UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/2010
Check here if Amendment []; Amendment Number:
-------
This Amendment (Check only one.): [] is a restatement.
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: THE ALLSTATE CORPORATION
Address: 2775 SANDERS ROAD
NORTHBROOK, IL. 60062-7127
Form 13F File Number: NEW
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Persons Signing this Report on Behalf of Reporting Manager:
Name: PAUL SCHUTT
Title: ASSISTANT VICE PRESIDENT INVESTMENT OPERATIONS
Phone: 847-402-5169
Signature, Place, and Date of Signing:
/s/ PAUL SCHUTT NORTHBROOK,IL. 5/13/2011
--------------------------------- --------------------------------- ----------
[Signature] [City, State] [Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 1,492
Form 13F Information Table Value Total: $ 3,535,373
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 028-10981 GOLDMAN SACHS ASSET MANAGEMENT
---- -------------------- ----------------------------------------------------
3 028-10298 ALLSTATE INVESTMENTS LLC
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FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
3M CO COMMON 88579Y101 7,581 87,840 SH OTHER 1 x 0 0
3M CO DEBT 88579YAB7 10,255 11,086,000 PRN DEFINED 3 x 0 0
ABBOTT LABS COMMON 002824100 9,714 202,760 SH OTHER 1 x 0 0
ABERCROMBIE & FITCH CO COMMON 002896207 645 11,200 SH OTHER 1 x 0 0
ACCENTURE PLC IRELAND COMMON FOREIGN G1151C101 4,094 84,420 SH OTHER 1 x 0 0
ACCURAY INC COMMON 004397105 112 16,580 SH OTHER 1 x 0 0
ACE LTD COMMON H0023R105 2,952 47,420 SH OTHER 1 x 0 0
ACTIVISION BLIZZARD INC COMMON 00507V109 855 68,720 SH OTHER 1 x 0 0
ACTUANT CORP COMMON 00508X203 203 7,620 SH OTHER 1 x 0 0
ACUITY BRANDS INC COMMON 00508Y102 278 4,820 SH OTHER 1 x 0 0
ADOBE SYS INC COMMON 00724F101 2,107 68,460 SH OTHER 1 x 0 0
ADTRAN INC COMMON 00738A106 220 6,080 SH OTHER 1 x 0 0
ADVANCE AUTO PARTS INC COMMON 00751Y106 758 11,460 SH OTHER 1 x 0 0
ADVANCED MICRO DEVICES INC COMMON 007903107 611 74,740 SH OTHER 1 x 0 0
ADVANTAGE OIL & GAS LTD COMMON FOREIGN 00765F101 95 14,000 SH OTHER 1 x 0 0
AECOM TECHNOLOGY CORP DELAW COMMON 00766T100 316 11,284 SH OTHER 1 x 0 0
AEROPOSTALE COMMON 007865108 263 10,680 SH OTHER 1 x 0 0
AES CORP COMMON 00130H105 1,052 86,380 SH OTHER 1 x 0 0
AETNA INC NEW COMMON 00817Y108 1,753 57,460 SH OTHER 1 x 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 617 6,220 SH OTHER 1 x 0 0
AFFILIATED MANAGERS GROUP DEBT 008252AL2 22,316 20,150,000 PRN DEFINED 3 x 0 0
AFLAC INC COMMON 001055102 3,648 64,640 SH OTHER 1 x 0 0
AGCO CORP COMMON 001084102 581 11,460 SH OTHER 1 x 0 0
AGCO CORP DEBT 001084AM4 5,077 3,750,000 PRN DEFINED 3 x 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 2,043 49,310 SH OTHER 1 x 0 0
AGL RES INC COMMON 001204106 340 9,480 SH OTHER 1 x 0 0
AGRIUM INC COMMON FOREIGN 008916108 4,953 53,825 SH DEFINED 3 x 0 0
AGRIUM INC COMMON FOREIGN 008916108 1,748 19,000 SH OTHER 1 x 0 0
AIR PRODS & CHEMS INC COMMON 009158106 2,534 27,860 SH OTHER 1 x 0 0
AIRCASTLE LTD COMMON G0129K104 121 11,620 SH OTHER 1 x 0 0
AIRGAS INC COMMON 009363102 546 8,740 SH OTHER 1 x 0 0
AK STL HLDG CORP COMMON 001547108 278 17,000 SH OTHER 1 x 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 1,079 22,940 SH OTHER 1 x 0 0
ALBANY INTL CORP DEBT 012348AC2 2,208 2,400,000 PRN DEFINED 3 x 0 0
ALBEMARLE CORP COMMON 012653101 474 8,500 SH OTHER 1 x 0 0
ALBERTO CULVER CO NEW COMMON 013078100 366 9,880 SH OTHER 1 x 0 0
ALCOA INC COMMON 013817101 2,616 170,000 SH DEFINED 3 x 0 0
ALCOA INC COMMON 013817101 2,008 130,500 SH OTHER 1 x 0 0
ALERE INC COMMON 01449J105 362 9,900 SH OTHER 1 x 0 0
ALERE INC DEBT 01449JAA3 3,176 3,000,000 PRN DEFINED 3 x 0 0
ALEXANDER & BALDWIN INC COMMON 014482103 271 6,760 SH OTHER 1 x 0 0
ALEXANDRIA REAL ESTATE EQ I COMMON 015271109 428 5,840 SH OTHER 1 x 0 0
ALEXION PHARMACEUTICALS INC COMMON 015351109 1,622 20,140 SH OTHER 1 x 0 0
ALKERMES INC COMMON 01642T108 144 11,740 SH OTHER 1 x 0 0
ALLEGHANY CORP DEL COMMON 017175100 264 862 SH OTHER 1 x 0 0
ALLEGHENY ENERGY INC COMMON 017361106 518 21,380 SH OTHER 1 x 0 0
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 600 10,880 SH OTHER 1 x 0 0
ALLEGHENY TECHNOLOGIES INC DEBT 01741RAD4 13,126 8,700,000 PRN DEFINED 3 x 0 0
ALLERGAN INC COMMON 018490102 2,747 40,000 SH OTHER 1 x 0 0
ALLERGAN INC DEBT 018490AL6 22,046 19,510,000 PRN DEFINED 3 x 0 0
ALLETE INC COMMON 018522300 243 6,520 SH OTHER 1 x 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 473 6,660 SH OTHER 1 x 0 0
ALLIANCE DATA SYSTEMS CORP DEBT 018581AD0 8,044 7,500,000 PRN DEFINED 3 x 0 0
ALLIANT ENERGY CORP COMMON 018802108 668 18,180 SH OTHER 1 x 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 296 3,980 SH OTHER 1 x 0 0
ALLIANT TECHSYSTEMS INC DEBT 018804AK0 703 625,000 PRN DEFINED 3 x 0 0
ALLIANT TECHSYSTEMS INC DEBT 018804AN4 4,635 4,550,000 PRN DEFINED 3 x 0 0
ALLIED NEVADA GOLD CORP COMMON 019344100 288 10,960 SH OTHER 1 x 0 0
ALLOS THERAPEUTICS INC COMMON 019777101 90 19,620 SH OTHER 1 x 0 0
ALLSCRIPTS HEALTHCARE SOLUT COMMON 01988P108 427 22,176 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ALPHA NATURAL RESOURCES INC COMMON 02076X102 888 14,800 SH OTHER 1 x 0 0
ALTERA CORP COMMON 021441100 1,438 40,420 SH OTHER 1 x 0 0
ALTERRA CAPITAL HOLDINGS LI COMMON G0229R108 262 12,120 SH OTHER 1 x 0 0
ALZA CORP DEBT 02261WAB5 6,389 7,250,000 PRN DEFINED 3 x 0 0
AMAZON COM INC COMMON 023135106 1,305 7,250 SH DEFINED 3 x 0 0
AMAZON COM INC COMMON 023135106 8,338 46,320 SH OTHER 1 x 0 0
AMB PROPERTY CORP COMMON 00163T109 731 23,060 SH OTHER 1 x 0 0
AMEREN CORP COMMON 023608102 655 23,220 SH OTHER 1 x 0 0
AMERICAN CAMPUS CMNTYS INC COMMON 024835100 223 7,020 SH OTHER 1 x 0 0
AMERICAN CAP LTD COMMON 02503Y103 345 45,620 SH OTHER 1 x 0 0
AMERICAN EAGLE OUTFITTERS N COMMON 02553E106 307 21,000 SH OTHER 1 x 0 0
AMERICAN ELEC PWR INC COMMON 025537101 2,404 66,820 SH OTHER 1 x 0 0
AMERICAN EXPRESS CO COMMON 025816109 6,170 143,760 SH OTHER 1 x 0 0
AMERICAN FINL GROUP INC OHI COMMON 025932104 257 7,960 SH OTHER 1 x 0 0
AMERICAN INTL GROUP INC COMMON 026874784 938 16,280 SH OTHER 1 x 0 0
AMERICAN MED SYS HLDGS INC COMMON 02744M108 190 10,060 SH OTHER 1 x 0 0
AMERICAN REPROGRAPHICS CO COMMON 029263100 82 10,820 SH OTHER 1 x 0 0
AMERICAN TOWER CORP COMMON 029912201 1,368 26,500 SH DEFINED 3 x 0 0
AMERICAN TOWER CORP COMMON 029912201 2,799 54,200 SH OTHER 1 x 0 0
AMERICAN WTR WKS CO INC NEW COMMON 030420103 499 19,740 SH OTHER 1 x 0 0
AMERIGROUP CORP COMMON 03073T102 255 5,800 SH OTHER 1 x 0 0
AMERIPRISE FINL INC COMMON 03076C106 2,120 36,840 SH OTHER 1 x 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 1,316 38,560 SH OTHER 1 x 0 0
AMETEK INC NEW COMMON 031100100 742 18,900 SH OTHER 1 x 0 0
AMGEN INC COMMON 031162100 6,748 122,920 SH OTHER 1 x 0 0
AMGEN INC DEBT 031162AN0 1,498 1,500,000 PRN DEFINED 3 x 0 0
AMGEN INC DEBT 031162AQ3 28,500 28,500,000 PRN DEFINED 3 x 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 100 13,500 SH OTHER 1 x 0 0
AMPHENOL CORP NEW COMMON 032095101 1,232 23,340 SH OTHER 1 x 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 278 18,881 SH OTHER 1 x 0 0
AMYLIN PHARMACEUTICALS INC DEBT 032346AF5 2,603 3,000,000 PRN DEFINED 3 x 0 0
ANADARKO PETE CORP COMMON 032511107 4,936 64,806 SH OTHER 1 x 0 0
ANALOG DEVICES INC COMMON 032654105 1,500 39,820 SH OTHER 1 x 0 0
ANIXTER INTL INC DEBT 035290AJ4 4,028 3,600,000 PRN DEFINED 3 x 0 0
ANNALY CAP MGMT INC COMMON 035710409 1,284 71,640 SH OTHER 1 x 0 0
ANSYS INC COMMON 03662Q105 573 11,000 SH OTHER 1 x 0 0
ANWORTH MORTGAGE ASSET CP COMMON 037347101 78 11,200 SH OTHER 1 x 0 0
AOL INC COMMON 00184X105 361 15,222 SH OTHER 1 x 0 0
AON CORP COMMON 037389103 1,784 38,772 SH OTHER 1 x 0 0
APACHE CORP COMMON 037411105 5,958 49,968 SH OTHER 1 x 0 0
APARTMENT INVT & MGMT CO COMMON 03748R101 315 12,200 SH OTHER 1 x 0 0
APOLLO GROUP INC COMMON 037604105 640 16,200 SH OTHER 1 x 0 0
APOLLO INVT CORP COMMON 03761U106 241 21,760 SH OTHER 1 x 0 0
APPLE INC COMMON 037833100 38,191 118,400 SH OTHER 1 x 0 0
APPLIED MATLS INC COMMON 038222105 2,222 158,120 SH OTHER 1 x 0 0
APTARGROUP INC COMMON 038336103 330 6,940 SH OTHER 1 x 0 0
AQUA AMERICA INC COMMON 03836W103 353 15,700 SH OTHER 1 x 0 0
ARCH CAP GROUP LTD COMMON G0450A105 733 8,320 SH OTHER 1 x 0 0
ARCH COAL INC COMMON 039380100 746 21,280 SH OTHER 1 x 0 0
ARCHER DANIELS MIDLAND CO COMMON 039483102 2,618 87,040 SH OTHER 1 x 0 0
ARCHER DANIELS MIDLAND CO DEBT 039483AW2 19,557 19,150,000 PRN DEFINED 3 x 0 0
ARCHER DANIELS MIDLAND CO REDEEMABLE P/S 039483201 7,999 206,000 SH DEFINED 3 x 0 0
ARENA PHARMACEUTICALS INC COMMON 040047102 38 22,360 SH OTHER 1 x 0 0
ARES CAP CORP COMMON 04010L103 411 24,923 SH OTHER 1 x 0 0
ARIAD PHARMACEUTICALS INC COMMON 04033A100 75 14,800 SH OTHER 1 x 0 0
ARIBA INC COMMON 04033V203 298 12,680 SH OTHER 1 x 0 0
ARRIS GROUP INC COMMON 04269Q100 163 14,540 SH OTHER 1 x 0 0
ARRIS GROUP INC DEBT 04269QAC4 2,048 2,000,000 PRN DEFINED 3 x 0 0
ARROW ELECTRS INC COMMON 042735100 534 15,580 SH OTHER 1 x 0 0
ART TECHNOLOGY GROUP INC COMMON 04289L107 114 19,000 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ASHLAND INC NEW COMMON 044209104 478 9,400 SH OTHER 1 x 0 0
ASPEN INSURANCE HOLDINGS LT COMMON G05384105 267 9,320 SH OTHER 1 x 0 0
ASSOCIATED BANC CORP COMMON 045487105 311 20,520 SH OTHER 1 x 0 0
ASSURANT INC COMMON 04621X108 545 14,140 SH OTHER 1 x 0 0
ASSURED GUARANTY LTD COMMON G0585R106 355 20,060 SH OTHER 1 x 0 0
ASTORIA FINL CORP COMMON 046265104 183 13,160 SH OTHER 1 x 0 0
AT&T INC COMMON 00206R102 22,478 765,080 SH OTHER 1 x 0 0
ATHEROS COMMUNICATIONS INC COMMON 04743P108 295 8,200 SH OTHER 1 x 0 0
ATLAS ENERGY INC COMMON 049298102 438 9,960 SH OTHER 1 x 0 0
ATMEL CORP COMMON 049513104 711 57,740 SH OTHER 1 x 0 0
ATMOS ENERGY CORP COMMON 049560105 316 10,140 SH OTHER 1 x 0 0
ATWOOD OCEANICS INC COMMON 050095108 280 7,500 SH OTHER 1 x 0 0
AURIZON MINES LTD COMMON FOREIGN 05155P106 112 15,300 SH OTHER 1 x 0 0
AUTODESK INC COMMON 052769106 1,136 29,740 SH OTHER 1 x 0 0
AUTOLIV INC COMMON 052800109 1,653 20,940 SH OTHER 1 x 0 0
AUTOMATIC DATA PROCESSING I COMMON 053015103 3,090 66,776 SH OTHER 1 x 0 0
AUTONATION INC COMMON 05329W102 344 12,200 SH OTHER 1 x 0 0
AUTOZONE INC COMMON 053332102 1,063 3,900 SH OTHER 1 x 0 0
AVAGO TECHNOLOGIES LTD COMMON FOREIGN Y0486S104 484 17,000 SH OTHER 1 x 0 0
AVALONBAY CMNTYS INC COMMON 053484101 1,326 11,780 SH OTHER 1 x 0 0
AVERY DENNISON CORP COMMON 053611109 663 15,660 SH OTHER 1 x 0 0
AVIS BUDGET GROUP COMMON 053774105 175 11,260 SH OTHER 1 x 0 0
AVISTA CORP COMMON 05379B107 240 10,640 SH OTHER 1 x 0 0
AVNET INC COMMON 053807103 637 19,300 SH OTHER 1 x 0 0
AVON PRODS INC COMMON 054303102 1,763 60,660 SH OTHER 1 x 0 0
AXIS CAPITAL HOLDINGS COMMON G0692U109 704 19,620 SH OTHER 1 x 0 0
BABCOCK & WILCOX CO NEW COMMON 05615F102 707 27,620 SH OTHER 1 x 0 0
BAKER HUGHES INC COMMON 057224107 3,119 54,560 SH OTHER 1 x 0 0
BALDOR ELEC CO COMMON 057741100 358 5,680 SH OTHER 1 x 0 0
BALL CORP COMMON 058498106 764 11,220 SH OTHER 1 x 0 0
BALLY TECHNOLOGIES INC COMMON 05874B107 262 6,200 SH OTHER 1 x 0 0
BANCORPSOUTH INC COMMON 059692103 165 10,320 SH OTHER 1 x 0 0
BANK HAWAII CORP COMMON 062540109 232 4,920 SH OTHER 1 x 0 0
BANK MONTREAL QUE COMMON FOREIGN 063671101 2,729 47,200 SH OTHER 1 x 0 0
BANK MUTUAL CORP NEW COMMON 063750103 122 25,460 SH OTHER 1 x 0 0
BANK NOVA SCOTIA HALIFAX COMMON FOREIGN 064149107 2,500 43,581 SH DEFINED 3 x 0 0
BANK NOVA SCOTIA HALIFAX COMMON FOREIGN 064149107 5,381 93,700 SH OTHER 1 x 0 0
BANK OF AMERICA CORPORATION COMMON 060505104 17,390 1,303,600 SH OTHER 1 x 0 0
BANK OF NEW YORK MELLON COR COMMON 064058100 4,953 164,000 SH OTHER 1 x 0 0
BARD C R INC COMMON 067383109 945 10,300 SH OTHER 1 x 0 0
BARNES GROUP INC DEBT 067806AD1 1,792 1,750,000 PRN DEFINED 3 x 0 0
BARRETT BILL CORP DEBT 06846NAA2 2,569 2,500,000 PRN DEFINED 3 x 0 0
BARRICK GOLD CORP COMMON FOREIGN 067901108 4,787 89,600 SH OTHER 1 x 0 0
BAXTER INTL INC COMMON 071813109 3,883 76,708 SH OTHER 1 x 0 0
BAYTEX ENERGY TR COMMON FOREIGN 073176109 469 10,000 SH OTHER 1 x 0 0
BB&T CORP COMMON 054937107 2,405 91,485 SH OTHER 1 x 0 0
BCE INC COMMON FOREIGN 05534B760 2,693 75,800 SH DEFINED 3 x 0 0
BCE INC COMMON FOREIGN 05534B760 928 26,100 SH OTHER 1 x 0 0
BE AEROSPACE INC COMMON 073302101 441 11,900 SH OTHER 1 x 0 0
BECKMAN COULTER INC COMMON 075811109 662 8,800 SH OTHER 1 x 0 0
BECKMAN COULTER INC DEBT 075811AD1 25,726 22,542,000 PRN DEFINED 3 x 0 0
BECTON DICKINSON & CO COMMON 075887109 2,673 31,620 SH OTHER 1 x 0 0
BED BATH & BEYOND INC COMMON 075896100 1,660 33,773 SH OTHER 1 x 0 0
BELDEN INC COMMON 077454106 210 5,700 SH OTHER 1 x 0 0
BELO CORP COMMON 080555105 84 11,820 SH OTHER 1 x 0 0
BEMIS INC COMMON 081437105 344 10,520 SH OTHER 1 x 0 0
BENCHMARK ELECTRS INC COMMON 08160H101 183 10,100 SH OTHER 1 x 0 0
BERKLEY W R CORP COMMON 084423102 854 31,200 SH OTHER 1 x 0 0
BERKSHIRE HATHAWAY INC DEL COMMON 084670702 9,038 112,818 SH OTHER 1 x 0 0
BERRY PETE CO COMMON 085789105 296 6,780 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
BEST BUY INC COMMON 086516101 1,548 45,140 SH OTHER 1 x 0 0
BEST BUY INC DEBT 086516AF8 4,764 4,500,000 PRN DEFINED 3 x 0 0
BIG LOTS INC COMMON 089302103 284 9,320 SH OTHER 1 x 0 0
BIO RAD LABS INC COMMON 090572207 264 2,540 SH OTHER 1 x 0 0
BIOGEN IDEC INC COMMON 09062X103 2,046 30,520 SH OTHER 1 x 0 0
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 301 11,180 SH OTHER 1 x 0 0
BIOMARIN PHARMACEUTICAL INC DEBT 09061GAD3 3,045 2,120,000 PRN DEFINED 3 x 0 0
BIOMED REALTY TRUST INC COMMON 09063H107 264 14,140 SH OTHER 1 x 0 0
BJS WHOLESALE CLUB INC COMMON 05548J106 278 5,800 SH OTHER 1 x 0 0
BLACKROCK INC COMMON 09247X101 2,262 11,869 SH OTHER 1 x 0 0
BLACKROCK KELSO CAPITAL COR COMMON 092533108 111 10,040 SH OTHER 1 x 0 0
BLOCK H & R INC COMMON 093671105 440 36,980 SH OTHER 1 x 0 0
BMC SOFTWARE INC COMMON 055921100 1,101 23,360 SH OTHER 1 x 0 0
BOEING CO COMMON 097023105 6,192 94,880 SH OTHER 1 x 0 0
BORGWARNER INC COMMON 099724106 1,132 15,640 SH OTHER 1 x 0 0
BOSTON PROPERTIES INC COMMON 101121101 1,787 20,760 SH OTHER 1 x 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 1,433 189,360 SH OTHER 1 x 0 0
BP PLC COMMON FOREIGN 055622104 11,253 254,775 SH OTHER 1 x 0 0
BPZ RESOURCES INC COMMON 055639108 57 11,980 SH OTHER 1 x 0 0
BRADY CORP COMMON 104674106 259 7,940 SH OTHER 1 x 0 0
BRANDYWINE RLTY TR COMMON 105368203 225 19,300 SH OTHER 1 x 0 0
BRE PROPERTIES INC COMMON 05564E106 271 6,220 SH OTHER 1 x 0 0
BRIGHAM EXPLORATION CO COMMON 109178103 399 14,660 SH OTHER 1 x 0 0
BRINKER INTL INC COMMON 109641100 235 11,240 SH OTHER 1 x 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 6,032 227,780 SH OTHER 1 x 0 0
BRISTOW GROUP INC COMMON 110394103 216 4,560 SH OTHER 1 x 0 0
BRISTOW GROUP INC DEBT 110394AC7 1,003 1,000,000 PRN DEFINED 3 x 0 0
BROADCOM CORP COMMON 111320107 2,556 58,680 SH OTHER 1 x 0 0
BROADRIDGE FINL SOLUTIONS I COMMON 11133T103 328 14,940 SH OTHER 1 x 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621306 280 52,980 SH OTHER 1 x 0 0
BROOKDALE SR LIVING INC COMMON 112463104 297 13,860 SH OTHER 1 x 0 0
BROOKFIELD ASSET MGMT INC COMMON FOREIGN 112585104 895 26,850 SH DEFINED 3 x 0 0
BROOKFIELD ASSET MGMT INC COMMON FOREIGN 112585104 1,636 49,000 SH OTHER 1 x 0 0
BROOKFIELD PPTYS CORP COMMON FOREIGN 112900105 380 21,500 SH OTHER 1 x 0 0
BROOKS AUTOMATION INC COMMON 114340102 150 16,560 SH OTHER 1 x 0 0
BROWN & BROWN INC COMMON 115236101 310 12,960 SH OTHER 1 x 0 0
BRUNSWICK CORP COMMON 117043109 260 13,880 SH OTHER 1 x 0 0
BUCYRUS INTL INC NEW COMMON 118759109 1,591 17,800 SH OTHER 1 x 0 0
BUNGE LIMITED COMMON G16962105 1,471 22,447 SH DEFINED 3 x 0 0
BUNGE LIMITED COMMON G16962105 1,261 19,240 SH OTHER 1 x 0 0
C H ROBINSON WORLDWIDE INC COMMON 12541W209 1,583 19,740 SH OTHER 1 x 0 0
CA INC COMMON 12673P105 1,377 56,360 SH OTHER 1 x 0 0
CABLEVISION SYS CORP COMMON 12686C109 1,050 31,040 SH OTHER 1 x 0 0
CABOT CORP COMMON 127055101 337 8,940 SH OTHER 1 x 0 0
CABOT OIL & GAS CORP COMMON 127097103 457 12,080 SH OTHER 1 x 0 0
CACI INTL INC DEBT 127190AD8 1,826 1,600,000 PRN DEFINED 3 x 0 0
CADENCE DESIGN SYSTEM INC COMMON 127387108 281 33,960 SH OTHER 1 x 0 0
CAE INC COMMON FOREIGN 124765108 282 24,400 SH OTHER 1 x 0 0
CAL DIVE INTL INC DEBT 127914AB5 2,895 3,000,000 PRN DEFINED 3 x 0 0
CAL DIVE INTL INC DEL COMMON 12802T101 74 12,980 SH OTHER 1 x 0 0
CALLAWAY GOLF CO COMMON 131193104 116 14,340 SH OTHER 1 x 0 0
CALPINE CORP COMMON 131347304 583 43,680 SH OTHER 1 x 0 0
CAMDEN PPTY TR COMMON 133131102 363 6,720 SH OTHER 1 x 0 0
CAMECO CORP COMMON FOREIGN 13321L108 1,451 35,800 SH OTHER 1 x 0 0
CAMERON INTERNATIONAL CORP COMMON 13342B105 1,575 31,040 SH OTHER 1 x 0 0
CAMERON INTERNATIONAL CORP DEBT 13342BAB1 17,886 12,314,000 PRN DEFINED 3 x 0 0
CAMPBELL SOUP CO COMMON 134429109 1,300 37,405 SH OTHER 1 x 0 0
CANADIAN NAT RES LTD COMMON FOREIGN 136385101 10,040 225,500 SH DEFINED 3 x 0 0
CANADIAN NAT RES LTD COMMON FOREIGN 136385101 4,585 102,800 SH OTHER 1 x 0 0
CANADIAN NATL RY CO COMMON FOREIGN 136375102 4,464 67,000 SH DEFINED 3 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
CANADIAN NATL RY CO COMMON FOREIGN 136375102 2,542 38,100 SH OTHER 1 x 0 0
CANADIAN PAC RY LTD COMMON FOREIGN 13645T100 1,579 24,300 SH OTHER 1 x 0 0
CAPITAL ONE FINL CORP COMMON 14040H105 2,573 60,462 SH OTHER 1 x 0 0
CAPITALSOURCE INC COMMON 14055X102 220 30,940 SH OTHER 1 x 0 0
CAPLEASE INC COMMON 140288101 118 20,340 SH OTHER 1 x 0 0
CARBO CERAMICS INC COMMON 140781105 215 2,080 SH OTHER 1 x 0 0
CARDINAL HEALTH INC COMMON 14149Y108 1,807 47,160 SH OTHER 1 x 0 0
CAREER EDUCATION CORP COMMON 141665109 206 9,940 SH OTHER 1 x 0 0
CAREFUSION CORP COMMON 14170T101 614 23,880 SH OTHER 1 x 0 0
CARLISLE COS INC COMMON 142339100 291 7,320 SH OTHER 1 x 0 0
CARMAX INC COMMON 143130102 915 28,700 SH OTHER 1 x 0 0
CARNIVAL CORP COMMON 143658300 2,903 62,966 SH OTHER 1 x 0 0
CARPENTER TECHNOLOGY CORP COMMON 144285103 287 7,120 SH OTHER 1 x 0 0
CARRIZO OIL & CO INC DEBT 144577AA1 488 499,000 PRN DEFINED 3 x 0 0
CARTER INC COMMON 146229109 237 8,040 SH OTHER 1 x 0 0
CASEYS GEN STORES INC COMMON 147528103 236 5,560 SH OTHER 1 x 0 0
CATALYST HEALTH SOLUTIONS I COMMON 14888B103 232 5,000 SH OTHER 1 x 0 0
CATERPILLAR INC DEL COMMON 149123101 7,856 83,880 SH OTHER 1 x 0 0
CB RICHARD ELLIS GROUP INC COMMON 12497T101 555 27,100 SH OTHER 1 x 0 0
CBL & ASSOC PPTYS INC COMMON 124830100 263 15,040 SH OTHER 1 x 0 0
CBS CORP NEW COMMON 124857202 1,571 82,460 SH OTHER 1 x 0 0
CDN IMPERIAL BK OF COMMERCE COMMON FOREIGN 136069101 7,007 89,085 SH DEFINED 3 x 0 0
CDN IMPERIAL BK OF COMMERCE COMMON FOREIGN 136069101 2,466 31,300 SH OTHER 1 x 0 0
CEDAR SHOPPING CTRS INC COMMON 150602209 135 21,420 SH OTHER 1 x 0 0
CELANESE CORP DEL COMMON 150870103 827 20,080 SH OTHER 1 x 0 0
CELERA CORP COMMON 15100E106 70 11,040 SH OTHER 1 x 0 0
CELESTICA INC COMMON FOREIGN 15101Q108 112 11,500 SH OTHER 1 x 0 0
CELGENE CORP COMMON 151020104 3,608 61,011 SH OTHER 1 x 0 0
CELL THERAPEUTICS INC COMMON 150934503 24 66,140 SH OTHER 1 x 0 0
CENOVUS ENERGY INC COMMON FOREIGN 15135U109 2,273 67,900 SH OTHER 1 x 0 0
CENTENE CORP DEL COMMON 15135B101 203 8,000 SH OTHER 1 x 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 849 53,980 SH OTHER 1 x 0 0
CENTURYLINK INC COMMON 156700106 1,660 35,960 SH OTHER 1 x 0 0
CENVEO INC COMMON 15670S105 87 16,300 SH OTHER 1 x 0 0
CEPHALON INC COMMON 156708109 596 9,660 SH OTHER 1 x 0 0
CEPHALON INC DEBT 156708AP4 2,106 1,500,000 PRN DEFINED 3 x 0 0
CEPHALON INC DEBT 156708AR0 1,984 1,750,000 PRN DEFINED 3 x 0 0
CERNER CORP COMMON 156782104 834 8,800 SH OTHER 1 x 0 0
CF INDS HLDGS INC COMMON 125269100 1,171 8,666 SH OTHER 1 x 0 0
CHARLES RIV LABS INTL INC COMMON 159864107 521 14,660 SH OTHER 1 x 0 0
CHARLES RIV LABS INTL INC DEBT 159864AB3 1,900 1,900,000 PRN DEFINED 3 x 0 0
CHARMING SHOPPES INC COMMON 161133103 49 13,800 SH OTHER 1 x 0 0
CHESAPEAKE ENERGY CORP COMMON 165167107 2,219 85,660 SH OTHER 1 x 0 0
CHESAPEAKE ENERGY CORP DEBT 165167BW6 4,466 4,500,000 PRN DEFINED 3 x 0 0
CHESAPEAKE ENERGY CORP DEBT 165167CB1 10,124 13,000,000 PRN DEFINED 3 x 0 0
CHESAPEAKE ENERGY CORP NON-REDEEM P/S 165167842 2,375 27,000 SH DEFINED 3 x 0 0
CHEVRON CORP NEW COMMON 166764100 23,800 260,820 SH OTHER 1 x 0 0
CHICOS FAS INC COMMON 168615102 279 23,160 SH OTHER 1 x 0 0
CHIMERA INVT CORP COMMON 16934Q109 515 125,360 SH OTHER 1 x 0 0
CHINA SEC & SURVE TECH INC COMMON FOREIGN 16942J105 82 15,380 SH OTHER 1 x 0 0
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 1,572 7,391 SH OTHER 1 x 0 0
CHUBB CORP COMMON 171232101 2,579 43,244 SH OTHER 1 x 0 0
CHURCH & DWIGHT INC COMMON 171340102 678 9,820 SH OTHER 1 x 0 0
CIENA CORP COMMON 171779309 219 10,400 SH OTHER 1 x 0 0
CIENA CORP DEBT 171779AE1 1,230 1,500,000 PRN DEFINED 3 x 0 0
CIGNA CORP COMMON 125509109 1,433 39,100 SH OTHER 1 x 0 0
CIMAREX ENERGY CO COMMON 171798101 885 10,000 SH OTHER 1 x 0 0
CINCINNATI BELL INC NEW COMMON 171871106 71 25,200 SH OTHER 1 x 0 0
CINCINNATI FINL CORP COMMON 172062101 739 23,320 SH OTHER 1 x 0 0
CINEMARK HOLDINGS INC COMMON 17243V102 175 10,160 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
CINTAS CORP COMMON 172908105 647 23,140 SH OTHER 1 x 0 0
CISCO SYS INC COMMON 17275R102 14,991 741,032 SH OTHER 1 x 0 0
CIT GROUP INC COMMON 125581801 1,140 24,200 SH OTHER 1 x 0 0
CITIGROUP INC COMMON 172967101 17,784 3,759,760 SH OTHER 1 x 0 0
CITRIX SYS INC COMMON 177376100 1,661 24,280 SH OTHER 1 x 0 0
CITY NATL CORP COMMON 178566105 309 5,040 SH OTHER 1 x 0 0
CLARCOR INC COMMON 179895107 240 5,600 SH OTHER 1 x 0 0
CLEAN HARBORS INC COMMON 184496107 217 2,580 SH OTHER 1 x 0 0
CLECO CORP NEW COMMON 12561W105 231 7,520 SH OTHER 1 x 0 0
CLIFFS NATURAL RESOURCES IN COMMON 18683K101 1,396 17,900 SH OTHER 1 x 0 0
CLOROX CO DEL COMMON 189054109 1,539 24,320 SH OTHER 1 x 0 0
CME GROUP INC COMMON 12572Q105 2,747 8,538 SH OTHER 1 x 0 0
CMS ENERGY CORP COMMON 125896100 561 30,180 SH OTHER 1 x 0 0
CMS ENERGY CORP DEBT 125896AW0 4,781 3,300,000 PRN DEFINED 3 x 0 0
CNO FINL GROUP INC COMMON 12621E103 214 31,540 SH OTHER 1 x 0 0
COACH INC COMMON 189754104 2,218 40,100 SH OTHER 1 x 0 0
COCA COLA CO COMMON 191216100 23,479 356,980 SH OTHER 1 x 0 0
COCA COLA ENTERPRISES INC N COMMON 19122T109 2,594 103,640 SH OTHER 1 x 0 0
COEUR D ALENE MINES CORP ID COMMON 192108504 324 11,860 SH OTHER 1 x 0 0
COGNIZANT TECHNOLOGY SOLUTI COMMON 192446102 2,848 38,860 SH OTHER 1 x 0 0
COLGATE PALMOLIVE CO COMMON 194162103 5,326 66,268 SH OTHER 1 x 0 0
COMCAST CORP NEW COMMON 20030N101 5,899 268,500 SH OTHER 1 x 0 0
COMCAST CORP NEW COMMON 20030N200 1,933 92,865 SH OTHER 1 x 0 0
COMMERCE BANCSHARES INC COMMON 200525103 285 7,161 SH OTHER 1 x 0 0
COMMERCIAL METALS CO COMMON 201723103 272 16,420 SH OTHER 1 x 0 0
COMMONWEALTH REIT COMMON 203233101 277 10,865 SH OTHER 1 x 0 0
COMMSCOPE INC COMMON 203372107 357 11,420 SH OTHER 1 x 0 0
COMMSCOPE INC DEBT 203372AG2 1,300 1,000,000 PRN DEFINED 3 x 0 0
COMMUNITY HEALTH SYS INC NE COMMON 203668108 452 12,100 SH OTHER 1 x 0 0
COMPASS MINERALS INTL INC COMMON 20451N101 329 3,680 SH OTHER 1 x 0 0
COMPLETE PRODUCTION SERVICE COMMON 20453E109 206 6,960 SH OTHER 1 x 0 0
COMPUTER SCIENCES CORP COMMON 205363104 912 18,380 SH OTHER 1 x 0 0
COMPUWARE CORP COMMON 205638109 300 25,700 SH OTHER 1 x 0 0
COMTECH TELECOMMUNICATIONS DEBT 205826AF7 2,080 2,000,000 PRN DEFINED 3 x 0 0
CONAGRA FOODS INC COMMON 205887102 1,457 64,531 SH OTHER 1 x 0 0
CONCHO RES INC COMMON 20605P101 1,759 20,060 SH OTHER 1 x 0 0
CONCUR TECHNOLOGIES INC COMMON 206708109 281 5,420 SH OTHER 1 x 0 0
CONOCOPHILLIPS COMMON 20825C104 12,573 184,620 SH OTHER 1 x 0 0
CONSOL ENERGY INC COMMON 20854P109 1,436 29,460 SH OTHER 1 x 0 0
CONSOLIDATED EDISON INC COMMON 209115104 1,712 34,540 SH OTHER 1 x 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 727 23,742 SH OTHER 1 x 0 0
CONVERGYS CORP COMMON 212485106 228 17,340 SH OTHER 1 x 0 0
CON-WAY INC COMMON 205944101 200 5,480 SH OTHER 1 x 0 0
COOPER COS INC COMMON 216648402 325 5,760 SH OTHER 1 x 0 0
COOPER INDUSTRIES PLC COMMON G24140108 1,176 20,180 SH OTHER 1 x 0 0
COPART INC COMMON 217204106 315 8,426 SH OTHER 1 x 0 0
CORE LABORATORIES N V COMMON FOREIGN N22717107 419 4,700 SH OTHER 1 x 0 0
CORELOGIC INC COMMON 21871D103 349 18,840 SH OTHER 1 x 0 0
CORN PRODS INTL INC COMMON 219023108 445 9,680 SH OTHER 1 x 0 0
CORNING INC COMMON 219350105 3,838 198,640 SH OTHER 1 x 0 0
CORPORATE OFFICE PPTYS TR COMMON 22002T108 226 6,460 SH OTHER 1 x 0 0
CORRECTIONS CORP AMER NEW COMMON 22025Y407 344 13,740 SH OTHER 1 x 0 0
COSTCO COMPANIES INC DEBT 22160QAC6 1,467 895,000 PRN DEFINED 3 x 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 4,211 58,322 SH OTHER 1 x 0 0
COUSINS PPTYS INC COMMON 222795106 155 18,550 SH OTHER 1 x 0 0
COVANCE INC COMMON 222816100 365 7,100 SH OTHER 1 x 0 0
COVANTA HLDG CORP COMMON 22282E102 266 15,480 SH OTHER 1 x 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 562 21,300 SH OTHER 1 x 0 0
COVIDIEN PLC COMMON G2554F105 2,951 64,640 SH OTHER 1 x 0 0
CRANE CO COMMON 224399105 271 6,600 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
CREE INC COMMON 225447101 870 13,200 SH OTHER 1 x 0 0
CROWN CASTLE INTL CORP COMMON 228227104 1,700 38,780 SH OTHER 1 x 0 0
CROWN HOLDINGS INC COMMON 228368106 667 19,980 SH OTHER 1 x 0 0
CSX CORP COMMON 126408103 3,206 49,620 SH OTHER 1 x 0 0
CULLEN FROST BANKERS INC COMMON 229899109 275 4,500 SH OTHER 1 x 0 0
CUMMINS INC COMMON 231021106 2,744 24,940 SH OTHER 1 x 0 0
CURTISS WRIGHT CORP COMMON 231561101 256 7,700 SH OTHER 1 x 0 0
CVB FINL CORP COMMON 126600105 93 10,720 SH OTHER 1 x 0 0
CVS CAREMARK CORPORATION COMMON 126650100 6,325 181,921 SH OTHER 1 x 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 307 16,520 SH OTHER 1 x 0 0
CYTEC INDS INC COMMON 232820100 333 6,280 SH OTHER 1 x 0 0
D R HORTON INC COMMON 23331A109 468 39,220 SH OTHER 1 x 0 0
DANA HLDG CORP COMMON 235825205 268 15,600 SH OTHER 1 x 0 0
DANAHER CORP DEL COMMON 235851102 3,242 68,720 SH OTHER 1 x 0 0
DANAHER CORP DEL DEBT 235851AF9 3,425 2,500,000 PRN DEFINED 3 x 0 0
DARDEN RESTAURANTS INC COMMON 237194105 811 17,460 SH OTHER 1 x 0 0
DARLING INTL INC COMMON 237266101 148 11,140 SH OTHER 1 x 0 0
DAVITA INC COMMON 23918K108 928 13,360 SH OTHER 1 x 0 0
DCT INDUSTRIAL TRUST INC COMMON 233153105 133 25,120 SH OTHER 1 x 0 0
DEAN FOODS CO NEW COMMON 242370104 385 43,540 SH OTHER 1 x 0 0
DECKERS OUTDOOR CORP COMMON 243537107 381 4,780 SH OTHER 1 x 0 0
DEERE & CO COMMON 244199105 4,594 55,320 SH OTHER 1 x 0 0
DEL MONTE FOODS CO COMMON 24522P103 464 24,660 SH OTHER 1 x 0 0
DELL INC COMMON 24702R101 3,076 227,040 SH OTHER 1 x 0 0
DELPHI FINL GROUP INC COMMON 247131105 211 7,300 SH OTHER 1 x 0 0
DELTA AIR LINES INC DEL COMMON 247361702 346 27,440 SH OTHER 1 x 0 0
DENBURY RES INC COMMON 247916208 917 48,046 SH OTHER 1 x 0 0
DENDREON CORP COMMON 24823Q107 644 18,440 SH OTHER 1 x 0 0
DENISON MINES CORP COMMON FOREIGN 248356107 114 33,200 SH OTHER 1 x 0 0
DENNYS CORP COMMON 24869P104 45 12,580 SH OTHER 1 x 0 0
DENTSPLY INTL INC NEW COMMON 249030107 511 14,960 SH OTHER 1 x 0 0
DEVELOPERS DIVERSIFIED RLTY COMMON 251591103 367 26,040 SH OTHER 1 x 0 0
DEVON ENERGY CORP NEW COMMON 25179M103 4,268 54,360 SH OTHER 1 x 0 0
DEVRY INC DEL COMMON 251893103 322 6,720 SH OTHER 1 x 0 0
DIAMOND OFFSHORE DRILLING I COMMON 25271C102 559 8,360 SH OTHER 1 x 0 0
DIAMONDROCK HOSPITALITY CO COMMON 252784301 249 20,760 SH OTHER 1 x 0 0
DICKS SPORTING GOODS INC COMMON 253393102 405 10,800 SH OTHER 1 x 0 0
DIEBOLD INC COMMON 253651103 288 8,980 SH OTHER 1 x 0 0
DIGITAL RLTY TR INC COMMON 253868103 509 9,880 SH OTHER 1 x 0 0
DILLARDS INC COMMON 254067101 228 6,000 SH OTHER 1 x 0 0
DIONEX CORP COMMON 254546104 264 2,240 SH OTHER 1 x 0 0
DIRECTV COMMON 25490A101 4,560 114,200 SH OTHER 1 x 0 0
DISCOVER FINL SVCS COMMON 254709108 1,381 74,520 SH OTHER 1 x 0 0
DISCOVERY COMMUNICATNS NEW COMMON 25470F104 682 16,360 SH OTHER 1 x 0 0
DISCOVERY COMMUNICATNS NEW COMMON 25470F302 713 19,420 SH OTHER 1 x 0 0
DISH NETWORK CORP COMMON 25470M109 540 27,456 SH OTHER 1 x 0 0
DISNEY WALT CO COMMON 254687106 8,794 234,440 SH OTHER 1 x 0 0
DOLBY LABORATORIES INC COMMON 25659T107 423 6,340 SH OTHER 1 x 0 0
DOLLAR TREE INC COMMON 256746108 905 16,140 SH OTHER 1 x 0 0
DOMINION RES INC VA NEW COMMON 25746U109 3,412 79,860 SH OTHER 1 x 0 0
DOMINION RES INC VA NEW DEBT 25746UAT6 10,164 8,340,000 PRN DEFINED 3 x 0 0
DOMTAR CORP COMMON 257559203 392 5,160 SH OTHER 1 x 0 0
DONALDSON INC COMMON 257651109 493 8,460 SH OTHER 1 x 0 0
DONNELLEY R R & SONS CO COMMON 257867101 500 28,600 SH OTHER 1 x 0 0
DOUGLAS EMMETT INC COMMON 25960P109 208 12,500 SH OTHER 1 x 0 0
DOVER CORP COMMON 260003108 1,427 24,420 SH OTHER 1 x 0 0
DOW CHEM CO COMMON 260543103 5,080 148,800 SH OTHER 1 x 0 0
DPL INC COMMON 233293109 468 18,220 SH OTHER 1 x 0 0
DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 2,430 69,120 SH OTHER 1 x 0 0
DREAMWORKS ANIMATION SKG IN COMMON 26153C103 212 7,200 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
DRESS BARN INC COMMON 261570105 216 8,171 SH OTHER 1 x 0 0
DRESSER-RAND GROUP INC COMMON 261608103 439 10,300 SH OTHER 1 x 0 0
DRIL-QUIP INC COMMON 262037104 306 3,940 SH OTHER 1 x 0 0
DTE ENERGY CO COMMON 233331107 1,015 22,400 SH OTHER 1 x 0 0
DU PONT E I DE NEMOURS & CO COMMON 263534109 6,252 125,340 SH OTHER 1 x 0 0
DUKE ENERGY CORP NEW COMMON 26441C105 2,905 163,120 SH OTHER 1 x 0 0
DUKE REALTY CORP COMMON 264411505 404 32,460 SH OTHER 1 x 0 0
DUN & BRADSTREET CORP DEL N COMMON 26483E100 415 5,060 SH OTHER 1 x 0 0
DYAX CORP COMMON 26746E103 32 14,720 SH OTHER 1 x 0 0
DYNEGY INC DEL COMMON 26817G300 70 12,404 SH OTHER 1 x 0 0
E M C CORP MASS COMMON 268648102 6,051 264,240 SH OTHER 1 x 0 0
E M C CORP MASS DEBT 268648AK8 3,616 2,500,000 PRN DEFINED 3 x 0 0
E M C CORP MASS DEBT 268648AM4 30,502 20,250,000 PRN DEFINED 3 x 0 0
E TRADE FINANCIAL CORP COMMON 269246401 452 28,264 SH OTHER 1 x 0 0
EARTHLINK INC COMMON 270321102 95 11,060 SH OTHER 1 x 0 0
EAST WEST BANCORP INC COMMON 27579R104 360 18,420 SH OTHER 1 x 0 0
EASTMAN CHEM CO COMMON 277432100 779 9,260 SH OTHER 1 x 0 0
EASTMAN KODAK CO COMMON 277461109 160 29,860 SH OTHER 1 x 0 0
EATON CORP COMMON 278058102 2,117 20,860 SH OTHER 1 x 0 0
EATON VANCE CORP COMMON 278265103 629 20,791 SH OTHER 1 x 0 0
EBAY INC COMMON 278642103 4,218 151,547 SH OTHER 1 x 0 0
ECOLAB INC COMMON 278865100 1,361 27,000 SH OTHER 1 x 0 0
EDISON INTL COMMON 281020107 1,666 43,160 SH OTHER 1 x 0 0
EDWARDS LIFESCIENCES CORP COMMON 28176E108 1,132 14,000 SH OTHER 1 x 0 0
EL PASO CORP COMMON 28336L109 1,254 91,160 SH OTHER 1 x 0 0
ELAN PLC COMMON FOREIGN 284131208 259 45,196 SH OTHER 1 x 0 0
ELDORADO GOLD CORP NEW COMMON FOREIGN 284902103 969 52,100 SH OTHER 1 x 0 0
ELECTRONIC ARTS INC COMMON 285512109 639 39,040 SH OTHER 1 x 0 0
ELECTRONICS FOR IMAGING INC COMMON 286082102 144 10,060 SH OTHER 1 x 0 0
EMCOR GROUP INC COMMON 29084Q100 229 7,900 SH OTHER 1 x 0 0
EMERGENCY MEDICAL SVCS CORP COMMON 29100P102 251 3,880 SH OTHER 1 x 0 0
EMERSON ELEC CO COMMON 291011104 5,579 97,580 SH OTHER 1 x 0 0
ENBRIDGE INC COMMON FOREIGN 29250N105 1,658 29,300 SH OTHER 1 x 0 0
ENCANA CORP COMMON FOREIGN 292505104 1,908 65,200 SH OTHER 1 x 0 0
ENDO PHARMACEUTICALS HLDGS COMMON 29264F205 470 13,160 SH OTHER 1 x 0 0
ENDO PHARMACEUTICALS HLDGS DEBT 29264FAB2 2,660 2,000,000 PRN DEFINED 3 x 0 0
ENDURANCE SPECIALTY HLDGS L COMMON G30397106 232 5,040 SH OTHER 1 x 0 0
ENERGEN CORP COMMON 29265N108 364 7,540 SH OTHER 1 x 0 0
ENERGIZER HLDGS INC COMMON 29266R108 706 9,680 SH OTHER 1 x 0 0
ENERGY XXI (BERMUDA) LTD COMMON G10082140 227 8,200 SH OTHER 1 x 0 0
ENERPLUS RES FD COMMON FOREIGN 29274D604 438 14,200 SH OTHER 1 x 0 0
ENERSYS DEBT 29275YAA0 1,545 1,378,000 PRN DEFINED 3 x 0 0
ENPRO INDS INC DEBT 29355XAB3 2,785 2,000,000 PRN DEFINED 3 x 0 0
ENTEGRIS INC COMMON 29362U104 156 20,900 SH OTHER 1 x 0 0
ENTERGY CORP NEW COMMON 29364G103 1,734 24,480 SH OTHER 1 x 0 0
ENTERTAINMENT PPTYS TR COMMON 29380T105 222 4,800 SH OTHER 1 x 0 0
ENTROPIC COMMUNICATIONS INC COMMON 29384R105 133 10,980 SH OTHER 1 x 0 0
EOG RES INC COMMON 26875P101 2,982 32,620 SH OTHER 1 x 0 0
EPICOR SOFTWARE CORP COMMON 29426L108 146 14,420 SH OTHER 1 x 0 0
EPIQ SYS INC COMMON 26882D109 139 10,140 SH OTHER 1 x 0 0
EQT CORP COMMON 26884L109 795 17,740 SH OTHER 1 x 0 0
EQUIFAX INC COMMON 294429105 549 15,420 SH OTHER 1 x 0 0
EQUINIX INC COMMON 29444U502 453 5,580 SH OTHER 1 x 0 0
EQUINIX INC DEBT 29444UAG1 4,756 4,750,000 PRN DEFINED 3 x 0 0
EQUITY RESIDENTIAL COMMON 29476L107 2,039 39,240 SH OTHER 1 x 0 0
ERESEARCHTECHNOLOGY INC COMMON 29481V108 95 12,880 SH OTHER 1 x 0 0
ESSEX PPTY TR INC COMMON 297178105 329 2,880 SH OTHER 1 x 0 0
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 259 3,780 SH OTHER 1 x 0 0
EURONET WORLDWIDE INC DEBT 298736AF6 2,966 3,000,000 PRN DEFINED 3 x 0 0
EVEREST RE GROUP LTD COMMON FOREIGN G3223R108 645 7,600 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
EXCO RESOURCES INC COMMON 269279402 451 23,220 SH OTHER 1 x 0 0
EXELIXIS INC COMMON 30161Q104 116 14,100 SH OTHER 1 x 0 0
EXELON CORP COMMON 30161N101 3,479 83,540 SH OTHER 1 x 0 0
EXIDE TECHNOLOGIES COMMON 302051206 104 11,000 SH OTHER 1 x 0 0
EXPEDIA INC DEL COMMON 30212P105 629 25,080 SH OTHER 1 x 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 1,393 25,510 SH OTHER 1 x 0 0
EXPRESS SCRIPTS INC COMMON 302182100 3,635 67,260 SH OTHER 1 x 0 0
EXXON MOBIL CORP COMMON 30231G102 48,160 658,640 SH OTHER 1 x 0 0
F M C CORP COMMON 302491303 677 8,480 SH OTHER 1 x 0 0
F5 NETWORKS INC COMMON 315616102 2,455 18,860 SH OTHER 1 x 0 0
FACTSET RESH SYS INC COMMON 303075105 429 4,580 SH OTHER 1 x 0 0
FAIRCHILD SEMICONDUCTOR INT COMMON 303726103 215 13,800 SH OTHER 1 x 0 0
FAMILY DLR STORES INC COMMON 307000109 744 14,960 SH OTHER 1 x 0 0
FASTENAL CO COMMON 311900104 985 16,440 SH OTHER 1 x 0 0
FEDERAL REALTY INVT TR COMMON 313747206 837 10,740 SH OTHER 1 x 0 0
FEDERAL SIGNAL CORP COMMON 313855108 120 17,480 SH OTHER 1 x 0 0
FEDERATED INVS INC PA COMMON 314211103 271 10,340 SH OTHER 1 x 0 0
FEDEX CORP COMMON 31428X106 3,581 38,500 SH OTHER 1 x 0 0
FEI CO DEBT 30241LAF6 1,784 1,600,000 PRN DEFINED 3 x 0 0
FELCOR LODGING TR INC COMMON 31430F101 132 18,760 SH OTHER 1 x 0 0
FERRO CORP COMMON 315405100 200 13,640 SH OTHER 1 x 0 0
FIDELITY NATIONAL FINANCIAL COMMON 31620R105 398 29,120 SH OTHER 1 x 0 0
FIDELITY NATL INFORMATION S COMMON 31620M106 909 33,200 SH OTHER 1 x 0 0
FIFTH STREET FINANCE CORP COMMON 31678A103 128 10,520 SH OTHER 1 x 0 0
FIFTH THIRD BANCORP COMMON 316773100 1,543 105,080 SH OTHER 1 x 0 0
FINISAR CORP COMMON 31787A507 232 7,800 SH OTHER 1 x 0 0
FIRST AMERN FINL CORP COMMON 31847R102 306 20,480 SH OTHER 1 x 0 0
FIRST COMWLTH FINL CORP PA COMMON 319829107 198 27,960 SH OTHER 1 x 0 0
FIRST FINL BANCORP OH COMMON 320209109 194 10,520 SH OTHER 1 x 0 0
FIRST HORIZON NATL CORP COMMON 320517105 342 29,045 SH OTHER 1 x 0 0
FIRST MAJESTIC SILVER CORP COMMON FOREIGN 32076V103 159 11,000 SH OTHER 1 x 0 0
FIRST MIDWEST BANCORP DEL COMMON 320867104 157 13,600 SH OTHER 1 x 0 0
FIRST NIAGARA FINL GP INC COMMON 33582V108 312 22,282 SH OTHER 1 x 0 0
FIRST POTOMAC RLTY TR COMMON 33610F109 171 10,180 SH OTHER 1 x 0 0
FIRST SOLAR INC COMMON 336433107 934 7,180 SH OTHER 1 x 0 0
FIRSTENERGY CORP COMMON 337932107 1,489 40,220 SH OTHER 1 x 0 0
FIRSTMERIT CORP COMMON 337915102 244 12,320 SH OTHER 1 x 0 0
FISERV INC COMMON 337738108 1,038 17,720 SH OTHER 1 x 0 0
FISHER SCIENTIFIC INTL INC DEBT 338032AX3 17,104 12,250,000 PRN DEFINED 3 x 0 0
FLAGSTONE REINSURANCE HOLDI COMMON L3466T104 129 10,200 SH OTHER 1 x 0 0
FLEXTRONICS INTL LTD COMMON FOREIGN Y2573F102 823 104,820 SH OTHER 1 x 0 0
FLIR SYS INC COMMON 302445101 488 16,420 SH OTHER 1 x 0 0
FLOWERS FOODS INC COMMON 343498101 271 10,080 SH OTHER 1 x 0 0
FLOWSERVE CORP COMMON 34354P105 773 6,480 SH OTHER 1 x 0 0
FLUOR CORP NEW COMMON 343412102 1,603 24,200 SH OTHER 1 x 0 0
FMC TECHNOLOGIES INC COMMON 30249U101 1,424 16,020 SH OTHER 1 x 0 0
FNB CORP PA COMMON 302520101 174 17,760 SH OTHER 1 x 0 0
FOOT LOCKER INC COMMON 344849104 331 16,860 SH OTHER 1 x 0 0
FORD MTR CO DEL COMMON 345370860 6,618 394,180 SH OTHER 1 x 0 0
FOREST CITY ENTERPRISES INC COMMON 345550107 275 16,480 SH OTHER 1 x 0 0
FOREST LABS INC COMMON 345838106 1,224 38,277 SH OTHER 1 x 0 0
FOREST OIL CORP COMMON 346091705 492 12,960 SH OTHER 1 x 0 0
FORMFACTOR INC COMMON 346375108 96 10,800 SH OTHER 1 x 0 0
FOSSIL INC COMMON 349882100 452 6,420 SH OTHER 1 x 0 0
FOSTER WHEELER AG COMMON FOREIGN H27178104 542 15,700 SH OTHER 1 x 0 0
FRANKLIN RES INC COMMON 354613101 2,598 23,360 SH OTHER 1 x 0 0
FRANKLIN STREET PPTYS CORP COMMON 35471R106 192 13,440 SH OTHER 1 x 0 0
FREDS INC COMMON 356108100 162 11,780 SH OTHER 1 x 0 0
FREEPORT-MCMORAN COPPER & G COMMON 35671D857 7,474 62,240 SH OTHER 1 x 0 0
FRONTEER GOLD INC COMMON FOREIGN 359032109 186 15,900 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
FRONTIER COMMUNICATIONS COR COMMON 35906A108 1,388 142,633 SH OTHER 1 x 0 0
FRONTIER OIL CORP COMMON 35914P105 216 11,980 SH OTHER 1 x 0 0
FTI CONSULTING INC COMMON 302941109 209 5,600 SH OTHER 1 x 0 0
FULTON FINL CORP PA COMMON 360271100 278 26,920 SH OTHER 1 x 0 0
GALLAGHER ARTHUR J & CO COMMON 363576109 311 10,680 SH OTHER 1 x 0 0
GAMESTOP CORP NEW COMMON 36467W109 412 18,000 SH OTHER 1 x 0 0
GAMMON GOLD INC COMMON FOREIGN 36467T106 102 12,500 SH OTHER 1 x 0 0
GANNETT INC COMMON 364730101 451 29,860 SH OTHER 1 x 0 0
GAP INC DEL COMMON 364760108 1,215 54,884 SH OTHER 1 x 0 0
GARDNER DENVER INC COMMON 365558105 420 6,100 SH OTHER 1 x 0 0
GARMIN LTD COMMON H2906T109 472 15,232 SH OTHER 1 x 0 0
GARTNER INC COMMON 366651107 290 8,720 SH OTHER 1 x 0 0
GATX CORP COMMON 361448103 223 6,320 SH OTHER 1 x 0 0
GENERAL CABLE CORP DEL NEW COMMON 369300108 211 6,000 SH OTHER 1 x 0 0
GENERAL CABLE CORP DEL NEW DEBT 369300AL2 4,747 3,993,000 PRN DEFINED 3 x 0 0
GENERAL DYNAMICS CORP COMMON 369550108 3,088 43,520 SH OTHER 1 x 0 0
GENERAL ELECTRIC CO COMMON 369604103 25,453 1,391,620 SH OTHER 1 x 0 0
GENERAL GROWTH PPTYS INC NE COMMON 370023103 849 54,820 SH OTHER 1 x 0 0
GENERAL MARITIME CORP NEW COMMON Y2693R101 72 22,240 SH OTHER 1 x 0 0
GENERAL MLS INC COMMON 370334104 3,220 90,480 SH OTHER 1 x 0 0
GENERAL MTRS CO COMMON 37045V100 2,529 68,600 SH OTHER 1 x 0 0
GENERAL MTRS CO NON-REDEEM P/S 37045V209 1,082 20,000 SH DEFINED 3 x 0 0
GENESEE & WYO INC COMMON 371559105 233 4,400 SH OTHER 1 x 0 0
GENON ENERGY INC COMMON 37244E107 605 158,706 SH OTHER 1 x 0 0
GENPACT LIMITED COMMON G3922B107 179 11,780 SH OTHER 1 x 0 0
GEN-PROBE INC NEW COMMON 36866T103 326 5,580 SH OTHER 1 x 0 0
GENTEX CORP COMMON 371901109 497 16,800 SH OTHER 1 x 0 0
GENUINE PARTS CO COMMON 372460105 779 15,180 SH OTHER 1 x 0 0
GENWORTH FINL INC COMMON 37247D106 866 65,940 SH OTHER 1 x 0 0
GENZYME CORP COMMON 372917104 2,217 31,140 SH OTHER 1 x 0 0
GEO GROUP INC COMMON 36159R103 225 9,120 SH OTHER 1 x 0 0
GERON CORP COMMON 374163103 70 13,480 SH OTHER 1 x 0 0
GFI GROUP INC COMMON 361652209 104 22,100 SH OTHER 1 x 0 0
GILDAN ACTIVEWEAR INC COMMON FOREIGN 375916103 325 11,400 SH OTHER 1 x 0 0
GILEAD SCIENCES INC COMMON 375558103 3,941 108,744 SH OTHER 1 x 0 0
GILEAD SCIENCES INC DEBT 375558AH6 5,788 5,250,000 PRN DEFINED 3 x 0 0
GLACIER BANCORP INC NEW COMMON 37637Q105 181 11,960 SH OTHER 1 x 0 0
GLATFELTER COMMON 377316104 137 11,160 SH OTHER 1 x 0 0
GLAXOSMITHKLINE PLC COMMON FOREIGN 37733W105 6,121 156,080 SH OTHER 1 x 0 0
GLOBAL INDS LTD COMMON 379336100 153 22,120 SH OTHER 1 x 0 0
GLOBAL PMTS INC COMMON 37940X102 426 9,220 SH OTHER 1 x 0 0
GMX RES INC DEBT 38011MAB4 590 700,000 PRN DEFINED 3 x 0 0
GOLDCORP INC NEW COMMON FOREIGN 380956409 3,997 86,800 SH DEFINED 3 x 0 0
GOLDCORP INC NEW COMMON FOREIGN 380956409 3,304 71,600 SH OTHER 1 x 0 0
GOLDEN STAR RES LTD CDA COMMON 38119T104 147 31,900 SH OTHER 1 x 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 10,816 64,320 SH OTHER 1 x 0 0
GOODRICH CORP COMMON 382388106 1,421 16,140 SH OTHER 1 x 0 0
GOODRICH PETE CORP DEBT 382410AC2 4,625 4,750,000 PRN DEFINED 3 x 0 0
GOODYEAR TIRE & RUBR CO COMMON 382550101 336 28,320 SH OTHER 1 x 0 0
GOOGLE INC COMMON 38259P508 18,864 31,760 SH OTHER 1 x 0 0
GRACE W R & CO DEL NEW COMMON 38388F108 332 9,460 SH OTHER 1 x 0 0
GRACO INC COMMON 384109104 301 7,620 SH OTHER 1 x 0 0
GRAFTECH INTL LTD COMMON 384313102 322 16,240 SH OTHER 1 x 0 0
GRAINGER W W INC COMMON 384802104 790 5,720 SH OTHER 1 x 0 0
GRAPHIC PACKAGING HLDG CO COMMON 388689101 52 13,480 SH OTHER 1 x 0 0
GREAT BASIN GOLD LTD COMMON FOREIGN 390124105 97 32,800 SH OTHER 1 x 0 0
GREAT PLAINS ENERGY INC COMMON 391164100 310 15,980 SH OTHER 1 x 0 0
GREAT PLAINS ENERGY INC REDEEMABLE P/S 391164803 640 10,000 SH DEFINED 3 x 0 0
GREEN MTN COFFEE ROASTERS I COMMON 393122106 463 14,080 SH OTHER 1 x 0 0
GREENHILL & CO INC COMMON 395259104 278 3,400 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
GROUPE CGI INC COMMON FOREIGN 39945C109 4,824 279,350 SH DEFINED 3 x 0 0
GROUPE CGI INC COMMON FOREIGN 39945C109 325 18,800 SH OTHER 1 x 0 0
GT SOLAR INTL INC COMMON 3623E0209 113 12,420 SH OTHER 1 x 0 0
GUESS INC COMMON 401617105 351 7,420 SH OTHER 1 x 0 0
HALLIBURTON CO COMMON 406216101 4,819 118,020 SH OTHER 1 x 0 0
HANESBRANDS INC COMMON 410345102 322 12,660 SH OTHER 1 x 0 0
HANOVER INS GROUP INC COMMON 410867105 236 5,060 SH OTHER 1 x 0 0
HANSEN NAT CORP COMMON 411310105 1,082 20,700 SH OTHER 1 x 0 0
HARLEY DAVIDSON INC COMMON 412822108 1,123 32,400 SH OTHER 1 x 0 0
HARMAN INTL INDS INC COMMON 413086109 412 8,908 SH OTHER 1 x 0 0
HARMONIC INC COMMON 413160102 99 11,600 SH OTHER 1 x 0 0
HARRIS CORP DEL COMMON 413875105 696 15,361 SH OTHER 1 x 0 0
HARSCO CORP COMMON 415864107 523 18,460 SH OTHER 1 x 0 0
HARTFORD FINL SVCS GROUP IN COMMON 416515104 1,229 46,380 SH OTHER 1 x 0 0
HARTFORD FINL SVCS GROUP IN NON-REDEEM P/S 416515708 4,021 157,000 SH DEFINED 3 x 0 0
HASBRO INC COMMON 418056107 853 18,080 SH OTHER 1 x 0 0
HAWAIIAN ELEC INDUSTRIES COMMON 419870100 289 12,680 SH OTHER 1 x 0 0
HCC INS HLDGS INC COMMON 404132102 1,158 40,000 SH DEFINED 3 x 0 0
HCC INS HLDGS INC COMMON 404132102 343 11,860 SH OTHER 1 x 0 0
HCP INC COMMON 40414L109 1,507 40,960 SH OTHER 1 x 0 0
HEALTH CARE REIT INC COMMON 42217K106 837 17,560 SH OTHER 1 x 0 0
HEALTH MGMT ASSOC INC NEW COMMON 421933102 314 32,940 SH OTHER 1 x 0 0
HEALTH NET INC COMMON 42222G108 317 11,600 SH OTHER 1 x 0 0
HEALTHSOUTH CORP COMMON 421924309 262 12,660 SH OTHER 1 x 0 0
HECKMANN CORP COMMON 422680108 181 35,940 SH OTHER 1 x 0 0
HECLA MNG CO COMMON 422704106 376 33,380 SH OTHER 1 x 0 0
HEINZ H J CO COMMON 423074103 2,777 56,140 SH OTHER 1 x 0 0
HELIX ENERGY SOLUTIONS GRP COMMON 42330P107 198 16,300 SH OTHER 1 x 0 0
HELMERICH & PAYNE INC COMMON 423452101 511 10,540 SH OTHER 1 x 0 0
HENRY JACK & ASSOC INC COMMON 426281101 248 8,500 SH OTHER 1 x 0 0
HERBALIFE LTD COMMON G4412G101 499 7,300 SH OTHER 1 x 0 0
HERCULES OFFSHORE INC COMMON 427093109 53 15,280 SH OTHER 1 x 0 0
HERCULES TECH GROWTH CAP IN COMMON 427096508 144 13,880 SH OTHER 1 x 0 0
HERSHA HOSPITALITY TR COMMON 427825104 174 26,360 SH OTHER 1 x 0 0
HERSHEY CO COMMON 427866108 1,091 23,140 SH OTHER 1 x 0 0
HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 434 29,940 SH OTHER 1 x 0 0
HESS CORP COMMON 42809H107 2,940 38,405 SH OTHER 1 x 0 0
HEWLETT PACKARD CO COMMON 428236103 12,757 303,011 SH OTHER 1 x 0 0
HEXCEL CORP NEW COMMON 428291108 234 12,920 SH OTHER 1 x 0 0
HIGHWOODS PPTYS INC COMMON 431284108 244 7,660 SH OTHER 1 x 0 0
HILL ROM HLDGS INC COMMON 431475102 301 7,640 SH OTHER 1 x 0 0
HILLTOP HOLDINGS INC COMMON 432748101 118 11,940 SH OTHER 1 x 0 0
HMS HLDGS CORP COMMON 40425J101 236 3,640 SH OTHER 1 x 0 0
HNI CORP COMMON 404251100 220 7,040 SH OTHER 1 x 0 0
HOLLY CORP COMMON 435758305 339 8,320 SH OTHER 1 x 0 0
HOLOGIC INC COMMON 436440101 570 30,280 SH OTHER 1 x 0 0
HOLOGIC INC DEBT 436440AA9 12,639 13,500,000 PRN DEFINED 3 x 0 0
HOME DEPOT INC COMMON 437076102 7,553 215,420 SH OTHER 1 x 0 0
HONEYWELL INTL INC COMMON 438516106 5,250 98,760 SH OTHER 1 x 0 0
HORIZON LINES INC DEBT 44044KAB7 1,290 1,400,000 PRN DEFINED 3 x 0 0
HORMEL FOODS CORP COMMON 440452100 628 12,260 SH OTHER 1 x 0 0
HORNBECK OFFSHORE SVCS INC DEBT 440543AE6 1,833 2,000,000 PRN DEFINED 3 x 0 0
HORSEHEAD HLDG CORP COMMON 440694305 137 10,480 SH OTHER 1 x 0 0
HOSPIRA INC COMMON 441060100 1,190 21,360 SH OTHER 1 x 0 0
HOSPITALITY PPTYS TR COMMON 44106M102 343 14,900 SH OTHER 1 x 0 0
HOST HOTELS & RESORTS INC COMMON 44107P104 1,467 82,120 SH OTHER 1 x 0 0
HUBBELL INC COMMON 443510201 421 7,000 SH OTHER 1 x 0 0
HUDBAY MINERALS INC COMMON FOREIGN 443628102 253 14,000 SH OTHER 1 x 0 0
HUDSON CITY BANCORP COMMON 443683107 760 59,680 SH OTHER 1 x 0 0
HUMAN GENOME SCIENCES INC COMMON 444903108 1,026 42,940 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
HUMANA INC COMMON 444859102 1,332 24,340 SH OTHER 1 x 0 0
HUNT J B TRANS SVCS INC COMMON 445658107 312 7,640 SH OTHER 1 x 0 0
HUNTINGTON BANCSHARES INC COMMON 446150104 584 84,980 SH OTHER 1 x 0 0
HUNTSMAN CORP COMMON 447011107 384 24,620 SH OTHER 1 x 0 0
IAC INTERACTIVECORP COMMON 44919P508 250 8,700 SH OTHER 1 x 0 0
IAMGOLD CORP COMMON FOREIGN 450913108 630 35,300 SH OTHER 1 x 0 0
ICONIX BRAND GROUP INC COMMON 451055107 213 11,040 SH OTHER 1 x 0 0
ICONIX BRAND GROUP INC DEBT 451055AB3 2,261 2,250,000 PRN DEFINED 3 x 0 0
IDEX CORP COMMON 45167R104 370 9,460 SH OTHER 1 x 0 0
IDEXX LABS INC COMMON 45168D104 455 6,580 SH OTHER 1 x 0 0
IESI BFC LTD COMMON FOREIGN 44951D108 313 12,863 SH OTHER 1 x 0 0
IHS INC COMMON 451734107 418 5,200 SH OTHER 1 x 0 0
II VI INC COMMON 902104108 201 4,340 SH OTHER 1 x 0 0
ILLINOIS TOOL WKS INC COMMON 452308109 2,965 55,520 SH OTHER 1 x 0 0
ILLUMINA INC COMMON 452327109 1,007 15,900 SH OTHER 1 x 0 0
ILLUMINA INC DEBT 452327AB5 290 100,000 PRN DEFINED 3 x 0 0
IMPERIAL OIL LTD COMMON FOREIGN 453038408 1,053 25,800 SH OTHER 1 x 0 0
INCYTE CORP COMMON 45337C102 209 12,620 SH OTHER 1 x 0 0
INFINERA CORPORATION COMMON 45667G103 114 11,000 SH OTHER 1 x 0 0
INFORMATICA CORP COMMON 45666Q102 452 10,260 SH OTHER 1 x 0 0
INGERSOLL-RAND PLC COMMON G47791101 1,905 40,460 SH OTHER 1 x 0 0
INGRAM MICRO INC COMMON 457153104 289 15,140 SH OTHER 1 x 0 0
INLAND REAL ESTATE CORP COMMON 457461200 209 23,760 SH OTHER 1 x 0 0
INSPIRE PHARMACEUTICALS INC COMMON 457733103 84 10,000 SH OTHER 1 x 0 0
INTEGRATED DEVICE TECHNOLOG COMMON 458118106 129 19,380 SH OTHER 1 x 0 0
INTEGRYS ENERGY GROUP INC COMMON 45822P105 453 9,340 SH OTHER 1 x 0 0
INTEL CORP COMMON 458140100 15,114 718,698 SH OTHER 1 x 0 0
INTEL CORP DEBT 458140AD2 22,216 22,300,000 PRN DEFINED 3 x 0 0
INTERCONTINENTALEXCHANGE IN COMMON 45865V100 916 7,686 SH OTHER 1 x 0 0
INTERDIGITAL INC COMMON 45867G101 203 4,880 SH OTHER 1 x 0 0
INTERMEC INC COMMON 458786100 146 11,560 SH OTHER 1 x 0 0
INTERNATIONAL BUSINESS MACH COMMON 459200101 24,160 164,620 SH OTHER 1 x 0 0
INTERNATIONAL COAL GRP INC COMMON 45928H106 126 16,240 SH OTHER 1 x 0 0
INTERNATIONAL FLAVORS&FRAGR COMMON 459506101 530 9,540 SH OTHER 1 x 0 0
INTERNATIONAL GAME TECHNOLO DEBT 459902AQ5 22,152 19,200,000 PRN DEFINED 3 x 0 0
INTERNATIONAL RECTIFIER COR COMMON 460254105 270 9,100 SH OTHER 1 x 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 689 64,865 SH OTHER 1 x 0 0
INTERSIL CORP COMMON 46069S109 203 13,300 SH OTHER 1 x 0 0
INTL PAPER CO COMMON 460146103 1,537 56,440 SH OTHER 1 x 0 0
INTREPID POTASH INC COMMON 46121Y102 279 7,480 SH OTHER 1 x 0 0
INTUIT COMMON 461202103 1,844 37,400 SH OTHER 1 x 0 0
INTUITIVE SURGICAL INC COMMON 46120E602 1,299 5,040 SH OTHER 1 x 0 0
INVESTMENT TECHNOLOGY GRP N COMMON 46145F105 167 10,180 SH OTHER 1 x 0 0
INVESTORS REAL ESTATE TR COMMON 461730103 182 20,260 SH OTHER 1 x 0 0
INVITROGEN CORP DEBT 46185RAK6 3,623 3,000,000 PRN DEFINED 3 x 0 0
INVITROGEN CORP DEBT 46185RAM2 9,054 7,600,000 PRN DEFINED 3 x 0 0
ION GEOPHYSICAL CORP COMMON 462044108 162 19,140 SH OTHER 1 x 0 0
IRON MTN INC COMMON 462846106 566 22,620 SH OTHER 1 x 0 0
ISHARES INC COMMON 464286400 27,740 358,400 SH OTHER 1 x 0 0
ISHARES INC COMMON 464286509 2,963 95,583 SH OTHER 1 x 0 0
ISHARES INC COMMON 464286731 5,656 362,100 SH OTHER 1 x 0 0
ISHARES INC COMMON 464286772 11,829 193,321 SH OTHER 1 x 0 0
ISHARES INC COMMON 464286830 3,123 217,190 SH OTHER 1 x 0 0
ISHARES TR COMMON 464287168 73,781 1,479,770 SH DEFINED 3 x 0 0
ISHARES TR COMMON 464287234 133,606 2,805,665 SH OTHER 1 x 0 0
ISHARES TR COMMON 464287465 29,789 511,569 SH OTHER 1 x 0 0
ISHARES TR COMMON 464287655 241 3,080 SH DEFINED 3 x 0 0
ISHARES TR COMMON 464287655 10,637 135,967 SH OTHER 1 x 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 911 90,000 SH DEFINED 3 x 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 118 11,640 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ISTAR FINL INC COMMON 45031U101 89 11,400 SH OTHER 1 x 0 0
ITC HLDGS CORP COMMON 465685105 364 5,880 SH OTHER 1 x 0 0
ITRON INC COMMON 465741106 277 5,000 SH OTHER 1 x 0 0
ITRON INC DEBT 465741AJ5 1,158 1,100,000 PRN DEFINED 3 x 0 0
ITT CORP NEW COMMON 450911102 1,080 20,720 SH OTHER 1 x 0 0
ITT EDUCATIONAL SERVICES IN COMMON 45068B109 579 9,089 SH OTHER 1 x 0 0
IVANHOE MINES LTD COMMON FOREIGN 46579N103 569 24,600 SH OTHER 1 x 0 0
J CREW GROUP INC COMMON 46612H402 325 7,540 SH OTHER 1 x 0 0
JABIL CIRCUIT INC COMMON 466313103 482 24,000 SH OTHER 1 x 0 0
JACOBS ENGR GROUP INC DEL COMMON 469814107 708 15,440 SH OTHER 1 x 0 0
JANUS CAP GROUP INC COMMON 47102X105 322 24,860 SH OTHER 1 x 0 0
JARDEN CORP COMMON 471109108 341 11,040 SH OTHER 1 x 0 0
JDS UNIPHASE CORP COMMON 46612J507 344 23,780 SH OTHER 1 x 0 0
JEFFERIES GROUP INC NEW COMMON 472319102 566 21,240 SH OTHER 1 x 0 0
JEFFERIES GROUP INC NEW DEBT 472319AG7 7,341 7,000,000 PRN DEFINED 3 x 0 0
JOHNSON & JOHNSON COMMON 478160104 22,646 366,147 SH OTHER 1 x 0 0
JOHNSON CTLS INC COMMON 478366107 3,359 87,920 SH OTHER 1 x 0 0
JONES GROUP INC COMMON 48020T101 185 11,900 SH OTHER 1 x 0 0
JONES LANG LASALLE INC COMMON 48020Q107 443 5,280 SH OTHER 1 x 0 0
JOY GLOBAL INC COMMON 481165108 1,102 12,700 SH OTHER 1 x 0 0
JPMORGAN CHASE & CO COMMON 46625H100 21,831 514,633 SH OTHER 1 x 0 0
JUNIPER NETWORKS INC COMMON 48203R104 738 20,000 SH DEFINED 3 x 0 0
JUNIPER NETWORKS INC COMMON 48203R104 2,502 67,760 SH OTHER 1 x 0 0
KANSAS CITY SOUTHERN COMMON 485170302 584 12,200 SH OTHER 1 x 0 0
KAYDON CORP COMMON 486587108 221 5,420 SH OTHER 1 x 0 0
KBR INC COMMON 48242W106 616 20,220 SH OTHER 1 x 0 0
KELLOGG CO COMMON 487836108 2,052 40,180 SH OTHER 1 x 0 0
KENNAMETAL INC COMMON 489170100 363 9,200 SH OTHER 1 x 0 0
KEY ENERGY SVCS INC COMMON 492914106 253 19,460 SH OTHER 1 x 0 0
KEYCORP NEW COMMON 493267108 1,034 116,880 SH OTHER 1 x 0 0
KILROY RLTY CORP COMMON 49427F108 211 5,780 SH OTHER 1 x 0 0
KIMBERLY CLARK CORP COMMON 494368103 946 15,000 SH DEFINED 3 x 0 0
KIMBERLY CLARK CORP COMMON 494368103 3,535 56,080 SH OTHER 1 x 0 0
KIMCO RLTY CORP COMMON 49446R109 986 54,640 SH OTHER 1 x 0 0
KINETIC CONCEPTS INC COMMON 49460W208 330 7,886 SH OTHER 1 x 0 0
KING PHARMACEUTICALS INC COMMON 495582108 444 31,619 SH OTHER 1 x 0 0
KINROSS GOLD CORP COMMON FOREIGN 496902404 2,639 138,748 SH OTHER 1 x 0 0
KINROSS GOLD CORP DEBT 496902AD9 2,578 2,500,000 PRN DEFINED 3 x 0 0
KIRBY CORP COMMON 497266106 281 6,380 SH OTHER 1 x 0 0
KITE RLTY GROUP TR COMMON 49803T102 56 10,280 SH OTHER 1 x 0 0
KLA-TENCOR CORP COMMON 482480100 732 18,940 SH OTHER 1 x 0 0
KNIGHT CAP GROUP INC COMMON 499005106 138 10,000 SH OTHER 1 x 0 0
KODIAK OIL & GAS CORP COMMON 50015Q100 171 25,900 SH OTHER 1 x 0 0
KOHLS CORP COMMON 500255104 2,004 36,880 SH OTHER 1 x 0 0
KOPIN CORP COMMON 500600101 93 22,460 SH OTHER 1 x 0 0
KRAFT FOODS INC COMMON 50075N104 7,425 235,640 SH OTHER 1 x 0 0
KROGER CO COMMON 501044101 1,827 81,700 SH OTHER 1 x 0 0
K-SWISS INC COMMON 482686102 129 10,380 SH OTHER 1 x 0 0
L-1 IDENTITY SOLUTIONS INC COMMON 50212A106 134 11,280 SH OTHER 1 x 0 0
L-3 COMMUNICATIONS CORP DEBT 502413AW7 3,308 3,300,000 PRN DEFINED 3 x 0 0
L-3 COMMUNICATIONS HLDGS IN COMMON 502424104 1,046 14,844 SH OTHER 1 x 0 0
LA Z BOY INC COMMON 505336107 108 11,980 SH OTHER 1 x 0 0
LABORATORY CORP AMER HLDGS COMMON 50540R409 1,270 14,443 SH OTHER 1 x 0 0
LABORATORY CORP AMER HLDGS DEBT 50540RAG7 3,843 3,253,000 PRN DEFINED 3 x 0 0
LACLEDE GROUP INC COMMON 505597104 238 6,500 SH OTHER 1 x 0 0
LAM RESEARCH CORP COMMON 512807108 792 15,300 SH OTHER 1 x 0 0
LAMAR ADVERTISING CO COMMON 512815101 255 6,400 SH OTHER 1 x 0 0
LANDSTAR SYS INC COMMON 515098101 265 6,480 SH OTHER 1 x 0 0
LAS VEGAS SANDS CORP COMMON 517834107 1,994 43,393 SH OTHER 1 x 0 0
LASALLE HOTEL PPTYS COMMON 517942108 244 9,260 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
LATTICE SEMICONDUCTOR CORP COMMON 518415104 79 13,020 SH OTHER 1 x 0 0
LAUDER ESTEE COS INC COMMON 518439104 1,391 17,240 SH OTHER 1 x 0 0
LAWSON SOFTWARE INC NEW COMMON 52078P102 153 16,500 SH OTHER 1 x 0 0
LEAR CORP COMMON 521865204 326 3,300 SH OTHER 1 x 0 0
LEGG MASON INC COMMON 524901105 2,321 64,000 SH DEFINED 3 x 0 0
LEGG MASON INC COMMON 524901105 815 22,460 SH OTHER 1 x 0 0
LEGGETT & PLATT INC COMMON 524660107 455 19,980 SH OTHER 1 x 0 0
LENDER PROCESSING SVCS INC COMMON 52602E102 309 10,480 SH OTHER 1 x 0 0
LENNAR CORP COMMON 526057104 346 18,460 SH OTHER 1 x 0 0
LENNOX INTL INC COMMON 526107107 246 5,200 SH OTHER 1 x 0 0
LEUCADIA NATL CORP COMMON 527288104 690 23,660 SH OTHER 1 x 0 0
LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 388 396,120 SH OTHER 1 x 0 0
LEXINGTON REALTY TRUST COMMON 529043101 125 15,760 SH OTHER 1 x 0 0
LEXMARK INTL NEW COMMON 529771107 322 9,240 SH OTHER 1 x 0 0
LIBERTY GLOBAL INC COMMON 530555101 572 16,180 SH OTHER 1 x 0 0
LIBERTY GLOBAL INC COMMON 530555309 538 15,880 SH OTHER 1 x 0 0
LIBERTY MEDIA CORP NEW COMMON 53071M104 1,158 73,444 SH OTHER 1 x 0 0
LIBERTY MEDIA CORP NEW COMMON 53071M302 622 9,940 SH OTHER 1 x 0 0
LIBERTY MEDIA CORP NEW COMMON 53071M708 392 5,900 SH OTHER 1 x 0 0
LIBERTY PPTY TR COMMON 531172104 479 15,020 SH OTHER 1 x 0 0
LIFE TECHNOLOGIES CORP COMMON 53217V109 1,374 24,760 SH OTHER 1 x 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 265 7,200 SH OTHER 1 x 0 0
LIFEPOINT HOSPITALS INC DEBT 53219LAH2 2,724 2,700,000 PRN DEFINED 3 x 0 0
LILLY ELI & CO COMMON 532457108 5,017 143,180 SH OTHER 1 x 0 0
LIMITED BRANDS INC COMMON 532716107 1,115 36,300 SH OTHER 1 x 0 0
LINCARE HLDGS INC COMMON 532791100 303 11,310 SH OTHER 1 x 0 0
LINCOLN ELEC HLDGS INC COMMON 533900106 343 5,260 SH OTHER 1 x 0 0
LINCOLN NATL CORP IND COMMON 534187109 1,268 45,600 SH OTHER 1 x 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 1,170 33,820 SH OTHER 1 x 0 0
LINEAR TECHNOLOGY CORP DEBT 535678AC0 7,155 6,750,000 PRN DEFINED 3 x 0 0
LIONS GATE ENTMNT CORP COMMON 535919203 101 15,540 SH OTHER 1 x 0 0
LIVE NATION ENTERTAINMENT I COMMON 538034109 173 15,127 SH OTHER 1 x 0 0
LIZ CLAIBORNE INC COMMON 539320101 83 11,640 SH OTHER 1 x 0 0
LKQ CORP COMMON 501889208 323 14,220 SH OTHER 1 x 0 0
LOCKHEED MARTIN CORP COMMON 539830109 524 7,500 SH DEFINED 3 x 0 0
LOCKHEED MARTIN CORP COMMON 539830109 2,898 41,451 SH OTHER 1 x 0 0
LOEWS CORP COMMON 540424108 2,096 53,880 SH OTHER 1 x 0 0
LOGITECH INTL S A COMMON FOREIGN H50430232 371 19,506 SH OTHER 1 x 0 0
LOUISIANA PAC CORP COMMON 546347105 134 14,140 SH OTHER 1 x 0 0
LOWES COS INC COMMON 548661107 4,499 179,375 SH OTHER 1 x 0 0
LSI CORPORATION COMMON 502161102 479 80,040 SH OTHER 1 x 0 0
LUBRIZOL CORP COMMON 549271104 958 8,960 SH OTHER 1 x 0 0
LUCENT TECHNOLOGIES INC DEBT 549463AH0 4,483 4,750,000 PRN DEFINED 3 x 0 0
LUFKIN INDS INC COMMON 549764108 252 4,040 SH OTHER 1 x 0 0
LULULEMON ATHLETICA INC COMMON FOREIGN 550021109 395 5,780 SH OTHER 1 x 0 0
M & T BK CORP COMMON 55261F104 977 11,220 SH OTHER 1 x 0 0
MACERICH CO COMMON 554382101 1,501 31,680 SH OTHER 1 x 0 0
MACK CALI RLTY CORP COMMON 554489104 273 8,260 SH OTHER 1 x 0 0
MACROVISION CORP DEBT 555904AB7 553 250,000 PRN DEFINED 3 x 0 0
MACYS INC COMMON 55616P104 1,472 58,180 SH OTHER 1 x 0 0
MAGNA INTL INC COMMON FOREIGN 559222401 5,487 105,100 SH DEFINED 3 x 0 0
MAGNA INTL INC COMMON FOREIGN 559222401 1,028 19,700 SH OTHER 1 x 0 0
MAIDEN HOLDINGS LTD COMMON G5753U112 105 13,320 SH OTHER 1 x 0 0
MANITOWOC INC COMMON 563571108 194 14,820 SH OTHER 1 x 0 0
MANPOWER INC COMMON 56418H100 799 12,724 SH OTHER 1 x 0 0
MANULIFE FINL CORP COMMON FOREIGN 56501R106 2,083 121,100 SH DEFINED 3 x 0 0
MANULIFE FINL CORP COMMON FOREIGN 56501R106 2,684 155,600 SH OTHER 1 x 0 0
MARATHON OIL CORP COMMON 565849106 3,351 90,500 SH OTHER 1 x 0 0
MARKEL CORP COMMON 570535104 529 1,400 SH OTHER 1 x 0 0
MARKET VECTORS ETF TR COMMON 57060U753 8,430 96,556 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
MARRIOTT INTL INC NEW COMMON 571903202 1,654 39,821 SH OTHER 1 x 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 2,000 73,160 SH OTHER 1 x 0 0
MARSHALL & ILSLEY CORP NEW COMMON 571837103 438 63,340 SH OTHER 1 x 0 0
MARTIN MARIETTA MATLS INC COMMON 573284106 438 4,751 SH OTHER 1 x 0 0
MARVELL TECHNOLOGY GROUP LT COMMON G5876H105 1,316 70,940 SH OTHER 1 x 0 0
MASCO CORP COMMON 574599106 590 46,600 SH OTHER 1 x 0 0
MASSEY ENERGY CO DEBT 576203AJ2 732 750,000 PRN DEFINED 3 x 0 0
MASSEY ENERGY COMPANY COMMON 576206106 656 12,220 SH OTHER 1 x 0 0
MASTEC INC DEBT 576323AG4 1,205 1,000,000 PRN DEFINED 3 x 0 0
MASTERCARD INC COMMON 57636Q104 3,106 13,860 SH OTHER 1 x 0 0
MATTEL INC COMMON 577081102 1,226 48,220 SH OTHER 1 x 0 0
MAXIM INTEGRATED PRODS INC COMMON 57772K101 862 36,480 SH OTHER 1 x 0 0
MB FINANCIAL INC NEW COMMON 55264U108 182 10,520 SH OTHER 1 x 0 0
MBIA INC COMMON 55262C100 225 18,780 SH OTHER 1 x 0 0
MCAFEE INC COMMON 579064106 920 19,860 SH OTHER 1 x 0 0
MCCORMICK & CO INC COMMON 579780206 894 19,220 SH OTHER 1 x 0 0
MCDERMOTT INTL INC COMMON 580037109 1,080 52,221 SH OTHER 1 x 0 0
MCDONALDS CORP COMMON 580135101 10,739 139,900 SH OTHER 1 x 0 0
MCGRAW HILL COS INC COMMON 580645109 1,541 42,320 SH OTHER 1 x 0 0
MCKESSON CORP COMMON 58155Q103 2,418 34,360 SH OTHER 1 x 0 0
MDU RES GROUP INC COMMON 552690109 427 21,080 SH OTHER 1 x 0 0
MEAD JOHNSON NUTRITION CO COMMON 582839106 1,706 27,400 SH OTHER 1 x 0 0
MEADWESTVACO CORP COMMON 583334107 571 21,840 SH OTHER 1 x 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 3,452 56,347 SH OTHER 1 x 0 0
MEDICAL PPTYS TRUST INC COMMON 58463J304 182 16,820 SH OTHER 1 x 0 0
MEDICIS PHARMACEUTICAL CORP DEBT 58470KAA2 2,095 2,000,000 PRN DEFINED 3 x 0 0
MEDNAX INC COMMON 58502B106 380 5,640 SH OTHER 1 x 0 0
MEDTRONIC INC COMMON 585055106 5,267 142,001 SH OTHER 1 x 0 0
MEDTRONIC INC DEBT 585055AM8 33,709 33,500,000 PRN DEFINED 3 x 0 0
MEMC ELECTR MATLS INC COMMON 552715104 276 24,480 SH OTHER 1 x 0 0
MENTOR GRAPHICS CORP COMMON 587200106 197 16,420 SH OTHER 1 x 0 0
MENTOR GRAPHICS CORP DEBT 587200AF3 1,598 1,500,000 PRN DEFINED 3 x 0 0
MERCK & CO INC NEW COMMON 58933Y105 1,802 50,000 SH DEFINED 3 x 0 0
MERCK & CO INC NEW COMMON 58933Y105 14,735 408,852 SH OTHER 1 x 0 0
METHANEX CORP COMMON FOREIGN 59151K108 210 6,900 SH OTHER 1 x 0 0
METLIFE INC COMMON 59156R108 5,677 127,740 SH OTHER 1 x 0 0
METROPCS COMMUNICATIONS INC COMMON 591708102 454 35,960 SH OTHER 1 x 0 0
METTLER TOLEDO INTERNATIONA COMMON 592688105 602 3,980 SH OTHER 1 x 0 0
MF GLOBAL HLDGS LTD COMMON 55277J108 160 19,080 SH OTHER 1 x 0 0
MFA FINANCIAL INC COMMON 55272X102 238 29,180 SH OTHER 1 x 0 0
MGE ENERGY INC COMMON 55277P104 214 5,000 SH OTHER 1 x 0 0
MGIC INVT CORP WIS COMMON 552848103 243 23,820 SH OTHER 1 x 0 0
MGM RESORTS INTERNATIONAL COMMON 552953101 670 45,140 SH OTHER 1 x 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 835 24,420 SH OTHER 1 x 0 0
MICROCHIP TECHNOLOGY INC DEBT 595017AB0 5,507 4,500,000 PRN DEFINED 3 x 0 0
MICROMET INC COMMON 59509C105 144 17,700 SH OTHER 1 x 0 0
MICRON TECHNOLOGY INC COMMON 595112103 876 109,220 SH OTHER 1 x 0 0
MICRON TECHNOLOGY INC DEBT 595112AH6 6,426 6,800,000 PRN DEFINED 3 x 0 0
MICROS SYS INC COMMON 594901100 426 9,720 SH OTHER 1 x 0 0
MICROSEMI CORP COMMON 595137100 241 10,540 SH OTHER 1 x 0 0
MICROSOFT CORP COMMON 594918104 28,300 1,013,618 SH OTHER 1 x 0 0
MKS INSTRUMENT INC COMMON 55306N104 211 8,600 SH OTHER 1 x 0 0
MODUSLINK GLOBAL SOLUTIONS COMMON 60786L107 104 15,580 SH OTHER 1 x 0 0
MOHAWK INDS INC COMMON 608190104 534 9,400 SH OTHER 1 x 0 0
MOLINA HEALTHCARE INC DEBT 60855RAA8 4,195 4,200,000 PRN DEFINED 3 x 0 0
MONSANTO CO NEW COMMON 61166W101 4,822 69,240 SH OTHER 1 x 0 0
MONSTER WORLDWIDE INC COMMON 611742107 373 15,800 SH OTHER 1 x 0 0
MOODYS CORP COMMON 615369105 661 24,911 SH OTHER 1 x 0 0
MOOG INC COMMON 615394202 253 6,360 SH OTHER 1 x 0 0
MORGAN STANLEY COMMON 617446448 4,573 168,080 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
MORGANS HOTEL GROUP CO DEBT 61748WAB4 2,081 2,500,000 PRN DEFINED 3 x 0 0
MOSAIC CO COMMON 61945A107 1,588 20,793 SH OTHER 1 x 0 0
MOTOROLA INC COMMON 620076109 1,315 145,000 SH DEFINED 3 x 0 0
MOTOROLA INC COMMON 620076109 2,583 284,740 SH OTHER 1 x 0 0
MOVE INC COM COMMON 62458M108 55 21,500 SH OTHER 1 x 0 0
MSC INDL DIRECT INC COMMON 553530106 292 4,520 SH OTHER 1 x 0 0
MSCI INC COMMON 55354G100 568 14,568 SH OTHER 1 x 0 0
MUELLER WTR PRODS INC COMMON 624758108 78 18,600 SH OTHER 1 x 0 0
MURPHY OIL CORP COMMON 626717102 1,572 21,080 SH OTHER 1 x 0 0
MVC CAPITAL INC COMMON 553829102 176 12,060 SH OTHER 1 x 0 0
MYLAN INC COMMON 628530107 1,608 76,112 SH DEFINED 3 x 0 0
MYLAN INC COMMON 628530107 867 41,023 SH OTHER 1 x 0 0
MYLAN INC DEBT 628530AG2 6,723 6,350,000 PRN DEFINED 3 x 0 0
MYRIAD GENETICS INC COMMON 62855J104 536 23,480 SH OTHER 1 x 0 0
NABI BIOPHARMACEUTICALS COMMON 629519109 93 15,980 SH OTHER 1 x 0 0
NABORS INDS INC DEBT 629568AP1 12,670 12,750,000 PRN DEFINED 3 x 0 0
NABORS INDUSTRIES LTD COMMON G6359F103 719 30,640 SH OTHER 1 x 0 0
NALCO HOLDING COMPANY COMMON 62985Q101 544 17,020 SH OTHER 1 x 0 0
NASDAQ OMX GROUP INC COMMON 631103108 403 17,017 SH OTHER 1 x 0 0
NASDAQ OMX GROUP INC DEBT 631103AA6 15,840 16,000,000 PRN DEFINED 3 x 0 0
NATIONAL FUEL GAS CO N J COMMON 636180101 537 8,180 SH OTHER 1 x 0 0
NATIONAL INSTRS CORP COMMON 636518102 215 5,700 SH OTHER 1 x 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 3,613 53,721 SH OTHER 1 x 0 0
NATIONAL PENN BANCSHARES IN COMMON 637138108 140 17,380 SH OTHER 1 x 0 0
NATIONAL RETAIL PROPERTIES COMMON 637417106 215 8,100 SH OTHER 1 x 0 0
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 419 30,420 SH OTHER 1 x 0 0
NATIONWIDE HEALTH PPTYS INC COMMON 638620104 453 12,440 SH OTHER 1 x 0 0
NAVISTAR INTL CORP NEW COMMON 63934E108 442 7,640 SH OTHER 1 x 0 0
NAVISTAR INTL CORP NEW DEBT 63934EAL2 5,340 4,000,000 PRN DEFINED 3 x 0 0
NCR CORP NEW COMMON 62886E108 295 19,220 SH OTHER 1 x 0 0
NEKTAR THERAPEUTICS COMMON 640268108 146 11,340 SH OTHER 1 x 0 0
NETAPP INC COMMON 64110D104 2,524 45,920 SH OTHER 1 x 0 0
NETFLIX INC COMMON 64110L106 1,873 10,660 SH OTHER 1 x 0 0
NEUSTAR INC COMMON 64126X201 274 10,520 SH OTHER 1 x 0 0
NEVSUN RES LTD COMMON FOREIGN 64156L101 130 17,400 SH OTHER 1 x 0 0
NEW GOLD INC CDA COMMON FOREIGN 644535106 355 36,500 SH OTHER 1 x 0 0
NEW JERSEY RES COMMON 646025106 230 5,340 SH OTHER 1 x 0 0
NEW YORK CMNTY BANCORP INC COMMON 649445103 999 52,980 SH OTHER 1 x 0 0
NEW YORK TIMES CO COMMON 650111107 160 16,320 SH OTHER 1 x 0 0
NEWALLIANCE BANCSHARES INC COMMON 650203102 180 12,020 SH OTHER 1 x 0 0
NEWELL RUBBERMAID INC COMMON 651229106 1,273 70,000 SH DEFINED 3 x 0 0
NEWELL RUBBERMAID INC COMMON 651229106 733 40,320 SH OTHER 1 x 0 0
NEWFIELD EXPL CO COMMON 651290108 1,373 19,040 SH OTHER 1 x 0 0
NEWMONT MINING CORP COMMON 651639106 3,881 63,180 SH OTHER 1 x 0 0
NEWMONT MINING CORP DEBT 651639AH9 10,000 6,975,000 PRN DEFINED 3 x 0 0
NEWMONT MINING CORP DEBT 651639AJ5 9,886 6,800,000 PRN DEFINED 3 x 0 0
NEWPARK RES INC COMMON 651718504 67 10,800 SH OTHER 1 x 0 0
NEWS CORP COMMON 65248E104 3,705 254,440 SH OTHER 1 x 0 0
NEWS CORP COMMON 65248E203 1,259 76,698 SH OTHER 1 x 0 0
NEXEN INC COMMON FOREIGN 65334H102 1,332 58,100 SH OTHER 1 x 0 0
NEXTERA ENERGY INC COMMON 65339F101 2,574 49,500 SH OTHER 1 x 0 0
NICE SYS LTD COMMON FOREIGN 653656108 243 6,954 SH OTHER 1 x 0 0
NICOR INC COMMON 654086107 264 5,280 SH OTHER 1 x 0 0
NII HLDGS INC COMMON 62913F201 987 22,100 SH OTHER 1 x 0 0
NIKE INC COMMON 654106103 4,061 47,540 SH OTHER 1 x 0 0
NISOURCE INC COMMON 65473P105 796 45,160 SH OTHER 1 x 0 0
NOBLE CORPORATION BAAR COMMON FOREIGN H5833N103 1,132 31,640 SH OTHER 1 x 0 0
NOBLE ENERGY INC COMMON 655044105 2,010 23,352 SH OTHER 1 x 0 0
NORDSON CORP COMMON 655663102 333 3,620 SH OTHER 1 x 0 0
NORDSTROM INC COMMON 655664100 1,062 25,060 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
NORFOLK SOUTHERN CORP COMMON 655844108 2,933 46,687 SH OTHER 1 x 0 0
NORTH AMERN PALLADIUM LTD COMMON FOREIGN 656912102 128 18,400 SH OTHER 1 x 0 0
NORTHEAST UTILS COMMON 664397106 787 24,680 SH OTHER 1 x 0 0
NORTHERN OIL & GAS INC NEV COMMON 665531109 223 8,200 SH OTHER 1 x 0 0
NORTHERN TR CORP COMMON 665859104 404 7,300 SH OTHER 1 x 0 0
NORTHGATE MINERALS CORP COMMON FOREIGN 666416102 134 42,000 SH OTHER 1 x 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 2,357 36,380 SH OTHER 1 x 0 0
NORTHSTAR RLTY FIN CORP COMMON 66704R100 49 10,420 SH OTHER 1 x 0 0
NORTHWEST BANCSHARES INC MD COMMON 667340103 157 13,335 SH OTHER 1 x 0 0
NORTHWEST NAT GAS CO COMMON 667655104 208 4,480 SH OTHER 1 x 0 0
NOVAGOLD RES INC COMMON FOREIGN 66987E206 223 15,600 SH OTHER 1 x 0 0
NOVELL INC COMMON 670006105 226 38,180 SH OTHER 1 x 0 0
NOVELLUS SYS INC COMMON 670008101 323 9,980 SH OTHER 1 x 0 0
NPS PHARMACEUTICALS INC COMMON 62936P103 135 17,060 SH OTHER 1 x 0 0
NRG ENERGY INC COMMON 629377508 523 26,780 SH OTHER 1 x 0 0
NSTAR COMMON 67019E107 676 16,020 SH OTHER 1 x 0 0
NU SKIN ENTERPRISES INC COMMON 67018T105 248 8,200 SH OTHER 1 x 0 0
NUANCE COMMUNICATIONS INC COMMON 67020Y100 545 30,000 SH DEFINED 3 x 0 0
NUANCE COMMUNICATIONS INC COMMON 67020Y100 524 28,800 SH OTHER 1 x 0 0
NUCOR CORP COMMON 670346105 1,735 39,600 SH OTHER 1 x 0 0
NUVASIVE INC DEBT 670704AB1 1,950 2,000,000 PRN DEFINED 3 x 0 0
NV ENERGY INC COMMON 67073Y106 385 27,400 SH OTHER 1 x 0 0
NVIDIA CORP COMMON 67066G104 1,107 71,900 SH OTHER 1 x 0 0
NVR INC COMMON 62944T105 428 620 SH OTHER 1 x 0 0
NYSE EURONEXT COMMON 629491101 979 32,640 SH OTHER 1 x 0 0
OASIS PETE INC NEW COMMON 674215108 204 7,520 SH OTHER 1 x 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 1,472 15,000 SH DEFINED 3 x 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 10,283 104,826 SH OTHER 1 x 0 0
OCEANEERING INTL INC COMMON 675232102 486 6,600 SH OTHER 1 x 0 0
OFFICE DEPOT INC COMMON 676220106 217 40,260 SH OTHER 1 x 0 0
OFFICEMAX INC DEL COMMON 67622P101 207 11,680 SH OTHER 1 x 0 0
OGE ENERGY CORP COMMON 670837103 465 10,220 SH OTHER 1 x 0 0
OIL STS INTL INC COMMON 678026105 388 6,060 SH OTHER 1 x 0 0
OLD NATL BANCORP IND COMMON 680033107 175 14,740 SH OTHER 1 x 0 0
OLD REP INTL CORP COMMON 680223104 513 37,614 SH OTHER 1 x 0 0
OLD REP INTL CORP DEBT 680223AF1 6,985 5,500,000 PRN DEFINED 3 x 0 0
OLIN CORP COMMON 680665205 221 10,780 SH OTHER 1 x 0 0
OMEGA HEALTHCARE INVS INC COMMON 681936100 210 9,380 SH OTHER 1 x 0 0
OMNICARE INC COMMON 681904108 382 15,060 SH OTHER 1 x 0 0
OMNICARE INC DEBT 681904AL2 410 447,000 PRN DEFINED 3 x 0 0
OMNICARE INC DEBT 681904AN8 2,230 2,000,000 PRN DEFINED 3 x 0 0
OMNICOM GROUP INC COMMON 681919106 1,921 41,940 SH OTHER 1 x 0 0
ON SEMICONDUCTOR CORP COMMON 682189105 496 50,220 SH OTHER 1 x 0 0
ON SEMICONDUCTOR CORP DEBT 682189AG0 3,162 2,700,000 PRN DEFINED 3 x 0 0
ONEOK INC NEW COMMON 682680103 693 12,500 SH OTHER 1 x 0 0
ONYX PHARMACEUTICALS INC COMMON 683399109 304 8,240 SH OTHER 1 x 0 0
ONYX PHARMACEUTICALS INC DEBT 683399AB5 1,806 1,510,000 PRN DEFINED 3 x 0 0
ORACLE CORP COMMON 68389X105 16,256 519,360 SH OTHER 1 x 0 0
ORIENT-EXPRESS HOTELS LTD COMMON G67743107 197 15,160 SH OTHER 1 x 0 0
OSHKOSH CORP COMMON 688239201 405 11,500 SH OTHER 1 x 0 0
OWENS & MINOR INC NEW COMMON 690732102 229 7,780 SH OTHER 1 x 0 0
OWENS CORNING NEW COMMON 690742101 442 14,180 SH OTHER 1 x 0 0
OWENS ILL INC COMMON 690768403 656 21,380 SH OTHER 1 x 0 0
PACCAR INC COMMON 693718108 2,484 43,260 SH OTHER 1 x 0 0
PACKAGING CORP AMER COMMON 695156109 305 11,820 SH OTHER 1 x 0 0
PAETEC HOLDING CORP COMMON 695459107 59 15,820 SH OTHER 1 x 0 0
PALL CORP COMMON 696429307 665 13,420 SH OTHER 1 x 0 0
PAN AMERICAN SILVER CORP COMMON FOREIGN 697900108 453 11,000 SH OTHER 1 x 0 0
PANERA BREAD CO COMMON 69840W108 308 3,040 SH OTHER 1 x 0 0
PARAMETRIC TECHNOLOGY CORP COMMON 699173209 296 13,120 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
PARKER DRILLING CO COMMON 701081101 129 28,140 SH OTHER 1 x 0 0
PARKER HANNIFIN CORP COMMON 701094104 1,776 20,580 SH OTHER 1 x 0 0
PARTNERRE LTD COMMON G6852T105 839 10,440 SH OTHER 1 x 0 0
PATTERSON COMPANIES INC COMMON 703395103 366 11,960 SH OTHER 1 x 0 0
PATTERSON UTI ENERGY INC COMMON 703481101 553 25,640 SH OTHER 1 x 0 0
PAYCHEX INC COMMON 704326107 1,544 49,945 SH OTHER 1 x 0 0
PDL BIOPHARMA INC COMMON 69329Y104 83 13,260 SH OTHER 1 x 0 0
PEABODY ENERGY CORP COMMON 704549104 2,290 35,800 SH OTHER 1 x 0 0
PEABODY ENERGY CORP DEBT 704549AG9 6,145 4,750,000 PRN DEFINED 3 x 0 0
PENGROWTH ENERGY TR COMMON FOREIGN 706902509 355 27,600 SH OTHER 1 x 0 0
PENN NATL GAMING INC COMMON 707569109 271 7,720 SH OTHER 1 x 0 0
PENN VA CORP DEBT 707882AA4 2,822 2,850,000 PRN DEFINED 3 x 0 0
PENN WEST ENERGY TR COMMON FOREIGN 707885109 983 41,000 SH OTHER 1 x 0 0
PENNEY J C INC COMMON 708160106 945 29,240 SH OTHER 1 x 0 0
PENTAIR INC COMMON 709631105 332 9,100 SH OTHER 1 x 0 0
PEPCO HOLDINGS INC COMMON 713291102 454 24,871 SH OTHER 1 x 0 0
PEPSICO INC COMMON 713448108 17,945 274,680 SH OTHER 1 x 0 0
PERKINELMER INC COMMON 714046109 345 13,380 SH OTHER 1 x 0 0
PERRIGO CO COMMON 714290103 638 10,080 SH OTHER 1 x 0 0
PETROHAWK ENERGY CORP COMMON 716495106 664 36,393 SH OTHER 1 x 0 0
PETSMART INC COMMON 716768106 585 14,700 SH OTHER 1 x 0 0
PFIZER INC COMMON 717081103 18,311 1,045,760 SH OTHER 1 x 0 0
PG&E CORP COMMON 69331C108 2,421 50,600 SH OTHER 1 x 0 0
PHARMACEUTICAL PROD DEV INC COMMON 717124101 316 11,660 SH OTHER 1 x 0 0
PHILLIPS VAN HEUSEN CORP COMMON 718592108 474 7,520 SH OTHER 1 x 0 0
PHOENIX COS INC NEW COMMON 71902E109 81 32,000 SH OTHER 1 x 0 0
PIEDMONT NAT GAS INC COMMON 720186105 249 8,900 SH OTHER 1 x 0 0
PIEDMONT OFFICE REALTY TR I COMMON 720190206 251 12,480 SH OTHER 1 x 0 0
PIER 1 IMPORTS INC COMMON 720279108 167 15,860 SH OTHER 1 x 0 0
PINNACLE WEST CAP CORP COMMON 723484101 906 21,860 SH OTHER 1 x 0 0
PIONEER NAT RES CO COMMON 723787107 1,398 16,100 SH OTHER 1 x 0 0
PIONEER NAT RES CO DEBT 723787AH0 4,844 3,200,000 PRN DEFINED 3 x 0 0
PITNEY BOWES INC COMMON 724479100 538 22,240 SH OTHER 1 x 0 0
PLAINS EXPL& PRODTN CO COMMON 726505100 496 15,420 SH OTHER 1 x 0 0
PLATINUM UNDERWRITER HLDGS COMMON G7127P100 247 5,500 SH OTHER 1 x 0 0
PLUM CREEK TIMBER CO INC COMMON 729251108 700 18,700 SH OTHER 1 x 0 0
PMC-SIERRA INC COMMON 69344F106 247 28,740 SH OTHER 1 x 0 0
PMC-SIERRA INC DEBT 69344FAD8 1,470 1,250,000 PRN DEFINED 3 x 0 0
PMI GROUP INC COMMON 69344M101 58 17,680 SH OTHER 1 x 0 0
PNC FINL SVCS GROUP INC COMMON 693475105 4,186 68,940 SH OTHER 1 x 0 0
PNM RES INC COMMON 69349H107 180 13,840 SH OTHER 1 x 0 0
POLARIS INDS INC COMMON 731068102 265 3,400 SH OTHER 1 x 0 0
POLO RALPH LAUREN CORP COMMON 731572103 916 8,260 SH OTHER 1 x 0 0
POLYCOM INC COMMON 73172K104 348 8,940 SH OTHER 1 x 0 0
POLYONE CORP COMMON 73179P106 131 10,520 SH OTHER 1 x 0 0
POPULAR INC COMMON 733174106 424 135,040 SH OTHER 1 x 0 0
POWER ONE INC NEW COMMON 73930R102 135 13,260 SH OTHER 1 x 0 0
POWERSHARES INDIA ETF TR COMMON 73935L100 11,806 464,441 SH OTHER 1 x 0 0
PPG INDS INC COMMON 693506107 1,832 21,788 SH OTHER 1 x 0 0
PPL CORP COMMON 69351T106 1,454 55,240 SH OTHER 1 x 0 0
PPL CORP REDEEMABLE P/S 69351T601 3,848 70,000 SH DEFINED 3 x 0 0
PRAXAIR INC COMMON 74005P104 3,868 40,520 SH OTHER 1 x 0 0
PRECISION CASTPARTS CORP COMMON 740189105 2,503 17,980 SH OTHER 1 x 0 0
PRECISION DRILLING CORP COMMON FOREIGN 74022D308 210 21,800 SH OTHER 1 x 0 0
PREMIERE GLOBAL SVCS INC COMMON 740585104 107 15,785 SH OTHER 1 x 0 0
PRICE T ROWE GROUP INC COMMON 74144T108 2,505 38,820 SH OTHER 1 x 0 0
PRICELINE COM INC COMMON 741503403 2,469 6,180 SH OTHER 1 x 0 0
PRIDE INTL INC DEL COMMON 74153Q102 708 21,460 SH OTHER 1 x 0 0
PRINCIPAL FINL GROUP INC COMMON 74251V102 1,229 37,740 SH OTHER 1 x 0 0
PRIVATEBANCORP INC COMMON 742962103 147 10,200 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
PROASSURANCE CORP COMMON 74267C106 208 3,440 SH OTHER 1 x 0 0
PROCTER & GAMBLE CO COMMON 742718109 23,846 370,680 SH OTHER 1 x 0 0
PROGRESS ENERGY INC COMMON 743263105 1,393 32,040 SH OTHER 1 x 0 0
PROGRESS SOFTWARE CORP COMMON 743312100 240 5,660 SH OTHER 1 x 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 1,759 88,520 SH OTHER 1 x 0 0
PROLOGIS COMMON 743410102 969 67,100 SH OTHER 1 x 0 0
PROSPECT CAPITAL CORPORATIO COMMON 74348T102 121 11,220 SH OTHER 1 x 0 0
PROTECTIVE LIFE CORP COMMON 743674103 320 12,000 SH OTHER 1 x 0 0
PROVIDENT ENERGY TR COMMON FOREIGN 74386K104 407 51,200 SH OTHER 1 x 0 0
PROVIDENT NEW YORK BANCORP COMMON 744028101 162 15,480 SH OTHER 1 x 0 0
PRUDENTIAL FINL INC COMMON 744320102 3,854 65,640 SH OTHER 1 x 0 0
PUBLIC STORAGE COMMON 74460D109 1,941 19,140 SH OTHER 1 x 0 0
PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 2,061 64,800 SH OTHER 1 x 0 0
PULTE GROUP INC COMMON 745867101 322 42,847 SH OTHER 1 x 0 0
QEP RES INC COMMON 74733V100 791 21,780 SH OTHER 1 x 0 0
QIAGEN N V COMMON FOREIGN N72482107 302 15,337 SH OTHER 1 x 0 0
QLIK TECHNOLOGIES INC COMMON 74733T105 266 10,320 SH OTHER 1 x 0 0
QLOGIC CORP COMMON 747277101 193 11,340 SH OTHER 1 x 0 0
QUALCOMM INC COMMON 747525103 10,242 206,960 SH OTHER 1 x 0 0
QUANTA SVCS INC COMMON 74762E102 469 23,520 SH OTHER 1 x 0 0
QUANTUM CORP COMMON 747906204 100 26,760 SH OTHER 1 x 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 1,090 20,200 SH OTHER 1 x 0 0
QUESTAR CORP COMMON 748356102 651 37,380 SH OTHER 1 x 0 0
QUICKSILVER RESOURCES INC COMMON 74837R104 239 16,200 SH OTHER 1 x 0 0
QUICKSILVER RESOURCES INC DEBT 74837RAB0 273 250,000 PRN DEFINED 3 x 0 0
QUIKSILVER INC COMMON 74838C106 103 20,220 SH OTHER 1 x 0 0
QWEST COMMUNICATIONS INTL I COMMON 749121109 1,456 191,360 SH OTHER 1 x 0 0
RACKSPACE HOSTING INC COMMON 750086100 398 12,660 SH OTHER 1 x 0 0
RADIAN GROUP INC COMMON 750236101 121 14,940 SH OTHER 1 x 0 0
RADIOSHACK CORP COMMON 750438103 268 14,520 SH OTHER 1 x 0 0
RALCORP HLDGS INC NEW COMMON 751028101 463 7,120 SH OTHER 1 x 0 0
RAMBUS INC DEL COMMON 750917106 288 14,040 SH OTHER 1 x 0 0
RANGE RES CORP COMMON 75281A109 878 19,521 SH OTHER 1 x 0 0
RAYMOND JAMES FINANCIAL INC COMMON 754730109 420 12,840 SH OTHER 1 x 0 0
RAYONIER INC COMMON 754907103 577 10,980 SH OTHER 1 x 0 0
RAYONIER TRS HLDGS INC DEBT 75508AAB2 6,409 5,800,000 PRN DEFINED 3 x 0 0
RAYTHEON CO COMMON 755111507 2,215 47,805 SH OTHER 1 x 0 0
REALNETWORKS INC COMMON 75605L104 66 15,800 SH OTHER 1 x 0 0
REALTY INCOME CORP COMMON 756109104 360 10,520 SH OTHER 1 x 0 0
RED HAT INC COMMON 756577102 1,156 25,320 SH OTHER 1 x 0 0
REDWOOD TR INC COMMON 758075402 153 10,280 SH OTHER 1 x 0 0
REGAL BELOIT CORP COMMON 758750103 339 5,080 SH OTHER 1 x 0 0
REGENCY CTRS CORP COMMON 758849103 525 12,440 SH OTHER 1 x 0 0
REGENERON PHARMACEUTICALS COMMON 75886F107 318 9,680 SH OTHER 1 x 0 0
REGIONS FINANCIAL CORP NEW COMMON 7591EP100 1,143 163,340 SH OTHER 1 x 0 0
REINSURANCE GROUP AMER INC COMMON 759351604 410 7,640 SH OTHER 1 x 0 0
RELIANCE STEEL & ALUMINUM C COMMON 759509102 455 8,900 SH OTHER 1 x 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 609 9,560 SH OTHER 1 x 0 0
RENT A CTR INC NEW COMMON 76009N100 269 8,320 SH OTHER 1 x 0 0
REPUBLIC SVCS INC COMMON 760759100 1,469 49,180 SH OTHER 1 x 0 0
RESEARCH IN MOTION LTD COMMON FOREIGN 760975102 4,360 74,650 SH DEFINED 3 x 0 0
RF MICRODEVICES INC COMMON 749941100 238 32,380 SH OTHER 1 x 0 0
RITE AID CORP COMMON 767754104 112 126,520 SH OTHER 1 x 0 0
RIVERBED TECHNOLOGY INC COMMON 768573107 522 14,840 SH OTHER 1 x 0 0
ROBERT HALF INTL INC COMMON 770323103 621 20,300 SH OTHER 1 x 0 0
ROCK-TENN CO COMMON 772739207 216 4,000 SH OTHER 1 x 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 1,231 17,160 SH OTHER 1 x 0 0
ROCKWELL COLLINS INC COMMON 774341101 1,343 23,060 SH OTHER 1 x 0 0
ROCKWOOD HLDGS INC COMMON 774415103 279 7,120 SH OTHER 1 x 0 0
ROGERS COMMUNICATIONS INC COMMON FOREIGN 775109200 1,406 40,500 SH DEFINED 3 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ROGERS COMMUNICATIONS INC COMMON FOREIGN 775109200 1,430 41,100 SH OTHER 1 x 0 0
ROPER INDS INC NEW COMMON 776696106 902 11,800 SH OTHER 1 x 0 0
ROPER INDS INC NEW DEBT 776696AA4 1,526 1,600,000 PRN DEFINED 3 x 0 0
ROSETTA RESOURCES INC COMMON 777779307 266 7,060 SH OTHER 1 x 0 0
ROSS STORES INC COMMON 778296103 875 13,840 SH OTHER 1 x 0 0
ROVI CORP COMMON 779376102 780 12,580 SH OTHER 1 x 0 0
ROWAN COS INC COMMON 779382100 430 12,320 SH OTHER 1 x 0 0
ROYAL BK CDA MONTREAL QUE COMMON FOREIGN 780087102 8,122 154,701 SH DEFINED 3 x 0 0
ROYAL BK CDA MONTREAL QUE COMMON FOREIGN 780087102 6,756 128,400 SH OTHER 1 x 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 952 20,260 SH OTHER 1 x 0 0
ROYAL GOLD INC COMMON 780287108 339 6,200 SH OTHER 1 x 0 0
RPM INTL INC COMMON 749685103 348 15,740 SH OTHER 1 x 0 0
RUBICON MINERALS CORP COMMON FOREIGN 780911103 86 15,000 SH OTHER 1 x 0 0
RUBY TUESDAY INC COMMON 781182100 132 10,100 SH OTHER 1 x 0 0
RUDOLPH TECHNOLOGIES INC COMMON 781270103 101 12,280 SH OTHER 1 x 0 0
RYDER SYS INC COMMON 783549108 322 6,120 SH OTHER 1 x 0 0
S1 CORPORATION COMMON 78463B101 117 16,980 SH OTHER 1 x 0 0
SAFEWAY INC COMMON 786514208 1,180 52,470 SH OTHER 1 x 0 0
SAIC INC COMMON 78390X101 669 42,200 SH OTHER 1 x 0 0
SAKS INC COMMON 79377W108 160 14,960 SH OTHER 1 x 0 0
SALESFORCE COM INC COMMON 79466L302 1,977 14,980 SH OTHER 1 x 0 0
SALIX PHARMACEUTICALS INC COMMON 795435106 292 6,220 SH OTHER 1 x 0 0
SALLY BEAUTY HLDGS INC COMMON 79546E104 218 15,020 SH OTHER 1 x 0 0
SANDISK CORP COMMON 80004C101 1,496 30,000 SH OTHER 1 x 0 0
SANDISK CORP DEBT 80004CAC5 5,534 5,750,000 PRN DEFINED 3 x 0 0
SANDISK CORP DEBT 80004CAD3 2,878 2,550,000 PRN DEFINED 3 x 0 0
SANDRIDGE ENERGY INC COMMON 80007P307 356 48,637 SH OTHER 1 x 0 0
SAPIENT CORP COMMON 803062108 146 12,060 SH OTHER 1 x 0 0
SARA LEE CORP COMMON 803111103 1,643 93,847 SH OTHER 1 x 0 0
SBA COMMUNICATIONS CORP COMMON 78388J106 640 15,640 SH OTHER 1 x 0 0
SCANA CORP NEW COMMON 80589M102 578 14,240 SH OTHER 1 x 0 0
SCHEIN HENRY INC COMMON 806407102 689 11,220 SH OTHER 1 x 0 0
SCHLUMBERGER LTD COMMON 806857108 2,088 25,000 SH DEFINED 3 x 0 0
SCHLUMBERGER LTD COMMON 806857108 14,778 176,986 SH OTHER 1 x 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 2,278 133,126 SH OTHER 1 x 0 0
SCIENTIFIC GAMES CORP COMMON 80874P109 102 10,200 SH OTHER 1 x 0 0
SCOTTS MIRACLE GRO CO COMMON 810186106 278 5,480 SH OTHER 1 x 0 0
SCRIPPS NETWORKS INTERACT I COMMON 811065101 576 11,140 SH OTHER 1 x 0 0
SEACOR HOLDINGS INC COMMON 811904101 278 2,753 SH OTHER 1 x 0 0
SEADRILL LIMITED COMMON FOREIGN G7945E105 902 26,700 SH OTHER 1 x 0 0
SEAGATE TECHNOLOGY PLC COMMON FOREIGN G7945M107 892 59,360 SH OTHER 1 x 0 0
SEALED AIR CORP NEW COMMON 81211K100 574 22,560 SH OTHER 1 x 0 0
SEARS HLDGS CORP COMMON 812350106 400 5,420 SH OTHER 1 x 0 0
SEATTLE GENETICS INC COMMON 812578102 198 13,220 SH OTHER 1 x 0 0
SEI INVESTMENTS CO COMMON 784117103 457 19,220 SH OTHER 1 x 0 0
SEMPRA ENERGY COMMON 816851109 1,918 36,540 SH OTHER 1 x 0 0
SENIOR HSG PPTYS TR COMMON 81721M109 337 15,340 SH OTHER 1 x 0 0
SENSATA TECHNOLOGIES HLDG B COMMON N7902X106 250 8,300 SH OTHER 1 x 0 0
SENSIENT TECHNOLOGIES CORP COMMON 81725T100 235 6,400 SH OTHER 1 x 0 0
SEQUENOM INC COMMON 817337405 113 14,040 SH OTHER 1 x 0 0
SERVICE CORP INTL COMMON 817565104 264 32,060 SH OTHER 1 x 0 0
SESI L L C DEBT 78412FAH7 5,094 5,000,000 PRN DEFINED 3 x 0 0
SHAW COMMUNICATIONS INC COMMON FOREIGN 82028K200 633 29,500 SH OTHER 1 x 0 0
SHAW GROUP INC COMMON 820280105 361 10,540 SH OTHER 1 x 0 0
SHERWIN WILLIAMS CO COMMON 824348106 992 11,840 SH OTHER 1 x 0 0
SIGMA ALDRICH CORP COMMON 826552101 916 13,760 SH OTHER 1 x 0 0
SIGNATURE BK NEW YORK N Y COMMON 82669G104 228 4,560 SH OTHER 1 x 0 0
SIGNET JEWELERS LIMITED COMMON FOREIGN G81276100 467 10,760 SH OTHER 1 x 0 0
SILGAN HOLDINGS INC COMMON 827048109 205 5,720 SH OTHER 1 x 0 0
SILVER STD RES INC COMMON FOREIGN 82823L106 271 9,700 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
SILVER WHEATON CORP COMMON FOREIGN 828336107 5,032 128,525 SH DEFINED 3 x 0 0
SILVER WHEATON CORP COMMON FOREIGN 828336107 1,184 30,200 SH OTHER 1 x 0 0
SILVERCORP METALS INC COMMON FOREIGN 82835P103 172 13,400 SH OTHER 1 x 0 0
SIMON PPTY GROUP INC NEW COMMON 828806109 3,955 39,753 SH OTHER 1 x 0 0
SIMPSON MANUFACTURING CO IN COMMON 829073105 210 6,780 SH OTHER 1 x 0 0
SIRIUS XM RADIO INC COMMON 82967N108 812 495,120 SH OTHER 1 x 0 0
SIRONA DENTAL SYSTEMS INC COMMON 82966C103 252 6,020 SH OTHER 1 x 0 0
SKYWORKS SOLUTIONS INC COMMON 83088M102 587 20,520 SH OTHER 1 x 0 0
SL GREEN RLTY CORP COMMON 78440X101 635 9,400 SH OTHER 1 x 0 0
SM ENERGY CO COMMON 78454L100 461 7,820 SH OTHER 1 x 0 0
SMITHFIELD FOODS INC COMMON 832248108 567 27,500 SH OTHER 1 x 0 0
SMUCKER J M CO COMMON 832696405 1,128 17,180 SH OTHER 1 x 0 0
SMURFIT-STONE CONTAINER COR COMMON 83272A104 303 11,820 SH OTHER 1 x 0 0
SNAP ON INC COMMON 833034101 341 6,020 SH OTHER 1 x 0 0
SOHU COM INC COMMON FOREIGN 83408W103 225 3,540 SH OTHER 1 x 0 0
SOLERA HOLDINGS INC COMMON 83421A104 448 8,720 SH OTHER 1 x 0 0
SOLUTIA INC COMMON 834376501 368 15,940 SH OTHER 1 x 0 0
SONOCO PRODS CO COMMON 835495102 358 10,620 SH OTHER 1 x 0 0
SONUS NETWORKS INC COMMON 835916107 96 36,140 SH OTHER 1 x 0 0
SOTHEBYS COMMON 835898107 332 7,380 SH OTHER 1 x 0 0
SOUTH JERSEY INDS INC COMMON 838518108 202 3,820 SH OTHER 1 x 0 0
SOUTHERN CO COMMON 842587107 4,106 107,400 SH OTHER 1 x 0 0
SOUTHERN UN CO NEW COMMON 844030106 345 14,320 SH OTHER 1 x 0 0
SOUTHWEST AIRLS CO COMMON 844741108 411 31,660 SH OTHER 1 x 0 0
SOUTHWEST GAS CORP COMMON 844895102 287 7,820 SH OTHER 1 x 0 0
SOUTHWESTERN ENERGY CO COMMON 845467109 1,667 44,540 SH OTHER 1 x 0 0
SPDR INDEX SHS FDS COMMON 78463X608 6,352 128,200 SH OTHER 1 x 0 0
SPDR S&P 500 ETF TR COMMON 78462F103 3,449 27,424 SH DEFINED 3 x 0 0
SPDR S&P 500 ETF TR COMMON 78462F103 32,616 259,307 SH OTHER 1 x 0 0
SPECTRA ENERGY CORP COMMON 847560109 2,218 88,740 SH OTHER 1 x 0 0
SPIRIT AEROSYSTEMS HLDGS IN COMMON 848574109 283 13,600 SH OTHER 1 x 0 0
SPRINT NEXTEL CORP COMMON 852061100 1,605 379,380 SH OTHER 1 x 0 0
SPX CORP COMMON 784635104 337 4,720 SH OTHER 1 x 0 0
ST JOE CO COMMON 790148100 295 13,500 SH OTHER 1 x 0 0
ST JUDE MED INC COMMON 790849103 1,841 43,060 SH OTHER 1 x 0 0
STAGE STORES INC COMMON 85254C305 177 10,180 SH OTHER 1 x 0 0
STANCORP FINL GROUP INC COMMON 852891100 244 5,400 SH OTHER 1 x 0 0
STANDARD PAC CORP NEW COMMON 85375C101 59 12,900 SH OTHER 1 x 0 0
STANLEY BLACK & DECKER INC COMMON 854502101 1,432 21,421 SH OTHER 1 x 0 0
STANLEY WKS DEBT 854616AM1 3,249 2,875,000 PRN DEFINED 3 x 0 0
STAPLES INC COMMON 855030102 1,952 85,720 SH OTHER 1 x 0 0
STARBUCKS CORP COMMON 855244109 3,196 99,480 SH OTHER 1 x 0 0
STARWOOD HOTELS&RESORTS WRL COMMON 85590A401 1,612 26,520 SH OTHER 1 x 0 0
STARWOOD PPTY TR INC COMMON 85571B105 239 11,140 SH OTHER 1 x 0 0
STATE STR CORP COMMON 857477103 3,169 68,380 SH OTHER 1 x 0 0
STEEL DYNAMICS INC COMMON 858119100 420 22,960 SH OTHER 1 x 0 0
STEEL DYNAMICS INC DEBT 858119AP5 3,296 2,600,000 PRN DEFINED 3 x 0 0
STERICYCLE INC COMMON 858912108 830 10,260 SH OTHER 1 x 0 0
STERIS CORP COMMON 859152100 251 6,880 SH OTHER 1 x 0 0
STERLING BANCSHARES INC COMMON 858907108 100 14,220 SH OTHER 1 x 0 0
STEWART ENTERPRISES INC COMMON 860370105 130 19,440 SH OTHER 1 x 0 0
STIFEL FINL CORP COMMON 860630102 267 4,300 SH OTHER 1 x 0 0
STILLWATER MNG CO COMMON 86074Q102 270 12,660 SH OTHER 1 x 0 0
STRAYER ED INC COMMON 863236105 295 1,940 SH OTHER 1 x 0 0
STRYKER CORP COMMON 863667101 2,138 39,816 SH OTHER 1 x 0 0
SUN LIFE FINL INC COMMON FOREIGN 866796105 1,996 65,900 SH OTHER 1 x 0 0
SUNCOR ENERGY INC NEW COMMON FOREIGN 867224107 7,849 204,400 SH DEFINED 3 x 0 0
SUNCOR ENERGY INC NEW COMMON FOREIGN 867224107 5,513 143,196 SH OTHER 1 x 0 0
SUNOCO INC COMMON 86764P109 630 15,620 SH OTHER 1 x 0 0
SUNPOWER CORP COMMON 867652109 513 40,000 SH DEFINED 3 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
SUNPOWER CORP COMMON 867652109 72 5,640 SH OTHER 1 x 0 0
SUNPOWER CORP DEBT 867652AA7 471 500,000 PRN DEFINED 3 x 0 0
SUNSTONE HOTEL INVS INC NEW COMMON 867892101 182 17,600 SH OTHER 1 x 0 0
SUNTRUST BKS INC COMMON 867914103 1,987 67,339 SH OTHER 1 x 0 0
SUPERIOR ENERGY SVCS INC COMMON 868157108 362 10,360 SH OTHER 1 x 0 0
SUPERVALU INC COMMON 868536103 564 58,560 SH OTHER 1 x 0 0
SUSQUEHANNA BANCSHARES INC COMMON 869099101 155 16,020 SH OTHER 1 x 0 0
SVB FINL GROUP COMMON 78486Q101 243 4,580 SH OTHER 1 x 0 0
SWIFT ENERGY CO COMMON 870738101 248 6,340 SH OTHER 1 x 0 0
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 240 5,600 SH OTHER 1 x 0 0
SYMANTEC CORP COMMON 871503108 1,691 101,020 SH OTHER 1 x 0 0
SYMANTEC CORP DEBT 871503AD0 518 500,000 PRN DEFINED 3 x 0 0
SYMANTEC CORP DEBT 871503AF5 13,521 11,900,000 PRN DEFINED 3 x 0 0
SYMETRA FINL CORP COMMON 87151Q106 183 13,340 SH OTHER 1 x 0 0
SYMMETRY MED INC COMMON 871546206 128 13,840 SH OTHER 1 x 0 0
SYNIVERSE HLDGS INC COMMON 87163F106 270 8,760 SH OTHER 1 x 0 0
SYNOPSYS INC COMMON 871607107 546 20,280 SH OTHER 1 x 0 0
SYNOVUS FINL CORP COMMON 87161C105 275 104,260 SH OTHER 1 x 0 0
SYSCO CORP COMMON 871829107 2,293 78,000 SH OTHER 1 x 0 0
TAKE-TWO INTERACTIVE SOFTWA COMMON 874054109 151 12,360 SH OTHER 1 x 0 0
TALISMAN ENERGY INC COMMON FOREIGN 87425E103 6,969 313,400 SH DEFINED 3 x 0 0
TALISMAN ENERGY INC COMMON FOREIGN 87425E103 1,987 89,300 SH OTHER 1 x 0 0
TANGER FACTORY OUTLET CTRS COMMON 875465106 221 4,320 SH OTHER 1 x 0 0
TARGET CORP COMMON 87612E106 5,419 90,120 SH OTHER 1 x 0 0
TASEKO MINES LTD COMMON FOREIGN 876511106 86 16,500 SH OTHER 1 x 0 0
TAUBMAN CTRS INC COMMON 876664103 270 5,340 SH OTHER 1 x 0 0
TCF FINL CORP COMMON 872275102 232 15,680 SH OTHER 1 x 0 0
TD AMERITRADE HLDG CORP COMMON 87236Y108 697 36,688 SH OTHER 1 x 0 0
TECH DATA CORP COMMON 878237106 230 5,220 SH OTHER 1 x 0 0
TECHNE CORP COMMON 878377100 317 4,820 SH OTHER 1 x 0 0
TECK RESOURCES LTD COMMON FOREIGN 878742204 3,312 53,300 SH OTHER 1 x 0 0
TECO ENERGY INC COMMON 872375100 351 19,720 SH OTHER 1 x 0 0
TELEDYNE TECHNOLOGIES INC COMMON 879360105 221 5,020 SH OTHER 1 x 0 0
TELEFLEX INC COMMON 879369106 266 4,940 SH OTHER 1 x 0 0
TELEFLEX INC DEBT 879369AA4 2,100 2,000,000 PRN DEFINED 3 x 0 0
TELEPHONE & DATA SYS INC COMMON 879433100 361 9,874 SH OTHER 1 x 0 0
TELLABS INC COMMON 879664100 269 39,740 SH OTHER 1 x 0 0
TEMPLE INLAND INC COMMON 879868107 267 12,560 SH OTHER 1 x 0 0
TEMPUR PEDIC INTL INC COMMON 88023U101 294 7,340 SH OTHER 1 x 0 0
TENET HEALTHCARE CORP COMMON 88033G100 414 61,940 SH OTHER 1 x 0 0
TENNECO INC COMMON 880349105 282 6,840 SH OTHER 1 x 0 0
TERADATA CORP DEL COMMON 88076W103 860 20,900 SH OTHER 1 x 0 0
TERADYNE INC COMMON 880770102 312 22,240 SH OTHER 1 x 0 0
TEREX CORP NEW COMMON 880779103 423 13,620 SH OTHER 1 x 0 0
TESORO CORP COMMON 881609101 314 16,920 SH OTHER 1 x 0 0
TETRA TECH INC NEW COMMON 88162G103 206 8,220 SH OTHER 1 x 0 0
TETRA TECHNOLOGIES INC DEL COMMON 88162F105 166 14,000 SH OTHER 1 x 0 0
TEVA PHARMACEUTICAL FIN CO DEBT 88165FAA0 19,623 17,900,000 PRN DEFINED 3 x 0 0
TEVA PHARMACEUTICAL FIN II DEBT 88164RAB3 4,094 2,700,000 PRN DEFINED 3 x 0 0
TEVA PHARMACEUTICAL INDS LT COMMON FOREIGN 881624209 4,794 91,954 SH OTHER 1 x 0 0
TEXAS INSTRS INC COMMON 882508104 5,152 158,520 SH OTHER 1 x 0 0
TEXTRON INC COMMON 883203101 782 33,060 SH OTHER 1 x 0 0
TEXTRON INC DEBT 883203BN0 950 500,000 PRN DEFINED 3 x 0 0
THERAVANCE INC COMMON 88338T104 234 9,340 SH OTHER 1 x 0 0
THERMO FISHER SCIENTIFIC IN COMMON 883556102 2,810 50,761 SH OTHER 1 x 0 0
THOMAS & BETTS CORP COMMON 884315102 330 6,840 SH OTHER 1 x 0 0
THOMPSON CREEK METALS CO IN COMMON FOREIGN 884768102 4,379 298,625 SH DEFINED 3 x 0 0
THOMPSON CREEK METALS CO IN COMMON FOREIGN 884768102 173 11,800 SH OTHER 1 x 0 0
THOMSON REUTERS CORP COMMON FOREIGN 884903105 1,644 43,900 SH OTHER 1 x 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 361 18,300 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
TIDEWATER INC COMMON 886423102 317 5,896 SH OTHER 1 x 0 0
TIFFANY & CO NEW COMMON 886547108 988 15,860 SH OTHER 1 x 0 0
TIM HORTONS INC COMMON FOREIGN 88706M103 537 13,000 SH OTHER 1 x 0 0
TIME WARNER CABLE INC COMMON 88732J207 3,074 46,561 SH OTHER 1 x 0 0
TIME WARNER INC COMMON 887317303 4,719 146,680 SH OTHER 1 x 0 0
TIME WARNER TELECOM INC DEBT 887319AC5 1,652 1,500,000 PRN DEFINED 3 x 0 0
TIMKEN CO COMMON 887389104 493 10,320 SH OTHER 1 x 0 0
TITANIUM METALS CORP COMMON 888339207 217 12,660 SH OTHER 1 x 0 0
TIVO INC COMMON 888706108 138 16,020 SH OTHER 1 x 0 0
TJX COS INC NEW COMMON 872540109 3,551 80,000 SH DEFINED 3 x 0 0
TJX COS INC NEW COMMON 872540109 2,248 50,640 SH OTHER 1 x 0 0
TOLL BROTHERS INC COMMON 889478103 368 19,360 SH OTHER 1 x 0 0
TORCHMARK CORP COMMON 891027104 846 14,160 SH OTHER 1 x 0 0
TORO CO COMMON 891092108 221 3,580 SH OTHER 1 x 0 0
TORONTO DOMINION BK ONT COMMON FOREIGN 891160509 9,196 123,398 SH DEFINED 3 x 0 0
TORONTO DOMINION BK ONT COMMON FOREIGN 891160509 6,153 82,400 SH OTHER 1 x 0 0
TOTAL SYS SVCS INC COMMON 891906109 365 23,740 SH OTHER 1 x 0 0
TOWER SEMICONDUCTOR LTD COMMON FOREIGN M87915100 76 53,865 SH OTHER 1 x 0 0
TOWERS WATSON & CO COMMON 891894107 319 6,120 SH OTHER 1 x 0 0
TRACTOR SUPPLY CO COMMON 892356106 374 7,720 SH OTHER 1 x 0 0
TRANSALTA CORP COMMON FOREIGN 89346D107 396 18,600 SH OTHER 1 x 0 0
TRANSATLANTIC HLDGS INC COMMON 893521104 388 7,520 SH OTHER 1 x 0 0
TRANSCANADA CORP COMMON FOREIGN 89353D107 2,197 57,500 SH OTHER 1 x 0 0
TRANSDIGM GROUP INC COMMON 893641100 366 5,080 SH OTHER 1 x 0 0
TRANSOCEAN INC DEBT 893830AV1 22,655 23,000,000 PRN DEFINED 3 x 0 0
TRAVELERS COMPANIES INC COMMON 89417E109 3,474 62,355 SH OTHER 1 x 0 0
TREEHOUSE FOODS INC COMMON 89469A104 257 5,040 SH OTHER 1 x 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 558 13,980 SH OTHER 1 x 0 0
TRINITY INDS INC COMMON 896522109 300 11,280 SH OTHER 1 x 0 0
TRINITY INDS INC DEBT 896522AF6 4,744 5,000,000 PRN DEFINED 3 x 0 0
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 201 17,200 SH OTHER 1 x 0 0
TRIUMPH GROUP INC NEW COMMON 896818101 202 2,260 SH OTHER 1 x 0 0
TRUSTCO BK CORP N Y COMMON 898349105 160 25,220 SH OTHER 1 x 0 0
TRW AUTOMOTIVE HLDGS CORP COMMON 87264S106 1,222 23,180 SH OTHER 1 x 0 0
TUPPERWARE BRANDS CORP COMMON 899896104 350 7,340 SH OTHER 1 x 0 0
TW TELECOM INC COMMON 87311L104 331 19,440 SH OTHER 1 x 0 0
TYCO ELECTRONICS LTD SWITZE COMMON H8912P106 2,204 62,260 SH OTHER 1 x 0 0
TYCO INTERNATIONAL LTD COMMON H89128104 2,729 65,853 SH OTHER 1 x 0 0
TYSON FOODS INC COMMON 902494103 695 40,380 SH OTHER 1 x 0 0
TYSON FOODS INC DEBT 902494AP8 2,735 2,230,000 PRN DEFINED 3 x 0 0
U STORE IT TR COMMON 91274F104 145 15,220 SH OTHER 1 x 0 0
UBS AG COMMON FOREIGN H89231338 5,511 335,705 SH OTHER 1 x 0 0
UDR INC COMMON 902653104 403 17,120 SH OTHER 1 x 0 0
UGI CORP NEW COMMON 902681105 405 12,820 SH OTHER 1 x 0 0
ULTRA PETROLEUM CORP COMMON 903914109 975 20,407 SH OTHER 1 x 0 0
UMPQUA HLDGS CORP COMMON 904214103 202 16,560 SH OTHER 1 x 0 0
UNDER ARMOUR INC COMMON 904311107 211 3,840 SH OTHER 1 x 0 0
UNION PAC CORP COMMON 907818108 6,032 65,100 SH OTHER 1 x 0 0
UNIT CORP COMMON 909218109 262 5,640 SH OTHER 1 x 0 0
UNITED CMNTY BKS BLAIRSVLE COMMON 90984P105 26 13,220 SH OTHER 1 x 0 0
UNITED CONTL HLDGS INC COMMON 910047109 464 19,480 SH OTHER 1 x 0 0
UNITED NAT FOODS INC COMMON 911163103 227 6,180 SH OTHER 1 x 0 0
UNITED ONLINE INC COMMON 911268100 76 11,480 SH OTHER 1 x 0 0
UNITED PARCEL SERVICE INC COMMON 911312106 7,053 97,180 SH OTHER 1 x 0 0
UNITED STATES STL CORP NEW COMMON 912909108 1,168 20,000 SH DEFINED 3 x 0 0
UNITED STATES STL CORP NEW COMMON 912909108 1,029 17,620 SH OTHER 1 x 0 0
UNITED STATES STL CORP NEW DEBT 912909AE8 1,940 1,000,000 PRN DEFINED 3 x 0 0
UNITED STATIONERS INC COMMON 913004107 213 3,340 SH OTHER 1 x 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 9,224 117,180 SH OTHER 1 x 0 0
UNITED THERAPEUTICS CORP DE COMMON 91307C102 415 6,560 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
UNITEDHEALTH GROUP INC COMMON 91324P102 5,354 148,280 SH OTHER 1 x 0 0
UNIVERSAL HLTH SVCS INC COMMON 913903100 435 10,020 SH OTHER 1 x 0 0
UNUM GROUP COMMON 91529Y106 1,136 46,900 SH OTHER 1 x 0 0
URBAN OUTFITTERS INC COMMON 917047102 586 16,360 SH OTHER 1 x 0 0
URS CORP NEW COMMON 903236107 368 8,840 SH OTHER 1 x 0 0
US BANCORP DEL COMMON 902973304 6,851 254,018 SH OTHER 1 x 0 0
US GOLD CORPORATION COMMON 912023207 123 15,180 SH OTHER 1 x 0 0
USEC INC COMMON 90333E108 120 19,950 SH OTHER 1 x 0 0
UTI WORLDWIDE INC COMMON G87210103 296 13,960 SH OTHER 1 x 0 0
V F CORP COMMON 918204108 941 10,920 SH OTHER 1 x 0 0
VAIL RESORTS INC COMMON 91879Q109 204 3,920 SH OTHER 1 x 0 0
VALEANT PHARMACEUTICALS INT COMMON FOREIGN 91911K102 428 15,137 SH OTHER 1 x 0 0
VALERO ENERGY CORP NEW COMMON 91913Y100 1,733 74,960 SH OTHER 1 x 0 0
VALLEY NATL BANCORP COMMON 919794107 248 17,320 SH OTHER 1 x 0 0
VALMONT INDS INC COMMON 920253101 229 2,580 SH OTHER 1 x 0 0
VALSPAR CORP COMMON 920355104 377 10,920 SH OTHER 1 x 0 0
VANGUARD INDEX FDS COMMON 922908637 44,939 780,058 SH DEFINED 3 x 0 0
VANGUARD INDEX FDS COMMON 922908751 28,026 385,875 SH DEFINED 3 x 0 0
VANGUARD INTL EQUITY INDEX COMMON 922042858 341,439 7,091,146 SH OTHER 1 x 0 0
VARIAN MED SYS INC COMMON 92220P105 1,126 16,260 SH OTHER 1 x 0 0
VARIAN SEMICONDUCTOR EQUIPM COMMON 922207105 366 9,900 SH OTHER 1 x 0 0
VCA ANTECH INC COMMON 918194101 247 10,620 SH OTHER 1 x 0 0
VECTREN CORP COMMON 92240G101 246 9,680 SH OTHER 1 x 0 0
VEECO INSTRS INC DEL COMMON 922417100 232 5,400 SH OTHER 1 x 0 0
VENTAS INC COMMON 92276F100 1,058 20,160 SH OTHER 1 x 0 0
VERIFONE SYS INC COMMON 92342Y109 414 10,740 SH OTHER 1 x 0 0
VERIFONE SYS INC DEBT 92342YAB5 2,697 2,500,000 PRN DEFINED 3 x 0 0
VERISIGN INC COMMON 92343E102 676 20,680 SH OTHER 1 x 0 0
VERISIGN INC DEBT 92343EAD4 7,400 6,600,000 PRN DEFINED 3 x 0 0
VERISK ANALYTICS INC COMMON 92345Y106 429 12,580 SH OTHER 1 x 0 0
VERIZON COMMUNICATIONS INC COMMON 92343V104 13,305 371,860 SH OTHER 1 x 0 0
VERTEX PHARMACEUTICALS INC COMMON 92532F100 790 22,540 SH OTHER 1 x 0 0
VIACOM INC NEW COMMON 92553P201 2,916 73,620 SH OTHER 1 x 0 0
VIEWPOINT FINL GROUP INC MD COMMON 92672A101 157 13,392 SH OTHER 1 x 0 0
VIRGIN MEDIA INC COMMON 92769L101 1,116 40,960 SH OTHER 1 x 0 0
VISA INC COMMON 92826C839 4,524 64,282 SH OTHER 1 x 0 0
VISHAY INTERTECHNOLOGY INC COMMON 928298108 290 19,740 SH OTHER 1 x 0 0
VISTAPRINT N V COMMON FOREIGN N93540107 269 5,840 SH OTHER 1 x 0 0
VMWARE INC COMMON 928563402 845 9,500 SH OTHER 1 x 0 0
VODAFONE GROUP PLC NEW COMMON FOREIGN 92857W209 7,556 285,870 SH OTHER 1 x 0 0
VOLCANO CORPORATION DEBT 928645AA8 578 500,000 PRN DEFINED 3 x 0 0
VORNADO RLTY TR COMMON 929042109 2,060 24,720 SH OTHER 1 x 0 0
VULCAN MATLS CO COMMON 929160109 654 14,740 SH OTHER 1 x 0 0
WABCO HLDGS INC COMMON 92927K102 490 8,040 SH OTHER 1 x 0 0
WABTEC CORP COMMON 929740108 312 5,900 SH OTHER 1 x 0 0
WADDELL & REED FINL INC COMMON 930059100 493 13,980 SH OTHER 1 x 0 0
WAL MART STORES INC COMMON 931142103 14,432 267,600 SH OTHER 1 x 0 0
WALGREEN CO COMMON 931422109 4,975 127,700 SH OTHER 1 x 0 0
WALTER ENERGY INC COMMON 93317Q105 844 6,600 SH OTHER 1 x 0 0
WARNACO GROUP INC COMMON 934390402 305 5,540 SH OTHER 1 x 0 0
WARNER CHILCOTT PLC IRELAND COMMON G94368100 345 15,300 SH OTHER 1 x 0 0
WASHINGTON FED INC COMMON 938824109 250 14,760 SH OTHER 1 x 0 0
WASHINGTON POST CO COMMON 939640108 229 520 SH OTHER 1 x 0 0
WASHINGTON REAL ESTATE INVT COMMON 939653101 218 7,020 SH OTHER 1 x 0 0
WASTE CONNECTIONS INC COMMON 941053100 309 11,220 SH OTHER 1 x 0 0
WASTE MGMT INC DEL COMMON 94106L109 1,975 53,560 SH OTHER 1 x 0 0
WATERS CORP COMMON 941848103 995 12,800 SH OTHER 1 x 0 0
WATSON PHARMACEUTICALS INC COMMON 942683103 786 15,220 SH OTHER 1 x 0 0
WAUSAU PAPER CORP COMMON 943315101 127 14,700 SH OTHER 1 x 0 0
WEATHERFORD INTERNATIONAL L COMMON H27013103 2,099 92,060 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
WEBMD HEALTH CORP COMMON 94770V102 354 6,940 SH OTHER 1 x 0 0
WEBSTER FINL CORP CONN COMMON 947890109 209 10,620 SH OTHER 1 x 0 0
WEINGARTEN RLTY INVS COMMON 948741103 299 12,580 SH OTHER 1 x 0 0
WELLPOINT INC COMMON 94973V107 3,041 53,490 SH OTHER 1 x 0 0
WELLS FARGO & CO NEW COMMON 949746101 20,023 646,100 SH OTHER 1 x 0 0
WELLS FARGO & CO NEW NON-REDEEM P/S 949746804 15,809 15,800 SH DEFINED 3 x 0 0
WENDYS ARBYS GROUP INC COMMON 950587105 205 44,440 SH OTHER 1 x 0 0
WESCO INTL INC COMMON 95082P105 219 4,140 SH OTHER 1 x 0 0
WESCO INTL INC DEBT 95082PAH8 3,053 1,480,000 PRN DEFINED 3 x 0 0
WEST PHARMACEUTICAL SVSC IN COMMON 955306105 200 4,860 SH OTHER 1 x 0 0
WEST PHARMACEUTICAL SVSC IN DEBT 955306AA3 1,374 1,500,000 PRN DEFINED 3 x 0 0
WESTAR ENERGY INC COMMON 95709T100 279 11,080 SH OTHER 1 x 0 0
WESTERN ALLIANCE BANCORP COMMON 957638109 115 15,660 SH OTHER 1 x 0 0
WESTERN DIGITAL CORP COMMON 958102105 914 26,960 SH OTHER 1 x 0 0
WESTERN UN CO COMMON 959802109 1,688 90,880 SH OTHER 1 x 0 0
WESTWOOD ONE INC COMMON 961815305 5,516 604,124 SH DEFINED 3 x 0 0
WET SEAL INC COMMON 961840105 54 14,700 SH OTHER 1 x 0 0
WEYERHAEUSER CO COMMON 962166104 1,395 73,695 SH OTHER 1 x 0 0
WGL HLDGS INC COMMON 92924F106 250 7,000 SH OTHER 1 x 0 0
WHIRLPOOL CORP COMMON 963320106 888 10,000 SH OTHER 1 x 0 0
WHITE MTNS INS GROUP LTD COMMON G9618E107 329 980 SH OTHER 1 x 0 0
WHITING PETE CORP NEW COMMON 966387102 630 5,380 SH OTHER 1 x 0 0
WHITNEY HLDG CORP COMMON 966612103 251 17,720 SH OTHER 1 x 0 0
WHOLE FOODS MKT INC COMMON 966837106 1,018 20,120 SH OTHER 1 x 0 0
WILEY JOHN & SONS INC COMMON 968223206 259 5,720 SH OTHER 1 x 0 0
WILLIAMS COS INC DEL COMMON 969457100 1,978 80,000 SH DEFINED 3 x 0 0
WILLIAMS COS INC DEL COMMON 969457100 1,810 73,220 SH OTHER 1 x 0 0
WILLIAMS SONOMA INC COMMON 969904101 432 12,100 SH OTHER 1 x 0 0
WILLIS GROUP HOLDINGS PUBLI COMMON G96666105 837 24,180 SH OTHER 1 x 0 0
WILMINGTON TRUST CORP COMMON 971807102 45 10,440 SH OTHER 1 x 0 0
WINDSTREAM CORP COMMON 97381W104 970 69,589 SH OTHER 1 x 0 0
WINN DIXIE STORES INC COMMON 974280307 97 13,560 SH OTHER 1 x 0 0
WISCONSIN ENERGY CORP COMMON 976657106 844 14,340 SH OTHER 1 x 0 0
WMS INDS INC COMMON 929297109 286 6,320 SH OTHER 1 x 0 0
WOLVERINE WORLD WIDE INC COMMON 978097103 231 7,260 SH OTHER 1 x 0 0
WOODWARD GOVERNOR CO COMMON 980745103 273 7,260 SH OTHER 1 x 0 0
WORLD FUEL SVCS CORP COMMON 981475106 320 8,840 SH OTHER 1 x 0 0
WRIGHT MED GROUP INC DEBT 98235TAA5 4,236 4,500,000 PRN DEFINED 3 x 0 0
WYNDHAM WORLDWIDE CORP COMMON 98310W108 604 20,160 SH OTHER 1 x 0 0
WYNN RESORTS LTD COMMON 983134107 1,155 11,120 SH OTHER 1 x 0 0
XCEL ENERGY INC COMMON 98389B100 1,381 58,620 SH OTHER 1 x 0 0
XEROX CORP COMMON 984121103 2,086 181,060 SH OTHER 1 x 0 0
XILINX INC COMMON 983919101 876 30,220 SH OTHER 1 x 0 0
XILINX INC DEBT 983919AD3 6,984 6,715,000 PRN DEFINED 3 x 0 0
XL GROUP PLC COMMON G98290102 1,012 46,400 SH OTHER 1 x 0 0
YAHOO INC COMMON 984332106 2,704 162,585 SH OTHER 1 x 0 0
YAMANA GOLD INC COMMON FOREIGN 98462Y100 3,402 265,500 SH DEFINED 3 x 0 0
YAMANA GOLD INC COMMON FOREIGN 98462Y100 908 70,700 SH OTHER 1 x 0 0
YUM BRANDS INC COMMON 988498101 3,260 66,460 SH OTHER 1 x 0 0
ZEBRA TECHNOLOGIES CORP COMMON 989207105 269 7,080 SH OTHER 1 x 0 0
ZIMMER HLDGS INC COMMON 98956P102 1,403 26,140 SH OTHER 1 x 0 0
ZIONS BANCORPORATION COMMON 989701107 501 20,660 SH OTHER 1 x 0 0