, Inc.          89785X101
             Company (The) Class A
Timberland TBL           8.87E+08
            TBNK
Territoral Bancorp Inc. 88145X108
            TBSI
TBS International Ltd. G8657Q104
            TBT         74347R297
ProShares Trust UltraShort Lehman 20+ Year Treasury
            TBUS
DRI Corporation         23330F109
            TBV         88650T104
Tiens Biotech Group (USA), Inc.
            TC            Company
Thompson Creek Metals8.85E+08 Inc.
            TCAP         8.96E+08
Triangle Capital Corporation
            TCB
TCF Financial Corp.      8.72E+08
            TCB+
TCF Financial Corp.      8.72E+08
            I 10.75% Capital Securities, Series I
TCF Capital TCB-A        8.72E+08
            TCBI        88224Q107
Texas Capital Bancshares, Inc.
            TCBIW       88224Q115
Texas Capital Bancshares, Inc. Warrant
            TCBK
Trico Bancshares         8.96E+08
            COMMCTN CP
TECHNICAL TCCO           8.78E+08
TECHNICOLOR TCH          8.79E+08
            TCHC
21st Century Holding Co 90136Q100
            TCI          8.94E+08
Transcontinental Realty Investors, Inc.
            TCK
Teck Resources Limited 8.79E+08
            TCL          8.77E+08
TATA COMMUNICATIONS LIMITED
            TCLP
TC Pipelines LP         87233Q108
            TCM         8.90E+107
TONGJITANG CHINESE MEDICINES COMPANY
            TCO
Taubman Centers Inc. 8.77E+08
            TCO-G        8.77E+08
Taubman Centers, Inc. 8% Series G Cumulative Redeemable
            TCO-H        8.77E+08
Taubman Centers, Inc. 7.625% Ser. H Cum. Rdmbl. Prfrd. Stock
            Inc.
THL Credit, TCRD         8.72E+08
Tucows, IncTCX           8.99E+08
            TD
Toronto Dominion Bank 8.91E+08
             AND         8.79E+08
TELEPHONETDA DATA SYSTEMS, INC. 7.60% SERIES A NOTES DUE 12/1/2041
            TDBK         8.86E+08
Tidelands Bancshares Inc. (South Carolina)
            TDC
TERADATA CORPORATION    88076W103
            TDD         87238A108
TDAX Independence 2010 Exchange-Traded Fund
             AND         8.79E+08
TELEPHONETDE DATA SYSTEMS, INC. 6.875% SER NTS DUE 2059
            TDF
Templeton Dragon Fund   88018T101
            TDG          8.94E+08
Transdigm Group Incorporated
            TDH         87238A207
TDAX Independence 2020 Exchange-Traded Fund
            TDI          8.79E+08
Telephone and Data Systems, Inc. 6.625% Senior Notes Due 03-31-2045
            TDN         87238A306
TDAX Independence 2030 Exchange-Traded Fund
            TDS
Telephone & Data System  8.79E+08
            TDS.S        8.79E+08
Telephone and Data Systems, Inc. Class S
             Corp
3D SystemsTDSC          88554D205
            TDV         87238A405
TDAX Independence 2040 Exchange-Traded Fund
            TDW
Tidewater, Inc.          8.86E+08
            TDX         87238A504
TDAX Independence In-Target Exchange-Traded Fund
            TDY
Teledyne Tech Inc.       8.79E+08
            TE
TECO Energy Inc.         8.72E+08
TEARLAB CORPTEAR         8.78E+08
            TECD
Tech Data Corp           8.78E+08
            T
Techne Corp ECH          8.78E+08
            TECUA
Tecumseh Products Co 8.79E+08
            TECUB
Tecumseh Products Co 8.79E+08
            S.A.
Telefonica, TEF          8.79E+08
            TEG         Inc.
Integrys Energy Group, 45822P105
            TEI           8.8E+08
Templeton Emerging Markets Income Fund (Delaware)
            TEL         H8912P106
Tyco Electronics LTD. (Switzerland) (New)
Telik Inc TELK          87959M109
Tenneco Inc.TEN           8.8E+08
            TENZ        72201R700
PIMCO 7-15 Year U.S. Treasury Index Fund
            TEO
Telecom Argentina S.A. 8.79E+08
            TER
Teradyne, Inc.           8.81E+08
Tesco Corp TESO         88157K101
            TESS
Tessco Technologies Inc 8.72E+08
            TEVA         8.82E+08
Teva Pharmaceutical Industries
            TEX
Terex Corporation        8.81E+08
             Fund Inc. 8.83E+08
Thai CapitalTF
            TFC
Taiwan Greater China Fund8.74E+08
            TFCO
Tufco Technologies Inc 8.99E+08
            TFI         78464A458
SPDR Nuveen Barclays Capital Municipal Bond ETF
            TFM
The Fresh Market, Inc. 35804H106
            TFONY        8.79E+08
Telefonos de Mexico SAB de CV
            TFSL        87240R107
TFS Financial Corporation
            TFX
Teleflex Incorporated 8.79E+08
            TG
Tredegar Corporation 8.95E+08
            TGA          8.94E+08
TRANSGLOBE ENERGY CORP (CANADA)
Tegal Corp TGAL          8.79E+08
            TGB
Taseko Mines Limited 8.77E+08
            TGC
Tengasco, Inc.          88033R205
            TGE
TGC Industries, Inc.      8.72E+08
            TGH         G8766E109
Textainer Group Holdings limited
            TGI
Triumph Group, Inc.       8.97E+08
            TGIS
Thomas Group, Inc. New8.84E+08
Teekay LNGTGP           Y8564M105
             Partners L.P.
             Target Date 4.64E+08 Income Index Fund
iShares S&PTGR            Retirement
            TGS           8.94E+08
Transportadora de Gas del Sur S.A. (TGS)
            TGT
Target Corporation      8.76E+110
TheragenicsTGXCorporation8.83E+08
            THC         88033G100
Tenet Healthcare Corporation
            THD           4.64E+08
iShares MSCI Thailand Investable Market Index Fund
            THFF           3.2E+08
First Financial Corp/Indiana
            THG           4.11E+08
The Hanover Insurance Group, Inc.
            THI
Tim Hortons, Inc.       88706M103
            THLD          8.86E+08
Threshold Pharmaceuticals, Inc.
            THM         46050R102
International Tower Hill Mines, Ltd. (Canada)
            THO
Thor Industries, Inc.     8.85E+08
            THOR
Thoratec Corp             8.85E+08
THQ Inc THQI              8.72E+08
             Corp
TF FinancialTHRD          8.72E+08
            THRX
Theravance, Inc.        88338T104
            THS
Treehouse Foods, Inc. 89469A104
            THTI          8.86E+08
THT Heat Transfer Technology, Inc.
            TI
Telecom Italia SpA      87927Y102
            TI.A        87927Y201
Telecom Italia SpA Class A
            TIBB
TIB Financial Corp.       8.72E+08
            TIBX
TIBCO Software Inc      88632Q103
              Corp.
TICC CapitalTICC        87244T109
            TIE           8.88E+08
Titanium Metals Corporation
            TIER
Tier Technologies Inc 88650Q100
            TIF
Tiffany & Co.             8.87E+08
            TIGR
TigerLogic Corp.        8867EQ101
             Technologies Inc
Tii NetworkTIII           8.72E+08
            TIK           8.79E+08
TEL-INSTRUMENT ELECTRONICS CORP
            TIN
Temple-Inland Inc.         8.8E+08
            TINY
Harris & Harris Group Inc 4.14E+08
            TIP           4.64E+08
iShares Trust Barclays TIPS Bond Fund
            TIPZ        Index Fund
PIMCO Broad U.S. TIPS 72201R403
            TIS         68572N104
Orchids Paper Products, Inc.
            TISA
TOP Image Systems LtdM87896102
Team, Inc. TISI           8.78E+08
            TITN
Titan Machinery Inc. 88830R101
             CORP
TRI-VALLEY TIV            8.96E+08
Tivo Inc    TIVO          8.89E+08
            TJX
TJX Companies, Inc. (The) 8.73E+08
            TK
Teekay Corporation Y8564W103
            TKC              9E+08
TURKCELL ILETISIM HIZMETLERI A.S. (NEW) ADS'S (EA REP 2,500 ORD SHRS)
            TKF
Turkish Investment Fund, Inc.  9E+08
Tekelec     TKLC          8.79E+08
            TKMR       87911B209
TEKMIRA PHARMACEUTICALS CORP
The TimkenTKRCompany 8.87E+08
Tellabs Inc TLAB             8.8E+08
            TLB
The Talbots, Inc.         8.74E+08
            TLB+
The Talbots, Inc.         8.74E+08
            TLCR           Holdings
Talecris Biotherapeutics 8.74E+08Corp.
            TLEO       87424N104
Taleo Corporation Class A
            TLF          Inc.
Tandy Leather Factory, 87538X105
            TLGD
Tollgrade Communications Inc 8.9E+08
            TLH           4.64E+08
iShares Barclays 10-20 Year Treasury Bond Fund
            TLI        50208B100
LMP Corporate Loan Fund, Inc.
            TLK           7.16E+08
PT Telekomunikasi Indonesia
            TLL        74347R255
ProShares UltraShort Telecommunications
            TLM
Talisman Energy Inc. 8.74E+107
            TLO        78464A664
SPDR Barclays Capital Long Term Treasury ETF
            TLP        89376V100
Transmontaigne Partners L.P.
            TLR           8.87E+08
Timberline Resources Corporation
            TLT           4.64E+08
iShares Barclays 20+ yr Treasury Bond Fund
            TLVT
Telvent GIT, S.A.      E90215109
            TM
Toyota Motor Corporation  8.92E+08
            TMF           Treasury Bull
Direxion Daily 20+ Year25459W540 3X Shares (based on the NYSE 20 Year Plus Treasury Bond I
            TMH         Inc.
Team Health Holdings, 87817A107
            TMK
Torchmark Corporation 8.91E+08
            TMK-A      89102W208
Torchmark Capital Trust III 7.100% Trust Originated Preferred Securities (TOPrS)
            TMM
Grupo TMM S.A.B. (NEW) 40051D303
            TMNG          5.62E+08
Management Network Group Inc
            TMO             Inc.
Thermo Fisher Scientific,8.84E+08
            TMP              8.9E+08
Tompkins Financial Corporation
            TMRK
Terremark Worldwide, Inc. 8.81E+08
            TMV           Treasury Bear
Direxion Daily 20+ Year25459W532 3X Shares (based on the NYSE 20 Year Plus Treasury Bond I
            TMW        78464A805
SPDR Dow Jones Total Market ETF
            TMX            de CV
Telefonos de Mexico SA 8.79E+08
            TNA        25459W847
Direxion Daily Small Cap Bull 3x Shares
            T
TeleNav Inc. NAV          8.79E+08
            TNB
Thomas & Betts Corporation8.84E+08
            TNC
TENNANT COMPANY 4 8.8E+08
            TNCC       88043P108
Tennessee Commerce Bancorp, Inc. (TN)
            TNDM
Neutral Tandem, Inc 64128B108
            TNE           8.79E+08
Tele Norte Leste Participacoes S.A.
            TNGN
Tengion, Inc.          88034G109
            TNH
Terra Nitrogen Company, LP8.81E+08
            TNK
Teekay Tankers LTD Y8565N102
            TNP        G9108L108
Tsakos Energy Navigation Ltd.
TNS, Inc. TNS             8.73E+08
            TO
Tech/Ops Sevcon, Inc. 8.78E+08
            TOBC
TOWER BANCORP INC 8.92E+08
            TOD
Todd Shipyards Corporation8.89E+08
            TOF
Tofutti Brands Inc.     88906B105
            TOFC
Tower Financial Corp 8.92E+08
            TOK           4.64E+08
iShares MSCI Kokusai Index Fund
            TOL
Toll Brothers, Inc.       8.89E+08
            TOMO
Tomo Therapy Incorporated  8.9E+08
            TOO         Y8565J101
Teekay Offshore Partners L.P.
            TOPS
TOP Ships, Inc.NEW Y8897Y305
            TORM          8.91E+08
TOR Minerals International Inc
TOTAL S.A. TOT          8.92E+113
            TOWN
TOWNE BANK (VA)         89214P109
            TOWR
Tower International, Inc.8.92E+08
             Corporation9.01E+08
Tutor PeriniTPC
            TPCG
TPC GROUP, INC.         89236Y104
            TPGI          8.84E+08
Thomas Properties Group, Inc.
            TPI         88630M104
TIANYIN PHARMACEUTICALS CO INC.
            TPL
Texas Pacific Land Trust 8.83E+08
            TPLM        89600B201
Triangle Petroleum Corporation
            TPX         88023U101
Tempur-Pedic International, Inc.
            TPZ         89147X104
Tortoise Power and Energy Infrastructure Fund, Inc.
            TQNT        89674K103
Triquint Semiconductor Inc
            TQQQ
ProShares UltraPro QQQ  74347X831
             Industries, Inc.
Tootsie RollTR            8.91E+08
            TRAD
TradeStation Group Inc89267P105
             Holdings, Inc.
DealerTrackTRAK           2.42E+08
            TRBR
Trailer Bridge Inc        8.93E+08
            TRC
Tejon Ranch Co.           8.79E+08
             Research Corp
TechnologyTRCI            8.79E+08
            TRCR
Transcend Services Inc 8.94E+08
            TRE         87600U104
Tanzanian Royalty Exploration Corporation
            TREE
Tree.com, Inc.            8.95E+08
            TREX
Trex Company, Inc.      89531P105
            TRF         88022F105
Templeton Russia and East European Fund, Inc.
            TRGL
Toreador Resources Corp   8.91E+08
            TRGP
Targa Resources Corp. 87612G101
            TRGT
Targacept, Inc.         87611R306
             Holdings, Inc.
TranatlanticTRH           8.94E+08
            TRI           8.85E+08
Thomson Reuters Corporation
            TRIB
Trinity Biotech plc       8.96E+08
            TRID
Trident Microsystems Inc  8.96E+08
            TRIT
Tri-Tech Holdings Inc. G9103F106
            TRK           Inc.
Speedway Motorsports, 8.48E+08
            TRLG        89784N104
True Religion Apparel, Inc.
            TRMB
Trimble Navigation Ltd 8.96E+08
TORM A/S TRMD             8.91E+08
            TRMK
Trustmark Corp            8.98E+08
Trimeris IncTRMS          8.96E+08
            TRN
Trinity Industries, Inc. 8.97E+08
            TRND         78009L308
RBS US Large Cap Trendpilot Exchange Traded Notes
            TRNO
Terreno Realty Corp. 88146M101
Transcat IncTRNS          8.94E+08
            TROW
T Rowe Price Group Inc74144T108
            TRP
TransCanada Corporation  89353D107
            TRR
TRC Companies, Inc.       8.73E+08
            TRS
Trimas Corporation        8.96E+08
            TRST
Trustco Bank Corp NY 8.98E+08
            TRSY         72201R809
PIMCO Broad U.S. Treasury Index Fund
            TRT
Trio-Tech International 8.97E+08
            TRU
Torch Energy Royalty Trust8.91E+08
                TRUE 15643B106
Centrue Financial Corporation
            TRV          8.94E+113
The Travelers Companies, Inc.
            TRW          87264S106
TRW Automotive Holdings Corp.
            T
Tenaris S. A. S          88031M109
             Bancorp Inc 8.87E+08
Timberland TSBK
            TSCM
TheStreet.com Inc        88368Q103
            TSCO
Tractor Supply Co         8.92E+08
            TSEM
Tower Semiconductor Ltd  M87915100
            TSEMG        M87915209
Tower Semiconductor Ltd. Debentures Convertible into Common Stock
            TSH
Teche Holding Company 8.78E+08
            TSI           8.72E+08
TCW Strategic Income Fund, Inc.
            TSL
Trina Solar Limited      8.96E+108
            TSLA
Tesla Motors, Inc.       88160R101
            TSM           8.74E+08
Taiwan Semiconductor Manufacturing
            TSN
Tyson Foods, Inc.         9.02E+08
            TSO
Tesoro Corporation        8.82E+08
TranS1 Inc. TSON         89385X105
            TSP           Paulo S.A.
Telecomunicacs de Sao87929A102
            TSPT         89354M106
Transcept Pharmaceuticals, Inc.
            TSRA         88164L100
Tessera Technologies, Inc.
TSR Inc. NewTSRI          8.73E+08
            TSRX
TRIUS THERAPEUTICS, INC. 89685K100
            TSS           8.92E+08
Total System Services, Inc.
            TSTC         87953J102
Telestone Technologies Corporation
            TSTF
TeamStaff Inc.           87815U303
            TSTY
Tasty Baking Company 8.77E+08
            TSU          ADR
TIM Participacoes S.A., 88706P106
            TSYS         87929J103
Telecommunication Systems Inc
            TTC
Toro Company (The)        8.91E+08
            TTEC
TeleTech Holdings Inc       8.8E+08
            TTEK
Tetra Tech Inc           88162G103
            TTF
Thai Fund, Inc.           8.83E+08
             Inc.
TechTarget,TTGT          87874R100
            TTH
TELECOM HOLDRS TR DEP REC87927P200
            TTHI          Inc.(Canada)
Transition Therapeutics, 8.94E+08
            TTI
TETRA Technologies, Inc. 88162F105
            TTM
Tata Motors Limited       8.77E+08
            TTMI
TTM Technologies Inc 87305R109
            TTO          89147N304
Tortoise Capital Resources Corporation
            Royalty Corporation
Terra Nova TTT           88102D103
            TTWO          8.74E+08
Take-Two Interactive Softwar
            TU           87971M202
TELUS CORPORATION NON-VOTING SHARES
            TUC
Mac-Gray Corp.            5.54E+08
            TUES
Tuesday Morning Corp 8.99E+08
            TUP
Tupperware Brands Corporation9E+08
            TUR           4.64E+08
iShares MSCI Turkey Investable Market Index Fund
            TUZ          72201R106
PIMCO 1-3 Year U.S Treasury Index Fund
            TV
Grupo Televisa S.A.      40049J206
            TVC           8.81E+08
Tennessee Valley Authority-PFD D
            TVE           8.81E+08
Tennessee Valley Authority Pfd Stk Series A 6.50% 5/01/29
            TVIX         VIX Short Term ETN
VelocityShares Daily 2x22542D761
            TVIZ         VIX Medium
VelocityShares Daily 2x22542D779 Term ETN
Lin TV CorpTVL            5.33E+08
            TW
Towers Watson & Co. 8.92E+08
            TWC
Time Warner Cable Inc.88732J207
            TWER          8.92E+08
Towerstream Corporation Common Stock
            TWGP
Tower Group, Inc.         8.92E+08
            TWI
Titan International, Inc.88830M102
            TWIN
Twin Disc, Incorporated 9.01E+08
            TWM          74347R834
ProShares UltraShort Russell2000
            TWMC
Trans World Entertainment89336Q100
            TWN
Taiwan Fund, Inc.         8.74E+08
            TWO          90187B101
Two Harbors Investment Corp.
            TWO+         90187B119
Two Harbors Investment Corp.
            TWON
IQ Taiwan Small Cap ETF  45409B750
            TWQ          74347X203
ProShares UltraShort Russell 3000
            inc. Class A 87311L104
tw telecom TWTC
            TWX
Time Warner Inc.          8.87E+08
            TX            8.81E+08
Ternium S.A. American Dep Shares(each rep ten shares, USD)
            Corp
Transwitch TXCC           8.94E+08
            TXI
Texas Industries, Inc. 8.82E+08
            TXN           8.83E+08
Texas Instruments Incorporated
            TXRH
Texas Roadhouse, Inc. 8.83E+08
            TXT
Textron, Inc.             8.83E+08
            TY
TRI-Continental Corp. 8.95E+08
            TY-           8.95E+08
Tri-Continental $2.50 Series
            TYC          Switzerland
Tyco International Ltd. H89128104 (New)
            TYD          25459W565
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Ind
            TYG          89147L100
Tortoise Energy Infrastructure Corp.
            TYG-A        89147L605
TORTOISE ENERGY INFRASTRUCTURE CORP
            TYH          25459W102
Direxion Daily Technology Bull 3x Shares
           TYL
Tyler Technologies, Inc. 9.02E+08
           TYN         89147T103
Tortoise North American Energy Corporation
           TYO         25459W557
Direxion Daily 7-10 Year Treasury Bear 3X Shares (based on the NYSE 7-10 Year Treasury Bond Ind
           TYP         25459W318
Direxion Daily Technology Bear 3x Shares
           TYPE        61022P100
Monotype Imaging Holdings Inc.
           TYW         87280R108
Claymore Tax-Advantaged Balanced Fund
           TYY          Corporation
Tortoise Energy Capital89147U100
           TYY-A        Corp.
Tortoise Energy Capital89147U407
           TZA         25459W326
Direxion Daily Small Cap Bear 3x Shares
            Target Date 4.64E+08 Fund
iShares S&PTZD           2010 Index
           TZE           4.64E+08
iShares Target Date 2015 Index Fund
           TZF          TRUCs Certs
Bear Stearns Depositor89826S202 2001-2, 7.10% IBM Corp.
            Target Date 4.64E+08 Fund
iShares S&PTZG           2020 Index
            Target Date 4.64E+08 Fund
iShares S&PTZI           2025 Index
           TZK          TRUCs Certs
Bear Stearns Depositor89826W104 2002-1, 7.70% Ford Motor Co.
            Target Date 4.64E+08 Fund
iShares S&PTZL           2030 Index
           TZO           4.64E+08
iShares Target Date 2035 Index Fund
           TZOO
TRAVELZOO INC          89421Q106
            Target Date 4.64E+08 Fund
iShares S&PTZV           2040 Index
           UA
Under Armour, Inc.       9.04E+08
           UACL        91388P105
Universal Truckload Services, Inc.
           UAG            CMCI Agriculture ETN
E-TRACS UBS Bloomberg9.03E+08
           UAL            9.1E+08
UNITED CONTINENTAL HOLDINGS, INC.
           UAM
Universal American Corp. 9.13E+08
           UBA           9.17E+08
Urstadt Biddle Properties Cl A
           UBC            CMCI Livestock ETN
E-TRACS UBS Bloomberg9.03E+08
           UBCP
United Bancorp Inc/OH 9.1E+08
           UBD         18383M662
Claymore Exchange- Traded Fund Trust U.S. Capital Markets Bonds ETF
           UBFO          9.11E+08
United Security Bancshares
           UBG            CMCI Gold
E-TRACS UBS Bloomberg9.03E+08 ETN
           UBM            CMCI Industrial Metals ETN
E-TRACS UBS Bloomberg9.03E+08
           UBN            CMCI Energy ETN
E-TRACS UBS Bloomberg9.03E+08
           UBNK        91030T109
United Financial Bancorp, Inc. Common Stock
           UBOH
United Bancshares Inc/OH 9.09E+08
           UBP
Urstadt Biddle Properties9.17E+08
           UBP-C         9.17E+08
Urstadt Biddle Properties Inc. 8.5% Ser C Sr. Cumul Pfd
           UBP-D         9.17E+08
Urstadt Biddle Properties, Inc. 7.5% Ser. D Sr. Cum. Pfrd. Stock
           UBR         74347X542
ProShares Ultra MSCI Brazil
UBS AG     UBS         H89231338
           UBS-D        Trust IV
UBS Preferred Funding 90263W201
           UBSH        90662P104
UNION FIRST MARKET BANKSHARES CORP
           UBSI
United Bankshares Inc 9.1E+08
           UBT         74347R172
ProShares Ultra 20+ Year Treasury
           UCBA        90984H103
United Community Bancorp
           UCBI        90984P105
United Community Banks Inc/GA
           UCC         74347R750
ProShares Ultra Consumer Services
           UCD          Commodity
ProShares Ultra DJ-UBS74347W106
            UCFC            9.1E+08
United Community Financial Cor
            UCI             CMCI ETN
E-TRACS UBS Bloomberg9.03E+08
            UCO           Crude Oil
ProShares Ultra DJ-UBS74347W502
             Holdings, Inc.
Ultra Clean UCTT         90385V107
            UDN          73936D206
PowerShares DB US Dollar Index Bearish Fund
            UDOW
ProShares UltraPro Dow 3074347X823
            UDR            Trust, Inc.
United Dominion Realty 9.03E+08
UDR INC UDR-G              9.03E+08
            UDRL
Union Drilling, Inc.     90653P105
            UEC
Uranium Energy Corp. 9.17E+08
            UEIC
Universal Electronics Inc9.13E+08
             Technologies, Inc.
Net 1 UEPS UEPS          64107N206
             & Casualty Co 9.1E+08
United Fire UFCS
            UFI
UNIFI, Inc. New            9.05E+08
            UFPI           9.14E+08
Universal Forest Products Inc
            UFPT
UFP Technologies Inc 9.03E+08
            UFS
DOMTAR CORPORATION2.58E+08  (New)
            UG
United-Guardian, Inc. 9.11E+08
            UGA          Fund, LP
United States Gasoline 91201T102
            UGE          74347R768
ProShares Ultra Consumer Good
            UGI
UGI Corporation            9.03E+08
            UGL
ProShares Ultra Gold 74347W601
            UGP          90400P101
Ultrapar Particpacoes S.A.
Amerco IncUHAL           23586100
            UHN          91204P107
United States Heating Oil Fund, LP
            UHS            9.14E+08
Universal Health Services, Inc. Class B
            UHT           Income Trust
Universal Health Realty9.14E+109
            UIL
UIL Holdings Corporation   9.03E+08
            UIS
Unisys Corporation (New)   9.09E+08
            UKF          74347R537
ProShares ULTRA RUSSELL 1000 GROWTH
            UKK          74347R487
ProShares ULTRA RUSSELL MIDCAP GROWTH
            UKW          74347R511
ProShares ULTRA RUSSELL MIDCAP GROWTH
Unilever plcUL             9.05E+08
            ULBI
Ultralife Corporation 9.04E+08
            ULE
ProShares Ultra Euro 74347W874
Urologix IncULGX           9.17E+08
            ULQ          18383M654
Claymore U.S Capital Markets micro-Term Fixed Income ETF
            ULTA         90384S303
Ulta Salon, Cosmetics & Fragrance, Inc.
            ULTI         90385D107
Ultimate Software Group Inc
             (Bahamas) P94398107
Ultrapetrol ULTR
Uluru Inc. ULU           90403T100
            UMBF
UMB Financial Corp         9.03E+08
            UMC            9.11E+08
United Microelectronic Corp.
            UMDD         74347X815
ProShares UltraPro MidCap400
            UMH
UMH Properties, Inc. 9.03E+08
            UMPQ
Umpqua Holdings Corp 9.04E+08
            UMX          74347X518
ProShares Ultra MSCI Mexico Investable Market
Unilever NVUN             9.05E+08
             UNAM
Unico American Corp 9.05E+08
             UNB
Union Bankshares, Inc 9.05E+08
             U
Unifirst Corp NF          9.05E+08
             UNFI
United Natural Foods Inc  9.11E+08
             UNFY         9.05E+08
Unify Corporation New Common Stock
             UNG          9.12E+08
United States Natural Gas Fund, LP Unit
             UNH         91324P102
UnitedHealth Group Incorporated
             UNIS
Unilife Corporation      9.05E+107
             UNL         91288X109
United States 12 Month Natural Gas Fund, LP
Unum Group NMU           91529Y106
             UNP
Union Pacific Corp.       9.08E+08
             UNS          9.09E+08
UniSource Energy Corporation
             UNT
UNIT Corporation          9.09E+08
             UNTD
United Online Inc         9.11E+08
             UNTK        91324T302
UNITEK GLOBAL SERVICES, INC. NEW
Unity BancorpUNTY         9.13E+08
             UNXL
Uni-Pixel, Inc.           9.05E+08
             UPG          Inc.
Universal Power Group, 9.14E+08
             UPI
Uroplasty, Inc.           9.17E+08
             UPL
Ultra Petroleum Corp. 9.04E+08
             UPRO        74347X864
ProShares UltraPro S&P 500
             UPS          9.11E+08
United Parcel Service, Inc. Class B
             UPV         74347X526
ProShares Ultra MSCI Europe
             UPW
ProShares Ultra Utilities74347R685
             UQM
UQM Technologies, Inc. 9.03E+08
             URA
Global X Uranium ETF 37950E754
             URBN
Urban Outfitters Inc      9.17E+08
             URE         74347X625
ProShares Ultra Real Estate
             URG
UR-ENERGY, INC.          91688R108
             URI
United Rentals, Inc.      9.11E+08
             URR          6.17E+08
Market Vectors Double Long Euro ETN
             URRE          New
Uranium Resources, Inc. 9.17E+08
             URS
URS Corporation           9.03E+08
             URTY        74347X799
ProShares UltraPro Russell2000
             URZ
Uranez Energy Corporation91688T104
             USA
Liberty All-Star Equity Fund5.3E+08
USA Truck IncUSAK         9.03E+08
             USAP         9.14E+08
Universal Stainless & Alloy
             USAT
USA Technologies, Inc. 90328S500
             USATP       90328S203
USA TECHNOLOGIES INC CV PFD
             USATW
USA Technologies, Inc. 90328S179
             USATZ
USA Technologies, Inc. 90328S195
             U
U.S. Bancorp SB           9.03E+08
             U
U.S. Bancorp SB-A         9.03E+08
             VI 5.75% Trust Pfd Securities
USB CapitalUSB-E          9.03E+08
             VII 5.875% Trust Preferred Securities
USB CapitalUSB-F          9.03E+08
             VIII 6.35% Trust Preferred Securities
USB CapitalUSB-G          9.03E+08
             Depositary Shares (1/1,000 Interest in Ser. B Non-Cum. Prptl. Prfrd. Stock)
US BancorpUSB-H           9.03E+08
             X 6.5%     91731L207
USB CapitalUSB-I Trust Preferred Securities
             XI 6.6%      9.03E+08
USB CapitalUSB-J Trust Preferred Securities
             XII 6.3%     9.03E+08
USB CapitalUSB-K Trust Preferred Securities
             USBI         9.11E+08
United Securities Bancshares
             USCI
US Commodity Index 9.12E+08
             USD        74347R669
ProShares Ultra Semiconductors
             USEG
US Energy Corp Wyoming    9.12E+08
             USFP       91732L107
US Federal Properties Trust, Inc.
             USG
USG Corporation           9.03E+08
             USHS
US Home Systems Inc 90335C100
             USL        91288V103
United States 12 Month Oil Fund, LP
             USLM         9.12E+08
United States Lime & Minerals
             USM          9.12E+08
United States Cellular Corporation
             USMO
USA Mobility, Inc.      90341G103
             USNA        Inc
USANA Health Sciences90328M107
             USO         LP
United States Oil Fund,91232N108
             Therapy
US Physical USPH Inc90337L108
             UST        74347R180
ProShares Ultra 7-10 Year Treasury
             USTR
United Stationers Inc 9.13E+08
USEC Inc. USU           9.03E+112
             USV           CMCI Silver
E-TRACS UBS Bloomberg9.03E+08 ETN
UNIVERSAL UTA           91388Q202
             TRAVEL GROUP
             UTEK
Ultratech Inc.            9.04E+08
             UTF        19248A109
Cohen & Steers Infrastructure Fund, Inc.
             UTG
Reaves Utility Income Fund7.56E+08
             UTH
UTILITIES HOLDRS TRUST    9.18E+08
             UTHR
United Therapeutics Corp91307C102
             UTI          9.14E+08
Universal Technical Institute, Inc.
             UTIW
UTI Worldwide Inc       G87210103
             UTL
Unitil Corporation        9.13E+08
             UTMD
Utah Medical Products Inc 9.17E+08
Unitrin, Inc.UTR          9.13E+08
Utstarcom IncUTSI         9.18E+08
             UTX          9.13E+08
United Technologies Corporation
             UUP        73936D107
PowerShares DB US Dollar Index Bullish Fund
UNIVERSAL UUU             9.14E+08
             SECURITY INSTRUMENTS INC
UNIVERSAL UVE           91359V107
             INSURANCE HLDG
             UVG        74347R529
ProShares ULTRA RUSSELL 1000 VALUE
             UVSP         9.15E+08
Univest Corp of Pennsylvania
             UVT        74347R479
ProShares ULTRA RUSSELL 2000 VALUE
             UVU        74347R495
ProShares ULTRA RUSSELL MIDCAP VALUE
             UVV
Universal Corporation 9.13E+08
             UWBK         9.13E+08
United Western Bancorp, Inc.
             UWC         3000
ProShares Ultra Russell74347X104
             UWM        74347R842
ProShares Ultra Russell2000
            UWN          64126Q206
Nevada Gold & Casinos, Inc.
            UXG
U S GOLD CORP             9.12E+08
            UXI          74347R727
ProShares Ultra Industrials
            UXJ          74347X534
ProShares Ultra MSCI Pacific ex-Japan
            UYG          74347X633
ProShares Ultra Financials
            UYM          74347R776
ProShares Ultra Basic Materials
            UZV           9.12E+08
United States Cellular Corp. 7.50% Sr Notes 6-15-2034
VISA Inc. V              92826C839
            VAL
Valspar Corporation (The)9.2E+08
VALE S.A. VALE           9.19E+109
            VALE.P
VALE S.A. Preferred ADR  9.19E+208
            VALU
Value Line Inc              9.2E+08
            VALV
Shengkai Innovations Inc.82321P104
            VAR          92220P105
Varian Medical Systems, Inc.
            VASC
Vascular Solutions Inc 92231M109
            VAW
Vanguard Materials ETF   92204A801
            VAZ           2.46E+08
Delaware Investments Arizona Municipal Income Fund
            VB
Vanguard Small-Cap ETF 9.23E+08
            VBF           BOND FUND
INVESCO VAN KAMPEN46132L107
            VBFC         92705T101
Village Bank and Trust Financial Corp.
            VBK           9.23E+08
Vanguard Small-Cap Growth ETF
            VBR           9.23E+08
Vanguard Small-Cap Value ETF
            VC
VISTEON CORPORATION      92839U206
            VCBI
Virginia Commerce Bancorp92778Q109
            VCF           2.46E+08
Delaware Investments Colorado Municipal Income Fund
            VCGH
VCG Holding Corporation  91821K101
            VCI           9.19E+08
Valassis Communications, Inc.
VANGUARDVCIT             92206C870
              INTERMEDIATE-TERM CORPORATE BOND ETF
            VCLK
Valueclick Inc           92046N102
VANGUARDVCLT             92206C813
              LONG-TERM CORPORATE BOND ETF
            VCO
Vina Concha Y Toro S.A. 9.27E+08
            VCR          92204A108
Vanguard Consumer Discretionary ETF
VANGUARDVCSH             92206C409
              SHORT-TERM CORPORATE BOND ETF
            VCV           CALIFORNIA
INVESCO VAN KAMPEN46132H106 VALUE MUNI INCOME TRUST
            VDC          92204A207
Vanguard Consumer Staples ETF
            VDE
Vanguard Energy ETF 92204A306
             Security Internatio
Vasco Data VDSI          92230Y104
            VE
Veolia Environnement 92334N103
            VEA            ETF
Vanguard Europe Pacific9.22E+08
            VECO
Veeco Instruments Inc 9.22E+08
            VEL-E          $5.00 Pfd
Virginia Electric & Power9.28E+08
            VEU           9.22E+08
Vanguard FTSE All-World Ex-US ETF
            VFC
V.F. Corporation          9.18E+08
            VFH
Vanguard Financials ETF  92204A405
            VFL          24610T108
Delaware Investments National Municipal Income Fund
            VG           92886T201
Vonage Holdings Corporation
VANGUARDVGIT             92206C706
              INTERMEDIATE-TERM GOVERNMENT BOND ETF
            VGK
Vanguard European ETF 9.22E+08
VANGUARDVGLT            92206C847
             LONG-TERM GOVERNMENT BOND ETF
             Kampen Trust Investment Grade Municipals
Invesco VanVGM          46131M106
            VGR
Vector Group Ltd.       92240M108
VANGUARDVGSH            92206C102
             SHORT-TERM GOVERNMENT BOND ETF
            VGT         92204A702
Vanguard Information Technology ETF
            VGZ
Vista Gold Corp. New 9.28E+08
            VHC
VIRNETX HOLDING CORP.   92823T108
Valhi, Inc. VHI          9.19E+08
            VHT
Vanguard Health Care ETF92204A504
             Class
Viacom Inc.VIA A        92553P102
             Class
Viacom Inc.VIA.B B      92553P201
            Group,
Viasystems VIAS Inc. 92553H803
Vical Inc VICL           9.26E+08
Vicor Corp VICR          9.26E+08
            VIDE
Video Display Corp       9.27E+08
            VIFL         3.45E+08
Food Technology Service, Inc.
            VIG          9.22E+08
Vanguard Dividend Appreciation ETF
            VII
Vicon Industries, Inc. 9.26E+08
            VIIX        22542D811
VelocityShares VIX Short Term ETN
            VIIZ        22542D787
VelocityShares VIX Medium Term ETN
             Kampen Trust for Insured Municipals
Invesco VanVIM          46131L108
            VIMC        92718N109
Vimicro International Corporation
            VIOG          600 Growth ETF
Vanguard S&P Small-Cap9.22E+08
            VIOO          600 ETF
Vanguard S&P Small-Cap9.22E+08
            VIOV          600 Value
Vanguard S&P Small-Cap9.22E+08 ETF
            VIP
VIMPELCOM LTD           92719A106
            VIRC
Virco Mfg. Corporation 9.28E+08
            VIS
Vanguard Industrials ETF92204A603
             Media,
VisionChinaVISN Inc.92833U103
            VIST
Vist Financial Corp.     9.18E+08
            VIT          9.22E+08
Vanceinfo Technologies Inc
            VITA
Orthovita Inc           68750U102
            VITC
VITACOST.COM, INC. 92847A200
            VIV         92855S200
Vivo Participacoes S.A.(NEW)
            VIVO
Meridian Bioscience Inc 5.9E+08
            VIXM        74347W684
ProShares VIX Mid-Term Futures ETF
            VIXY        74347W692
ProShares VIX Short-Term Futures ETF
             Kampen Advantage Municipal Income Trust II
Invesco VanVKI          4.61E+107
             Kampen Select Sector Municipal Trust
Invesco VanVKL          46132G108
             Kampen Municipal Trust
Invesco VanVKQ          46131J103
            VLCCF       G5299G106
Knightsbridge Tankers Ltd
Volcom,Inc.VLCM         92864N101
            VLGEA
Village Super Market 9.27E+08
            VLNC
Valence Technology Inc 9.19E+08
            VLO         91913Y100
Valero Energy Corporation
             Kampen High Income Trust II
Invesco VanVLT          46131F101
            VLTR         Corporation
Volterra Semiconductor 9.29E+08
            VLY
Valley National Bancorp 9.2E+08
            VLY+
Valley National Bancorp 9.2E+08
            VLY-A       3/4% TRST
VNB CAPITAL TRUST I 792856Q203 ORIG PFD SECS TOPRS
            VLYWW
Valley National Bancorp 9.2E+08
VANGUARDVMBS           92206C771
             MORTGAGE BACKED SECURITIES ETF
            VMC         9.29E+08
Vulcan Materials Company(Holding Company)
            VMED
Virgin Media Inc.      92769L101
            VMI
Valmont Industries        9.2E+08
            VMM        24610V103
Delaware Investments Minnesota Municipal Income Fund II
             Kampen Municipal Opportunity Trust
Invesco VanVMO         46132C107
             Kampen Massachusetts Value Municipal Income Trust
Invesco VanVMV         46132J102
VMWARE,INC. VMW         9.29E+08
            VNDA        9.22E+08
Vanda Pharmaceuticals Inc.
            VNM        57060U761
Market Vectors Vietnam ETF
            VNO
Vornado Realty Trust 9.29E+08
            VNO-A       9.29E+08
Vornado Realty Trust Pfd A Shares 6.500%
            VNO-E         Ser E
Vornado Realty Tr 7.00%9.29E+08
            VNO-F       9.29E+08
Vornado Realty Trust 6.75% Ser F
            VNO-G       9.29E+08
Vornado Realty Trust 6.625% Ser. G Cum. Rdmbl. Prfrd. Shrs.
            VNO-H       9.29E+08
Vornado Realty Trust 6.75% Series H
            VNO-I       9.29E+08
Vornado Rlty Trst 6.625% Ser. I Cum. Rdmbl. Prfrd. Shrs. Bnfcl. Intrst.
            VNOD
Vornado Realty LP       9.29E+08
            VNQ
Vanguard REIT ETF       9.23E+08
            VNQI         Real Estate
Vanguard Global ex-U.S. 9.22E+08 ETF
            VNR        92205F106
Vanguard Natural Resources, LLC
            VNV        92553P300
Viacom, Inc. 6.85% Senior Notes due Dec 15, 2055
            VO
Vanguard Mid-Cap ETF 9.23E+08
Vocus, Inc. VOCS       92858J108
            VOD
Vodafone Group PLC 92857W209
            VOE         9.23E+08
Vanguard Mid-Cap Value ETF
            VOL         9.29E+08
Volt Information Sciences, Inc.
            VOLC
Volcano Corporation 9.29E+08
            V
Voltaire Ltd. OLT      M97613109
            VONE       ETF
Vanguard Russell 1000 92206C730
            VONG       Growth ETF
Vanguard Russell 1000 92206C680
            VONV       Value ETF
Vanguard Russell 1000 92206C714
            VOO
Vanguard S&P 500 ETF 9.23E+08
            VOOG        9.22E+08
Vanguard S&P 500 Growth ETF
            VOOV          ETF
Vanguard S&P 500 Value9.22E+08
             Kampen Ohio Quality Municipal Trust
Invesco VanVOQ         46131K100
            VOT         9.23E+08
Vanguard Mid-Cap Growth ETF
            VOX        92204A884
Vanguard Telecommunication Services ETF
            VOXX
Audiovox Corp          50757103
            VPF
Valpey Fisher Corp        9.2E+08
            VPFG       92672A101
ViewPoint Financial Group
            VPG        92835K103
Vishay Precision Group, Inc.
ViropharmaVPHMInc        9.28E+08
             VPL
Vanguard Pacific ETF 9.22E+08
             VPRT      N93540107
VistaPrint NV (The Netherlands)
             VPU
Vanguard Utilities ETF 92204A876
Invesco VanVPV         46132K109
              Kampen Pennsylvania Value Municipal Income Trust
             V
Venoco, Inc. Q         92275P307
             VQT       06740C337
Barclays ETN+ S&P VEQTOR™ ETN
             VR
VALIDUS hOLDINGS, LTD. G9319H102
             VRA
VERA BRADLEY, INC. 92335C106
             VRD       78464A318
SPDR Nuveen S&P VRDO MUNICIPAL BOND ETF
Verigy, Ltd.VRGY       Y93691106
             VRML
Vermillion, Inc.       92407M206
VRINGO, INC. VRNG      92911N104
VRINGO, INC. VRNG+     92911N112
             VRNM
Verenium Corporation 92340P209
             VRNT
Verint Systems Inc     92343X100
             VRS
Verso Paper Corp.      92531L108
             VRSK
Verisk Analytics, Inc. 92345Y106
VeriSign IncVRSN       9.23E+106
             VRTA        9.25E+08
Vestin Realty Mortgage 1, Inc.
             VRTB       II, Inc.
Vestin Realty Mortgage92549X201
             VRTS      92828Q109
Virtus Investment Partners, Inc
             VRTU
Virtusa Corporation 92827P102
             VRTX      92532F100
Vertex Pharmaceuticals Inc
             VRUS
Pharmasset, Inc.       71715N106
             VRX       91911K102
Valeant Pharmaceuticals International
Viasat Inc VSAT        92552V100
             VSBN
VSB BANCORP INC (NY) 9.18E+08
             VSCI
Vision-Sciences Inc      9.28E+08
             VSCP
VirtualScopics, Inc.     9.28E+08
             VSEA        9.22E+08
Varian Semiconductor Equipment
VSE Corp VSEC            9.18E+08
             VSH         9.28E+08
Vishay Intertechnology, Inc.
             VSI
Vitamin Shoppe Inc. 9.28E+105
             VSNT
Versant Corporation      9.25E+08
Versar, Inc. VSR         9.25E+08
              FTSE       9.22E+08
VANGUARDVSS ALL-WORLD EX-US SMALL-CAP INDEX FUND
             VT          9.22E+08
Vanguard Total World Stock ETF
             VTA        DYNAMIC
INVESCO VAN KAMPEN46132R104CREDIT OPPORTUNITIES FUND
             VTAL
Vital Images, Inc.     92846N104
             VTG       G93205113
Vantage Drilling Company
             VTG+      G93205121
Vantage Drilling Company
             VTG.U     G93205105
Vantage Drilling Company
             VTHR      ETF
Vanguard Russell 3000 92206C599
             VTI         9.23E+08
Vanguard Total Stock Market ETF
Invesco VanVTJ         46131R105
              Kampen Trust for Investment Grade New Jersey Municipals
Invesco VanVTN         46131T101
              Kampen Trust for Investment Grade New York Municipals
            VTNC
Vitran Corporation, Inc.9.29E+111
Ventas, Inc.VTR         92276F100
            NEW
VERTO, INCVTRO          92535G204
            VTUS
Ventrus Biosciences, Inc.9.23E+08
            VTV
Vanguard Value ETF       9.23E+08
            VTWG        Growth ETF
Vanguard Russell 2000 92206C623
            VTWO        ETF
Vanguard Russell 2000 92206C664
            VTWV        Value ETF
Vanguard Russell 2000 92206C649
            VUG
Vanguard Growth ETF 9.23E+08
            VV
Vanguard Large-Cap ETF 9.23E+08
            VVC
Vectren Corporation 92240G101
Viad Corp VVI           92552R406
             Kampen Senior Income Trust
Invesco VanVVR          46131H107
            Media
ValuevisionVVTV Inc 92047K107
Vivus Inc VVUS           9.29E+08
            VWO          9.22E+08
Vanguard Emerging Markets ETF
            VXF          9.23E+08
Vanguard Extended Market ETF
            VXX         06740C261
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
            VXZ         06740C519
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
            VYFC           9.2E+08
Valley Financial Corporation
            VYM           Yield ETF
Vanguard High Dividend 9.22E+08
            VZ
Verizon Communications  92343V104
             Enhanced S&P 500 VIX Mid-Term FuturesTM ETN
iPath® LongVZZ          06740L170
Wabtec Inc.WAB             9.3E+08
            WABC         9.57E+08
Westamerica Bancorporation
            WAC         93317W102
Walter Investment Management Corp.
            WACLY
Wacoal Holdings Corporation9.3E+08
            WAG
Walgreens Co.            9.31E+08
            WAL          9.58E+08
Western Alliance Bancorporation
            WASH         9.41E+08
Washington Trust Bancorp Inc
            W
Waters Corp AT           9.42E+08
            WATG         9.78E+08
Wonder Auto Technology, Inc.
            WAVX
Wave Systems Corp        9.44E+08
            WAYN        94624Q101
Wayne Savings Bancshares Inc
WACHOVIAWB-B            92978U207
            CAPITAL TRUST IV 6.375% TRUST PFD SECURITIES
            WB-C        IX
Wachovia Capital Trust92978X201
            CAPITAL 92979K208
WACHOVIAWB-D TRUST X
            WBC
WABCO HOLDINGS INC.     92927K102
            WBCO
Washington Banking Co 9.37E+08
            WBD         97263M109
WIMM-BILL-DANN FOODS OJSC ADS'S (EACH REP ONE SHARE OF C/S)
            WBK          9.61E+08
Wespac Banking Corporation Limited
            WBKC
Wolverine Bancorp, Inc. 9.78E+08
            WBMD
WebMD Health Corp. 94770V102
WaccamawWBNKBankshares, Inc9.3E+08
            Bankshares, Inc.
WaccamawWBNKW              9.3E+08
            WBS          9.48E+08
Webster Financial Corporation Waterbury
Websense IncWBSN         9.48E+08
            WBSTP          9.48E+08
Webster Preferred Capital Corp
WCA WasteWCAA Corporation92926K103
            WCAT         00162Q809
Jefferies/ TR/J CRB Wildcatters Eploration & Production Equity ETF
             Bancorp/OR 9.52E+08
West Coast WCBO
            WCC
Wesco International Inc. 95082P105
            WCG          Inc.
Wellcare Health Plans, 94946T106
            WCN
Waste Connections, Inc. 9.41E+08
             Capital         9.5E+08
Wells FargoWCO XIV 8.625% Enhanced Trust Preferred Securities
            WCRX         G94368100
Warner Chilcott plc (Ireland)
            WD
Walker & Dunlop, Inc. 93148P102
            WDC
Western Digital Corp. 9.58E+08
Wd-40 Co WDFC              9.29E+08
            WDR
Waddell & Reed Financial9.3E+08
            WDTI          Futures Strategy Fund
WisdomTree Managed 97717W125
            WEA            9.58E+08
Western Asset Premier Bond Fund
            WEBM
Webmedia Brands Inc 94770W100
            WEC
Wisconsin Energy Corp. 9.77E+08
            WEN
WENDY'S/ARBY'S GROUP, INC. 9.51E+08
            WERN
Werner Enterprises Inc 9.51E+08
            WES
Western Gas Partners LP9.58E+08
            WEST           9720103
Akeena Solar, Inc. d/b/a Westinghouse Solar
            WEX
Winland Electronics, Inc.9.74E+08
            WEYS
Weyco Group Inc            9.62E+08
            WF             9.81E+08
Woori Finance Holdings Co., Ltd.
             & Co.
Wells FargoWFC               9.5E+08
            WFC+             9.5E+08
WELLS FARGO & CO. WARRANTS EXPIRING 10/28/18
             & Company Depositary Shares (Each representing a 1/40th interest in a share of 8.00
Wells FargoWFC-J             9.5E+08
            WFD          96008P104
Westfield Financial, Inc. New
            WFMI
Whole Foods Market Inc9.67E+08
            WFR             Inc.
MEMC Electric Materials5.53E+08
            WFSL
Washington Federal Inc 9.39E+08
            WFSLW
Washington Federal, Inc.9.39E+08
            WFT
Weatherford Intl., LTD.H27013103
            WFVK         18383M498
Wilshire 5000 Total Market ETF
            WG             9.69E+08
Willbros Group Inc.(Deleware)
            WGA              9.5E+08
Wells Gardner Elelctronics Corporation
            WGL
WGL Holdings, Inc.       92924F106
WinnebagoWGO               9.75E+08
             Industries, Inc.
             Governor
Woodward WGOV Co9.81E+08
            WH
WSP Holdings Limited 92934F104
            WHG
WESTWOOD HOLDINGS 9.62E+08 GROUP, INC. 4
            WHR
Whirlpool Corp.            9.63E+08
            WHRT           9.81E+08
World Heart Corporation (DE)
            WHX
Whiting USA Trust I        9.66E+08
            WIA          95766Q106
Western Asset/ Claymore U.S. Treasury Inflation Protected Secs Fund
            WIBC
Wilshire Bancorp, Inc. 97186T108
            WILC         M52523103
G Willi-Food International Ltd
            WIN
Windstream Corporation    97381W104
Winmark CorpWINA            9.74E+08
            Stores,
Winn-Dixie WINN Inc. 9.74E+08
            WIP           78464A490
SPDR DB International Govt Inflation-Protected Bond
            WIRE
Encore Wire Corp            2.93E+08
            WIS-            9.77E+08
Wisconsin Power Light 50% PFD
            WIT
Wipro Limited             97651M109
             Metals       26923B104
ETFS White WITE Basket Trust
            WIW           95766R104
Western Asset/Claymore Inflation- Linked Opportunities & Income Fund
            WJZST
SUPERMONTAGE TEST               3831
            WJZZT
SM TEST STOCK II D9             3832
             Trust
WilmingtonWL Corp. 9.72E+08
            WLB
Westmoreland Coal Company   9.61E+08
            WLB-            9.61E+08
Westmoreland Coal Company Dep Shr Ser A
            WLBC
Western Liberty Bancorp     9.61E+08
            WLDN
Willdan Group, Inc.       96924N100
             Finance
Willis LeaseWLFC Corp       9.71E+08
             Finance        9.71E+08
Willis LeaseWLFCP Corporation Series A
            WLK
Westlake Chemical Corporation9.6E+08
            WLL             9.66E+08
Whiting Petroleum Corporation
            WLL-A           9.66E+08
WHITING PETROLEUM CORP % CONVERTIBLE PERPETUAL PFD STOCK
            WLP
Wellpoint, Inc.           94973V107
            WLS
Welsh Property Trust, Inc.9.5E+08
            WLT
Walter Energy, Inc.       93317Q105
            WM
Waste Management, Inc.    94106L109
            WMAR
West Marine Inc             9.54E+08
            WMB
Williams Companies (The)    9.69E+08
            WMCO
WILLIAMS CONTROLS 9.69E+08
            WMCR           (based on the
Wilshire Micro-Cap ETF18383M308 Wilshire US Micro-Cap Index)
            WMG             9.35E+08
Warner Music Group Corporation
            WMGI
Wright Medical Group Inc  98235T107
            WMH
WIRELESS HOLDRS TRUST     97653L208
            WMK
Weis Markets, Inc.          9.49E+08
            WMS
WMS Inds, Inc.              9.29E+08
            WMT
Wal-Mart Stores, Inc. 9.31E+08
            WMW           25153Q708
Elements ETN MSTR Wide Moat FC TR
            WNA-          92977V206
Wachovia Preferred Funding Corp. 7.25% Non-cumulative
            WNC
Wabash National Corp. 9.3E+08
            WNI
Schiff Nutrition Intl. Inc. 8.07E+08
            WNR
Western Refining, Inc. 9.59E+08
            WNS
WNS Holdings Limited 92932M101
            Resorts,
Great Wolf WOLF Inc. 3.92E+08
              Global        4.64E+08
iShares S&PWOOD Timber & Forestry Index Fund
VCA AntechWOOFInc           9.18E+08
            WOR             9.82E+08
WORTHINGTON INDUSTRIES, INC. COMMON SHARES
            & Co.
W.P. Carey WPC LLC 92930Y107
            WPCS
WPCS International, Inc.  92931L203
           WPI
Watson Pharmaceuticals9.43E+08
             Capital    94979B204
Wells FargoWPK VII 5.85% Trust Preferred Securities (TruPS)
           WPO
Washington Post Co.        9.4E+08
           WPP
Wausau Paper Corporation  9.43E+08
WPP PLC WPPGY           92933H101
           WPRT
Westport Innovations Inc. 9.61E+08
           WPS            4.64E+08
ISHARES TRUST S&P Developed Ex-U.S. Property Index Fund
           WPZ
Williams Partners L.P. 96950F104
           WR
Western Energy Inc. 95709T100
           WRB
W.R. Berkley Corporation 84423102
           WRB-A        08449Q203
W.R. Berkely Cap Tr II 6.75% TOPrS
           WRC
Warnaco Group Inc/The 9.34E+08
             Realty       9.49E+08
WeingartenWRD Investors 8.10% Notes due 9/15/2019
           WRE             9.4E+08
Washington Real Estate Investment Trust
            REIT
Wilshire USWREI ETF 18383M472
           WRES
Warren Resources, Inc.93564A100
             Realty
WeingartenWRI Investors   9.49E+08
             Realty       9.49E+08
WeingartenWRI-D Investors Depository Shares
             Realty       9.49E+08
WeingartenWRI-E Investors Dep Shrs. (rep. 1/100 sh 6.95% Series E Cum. Pfd.)
             Realty
WeingartenWRI-F Investors 9.49E+08
           WRLD
World Acceptance Corp 9.81E+08
           WRLS
Telular Corp            87970T208
           WRS          95709T704
Westar Energy, Inc. First Mortgage Bonds 6.10% Series Due May 15, 2047
           WSB
WSB Holdings, Inc       92934C101
           WSBC
WesBanco Inc              9.51E+08
           WSBF
WATERSTONE FINANCIAL INC. 9.42E+08
           WSC            9.51E+08
Wesco Financial Corporation
           WSCI
WSI Industries Inc      92932Q102
             Capital Trust IV TR PFD Cap SEC 7.00% Series due 9/01/31
Wells FargoWSF          94976Y207
           WSFS
WSFS Financial Corp       9.29E+08
           WSH          G96666105
Willis Group Holdings Limited (Ireland) (New)
           WSM
Williams-Sonoma, Inc. 9.7E+08
           W
Watsco, Inc. SO           9.43E+08
           WSO.B
Watsco, Inc. Class B      9.43E+08
WhitestoneWSRREIT         9.66E+08
           WST            9.55E+08
West Pharmaceutical Services, Inc.
           WSTG           9.47E+08
Wayside Technology Group, Inc.
           WSTL
Westell Technologies Inc9.58E+08
           WTBA
West Bancorporation 95123P106
           WTFC
Wintrust Financial Corp97650W108
           WTI
W&T Offshore, Inc.      92922P106
           WTM          G9618E107
White Mountains Insurance Group Ltd.
           WTNY
Whitney Holding Corp 9.67E+08
           WTR
Aqua America, Inc.      03836W103
           WTS            9.43E+08
Watts Water Technologies, Inc. Class A
           WTSLA
Wet Seal Inc/The          9.62E+08
           WTT            9.77E+08
Wireless Telecom Group, Inc.
            WTW         9.49E+08
Weight Watchers International, Inc.
            WU
The Western Union Company9.6E+08
            WUHN        9.83E+08
Wuhan General Group (China), Inc.
            WVFC
WVS Financial Corp      9.29E+08
            Valley      9.69E+08
Willamette WVVI Vineyards
            WWAY
WESTWAY GROUP INC 96169B100
            WWAYU - UTS
WESTWAY GROUP INC 96169B209
            WWAYW
WESTWAY GROUP INC 96169B118
            WWE        98156Q108
World Wrestling Entertainment
            WWIN       97476P204
WINNER MEDICAL GROUP INC. NEW
            WWON
Westwood One, Inc.      9.62E+08
            WWVY        9.37E+08
Warwick Valley Telephone Co
            WWW         9.78E+08
Wolverine World Wide, Inc.
            WWWW
Web.com Group, Inc. 94733A104
            WX          9.29E+08
Wuxi Pharmatech (Cayman) Inc.
            WXS        98233Q105
Wright Express Corporation
            WXSP       18383M480
Wilshire 4500 Completion ETF
            WY
Weyerhauser Company 9.62E+08
            WYN        98310W108
Wyndham Worldwide Corporation
            WYNN
Wynn Resorts Ltd        9.83E+08
            WYY
WidePoint Corporation 9.68E+08
            WZE
WIZZARD SOFTWARE CORP. 97750V109
            X           9.13E+08
United States Steel Corporation
            XAA        27649102
American Municipal Income Portfolio, Inc.
XATA Corp XATA          9.84E+08
            XBI
SPDR S&P Biotech ETF 78464A870
            XBKS
Xenith Bankshares, Inc.98410X105
            XCJ
XCEL Energy Inc.       98389B886
            XCO
EXCO Resources, Inc. 2.69E+08
            XEC
CIMAREX ENERGY CO 1.72E+08
            XEL
Xcel Energy, Inc.      98389B100
            XEL-A      98389B209
XCEL ENERGY INC. $3.60 PFD CUM
            XEL-B      PFD CUM
XCEL ENERGY INC 4.08 98389B308
            XEL-C      98389B407
XCEL ENERGY INC. $4.10 PFD CUM
            XEL-D      98389B506
XCEL ENERGY INC. CUM PFD $4.11 SER
            XEL-E      98389B605
XCEL ENERGY INC. CUM PFD $4.16 SER
            XEL-G      98389B704
XCEL ENERGY INC. CUM PFD $4.56 SER
            XES        78464A748
SPDR S&P Oil & Gas Equipment & Services ETF
            XETA
XETA Technologies Inc 9.84E+08
            XFD        21988G429
LEHMAN ABS CORPORATION 6.70% CORP BKD TRST, AIG, 2002-10
            XFH        21988G395
LEHMAN ABS CORPORATION 8.20% CORP BKD TRST CERTS 2002-12
Xfone, Inc. XFN        98414Y109
            XFP        21988G353
Lehman ABS Corp Bkd Trust Certs 2002-17,6.125% American General Inst Cap A Cap Sec
            XFR        21988G346
Lehman ABS Corp Bkd Trust Certs 2002-18,6.25% Bristol-Myers Squibb Debenture
            XGC        18383M811
Guggenheim International Small Cap LDRs ETF
            XHB        78464A888
SPDR S&P Homebuilders ETF
            XIDE
Exide Technologies      3.02E+08
            XIDEW         Expiration
Exide Technologies WTS 3.02E+08 date 04/21/2011
            XIN          LTD
Xinyuan Real Estate Co.98417P105
            XING        G7303A109
Qiao Xing Universal Resources Inc.
            XIV         22542D795
VelocityShares Daily Inverse VIX Short Term ETN
            XKE         21988G619
LEHMAN ABS CORPORATION 7.75% CORP BACKED 2001-31 TOYS R US
            XKK         21988G577
LEHMAN ABS CORPORATION 8.00% CORP. BKD TRST CERTS. 2001-34
            XKN         21988G551
LEHMAN ABS CORPORATION 7.55% CORP. BKD TRST CERTS.-FORD 36
            XKO         21988G544
LEHMAN ABS CORPORATION 7.75% CORP BKD TRST CERTS, 2001-37
            XL          G98290102
XL Group PLC (Ireland) New
            XL-Y        H9709Y102
XL Company Switzerland GMBH New
MATERIALSXLB            81369Y100
             SELECT SECTOR FD
            XLBS        73937B852
PowerShares S&P SmallCap Materials Portfolio
              SECT       FD
ENERGY SELXLE SPDR81369Y506
            XLES        73937B704
PowerShares S&P SmallCap Energy Portfolio
            XLF         81369Y605
FINANCIAL SEL SECT SPDR FD
            XLFS        73937B803
PowerShares S&P SmallCap Financials Portfolio
            XLG
Rydex Russell Top 50 ETF78355W205
            XLI         81369Y704
INDUSTRIAL SEL SECT SPDR FD
            XLIS        73937B878
PowerShares S&P SmallCap Industrials Portfolio
            XLK         81369Y803
TECHNOLOGY Select Sector SPDR Fund
            XLKS        73937B860
PowerShares S&P SmallCap Information Technology Portfolio
Xilinx Inc XLNX          9.84E+08
            XLP         81369Y308
CONSUMERS STAPLES SEL SECT SPDR
            XLPS        73937B605
PowerShares S&P SmallCap Consumer Staples Portfolio
            XLU         81369Y886
UTILITIES SEL SECT SPDR FD
            XLUS        73937B837
PowerShares S&P SmallCap Utilities Portfolio
            XLV         81369Y209
HEALTH CARE SELECT SECT FD
            XLVS        73937B886
PowerShares S&P SmallCap Health Care Portfolio
             DISC
CONSUMERXLY SEL SPDR FD 81369Y407
            XLYS        73937B506
PowerShares S&P SmallCap Consumer Discretionary Portfolio
            XME         78464A755
SPDR S&P Metals & Mining ETF
            XNPT
XenoPort, Inc.          98411C100
            XNY          LIMITED
CHINA XINIYA FASHION16950W105
            XOM
Exxon Mobil Corporation 30231G102
XOMA Ltd NewXOMA        G9825R206
            XOP         78464A730
SPDR S&P Oil & Gas Exploration & Production ETF
            XPH         78464A722
SPDR S&P Pharmaceuticals ETF
            XPL         8342EP107
Solitario Eploration & Royalty Corp.
            XPO         30217Q108
Express-1 Expedited Solutions, Inc.
            XPP         74347X880
ProShares Ultra FTSE China 25
            XPRT
LECG Corporation         5.23E+08
            XRA          3.02E+08
Exeter Resources Corporation
            XRAY         2.49E+08
Dentsply International Inc
X-Rite Inc XRIT          9.84E+08
            XRM         98416J118
Xerium Technologies, Inc.
            XRO         18383M407
Guggenheim Sector Rotation ETF
            XRS
TAL EDUCATION GROUP 8.74E+08
            XRT
SPDR S&P Retail ETF 78464A714
            XRTX
Xyratex, Ltd.           G98268108
            XRU         23130M106
CurrencyShares Russina Ruble Trust
            XRX
Xerox Corporation         9.84E+08
            XSD         78464A862
SPDR S&P Semiconductor ETF
            XSELD         9.84E+08
XINHUA Sports & Entertainment Ltd.
            XTEX
Crosstex Energy LP      22765U102
            XTXI
Crosstex Energy, Inc. 22765Y104
            XUE
Xueda Education Group   98418W109
            XVG         21988G262
Lehman ABS Corporation 6.05% Corp-Bckd Trust Certs Boeing Note-Backed Series 2003-7
            XVIX          9.03E+08
UBS AG Exchange Traded Access Securities (E-TRACS) Daily Long-Short VIX ETN due November 30, 20
            XWES         Inc.
World Energy Solutions98145W208
Ixia        XXIA        45071R109
            XXV         06740L592
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
            Y
Alleghany Corporation 17175100
            YAO         18385P101
Guggenheim China All-Cap ETF
            YAVY          9.84E+08
Yadkin Valley Financial Corporation
            YCL
ProShares Ultra Yen 74347W866
            YCS
ProShares UltraShort Yen74347W858
            YDNT
Young Innovations Inc 9.88E+08
            YGE         98584B103
Yingli Green Energy Holding Company Limited
Yahoo Inc YHOO            9.84E+08
            YMI
YM BioSciences, Inc.      9.84E+08
YOUKU.COM   YOKU        98742U100
            YONG        98607B106
Yongye International, Inc
            Co
York Water YORW           9.87E+08
            YPF
YPF Sociedad Anonima 9.84E+08
            YRCW
YRC Worldwide, Inc. New   9.84E+08
            YSI
U-Store-It Trust        91274F104
            YTEC        G98777108
Yucheng Technologies Ltd Common Stk (British Virgin Islands)
            YUII
YUHE INTL INC             9.88E+08
            YUM
Yum Brands, Inc.          9.88E+08
            YXI         74347X658
ProShares Short FTSE China 25
            Test Ticker
NYSE Amex YYA.TEST YYAYYAYYA
            YYD.TEST YYDYYDYYD
NYSE TEST TICKER
            YYE.TEST YYEYYEYYE
NYSE TEST TICKER
            YYF.TEST YYFYYFYYF
NYSE TEST STOCK
            YZC           9.85E+08
Yanzhou Coal Mining Company Limited
TEST TICKER YZV         YZVYZVYZV
TEST TICKER YZW         YZWYZWYZW
TEST TICKER YZX         YZXYZXYZX
TEST TICKER YZY         YZYYZYYZY
TEST TICKER YZZ         YZZYZZYZZ
            ZAGG
Zagg Incorporated       98884U108
Zanett Inc. ZANE        98906R208
            ZB-A
Zions Bancorporation 98973A104
            ZB-B           B Prfd Sec
Zions Capital 8.00% Trust 9.9E+08 due 9/01/32
            ZB-C           9.9E+08
Zions Bancorporation Depostiary Shares (Each representing 1/40th Interest in a share of 9.50%
            ZB-E
Zions Bancorporation       9.9E+08
             Corporation
ZBB Energy ZBB         98876R204
            ZBRA         9.89E+08
Zebra Technologies Corporation
ZEP INC. ZEP           98944B108
            ZEUS
Olympic Steel, Inc.    68162K106
            ZF
The Zweig Fund Inc.        9.9E+08
            ZGNX
Zogenix, Inc.          98978L105
            ZHNE       98950P884
Zhone Technologies, Inc.
            ZIGO
Zygo Corporation           9.9E+08
            ZINC         4.41E+08
Horsehead Hldg Corporation
            ZION
Zions Bancorporation       9.9E+08
            ZIONW          9.9E+08
Zions Bancorporation Warrants
            Oncology Inc.
ZIOPHARM ZIOP          98973P101
            ZIPR
ZipRealty, Inc.        98974V107
            ZIV        22542D829
VelocityShares Daily Inverse VIX Medium Term ETN
            ZIXI
Zix Corporation        98974P100
Zale Corp. ZLC           9.89E+08
            ZLCS
ZALICUS, INC.          98887C105
            ZMH
Zimmer Holdings, Inc. 98956P102
            ZN
Zion Oil & Gas, Inc.       9.9E+08
            ZNH          1.69E+08
China Southern Airlines Company Limited
            ZNWAW
Zion Oil & Gas, Inc.       9.9E+08
            ZNWAZ
Zion Oil & Gas Inc.        9.9E+08
            ZOLL
Zoll Medical Corporation 9.9E+08
            ZOLT
Zoltek Companies, Inc. 98975W104
            ZOOG
Zoo Entertainment Inc.98978F207
            ZOOM
Zoom Technologies, Inc. 9.90E+305
            Inc.
Quicksilver ZQK        74838C106
            ZRAN
Zoran Corporation      98975F101
             Year      72201R882
PIMCO 25+ ZROZZero Coupon U.S. Treasury Index Fund
            ZSL        74347W726
ProShares UltraShort Silver
            ZSTN       98878T208
ZST Digital Networks, Inc.
             Return Fund inc.
Zweig TotalZTR             9.9E+08
Zumiez Inc.ZUMZ            9.9E+08
            ZVV          V V)
LISTED TEST SYMBOL (ZZVVZVVCAR
TEST TICKER ZVVV       ZVVVZVVVZ
            ZVVZVVTS8ZVVZVVTS8
ZVV TEST BOND 2
              ZVV
TEST BOND ZVVZVVTS9ZVVZVVTS9
            ZVZZT
SUPERMONTAGE TEST SYMBOL 3.93E+08
            ZWZZT
SUPERMONTAGE TEST ZWZZT1233
            ZXX
TEST TICKER FOR OPTIONSZXXZXXZXX
            ZYSTF
NASDAQ ETF demo symbol   1.23E+08
            ZYY          OPTIONS
TEST TICKER FOR AMEXZYYZYYZYY
            ZYY.A        test symbol
NASDAQ Listed Class A - 1.23E+08
            ZYY.B        test symbol
NASDAQ Listed Class B - 1.23E+08
            ZYY.C        test symbol
NASDAQ Listed Class C - 1.23E+08
           ZZ
Sealy Corporation     8.12E+08
           ZZC        8.12E+08
SEALY CORPORATION- 8% Senior Secured Third Lien Convertible Notes due July 15, 2016
TEST TICKERZZG       ZZGZZGZZG
TEST TICKERZZH       ZZHZZHZZH
TEST TICKERZZI       ZZIZZIZZI
TEST TICKERZZJ       ZZJZZJZZJ
TEST TICKERZZK       ZZKZZKZZK
           ZZV       ZZVZZVZZV
TEST TICKER FOR OPTIONS
           ZZZ
TEST TICKER FOR UTP ZZZZZZZZZ
           ZZZZ
Arca Test Symbol     Z4Z4Z4Z4Z

				
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