xxx-xxxxx - ecrion are delayed at least by at least 1 business day. xxx-xxxxx cash balance (settled...
TRANSCRIPT
Prices are delayed at least by at least 1 business day.
XXX-XXXXX
Cash Balance (Settled and Unsettled) 0
Money Accounts
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
BLACKROCK SUPER MONEY
MARKET FUND CL B (USD)
1,080,813.9400 1.010 1.00 1,080,814 1,080,814 0 0.00
XXXXXX
CMA GOVERNMENT SEC FD
25,944 1.010 1.00 25,944 25,944 0 0.00
XXXXXX
CMA MONEY FUND
17,394 1.010 1.00 17,394 17,394 0 0.00
XXXXXX
S & P 500
ASSETS INSTITUTIONAL I
1,281.5700 1.010 1.00 1,282 1,282 0 0.00
XXXXXX
AMLBANK DEPOSIT PROGRAM
15,388 1.010 1.00 15,388 15,388 0 0.00
XXXXXX
AMLGIS SUPER MONEY
MARKET CL C (USD)
248,106.7010 1.010 1.00 248,107 248,107 0 0.00
XXXXXX
AMLRETIREMENT RSRVS CL I
17,608.5500 1.010 1.00 17,609 17,609 0 0.00
XXXXXX
AMLSUPER MONEY MARKET
FD CL B1
1,825,930 1.010 1.00 1,825,930 1,825,930 0 0.00
Total Money Accounts 3,207,467 0
Other Cash
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
CP G.E.CAP CRP BE
02JUL07 00.010%02JAN2008
1,086,010 -- -- -- 1,083,263 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Cash
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
CP G.E.CAP CRP BE
06JUL07 00.010%07JAN2008
400,010 -- -- -- 398,672 -- --
XXXXXX
MLGS USD SHORT TERM I
S2 (USD) - JP MORGAN
2,835.8650 -- -- -- 1,615,394 -- --
XXXXXX
SOUTH COAST FUNDING V
NEWM SER REGS
VAR% AUG 6 2039
2,250 -- -- -- 112,500 -- --
XXXXXX
TIERS-DJIA-03-16
UNITS SER INDU
ZERO% SEP 29 2008
10,010 -- -- -- 119,700 -- --
XXXXXX
TORO ABS CDO I, LTD
PFD UNITS REG S
FEB 28 2042
500 -- -- -- 25,010 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% DEC 20 2007
175,010 -- -- -- 174,953 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% DEC 27 2007
30,283,010 -- -- -- 30,256,351 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% JAN 10 2008
6,752,010 -- -- -- 6,740,522 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% JAN 24 2008
6,639,010 -- -- -- 6,621,340 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Cash
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
U.S. TREASURY BILL
ZERO% JAN 17 2008
2,355,010 -- -- -- 2,349,748 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% JAN 31 2008
3,680,010 -- -- -- 3,667,562 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% FEB 21 2008
1,031,010 -- -- -- 1,025,835 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% MAR 13 2008
765,010 -- -- -- 759,790 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% APR 03 2008
140,010 -- -- -- 138,785 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% APR 17 2008
705,010 -- -- -- 697,901 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% APR 24 2008
100,010 -- -- -- 98,930 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% MAY 08 2008
310,010 -- -- -- 306,221 -- --
XXXXXX
U.S. TREASURY BILL
ZERO% JUN 05 2008
1,780,010 -- -- -- 1,753,781 -- --
Total Other Cash 57,946,247 0
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL ADM AH0040
ARCHER DANIELS MIDLD
EXP 01-19-08 OPEN TRAN
(15) -- -- -- (1,950) -- --
XXXXXX
CALL ADM LG0035
ARCHER DANIELS MIDLD
EXP 12-22-07 OPEN TRAN
(12) -- -- -- (5,196) -- --
XXXXXX
CALL ADQ DI0045
AUTODESK INC DEL PV$0.01
EXP 04-19-08 OPEN TRAN
18 -- -- -- 13,050 -- --
XXXXXX
CALL AEQ DV0042 1/2
ADOBE SYS DEL PV$ 0.001
EXP 04-19-08 OPEN TRAN
415 -- -- -- 140,270 -- --
XXXXXX
CALL AFG FE0025
AMERICAN FINL GRP HLDGS
EXP 06-21-08 OPEN TRAN
200 -- -- -- 100,010 -- --
XXXXXX
CALL AFG FF0030
AMERICAN FINL GRP HLDGS
EXP 06-21-08 OPEN TRAN
200 -- -- -- 42,010 -- --
XXXXXX
CALL AMR LX0022 1/2
AMR CORP DEL
EXP 12-22-07 OPEN TRAN
(5) -- -- -- (25) -- --
XXXXXX
CALL AMX BM0065
AMERICA MOVIL SAB DE CV
EXP 02-16-08 OPEN TRAN
(8) -- -- -- (2,400) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL APA DT0100
APACHE CORP
EXP 04-19-08 OPEN TRAN
(10) -- -- -- (13,010) -- --
XXXXXX
CALL APH AJ0050
AMPHENOL CORP CL A NEW
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (1,300) -- --
XXXXXX
CALL APH DH0040
AMPHENOL CORP CL A NEW
EXP 04-19-08 OPEN TRAN
450 -- -- -- 337,500 -- --
XXXXXX
CALL APV AD0220
APPLE INC
EXP 01-19-08 OPEN TRAN
(160) -- -- -- (44,010) -- --
XXXXXX
CALL APV AR0190
APPLE INC
EXP 01-19-08 OPEN TRAN
(53) -- -- -- (65,985) -- --
XXXXXX
CALL APV AY0480
APPLE INC
EXP 01-19-08 OPEN TRAN
(500) -- -- -- (74,500) -- --
XXXXXX
CALL APV DR0190
APPLE INC
EXP 04-19-08 OPEN TRAN
(3) -- -- -- (7,480) -- --
XXXXXX
CALL APV LE0125
APPLE INC
EXP 12-22-07 OPEN TRAN
(100) -- -- -- (656,500) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL APV LH0140
APPLE INC
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (255,010) -- --
XXXXXX
CALL APV LJ0150
APPLE INC
EXP 12-22-07 OPEN TRAN
(75) -- -- -- (306,375) -- --
XXXXXX
CALL ATI AX0110
ALLEGHENY TECH INC
EXP 01-19-08 OPEN TRAN
110 -- -- -- 4,400 -- --
XXXXXX
CALL ATW AS0095
ATWOOD OCEANICS INC
EXP 01-19-08 OPEN TRAN
(7) -- -- -- (1,890) -- --
XXXXXX
CALL AUD AD0020
RADWARE LTD COM
EXP 01-19-08 OPEN TRAN
30 -- -- -- 450 -- --
XXXXXX
CALL AUY AV0012 1/2
YAMANA GOLD INC
EXP 01-19-08 OPEN TRAN
30 -- -- -- 2,550 -- --
XXXXXX
CALL AVT AH0040
AVNET INC
EXP 01-19-08 OPEN TRAN
350 -- -- -- 12,250 -- --
XXXXXX
CALL AXP AM0065
AMER EXPRESS COMPANY
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (150) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL BAC AK0055
BANK OF AMERICA CORP
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (150) -- --
XXXXXX
CALL BAC EK0055
BANK OF AMERICA CORP
EXP 05-17-08 OPEN TRAN
(20) -- -- -- (500) -- --
XXXXXX
CALL BBY LX0052 1/2
BEST BUY CO INC
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (770) -- --
XXXXXX
CALL BER DF0030
W R BERKLEY CORP
EXP 04-19-08 OPEN TRAN
540 -- -- -- 129,600 -- --
XXXXXX
CALL BG AC 0115
BUNGE LIMITED
EXP 01-19-08 OPEN TRAN
5 -- -- -- 3,300 -- --
XXXXXX
CALL BG LA 0105
BUNGE LIMITED
EXP 12-22-07 OPEN TRAN
5 -- -- -- 5,425 -- --
XXXXXX
CALL BGC EN0070
GENERAL CABLE CORP
EXP 05-17-08 OPEN TRAN
65 -- -- -- 93,600 -- --
XXXXXX
CALL BKS AH0040
BARNES & NOBLE INC
EXP 01-19-08 OPEN TRAN
(19) -- -- -- (1,140) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL BRL EJ0050
BARR PHARMACEUTICALS INC
EXP 05-17-08 OPEN TRAN
240 -- -- -- 156,010 -- --
XXXXXX
CALL BSX AC0015
BOSTON SCIENTIFIC CORP
EXP 01-19-08 OPEN TRAN
60 -- -- -- 300 -- --
XXXXXX
CALL BSX AW0017 1/2
BOSTON SCIENTIFIC CORP
EXP 01-19-08 OPEN TRAN
135 -- -- -- 675 -- --
XXXXXX
CALL BVD LS0095
BEAR STEARNS COS INC
EXP 12-22-07 OPEN TRAN
(52) -- -- -- (18,720) -- --
XXXXXX
CALL BVD LT0100
BEAR STEARNS COS INC
EXP 12-22-07 OPEN TRAN
(53) -- -- -- (8,745) -- --
XXXXXX
CALL BWQ DD0020
IPG PHOTONICS CORP DEL
EXP 04-19-08 OPEN TRAN
315 -- -- -- 77,175 -- --
XXXXXX
CALL BWQ DW0017 1/2
IPG PHOTONICS CORP DEL
EXP 04-19-08 OPEN TRAN
325 -- -- -- 118,625 -- --
XXXXXX
CALL C AK 0055
CITIGROUP INC
EXP 01-19-08 OPEN TRAN
20 -- -- -- 20 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL C CT 0032 1/2
CITIGROUP INC
EXP 03-22-08 OPEN TRAN
(200) -- -- -- (41,200) -- --
XXXXXX
CALL CAJ LM0065
CANON INC ADR REP5SH
EXP 12-22-07 OPEN TRAN
(130) -- -- -- (1,300) -- --
XXXXXX
CALL CCJ AI0045
CAMECO CORP COM
EXP 01-19-08 OPEN TRAN
(12) -- -- -- (240) -- --
XXXXXX
CALL CDN AX0022 1/2
CADENCE DESIGN SYS INC
EXP 01-19-08 OPEN TRAN
35 -- -- -- 350 -- --
XXXXXX
CALL CDN ED0020
CADENCE DESIGN SYS INC
EXP 05-17-08 OPEN TRAN
600 -- -- -- 30,010 -- --
XXXXXX
CALL CNQ AO0075
CANADIAN NATURAL RES LTD
EXP 01-19-08 OPEN TRAN
10 -- -- -- 900 -- --
XXXXXX
CALL CQD AT0100
MILLICOM INTL CELLULAR
EXP 01-19-08 OPEN TRAN
(5) -- -- -- (8,175) -- --
XXXXXX
CALL CRM EK0055
SALESFORCE COM INC
EXP 05-17-08 OPEN TRAN
248 -- -- -- 271,560 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL DQI AK0055
DIGITAL RIVER INC DEL
EXP 01-19-08 OPEN TRAN
51 -- -- -- 255 -- --
XXXXXX
CALL DUG LS0045
ULTRASHORT OIL & GAS
EXP 12-22-07 OPEN TRAN
(5) -- -- -- (87) -- --
XXXXXX
CALL DVN GT0100
DEVON ENERGY CORP NEW
EXP 07-19-08 OPEN TRAN
(5) -- -- -- (2,675) -- --
XXXXXX
CALL DWN AN0070
GENENTECH INC NEW
EXP 01-19-08 OPEN TRAN
150 -- -- -- 26,100 -- --
XXXXXX
CALL EFM LB0080
ISHARES MSCI EAFE INDEX
EXP 12-22-07 OPEN TRAN
(69) -- -- -- (7,590) -- --
XXXXXX
CALL EFQ AE0025
ELECTRONICS FOR IMAGING
EXP 01-19-08 OPEN TRAN
40 -- -- -- 700 -- --
XXXXXX
CALL EMC GE0025
E M C CORPORATION MASS
EXP 07-19-08 OPEN TRAN
(10) -- -- -- (900) -- --
XXXXXX
CALL ENH AH0040
ENDURANCE SPECIALTY HLDG
EXP 01-19-08 OPEN TRAN
300 -- -- -- 74,250 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL FCX BY0120
FREEPRT-MCMRAN CPR & GLD
EXP 02-16-08 OPEN TRAN
(10) -- -- -- (3,100) -- --
XXXXXX
CALL FCX LB0110
FREEPRT-MCMRAN CPR & GLD
EXP 12-22-07 OPEN TRAN
(17) -- -- -- (765) -- --
XXXXXX
CALL FCX LC0115
FREEPRT-MCMRAN CPR & GLD
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (800) -- --
XXXXXX
CALL FCX LR0090
FREEPRT-MCMRAN CPR & GLD
EXP 12-22-07 OPEN TRAN
(127) -- -- -- (158,877) -- --
XXXXXX
CALL FCX LT0100
FREEPRT-MCMRAN CPR & GLD
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (18,500) -- --
XXXXXX
CALL FLK AJ0050
F5 NETWORKS INC COM
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (100) -- --
XXXXXX
CALL FLO DD0020
FLOWERS FOODS INC COM
EXP 04-19-08 OPEN TRAN
150 -- -- -- 75,010 -- --
XXXXXX
CALL FLU LV0012 1/2
FLAMEL TECH SPNSRD ADR
EXP 12-22-07 OPEN TRAN
(32) -- -- -- (320) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL GLW AX0022 1/2
CORNING INC
EXP 01-19-08 OPEN TRAN
20 -- -- -- 4,500 -- --
XXXXXX
CALL GM AH 0040
GENERAL MOTORS CORP
EXP 01-19-08 OPEN TRAN
(100) -- -- -- (600) -- --
XXXXXX
CALL GM LH 0040
GENERAL MOTORS CORP
EXP 12-22-07 OPEN TRAN
(30) -- -- -- (60) -- --
XXXXXX
CALL GOL LF0030
GOL LINHAS AERS I SP ADR
EXP 12-22-07 OPEN TRAN
31 -- -- -- 155 -- --
XXXXXX
CALL GOP AV0520
GOOGLE INC CL A
EXP 01-19-08 OPEN TRAN
(1) -- -- -- (17,300) -- --
XXXXXX
CALL GOP AX0540
GOOGLE INC CL A
EXP 01-19-08 OPEN TRAN
(1) -- -- -- (15,315) -- --
XXXXXX
CALL GOP LO0500
GOOGLE INC CL A
EXP 12-22-07 OPEN TRAN
(1) -- -- -- (19,280) -- --
XXXXXX
CALL GPY AD0220
GOLDMAN SACHS GROUP INC
EXP 01-19-08 OPEN TRAN
(5) -- -- -- (4,800) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL GZQ AL0060
GENZYME CORPORATION
EXP 01-19-08 OPEN TRAN
50 -- -- -- 76,500 -- --
XXXXXX
CALL HD EG 0035
HOME DEPOT INC
EXP 05-17-08 OPEN TRAN
(20) -- -- -- (700) -- --
XXXXXX
CALL HLF EH0040
HERBALIFE LTD
EXP 05-17-08 OPEN TRAN
240 -- -- -- 140,400 -- --
XXXXXX
CALL HMC AH0040
HONDA MOTOR ADR NEW
EXP 01-19-08 OPEN TRAN
(131) -- -- -- (1,965) -- --
XXXXXX
CALL HON AJ0050
HONEYWELL INTL INC DEL
EXP 01-19-08 OPEN TRAN
(100) -- -- -- (104,010) -- --
XXXXXX
CALL IBM AF0130
INTL BUSINESS MACHINES
EXP 01-19-08 OPEN TRAN
(60) -- -- -- (600) -- --
XXXXXX
CALL IBM DD0120
INTL BUSINESS MACHINES
EXP 04-19-08 OPEN TRAN
(38) -- -- -- (9,120) -- --
XXXXXX
CALL IBM DE0125
INTL BUSINESS MACHINES
EXP 04-19-08 OPEN TRAN
(20) -- -- -- (2,800) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL JPM FJ0050
JPMORGAN CHASE & CO
EXP 06-21-08 OPEN TRAN
(10) -- -- -- (2,450) -- --
XXXXXX
CALL JUP DZ0032 1/2
JUNIPER NETWORKS INC
EXP 04-19-08 OPEN TRAN
35 -- -- -- 14,350 -- --
XXXXXX
CALL JUX AF0030
JUNIPER NETWORKS INC
EXP 01-19-08 OPEN TRAN
0 0 Pend Sell --
XXXXXX
CALL JVL AJ0150
PKG 100 OIH + $1,043.18
EXP 01-19-08 OPEN TRAN
(96) (420,480) Pend Sell --
XXXXXX
CALL JVL LJ0150
PKG 100 OIH + $1,043.18
EXP 12-22-07 OPEN TRAN
(466) -- -- -- (1,973,510) -- --
XXXXXX
CALL JVL LL0160
PKG 100 OIH + $1,043.18
EXP 12-22-07 OPEN TRAN
(25) -- -- -- (83,250) -- --
XXXXXX
CALL JVL LM0165
PKG 100 OIH + $1,043.18
EXP 12-22-07 OPEN TRAN
(37) -- -- -- (101,380) -- --
XXXXXX
CALL JVP LF0480
PKG 100 OIH + $1,043.18
EXP 12-22-07 OPEN TRAN
100 -- -- -- 100 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL LHS CJ0150
LAS VEGAS SANDS CORP
EXP 03-22-08 OPEN TRAN
(20) -- -- -- (7,010) -- --
XXXXXX
CALL LQH AK0055
CELGENE CORP COM
EXP 01-19-08 OPEN TRAN
320 -- -- -- 49,600 -- --
XXXXXX
CALL LYO AE0025
LYONDELL CHEMICAL PV $1
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (68,700) -- --
XXXXXX
CALL MER AK0055
S & P 500
EXP 01-19-08 OPEN TRAN
(50) -- -- -- (27,010) -- --
XXXXXX
CALL MER AL0060
S & P 500
EXP 01-19-08 OPEN TRAN
(56) -- -- -- (14,840) -- --
XXXXXX
CALL MER AM0065
S & P 500
EXP 01-19-08 OPEN TRAN
(45) -- -- -- (5,400) -- --
XXXXXX
CALL MER AN0070
S & P 500
EXP 01-19-08 OPEN TRAN
80 -- -- -- 4,010 -- --
XXXXXX
CALL MER AO0075
S & P 500
EXP 01-19-08 OPEN TRAN
(100) -- -- -- (1,500) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL MHS DS0095
MEDCO HEALTH SOLUTIONS I
EXP 04-19-08 OPEN TRAN
110 -- -- -- 134,090 -- --
XXXXXX
CALL MJU FI0045
MAGELLAN HEALTH SERVICES
EXP 06-21-08 OPEN TRAN
364 -- -- -- 185,640 -- --
XXXXXX
CALL MO FP 0080
ALTRIA GROUP INC
EXP 06-21-08 OPEN TRAN
(300) -- -- -- (83,100) -- --
XXXXXX
CALL MOS CH0040
MOSAIC CO
EXP 03-22-08 OPEN TRAN
300 -- -- -- 1,374,010 -- --
XXXXXX
CALL MOS CI0045
MOSAIC CO
EXP 03-22-08 OPEN TRAN
53 -- -- -- 213,590 -- --
XXXXXX
CALL MTD AT0100
METTLER-TOLEDO INTL INC
EXP 01-19-08 OPEN TRAN
10 -- -- -- 14,800 -- --
XXXXXX
CALL MTU AV0012 1/2
MITSUBISHI UFJ FINL GRP
EXP 01-19-08 OPEN TRAN
70 -- -- -- 350 -- --
XXXXXX
CALL MU AC 0015
MICRON TECHNOLOGY INC
EXP 01-19-08 OPEN TRAN
83 -- -- -- 415 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL NYX LR0090
NYSE EURONEXT
EXP 12-22-07 OPEN TRAN
(30) -- -- -- (1,320) -- --
XXXXXX
CALL OAQ BK0055
APOLLO GROUP INC CL A
EXP 02-16-08 OPEN TRAN
290 -- -- -- 619,150 -- --
XXXXXX
CALL OBR AO0300
APPLE INC
EXP 01-17-09 OPEN TRAN
100 -- -- -- 128,010 -- --
XXXXXX
CALL OIH AT0200
OIL SVC HLDRS DEP RCPT
EXP 01-19-08 OPEN TRAN
(200) -- -- -- (24,400) -- --
XXXXXX
CALL OLN EX0022 1/2
OLIN CORP $1 NEW
EXP 05-17-08 OPEN TRAN
1,010 -- -- -- 80,010 -- --
XXXXXX
CALL OOF LN0040
POWERSHARES QQQ TR UNITS
EXP 12-31-08 OPEN TRAN
110 -- -- -- 152,185 -- --
XXXXXX
CALL ORQ AW0017 1/2
ORACLE CORP $0.01 DEL
EXP 01-19-08 OPEN TRAN
400 -- -- -- 157,200 -- --
XXXXXX
CALL OYB AC0015
FLEXTRONICS INTL LTD
EXP 01-17-09 OPEN TRAN
340 -- -- -- 34,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL PMJ DS0095
PETRLEO BRAS VTG SPD ADR
EXP 04-19-08 OPEN TRAN
(500) -- -- -- (984,500) -- --
XXXXXX
CALL PMJ DT0100
PETRLEO BRAS VTG SPD ADR
EXP 04-19-08 OPEN TRAN
50 -- -- -- 85,010 -- --
XXXXXX
CALL PMJ LA0105
PETRLEO BRAS VTG SPD ADR
EXP 12-22-07 OPEN TRAN
(5) -- -- -- (2,010) -- --
XXXXXX
CALL PMJ LT0100
PETRLEO BRAS VTG SPD ADR
EXP 12-22-07 OPEN TRAN
(5) -- -- -- (4,150) -- --
XXXXXX
CALL PYP FN0170
POTASH CORP SASKATCHEWAN
EXP 06-21-08 OPEN TRAN
(35) -- -- -- (25,900) -- --
XXXXXX
CALL QAA AQ0085
APPLE INC
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (105,525) -- --
XXXXXX
CALL QAA LC0115
APPLE INC
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (376,875) -- --
XXXXXX
CALL QAA LS0095
APPLE INC
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (477,010) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL QUA AE0025
PLEXUS CORP COM
EXP 01-19-08 OPEN TRAN
95 -- -- -- 27,550 -- --
XXXXXX
CALL QUA AX0022 1/2
PLEXUS CORP COM
EXP 01-19-08 OPEN TRAN
155 -- -- -- 82,150 -- --
XXXXXX
CALL QUA CX0022 1/2
PLEXUS CORP COM
EXP 03-22-08 OPEN TRAN
60 -- -- -- 31,800 -- --
XXXXXX
CALL QUA FE0025
PLEXUS CORP COM
EXP 06-21-08 OPEN TRAN
13 -- -- -- 6,760 -- --
XXXXXX
CALL QXO LH0104
SIRIUS SATELLITE RADIO
EXP 12-22-07 OPEN TRAN
200 -- -- -- 1,010 -- --
XXXXXX
CALL RFP FW0047 1/2
CIA VALE DO RIO DOCE AD
EXP 06-21-08 OPEN TRAN
(10) -- -- -- (1,125) -- --
XXXXXX
CALL RFU AD0120
PKG 69 RIG+CIL+$3418.17
EXP 01-19-08 OPEN TRAN
(4) -- -- -- (3,760) -- --
XXXXXX
CALL RFU AP0080
PKG 69 RIG+CIL+$3418.17
EXP 01-19-08 OPEN TRAN
80 -- -- -- 384,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL RUL LU0115
RESEARCH IN MOTION LTD
EXP 12-22-07 OPEN TRAN
40 2.990 2.69 11,960 10,760 (1,200) (10.03)
(40) -- -- -- (10,760) -- --
XXXXXX
CALL RUL LV0130
RESEARCH IN MOTION LTD
EXP 12-22-07 OPEN TRAN
126 0.670 0.48 8,442 6,048 (2,394) (28.36)
(126) -- -- -- (6,048) -- --
XXXXXX
CALL RYL LE0025
RYLAND GROUP INC
EXP 12-22-07 OPEN TRAN
(26) -- -- -- (5,720) -- --
XXXXXX
CALL RYL LY0027 1/2
RYLAND GROUP INC
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (3,250) -- --
XXXXXX
CALL SGR AG0035
SHAW GROUP INC
EXP 01-19-08 OPEN TRAN
100 -- -- -- 242,010 -- --
XXXXXX
CALL SGR AH0040
SHAW GROUP INC
EXP 01-19-08 OPEN TRAN
150 -- -- -- 318,010 -- --
XXXXXX
CALL SGR DM0065
SHAW GROUP INC
EXP 04-19-08 OPEN TRAN
200 -- -- -- 116,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL SYH LH0164
STANDARD&POORS DEP RCPT
EXP 12-22-07 OPEN TRAN
(5) -- -- -- (15) -- --
XXXXXX
CALL SYH LU0151
STANDARD&POORS DEP RCPT
EXP 12-22-07 OPEN TRAN
(7) -- -- -- (245) -- --
XXXXXX
CALL SYH LV0152
STANDARD&POORS DEP RCPT
EXP 12-22-07 OPEN TRAN
(100) -- -- -- (2,100) -- --
XXXXXX
CALL SYQ AE0025
SYMANTEC CORP COM
EXP 01-19-08 OPEN TRAN
664 -- -- -- 3,320 -- --
XXXXXX
CALL TEP AD0020
TOLL BROS INC COM
EXP 01-19-08 OPEN TRAN
(390) (85,800) Pend Sell --
XXXXXX
CALL TEP AT0027 1/2
TOLL BROS INC COM
EXP 01-19-08 OPEN TRAN
(24) -- -- -- (240) -- --
XXXXXX
CALL TEP AX0022 1/2
TOLL BROS INC COM
EXP 01-19-08 OPEN TRAN
(100) -- -- -- (8,500) -- --
XXXXXX
CALL TEP CT0027 1/2
TOLL BROS INC COM
EXP 03-22-08 OPEN TRAN
(20) -- -- -- (1,200) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL UCS EV0012 1/2
CORINTHIAN COLLEGES INC
EXP 05-17-08 OPEN TRAN
55 -- -- -- 30,525 -- --
XXXXXX
CALL UFW AF0030
CRYPTOLOGIC LTD
EXP 01-19-08 OPEN TRAN
160 -- -- -- 1,600 -- --
XXXXXX
CALL UGO AC0015
SIGMATEL INC
EXP 01-19-08 OPEN TRAN
50 -- -- -- 250 -- --
XXXXXX
CALL UHB AK0055
UNITEDHEALTH GROUP INC
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (6,200) -- --
XXXXXX
CALL UHB LK0055
UNITEDHEALTH GROUP INC
EXP 12-22-07 OPEN TRAN
(15) -- -- -- (3,555) -- --
XXXXXX
CALL UPL AH0040
ULTRA PETROLEUM CORP
EXP 01-19-08 OPEN TRAN
30 -- -- -- 86,700 -- --
XXXXXX
CALL UPL AO0075
ULTRA PETROLEUM CORP
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (1,200) -- --
XXXXXX
CALL UQH EE0025
EHEALTH INC
EXP 05-17-08 OPEN TRAN
70 -- -- -- 58,800 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL VDW AQ0085
PETRLEO BRAS VTG SPD ADR
EXP 01-17-09 OPEN TRAN
(30) -- -- -- (101,700) -- --
XXXXXX
CALL VFO AB0010
FORD MOTOR CO NEW
EXP 01-17-09 OPEN TRAN
100 -- -- -- 6,010 -- --
XXXXXX
CALL VGE AH0040
GENERAL ELECTRIC
EXP 01-17-09 OPEN TRAN
530 -- -- -- 145,220 -- --
XXXXXX
CALL VGE AJ0050
GENERAL ELECTRIC
EXP 01-17-09 OPEN TRAN
50 -- -- -- 2,950 -- --
XXXXXX
CALL VHD AG0035
HOME DEPOT INC
EXP 01-17-09 OPEN TRAN
104 -- -- -- 11,440 -- --
XXXXXX
CALL VHD AH0040
HOME DEPOT INC
EXP 01-17-09 OPEN TRAN
50 -- -- -- 2,250 -- --
XXXXXX
CALL VJN AJ0050
JOHNSON AND JOHNSON COM
EXP 01-17-09 OPEN TRAN
20 -- -- -- 37,800 -- --
XXXXXX
CALL VJN AL0060
JOHNSON AND JOHNSON COM
EXP 01-17-09 OPEN TRAN
20 -- -- -- 21,300 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL VYF AB0010
CIRCUIT CITY STORES INC
EXP 01-17-09 OPEN TRAN
70 -- -- -- 6,300 -- --
XXXXXX
CALL VYH AH0040
YAHOO INC
EXP 01-17-09 OPEN TRAN
10 -- -- -- 800 -- --
XXXXXX
CALL WAT AL0060
WATERS CORP
EXP 01-19-08 OPEN TRAN
210 -- -- -- 445,200 -- --
XXXXXX
CALL WFR DP0080
MEMC ELECTR MATLS INC
EXP 04-19-08 OPEN TRAN
75 -- -- -- 120,750 -- --
XXXXXX
CALL WMT AW0047 1/2
WAL-MART STORES INC
EXP 01-19-08 OPEN TRAN
(48) -- -- -- (3,910) -- --
XXXXXX
CALL WRV AH0040
CITIGROUP INC
EXP 01-16-10 OPEN TRAN
484 3.700 3.80 86,580 88,920 2,340 2.70
XXXXXX
CALL WXS CG0035
WRIGHT EXPRESS CORP
EXP 03-22-08 OPEN TRAN
30 -- -- -- 8,625 -- --
XXXXXX
CALL WYE DI0045
WYETH
EXP 04-19-08 OPEN TRAN
24 -- -- -- 13,560 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CALL XOM AS0095
EXXON MOBIL CORP COM
EXP 01-19-08 OPEN TRAN
(47) -- -- -- (6,580) -- --
XXXXXX
CALL XRX DC0015
XEROX CORP
EXP 04-19-08 OPEN TRAN
800 -- -- -- 156,010 -- --
XXXXXX
CALL XTQ BW0047 1/2
EXPRESS SCRIPTS INC COM
EXP 02-16-08 OPEN TRAN
225 -- -- -- 533,250 -- --
XXXXXX
CALL XTQ EM0065
EXPRESS SCRIPTS INC COM
EXP 05-17-08 OPEN TRAN
35 -- -- -- 34,300 -- --
XXXXXX
CALL XZV AJ0050
PKG 100 BTU + 10 PCX
EXP 01-17-09 OPEN TRAN
100 -- -- -- 194,010 -- --
XXXXXX
CALL YAA AL0060
AMGEN INC COM PV $0.0101
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (160) -- --
XXXXXX
CALL YAA AZ0062 1/2
AMGEN INC COM PV $0.0101
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (110) -- --
XXXXXX
CALL YHQ DU0037 1/2
YAHOO INC
EXP 04-19-08 OPEN TRAN
(10) -- -- -- (190) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT AEQ XI0045
ADOBE SYS DEL PV$ 0.001
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (3,200) -- --
XXXXXX
PUT AGU MI0045
AGRIUM INC
EXP 01-19-08 OPEN TRAN
(11) -- -- -- (247) -- --
XXXXXX
PUT AGU XK0055
AGRIUM INC
EXP 12-22-07 OPEN TRAN
(15) -- -- -- (675) -- --
XXXXXX
PUT AL XP 0080
ALCAN INC
EXP 12-22-07 OPEN TRAN
20 -- -- -- 100 -- --
XXXXXX
PUT AMQ MJ0050
AMGEN INC COM PV $0.0101
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (8,310) -- --
XXXXXX
PUT AMQ MZ0052 1/2
AMGEN INC COM PV $0.0101
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (4,600) -- --
XXXXXX
PUT AMQ PW0047 1/2
AMGEN INC COM PV $0.0101
EXP 04-19-08 OPEN TRAN
(124) -- -- -- (36,580) -- --
XXXXXX
PUT AMR MD0020
AMR CORP DEL
EXP 01-19-08 OPEN TRAN
(565) -- -- -- (197,750) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT APV MJ0150
APPLE INC
EXP 01-19-08 OPEN TRAN
(300) -- -- -- (35,400) -- --
XXXXXX
PUT APV MK0155
APPLE INC
EXP 01-19-08 OPEN TRAN
(314) -- -- -- (53,694) -- --
XXXXXX
PUT APV ML0160
APPLE INC
EXP 01-19-08 OPEN TRAN
(200) -- -- -- (46,200) -- --
XXXXXX
PUT APV MN0170
APPLE INC
EXP 01-19-08 OPEN TRAN
(2) -- -- -- (830) -- --
XXXXXX
PUT APV MP0180
APPLE INC
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (13,800) -- --
XXXXXX
PUT APV MR0190
APPLE INC
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (22,600) -- --
XXXXXX
PUT APV PF0130
APPLE INC
EXP 04-19-08 OPEN TRAN
(10) -- -- -- (2,380) -- --
XXXXXX
PUT APV PP0180
APPLE INC
EXP 04-19-08 OPEN TRAN
(10) (15,450) Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT BA MP 0080
BOEING COMPANY
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (700) -- --
XXXXXX
PUT BA XQ 0085
BOEING COMPANY
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (350) -- --
XXXXXX
PUT BA XR 0090
BOEING COMPANY
EXP 12-22-07 OPEN TRAN
(75) -- -- -- (16,875) -- --
XXXXXX
PUT BAC MI0045
BANK OF AMERICA CORP
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (8,550) -- --
XXXXXX
PUT BAC MV0042 1/2
BANK OF AMERICA CORP
EXP 01-19-08 OPEN TRAN
(50) -- -- -- (10,200) -- --
XXXXXX
PUT BAC MW0047 1/2
BANK OF AMERICA CORP
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (16,500) -- --
XXXXXX
PUT BAC NW0047 1/2
BANK OF AMERICA CORP
EXP 02-16-08 OPEN TRAN
(1,010) -- -- -- (577,010) -- --
XXXXXX
PUT BDU MC0320
BAIDU.COM ADR
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (5,400) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT C OH 0040
CITIGROUP INC
EXP 03-22-08 OPEN TRAN
(10) -- -- -- (9,600) -- --
XXXXXX
PUT C RE 0025
CITIGROUP INC
EXP 06-21-08 OPEN TRAN
(20) -- -- -- (2,640) -- --
XXXXXX
PUT C RK 0055
CITIGROUP INC
EXP 06-21-08 OPEN TRAN
(10) -- -- -- (24,150) -- --
XXXXXX
PUT C RS 0027 1/2
CITIGROUP INC
EXP 06-21-08 OPEN TRAN
(20) -- -- -- (3,900) -- --
XXXXXX
PUT CAJ XJ0050
CANON INC ADR REP5SH
EXP 12-22-07 OPEN TRAN
65 -- -- -- 12,350 -- --
XXXXXX
PUT CAL MD0020
CONTINENTAL AIRLS CL B
EXP 01-19-08 OPEN TRAN
(300) -- -- -- (22,500) -- --
XXXXXX
PUT CAL ME0025
CONTINENTAL AIRLS CL B
EXP 01-19-08 OPEN TRAN
(663) -- -- -- (186,966) -- --
XXXXXX
PUT CAL MF0030
CONTINENTAL AIRLS CL B
EXP 01-19-08 OPEN TRAN
(662) -- -- -- (403,820) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT CMI MP0080
CUMMINS INC COM
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (300) -- --
XXXXXX
PUT CNI PI0045
CANADIAN NATL RAILWAY CO
EXP 04-19-08 OPEN TRAN
(435) -- -- -- (75,037) -- --
XXXXXX
PUT CNX MT0027 1/2
CONSOL ENERGY INC COM
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (100) -- --
XXXXXX
PUT COH QG0035
COACH INC
EXP 05-17-08 OPEN TRAN
(20) -- -- -- (8,200) -- --
XXXXXX
PUT CYQ SE0025
CISCO SYSTEMS INC COM
EXP 07-19-08 OPEN TRAN
(10) -- -- -- (1,140) -- --
XXXXXX
PUT DAI MJ0050
DAIMLER A
EXP 01-19-08 OPEN TRAN
(38) -- -- -- (380) -- --
XXXXXX
PUT DAV MN0092
DIAMONDS TRUST SERIES I
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (20) -- --
XXXXXX
PUT DAW OT0124
DIAMONDS TRUST SERIES I
EXP 03-22-08 OPEN TRAN
(10) -- -- -- (2,680) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT EWZ MO0075
ISHARES MSCI BRAZIL FREE
EXP 01-19-08 OPEN TRAN
30 -- -- -- 9,010 -- --
XXXXXX
PUT EWZ XO0075
ISHARES MSCI BRAZIL FREE
EXP 12-22-07 OPEN TRAN
24 -- -- -- 1,560 -- --
XXXXXX
PUT F MU 0107 1/2
FORD MOTOR CO NEW
EXP 01-19-08 OPEN TRAN
(50) -- -- -- (4,010) -- --
XXXXXX
PUT FCX MA0105
FREEPRT-MCMRAN CPR & GLD
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (15,680) -- --
XXXXXX
PUT FCX MC0115
FREEPRT-MCMRAN CPR & GLD
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (14,650) -- --
XXXXXX
PUT FCX MP0080
FREEPRT-MCMRAN CPR & GLD
EXP 01-19-08 OPEN TRAN
(8) -- -- -- (640) -- --
XXXXXX
PUT FCX MQ0085
FREEPRT-MCMRAN CPR & GLD
EXP 01-19-08 OPEN TRAN
(25) -- -- -- (3,225) -- --
XXXXXX
PUT FCX MR0090
FREEPRT-MCMRAN CPR & GLD
EXP 01-19-08 OPEN TRAN
(60) -- -- -- (13,800) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT FFP XT0150
ISHARES FTSE XINHUA HK
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (340) -- --
XXXXXX
PUT FLU MU0107 1/2
FLAMEL TECH SPNSRD ADR
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (750) -- --
XXXXXX
PUT FLU XU0107 1/2
FLAMEL TECH SPNSRD ADR
EXP 12-22-07 OPEN TRAN
(15) -- -- -- (75) -- --
XXXXXX
PUT FUH MT0100
UNITED THERAPEUTICS CORP
EXP 01-19-08 OPEN TRAN
(28) -- -- -- (11,536) -- --
XXXXXX
PUT FVU MS0175
ISHARES FTSE XINHUA HK
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (12,700) -- --
XXXXXX
PUT GDQ QK0055
GILEAD SCIENCES INC COM
EXP 05-17-08 OPEN TRAN
(2) -- -- -- (1,920) -- --
XXXXXX
PUT GE MG 0035
GENERAL ELECTRIC
EXP 01-19-08 OPEN TRAN
(1,400) -- -- -- (75,600) -- --
XXXXXX
PUT GE MH 0040
GENERAL ELECTRIC
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (9,330) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT GPY MT0200
GOLDMAN SACHS GROUP INC
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (16,200) -- --
XXXXXX
PUT GPY PT0200
GOLDMAN SACHS GROUP INC
EXP 04-19-08 OPEN TRAN
10 -- -- -- 15,500 -- --
XXXXXX
PUT GPY ST0200
GOLDMAN SACHS GROUP INC
EXP 07-19-08 OPEN TRAN
(20) -- -- -- (38,800) -- --
XXXXXX
PUT GPY XB0210
GOLDMAN SACHS GROUP INC
EXP 12-22-07 OPEN TRAN
(240) -- -- -- (175,200) -- --
XXXXXX
PUT GPY XL0160
GOLDMAN SACHS GROUP INC
EXP 12-22-07 OPEN TRAN
25 -- -- -- 375 -- --
XXXXXX
PUT GPY XM0165
GOLDMAN SACHS GROUP INC
EXP 12-22-07 OPEN TRAN
200 -- -- -- 3,010 -- --
XXXXXX
PUT GPY XR0190
GOLDMAN SACHS GROUP INC
EXP 12-22-07 OPEN TRAN
(40) -- -- -- (6,010) -- --
XXXXXX
PUT GPY XS0195
GOLDMAN SACHS GROUP INC
EXP 12-22-07 OPEN TRAN
(2,670) -- -- -- (595,410) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT IBN OH0040
ICICI BANK LTD SPD ADR
EXP 03-22-08 OPEN TRAN
(10) -- -- -- (425) -- --
XXXXXX
PUT IHH MJ0150
INTERCONTINENTALEXCHANGE
EXP 01-19-08 OPEN TRAN
(17) -- -- -- (2,380) -- --
XXXXXX
PUT IHH ML0160
INTERCONTINENTALEXCHANGE
EXP 01-19-08 OPEN TRAN
(17) -- -- -- (3,196) -- --
XXXXXX
PUT IHH OM0165
INTERCONTINENTALEXCHANGE
EXP 03-22-08 OPEN TRAN
(10) (8,010) Pend Sell --
XXXXXX
PUT IQQ XS0071
ISHARES TR RUSSELL 2010
EXP 12-31-07 OPEN TRAN
(10) -- -- -- (460) -- --
XXXXXX
PUT IUN MH0040
INFOSYS TECH LTD ADR
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (2,600) -- --
XXXXXX
PUT IUN PG0035
INFOSYS TECH LTD ADR
EXP 04-19-08 OPEN TRAN
(28) (3,500) Pend Sell --
XXXXXX
PUT JGQ OV0012 1/2
JETBLUE AIRWAYS CORP DEL
EXP 03-22-08 OPEN TRAN
(125) -- -- -- (68,750) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT LDK XX0025
LDK SOLAR CO LTD ADR
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (50) -- --
XXXXXX
PUT LES MD0057 1/2
LEHMAN BROTHRS HLDGS COM
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (4,200) -- --
XXXXXX
PUT LES ML0060
LEHMAN BROTHRS HLDGS COM
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (3,010) -- --
XXXXXX
PUT LFC MO0075
CHINA LIFE INS CO SP ADR
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (5,800) -- --
XXXXXX
PUT LFC PL0060
CHINA LIFE INS CO SP ADR
EXP 04-19-08 OPEN TRAN
(100) -- -- -- (19,500) -- --
XXXXXX
PUT LFC PM0065
CHINA LIFE INS CO SP ADR
EXP 04-19-08 OPEN TRAN
(20) -- -- -- (6,200) -- --
XXXXXX
PUT LFC PN0070
CHINA LIFE INS CO SP ADR
EXP 04-19-08 OPEN TRAN
(100) -- -- -- (45,010) -- --
XXXXXX
PUT LFC XO0075
CHINA LIFE INS CO SP ADR
EXP 12-22-07 OPEN TRAN
(200) -- -- -- (17,010) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT MEE ME0025
MASSEY ENERGY CO COM
EXP 01-19-08 OPEN TRAN
(28) -- -- -- (280) -- --
XXXXXX
PUT MEE MF0030
MASSEY ENERGY CO COM
EXP 01-19-08 OPEN TRAN
(8) -- -- -- (312) -- --
XXXXXX
PUT MER MG0035
S & P 500
EXP 01-19-08 OPEN TRAN
(30) -- -- -- (300) -- --
XXXXXX
PUT MER MI0045
S & P 500
EXP 01-19-08 OPEN TRAN
(22) -- -- -- (1,650) -- --
XXXXXX
PUT MER MJ0050
S & P 500
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (1,650) -- --
XXXXXX
PUT MER MK0055
S & P 500
EXP 01-19-08 OPEN TRAN
(75) -- -- -- (24,010) -- --
XXXXXX
PUT MER ML0060
S & P 500
EXP 01-19-08 OPEN TRAN
(70) -- -- -- (39,410) -- --
XXXXXX
PUT MER MM0065
S & P 500
EXP 01-19-08 OPEN TRAN
(50) -- -- -- (44,500) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT MER XL0060
S & P 500
EXP 12-22-07 OPEN TRAN
(45) -- -- -- (15,750) -- --
XXXXXX
PUT MMM XP0080
3M COMPANY
EXP 12-22-07 OPEN TRAN
(8) -- -- -- (64) -- --
XXXXXX
PUT MO RM 0065
ALTRIA GROUP INC
EXP 06-21-08 OPEN TRAN
(300) -- -- -- (28,500) -- --
XXXXXX
PUT MS MH 0040
MORGAN STANLEY
EXP 01-19-08 OPEN TRAN
(20) (1,100) Pend Sell --
XXXXXX
PUT MS AML0060
MORGAN STANLEY
EXP 01-19-08 OPEN TRAN
(60) -- -- -- (61,200) -- --
XXXXXX
PUT MS MM 0065
MORGAN STANLEY
EXP 01-19-08 OPEN TRAN
(60) -- -- -- (85,800) -- --
XXXXXX
PUT MT XM 0065
ARCELORMITTAL SA,
EXP 12-22-07 OPEN TRAN
(150) -- -- -- (5,250) -- --
XXXXXX
PUT NDX XE2025
CBOE NASDAQ-100 INDEX
EXP 12-22-07 OPEN TRAN
5 -- -- -- 5,100 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT NYX OO0075
NYSE EURONEXT
EXP 03-22-08 OPEN TRAN
(20) -- -- -- (5,200) -- --
XXXXXX
PUT OAQ QM0065
APOLLO GROUP INC CL A
EXP 05-17-08 OPEN TRAN
(10) -- -- -- (4,400) -- --
XXXXXX
PUT OAQ QN0070
APOLLO GROUP INC CL A
EXP 05-17-08 OPEN TRAN
88 -- -- -- 55,440 -- --
XXXXXX
PUT OMT MP0080
FREEPRT-MCMRAN CPR & GLD
EXP 01-17-09 OPEN TRAN
(50) -- -- -- (48,375) -- --
XXXXXX
PUT OMT MR0090
FREEPRT-MCMRAN CPR & GLD
EXP 01-17-09 OPEN TRAN
(50) -- -- -- (67,875) -- --
XXXXXX
PUT PBR PM0065
PETRLEO BRAS VTG SPD ADR
EXP 04-19-08 OPEN TRAN
(500) -- -- -- (40,010) -- --
XXXXXX
PUT PBR XN0070
PETRLEO BRAS VTG SPD ADR
EXP 12-22-07 OPEN TRAN
(200) -- -- -- (3,010) -- --
XXXXXX
PUT PFE OY0027 1/2
PFIZER INC DEL PV$0.05
EXP 03-22-08 OPEN TRAN
(82) -- -- -- (35,260) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT PTR OJ0150
PETROCHINA CO LTD SP ADR
EXP 03-22-08 OPEN TRAN
(10) -- -- -- (4,900) -- --
XXXXXX
PUT PTR OM0165
PETROCHINA CO LTD SP ADR
EXP 03-22-08 OPEN TRAN
(3) -- -- -- (2,760) -- --
XXXXXX
PUT PVH OI0045
PHILLIPS VAN HEUSEN
EXP 03-22-08 OPEN TRAN
(9) -- -- -- (6,525) -- --
XXXXXX
PUT PVZ MM0065
POTASH CORP SASKATCHEWAN
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (100) -- --
XXXXXX
PUT PWU MH0040
PKG 100 BTU + 10 PCX
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (200) -- --
XXXXXX
PUT PYP OR0090
POTASH CORP SASKATCHEWAN
EXP 03-22-08 OPEN TRAN
(20) -- -- -- (5,300) -- --
XXXXXX
PUT PYP RQ0085
POTASH CORP SASKATCHEWAN
EXP 06-21-08 OPEN TRAN
(35) -- -- -- (15,400) -- --
XXXXXX
PUT QAA MB0110
APPLE INC
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (90) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT QSU MV0125
SUNPWR CORP CL A
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (19,420) -- --
XXXXXX
PUT QSU OC0115
SUNPWR CORP CL A
EXP 03-22-08 OPEN TRAN
(20) (26,200) Pend Sell --
XXXXXX
PUT QSU XV0125
SUNPWR CORP CL A
EXP 12-22-07 OPEN TRAN
(20) -- -- -- (6,800) -- --
XXXXXX
PUT QTA OV0012 1/2
ALTUS PHARMACEUTICALS
EXP 03-22-08 OPEN TRAN
(30) -- -- -- (10,500) -- --
XXXXXX
PUT QTA RV0012 1/2
ALTUS PHARMACEUTICALS
EXP 06-21-08 OPEN TRAN
(50) -- -- -- (18,500) -- --
XXXXXX
PUT RAI MJ0050
REYNOLDS AMERICAN INC
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (50) -- --
XXXXXX
PUT RAI MX0052 1/2
REYNOLDS AMERICAN INC
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (200) -- --
XXXXXX
PUT RFU MT0100
PKG 69 RIG+CIL+$3418.17
EXP 01-19-08 OPEN TRAN
(8) -- -- -- (40) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT RIO OY0027 1/2
CIA VALE DO RIO DOCE AD
EXP 03-22-08 OPEN TRAN
(1,500) -- -- -- (217,500) -- --
XXXXXX
PUT RIO RE0025
CIA VALE DO RIO DOCE AD
EXP 06-21-08 OPEN TRAN
(15) -- -- -- (2,175) -- --
XXXXXX
PUT RIO RF0030
CIA VALE DO RIO DOCE AD
EXP 06-21-08 OPEN TRAN
(10) -- -- -- (3,200) -- --
XXXXXX
PUT RTP MQ0390
RIO TINTO PLC SPNSRD ADR
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (14,250) -- --
XXXXXX
PUT RUL MB0110
RESEARCH IN MOTION LTD
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (11,500) -- --
XXXXXX
PUT RUL MX0093 3/8
RESEARCH IN MOTION LTD
EXP 01-19-08 OPEN TRAN
(1,225) -- -- -- (526,750) -- --
XXXXXX
PUT RUL OC0113 3/8
RESEARCH IN MOTION LTD
EXP 03-22-08 OPEN TRAN
(25) -- -- -- (45,010) -- --
XXXXXX
PUT RUL XB0110
RESEARCH IN MOTION LTD
EXP 12-22-07 OPEN TRAN
(50) -- -- -- (41,010) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT SFB XL0142
STANDARD&POORS DEP RCPT
EXP 12-22-07 OPEN TRAN
5 -- -- -- 250 -- --
XXXXXX
PUT SFB XQ0147
STANDARD&POORS DEP RCPT
EXP 12-22-07 OPEN TRAN
(100) -- -- -- (20,900) -- --
XXXXXX
PUT SLB QR0090
SCHLUMBERGER LTD
EXP 05-17-08 OPEN TRAN
(10) -- -- -- (5,800) -- --
XXXXXX
PUT SPW XQ0085
SPX CORP COM
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (50) -- --
XXXXXX
PUT SPW XT0100
SPX CORP COM
EXP 12-22-07 OPEN TRAN
(10) -- -- -- (400) -- --
XXXXXX
PUT SQX XE0025
STARBUCKS CORP
EXP 12-22-07 OPEN TRAN
50 3.900 3.72 19,500 18,600 (900) (4.62)
(1,893) -- -- -- (704,196) -- --
XXXXXX
PUT SSW XF0030
SEASPAN CORP
EXP 12-22-07 OPEN TRAN
(150) -- -- -- (71,250) -- --
XXXXXX
PUT STP MI0045
SUNTECH PWR HLDGS CO LTD
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (300) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT SWQ MF0030
SANDISK CORP INC
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (380) -- --
XXXXXX
PUT SXM OE1525
S & P 500 INDEX NEW
EXP 03-22-08 OPEN TRAN
5 -- -- -- 44,900 -- --
XXXXXX
PUT SXY XJ1350
S & P 500 INDEX NEW
EXP 12-22-07 OPEN TRAN
2 -- -- -- 80 -- --
XXXXXX
PUT SXZ XO1475
S & P 500 INDEX NEW
EXP 12-22-07 OPEN TRAN
15 -- -- -- 31,500 -- --
XXXXXX
PUT SXZ XT1400
S & P 500 INDEX NEW
EXP 12-22-07 OPEN TRAN
7 -- -- -- 1,400 -- --
XXXXXX
PUT T XH 0040
AT& T INC
EXP 12-22-07 OPEN TRAN
100 0.480 0.48 2,300 2,300 0 0.00
(100) -- -- -- (2,300) -- --
XXXXXX
PUT TEP XD0020
TOLL BROS INC COM
EXP 12-22-07 OPEN TRAN
(150) -- -- -- (3,750) -- --
XXXXXX
PUT TEP XW0017 1/2
TOLL BROS INC COM
EXP 12-22-07 OPEN TRAN
(150) -- -- -- (750) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT VAE MG0035
ADOBE SYS DEL PV$ 0.001
EXP 01-17-09 OPEN TRAN
(30) -- -- -- (6,010) -- --
XXXXXX
PUT VEM MJ0050
LEXMARK INTL INC CL A
EXP 01-17-09 OPEN TRAN
(50) -- -- -- (84,010) -- --
XXXXXX
PUT VFN ME0025
FANNIE MAE (USA) COM NPV
EXP 01-17-09 OPEN TRAN
100 -- -- -- 38,010 -- --
XXXXXX
PUT VHE MF0030
LEHMAN BROTHRS HLDGS COM
EXP 01-17-09 OPEN TRAN
(10) -- -- -- (1,200) -- --
XXXXXX
PUT VHO MN0070
RESEARCH IN MOTION LTD
EXP 01-17-09 OPEN TRAN
(10) -- -- -- (9,250) -- --
XXXXXX
PUT VLN MQ0085
DAIMLER A
EXP 01-17-09 OPEN TRAN
(100) -- -- -- (77,010) -- --
XXXXXX
PUT VLO ML0060
VALERO ENERGY CORP NEW
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (550) -- --
XXXXXX
PUT VLO OL0060
VALERO ENERGY CORP NEW
EXP 03-22-08 OPEN TRAN
(20) -- -- -- (3,600) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT VMW MO0075
VMWARE, INC.
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (1,600) -- --
XXXXXX
PUT VMW MT0100
VMWARE, INC.
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (9,820) -- --
XXXXXX
PUT VMW PR0090
VMWARE, INC.
EXP 04-19-08 OPEN TRAN
(20) (24,010) Pend Sell --
XXXXXX
PUT VOH MF0030
CIA VALE DO RIO DOCE AD
EXP 01-17-09 OPEN TRAN
(100) -- -- -- (47,010) -- --
XXXXXX
PUT VOH MS0026 1/4
CIA VALE DO RIO DOCE AD
EXP 01-17-09 OPEN TRAN
(100) -- -- -- (31,010) -- --
XXXXXX
PUT VOK MC0015
NOKIA CORP SPON ADR
EXP 01-17-09 OPEN TRAN
(10) -- -- -- (150) -- --
XXXXXX
PUT VRN MD0020
CITIGROUP INC
EXP 01-17-09 OPEN TRAN
(30) -- -- -- (3,780) -- --
XXXXXX
PUT VRN MF0030
CITIGROUP INC
EXP 01-17-09 OPEN TRAN
(100) -- -- -- (40,010) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT WFR MN0070
MEMC ELECTR MATLS INC
EXP 01-19-08 OPEN TRAN
(7) -- -- -- (637) -- --
XXXXXX
PUT WFR PO0075
MEMC ELECTR MATLS INC
EXP 04-19-08 OPEN TRAN
(7) -- -- -- (3,920) -- --
XXXXXX
PUT WFR XN0070
MEMC ELECTR MATLS INC
EXP 12-22-07 OPEN TRAN
(5) -- -- -- (50) -- --
XXXXXX
PUT WSD MB0210
GOLDMAN SACHS GROUP INC
EXP 01-16-10 OPEN TRAN
(30) -- -- -- (116,100) -- --
XXXXXX
PUT WWD ML0060
MORGAN STANLEY
EXP 01-16-10 OPEN TRAN
(60) -- -- -- (92,400) -- --
XXXXXX
PUT WWD MM0065
MORGAN STANLEY
EXP 01-16-10 OPEN TRAN
(60) -- -- -- (110,400) -- --
XXXXXX
PUT WZM MJ0050
S & P 500
EXP 01-16-10 OPEN TRAN
(50) -- -- -- (38,010) -- --
XXXXXX
PUT WZM MM0065
S & P 500
EXP 01-16-10 OPEN TRAN
(50) -- -- -- (78,500) -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Options & Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUT YTL ME0025
MEDIMMUNE INC
EXP 01-19-08 OPEN TRAN
(20) 0.010 0.00 0 0 -- --
XXXXXX
PUT ZBK MH0040
CAMECO CORP COM
EXP 01-17-09 OPEN TRAN
(10) -- -- -- (8,850) -- --
XXXXXX
PUT ZMH ML0060
ZIMMER HOLDINGS INC COM
EXP 01-19-08 OPEN TRAN
(20) -- -- -- (600) -- --
XXXXXX
PUT ZMP MD0030
CONSUMER DISCRETIONARY
EXP 01-17-09 OPEN TRAN
20 -- -- -- 4,800 -- --
XXXXXX
PUT ZPM MN0070
LEGG MASON INC
EXP 01-17-09 OPEN TRAN
(20) -- -- -- (15,980) -- --
XXXXXX
PUT ZQN MR0090
AMAZON COM INC COM
EXP 01-19-08 OPEN TRAN
(10) -- -- -- (4,950) -- --
Total Options & Futures (13,498,870) (107,660)
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
3Y BEAR LIBOR+4%
USD
4,300 -- -- -- 371,359 -- --
XXXXXX
ABBOTT LABS
30,055 1,728,463 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ACERGY S A SPON ADR
3,600 -- -- -- 76,824 -- --
XXXXXX
ACORN INTERNATL INC ADR
800 -- -- -- 7,616 -- --
XXXXXX
ACTIVE POWER INC COM
7,037 -- -- -- 16,889 -- --
XXXXXX
ACTIVECORE TECHNOLOGIES,
INC.
1,010 -- -- -- 0.50 -- --
XXXXXX
ACTIVISION INC COM NEW
11,120 -- -- -- 297,126 -- --
XXXXXX
ACUITY BRANDS INC
200 -- -- -- 8,410 -- --
XXXXXX
ADAPTEC INC COM
1,010 -- -- -- 3,210 -- --
XXXXXX
ADAPTIVE BROADBAND CORP
15,010 -- -- -- 1,275 -- --
XXXXXX
ADC TELECOMMUNICATIONS
INC
3,857 -- -- -- 70,583 -- --
XXXXXX
ADELPHIA COMMUNICATIONS
CL ESCROW
30,010 0.010 0.00 0 0 -- --
XXXXXX
ADELPHIA RECOVERY TRUST
CVV SER ACC-7 RR
30,010 0.010 0.00 0 0 -- --
XXXXXX
ADOBE SYS DEL PV$ 0.001
4,500 43.100 42.11 193,934 189,495 (4,439) (2.29)
71,945 -- -- -- 3,029,604 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AGILENT TECHNOLOGIES INC
8,482 -- -- -- 307,981 -- --
XXXXXX
AGNICO EAGLE MINES LTD
300 -- -- -- 14,319 -- --
XXXXXX
AGRIUM INC
5,010 58.010 57.96 290,010 289,800 (200) (0.07)
2,010 -- -- -- 115,920 -- --
XXXXXX
AIG DIVERSIFIED STRATEGS
USD PAR ORDINARY
28 -- -- -- 48,626 -- --
XXXXXX
AIM GLOBAL TECH COS INC
2,010 -- -- -- 0.20 -- --
XXXXXX
AIR PRODUCTS&CHEM
840 -- -- -- 85,168 -- --
XXXXXX
AIRNET COMMUNICATIONS
CORP NEW
50 0.010 0.00 0 0 -- --
XXXXXX
AK STEEL HOLDING CO
3,121 -- -- -- 150,214 -- --
XXXXXX
AKAMAI TECHNOLOGIES INC
475 -- -- -- 16,801 -- --
XXXXXX
AKZO NOBEL N V SPNSD ADR
1,010 -- -- -- 76,363 -- --
XXXXXX
ALCATEL LUCENT SPD ADR
86,546 667,270 Pend Sell --
XXXXXX
ALCOA INC
22,840 -- -- -- 803,740 -- --
XXXXXX
ALERT B C CORP
5,010 -- -- -- 319 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ALPARGATAS SA ORD 1V
ARS PAR ORDINARY
17,695 -- -- -- 28,765 -- --
XXXXXX
ALTANA AKTNGSLSHF SP ADR
1,010 -- -- -- 48,934 -- --
XXXXXX
ALTIN AG
USD PAR ORDINARY
1,750 -- -- -- 139,038 -- --
XXXXXX
ALTRIA GROUP INC
117,277 9,009,219 Pend Sell --
XXXXXX
ALUMINUM CP OF CHINA ADR
10,200 -- -- -- 525,504 -- --
XXXXXX
ALVARION LTD COM
41,010 -- -- -- 372,690 -- --
XXXXXX
AMASYS CORP
196 0.010 0.00 0 0 -- --
XXXXXX
AMAZON COM INC COM
4,680 416,894 Pend Sell --
XXXXXX
AMBAC FINCL GRP NY $0.01
9,010 -- -- -- 205,290 -- --
XXXXXX
AMCOL INTERNATIONAL CORP
800 -- -- -- 27,680 -- --
XXXXXX
AMDOCS LIMITED
10,540 -- -- -- 368,057 -- --
XXXXXX
AMER EAGLE OUTFITTERS
1,700 -- -- -- 34,459 -- --
XXXXXX
AMER EXPRESS COMPANY
140,568 -- -- -- 7,350,301 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AMGEN INC COM PV $0.0101
134,980 6,533,032 Pend Sell --
XXXXXX
AMN SUPERCONDCTR CORP
3,010 -- -- -- 80,160 -- --
XXXXXX
AMPHENOL CORP CL A NEW
3,276 -- -- -- 149,353 -- --
XXXXXX
AMR CORP DEL
12,900 213,495 Pend Sell --
XXXXXX
AMRCN INTL PETE CORP
4,010 0.010 0.00 0 0 -- --
XXXXXX
AMYLIN PHARMACEUTLS INC
700 -- -- -- 27,041 -- --
XXXXXX
ANADARKO PETE CORP
5,010 -- -- -- 311,450 -- --
XXXXXX
ANADIGICS INC
420 -- -- -- 4,502 -- --
XXXXXX
ANALOG DEVICES INC COM
800 -- -- -- 25,704 -- --
XXXXXX
ANGLO PLATINUM LTD ADR
100 -- -- -- 13,430 -- --
XXXXXX
ANGLOGOLD ASHANTI LTD
3,690 -- -- -- 158,190 -- --
XXXXXX
ANHEUSR BUSCH COS INC
4,450 -- -- -- 484,782 -- --
XXXXXX
ANIXTER INTL INC
2,400 61.960 60.92 148,699 146,208 (2,491) (1.68)
61,800 -- -- -- 3,764,856 -- --
XXXXXX
ANNALY CAP MGMT INC
4,010 -- -- -- 70,040 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ARACRUZ CELULSE B SPNADR
750 -- -- -- 53,925 -- --
XXXXXX
ARC ENERGY TRUST UNITS
13,010 -- -- -- 243,945 -- --
XXXXXX
ARCELORMITTAL SA,
LUXEMBOURG
18,300 -- -- -- 1,304,424 -- --
XXXXXX
ARCH CHEMICALS INC
50 -- -- -- 1,930 -- --
XXXXXX
ARCH COAL INC
3,010 -- -- -- 120,030 -- --
XXXXXX
ARCHER DANIELS MIDLD
2,010 38.480 39.07 76,960 78,140 1,180 1.53
77,240 -- -- -- 3,017,767 -- --
XXXXXX
ARENA PHARMACEUTICALS
800 -- -- -- 6,736 -- --
XXXXXX
ARGENTEX MINING CORP
16,500 -- -- -- 21,450 -- --
XXXXXX
ARIBA INC
1,749 -- -- -- 20,218 -- --
XXXXXX
ARIEL CORP
10,010 -- -- -- 30 -- --
XXXXXX
ARIS PERMAL FRAC 8FK42
USD PAR ORDINARY
3 0.010 0.00 0 0 -- --
XXXXXX
ARKEMA ADR
484 -- -- -- 14,826 -- --
XXXXXX
AROTECH CORP
1,299 -- -- -- 3,066 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ATP OIL AND GAS CORP COM
37,180 -- -- -- 1,721,434 -- --
XXXXXX
ATWOOD OCEANICS INC
700 -- -- -- 62,258 -- --
XXXXXX
AU OPTRONICS CORP ADR
7,212 -- -- -- 121,739 -- --
XXXXXX
AUDIOCODES LTD COM
34,245 -- -- -- 173,280 -- --
XXXXXX
AUTOMATIC DATA PROC
666 -- -- -- 29,930 -- --
XXXXXX
AUXILIUM PHARMACEUTICALS
INC
3,300 29.130 28.02 96,130 92,466 (3,664) (3.81)
11,866 -- -- -- 332,485 -- --
XXXXXX
AVANEX CORPCOM
400,010 -- -- -- 564,010 -- --
XXXXXX
AVINO SILVER & GOLD MNS
10,010 -- -- -- 14,736 -- --
XXXXXX
AVIS BUDGET GROUP INC
1,500 19,635 Pend Sell --
XXXXXX
AVISTA CORP
3,500 -- -- -- 75,845 -- --
XXXXXX
AVNET INC
93,010 -- -- -- 3,255,010 -- --
XXXXXX
AVON PROD INC
2,884 -- -- -- 113,370 -- --
XXXXXX
AXA ADR
5,590 -- -- -- 218,290 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BANK NEW YORK MELLON
CORP
30,048 -- -- -- 1,445,609 -- --
XXXXXX
BANK OF AMERICA CORP
117,051 4,934,870 Pend Sell --
XXXXXX
BANK OF AYUDHYA (F)
10.THB PAR ORDINARY
73,700 -- -- -- 57,036 -- --
XXXXXX
BANK OF AYUDHYA NVDR
10.THB PAR ORDINARY
60,010 -- -- -- 45,540 -- --
XXXXXX
BANK OF CHINA LTD
1.CNY PAR ORDINARY
200,010 -- -- -- 100,010 -- --
XXXXXX
BANK OF MONTREAL COM
1,100 -- -- -- 62,766 -- --
XXXXXX
BANK OF NOVA SCOTIA
500 -- -- -- 25,250 -- --
XXXXXX
BARCLAYS PLC ADR
19,325 822,859 Pend Sell --
XXXXXX
BARNES & NOBLE INC
5,500 -- -- -- 196,625 -- --
XXXXXX
BARNES GROUP INC DE $.01
4,010 -- -- -- 121,200 -- --
XXXXXX
BARR PHARMACEUTICALS INC
92,010 -- -- -- 4,937,640 -- --
XXXXXX
BARRICK GOLD CORPORATION
25,149 955,662 Pend Sell --
XXXXXX
BASIC ENERGY SVCS INC
500 -- -- -- 10,340 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BEST BUY CO INC
750 -- -- -- 37,755 -- --
XXXXXX
BEYOND.COM CORP COM NEW
1,010 0.010 0.00 0 0 -- --
XXXXXX
BHP BILLITON LTD ADR
21,744 -- -- -- 1,545,346 -- --
XXXXXX
BIDNOW.COM INC COM NEW
14,559 -- -- -- 22 -- --
XXXXXX
BIG CAT ENERGY CORP
1,010 -- -- -- 1,450 -- --
XXXXXX
BIOCRYST PHARMACEUTICALS
600 -- -- -- 3,744 -- --
XXXXXX
BIOGEN IDEC INC
17,347 -- -- -- 1,019,830 -- --
XXXXXX
BIOMARIN PHARMACEUTICALS
27,600 -- -- -- 1,005,744 -- --
XXXXXX
BIOPURE CORP CL A
6,666 -- -- -- 3,933 -- --
XXXXXX
BIOTECH HLDRS DEP RCPTS
8,700 -- -- -- 1,433,488 -- --
XXXXXX
BIRLESIK MAGALAZAR AS RE
USD PAR ORDINARY
15,010 -- -- -- 1,240,985 -- --
XXXXXX
BJ SERVICES CO
1,010 -- -- -- 48,450 -- --
XXXXXX
BLOCKBUSTER INC CL A
18,010 -- -- -- 59,040 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BRAZILIAN EQUITY INV III
USD PAR ORDINARY
10,010 0.010 0.00 0 0 -- --
XXXXXX
BREAKWATER RES LTD NEW
26 -- -- -- 45 -- --
XXXXXX
BRISTOL-MYERS SQUIBB CO
87,990.4066 -- -- -- 2,470,771 -- --
XXXXXX
BRITISH AMN TOBACO SPADR
4,700 -- -- -- 359,879 -- --
XXXXXX
BROADBAND HOLDRS DEP RCP
2,010 -- -- -- 28,200 -- --
XXXXXX
BROADCOM CORP CALIF CL A
2,465 -- -- -- 67,788 -- --
XXXXXX
BROADRIDGE FINL
SOLUTIONS INC
162 -- -- -- 3,843 -- --
XXXXXX
BROADVISION INC
63 -- -- -- 148 -- --
XXXXXX
BROCADE COMMUNICATIONS
SYS INC NEW
15,813 -- -- -- 111,482 -- --
XXXXXX
BRONCO DRILLING CO INC
3,010 -- -- -- 44,550 -- --
XXXXXX
BRUSH ENGINEERED MATRLS
1,010 -- -- -- 40,440 -- --
XXXXXX
BT GROUP PLC ADR
1,100 -- -- -- 62,810 -- --
XXXXXX
BUCYRUS INTL INC-A
660 -- -- -- 59,539 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CADENCE DESIGN SYS INC
750 -- -- -- 12,840 -- --
XXXXXX
CALIF CSTL COMM PV $0.05
10 -- -- -- 57 -- --
XXXXXX
CALIFORNIA PIZZA KITCHEN
4,915 -- -- -- 73,774 -- --
XXXXXX
CALPINE CORP
1,594,100 -- -- -- 956,460 -- --
XXXXXX
CALUMET SPECIALITY
PRODUCTS INC
290 -- -- -- 9,802 -- --
XXXXXX
CAMECO CORP COM
60,030 -- -- -- 2,171,885 -- --
XXXXXX
CAMERON INTL CORP
11 -- -- -- 1,053 -- --
XXXXXX
CANADIAN IMPERIAL BANK
OF COMM
3,455 -- -- -- 250,488 -- --
XXXXXX
CANADIAN NATL RAILWAY CO
500 -- -- -- 24,160 -- --
XXXXXX
CANADIAN NATURAL RES LTD
7,105 -- -- -- 485,840 -- --
XXXXXX
CANADIAN OIL SANDS TRUST
11,830 -- -- -- 427,360 -- --
XXXXXX
CANADIAN PACIFIC RAILWAY
LTD
125 -- -- -- 8,005 -- --
XXXXXX
CANON INC ADR REP5SH
19 -- -- -- 918 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CBL & ASSOC PPTYS INC
REIT
500 -- -- -- 13,070 -- --
XXXXXX
CBS CORP NEW CL B
20,529 -- -- -- 536,833 -- --
XXXXXX
CDC CORP
33,200 -- -- -- 138,776 -- --
XXXXXX
CDEX INC CL A
88 -- -- -- 48 -- --
XXXXXX
CE FRANKLIN LTD
13,016 5.910 5.77 76,886 75,102 (1,783) (2.32)
XXXXXX
CELESTICA SUB VTG SHS
1,945 -- -- -- 11,106 -- --
XXXXXX
CELGENE CORP COM
159,300 -- -- -- 8,030,313 -- --
XXXXXX
CELL GENESYS INC
800 -- -- -- 2,096 -- --
XXXXXX
CELLULAR TECH SVCS
240 -- -- -- 864 -- --
XXXXXX
CEMEX SAB DE CV SPND ADR
18,687 -- -- -- 492,402 -- --
XXXXXX
CENTEX CORP
11,010 -- -- -- 262,900 -- --
XXXXXX
CENTRAL EASTERN EUROPEAN
USD PAR ORDINARY
3,010 -- -- -- 217,590 -- --
XXXXXX
CENTRAL EUROPEAN DSTRBTN
250 -- -- -- 13,375 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CHIMERA INVESTMENT CORP
770 -- -- -- 11,743 -- --
XXXXXX
CHINA DIGITAL TV HLDG CO
LTD SPON ADR
2,010 -- -- -- 65,960 -- --
XXXXXX
CHINA GOLD CORP
24,010 -- -- -- 120 -- --
XXXXXX
CHINA LIFE INS CO SP ADR
16,240 -- -- -- 1,265,583 -- --
XXXXXX
CHINA MEDICAL TECHNOLGS
SPON ADR
400 -- -- -- 16,948 -- --
XXXXXX
CHINA MOBILE LTD SPN ADR
28,645 2,495,266 Pend Sell --
XXXXXX
CHINA NEPSTAR CHAIN
DRUGSTORE LTD.
AMERICAN DEPOSITARY SHRS
8,245 -- -- -- 150,966 -- --
XXXXXX
CHINA NETCOM GROUP SP AD
2,010 -- -- -- 148,240 -- --
XXXXXX
CHINA PAC INC NEW
200 -- -- -- 12 -- --
XXXXXX
CHINA PETE CHEM SPN ADR
500 -- -- -- 71,010 -- --
XXXXXX
CHINA SLR CLN ENGY SOL
INC
3,010 -- -- -- 9,010 -- --
XXXXXX
CHINA SOUTHRN AIRLN ADR
4,400 -- -- -- 256,784 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CISCO SYSTEMS INC COM
102,100 29.060 28.65 2,967,214 2,925,165 (42,049) (1.42)
182,253 -- -- -- 5,221,548 -- --
XXXXXX
CITADEL BROADCASTING CO
488 -- -- -- 488 -- --
XXXXXX
CITIGROUP INC
483,751 14,851,156 Pend Sell --
XXXXXX
CITIZENS COMMNCTNS CO
7,500 -- -- -- 90,375 -- --
XXXXXX
CITRIX SYSTEMS INC COM
300 -- -- -- 11,445 -- --
XXXXXX
CITY NATIONAL CORP
10 -- -- -- 602 -- --
XXXXXX
CITYFED FINANCIAL CRP
2,010 -- -- -- 2 -- --
XXXXXX
CLAXSON INTERACTIVE GP A
5,600 -- -- -- 61,600 -- --
XXXXXX
CLAYMORE BNY BRIC ETF
9,800 -- -- -- 513,814 -- --
XXXXXX
CLAYMORE EXCHANGE TRADED
FD TR
3,500 -- -- -- 94,290 -- --
XXXXXX
CLAYMORE S&P GLOBAL WRT
600 -- -- -- 15,066 -- --
XXXXXX
CLEARWIRE CORP CL A
763 -- -- -- 10,621 -- --
XXXXXX
CLEVELAND BIOLABS INC
1,010 -- -- -- 7,610 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
COLGATE PALMOLIVE
90,418 -- -- -- 7,291,308 -- --
XXXXXX
COM VALE DO RIO DOCE SPO
ADR REPSTG 250
3,555 28.050 27.62 99,710 98,189 (1,520) (1.52)
244,325 -- -- -- 6,748,257 -- --
XXXXXX
COMCAST CORP NEW CL A
10,010 18.100 18.14 181,010 181,400 400 0.22
197,308 -- -- -- 3,579,167 -- --
XXXXXX
COMCAST CRP NEW CL A SPL
6,500 -- -- -- 117,520 -- --
XXXXXX
COMERICA INC COM
6,659 41.420 41.17 275,788 274,151 (1,637) (0.59)
XXXXXX
COMM INTL BNK EG GDR
USD PAR ORDINARY
31,200 -- -- -- 467,064 -- --
XXXXXX
COMMERCE ONE INC DEL
3,836 0.010 0.00 0 0 -- --
XXXXXX
COMMERCIAL METALS CO COM
1,600 -- -- -- 49,056 -- --
XXXXXX
COMMERZBANK A G SPNS ADR
16 -- -- -- 617 -- --
XXXXXX
COMMNCTN INTELLIGNCE NEW
2,010 -- -- -- 454 -- --
XXXXXX
COMMODITY SECURITIE
USD PAR ORDINARY
1,010 -- -- -- 19,610 -- --
XXXXXX
COMMSCOPE INC
600 -- -- -- 27,462 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CON-WAY INC
300 -- -- -- 12,954 -- --
XXXXXX
CONAGRA FOODS INC
26,675 -- -- -- 671,143 -- --
XXXXXX
CONCHO RESOURCES INC
500 18.050 19.00 9,025 9,500 475 5.26
30 -- -- -- 570 -- --
XXXXXX
CONCORD CAMERA CORP.
80 -- -- -- 246 -- --
XXXXXX
CONOCOPHILLIPS
60,649 -- -- -- 5,051,455 -- --
XXXXXX
CONSECO INC
550 -- -- -- 6,875 -- --
XXXXXX
CONSOL ENERGY INC COM
1,010 -- -- -- 66,020 -- --
XXXXXX
CONTAX PARTICIPACOES ADR
ADR
10,868 -- -- -- 13,585 -- --
XXXXXX
CONTINENTAL AIRLS CL B
65 -- -- -- 1,580 -- --
XXXXXX
CONTINENTAL FUELS INC
1,200 -- -- -- 408 -- --
XXXXXX
CONTINENTAL RESOURCES
INC
161,100 -- -- -- 4,177,348 -- --
XXXXXX
COPA HOLDINGS S A CL A
1,200 -- -- -- 45,624 -- --
XXXXXX
COPEL PARANA ADR PREF B
2,010 -- -- -- 29,620 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CREATIVE TECHNOLOGY LTD
.25SGD PAR ORDINARY
2,010 -- -- -- 8,440 -- --
XXXXXX
CREDIT SUISSE EQU FND TI
USD PAR ORDINARY
10 -- -- -- 16,132 -- --
XXXXXX
CREDIT SUISSE FB LDN
USD PAR UNIT
240 -- -- -- 285,600 -- --
XXXXXX
CREDIT SUISSE GP SP ADR
2,260 -- -- -- 135,532 -- --
XXXXXX
CREDIT SUISSE INTL
USD PAR ORDINARY
200 0.010 0.00 0 0 -- --
XXXXXX
CRESUD SACIFYA SPND ADR
2,010 -- -- -- 38,960 -- --
XXXXXX
CROWN NORTHCORP INC
976,924 0.010 0.00 0 0 -- --
XXXXXX
CROWN VANTAGE INC ESCROW
5 0.010 0.00 0 0 -- --
XXXXXX
CRUCELL NV SPONSORED ADR
500 -- -- -- 8,740 -- --
XXXXXX
CRYPTOLOGIC LTD
2,080 -- -- -- 40,560 -- --
XXXXXX
CRYSTALLEX INTL CORP
2,010 -- -- -- 4,360 -- --
XXXXXX
CULLEN FRST BKRS PV$0.01
12 -- -- -- 598 -- --
XXXXXX
CURRENCY SHARES EURO TR
110 -- -- -- 15,884 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
DATACRAFT ASIA LTD
.05USD PAR ORDINARY
5,010 -- -- -- 6,200 -- --
XXXXXX
DAVITA INC
18 -- -- -- 1,001 -- --
XXXXXX
DAWSON GEOPHYSICL CO
1,010 -- -- -- 68,600 -- --
XXXXXX
DBS GROUP HLDGS SPN ADR
19 -- -- -- 1,050 -- --
XXXXXX
DEAN FOODS CO NEW
1,210 -- -- -- 31,811 -- --
XXXXXX
DEEP WELL OIL AND GAS
9,010 -- -- -- 4,410 -- --
XXXXXX
DEERE CO
3,550 -- -- -- 309,418 -- --
XXXXXX
DEL MONTE FOODS CO
753 -- -- -- 6,581 -- --
XXXXXX
DELEK DRILLIN LP
ILS PAR ORDINARY
80,010 -- -- -- 50,672 -- --
XXXXXX
DELL INC
86,270 -- -- -- 2,033,384 -- --
XXXXXX
DELPHI CORPORATION
81,630 -- -- -- 14,285 -- --
XXXXXX
DELTA FINANCIAL CORP COM
11,010 -- -- -- 1,210 -- --
XXXXXX
DELTA PETE CORP COM NEW
119,010 -- -- -- 1,740,970 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
6,500 -- -- -- 201,240 -- --
XXXXXX
DICKS SPORTING GOODS INC
27 -- -- -- 814 -- --
XXXXXX
DISCOVER FINL SVCS
16,488 -- -- -- 257,872 -- --
XXXXXX
DISCOVERY HLDG CO-A W/I
300 -- -- -- 7,983 -- --
XXXXXX
DISNEY (WALT) CO COM STK
11,184 -- -- -- 369,184 -- --
XXXXXX
DISTRIBUTED ENERGY SYS
CORP
45,610 0.440 0.47 20,143 21,437 1,294 6.43
XXXXXX
DIVINE INC CL A
116,319 -- -- -- 151 -- --
XXXXXX
DIVX INC
1,010 -- -- -- 14,210 -- --
XXXXXX
DOLLAR TREE STORES INC
0 0 Pend Sell --
XXXXXX
DOMINION RES INC NEW VA
34,600 -- -- -- 1,654,572 -- --
XXXXXX
DONALDSON CO INC
330 -- -- -- 14,999 -- --
XXXXXX
DORAL FINL CORP
50 -- -- -- 793 -- --
XXXXXX
DOVER CORP
3,734 -- -- -- 170,483 -- --
XXXXXX
DOW CHEMICAL CO
13,624 587,331 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
DYNAMIC MATRIALS PV$0.05
4,010 -- -- -- 487,280 -- --
XXXXXX
DYNEGY INC DEL CL A
222 -- -- -- 1,674 -- --
XXXXXX
E CHECK RECOVERY INC
RESTRICTED
96 0.010 0.00 0 0 -- --
XXXXXX
E M C CORPORATION MASS
142,400 -- -- -- 2,702,752 -- --
XXXXXX
E TRADE FINANCIAL CORP
55,010 -- -- -- 212,850 -- --
XXXXXX
E.ON AG ADR
48 -- -- -- 1,614 -- --
XXXXXX
E-HOUSE (CHINA) HOLDINGS
LIMITEDAMERICAN
AMERICAN DEPO RECEIPTS
5,010 -- -- -- 119,400 -- --
XXXXXX
EAGLE BULK SHIPPING INC
1,010 28.380 26.41 28,380 26,410 (1,970) (6.94)
3,730 -- -- -- 98,509 -- --
XXXXXX
EARTH BIOFUELS, INC.
201,515 -- -- -- 10,680 -- --
XXXXXX
EARTHLINK INC COM
10,178 -- -- -- 69,007 -- --
XXXXXX
EASTMAN CHEMICAL CO COM
279 -- -- -- 17,504 -- --
XXXXXX
EASTMAN KODAK
15,010 22.850 22.10 342,698 331,500 (11,198) (3.27)
62,555 -- -- -- 1,382,466 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ELI LILLY & CO
38,935 -- -- -- 2,091,199 -- --
XXXXXX
ELSINORE CORP NEW
2 -- -- -- 0.12 -- --
XXXXXX
EMBARQ CORP
1,938 -- -- -- 95,679 -- --
XXXXXX
EMBLAZE LD
.01ILS PAR ORDINARY
4,216 -- -- -- 4,848 -- --
XXXXXX
EMBRAER EMPRESA BRAS ADR
14,680 -- -- -- 692,896 -- --
XXXXXX
EMERSON ELEC CO
9,750 -- -- -- 548,048 -- --
XXXXXX
EMPRESAS ICA SA DE CV
ADR
425 -- -- -- 11,097 -- --
XXXXXX
ENCANA CORP
4,939 -- -- -- 333,975 -- --
XXXXXX
ENDESA S.A. SPONSORD ADR
500 -- -- -- 26,835 -- --
XXXXXX
ENDO PHARMACEUTCLS HLDGS
0 0 Pend Sell --
XXXXXX
ENERGEN CRP COM PV 1CENT
593 -- -- -- 39,185 -- --
XXXXXX
ENERGIZER HLDGS INC COM
333 -- -- -- 38,295 -- --
XXXXXX
ENERGY CONVERSION DEVICE
700 -- -- -- 48,065 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
EQUINIX INC
13 -- -- -- 1,282 -- --
XXXXXX
ERICSSON LM TEL CL B ADR
SEK 10 NEW
26,520 644,701 Pend Sell --
XXXXXX
ESPERION THERAPEUTICS
3,248 -- -- -- 113,680 -- --
XXXXXX
ETF METAL SECURITIES LTD
USD PAR ORDINARY
200 -- -- -- 15,786 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
50,010 -- -- -- 88,010 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
220 -- -- -- 459 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
5,010 -- -- -- 26,050 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
1,010 -- -- -- 27,820 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
920 -- -- -- 11,162 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
8,020 -- -- -- 66,165 -- --
XXXXXX
ETFS COMMODITY SECURITIE
USD PAR ORDINARY
24,010 -- -- -- 145,260 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
EXCEL MARITIME CARRIERS
LTD
1,497 -- -- -- 72,155 -- --
XXXXXX
EXELIXIS INC COM
3,010 -- -- -- 28,830 -- --
XXXXXX
EXPEDIA INC DEL
3,725 -- -- -- 148,856 -- --
XXXXXX
EXPRESS SCRIPTS INC COM
72,200 -- -- -- 5,100,930 -- --
XXXXXX
EXTERRAN HLDGS INC
17,010 -- -- -- 1,331,100 -- --
XXXXXX
EXTRA SPACE STORAGE INC
50,010 -- -- -- 667,500 -- --
XXXXXX
EXXON MOBIL CORP COM
226,877 20,686,645 Pend Sell --
XXXXXX
FAMILY DOLLAR STORES
3,010 -- -- -- 55,590 -- --
XXXXXX
FANNIE MAE (USA) COM NPV
677 -- -- -- 48,478 -- --
XXXXXX
FARO TECHNOLOGIES INC
400 -- -- -- 10,220 -- --
XXXXXX
FASTENAL COMPANY
19 -- -- -- 809 -- --
XXXXXX
FEDDERS CORP
10,010 -- -- -- 70 -- --
XXXXXX
FEDERATED INVESTRS B
20 -- -- -- 818 -- --
XXXXXX
FEDEX CORP DELAWARE COM
5,036 -- -- -- 483,053 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FLEXTRONICS INTL LTD
28,676 -- -- -- 331,208 -- --
XXXXXX
FLOWERS FOODS INC COM
6,010 24.020 48.98 144,134 143,880 (254) (0.18)
13,010 -- -- -- 311,740 -- --
XXXXXX
FLOWSERVE CORP
14 -- -- -- 1,395 -- --
XXXXXX
FLUOR CORP NEW DEL COM
850 144.090 144.03 122,479 122,426 (53) (0.04)
2,960 -- -- -- 426,329 -- --
XXXXXX
FMC CORP COM NEW
7 -- -- -- 375 -- --
XXXXXX
FOCUS MEDIA HLDG LTD ADR
300 -- -- -- 17,340 -- --
XXXXXX
FOMENTO ECNMCO MEX SPADR
SAB DE CV
7,525 -- -- -- 252,488 -- --
XXXXXX
FONIX CORP DEL
14,538 -- -- -- 6 -- --
XXXXXX
FOOT LOCKER INC N.Y. COM
48 -- -- -- 650 -- --
XXXXXX
FORD MOTOR CO NEW
372,451 -- -- -- 2,566,187 -- --
XXXXXX
FORDING CDN COAL TR
3,973 -- -- -- 150,537 -- --
XXXXXX
FOREST LABS INC
900 -- -- -- 32,454 -- --
XXXXXX
FOREST OIL CORP NEW
2,600 -- -- -- 125,762 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GAFISA S A SPON ADR
1 ADR: 2 COMMON SHARES
8,155 -- -- -- 306,383 -- --
XXXXXX
GAM DIV INC USD HEDGE F
USD PAR ORDINARY
200 -- -- -- 153,814 -- --
XXXXXX
GAM SELECT 1/100 FRAC
GBP PAR ORDINARY
78 0.010 0.00 0 0 -- --
XXXXXX
GAMESTOP CORP NEW CL A
1,782 -- -- -- 103,730 -- --
XXXXXX
GAMMON GOLD INC
2,010 -- -- -- 14,960 -- --
XXXXXX
GANNETT CO
5,010 -- -- -- 176,500 -- --
XXXXXX
GAP INC DELAWARE
2,010 -- -- -- 42,360 -- --
XXXXXX
GARMIN LTD (KAYMAN IS)
6,880 -- -- -- 715,795 -- --
XXXXXX
GAZPROMNEFT ADR
19,010 -- -- -- 571,900 -- --
XXXXXX
XXX-XXXXX INC DELAWARE
172 -- -- -- 10,839 -- --
XXXXXX
GENAERA CORP
1,666 -- -- -- 2,659 -- --
XXXXXX
GENAISSANCE PHARMCEUTCLS
1,307 0.010 0.00 0 0 -- --
XXXXXX
GENCO SHIPPING AND
TRADING LTD
419 -- -- -- 25,647 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GEOX SPA
EUR PAR ORDINARY
20,010 -- -- -- 408,812 -- --
XXXXXX
GERDAU SA SPONS ADR
22,350 617,754 Pend Sell --
XXXXXX
GERON CORP
6,100 -- -- -- 39,711 -- --
XXXXXX
GIANT INTERACTIVE GROUP
INC ADR
47,375 -- -- -- 526,336 -- --
XXXXXX
GILAT SATELLITE NTWK LTD
50 -- -- -- 520 -- --
XXXXXX
GILEAD SCIENCES INC COM
13,900 -- -- -- 637,315 -- --
XXXXXX
GLAXOSMITHKLINE PLC ADR
8,979 -- -- -- 475,887 -- --
XXXXXX
GLOBALNET CORP
340,010 -- -- -- 34 -- --
XXXXXX
GLOBETEL COMMUNICATIONS
CORP
50,010 -- -- -- 6,010 -- --
XXXXXX
GOL LINHAS AERS I SP ADR
834 -- -- -- 20,033 -- --
XXXXXX
GOLD FIELDS SP ADR NEW
22,307 -- -- -- 331,036 -- --
XXXXXX
GOLDCORP INC
12,415 -- -- -- 400,135 -- --
XXXXXX
GOLDEN TELECOM INC COM
2,399 -- -- -- 247,241 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GROUP 1 AUTOMOTIVE
6,010 -- -- -- 149,640 -- --
XXXXXX
GRUPO AEROPORTUARIO DEL
ADS
8,800 -- -- -- 220,264 -- --
XXXXXX
GRUPO FIN GALICIA SP ADR
82,890 -- -- -- 612,557 -- --
XXXXXX
GRUPO MEXICO S.A. SER B
MXN PAR ORDINARY
2,500 -- -- -- 16,750 -- --
XXXXXX
GRUPO TELEVISA SA ADR
650,842 15,926,104 Pend Sell --
XXXXXX
GRUPO TMM S.A. SP ADR A
90,010 -- -- -- 222,300 -- --
XXXXXX
GS INVESTOP CORP BND FND
USD PAR ORDINARY
290 -- -- -- 29,484 -- --
XXXXXX
GUESS INC COM
12 -- -- -- 495 -- --
XXXXXX
GULF FIN HOUSE -
USD PAR ORDINARY
16,010 -- -- -- 460,010 -- --
XXXXXX
H B FULLER CO
1,010 -- -- -- 25,010 -- --
XXXXXX
HALLIBURTON COMPANY
14,679 -- -- -- 551,930 -- --
XXXXXX
HANESBRANDS INC
650 -- -- -- 18,675 -- --
XXXXXX
HANOVER INS GROUP INC
788 -- -- -- 34,443 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
HBOS PLC SPON ADR
14,745 -- -- -- 219,995 -- --
XXXXXX
HCC INS HOLDING INC
41 -- -- -- 1,165 -- --
XXXXXX
HCP INC
4,010 -- -- -- 126,080 -- --
XXXXXX
HDFC BANK LTD ADR
150 -- -- -- 19,737 -- --
XXXXXX
HEALTH CARE REIT INC COM
REIT
1,010 -- -- -- 42,390 -- --
XXXXXX
HEALTH CARE SELECT SPDR
22,364 -- -- -- 798,395 -- --
XXXXXX
HEALTHSPRING INC
28 -- -- -- 512 -- --
XXXXXX
HECLA MINING CO DEL
27,800 -- -- -- 252,146 -- --
XXXXXX
HEINZ H J CO PV 25CT
1,888 87,414 Pend Sell --
XXXXXX
HELIX ENERGY SOLUTIONS
760 -- -- -- 31,168 -- --
XXXXXX
HELLENIC TELECOM ORG ADR
13,010 -- -- -- 224,900 -- --
XXXXXX
HELMERICH PAYNE INC
2,006 -- -- -- 72,938 -- --
XXXXXX
HENKEL KGAA SPN ADR
19 -- -- -- 1,078 -- --
XXXXXX
HERBALIFE LTD
1,010 -- -- -- 41,730 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
6,420 -- -- -- 209,485 -- --
XXXXXX
HONEYWELL INTL INC DEL
49,438 -- -- -- 2,965,291 -- --
XXXXXX
HOP-ON, INC.
4,010 -- -- -- 40 -- --
XXXXXX
HORMEL FOODS CORP
48 -- -- -- 912 -- --
XXXXXX
HOSPIRA INC
480 10,134 Pend Sell --
XXXXXX
HOSPITALITY PPTYS TRUST
REIT
3,010 -- -- -- 103,980 -- --
XXXXXX
HOST HOTELS & RESORTS
REIT
513 -- -- -- 8,916 -- --
XXXXXX
HRPT PPTYS T COM BEN INT
REIT
10,010 -- -- -- 76,010 -- --
XXXXXX
HSBC HLDG PLC SP ADR
5,059 -- -- -- 426,575 -- --
XXXXXX
HUANENG PWR INTL SP ADR
8,100 -- -- -- 326,592 -- --
XXXXXX
HUB POWER CO LTD
10.PKR PAR ORDINARY
25,114,400 -- -- -- 13,142,366 -- --
XXXXXX
HUB POWER CO LTD GDR
USD PAR ORDINARY
2,010 -- -- -- 26,170 -- --
XXXXXX
HUBBELL INC CL B PAR .01
17 -- -- -- 927 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ICO GLBL COMNTNS HLDGS A
10 -- -- -- 32 -- --
XXXXXX
IDEARC INC
3,718 -- -- -- 63,280 -- --
XXXXXX
IDERA PHARMACEUTICALS
INC
3,650 -- -- -- 42,481 -- --
XXXXXX
IDM PHARMA INC
25,010 -- -- -- 26,250 -- --
XXXXXX
IFSA STRONGMAN INC
5,750 -- -- -- 144 -- --
XXXXXX
ILLINOIS TOOL WORKS INC
520 -- -- -- 29,068 -- --
XXXXXX
IMCLONE SYSTEMS INC COM
16 -- -- -- 657 -- --
XXXXXX
IMMUNOGEN INC
1,600 -- -- -- 6,752 -- --
XXXXXX
IMPAC MORTGAGE HOLDINGS
REIT
10,010 -- -- -- 5,900 -- --
XXXXXX
IMPALA PLATINUM SPON ADR
800 -- -- -- 25,720 -- --
XXXXXX
IMPATH BANKRUPTCY LIQ T-
CL A CL A
100 -- -- -- 125 -- --
XXXXXX
IMPERIAL CHEM IND ADR NW
1,636 -- -- -- 88,613 -- --
XXXXXX
IMPERIAL TOB GRP SPS ADR
252 -- -- -- 26,034 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
INTERMEC INC
82 -- -- -- 1,693 -- --
XXXXXX
INTERNATIONAL SECS EXCHG
HLDGS INC CL A
2,010 -- -- -- 134,740 -- --
XXXXXX
INTERNET AMER INC
20,010 -- -- -- 16,010 -- --
XXXXXX
INTERNET ARCHECTURE
HOLDERS TR DEP RCPT
200 -- -- -- 10,222 -- --
XXXXXX
INTERNET CAPITAL GROUP
INC NEW
5,796 -- -- -- 63,408 -- --
XXXXXX
INTERNET HOLDRS DEP RCPT
1,200 -- -- -- 70,764 -- --
XXXXXX
INTERNET INFRASTRUCTURE
HOLDERS TR DEP RCPT
700 -- -- -- 3,836 -- --
XXXXXX
INTEROIL CORP
43,904 -- -- -- 1,009,353 -- --
XXXXXX
INTL BUSINESS MACHINES
CORP IBM
319,810 -- -- -- 33,826,304 -- --
XXXXXX
INTL GAME TECHNOLOGY
2,500 -- -- -- 110,350 -- --
XXXXXX
INTL PAPER CO
6,786 -- -- -- 219,595 -- --
XXXXXX
INTRAWARE INC NEW
1 -- -- -- 5 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ISHARES DJ US CONSUMER
SERVCS SECTOR INDEX FD
3,010 -- -- -- 187,620 -- --
XXXXXX
ISHARES DJ US CONSUMER
GOODS SECTOR INDEX FUND
5,145 -- -- -- 334,322 -- --
XXXXXX
ISHARES DJ US FINL
SECTOR INDEX FUND
500 -- -- -- 47,550 -- --
XXXXXX
ISHARES DJ US TELCOMMUNI
SECTOR INDEX FUND
13,120 -- -- -- 386,122 -- --
XXXXXX
ISHARES DOW JONES US
TOTAL MKT INDEX FUND
965 -- -- -- 69,489 -- --
XXXXXX
ISHARES DOW JONES US
HEALTHCARE SECTOR INDEX
6,658 -- -- -- 477,445 -- --
XXXXXX
ISHARES DOWJONES US FINL
SVCS COMPOSITE INDEX FD
500 -- -- -- 51,815 -- --
XXXXXX
ISHARES FTSE XINHUA HK
CHINA 25 INDEX FUND
29,748 -- -- -- 5,101,782 -- --
XXXXXX
ISHARES GLOBAL INDUSTRIA
S
690 -- -- -- 44,486 -- --
XXXXXX
ISHARES MSCI AUSTRALIA
INDEX FUND
1,730 -- -- -- 52,454 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ISHARES MSCI MALAYSIA
FREE INDEX FUND
46,943 -- -- -- 594,298 -- --
XXXXXX
ISHARES MSCI MEXICO FREE
INDEX FUND
6,970 -- -- -- 404,957 -- --
XXXXXX
ISHARES MSCI PACIFIC
EX-JAPAN INDEX FUND
32,474 5,241,304 Pend Sell --
XXXXXX
ISHARES MSCI SINGAPORE
INDEX FUND
112,461 -- -- -- 1,560,959 -- --
XXXXXX
ISHARES MSCI SOUTH AFRCA
INDEX FUND
1,010 -- -- -- 132,400 -- --
XXXXXX
ISHARES MSCI SOUTH KOREA
INDEX FUND
28,205 -- -- -- 1,822,043 -- --
XXXXXX
ISHARES MSCI SPAIN INDEX
FUND
8,070 -- -- -- 527,820 -- --
XXXXXX
ISHARES MSCI SWEDEN
INDEX FUND
11,105 -- -- -- 356,582 -- --
XXXXXX
ISHARES MSCI SWITZERLAND
INDEX FUND
3,950 -- -- -- 104,122 -- --
XXXXXX
ISHARES MSCI TAIWAN
INDEX FUND
70,340 -- -- -- 1,031,184 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ISHARES S&P GLBL HEALTH
CARE SECTOR INDEX FUND
11,580 -- -- -- 693,295 -- --
XXXXXX
ISHARES S&P GLOBAL
ENERGY SECTOR INDEX FUND
31,215 -- -- -- 4,360,426 -- --
XXXXXX
ISHARES S&P GLOBAL INFO
TECHNOLOGY SECTOR INDEX
1,010 -- -- -- 65,630 -- --
XXXXXX
ISHARES S&P GLOBAL 100
INDEX FUND
227 -- -- -- 18,566 -- --
XXXXXX
ISHARES S&P GSCI COMMDTY
INDXD TR
4,010 -- -- -- 206,010 -- --
XXXXXX
ISHARES S&P GSSI NATURAL
RESOURCES INDEX FUND
33,700 -- -- -- 4,372,241 -- --
XXXXXX
ISHARES S&P GSTI SOFTWAR
INDEX FUND
1,500 -- -- -- 76,560 -- --
XXXXXX
ISHARES S&P GSTI TECH
INDEX FUND
11,010 -- -- -- 654,281 -- --
XXXXXX
ISHARES S&P LATIN AMERIC
40 INDEX FUND
1,803 -- -- -- 448,875 -- --
XXXXXX
ISHARES S&P SMALLCAP 600
BARRA GROWTH INDEX FUND
100 -- -- -- 13,357 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ISHARES TRUST DOW JONES
SELECT DIVID INDEX FD
19,760 -- -- -- 1,298,825 -- --
XXXXXX
ISHARES TRUST DOW JONES
US INDL SECTOR INDEX FD
4,390 -- -- -- 320,602 -- --
XXXXXX
ISHARES TRUST DOW JONES
US UTILS SECTOR INDEX FD
1,420 -- -- -- 147,339 -- --
XXXXXX
ISHARES US AEROSPACE ETF
1,010 69.380 68.59 69,380 68,590 (790) (1.14)
35,109 -- -- -- 2,408,126 -- --
XXXXXX
ISIS PHARMACEUTICALS INC
1,010 -- -- -- 16,470 -- --
XXXXXX
ITALY FUND INC ESCROW
ORIG SEC# 31AN0
4,736 0.010 0.00 0 0 -- --
XXXXXX
ITT CORP
250 -- -- -- 15,540 -- --
XXXXXX
IVANHOE ENERGY INC COM
30,010 -- -- -- 45,300 -- --
XXXXXX
I2 TECHNOLOGIES INC NEW
360 -- -- -- 4,824 -- --
XXXXXX
J C PENNEY CO COM
134,813 -- -- -- 5,732,249 -- --
XXXXXX
J M SMUCKER CO
886 -- -- -- 44,371 -- --
XXXXXX
JA SOLAR HLDGSCO LTD
10,010 -- -- -- 698,500 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
JUPITERMEDIA CORP
3,010 -- -- -- 11,880 -- --
XXXXXX
K MART CORP
126,200 0.010 0.00 0 0 -- --
XXXXXX
K 12 INC
200 5,100 Pend Sell --
XXXXXX
KADANT INC
45 -- -- -- 1,352 -- --
XXXXXX
KANA SOFTWARE INC NEW
480 -- -- -- 616 -- --
XXXXXX
KAYNE ANDERSON ENERGY
DEVELOPMENT CORP
8,500 -- -- -- 192,270 -- --
XXXXXX
KAZKOMMERTSBANK JSC
KZT PAR ORDINARY
12,500 -- -- -- 151,010 -- --
XXXXXX
KAZMUNAIGAS EXPL GDR REG
USD PAR ORDINARY
5,175 -- -- -- 156,803 -- --
XXXXXX
KB HOME
3,010 -- -- -- 66,540 -- --
XXXXXX
KELLOGG CO PV 25CT
2,840 -- -- -- 152,281 -- --
XXXXXX
KERYX BIOPHARMACEUTICAL
59,600 -- -- -- 537,592 -- --
XXXXXX
KILROY REALTY CORP
REIT
350 -- -- -- 19,201 -- --
XXXXXX
KIMBERLY CLARK
630 -- -- -- 42,909 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
KOMATSU NEW NEW SPNSDADR
3 -- -- -- 335 -- --
XXXXXX
KONGZHONG CORP-ADR
7,010 -- -- -- 37,940 -- --
XXXXXX
KONINKL PHIL E NY SH NEW
103,313 -- -- -- 4,458,989 -- --
XXXXXX
KOOKMIN BANK NEW SPN ADR
10 -- -- -- 718 -- --
XXXXXX
KOREA ELEC POWER SPN ADR
1,010 -- -- -- 21,560 -- --
XXXXXX
KORN/FERRY INTL PV $0.10
5,010 -- -- -- 94,350 -- --
XXXXXX
KRAFT FOODS INC VA CL A
45,929 -- -- -- 1,529,895 -- --
XXXXXX
KRATOS DEFNS SCRTY SLTNS
INC
175,010 -- -- -- 367,500 -- --
XXXXXX
KROGER CO
20,010 -- -- -- 524,200 -- --
XXXXXX
KT CORP ADR
1,046 -- -- -- 29,340 -- --
XXXXXX
KUBOTA CORP ADR
33 -- -- -- 1,136 -- --
XXXXXX
KULICKE&SOFFA INDUST
3,010 -- -- -- 20,190 -- --
XXXXXX
KYOCERA CORP ADR
4,500 -- -- -- 389,520 -- --
XXXXXX
L INTL COMPUTERS INC
102 -- -- -- 0.86 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
LEHMAN BROTHRS HLDGS COM
80,179 -- -- -- 4,990,341 -- --
XXXXXX
LENNAR CORP CL A
2,700 -- -- -- 46,278 -- --
XXXXXX
LENNOX INTL INC
7 -- -- -- 243 -- --
XXXXXX
LERNOUT&HAUSPIE (EASDAQ)
USD PAR ORDINARY
1,010 0.010 0.00 0 0 -- --
XXXXXX
LERNOUT&HAUSPIE SPC PDCT
29,840 0.010 0.00 0 0 -- --
XXXXXX
LEUCADIA NATL CORP
26 -- -- -- 1,252 -- --
XXXXXX
LEVEL 3 CMNCATNS DEL
43,652 -- -- -- 136,631 -- --
XXXXXX
LEVERAGED CAP HLDG NV
.1USD PAR ORDINARY
700 -- -- -- 192,605 -- --
XXXXXX
LEXINGTON RESOURCES INC
17,010 -- -- -- 170 -- --
XXXXXX
LEXMARK INTL INC CL A
10,010 -- -- -- 333,800 -- --
XXXXXX
LG ELECTRONICS GDR
5010.USD PAR ORDINARY
73,575 -- -- -- 2,088,353 -- --
XXXXXX
LIBERTY GLOBAL INC-C
154 -- -- -- 5,746 -- --
XXXXXX
LIBERTY GLOBAL INCSER A
154 -- -- -- 6,132 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
LUMBER LIQUIDATORS INC
COMMON STOCK
0 0 Pend Sell --
XXXXXX
LUNDIN MNG CORP
3,010 -- -- -- 27,330 -- --
XXXXXX
LUXOTTICA GP SPA SPNDADR
3,010 -- -- -- 94,620 -- --
XXXXXX
LYONDELL CHEMICAL PV $1
3,129 -- -- -- 149,441 -- --
XXXXXX
LYXOR GOLD BULLION SECUR
USD PAR ORDINARY
18,748 -- -- -- 1,462,531 -- --
XXXXXX
LYXOR INTL ASSET MGMT LY
USD PAR ORDINARY
3,010 -- -- -- 193,110 -- --
XXXXXX
M & F WORLDWIDE CORP
57 -- -- -- 2,937 -- --
XXXXXX
MACQUARIE INFRASTRUCTURE
CO LLC
28,010 -- -- -- 1,076,320 -- --
XXXXXX
MADGE NETWORKS N V
1,010 -- -- -- 0.10 -- --
XXXXXX
MAGELLAN HEALTH SERVICES
INC
59,006 45.510 45.01 2,685,393 2,655,860 (29,533) (1.10)
51,994 -- -- -- 2,340,250 -- --
XXXXXX
MAGIC SOFTWARE ENTPRS
2,700 -- -- -- 5,373 -- --
XXXXXX
MAGNITUDE INFORMATN SYS
100,010 -- -- -- 2,700 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MARKET VECTORS AGRBUSNSS
3,712 -- -- -- 194,472 -- --
XXXXXX
MARKET VECTORS ETF TR
2,145 -- -- -- 95,045 -- --
XXXXXX
MARKET VECTORS ETF TR
4,200 -- -- -- 157,374 -- --
XXXXXX
MARKET VECTORS RUSSIA
16,820 -- -- -- 857,820 -- --
XXXXXX
MARKET 2010 HOLDRS TR DR
500 -- -- -- 32,020 -- --
XXXXXX
MARKS AND SPENCER GP ADR
16 -- -- -- 1,098 -- --
XXXXXX
MARRIOTT INTL INC NEW A
157,300 -- -- -- 4,953,377 -- --
XXXXXX
MARSHALL AND ILSLEY CORP
NEW
(1) -- -- -- (28) -- --
XXXXXX
MARSHALL MONTEAGLE HLDGS
1.5USD PAR ORDINARY
92 0.010 0.00 0 0 -- --
XXXXXX
MARUI GROUP CO LTD ADR
37 -- -- -- 744 -- --
XXXXXX
MARVELL TECHNOLOGY GROUP
28,010 -- -- -- 402,920 -- --
XXXXXX
MASSEY ENERGY CO COM
500 -- -- -- 17,850 -- --
XXXXXX
MASTERCARD INC
22 -- -- -- 4,764 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MCLEODUSA INC CL A
14 0.010 0.00 0 0 -- --
XXXXXX
MCMORAN EXPLORATION CO
56 -- -- -- 678 -- --
XXXXXX
MECHEL OAO ADR
1,010 -- -- -- 92,920 -- --
XXXXXX
MEDAREX INC
4,585 -- -- -- 47,088 -- --
XXXXXX
MEDCO HEALTH SOLUTIONS I
2,010 100.560 101.17 201,124 202,340 1,216 0.60
22,928 -- -- -- 2,319,626 -- --
XXXXXX
MEDICIS PHARMS CL A COM
48 -- -- -- 1,487 -- --
XXXXXX
MEDIFAST INC DELAWARE
500 -- -- -- 1,940 -- --
XXXXXX
MEDIVATION INC
55,010 -- -- -- 747,450 -- --
XXXXXX
MEDTOX SCIENTIFIC NEW
250 -- -- -- 4,493 -- --
XXXXXX
MEDTRONIC INC COM
85,847 -- -- -- 4,240,842 -- --
XXXXXX
MEGA URANIUM LTD
3,482 -- -- -- 10,536 -- --
XXXXXX
MELTRONIX INC
7,552 -- -- -- 0.75 -- --
XXXXXX
MEMC ELECTR MATLS INC
54,138 -- -- -- 4,686,727 -- --
XXXXXX
MENS WEARHOUSE INC COM
15 -- -- -- 455 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MICROCHIP TECHNOLOGY INC
26 -- -- -- 821 -- --
XXXXXX
MICRON TECHNOLOGY INC
148,800 1,036,206 Pend Sell --
XXXXXX
MICROSOFT CORP
201,310 7,108,256 Pend Sell --
XXXXXX
MICROSTRATEGY INC CLA NE
100 -- -- -- 9,524 -- --
XXXXXX
MIDCAP SPDR TR SER 1
997 -- -- -- 154,894 -- --
XXXXXX
MILLEA HOLDINGS INC ADR
19 -- -- -- 602 -- --
XXXXXX
MILLENNIUM PHARMS INC
12,010 -- -- -- 181,920 -- --
XXXXXX
MILLICOM INTL CELLULAR
SA NEW
1,596 -- -- -- 179,438 -- --
XXXXXX
MILLIPORE CORP
260 -- -- -- 19,674 -- --
XXXXXX
MINDRAY MED INTL SPN ADR
5,585 -- -- -- 482,727 -- --
XXXXXX
MINERA ANDES INC ALBERTA
458,697 -- -- -- 748,043 -- --
XXXXXX
MINES MANAGEMENT INC
10,010 -- -- -- 31,800 -- --
XXXXXX
MIPS TECHNOLOGIES INC
853 -- -- -- 4,282 -- --
XXXXXX
MIRAVANT MEDICAL TECH
144,500 -- -- -- 289 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AMLSEL NOR AMR MD CP GRW
I CL A (USD)- JP MORGAN
2,240 -- -- -- 30,509 -- --
XXXXXX
AMLSELECTS EMERGING MRKT
PTF II S USD MAR & PALM
74,415 -- -- -- 1,015,765 -- --
XXXXXX
AMLSELECTS EMERGING MRKT
PTF II A USD MAR & PALM
22,342.5100 -- -- -- 302,518 -- --
XXXXXX
AMLSELECTS GLOBAL EQUITY
PTF I A USD GARTMORE
83,802 -- -- -- 858,132 -- --
XXXXXX
AMLSELECTS GLOBAL EQUITY
PTF I S USD GARTMORE
14,010 -- -- -- 144,060 -- --
XXXXXX
AMLSELECTS GLOBAL MAN
PORT I (USD) CL A
292,400 10.190 9.99 2,979,556 2,921,076 (58,480) (1.96)
XXXXXX
AMLVIETNAM DYNAMIC CERT
USD PAR ORDINARY
2,010 -- -- -- 133,340 -- --
XXXXXX
AML3YR MLCX CERT
USD PAR ORDINARY
827 -- -- -- 4,669,656 -- --
XXXXXX
MLGS ASIA EX JAP EQTY
II CL A (USD)-FST STATE
20,845 -- -- -- 462,759 -- --
XXXXXX
MLGS ASIA EX JAPAN
EQTY I CL A (USD)- HAMON
14,560 -- -- -- 301,829 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLGS EURO LG CAP GRW II
S (USD) - GARTMORE
22,333.5740 -- -- -- 527,519 -- --
XXXXXX
MLGS EURO LG CAP GRW II
A (USD) - GARTMORE INV
3,267 -- -- -- 52,925 -- --
XXXXXX
MLGS EURO LG CAP VAL I
S (USD) - MFS
33,435.8710 -- -- -- 730,574 -- --
XXXXXX
MLGS EURO LG CAP VAL I
A (USD) - MFS
9,275 -- -- -- 149,049 -- --
XXXXXX
MLGS EURO LG CAP VAL II
S (USD)-ACADIAN ASST MGT
14,397.9970 -- -- -- 222,017 -- --
XXXXXX
MLGS EURO LG CAP VAL II
A (USD)-ACADIAN ASST MGT
4,719 -- -- -- 72,531 -- --
XXXXXX
MLGS EURO SMID VALUE I
S (USD) - LAZARD AM
55,777.4800 -- -- -- 1,511,005 -- --
XXXXXX
MLGS EURO SMID VALUE I
S (EUR) - LAZARD AM
2,345 -- -- -- 87,945 -- --
XXXXXX
MLGS JAPAN EQTY I
A (USD)- T ROWE PRICE
3,695 -- -- -- 57,420 -- --
XXXXXX
MLGS JAPAN EQUITY PT I
S (USD) - T ROWE PRICE
74,282.1310 -- -- -- 1,753,801 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLGS NOR AMR LG CP GRW
III CL A (USD)-MARISCO
67,763 -- -- -- 994,761 -- --
XXXXXX
MLGS NOR AMR MD CP GR
II CL S3 (USD)- JANUS
4,669.2630 -- -- -- 57,339 -- --
XXXXXX
MLGS NOR AMR MD CP VAL
I CL S (USD) STERLING
64,470.7600 -- -- -- 1,264,272 -- --
XXXXXX
MLGS NOR AMR MD CP VAL
II CL S (USD)-NFJ INV
5,799.2690 -- -- -- 107,460 -- --
XXXXXX
MLGS NOR AMR MD CP VAL
I CL A (USD) - STERLING
5,800 -- -- -- 79,170 -- --
XXXXXX
MLGS NOR AMR SM CP GRW
II CL S (USD)- EAGLE
11,588.9450 -- -- -- 242,093 -- --
XXXXXX
MLGS NOR AMR SM CP VAL
II CL S (USD)-NFJ INV
38,628.6320 -- -- -- 885,368 -- --
XXXXXX
MLGS NRTH AMER LG
CP VAL I CL S (USD)-NWQ
68,148.9700 -- -- -- 1,292,104 -- --
XXXXXX
MLGS NRTH AMER LG
CP VAL I CL A (USD)-NWQ
28,703 -- -- -- 399,546 -- --
XXXXXX
MLGS NRTH AMER LG CAP
VAL V CL S(USD)-DELAWARE
93,296 -- -- -- 1,096,228 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLGS UK ALPHA
S (USD) - LAZARD
12,353 -- -- -- 126,001 -- --
XXXXXX
MLICO 2Y USD ROCA INFOSY
USD PAR ORDINARY NEW
5,010 -- -- -- 461,350 -- --
XXXXXX
MLICO 3Y USD I-TRACK CER
USD PAR ORDINARY
220 -- -- -- 1,344,808 -- --
XXXXXX
MOBICLEAR INC
100,001 -- -- -- 1,080 -- --
XXXXXX
MOBILE TELESYS OJSC ADR
162 94.220 95.22 15,264 15,426 162 1.06
5,845 -- -- -- 556,561 -- --
XXXXXX
MONEYGRAM INTL INC
940 -- -- -- 14,833 -- --
XXXXXX
MONOTYPE IMAGING HLDGS
200 -- -- -- 3,010 -- --
XXXXXX
MONSANTO CO NEW DEL COM
100 102.220 104.50 10,222 10,450 228 2.48
11,729 -- -- -- 1,225,681 -- --
XXXXXX
MOODY'S CORP
107,400 -- -- -- 4,132,752 -- --
XXXXXX
MOOG INC CL A
2,250 -- -- -- 102,713 -- --
XXXXXX
MORGAN STANLEY
3,010 48.840 50.30 146,520 150,900 4,380 2.99
60,335 -- -- -- 3,034,851 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NAPSTER INC
165 -- -- -- 368 -- --
XXXXXX
NASTECH PHARM PV.006
2,010 -- -- -- 7,880 -- --
XXXXXX
NATIONAL GRID PLC SP ADR
526 -- -- -- 44,526 -- --
XXXXXX
NATIONAL-OILWELL VARCO
INC
300 -- -- -- 48,211 -- --
XXXXXX
NATIONWIDE HLTH PPTYS
REIT
4,010 -- -- -- 148,560 -- --
XXXXXX
NATL BK GREECE SA SPNADR
2,010 13.130 12.98 26,260 25,960 (300) (1.14)
XXXXXX
NATL CITY CORP
1,800 -- -- -- 29,916 -- --
XXXXXX
NATL SEMICONDUCTOR
11,800 -- -- -- 280,250 -- --
XXXXXX
NAVIOS MARITIME HLDGS IN
1,010 14.200 12.79 14,200 12,790 (1,410) (9.93)
355,010 -- -- -- 4,540,450 -- --
XXXXXX
NCR CORP NEW
880 -- -- -- 21,050 -- --
XXXXXX
NCT GROUP INC
4,010 -- -- -- 1 -- --
XXXXXX
NEKTAR THERAPEUTICS
1,200 -- -- -- 8,280 -- --
XXXXXX
NEOPHARM INC
1,530 -- -- -- 1,169 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NEWS CORP CL A
4,700 -- -- -- 95,316 -- --
XXXXXX
NEWS CORP CL B
44,855 -- -- -- 948,485 -- --
XXXXXX
NEWS CORPORATION LIMITED
EXCH TR ORIG PFDSEC
5.00% NOV 12 2016 REG S
800 -- -- -- 105,600 -- --
XXXXXX
NEXCEN BRANDS INC
100 -- -- -- 421 -- --
XXXXXX
NEXEN INC CANADA COM
2,010 -- -- -- 57,700 -- --
XXXXXX
NEXPRISE INC
5 -- -- -- 1 -- --
XXXXXX
NICE SYSTS LTD SPSD ADR
19 -- -- -- 618 -- --
XXXXXX
NIDEC CORPORATION ADR
61 -- -- -- 1,085 -- --
XXXXXX
NII HLDGS INC CL B
200 -- -- -- 8,620 -- --
XXXXXX
NIKE INC CL B
2,722 -- -- -- 175,079 -- --
XXXXXX
NINETOWNS INTERNET TECH
GROUP CO LTD ADR
18,200 -- -- -- 65,156 -- --
XXXXXX
NINTENDO LTD ADR
625 -- -- -- 45,275 -- --
XXXXXX
NIPPON TELG&TEL SPDN ADR
7,220 -- -- -- 168,731 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NORTHGATE MINERALS CORP
1,500 -- -- -- 4,410 -- --
XXXXXX
NORTHPOINT CMMNCTNS HLDS
120,010 -- -- -- 156 -- --
XXXXXX
NORTHROP GRUMMAN CORP
2,098 -- -- -- 167,840 -- --
XXXXXX
NORTHWEST AIRLINES C-NEW
995 -- -- -- 15,781 -- --
XXXXXX
NOVARTIS ADR
6,645 -- -- -- 365,342 -- --
XXXXXX
NOVASTAR FINL INC
11,250 -- -- -- 33,075 -- --
XXXXXX
NOVAVAX INC
39,500 -- -- -- 135,485 -- --
XXXXXX
NOVELLUS SYS INC
6,300 -- -- -- 163,863 -- --
XXXXXX
NOVO NORDISK A S ADR
350 -- -- -- 44,450 -- --
XXXXXX
NSTAR COM
64,800 -- -- -- 2,313,360 -- --
XXXXXX
NTH AMN PALLADIUM LTD
48,010 -- -- -- 85,100 -- --
XXXXXX
NUCOR CORPORATION
2,103 -- -- -- 126,033 -- --
XXXXXX
NUINSCO RESOURCES LTD
1,010 -- -- -- 280 -- --
XXXXXX
NUTRI SYSTEM INC NEW COM
15,010 -- -- -- 425,850 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
OCH-ZIFF CAPTL MANGMT GR
CLASS A COMMON STOCK
325 -- -- -- 8,450 -- --
XXXXXX
OCTILLION CORP
10,010 2.500 2.47 25,010 24,700 (300) (1.20)
19,400 -- -- -- 47,918 -- --
XXXXXX
OGE ENERGY CORP PV $0.01
45 -- -- -- 1,643 -- --
XXXXXX
OIL STS INTL INC DEL COM
8 -- -- -- 255 -- --
XXXXXX
OIL SVC HLDRS DEP RCPT
10,400 1,887,080 Pend Sell --
XXXXXX
OILSANDS QUEST INC
6,010 -- -- -- 27,060 -- --
XXXXXX
OJSC OC ROSNFT SP GDR RE
.01USD PAR ORDINARY
1,010 -- -- -- 9,194 -- --
XXXXXX
OJSC POLYUS GOLD SPON AD
200 -- -- -- 8,620 -- --
XXXXXX
OLIN CORP $1 NEW
100 -- -- -- 1,950 -- --
XXXXXX
OMEGA NAVIGATION
ENTERPRISES INC CL A
1,500 -- -- -- 24,165 -- --
XXXXXX
OMNICARE INC
3,500 -- -- -- 85,855 -- --
XXXXXX
OMNICOM GROUP COM
5,610 268,214 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ORIX CORPORATION SP ADR
14 -- -- -- 1,251 -- --
XXXXXX
ORMAT TECH INC
1,350 -- -- -- 69,350 -- --
XXXXXX
OSHKOSH TRUCK CORP CL B
750 -- -- -- 34,740 -- --
XXXXXX
OSI PHARMACEUTICALS INC
120,010 -- -- -- 5,704,800 -- --
XXXXXX
OVRSEAS SHIPHLD GRP
1,315 98,796 Pend Sell --
XXXXXX
P T TRI POLYTA INDNS ADR
1,800 0.010 0.00 0 0 -- --
XXXXXX
PACER INTL INC TENN
2,500 -- -- -- 34,925 -- --
XXXXXX
PACIFIC ETHANOL INC
16,200 -- -- -- 107,244 -- --
XXXXXX
PALATIN TECHS INC NEW
10,010 -- -- -- 2,475 -- --
XXXXXX
PALL CORP PV $0.10
1,200 -- -- -- 48,780 -- --
XXXXXX
PALM INC
27,898 -- -- -- 152,602 -- --
XXXXXX
PALOMAR MED TECH INC NEW
5,010 -- -- -- 97,050 -- --
XXXXXX
PAN AMERN SILVER CORP
3,010 -- -- -- 93,660 -- --
XXXXXX
PARAMETRIC TECH CORP NEW
2,200 -- -- -- 39,358 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PEOPLES UNITED FNL INC
72 -- -- -- 1,202 -- --
XXXXXX
PEOPLESUPPORT INC
2,500 -- -- -- 34,475 -- --
XXXXXX
PEPSI BOTTLING GROUP INC
67 -- -- -- 2,631 -- --
XXXXXX
PEPSICO INC
39,399 -- -- -- 3,091,246 -- --
XXXXXX
PERDIGAO SA ADR NEW
30,600 -- -- -- 1,494,810 -- --
XXXXXX
PEREGRINE PHARMACTLS INC
10,010 -- -- -- 4,600 -- --
XXXXXX
PERFECT WORLD CO LTD
SPON ADR
1,250 -- -- -- 36,375 -- --
XXXXXX
PERFICIENT INC
600 -- -- -- 9,720 -- --
XXXXXX
PET ECOLOGY BRANDS INC
111,067 -- -- -- 488,794 -- --
XXXXXX
PETRLEO BRAS VTG SPD ADR
168,551.4818 18,090,631 Pend Sell --
XXXXXX
PETRO CANADA
617 -- -- -- 31,319 -- --
XXXXXX
PETROBRAS ENERGIA
PARTICIPACIONES S A
19,766 -- -- -- 247,273 -- --
XXXXXX
PETROCHINA CO LTD SP ADR
3,435 -- -- -- 624,517 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PITNEY BOWES INC
300 -- -- -- 11,142 -- --
XXXXXX
PIXELWORKS INC COM
150,010 -- -- -- 135,300 -- --
XXXXXX
PIXTECH INC
2,500 -- -- -- 1 -- --
XXXXXX
PLAINS EXPL AND PRODCTN
158 -- -- -- 8,579 -- --
XXXXXX
PLUG POWER INC
20 -- -- -- 88 -- --
XXXXXX
PLUM CREEK TIMBER CO INC
150 -- -- -- 6,656 -- --
XXXXXX
PMC SIERRA INC
16,500 -- -- -- 110,220 -- --
XXXXXX
POLARIS INDUSTRIES COM
685 -- -- -- 33,634 -- --
XXXXXX
POLO RALPH LAUREN CORP A
1,010 -- -- -- 65,486 -- --
XXXXXX
POLYCOM INC COM
1,010 -- -- -- 25,090 -- --
XXXXXX
POLYMETAL OJSC
USD PAR ORDINARY
3,330 -- -- -- 22,811 -- --
XXXXXX
PORTLAND GEN ELEC CO
147 -- -- -- 3,932 -- --
XXXXXX
POSCO SPN ADR
2,100 -- -- -- 327,075 -- --
XXXXXX
POTASH CORP SASKATCHEWAN
471 127.430 125.68 60,019 59,195 (848) (1.37)
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
POWERSHARES LISTED PRIV
EQUITY PORTFOLIO
4,010 -- -- -- 91,560 -- --
XXXXXX
POWERSHARES QQQ TR UNITS
SER 1
118,227 6,026,030 Pend Sell --
XXXXXX
POWERSHARES TR WILDER
HILL CLEAN ENRGY PORT
2,092 -- -- -- 54,957 -- --
XXXXXX
POWERSHARES WATER
RESOURCES PORTFOLIO
4,500 -- -- -- 94,050 -- --
XXXXXX
POZEN INC DELAWARE COM
919 -- -- -- 11,037 -- --
XXXXXX
PPL CORPORATION
59,650 -- -- -- 3,191,275 -- --
XXXXXX
PPP PT TEL INDNSIA S ADR
4,420 -- -- -- 199,386 -- --
XXXXXX
PRAXAIR INC
4,400 -- -- -- 387,376 -- --
XXXXXX
PRECISION CASTPARTS
100 -- -- -- 14,566 -- --
XXXXXX
PRICE T ROWE GROUP INC
2,010 -- -- -- 125,010 -- --
XXXXXX
PRICELINE COM INC
32,166 -- -- -- 3,768,890 -- --
XXXXXX
PRIMEWEST ENERGY TRUST
4,220 -- -- -- 110,395 -- --
XXXXXX
PRIMIX SOLUTIONS INC COM
370,010 -- -- -- 37 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PRUDENTIAL FINANCIAL INC
104 -- -- -- 9,751 -- --
XXXXXX
PRUDENTIAL PLC ADR
62 -- -- -- 1,732 -- --
XXXXXX
PUBLICIS GROUPE SPON ADR
274 -- -- -- 10,319 -- --
XXXXXX
PUGET ENERGY INC COM
0 -- -- -- 0 -- --
XXXXXX
PULTE HOMES INC COM
20,010 -- -- -- 207,400 -- --
XXXXXX
PURCHASEPRO.COM INC
49 -- -- -- 4 -- --
XXXXXX
QIAO XING MOBILE
10,010 -- -- -- 80,300 -- --
XXXXXX
QIMONDA AG - ADR
42,010 -- -- -- 338,100 -- --
XXXXXX
QLOGIC CORP
26,489 -- -- -- 357,900 -- --
XXXXXX
QUALCOMM INC
39,480 1,554,722 Pend Sell --
XXXXXX
QUEST MINERALS MING CORP
275,010 -- -- -- 385 -- --
XXXXXX
QUICKSILVER RES INC
1,500 -- -- -- 76,830 -- --
XXXXXX
QUILVEST SA
USD PAR ORDINARY
1,470 -- -- -- 162,435 -- --
XXXXXX
QUINTANA MARITIME LTD
1,010 26.590 25.93 26,590 25,930 (660) (2.48)
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
REALTY INCM CRP MD PV$1.
REIT
76,010 -- -- -- 2,082,400 -- --
XXXXXX
RED HAT INC
794 -- -- -- 14,967 -- --
XXXXXX
REED ELSEVIER N V SP ADR
20 -- -- -- 761 -- --
XXXXXX
REGAL BELOIT CORP WIS
18 -- -- -- 816 -- --
XXXXXX
REGENERON PHARMACTCLS
2,500 -- -- -- 55,500 -- --
XXXXXX
REGENT BALKAN FUND
USD PAR ORDINARY
41,010 -- -- -- 981,130 -- --
XXXXXX
REINSURANCE GRP AMERICA
11 -- -- -- 584 -- --
XXXXXX
RELIANCE CAP 144A GDR
USD PAR ORDINARY
6 -- -- -- 379 -- --
XXXXXX
RELIANCE INDS 144A GDR
70 147.010 146.84 10,290 10,279 (11) (0.11)
1,835 -- -- -- 269,446 -- --
XXXXXX
RELIANCE STL & ALUM CO
12 -- -- -- 659 -- --
XXXXXX
REMOTEMDX INC
95,500 -- -- -- 383,910 -- --
XXXXXX
REPLIGEN CORP COM
1,010 -- -- -- 6,020 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
ROCKWELL COLLINS INC
15 -- -- -- 1,101 -- --
XXXXXX
ROGERS COMMUNICATIONS B
250 -- -- -- 10,743 -- --
XXXXXX
ROHM AND HAAS
555 -- -- -- 30,586 -- --
XXXXXX
ROSS STORES INC COM
3,010 -- -- -- 75,030 -- --
XXXXXX
ROWAN COMPANIES INC
1,049 -- -- -- 39,820 -- --
XXXXXX
ROYAL BANK CANADA PV$1
500 -- -- -- 25,305 -- --
XXXXXX
ROYAL DUTCH SHEL PLC
SPONS ADR B
1,507 -- -- -- 120,424 -- --
XXXXXX
ROYAL DUTCH SHELL PLC
SPONS ADR A
56,534 -- -- -- 4,580,385 -- --
XXXXXX
ROYAL GOLD INC COM
81,300 -- -- -- 2,169,084 -- --
XXXXXX
RUBY TUESDAY INC PV$.01
1,141 -- -- -- 13,932 -- --
XXXXXX
RWE AG SPONSORED ADR
14 -- -- -- 1,910 -- --
XXXXXX
RYANAIR HLDGS PLC ADR
17 -- -- -- 655 -- --
XXXXXX
RYLAND GROUP INC
6,010 -- -- -- 160,200 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SANCON RESOURCES RECOV
88 -- -- -- 29 -- --
XXXXXX
SANDISK CORP INC
5,910 -- -- -- 214,769 -- --
XXXXXX
SANOFI AVENTIS SPON ADR
2,100 -- -- -- 95,634 -- --
XXXXXX
SANTA FE GOLD CORP
32,010 -- -- -- 18,560 -- --
XXXXXX
SANTA ISABEL S A SP ADR
6,471 0.010 0.00 0 0 -- --
XXXXXX
SAP AKGSLTT SPONSORD ADR
6,080 -- -- -- 310,870 -- --
XXXXXX
SARA LEE CORP COM
20,990 344,486 Pend Sell --
XXXXXX
SASOL LTD SPONSORED ADR
1,010 -- -- -- 47,030 -- --
XXXXXX
SATYAM COMPUTER SVCS ADR
6,720 -- -- -- 178,282 -- --
XXXXXX
SCHERING PLOUGH CORP
47,967 -- -- -- 1,332,044 -- --
XXXXXX
SCHLUMBERGER LTD
32,076 -- -- -- 3,033,427 -- --
XXXXXX
SCHNITZER STEEL INDS A
1,010 -- -- -- 63,820 -- --
XXXXXX
SCHWAB CHARLES CORP NEW
65 -- -- -- 1,576 -- --
XXXXXX
SCIENT INC
17 -- -- -- 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SEKISUI HSE LD SPONS ADR
83 -- -- -- 918 -- --
XXXXXX
SEMICNDCTR H TR DEP RCPT
19,010 -- -- -- 620,730 -- --
XXXXXX
SEMICONDUCTOR LASER INTL
1,010 -- -- -- 0.10 -- --
XXXXXX
SENIOR HSG PPTYS TRSBI
2,010 22.810 21.87 45,620 43,740 (1,880) (4.12)
XXXXXX
SHAMAN PHARMCTLS NEW NEW
30 0.010 0.00 0 0 -- --
XXXXXX
SHANDA INTER ENT SPO ADR
2,010 -- -- -- 73,440 -- --
XXXXXX
SHARPER IMAGE CORP COM
2,010 -- -- -- 5,680 -- --
XXXXXX
SHAW GROUP INC
7,200 -- -- -- 426,888 -- --
XXXXXX
SHERWIN WILLIAMS
42 -- -- -- 2,511 -- --
XXXXXX
SHIN CORP PLC (F)PV1.00
1.THB PAR ORDINARY
196,010 -- -- -- 157,506 -- --
XXXXXX
SHINHAN FINL GRP SP ADR
2,250 -- -- -- 251,730 -- --
XXXXXX
SHIP FIN INTL LTD
396 -- -- -- 10,415 -- --
XXXXXX
SHIRE PLC ADR
3,328 -- -- -- 226,487 -- --
XXXXXX
SHOTPAK INC
14,650 -- -- -- 776 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SK TELECOM ADR
181 -- -- -- 5,593 -- --
XXXXXX
SL GREEN REALTY CORP
REIT
31,010 -- -- -- 2,952,750 -- --
XXXXXX
SMITH INTL INC DEL
1,010 -- -- -- 67,840 -- --
XXXXXX
SMITH MICRO SOFTWARE INC
1,010 -- -- -- 8,010 -- --
XXXXXX
SMITH-NPHW PLC SPADR NEW
9 -- -- -- 554 -- --
XXXXXX
SMURFIT-STONE CONTAINER
82 -- -- -- 877 -- --
XXXXXX
SOC COMERCL DE PLATA
ARS PAR ORDINARY
3 -- -- -- 0.63 -- --
XXXXXX
SOFTWARE HOLDRS DEP RCPT
1,010 -- -- -- 43,490 -- --
XXXXXX
SOHU COM INC COM
2,500 -- -- -- 140,050 -- --
XXXXXX
SOLARFUN PWR HLDGS
700 -- -- -- 18,459 -- --
XXXXXX
SOLIDERE REG S GDS
USD PAR ORDINARY
22,750 -- -- -- 527,118 -- --
XXXXXX
SOLUTIA INC COM
1,100 -- -- -- 286 -- --
XXXXXX
SONOSITE INC WASH
33 -- -- -- 1,063 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SPDR S P BIOTECH
1,800 -- -- -- 108,378 -- --
XXXXXX
SPDR S P BRIC 40
2,700 32.440 31.99 87,601 86,373 (1,228) (1.40)
XXXXXX
SPDR S P CHINA
930 90.900 89.81 84,542 83,525 (1,016) (1.20)
XXXXXX
SPDR S P EMERG MID EAST
710 -- -- -- 49,331 -- --
XXXXXX
SPDR S P EMRGNG LATIN AM
1,050 82.990 81.50 87,141 85,575 (1,566) (1.80)
XXXXXX
SPDR S P HOMEBUILDERS
84,680 -- -- -- 1,622,469 -- --
XXXXXX
SPECTRA ENERGY CORP
3,890 95,889 Pend Sell --
XXXXXX
SPIRIT AEROSYSTEMS HLDGS
INC
1,770 -- -- -- 60,392 -- --
XXXXXX
SPRINT NEXTEL CORP
25,305 -- -- -- 358,572 -- --
XXXXXX
SPX CORP COM
1,010 -- -- -- 104,440 -- --
XXXXXX
ST JUDE MEDICAL INC
19,600 -- -- -- 825,356 -- --
XXXXXX
STANCORP FINANCL GRP INC
385 -- -- -- 19,905 -- --
XXXXXX
STANDARD&POORS DEP RCPT
95,396 -- -- -- 14,039,429 -- --
XXXXXX
STAPLES INC
291 -- -- -- 6,588 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SUEZ ADR
15 -- -- -- 999 -- --
XXXXXX
SULPHCO INC NEVADA COM
89,275 -- -- -- 385,668 -- --
XXXXXX
SUMITOMO CORP SP ADR
61 -- -- -- 831 -- --
XXXXXX
SUMITOMO MITSU FINL ADR
11,200 83,104 Pend Sell --
XXXXXX
SUMITOMO TR & BKG SPDADR
148 -- -- -- 836 -- --
XXXXXX
SUN HG KAI PPTY SPSD ADR
7,800 -- -- -- 161,070 -- --
XXXXXX
SUN MICROSYSTEMS INC
55,379 -- -- -- 1,092,628 -- --
XXXXXX
SUNCOR ENERGY INC NPV
2,696 -- -- -- 278,389 -- --
XXXXXX
SUNOCO INC PV$1 PA
10,600 -- -- -- 718,680 -- --
XXXXXX
SUNPWR CORP CL A
3,010 -- -- -- 384,570 -- --
XXXXXX
SUNSHINE MNG RFG NEW NEW
25 -- -- -- 9 -- --
XXXXXX
SUNSTATES CORP DEL NEW
17 -- -- -- 0 -- --
XXXXXX
SUNTECH PWR HLDGS CO LTD
ADR
100,685 -- -- -- 8,329,670 -- --
XXXXXX
SUPERCONDUCTOR TECH INC
50 -- -- -- 419 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SYQUEST TECHNOLOGY INC
30,010 -- -- -- 33 -- --
XXXXXX
TAIWAN S MANUFCTRING ADR
48,740 -- -- -- 470,341 -- --
XXXXXX
TAM S A SPON ADR
32,816 -- -- -- 821,713 -- --
XXXXXX
TARGET CORP COM
2,860 -- -- -- 147,462 -- --
XXXXXX
TASEKO MINES LTD NPV B C
3,010 -- -- -- 14,010 -- --
XXXXXX
TATA MOTORS LTD ADR
550 -- -- -- 10,170 -- --
XXXXXX
TAUBMAN CENTERS INC COM
REITS-REGIONAL MALLS
37,010 -- -- -- 1,850,010 -- --
XXXXXX
TCF FINANCIAL CORP COM
5,010 -- -- -- 90,350 -- --
XXXXXX
TD AMERITRADE HLDG CORP
16,100 -- -- -- 315,488 -- --
XXXXXX
TECH DATA CORP
21 -- -- -- 778 -- --
XXXXXX
TECHNAPOWER INDS CORP
2,010 0.010 0.00 0 0 -- --
XXXXXX
TEEKAY TANKERS LTD.
2,300 47,840 Pend Sell --
XXXXXX
TEL ARG'MOVILES ENTLMNT'
ORIG # 736U9 XPNPLG ADR
1,010 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
TENARIS S A ADR
25,900 -- -- -- 1,153,845 -- --
XXXXXX
TENARIS SA (ARS LINE)
ARS PAR ORDINARY
1 -- -- -- 48 -- --
XXXXXX
TENET HEALTHCARE CORP
28,800 -- -- -- 154,080 -- --
XXXXXX
TERADATA CORP DEL
880 -- -- -- 48,866 -- --
XXXXXX
TERAFORCE TECH CORP
5,010 -- -- -- 3 -- --
XXXXXX
TEREX CORP DEL NEW COM
3,600 -- -- -- 228,564 -- --
XXXXXX
TERRA INDUSTRIES INC COM
1,500 -- -- -- 59,850 -- --
XXXXXX
TESCO PLC SPNRD ADR
59 -- -- -- 1,655 -- --
XXXXXX
TESSERA TECHNOLOGIES INC
2,010 -- -- -- 80,940 -- --
XXXXXX
TEVA PHARMACTCL INDS ADR
29,121,373 -- -- -- 1,301,434,159 -- --
XXXXXX
TEXAS EQUIPMENT CORP NEW
79 0.010 0.00 0 0 -- --
XXXXXX
TEXAS INSTRUMENTS
63,502 2,113,982 Pend Sell --
XXXXXX
TEXOLA ENERGY CORP
15,500 -- -- -- 1,085 -- --
XXXXXX
TEXTRON INC
5,010 -- -- -- 355,750 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
TITAN URANIUM INC
600 -- -- -- 454 -- --
XXXXXX
TITANIUM METALS CORP NEW
2,800 -- -- -- 77,336 -- --
XXXXXX
TIVO INC DELAWARE
500 -- -- -- 4,100 -- --
XXXXXX
TMK-GDR
10 RUB PAR ORDINARY
2,700 -- -- -- 122,850 -- --
XXXXXX
TOLL BROS INC COM
45,600 -- -- -- 948,480 -- --
XXXXXX
TORAY INDUSTRYS INC ADR
12 -- -- -- 919 -- --
XXXXXX
TORONTO DOMINION BANK
500 -- -- -- 35,590 -- --
XXXXXX
TORRENT ENERGY CORP
1,666 -- -- -- 600 -- --
XXXXXX
TORRUS FUNDS RET INC
USD PAR ORDINARY
29,897 3,999,621 Pend Sell --
XXXXXX
TOTAL S.A. SP ADR
13,851 -- -- -- 1,102,678 -- --
XXXXXX
TOUCHLINK RESTRICTED
743948104
140 0.010 0.00 0 0 -- --
XXXXXX
TOYOTA MOTOR CORP ADR
48,205 -- -- -- 2,466,692 -- --
XXXXXX
TRACTEBEL ENERGIA SP ADR
400 -- -- -- 24,880 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
TRNSPDRA G SUR SPSDADR B
18,385 -- -- -- 101,669 -- --
XXXXXX
TRONOX INC COM CL B
27 -- -- -- 201 -- --
XXXXXX
TROPICAL SPORTSWEAR INTL
3,010 0.010 0.00 0 0 -- --
XXXXXX
TSAKOS ENRGY NAVGTN LTD
2,600 38.500 38.40 100,100 99,840 (260) (0.26)
XXXXXX
TURK IS BANK GDR REG'S'
USD PAR ORDINARY
11,759 -- -- -- 75,128 -- --
XXXXXX
TURKCELL ILETISIM ADR
1,010 28.660 28.70 28,660 28,700 40 0.14
9,992 -- -- -- 286,770 -- --
XXXXXX
TURKIYE GRTI BK SPN ADR
18,375 -- -- -- 174,563 -- --
XXXXXX
TYCO ELECTRONICS LTD
2,328 85,065 Pend Sell --
XXXXXX
TYCO INTL LTD, BERMUDA
3,791 157,857 Pend Sell --
XXXXXX
U S CELLULAR CORP
74,010 -- -- -- 6,497,200 -- --
XXXXXX
U S WIRELESS CORP COM
250 -- -- -- 0.02 -- --
XXXXXX
UAL CORP COM NEW
270 -- -- -- 9,928 -- --
XXXXXX
UAL CORP PV $0.01
409,089 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
UNIBANCO-GDR SPSD ADR
24,471 3,495,438 Pend Sell --
XXXXXX
UNIFIED ENERGY SYS GDR
.5EUR PAR ORDINARY
2,010 -- -- -- 262,704 -- --
XXXXXX
UNILEVER NV NY REG SHS
8,300 -- -- -- 283,030 -- --
XXXXXX
UNION PACIFIC CORP
29 -- -- -- 3,786 -- --
XXXXXX
UNIPHOS ENTERPRISES GDR
USD PAR ORDINARY
2,010 -- -- -- 2,502 -- --
XXXXXX
UNISYS CORP COM
42,705 -- -- -- 202,849 -- --
XXXXXX
UNITED BANK LTD GDR
USD
50,060 -- -- -- 600,720 -- --
XXXXXX
UNITED OVERSEAS BANK
1.SGD PAR ORDINARY
4,010 -- -- -- 54,320 -- --
XXXXXX
UNITED PARCEL SVC CL B
91,061 -- -- -- 6,611,939 -- --
XXXXXX
UNITED PHOSP SP GDR RG S
10,010 -- -- -- 91,420 -- --
XXXXXX
UNITED RENTALS INC COM
25 -- -- -- 589 -- --
XXXXXX
UNITED STS OIL FD
3,860 -- -- -- 278,924 -- --
XXXXXX
UNITED STS STL CORP NEW
476 -- -- -- 51,755 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
URS CORP NEW COM
1,800 51.990 53.40 93,574 96,120 2,546 2.72
6,825 -- -- -- 364,455 -- --
XXXXXX
US BANCORP (NEW)
6,200 -- -- -- 202,616 -- --
XXXXXX
US BIOENERGY CORP
COM
1,010 -- -- -- 11,140 -- --
XXXXXX
US GLOBAL INVS INC CL A
500 -- -- -- 8,975 -- --
XXXXXX
USA VIDEO INTERACTIVE CP
2,500 -- -- -- 368 -- --
XXXXXX
USANA HEALTH SCIENCES
1,700 -- -- -- 65,280 -- --
XXXXXX
USD ASIA1 OUTPM
USD PAR ORDINARY
560 -- -- -- 2,738,680 -- --
XXXXXX
USD ERP1 OUTPM
USD PAR ORDINARY
964 -- -- -- 4,770,327 -- --
XXXXXX
USD INFRAS ITRACK
USD PAR ORDINARY
87 -- -- -- 505,548 -- --
XXXXXX
USD JAPN1 I-TRACK
USD PAR ORDINARY
50 -- -- -- 227,985 -- --
XXXXXX
USD LUXURY ITRACK
USD PAR ORDINARY
340 -- -- -- 1,572,279 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
VALSPAR CORP COM
26 -- -- -- 605 -- --
XXXXXX
VALUE AMERICA INC COM
1,700 -- -- -- 0.17 -- --
XXXXXX
VALUECLICK INC DEL COM
16,010 -- -- -- 343,840 -- --
XXXXXX
VANCEINFO TECH INC ADR
2,400 24,480 Pend Sell --
XXXXXX
VANGUARD DIVIDEND
APPRECIATION ETF
3,500 -- -- -- 196,700 -- --
XXXXXX
VANGUARD EMERGING MKTS
ETF
2,490 -- -- -- 261,550 -- --
XXXXXX
VANGUARD EUROPEAN ETF
3,418 -- -- -- 261,340 -- --
XXXXXX
VANGUARD FTSE ALL WORLD
EX US
2,625 -- -- -- 154,088 -- --
XXXXXX
VANGUARD INDUSTRIAL ETF
98 -- -- -- 7,196 -- --
XXXXXX
VANGUARD MATERIALS ETF
84 -- -- -- 7,308 -- --
XXXXXX
VANGUARD PACIFIC ETF
1,330 -- -- -- 91,504 -- --
XXXXXX
VANGUARD SMALL CAP
GROWTH ETF
800 -- -- -- 56,576 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
VERSANT CORP
5,010 -- -- -- 146,250 -- --
XXXXXX
VERTICALNET INC
3 -- -- -- 7 -- --
XXXXXX
VESTAS WIND SYSTEMS
1.DKK PAR ORDINARY
1,300 -- -- -- 128,007 -- --
XXXXXX
VIACOM INC NEW CL B
7,408 -- -- -- 316,840 -- --
XXXXXX
VICTORY NICKEL INC COM
750 -- -- -- 368 -- --
XXXXXX
VIDEOCON INDS LTD GDR
10 INR PAR ORDINARY
400 -- -- -- 6,552 -- --
XXXXXX
VIETNAM ENTERPRISE INVES
USD PAR ORDINARY
950,010 -- -- -- 5,538,500 -- --
XXXXXX
VIETNAM OPPORTUNITY FD L
.01USD PAR ORDINARY
5,010 3.700 3.68 18,500 18,425 (75) (0.41)
199,270 -- -- -- 734,310 -- --
XXXXXX
VIMICRO INTL CORP ADR
9,400 -- -- -- 36,754 -- --
XXXXXX
VIMPEL COMM SP ADR
OPEN JT STK CO
280 37.590 38.63 10,525 10,816 291 2.77
6,453 -- -- -- 249,279 -- --
XXXXXX
VINA CONCHA Y TR SPD ADR
400 -- -- -- 15,620 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
VIVO PARTICIPACOES SA SP
ADR
2,704 -- -- -- 13,628 -- --
XXXXXX
VMWARE, INC.
3,620 -- -- -- 346,434 -- --
XXXXXX
VODAFONE GROUP PLC NEW
19,835 -- -- -- 730,325 -- --
XXXXXX
VOLKSWAGEN A G SPONS ADR
1,433 -- -- -- 63,468 -- --
XXXXXX
VOLTAIRE LTD
USD PAR ORDINARY
500 -- -- -- 3,220 -- --
XXXXXX
VONAGE HOLDINGS CORP
210,010 -- -- -- 430,500 -- --
XXXXXX
VORNADO REALTY TRUST COM
REIT
175 -- -- -- 15,082 -- --
XXXXXX
VOTRNTM CEL PN SPSD ADR
25,696 -- -- -- 800,430 -- --
XXXXXX
W R BERKLEY CORP
1,733 -- -- -- 52,059 -- --
XXXXXX
W W GRAINGER INCORP
5 -- -- -- 452 -- --
XXXXXX
WACHOVIA CORP NEW
14,440 -- -- -- 563,593 -- --
XXXXXX
WADDELL & REED FINL A
19 -- -- -- 688 -- --
XXXXXX
WAL-MART DE MEX SPNADR V
SA DE CV
1,445 55,199 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WESTERN UN CO
3,500 -- -- -- 82,810 -- --
XXXXXX
WESTMORELND COAL DEL
133 -- -- -- 1,902 -- --
XXXXXX
WESTPAC BANKING ADR
7 -- -- -- 865 -- --
XXXXXX
WEYERHAEUSER CO
10 -- -- -- 725 -- --
XXXXXX
WHEREVER NET HLDG ADR
1,275 -- -- -- 6 -- --
XXXXXX
WHIRLPOOL CORP
11 -- -- -- 894 -- --
XXXXXX
WHITE MTNS INS GRP LTD
160 -- -- -- 82,950 -- --
XXXXXX
WHOLE FOODS MKT INC COM
36,010 -- -- -- 1,460,880 -- --
XXXXXX
WILLBROS GROUP INC COM
750 -- -- -- 26,955 -- --
XXXXXX
WILLIAMS SONOMA INC
22 -- -- -- 578 -- --
XXXXXX
WILLIS GROUP HLDINGS LTD
2,559 -- -- -- 95,732 -- --
XXXXXX
WIMM BILL DANN FOODS ADR
1,013 -- -- -- 120,071 -- --
XXXXXX
WINSTAR COMMUNICATIONS
69,010 0.010 0.00 0 0 -- --
XXXXXX
WISCONSIN ENERGY CORP
35 -- -- -- 1,710 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WOLTERS KLUWR NV SPN ADR
20 -- -- -- 649 -- --
XXXXXX
WORLDWATER & SOLAR TECH
6,592 -- -- -- 12,261 -- --
XXXXXX
WPP GROUP PLC SPON ADR
1 -- -- -- 61 -- --
XXXXXX
WSTN DIGITAL CORP DEL
1,010 29.390 29.75 29,390 29,750 360 1.22
1,485 -- -- -- 44,179 -- --
XXXXXX
WT01 08MLCMAG 3
USD
13,900 -- -- -- 1,297,704 -- --
XXXXXX
WT01 082YR USD JAPAN BAS
USD
5,380,010 -- -- -- 3,120,400 -- --
XXXXXX
WT01 083M PBR-RIO COSO
USD
4,010 -- -- -- 388,040 -- --
XXXXXX
WT01 083M RIO COSO
USD
14,800 -- -- -- 1,448,624 -- --
XXXXXX
WT01 083M RIO COSO
USD
32,010 0.010 0.00 0 3,022,400 -- --
XXXXXX
WT01 14MLICO WATER BSKT
USD
342 -- -- -- 4,067,485 -- --
XXXXXX
WT02 08COSS 857 15.753
USD
1,800,010 -- -- -- 1,542,420 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT02 09UBS PERMAL FD WT
USD
50 -- -- -- 1,037,999 -- --
XXXXXX
WT02 10MLICO NDX SPX
USD
1,010 -- -- -- 79,616 -- --
XXXXXX
WT02 10USD BSKT INDEX
USD
3,010 -- -- -- 257,667 -- --
XXXXXX
WT02 103Y LIBOR+4% GEIB
USD
16,100 -- -- -- 1,392,650 -- --
XXXXXX
WT02 11MLICO DAX IN
USD
61,500 -- -- -- 3,917,489 -- --
XXXXXX
WT02 14NIKKEI S P 17.5
USD
2,010,010 -- -- -- 1,705,010 -- --
XXXXXX
WT02 1518M STOXX-NIKKEI
USD
1,500 -- -- -- 153,050 -- --
XXXXXX
WT03 08AMLVN GPC INDX
USD
5 -- -- -- 159,053 -- --
XXXXXX
WT03 083M PBR REV CONV
USD
28,700 -- -- -- 3,036,604 -- --
XXXXXX
WT03 083M PBR REV CONV
USD
9,500 -- -- -- 950,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT03 20REP OF VENEZUELA
USD
7,750 -- -- -- 275,125 -- --
XXXXXX
WT04 08AMLWT NIKKEI 225
USD
5,010 -- -- -- 442,800 -- --
XXXXXX
WT04 08MLICO QCOM
USD
3,500 -- -- -- 327,110 -- --
XXXXXX
WT04 09SG CALL ACCEPT WT
USD
40 -- -- -- 2,054,400 -- --
XXXXXX
WT04 10MLICO INDEX NKY
USD
100,010 -- -- -- 70,470 -- --
XXXXXX
WT04 10MLICO NKY IND
USD
100,010 -- -- -- 71,040 -- --
XXXXXX
WT05 08AMLASIA FOCUS MRW
USD
100,010 -- -- -- 113,360 -- --
XXXXXX
WT05 08MLCO ROCC 12MNTH
USD
1,010 -- -- -- 94,960 -- --
XXXXXX
WT05 08NIKKEI 225
USD
7,010 -- -- -- 636,720 -- --
XXXXXX
WT05 09GS MS UBS WT
USD
8,010 -- -- -- 693,280 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT06 0918M 14.5% GEIB AW
USD
178,500 100.010 100.00 17,850,010 17,850,010 0 0.00
XXXXXX
WT06 0924M COSS COP NSC
USD
400,010 -- -- -- 369,360 -- --
XXXXXX
WT06 0924M COSS QCOM
USD
300,010 -- -- -- 266,820 -- --
XXXXXX
WT06 10AMLRENEWABLE ENER
USD
400 -- -- -- 547,380 -- --
XXXXXX
WT06 10AMLRENEWABLE ENER
USD
120 -- -- -- 159,090 -- --
XXXXXX
WT06 10MLCXCL4EV.GSCLER
USD
1,308 -- -- -- 59,776 -- --
XXXXXX
WT06 103Y BEAR L+5.5%
USD
3,010 -- -- -- 271,260 -- --
XXXXXX
WT06 103Y LIBOR +5% GEIB
USD
14,600 -- -- -- 1,228,860 -- --
XXXXXX
WT06 103Y LIBOR+5% GEIB
USD
2,500 -- -- -- 211,959 -- --
XXXXXX
WT06 103YFIXED RATE GEIB
USD
4,500 -- -- -- 391,302 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT07 08USD INFY ROCC
USD
6,500 -- -- -- 543,488 -- --
XXXXXX
WT07 0812M AMR ROCC
USD
3,500 -- -- -- 207,585 -- --
XXXXXX
WT07 09AMLAAPL+ MCO+SNP
USD
600,010 -- -- -- 436,560 -- --
XXXXXX
WT07 0924M MCO UNH COSS
USD
400,010 -- -- -- 269,720 -- --
XXXXXX
WT07 10 MARKLAND AGF
PRECIOUS METALS CORP
1,485 -- -- -- 1,941 -- --
XXXXXX
WT07 103Y LIBOR+5.00% GE
USD
4,010 -- -- -- 356,382 -- --
XXXXXX
WT07 103Y LIBOR+5% GEIB
USD
24,500 -- -- -- 2,198,348 -- --
XXXXXX
WT07 103YLIBOR+5.5% ASIA
USD
9,500 -- -- -- 843,790 -- --
XXXXXX
WT07 103YR 10.25% GEIB
USD
18,010 -- -- -- 1,595,277 -- --
XXXXXX
WT08 081YR USD BANKS ROC
USD
2 -- -- -- 110,620 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT08 103Y LIBOR+5.0%ASIA
USD
5,100 -- -- -- 452,574 -- --
XXXXXX
WT08 103Y LIBOR+6.0%
USD
22,300 -- -- -- 2,113,025 -- --
XXXXXX
WT08 103Y LIBOR+6.0%GEIB
USD
21,010 -- -- -- 1,949,399 -- --
XXXXXX
WT08 103Y LIBOR+8.9% GEI
USD
14,500 -- -- -- 1,379,494 -- --
XXXXXX
WT08 103Y LIBOR+9.3% GE
GEIB
8,800 -- -- -- 833,945 -- --
XXXXXX
WT08 103Y 16% GEIB AUTO
CALL WRRT
26,100 -- -- -- 2,528,177 -- --
XXXXXX
WT08 103YLIBOR+6.7%GEIB
USD
2,500 -- -- -- 248,400 -- --
XXXXXX
WT08 103YR NKY-SX5E ROCC
USD
40,010 -- -- -- 3,841,180 -- --
XXXXXX
WT08 14NKY ABSOL CALL
USD
129,600 -- -- -- 12,226,464 -- --
XXXXXX
WT09 08 CONSECO INC
USD
800 -- -- -- 32 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT09 103Y 12.40% GEIB A
USD
9,700 -- -- -- 956,566 -- --
XXXXXX
WT09 103Y 15.10% GEIB
USD
3,500 -- -- -- 352,643 -- --
XXXXXX
WT10 08ML291+386+3988
USD
1,010,010 -- -- -- 967,010 -- --
XXXXXX
WT10 08SG ACCEPT CALL WR
USD
20 -- -- -- 1,194,400 -- --
XXXXXX
WT10 081YR ALDAR TRACKER
USD
500 -- -- -- 648,705 -- --
XXXXXX
WT10 0812M CX ROCC
USD
8,010 -- -- -- 700,320 -- --
XXXXXX
WT10 09CHINA WATER
USD
487 -- -- -- 2,006,916 -- --
XXXXXX
WT10 09COSS 386 6.960
USD
1,500,010 -- -- -- 1,400,250 -- --
XXXXXX
WT10 09COSS 857 11.016
USD
10,200,010 -- -- -- 10,479,480 -- --
XXXXXX
WT10 09MLCAT+MS+RIG
USD
1,010,010 -- -- -- 834,500 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT11 0812M C HDB MSFT
USD
1,010,010 -- -- -- 1,010,010 -- --
XXXXXX
WT11 0812M C ROCC
USD
3,010 -- -- -- 250,470 -- --
XXXXXX
WT11 0812M EWZ ROCC
USD
500 -- -- -- 47,990 -- --
XXXXXX
WT11 0812M 30% BRAZIL AU
AUTOCALL WRRT
45,600 -- -- -- 3,943,032 -- --
XXXXXX
WT11 0812M 31% BRAZIL
AUTOCALL WRRT
1,500 -- -- -- 142,140 -- --
XXXXXX
WT11 082Y L+3.5GEIB AUTO
USD
5,010 -- -- -- 451,818 -- --
XXXXXX
WT11 09COSS 1 114.472
USD
600,010 -- -- -- 587,520 -- --
XXXXXX
WT11 09COSS 1398 5.735
USD
2,010,010 -- -- -- 1,755,200 -- --
XXXXXX
WT11 09COSS 5 137.228
USD
100,010 -- -- -- 90,190 -- --
XXXXXX
WT11 09COSS 941 114.472
USD
200,010 -- -- -- 187,820 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT11 103Y 11.70% GEIB AU
TOCALL WRRT
1,500 -- -- -- 153,638 -- --
XXXXXX
WT11 103Y 12% GEIB
AUTOCALL WRT
2,010 -- -- -- 203,270 -- --
XXXXXX
WT11 103Y 14.2% GEIB AUT
USD
14,400 -- -- -- 1,425,240 -- --
XXXXXX
WT11 103Y 16.4% GEIB AU
USD
18,700 -- -- -- 1,904,315 -- --
XXXXXX
WT11 12USD FIXD RT GEIB
USD
11,010 -- -- -- 1,100,010 -- --
XXXXXX
WT11 125 YR SX5E ROCC
USD
11,010 -- -- -- 1,088,725 -- --
XXXXXX
WT11 13COS 8591+8483 88%
USD
1,010,010 -- -- -- 734,400 -- --
XXXXXX
WT11 13COSS ORIX N TAKA
USD
3,150,010 -- -- -- 2,199,960 -- --
XXXXXX
WT12 07 LUCENT TECH INC
USD
486 -- -- -- 0.02 -- --
XXXXXX
WT12 07MLICO S&P 500
USD
29,010 -- -- -- 3,213,200 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WT12 08USD CITI ROCC
USD
2,010 -- -- -- 206,950 -- --
XXXXXX
WT12 0812M EEM ROCC
USD
5,010 100.010 100.00 500,010 500,010 0 0.00
XXXXXX
WT12 0812M JPMMSUBS WRT
USD
1,010 100.010 100.00 100,010 100,010 0 0.00
XXXXXX
WT12 0812MTH C MS
AUTOCALL WRT
5,010 -- -- -- 500,010 -- --
XXXXXX
WT12 0812MTH UBS MS LEH
ROCC WRT
2,375 -- -- -- 2,375,010 -- --
XXXXXX
WT12 083YR USD DJAIG IND
USD
1,804 -- -- -- 19,073,692 -- --
XXXXXX
WT12 09BOA CITI WT
USD
100,010 -- -- -- 95,900 -- --
XXXXXX
WT12 09COSS GE 34.695
USD
200,010 -- -- -- 192,020 -- --
XXXXXX
WT12 09COSS 857 11.856
USD
200,010 1.010 0.94 200,010 187,420 (12,580) (6.29)
XXXXXX
WT12 09USD CITI LEH ROCC
YEAR USD CALLABLE WRRNT
1,050,010 -- -- -- 1,050,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
XEROX CORP
11,128 -- -- -- 179,940 -- --
XXXXXX
XG TECH INC REG S
PAR ORDINARY
3,500 -- -- -- 22,750 -- --
XXXXXX
XILINX INC
67,290 -- -- -- 1,487,782 -- --
XXXXXX
XINHUA FIN MEDIA LTD ADR
5,010 -- -- -- 30,500 -- --
XXXXXX
XINYUAN REAL ESTATE CO
LTD SPON ADR
39,500 608,300 Pend Sell --
XXXXXX
XL CAPITAL LTD CL A
440 -- -- -- 48,082 -- --
XXXXXX
XOMA LTD COM
2,825 3.490 3.45 9,859 9,746 (113) (1.15)
XXXXXX
XTO ENERGY INC
21,062 1,105,544 Split --
XXXXXX
XYBERNAUT CORP
2,010 0.010 0.00 0 0 -- --
XXXXXX
YAHOO INC
113,024 2,719,357 Pend Sell --
XXXXXX
YAMANA GOLD INC
25,432 -- -- -- 319,172 -- --
XXXXXX
YAMIRI GOLD & ENERGY INC
10,010 -- -- -- 2,161 -- --
XXXXXX
YANZHOU COAL MNG SPD ADR
1,800 -- -- -- 169,992 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Stocks & Related
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
3YR USD I-TRACK CERT
USD PAR ORDINARY
200 -- -- -- 1,149,784 -- --
XXXXXX
3YR 15.65% GEIB AUTOCALL
USD PAR ORDINARY
250,010 -- -- -- 245,175 -- --
XXXXXX
4YR BEST OF ALPHA CERT
USD PAR UNIT NEW
124,010 -- -- -- 148,082 -- --
XXXXXX
5Y AMLASIA FOC 1 I-TRACK
USD PAR ORDINARY
799 -- -- -- 5,862,343 -- --
XXXXXX
5Y AMLUS 1 RETURN CERT
USD PAR ORDINARY
739 -- -- -- 790,353 -- --
XXXXXX
51JOBS INC-ADR
5,010 -- -- -- 93,010 -- --
Total Stocks & Related 3,298,295,708 (262,999)
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)
XXXXXX
ABERDEEN ASIAN SMALLER
COMPANIES CL FD A2 (USD)
14,500 -- -- -- 350,900 -- --
XXXXXX
ABERDEEN CHINA
OPPORTUNITIES CL A2 USD
1,549.6760 -- -- -- 35,286 -- --
XXXXXX
ABERDEEN EMERGING
MARKETS BOND FD A2 (USD)
8,850 -- -- -- 226,118 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
ACMBERNSTEIN GLOBAL
CONSERV PORT CL B2 (USD)
176,141 -- -- -- 3,151,162 -- --
XXXXXX
ACMBERNSTEIN GLOBAL
EQUITY BLEND CL A (USD)
5,260 -- -- -- 100,150 -- --
XXXXXX
ACMBERNSTEIN GLOBAL
BALANCED PORT CL B2(USD)
139,707.2020 -- -- -- 2,824,880 -- --
XXXXXX
ACMBERNSTEIN GLOBAL
CONSERV PORT CL C2 (USD)
8,375 -- -- -- 152,509 -- --
XXXXXX
ACMBERNSTEIN INDIA
GROWTH FD A
31,554 -- -- -- 4,264,548 -- --
XXXXXX
ACMBERNSTEIN INDIA
GROWTH FD B
7,050 -- -- -- 831,125 -- --
XXXXXX
ADVANTAGE ENERGY INC FD
7,010 -- -- -- 70,210 -- --
XXXXXX
ALLIANCE BERNSTEIN GLBL
BD PORT. CL A
21,010 -- -- -- 194,250 -- --
XXXXXX
ALLIANCE BERNSTEIN GLBL
BD PORT. CL B
1.0420 -- -- -- 10 -- --
XXXXXX
ALLIANCE BERNSTEIN GLBL
GRTH TRENDS PT CLASS AX
13,568 -- -- -- 1,011,248 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
ALLIANCEBERNSTEIN
INTL HLTH CARE PT A(USD)
10,799.4740 1,806,428 Pend Sell --
XXXXXX
ALLIANCEBERNSTEIN
AMERICAN INCM PORT C
368,928 -- -- -- 3,172,781 -- --
XXXXXX
ALLIANCEBERNSTEIN
INTL HLTH CARE PT B(USD)
4,449.8790 -- -- -- 640,872 -- --
XXXXXX
ALLIANCEBERNSTEIN
INTL TECH FD A (USD)
1,793 -- -- -- 255,789 -- --
XXXXXX
ALLIANCEBERNSTEIN
INTL TECH FD B (USD)
76.8320 -- -- -- 9,694 -- --
XXXXXX
ALLIANCEBERNSTEIN
AMERICAN GR PT CL A
16,460.8160 -- -- -- 593,577 -- --
XXXXXX
ALLIANCEBERNSTEIN
AMERICAN GR PT CL B
40,737.3420 -- -- -- 1,260,821 -- --
XXXXXX
ALLIANCEBERNSTEIN
US RL ESTATE FD CL B
4,300 -- -- -- 82,732 -- --
XXXXXX
ALLIANCEBERNSTEIN
GLBL HIGH YD PTF A (USD)
98,010 -- -- -- 471,380 -- --
XXXXXX
ALLIANCEBERNSTEIN
AMERICAN GR PT CL AX
5,010 -- -- -- 192,350 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
ALLIANCEBERNSTEIN NEW
GRTR CHINA PT CL A (USD)
4,355 -- -- -- 253,853 -- --
XXXXXX
ALLIANCEBERNSTEIN NEW
GRTR CHINA PT CL B (USD)
486.6730 -- -- -- 25,633 -- --
XXXXXX
ALLIANCEBERNSTEIN SHORT
MATRTY DLR PT B1 USD
5,807.8030 -- -- -- 51,689 -- --
XXXXXX
AMERICAN NEW PERSPECTIVE
FD CL A
3,100 -- -- -- 104,191 -- --
XXXXXX
AMERN CENTY BENHM INTL
BD FD
5,108 -- -- -- 75,037 -- --
XXXXXX
ASIA TIGERS FUND INC
1,500 -- -- -- 42,690 -- --
XXXXXX
BISCAYNEAMERICAS CURRENT
YIELD FD CL A1
26,070 -- -- -- 193,439 -- --
XXXXXX
BISCAYNEAMERICAS CURRENT
YIELD FD CL B1
15,199.8140 -- -- -- 103,207 -- --
XXXXXX
BISCAYNEAMERICAS DAILY
LIQUIDITY FD A1
14,670 -- -- -- 126,455 -- --
XXXXXX
BISCAYNEAMERICAS DAILY
LIQUIDITY FD B1
5,799 -- -- -- 47,784 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
CASTLE CONVRT FD INC
20 -- -- -- 484 -- --
XXXXXX
CENTRAL EUROPE & RUSSIA
8,642 -- -- -- 573,483 -- --
XXXXXX
CHINA FUND INC COM
6,066 -- -- -- 297,659 -- --
XXXXXX
COLUMBIA MARSICO GROWTH
FD CL C
1,840 -- -- -- 39,468 -- --
XXXXXX
COLUMBIA MARSICO INTL
OPPORTUNITIES FD CL C
4,375 -- -- -- 72,450 -- --
XXXXXX
CREDIT AGRICOLE ASEAN
NEW MARKETS FD A (USD)
5,650 -- -- -- 659,638 -- --
XXXXXX
CREDIT AGRICOLE GREATER
CHINA FD CL A (USD)
4,010 -- -- -- 132,920 -- --
XXXXXX
CREDIT SUISSE BOND FUND
EMERGING MKT CL A (USD)
177 -- -- -- 490,846 -- --
XXXXXX
CREDIT SUISSE EQ FD
ASIAN PROPERT CL A (USD)
28,150 -- -- -- 544,703 -- --
XXXXXX
CREDIT SUISSE EQ FD
GLOBAL RESOURC CL A (USD
364 -- -- -- 138,666 -- --
XXXXXX
DAVIS NY VENTURE
FD CL C
979 -- -- -- 37,427 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
EATON VANCE EMERALD WLD
HLTH SCI FD CL B1 (USD)
6,269.9110 -- -- -- 65,834 -- --
XXXXXX
EATON VANCE EMERALD WLD
HLTH SCI FD CL B2 (USD)
5,010 -- -- -- 67,600 -- --
XXXXXX
EATON VANCE EMERALD WRLD
HLTH SCI FD CL A2 (USD)
20,150 -- -- -- 321,594 -- --
XXXXXX
EATON VANCE GREATER
INDIA FUND CL A
1,001 -- -- -- 39,259 -- --
XXXXXX
EATON VANCE MEDALLION
FLOATING RT INCOME FD A
487,449 -- -- -- 2,484,395 -- --
XXXXXX
EATON VANCE MEDALLION
SR FLOATING RATE CL A
9,521.4860 -- -- -- 84,929 -- --
XXXXXX
EATON VANCE MEDALLION
STRTG INCOME FD A (USD)
21,766 -- -- -- 220,707 -- --
XXXXXX
EATON VANCE MEDALLION
STRTG INCOME FD C (USD)
158,557 -- -- -- 1,603,011 -- --
XXXXXX
EATON VANCE MEDALLION
STRTG INCOME FD C2 (USD)
25,795 -- -- -- 293,289 -- --
XXXXXX
EFG HERMES MIDDLE EAST &
DVLP AFRICA FD CL A USD
144,511 -- -- -- 4,974,069 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
FIDELITY ADVISOR WORLD
INTERNATIONAL FD LTD B
2,550 -- -- -- 95,549 -- --
XXXXXX
FIDELITY ASEAN FUND CL A
5,393 -- -- -- 136,766 -- --
XXXXXX
FIDELITY ASIAN SPECIAL
SITUATIONS CL A
19,383 -- -- -- 596,803 -- --
XXXXXX
FIRST EAGLE
GLOBAL CLASS C
4,607 -- -- -- 204,505 -- --
XXXXXX
FRANKLIN BIOTECHNOLOGY
DISCOVERY FUND CL B
15,500.0520 -- -- -- 122,295 -- --
XXXXXX
FRANKLIN FLOATING RATE
CL B (USD)
1,310 -- -- -- 12,222 -- --
XXXXXX
FRANKLIN FLOATING RATE
FD (USD) CL A
5,279 -- -- -- 49,306 -- --
XXXXXX
FRANKLIN FLOATING RATE
FUND CL C (USD)
81,664.3060 -- -- -- 762,745 -- --
XXXXXX
FRANKLIN GLOBAL REAL
ESTATE FUND CL B (USD)
9,112 -- -- -- 95,585 -- --
XXXXXX
FRANKLIN HIGH YIELD
FUND CL A (USD)
1,967.4840 -- -- -- 14,348 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
FRANKLIN MUTUAL BEACON
FD CL A
33,724.5630 1,880,482 Pend Sell --
XXXXXX
FRANKLIN MUTUAL EUROPEAN
FUND CLASS A
22,706 -- -- -- 661,653 -- --
XXXXXX
FRANKLIN MUTUAL EUROPEAN
FUND CLASS B
21,737 -- -- -- 575,161 -- --
XXXXXX
FRANKLIN MUTUAL GLBL
DISC FD CL A (USD)(ACC)
104,416 -- -- -- 1,432,588 -- --
XXXXXX
FRANKLIN MUTUAL GLBL
DISC FD CL C (USD) (ACC)
377,065.9310 5,105,473 Pend Sell --
XXXXXX
FRANKLIN TECHNOLOGY FUND
CLASS A (USD)
30,500 -- -- -- 182,390 -- --
XXXXXX
FRANKLIN TEMPLETON US
GOVT FD B
15,908.4440 -- -- -- 145,244 -- --
XXXXXX
FRANKLIN US EQUITY
FUND CL A (USD)
2,200 -- -- -- 36,894 -- --
XXXXXX
FRANKLIN US GOVERNMENT
FUND CL C (USD)
116,135 -- -- -- 1,296,067 -- --
XXXXXX
GAM SELECT JAPAN
FUND CLASS A (USD)
1,378 -- -- -- 248,884 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
GOLDMAN SACHS JAPAN
PORTFOLIO CL B (USD)
9,800.3420 -- -- -- 117,212 -- --
XXXXXX
GOLDMAN SACHS JAPAN
SMALL CAP CL A (USD)
196,640 -- -- -- 3,116,744 -- --
XXXXXX
GOLDMAN SACHS JAPAN
SMALL CAP B (USD)
4,852 -- -- -- 70,257 -- --
XXXXXX
GOLDMAN SACHS JAPAN
CORE FD CL A (USD)
6,500 -- -- -- 66,950 -- --
XXXXXX
GOLDMAN SACHS US CORE
EQUITY CL A (USD)
20,729 -- -- -- 255,796 -- --
XXXXXX
GOLDMAN SACHS US CORE
EQUITY CL B (USD)
29,245 -- -- -- 338,072 -- --
XXXXXX
GREATER CHINA FUND INC
8,885 -- -- -- 316,484 -- --
XXXXXX
HENDERSON GLOBAL
OPPORTUNITIES A1 (USD)
5,200 -- -- -- 88,608 -- --
XXXXXX
HENDERSON GLOBAL TECH
FD A2 (USD)
1,550 32.660 31.78 50,648 49,259 (1,364) 50,648 (1,364) (2.69)
76,772 -- -- -- 2,439,814 -- -- -- --
XXXXXX
HENDERSON HORIZON ASIA
PCFC PRP EQ FD (USD) A1
33,780 -- -- -- 533,724 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
INVESCO ENERGY CLASS
B (USD)
2,010 -- -- -- 60,740 -- --
XXXXXX
INVESCO GLOBAL
TELECOMMUNICATIONS FD A
5,010 -- -- -- 97,650 -- --
XXXXXX
INVESCO GREATER CHINA
EQUITY FD CL A
62,539 -- -- -- 2,475,919 -- --
XXXXXX
INVESCO PAN EURO SM
CAP EQUITY FD A
1,781 -- -- -- 45,059 -- --
XXXXXX
INVESCO PAN EUROPEAN
EQUITY FD A (USD)
1,350 -- -- -- 26,015 -- --
XXXXXX
INVESCO PRC EQ FUND CL A
37,626 -- -- -- 2,344,100 -- --
XXXXXX
INVESCO PRC EQ FUND CL B
6,725 -- -- -- 393,278 -- --
XXXXXX
INVESCO US GROWTH EQUITY
FUND CL A
7,292.7850 -- -- -- 35,953 -- --
XXXXXX
INVESTEC PAN AFRICA
FUND CL F (USD)
82,647 -- -- -- 1,953,775 -- --
XXXXXX
INVSCO GREATER CHINA
EQTY FUND B
7,706 -- -- -- 276,954 -- --
XXXXXX
INVSCO NIPPON SM/MID CAP
EQUITY FUND CL B
5,794 -- -- -- 45,946 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
JANUS U.S. SHORT TERM
BOND CLASS B1 (OFF)
1,780.1630 -- -- -- 18,336 -- --
XXXXXX
JANUS US ALL CAP
GROWTH FD CL A (USD)
13,540.0760 -- -- -- 187,936 -- --
XXXXXX
JANUS US FLEXIBLE
INCOME FD CL B1 (OFF)
59,731.7200 -- -- -- 612,250 -- --
XXXXXX
JANUS US FLEXIBLE
INCOME FD CL B2 (OFF)
3.8260 -- -- -- 50 -- --
XXXXXX
JANUS US FLEXIBLE INCOME
FD CL A1 (OFF)
5,010 -- -- -- 51,300 -- --
XXXXXX
JANUS US FUNDAMENTAL
EQUITY FD CL B (USD)
3,978.6320 -- -- -- 58,844 -- --
XXXXXX
JANUS US HIGH YIELD
FD CL A1 (OFF)
5,010 -- -- -- 45,900 -- --
XXXXXX
JANUS US HIGH YIELD
FD CL B1 (OFF)
26,380.9430 -- -- -- 242,705 -- --
XXXXXX
JANUS US HIGH YIELD FD
CL A2 (OFF)
18,010 -- -- -- 283,140 -- --
XXXXXX
JANUS US HIGH YIELD FD
CL B2 (OFF)
1.4830 -- -- -- 22 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
JPM EMERGING MARKETS
EQUITY FUND CL A2 (USD)
19,664 -- -- -- 485,504 -- --
XXXXXX
JPM EUROPE EQUITY FD
CL A2 (USD)
2,765 -- -- -- 52,646 -- --
XXXXXX
JPM GLOBAL DYNAMIC FD
CL A2 (USD)
132,565 -- -- -- 2,025,593 -- --
XXXXXX
JPM HIGHBRIDGE STATISTIC
MKT NEUTRAL FD CL A2
1,460 -- -- -- 213,394 -- --
XXXXXX
JPM LATIN AMERICA EQUITY
FD CL A2(USD)
11,300 -- -- -- 359,566 -- --
XXXXXX
JPM MIDDLE EAST EQUITY
FD CL A2 (USD)
13,850 -- -- -- 303,038 -- --
XXXXXX
JULIUS BAER BLACK SEA
FUND CL A (USD)
400 124.710 121.48 49,884 48,592 (1,292) 49,884 (1,292) (2.59)
37,593 -- -- -- 4,566,798 -- -- -- --
XXXXXX
JULIUS BAER SAM WATER
FD CL A (USD)
60 246.150 241.32 14,769 14,479 (290) 14,769 (290) (1.96)
27,931 -- -- -- 6,740,309 -- -- -- --
XXXXXX
KAYNE ANDERSON MLP
1,010 -- -- -- 27,970 -- --
XXXXXX
KOREA FUND
13,446 -- -- -- 368,017 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MERRILL LYNCH SENIOR
FLOATING RATE PT C1 USD
5,354 -- -- -- 44,492 -- --
XXXXXX
MERRILL LYNCH SENIOR
FLOATING RT PT Q1 (USD)
175,718.4820 -- -- -- 1,461,978 -- --
XXXXXX
MEXICO FUND INC
1,746 -- -- -- 71,359 -- --
XXXXXX
MFS MER U.S. HIGH YIELD
BD FD CL B2
13,917.6040 -- -- -- 95,057 -- --
XXXXXX
MFS MER U.S. RESEARCH
FD CL B1
93.7330 -- -- -- 1,399 -- --
XXXXXX
MFS MERIDIAN ASIA PACI
FIC EX JAPAN CL A1 (USD)
1,648.3990 -- -- -- 38,803 -- --
XXXXXX
MFS MERIDIAN ASIA PACI
FIC EX JAPAN CL C1 (USD)
5,750 -- -- -- 126,558 -- --
XXXXXX
MFS MERIDIAN ASIA PACI
FIC EX JAPAN CL B1 (USD)
45,247.9140 -- -- -- 1,004,051 -- --
XXXXXX
MFS MERIDIAN EMERGING
MKTS DEBT FD CL A2 (USD)
21,217 -- -- -- 333,743 -- --
XXXXXX
MFS MERIDIAN EMERGING
MKTS DEBT FD CL A1 (USD)
8,364.0060 -- -- -- 176,481 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MFS MERIDIAN GLOBAL
TOTAL RET FD CL A1 (USD)
133,100 22.300 21.79 2,967,465 2,900,249 (67,216) 2,967,465 (67,216) (2.27)
968,189.1840 -- -- -- 21,096,842 -- -- -- --
XXXXXX
MFS MERIDIAN GLOBAL
TOTAL RET FD CL B1 (USD)
213,495.5480 -- -- -- 4,387,333 -- --
XXXXXX
MFS MERIDIAN GLOBAL
TOTAL RET FD CL A2 (USD)
3,412.2440 -- -- -- 66,709 -- --
XXXXXX
MFS MERIDIAN GLOBAL
TOTAL RET FD CL B2 (USD)
327,388.2020 -- -- -- 6,354,605 -- --
XXXXXX
MFS MERIDIAN GLOBAL
TOTAL RET FD CL C2 (USD)
1,217,431.7400 48,399,038 Pend Sell --
XXXXXX
MFS MERIDIAN GLOBAL
TOTAL RET FD CL C1 (USD)
109,375.9960 -- -- -- 2,481,270 -- --
XXXXXX
MFS MERIDIAN GLOBAL
EQUITY FUND CL A1 (USD)
3,100 -- -- -- 101,463 -- --
XXXXXX
MFS MERIDIAN LIMITED
MATURITY FUND B1 (USD)
1.5010 -- -- -- 18 -- --
XXXXXX
MFS MERIDIAN LIMITED
MATURITY FUND B2 (USD)
9,613.3770 -- -- -- 90,654 -- --
XXXXXX
MFS MERIDIAN RESEARCH
INTERNATIONAL FD A1 (USD
11,325.8760 -- -- -- 282,467 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MFS MERIDIAN US MID CAP
GROWTH FD CL B1
11,207.5070 -- -- -- 482,483 -- --
XXXXXX
MFS MERIDIAN US VALUE
FD CL A1 (USD)
4,163.1650 -- -- -- 67,110 -- --
XXXXXX
MFS MERIDIAN US VALUE
FD CL B1 (USD)
1.4160 -- -- -- 22 -- --
XXXXXX
MFS MERIDIAN US VALUE
FUND C1 (USD)
34,369.3170 -- -- -- 522,757 -- --
XXXXXX
MFS US LARGE CAP
GROWTH FD ROLLUP B1
60,452.9210 -- -- -- 605,738 -- --
XXXXXX
AMLDEVELOPING LIMITED
MATURITY LOCAL B1
0.4080 0.010 0.00 0 0 -- 0 -- --
XXXXXX
AMLSENIOR FLTG RATE PORT
CL A2
28,968 -- -- -- 292,577 -- --
XXXXXX
MLIFF LATIN AMERICA
FUND CL Q2 (USD)
14,681.9880 -- -- -- 1,157,484 -- --
XXXXXX
MLIFF WORLD MINING FD
CLASS A2 (USD)
342,626 30,870,603 Pend Sell --
XXXXXX
MLIIF ASIAN DRAGON FD
B2 USD
96,762 2,832,224 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF CONSERVATIVE ALLOC
FUND CLASS C1 (USD)
4,830 -- -- -- 42,359 -- --
XXXXXX
MLIIF EMERGING EUROPE
FD CL C2 (USD)
22,558 3,888,774 Pend Sell --
XXXXXX
MLIIF EMERGING EUROPE
FUND CL C2 (EUR)
248 -- -- -- 38,356 -- --
XXXXXX
MLIIF EMERGING EUROPE
CLASS A2 (USD)
54,200 -- -- -- 10,483,906 -- --
XXXXXX
MLIIF EMERGING EUROPE FD
CL B2 (USD)
12,827 -- -- -- 2,240,107 -- --
XXXXXX
MLIIF EMERGING MARKETS
FD CL B2 (USD)
27,928 -- -- -- 847,336 -- --
XXXXXX
MLIIF EMERGING MARKETS
FUND CL C2 (USD)
33,447 -- -- -- 993,710 -- --
XXXXXX
MLIIF EMERGING MARKETS
BOND FUND A1 (USD)
35,718 -- -- -- 296,459 -- --
XXXXXX
MLIIF EMERGING MARKETS
BOND FUND B1 (USD)
8,350 -- -- -- 69,305 -- --
XXXXXX
MLIIF EMERGING MARKETS
BOND FUND CL B2 (USD)
6,550 -- -- -- 62,618 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF EURO ENHANCED EQ
YLD FD (USD HDG) CL A5
16,400 -- -- -- 154,980 -- --
XXXXXX
MLIIF EURO ENHANCED EQ
YLD FD (USD HDG) CL C2
111,081 -- -- -- 1,047,494 -- --
XXXXXX
MLIIF EURO MARKETS
FD CL A (USD)
13,485 -- -- -- 373,265 -- --
XXXXXX
MLIIF EURO MARKETS
FUND CL C2 (USD)
22,217 -- -- -- 553,870 -- --
XXXXXX
MLIIF EUROPEAN
OPPORTUNITIES FD B2 (USD
1,829 -- -- -- 201,227 -- --
XXXXXX
MLIIF EUROPEAN
FUND CL A2 (USD)
1,990.8810 -- -- -- 229,728 -- --
XXXXXX
MLIIF EUROPEAN
OPPORTUNITIES FD A2 USD
25,795.1100 -- -- -- 3,129,721 -- --
XXXXXX
MLIIF EUROPEAN
FUND CL Q2 (USD)
8,377.5410 -- -- -- 877,631 -- --
XXXXXX
MLIIF EUROPEAN
OPPORTUNITIES FD Q2 USD
4,260.3380 -- -- -- 462,801 -- --
XXXXXX
MLIIF EUROPEAN FD CL B2
(USD)
18,200 -- -- -- 1,896,986 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF FIXED INCOME GLOBL
OPPS FD CL B2 (USD)
42,481 -- -- -- 428,208 -- --
XXXXXX
MLIIF FIXED INCOME GLOBL
OPPS FD CL C2 (USD)
22,849 -- -- -- 229,632 -- --
XXXXXX
MLIIF FIXED INCOME GLOBL
OPPS FD CL A5 (USD)
115,300 -- -- -- 1,142,648 -- --
XXXXXX
MLIIF FIXED INCOME GLOBL
OPPS FD CL B5 (USD)
13,437 -- -- -- 132,892 -- --
XXXXXX
MLIIF FIXED INCOME GLOBL
OPPS FD CL C5 (USD)
2,330 9.950 9.90 48,184 48,067 (117) 48,184 (117) (0.50)
XXXXXX
MLIIF GLOBAL ALLOCATION
FD CL B2 (USD)
15,114 37.040 36.61 559,757 553,324 (6,434) 559,757 (6,434) (1.15)
1,946,672 -- -- -- 71,267,662 -- -- -- --
XXXXXX
MLIIF GLOBAL ALLOCATION
FUND CL B2 (EUR)
64 -- -- -- 2,337 -- --
XXXXXX
MLIIF GLOBAL ALLOCATION
FUND C2 (USD)
4,993,428 180,312,685 Pend Sell --
XXXXXX
MLIIF GLOBAL ALLOCATION
PORTFOLIO CL Q2 (USD)
741,316.6890 -- -- -- 27,880,921 -- --
XXXXXX
MLIIF GLOBAL ALLOCATION
PORTFOLIO CL A2 (USD)
7,326,048.9250 297,364,326 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF GLOBAL ENHANCED
EQUITY YIELD CL C5 (USD)
1,430 10.460 10.20 14,958 14,586 (372) 14,958 (372) (2.49)
146,996 -- -- -- 1,499,359 -- -- -- --
XXXXXX
MLIIF GLOBAL EQUITY FD
CL B2 USD
11,349 -- -- -- 84,210 -- --
XXXXXX
MLIIF GLOBAL EQUITY FUND
CL Q2 (USD)
6,366 -- -- -- 47,363 -- --
XXXXXX
MLIIF GLOBAL FUNDAMENTAL
VALUE FD CL A2 (USD)
2,970 -- -- -- 64,004 -- --
XXXXXX
MLIIF GLOBAL FUNDAMENTAL
VALUE FD CL B2 (USD)
13,335 -- -- -- 273,634 -- --
XXXXXX
MLIIF GLOBAL FUNDAMENTAL
VALUE FD CL C2 (USD)
64,076 -- -- -- 1,280,488 -- --
XXXXXX
MLIIF GLOBAL FUNDAMENTAL
VALUE CL Q2 (USD)
30,616 -- -- -- 642,936 -- --
XXXXXX
MLIIF GLOBAL GOVT
BOND FD CL A1 (USD)
15,800 -- -- -- 269,706 -- --
XXXXXX
MLIIF GLOBAL GOVT
BOND FD CL Q1 (USD)
30.2760 -- -- -- 498 -- --
XXXXXX
MLIIF GLOBAL GOVT
BOND FD CL B2 (USD)
43,804 -- -- -- 806,432 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF GLOBAL SMALLCAP FD
CL B2 (USD)
53,419 -- -- -- 3,147,447 -- --
XXXXXX
MLIIF INDIA FUND
CL A2 (USD)
579,376 19,183,139 Pend Sell --
XXXXXX
MLIIF INDIA FUND
CL B2 (USD)
97,267 -- -- -- 3,112,544 -- --
XXXXXX
MLIIF INDIA FUND
CL C2 (USD)
145,598 -- -- -- 4,630,016 -- --
XXXXXX
MLIIF JAPAN
OPPORTUNITIES FD B2 (USD
18,636 -- -- -- 697,359 -- --
XXXXXX
MLIIF JAPAN
OPPORTUNITIES CL A2 USD
35,111.4670 -- -- -- 1,449,752 -- --
XXXXXX
MLIIF JAPAN
OPPORTUNITIES Q2 (USD)
1,285.3630 -- -- -- 47,366 -- --
XXXXXX
MLIIF JAPAN FD CL B2
(USD)
11,461 -- -- -- 227,042 -- --
XXXXXX
MLIIF JAPAN FD C2 (USD)
12,777 -- -- -- 251,579 -- --
XXXXXX
MLIIF JAPAN FUND
CL A 2 (USD)
15,451.2010 -- -- -- 337,918 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF LOCAL EMRG MKTS
SHRT DUR BD FD CL B1 USD
218,083 -- -- -- 1,513,496 -- --
XXXXXX
MLIIF LOCAL EMRG MKTS
SHRT DUR BD FD CL B2 USD
44,832 -- -- -- 1,101,971 -- --
XXXXXX
MLIIF LOCAL EMRG MKTS
SHRT DUR BD FD CL C1 USD
14,185 6.940 6.94 98,444 98,444 0 98,444 0 0.00
348,352 -- -- -- 2,417,563 -- -- -- --
XXXXXX
MLIIF LOCAL EMRG MKTS
SHRT DUR BD FD CL C2 USD
5,010 24.510 24.51 122,550 122,550 0 122,550 0 0.00
30,066 -- -- -- 736,918 -- -- -- --
XXXXXX
MLIIF LOCAL EMRG MKTS
SHRT DUR BD FD CL Q1 USD
1,500,936.4390 -- -- -- 10,401,490 -- --
XXXXXX
MLIIF LOCAL EMRG MKTS
SHRT DUR BD FD CL Q2 USD
98,124 -- -- -- 2,387,357 -- --
XXXXXX
MLIIF NEW ENERGY FD
CL B2 (USD)
220,126 3,211,638 Pend Sell --
XXXXXX
MLIIF NEW ENERGY FUND
CL A2 (USD)
18,888 16.430 15.50 310,274 292,764 (17,510) 310,274 (17,510) (5.64)
1,207,470 -- -- -- 18,715,785 -- -- -- --
XXXXXX
MLIIF NEW ENERGY FUND
CL Q2 (USD)
3,771 -- -- -- 53,812 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF STRATEGIC ALLOC
FD CL Q2 (USD)
2,580.0710 -- -- -- 62,386 -- --
XXXXXX
MLIIF STRATEGIC ALLOCA
FD CL B2 (USD)
15,185 -- -- -- 373,855 -- --
XXXXXX
MLIIF UNITED KINGDOM FD
CL B2 (USD)
1,784 -- -- -- 189,889 -- --
XXXXXX
MLIIF US BASIC VALUE
FUND C2 (USD)
29,021 -- -- -- 1,348,938 -- --
XXXXXX
MLIIF US BASIC VALUE
PTFLO CL A2 (USD)
55,412.9040 2,966,807 Pend Sell --
XXXXXX
MLIIF US BASIC VALUE
PTFLO CL Q2 (USD)
64,151.8360 -- -- -- 3,041,439 -- --
XXXXXX
MLIIF US BASIC VALUE FD
CL B2 (USD)
83,672 -- -- -- 3,863,136 -- --
XXXXXX
MLIIF US DOLLAR CORE BD
PORTFOLIO CL A2 (USD)
12,964 -- -- -- 295,709 -- --
XXXXXX
MLIIF US DOLLAR CORE BD
CL B1 (USD)
54,841 -- -- -- 844,003 -- --
XXXXXX
MLIIF US DOLLAR CORE BD
CL B2 (USD)
24,617 -- -- -- 499,725 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF US FLEXIBLE EQUITY
FD CL B2 (USD)
276,863 -- -- -- 5,127,503 -- --
XXXXXX
MLIIF US FLEXIBLE EQUITY
FD CL C2 (USD)
671,834 12,260,971 Pend Sell --
XXXXXX
MLIIF US FLEXIBLE EQUITY
FD CL Q2 (USD)
27,146 -- -- -- 503,830 -- --
XXXXXX
MLIIF US FOCUSED VALUE
FD CL B2 (USD)
15,667 -- -- -- 601,143 -- --
XXXXXX
MLIIF US FOCUSED VALUE
FUND CL C2 (USD)
3,083 116,661 Pend Sell --
XXXXXX
MLIIF US FOCUSED VALUE
PTFLO CL A2 (USD)
10,702.7540 -- -- -- 447,482 -- --
XXXXXX
MLIIF US FOCUSED VALUE
PTFLO CL Q2 (USD)
9,296.2800 -- -- -- 366,831 -- --
XXXXXX
MLIIF US GOVERNMENT
MORTGAGE FD CL B1 (USD)
61,981 -- -- -- 625,388 -- --
XXXXXX
MLIIF US GOVERNMENT
MORTGAGE FD CL C1 (USD)
24,553 -- -- -- 247,985 -- --
XXXXXX
MLIIF US GOVERNMENT
MORTGAGE FD CL C2 (USD)
12,300 -- -- -- 163,467 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF US SMALLCAP VALUE
FD CL B2 (USD)
6,400 -- -- -- 170,432 -- --
XXXXXX
MLIIF USD SHORT DURATION
BOND FD CL B2 (USD)
109,631 -- -- -- 1,169,763 -- --
XXXXXX
MLIIF USD SHORT DURATION
BOND FD CL C2 (USD)
31,424 -- -- -- 331,209 -- --
XXXXXX
MLIIF USD SHORT DURATION
BOND FD CL A1 (USD)
4,010 -- -- -- 37,960 -- --
XXXXXX
MLIIF USD SHORT DURATION
BOND FD CL B1 (USD)
7,261 -- -- -- 68,907 -- --
XXXXXX
MLIIF WORLD
HEALTHSCIENCE CL B2 (USD
13,312 -- -- -- 204,472 -- --
XXXXXX
MLIIF WORLD BOND FUND A1
(USD)
1,010 -- -- -- 47,040 -- --
XXXXXX
MLIIF WORLD BOND FUND C1
(USD)
4,150 -- -- -- 197,416 -- --
XXXXXX
MLIIF WORLD ENERGY
FUND CL C2 (USD)
380,996 10,545,969 Pend Sell --
XXXXXX
MLIIF WORLD ENERGY FD
CL B2 (USD)
62,780 -- -- -- 1,763,490 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLIIF WORLD INCOME FD
CL A1 (USD)
29,264 -- -- -- 310,198 -- --
XXXXXX
MLIIF WORLD INCOME FD
CL B1 (USD)
96,517 -- -- -- 1,026,941 -- --
XXXXXX
MLIIF WORLD INCOME FD
CL C1 (USD)
112,159.2290 -- -- -- 1,193,374 -- --
XXXXXX
MLIIF WORLD INCOME FD
CL A2 (USD)
67,783 -- -- -- 782,894 -- --
XXXXXX
MLIIF WORLD INCOME FD
CL B2 (USD)
73,022 -- -- -- 825,879 -- --
XXXXXX
MLIIF WORLD INCOME FD
CL C2 (USD)
205,980 -- -- -- 2,317,275 -- --
XXXXXX
MLIIF WORLD MINING FD
CL B2 (USD)
43,442 -- -- -- 3,562,244 -- --
XXXXXX
MLIIF WORLD MINING FD
CLASS C2 (USD)
119,619 9,705,886 Pend Sell --
XXXXXX
MLIIF WORLD TECH PT
CLASS A2 (USD)
87,344.4920 -- -- -- 1,124,997 -- --
XXXXXX
MLIIF WORLD TECH PT
CLASS Q2 (USD)
22,949.2560 -- -- -- 283,194 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
MS SICAV EMERGING MARKET
EQUITY FD (USD) CL B
6,400 -- -- -- 276,736 -- --
XXXXXX
MS SICAV EMRG EUR MID
EAST AFRCA FD (USD) CL A
1,515 -- -- -- 175,831 -- --
XXXXXX
MS SICAV EUROPEAN
PROPERTY (USD) CL A
4,785 -- -- -- 180,395 -- --
XXXXXX
MS SICAV GLOBAL BRANDS
(USD) CL A
20,714 -- -- -- 1,481,033 -- --
XXXXXX
MS SICAV GLOBAL BRANDS
(USD) CL B
20,350 -- -- -- 1,127,187 -- --
XXXXXX
MS SICAV JAPANESE VALUE
EQUITY (USD) CL B
2,500 -- -- -- 25,200 -- --
XXXXXX
MS SICAV U.S. EQUITY
GROWTH FD (USD) CL A
4,900 -- -- -- 194,187 -- --
XXXXXX
MS SICAV US DOLLAR
LIQUIDITY (USD) CL B
131,202 -- -- -- 131,202 -- --
XXXXXX
MS SICAV US PROPERTY
FD (USD) CL A
1,645 -- -- -- 75,867 -- --
XXXXXX
MS SICAV US VALUE EQUITY
(USD) CL B
11,265 -- -- -- 482,172 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
PARVEST EUROPE DIVIDEND
CL A (USD) (DIS)
516 -- -- -- 51,719 -- --
XXXXXX
PARVEST EUROPE MID CAP
FD CL A2 (USD)
182 -- -- -- 133,470 -- --
XXXXXX
PARVEST GLOBL TECHNOLOGY
FD CL A2 (USD)
115 -- -- -- 11,729 -- --
XXXXXX
PARVEST JAPAN FUND
CL A2 (USD)
8,810 -- -- -- 429,664 -- --
XXXXXX
PARVEST JAPAN SMALL CAP
FUND CLASS A2 (USD)
93,280 -- -- -- 4,599,637 -- --
XXXXXX
PARVEST SICAV EUROPE
ALPHA CL A2 (USD)
326 -- -- -- 68,639 -- --
XXXXXX
PARWORLD ENVIRONMENTAL
OPPS FD CL A2 (USD)
7,343 -- -- -- 1,189,860 -- --
XXXXXX
PCA VIETNAM SEGREGATED P
USD PAR ORDINARY
1,630,010 -- -- -- 13,294,280 -- --
XXXXXX
PERMAL ALFANAR ASIA
LTD FUND (USD) CL A
275 -- -- -- 403,087 -- --
XXXXXX
PERMAL ALFANAR ASIA
LTD FUND (USD) CL B
1,010 -- -- -- 1,432,675 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
PIONEER EASTERN EUROPEAN
EQUITY FD CLASS C (USD)
500 -- -- -- 16,430 -- --
XXXXXX
PIONEER EMERGING MARKETS
BOND CLASS A2 (USD)
4,820 -- -- -- 53,743 -- --
XXXXXX
PIONEER EMERGING MARKETS
EQUITY FD CL B (USD)
21,393.2180 -- -- -- 296,296 -- --
XXXXXX
PIONEER EMERGING MARKETS
BOND CLASS C1(USD)
81,625 -- -- -- 609,739 -- --
XXXXXX
PIONEER EURO CORPORATE
BOND CL A2 (USD)
48,010 -- -- -- 207,480 -- --
XXXXXX
PIONEER EURO SHORT
TERM BOND CL C1 (USD)
24,712 -- -- -- 184,104 -- --
XXXXXX
PIONEER EURO SHORT TERM
BOND CLASS B1 (USD)
22,081 -- -- -- 165,387 -- --
XXXXXX
PIONEER EUROLAND EQUITY
CLASS A (USD)
10,848 -- -- -- 85,177 -- --
XXXXXX
PIONEER GLOBAL ECOLOGY
FUND CL A (USD)
12,849 -- -- -- 3,713,489 -- --
XXXXXX
PIONEER GLOBAL ECOLOGY
FUND CL B (USD)
2,398.4770 -- -- -- 164,272 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
PIONEER STRATEGIC INCOME
CLASS A2 (USD)
41,064.0960 -- -- -- 301,010 -- --
XXXXXX
PIONEER STRATEGIC INCOME
CLASS B1 (USD)
5,301.8740 -- -- -- 31,546 -- --
XXXXXX
PIONEER STRATEGIC INCOME
CLASS B2 (USD)
202,288.3860 -- -- -- 1,413,996 -- --
XXXXXX
PIONEER STRATEGIC INCOME
CLASS C1 (USD)
221,510.0040 -- -- -- 1,313,554 -- --
XXXXXX
PIONEER STRATEGIC INCOME
CLASS C2 (USD)
141,911.8090 -- -- -- 1,013,250 -- --
XXXXXX
PIONEER TOP EUROPEAN
PLAYERS FD CLASS A (USD)
125,630 -- -- -- 1,160,821 -- --
XXXXXX
PIONEER TOP EUROPEAN
PLAYERS FD CLASS C (USD)
25,730 -- -- -- 481,313 -- --
XXXXXX
PIONEER US HIGH YIELD
CORPORATE BD CL B1 (USD)
1.6300 -- -- -- 9 -- --
XXXXXX
PIONEER US HIGH YIELD
CORPORATE BD CL B2 (USD)
13,660 -- -- -- 100,264 -- --
XXXXXX
PIONEER US HIGH YIELD
CORPORATE BD CL C1 (USD)
52,112 -- -- -- 277,486 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
PUTNAM GLOBAL
HIGH YIELD BD CL A (USD)
26,194 -- -- -- 184,144 -- --
XXXXXX
PUTNAM INTL GROWTH EQ
CL A
92 -- -- -- 1,911 -- --
XXXXXX
PUTNAM INVESTORS US CORE
CL B (USD)
4,330 -- -- -- 45,335 -- --
XXXXXX
PUTNAM US SMALL CAP
VALUE EQTY CL A (USD)
4,093 -- -- -- 58,939 -- --
XXXXXX
PUTNAM VISTA FD CL B
(US MID CAP EQUITY)
2,960.5110 -- -- -- 67,529 -- --
XXXXXX
PUTNAM WLD EMERGING INFO
SCIENCES FD CL C (USD)
7,500 -- -- -- 77,625 -- --
XXXXXX
SCHRODER AS AGRICULTURE
FD CL A1 (USD)
166,409 21,456,776 Pend Sell --
XXXXXX
SCHRODER CHINA EQUITY
FUND CL A1 (USD)
65,325 -- -- -- 1,097,460 -- --
XXXXXX
SCHRODER EMERGING MKTS
DEBT ACCUM A1 (USD)
46,893 -- -- -- 1,046,652 -- --
XXXXXX
SCHRODER INTL SELECTION
JAPANESE EQ CL A1 (USD)
1,890 -- -- -- 14,748 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
SELIGMAN US H/Y BOND FD
CL A
3,010 -- -- -- 12,750 -- --
XXXXXX
SELIGMAN US H/YLD BD
FD CL B
3,752.6850 -- -- -- 16,024 -- --
XXXXXX
SELIGMAN US LARGE CAP
VALUE FD CL B (OFF)
3,365.0550 -- -- -- 40,751 -- --
XXXXXX
SOVEREIGN HIGH YIELD
INVST NV CLASS B
82,906 -- -- -- 843,983 -- --
XXXXXX
SOVEREIGN HIGH YIELD
INVST NV CLASS B2
1,093,746 -- -- -- 11,156,209 -- --
XXXXXX
SOVEREIGN HIGH YIELD
INVST COMPANY NV CL A
1,804,649 -- -- -- 19,797,010 -- --
XXXXXX
SPAIN FD INC
1,220 -- -- -- 18,715 -- --
XXXXXX
TEMPLETON ASIA GROWTH
FUND (OFFSHORE) COM
170,493.3850 -- -- -- 5,408,050 -- --
XXXXXX
TEMPLETON ASIAN BOND
FUND CL A (USD) (ACC)
59,537 -- -- -- 773,386 -- --
XXXXXX
TEMPLETON ASIAN BOND
FUND CL B (USD) (DIS)
15,322 -- -- -- 184,170 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
TEMPLETON EMERG MARKETS
BOND FD B
4,132 -- -- -- 65,864 -- --
XXXXXX
TEMPLETON EMERGING
MARKETS FD CL C (USD)
50,416 -- -- -- 1,854,300 -- --
XXXXXX
TEMPLETON EMERGING
MARKETS FD(OFFSHORE)
5,720 -- -- -- 482,175 -- --
XXXXXX
TEMPLETON EMERGING MKTS
BOND FD CL C (USD)
2,825 -- -- -- 50,963 -- --
XXXXXX
TEMPLETON EMERGING MKTS
SM CO FD (USD)(DIS) CL A
35,010 -- -- -- 343,350 -- --
XXXXXX
TEMPLETON EMERGING MKTS
SM CO FD (USD)(ACC) CL A
20,010 -- -- -- 196,200 -- --
XXXXXX
TEMPLETON EMERGING MKTS
BOND FD CLASS A
1,227 -- -- -- 21,632 -- --
XXXXXX
TEMPLETON ESTRN EUROPEAN
FD (USD) (ACC) CL A
9,168 -- -- -- 493,330 -- --
XXXXXX
TEMPLETON GLBL STRAT
SICAV CHINA FD
362,542.2400 -- -- -- 8,737,268 -- --
XXXXXX
TEMPLETON GLBL STRAT
SICAV GLBL BALANCED FD
101,300 22.220 21.50 2,250,805 2,177,950 (72,855) 2,250,805 (72,855) (3.24)
813,712.7800 -- -- -- 17,494,825 -- -- -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mutual Funds
Unit Cost Market Unrealized Total Client CumulativeSecurity Description Quantity Cost($) Price($) Basis($) Value($) Gain/(Loss)($) Investment($) Gain/(Loss)($) G/(L)(%)XXXXXX
TEMPLETON GLOBAL BOND
FUND CLASS A
257,486 -- -- -- 4,024,506 -- --
XXXXXX
TEMPLETON GLOBAL BOND FD
CLASS C
6,502 -- -- -- 75,553 -- --
XXXXXX
TEMPLETON GLOBAL SMALL
COMPANIES BX ACCM (USD)
801 -- -- -- 21,403 -- --
XXXXXX
TEMPLETON GLOBAL TOTAL
RETUN FUND CL A (USD)
137,048 -- -- -- 2,170,840 -- --
XXXXXX
TEMPLETON GLOBAL TOTAL
RETURN FUND CL B (USD)
68,781 -- -- -- 1,024,149 -- --
XXXXXX
TEMPLETON GLOBAL TOTAL
RETURN FD CL A (USD)(DIS
286,003 -- -- -- 3,778,100 -- --
XXXXXX
TEMPLETON GLOBAL TOTAL
RETURN FD CL C(USD)(DIS)
99,930 -- -- -- 1,175,177 -- --
XXXXXX
TEMPLETON KOREAN
FUND CL A (USD)
107,662 -- -- -- 838,687 -- --
XXXXXX
TEMPLETON LATIN AM FD A
3,748 -- -- -- 291,632 -- --
XXXXXX
TEMPLETON RUSSIA & EAST
EUROPEAN FUND INC
14,830 -- -- -- 1,150,808 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Certificates of Deposit
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
CD BANCO POP PUERTO RICO
HATO REY, PR
05.010% MAR 05 2008
50,010 -- -- -- 49,950 -- --
XXXXXX
CD BANCORP BANK THE
WILMINGTON, DE
04.550% MAY 09 2008
50,010 -- -- -- 49,842 -- --
XXXXXX
CD BANK OF BARODA NY
NEW YORK, NY
04.850% AUG 11 2008
95,010 -- -- -- 94,677 -- --
XXXXXX
CD BMW BK OF NORTH AM
SALT LAKE CITY, UT
03.900% MAR 17 2008
98,010 -- -- -- 97,629 -- --
XXXXXX
CD CAPITAL ONE BANK
GLEN ALLEN, VA
04.250% OCT 20 2008
90,010 -- -- -- 89,293 -- --
XXXXXX
CD CAPITAL ONE BANK
DEPOSIT NOTES SER CD
04.250% JAN 21 2011
100,010 -- -- -- 97,151 -- --
XXXXXX
CD CAPITAL ONE BANK
DEPOSIT NOTES SER CD
04.150% AUG 18 2009
100,010 -- -- -- 98,391 -- --
XXXXXX
CD CAPITAL ONE BK
GLEN ALLEN, VA
04.300% DEC 12 2008
50,010 -- -- -- 49,599 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Certificates of Deposit
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CD MERRILL LYNCH BK USA
SALT LAKE CITY, UT
04.600% MAY 28 2008
93,010 -- -- -- 92,692 -- --
XXXXXX
CD PULASKI BANK
ST. LOUIS, MO
03.800% DEC 17 2007
14,010 -- -- -- 13,997 -- --
XXXXXX
CD SOVEREIGN BANK
WYOMISSING, PA
04.050% JUL 21 2008
10,010 -- -- -- 9,927 -- --
XXXXXX
CD WASHINGTON MUTUAL BK
FMRLY PROVIDIAN NATL BK
04.100% MAR 48 2009
10,010 -- -- -- 9,878 -- --
XXXXXX
CD WASHINGTON MUTUAL BK
FMRLY PROVIDIAN NATL BK
04.050% JUN 22 2010
12,010 -- -- -- 11,734 -- --
XXXXXX
CORPORACION GEO
20,010 -- -- -- 0 -- --
XXXXXX
DN BANK HAPOALIM
NEW YORK, NY
04.010% AUG 21 2009 MTLY
99,010 -- -- -- 97,648 -- --
XXXXXX
DN FIRSTBANK OF P.R.
CALLABLE CD FDIC INSD
04.400% JUN 01 2015 MTLY
99,010 -- -- -- 93,069 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AFRICAN DEVELOPMENT BANK
BONDS GLB
03.250% AUG 01 2008
290,010 -- -- -- 288,730 -- --
XXXXXX
ALBERTSONS INC
DEBENTURES
07.450% AUG 01 2029
80,010 -- -- -- 75,374 -- --
XXXXXX
ALCOA INC
NOTES GLB
06.010% JAN 15 2012
100,010 -- -- -- 103,193 -- --
XXXXXX
ALLSTATE LIFE GLOB FD
NOTES SER MTN GLB
04.250% FEB 26 2010
50,010 -- -- -- 49,902 -- --
XXXXXX
ALPARGATAS S.A.I.C.
COMPANY GUARNT SER A
15.010% MAR 15 2015
21,849 0.010 0.00 0 0 -- --
XXXXXX
AMERICAN COLOR GRAPHICS
COMPANY GUARNT GLB
10.010% JUN 15 2010
70,010 -- -- -- 37,800 -- --
XXXXXX
AMERICAN EXPRESS
GLB
04.875% JUL 15 2013
50,010 -- -- -- 48,688 -- --
XXXXXX
AMERICAN EXPRESS CREDIT
GLB
03.010% MAY 16 2008
290,010 -- -- -- 287,700 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AT&T CORP
NOTES GLB
06.010% MAR 15 2009
95,010 -- -- -- 96,481 -- --
XXXXXX
AT&T CORP
NOTES GLB
06.500% MAR 15 2029
1,175,010 -- -- -- 1,130,938 -- --
XXXXXX
BANK AMERICA CORP
SENIOR NOTES GLB
05.875% FEB 15 2009
75,010 -- -- -- 76,132 -- --
XXXXXX
BANK OF AMERICA
GLB
05.125% NOV 15 2014
600,010 -- -- -- 589,014 -- --
XXXXXX
BANK OF AMERICA CORP
SENIOR NOTES GLB
03.375% FEB 17 2009
320,010 -- -- -- 315,949 -- --
XXXXXX
BANK OF AMERICA CORP
GLB
04.750% AUG 01 2015
500,010 -- -- -- 474,885 -- --
XXXXXX
BANK OF AMERICA CORP
SENIOR NOTES GLB
03.875% JAN 15 2008
1,500,010 -- -- -- 1,498,605 -- --
XXXXXX
BANK OF AMERICA CORP
SENIOR NOTES GLB
04.875% JAN 15 2013
500,010 -- -- -- 487,695 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BANK OF NEW YORK CO INC
SUB NOTES SER BNY1
05.300% MAY 15 2020
40,010 -- -- -- 37,061 -- --
XXXXXX
BANK OF NEW YORK CO INC
SR SUB NOTES SER CORE
06.100% JUN 15 2022
25,010 -- -- -- 24,329 -- --
XXXXXX
BANK ONE CORP
SUB NOTES GLB
05.250% JAN 30 2013
1,010,010 -- -- -- 988,030 -- --
XXXXXX
BANK ONE CORP
GLB
02.625% JUN 30 2008
250,010 -- -- -- 246,585 -- --
XXXXXX
BANKAMERICA CORPORATION
SUB NOTES
06.250% APR 01 2008
20,010 -- -- -- 20,086 -- --
XXXXXX
BANKERS TRUST N Y CORP
SUB NOTES
06.010% OCT 15 2008
17,010 -- -- -- 17,126 -- --
XXXXXX
BEAR STEARNS CO
GLB
05.300% OCT 30 2015
500,010 -- -- -- 454,485 -- --
XXXXXX
BEAR STEARNS CO INC
NOTE SER MTNB GLB
09.010% NOV 13 2017
1,400,010 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BOWATER CANADA FINANCE
COMPANY GUARNT GLB
07.950% NOV 15 2011
50,010 -- -- -- 40,250 -- --
XXXXXX
BP CANADA FINANCE
NOTES GLB
03.625% JAN 15 2009
100,010 -- -- -- 99,359 -- --
XXXXXX
BRADLEES INC ESCROW
SENIOR SUB NOTES
11.010% AUG 01 2002
20,010 0.010 0.00 0 0 -- --
XXXXXX
BRITISH TELECOM PLC
GLB
STEP% DEC 15 2010
3,020,010 -- -- -- 3,297,689 -- --
XXXXXX
CANADA - GOVERNMENT
GLB
05.250% NOV 05 2008
890,010 -- -- -- 898,882 -- --
XXXXXX
CANADA MTGE & HOUSING
FOR GOVT GUARANT GLB
03.375% DEC 01 2008
300,010 -- -- -- 298,995 -- --
XXXXXX
CATERPILLAR FIN SERV CRP
-
04.500% JUN 15 2009
100,010 -- -- -- 100,270 -- --
XXXXXX
CATERPILLAR FIN SERV CRP
-
02.700% JUL 15 2008
50,010 -- -- -- 49,309 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CATERPILLAR FINANCE
NOTES SER MTNF
03.450% JAN 15 2009
150,010 -- -- -- 147,411 -- --
XXXXXX
CELULOSA ARAUCO CONSTITU
-
08.625% AUG 15 2010
50,010 -- -- -- 54,761 -- --
XXXXXX
CHASE MANHATTAN CORP
SUB NOTES
07.125% JUN 15 2009
25,010 -- -- -- 25,822 -- --
XXXXXX
CHASE MANHATTAN CORP
SUBORDINATED
07.010% NOV 15 2009
100,010 -- -- -- 103,889 -- --
XXXXXX
CHASE MANHATTAN CORP NEW
SUB DEBENTURES
06.500% JAN 15 2009
50,010 -- -- -- 50,540 -- --
XXXXXX
CHEMICAL BANK N Y N Y
SUB NOTES
06.125% NOV 01 2008
18,010 -- -- -- 18,145 -- --
XXXXXX
CHEVRON TEXAXO CAP CO
COMPANY GUARNT GLB
03.375% FEB 15 2008
175,010 -- -- -- 174,564 -- --
XXXXXX
CIA SIDERURGICA PAULISTA
COMPANY GUARNT REG S
08.250% JAN 30 2009
100,010 -- -- -- 102,500 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CITIGROUP FUNDING INC
BANK GUARNTD SER BSKT
ZERO% JUL 25 2008
100,010 -- -- -- 110,440 -- --
XXXXXX
CITIGROUP GLOBAL MARKETS
SENIOR NOTES SER MTNC
04.150% MAY 15 2009
170,010 -- -- -- 168,378 -- --
XXXXXX
CITIGROUP INC
GLB
03.625% FEB 09 2009
1,500,010 -- -- -- 1,476,360 -- --
XXXXXX
CITIGROUP INC
GLB
05.125% MAY 05 2014
930,010 -- -- -- 896,799 -- --
XXXXXX
CITIGROUP INC
GLB
04.250% JUL 29 2009
225,010 -- -- -- 222,487 -- --
XXXXXX
CITIGROUP INC
SR SUBORDINATED GLB
05.010% SEP 15 2014
100,010 -- -- -- 94,270 -- --
XXXXXX
CITIGROUP INC
GLB
04.625% AUG 03 2010
360,010 -- -- -- 356,314 -- --
XXXXXX
CITIGROUP INC
GLB
05.125% FEB 14 2011
162,010 -- -- -- 162,319 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CONSTAR INTERNATIONAL
SR SUB NOTES
11.010% DEC 01 2012
280,010 -- -- -- 214,200 -- --
XXXXXX
COOPER INDUSTRIES INC
COMPANY GUARNT
05.500% NOV 01 2009
30,010 -- -- -- 30,724 -- --
XXXXXX
COOPER TIRE & RUBBER CO
-
07.750% DEC 15 2009
40,010 -- -- -- 40,010 -- --
XXXXXX
CRED SUIS FB USA
COMPANY GUARNT GLB
05.125% AUG 15 2015
500,010 -- -- -- 488,260 -- --
XXXXXX
CRED SUIS FB USA
COMPANY GUARNT GLB
04.875% AUG 15 2010
200,010 -- -- -- 201,530 -- --
XXXXXX
CREDIT SUISSE FB USA INC
COMPANY GUARNT GLB
05.125% JAN 15 2014
200,010 -- -- -- 197,252 -- --
XXXXXX
CREDIT SUISSE FB USA INC
COMPANY GUARNT GLB
04.700% JUN 01 2009
132,010 -- -- -- 131,797 -- --
XXXXXX
CREDIT SUISSE FB USA INC
COMPANY GUARNT GLB
04.125% JAN 15 2010
325,010 -- -- -- 321,971 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
DAIMLERCHRYSLER NA HLDG
COMPANY GUARNT GLB
08.010% JUN 15 2010
77,010 -- -- -- 81,843 -- --
XXXXXX
DAIMLERCHRYSLER NA HLDG
COMPANY GUARNT GLB
07.750% JAN 18 2011
25,010 -- -- -- 26,502 -- --
XXXXXX
DAIMLERCHRYSLER NA HLDG
COMPANY GUARNT GLB
04.750% JAN 15 2008
4,165,010 -- -- -- 4,161,668 -- --
XXXXXX
DAIMLERCHRYSLER NA HLDG
COMPANY GUARNT GLB
04.050% JUN 04 2008
4,150,010 -- -- -- 4,130,080 -- --
XXXXXX
DAIMLERCHRYSLER NA HLDG
COMP GUARNT SER NOTZ
05.100% OCT 15 2010
40,010 -- -- -- 40,300 -- --
XXXXXX
DAIMLERCHRYSLER NA HLDG
COMP GUARNT SER NOTZ
05.950% AUG 15 2011
150,010 -- -- -- 154,371 -- --
XXXXXX
DAIMLERCHRYSLER NA HLDG
COMP GUARNT SER NOTZ
04.050% NOV 15 2009
145,010 -- -- -- 144,056 -- --
XXXXXX
DEERE & CO
DEBENTURES
07.850% MAY 15 2010
17,010 -- -- -- 18,480 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
EKSPORTSFINANS
UNSUBORDINTD SER MTN GLB
03.375% JAN 15 2008
2,025,010 -- -- -- 2,022,104 -- --
XXXXXX
EMPRESA NACIONAL ELECTRI
UNSUBORDINATED GLB
08.350% AUG 01 2013
1,038,010 -- -- -- 1,172,141 -- --
XXXXXX
ENERSIS SA
BONDS GLB
07.375% JAN 15 2014
264,010 -- -- -- 279,045 -- --
XXXXXX
ENRON CORP ESC
NOTES
07.125% MAY 15 2007
126,010 0.010 0.00 0 0 -- --
XXXXXX
EUROPEAN INVESTMENT BANK
SENIOR NOTES GLB
04.010% MAR 03 2010
1,120,010 -- -- -- 1,121,613 -- --
XXXXXX
EUROPEAN INVESTMENT BANK
NOTES GLB
03.875% AUG 15 2008
1,500,010 -- -- -- 1,493,880 -- --
XXXXXX
EUROPEAN INVESTMENT BANK
NOTES GLB
04.500% FEB 17 2009
1,486,010 -- -- -- 1,240,969 -- --
XXXXXX
FEDDERS NORTH AMERICA
COMPANY GUARNT GLB
09.875% MAR 01 2014
700,010 -- -- -- 56,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FORD MOTOR CREDIT CO
GLB
07.375% OCT 28 2009
245,010 480,305 Pend Sell --
XXXXXX
FORD MOTOR CREDIT CO
SENIOR NOTES GLB
05.800% JAN 12 2009
52,010 -- -- -- 49,548 -- --
XXXXXX
FORD MOTOR CREDIT CO
SENIOR NOTES GLB
07.250% OCT 25 2011
25,010 -- -- -- 21,951 -- --
XXXXXX
FORD MOTOR CREDIT CO
NOTES GLB
07.875% JUN 15 2010
150,010 -- -- -- 138,803 -- --
XXXXXX
FORD MOTOR CREDIT CO
NOTES GLB
05.625% OCT 01 2008
497,010 -- -- -- 481,697 -- --
XXXXXX
FORD MOTOR CREDIT CO
NOTES SER COB1
FLT% MAR 20 2009
250,010 -- -- -- 229,990 -- --
XXXXXX
FORD MOTOR CREDIT CO
NOTES SER COBR
06.100% JUN 20 2011
50,010 -- -- -- 43,071 -- --
XXXXXX
FORD MOTOR CREDIT CO
NOTES SER COBR
05.650% JUL 20 2011
30,010 -- -- -- 25,297 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GENERAL ELEC CAP CORP
BONDS SER MTN GLB
04.010% JUN 15 2009
6,050,010 -- -- -- 6,003,415 -- --
XXXXXX
GENERAL ELEC CAP CORP
NOTES GLB
FLT% JUN 15 2009
70,010 -- -- -- 69,895 -- --
XXXXXX
GENERAL ELEC CAP CORP
NOTE SER MTNA GLB
03.125% APR 01 2009
550,010 -- -- -- 541,415 -- --
XXXXXX
GENERAL ELEC CAP CORP
NOTES SER MTN GLB
04.125% MAR 04 2008
500,010 -- -- -- 498,890 -- --
XXXXXX
GENERAL ELEC CAP CORP
NOTES SER MTNA
STEP% OCT 07 2021
40,010 -- -- -- 38,442 -- --
XXXXXX
GENERAL ELEC CAP CORP
SER NOTZ
05.400% OCT 15 2025
50,010 -- -- -- 45,840 -- --
XXXXXX
GENERAL ELEC CAP CORP
SENIOR NOTES SER MTN GLB
05.375% OCT 20 2016
250,010 -- -- -- 249,495 -- --
XXXXXX
GENERAL ELEC CAP CORP
SER MTN GLB
05.200% FEB 01 2011
95,010 -- -- -- 96,839 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GENERAL ELEC CAP CORP
SER NOTZ
05.625% OCT 15 2016
100,010 -- -- -- 100,241 -- --
XXXXXX
GENERAL ELEC CAP CORP
SER NOTZ
05.550% NOV 15 2019
300,010 -- -- -- 297,487 -- --
XXXXXX
GENERAL ELEC CAP CORP
SER NOT1
05.500% NOV 15 2019
100,010 -- -- -- 98,892 -- --
XXXXXX
GENERAL ELEC CAP CORP
SER NOTZ
05.700% NOV 15 2022
400,010 -- -- -- 387,928 -- --
XXXXXX
GENERAL ELECTRIC CAP COR
NOTE SER MTNA GLB
04.625% SEP 15 2009
1,175,010 -- -- -- 1,176,469 -- --
XXXXXX
GENERAL ELECTRIC CAP CRP
NOTE SER MTNA GLB
05.450% JAN 15 2013
2,999,010 -- -- -- 3,057,990 -- --
XXXXXX
GENERAL ELECTRIC COMPANY
NOTES GLB
05.010% FEB 01 2013
1,927,010 -- -- -- 1,932,665 -- --
XXXXXX
GENERAL MOTOR ACCEP CORP
NOTES GLB
07.010% FEB 01 2012
80,010 -- -- -- 68,870 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GENL MOTORS ACCEPT CORP
NOTES GLB
05.625% MAY 15 2009
302,010 -- -- -- 283,225 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN
STEP% APR 15 2016
35,010 -- -- -- 25,715 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN
STEP% MAY 15 2016
10,010 -- -- -- 7,420 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN
STEP% MAY 15 2016
30,010 -- -- -- 48,041 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN1
STEP% MAY 15 2016
70,010 -- -- -- 53,944 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN1
STEP% JUN 15 2016
25,010 -- -- -- 18,737 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN3
FLT% AUG 15 2011
85,010 -- -- -- 68,949 -- --
XXXXXX
GENL MOTORS ACCEPT CORP
NOTES SER SMN2
STEP% SEP 15 2016
30,010 -- -- -- 21,386 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GILLETTE COMPANY
NOTES GLB
02.875% MAR 15 2008
100,010 -- -- -- 99,554 -- --
XXXXXX
GOL FINANCE
COMPANY GUARNT GLB
07.500% APR 03 2017
225,010 -- -- -- 204,188 -- --
XXXXXX
GOLDMAN SACHS
NOTES GLB
05.250% OCT 15 2013
957,010 -- -- -- 947,353 -- --
XXXXXX
GOLDMAN SACHS
NOTES GLB
05.250% APR 01 2013
300,010 -- -- -- 298,659 -- --
XXXXXX
GOLDMAN SACHS GROUP
GLB
06.650% MAY 15 2009
275,010 -- -- -- 282,081 -- --
XXXXXX
GOLDMAN SACHS GROUP INC
NOTES GLB
04.125% JAN 15 2008
280,010 -- -- -- 279,684 -- --
XXXXXX
GOLDMAN SACHS GROUP INC
NOTES GLB
04.750% JUL 15 2013
400,010 -- -- -- 386,688 -- --
XXXXXX
GOLDMAN SACHS GROUP INC
BONDS GLB
06.875% JAN 15 2011
94,010 -- -- -- 99,068 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GOODYEAR TIRE & RUBBER
NOTES
07.857% AUG 15 2011
50,010 -- -- -- 50,750 -- --
XXXXXX
GSC CLO
SUB NOTE
FLT% MAY 25 2020
250,010 -- -- -- 187,500 -- --
XXXXXX
HALLIBURTON COMPANY
NOTES SER MTN
05.625% DEC 01 2008
60,010 -- -- -- 60,246 -- --
XXXXXX
HARTFORD LIFE INSURANCE
SER NOTE
05.250% MAY 15 2013
135,010 -- -- -- 134,881 -- --
XXXXXX
HARTFORD LIFE INSURANCE
SER NOTE
06.200% JUN 15 2022
50,010 -- -- -- 50,779 -- --
XXXXXX
HARTFORD LIFE INSURANCE
SER NOTE
06.010% JUL 15 2015
100,010 -- -- -- 99,806 -- --
XXXXXX
HERTZ CORP
SR SUBORDINATED GLB
06.900% AUG 15 2014
100,010 -- -- -- 90,010 -- --
XXXXXX
HINES NURSERIES INC
COMPANY GUARNT GLB
10.250% OCT 01 2011
100,010 -- -- -- 75,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
HOUSEHOLD FINANCE CORP
SENIOR NOTES SER NOT3
FLT% JUL 10 2009
150,010 -- -- -- 146,429 -- --
XXXXXX
HOUSEHOLD FINANCE CORP
SENIOR NOTES SER NOT4
FLT% JUL 10 2009
150,010 -- -- -- 146,919 -- --
XXXXXX
HOUSEHOLD FINANCE CORP
SENIOR NOTES SER NOTZ
05.400% NOV 15 2019
50,010 -- -- -- 46,080 -- --
XXXXXX
HOUSEHOLD FINANCE CORP
GLB
FLT% NOV 16 2009
116,010 -- -- -- 113,494 -- --
XXXXXX
HOUSEHOLD FINANCING CO
SR UNSUB GLB
07.010% MAY 15 2012
240,010 -- -- -- 251,287 -- --
XXXXXX
HSBC AMERICA CAP TR II
COMPANY GUARNT 144A
08.380% MAY 15 2027
500,010 -- -- -- 522,345 -- --
XXXXXX
HSBC FINANCE CORP
NOTES GLB
05.010% JUN 30 2015
850,010 -- -- -- 799,893 -- --
XXXXXX
HSBC FINANCE CORP
SENIOR NOTES GLB
05.250% JAN 14 2011
1,600,010 -- -- -- 1,595,008 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
HSBC FINANCE CORP
SER NOTZ
04.250% JUL 15 2008
25,010 -- -- -- 24,798 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
04.850% JUL 15 2010
83,010 -- -- -- 81,538 -- --
XXXXXX
HSBC FINANCE CORP
SER NOT1
05.600% JUL 15 2020
25,010 -- -- -- 48,227 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
04.625% AUG 15 2008
35,010 -- -- -- 34,773 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
06.010% NOV 15 2020
25,010 -- -- -- 48,821 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
05.010% FEB 15 2008
50,010 -- -- -- 49,951 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
05.050% APR 15 2008
100,010 -- -- -- 99,686 -- --
XXXXXX
HSBC FINANCE CORP
SER NOT1
05.550% JUN 15 2008
100,010 -- -- -- 99,900 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
HSBC FINANCE CORP
SENIOR NOTES SER NOTZ
FLT% FEB 10 2012
0 0 Pend Sell --
XXXXXX
HSBC FINANCE CORP
SENIOR NOTES SER NOTZ
FLT% FEB 10 2010
50,010 -- -- -- 47,968 -- --
XXXXXX
HSBC FINANCE CORP
SENIOR NOTES SER NOTZ
FLT% MAR 10 2010
100,010 -- -- -- 96,264 -- --
XXXXXX
HSBC FINANCE CORP
SENIOR NOTES SER NOT1
FLT% MAR 10 2010
370,010 -- -- -- 355,637 -- --
XXXXXX
HSBC FINANCE CORP
SENIOR NOTES SER NOTZ
04.650% APR 15 2010
26,010 -- -- -- 25,657 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
05.400% JUL 15 2010
150,010 -- -- -- 150,480 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
05.500% AUG 15 2011
50,010 -- -- -- 49,518 -- --
XXXXXX
HSBC FINANCE CORP
SER NOTZ
06.010% AUG 15 2014
55,010 -- -- -- 55,179 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
IBM CORP
GLB
04.750% NOV 29 2012
800,010 -- -- -- 797,544 -- --
XXXXXX
IBM CORP
NOTES SER MTN
03.800% FEB 01 2008
70,010 -- -- -- 69,894 -- --
XXXXXX
IBM CORPORATION
-
05.375% FEB 01 2009
200,010 -- -- -- 201,088 -- --
XXXXXX
INDAH KIAT FIN MARITIUS
COMPANY GUARNT
10.010% JUL 01 2007
25,010 0.010 0.00 0 0 -- --
XXXXXX
INDEPENDENCIA INTERNATIO
COMPANY GUARNT REG S
09.875% JAN 31 2017
600,010 -- -- -- 601,500 -- --
XXXXXX
INTELSAT LTD
GLB
05.250% NOV 01 2008
40,010 -- -- -- 39,400 -- --
XXXXXX
INTER AMERICAN DEVEL BK
SR UNSUB SER MTN GLB
03.375% MAR 17 2008
720,010 -- -- -- 718,430 -- --
XXXXXX
INTERNATIONAL LEASE FIN
NOTES GLB
04.350% SEP 15 2008
200,010 -- -- -- 198,214 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
IRIDIUM LLC/CAPITAL CORP
COMP GUARNT SER C/EN
11.250% JUL 15 2005
100,010 -- -- -- 2,010 -- --
XXXXXX
ITT CORPORATION
COMPANY GUARNT
07.375% NOV 15 2015
50,010 -- -- -- 51,022 -- --
XXXXXX
JAMES RIVER COAL CO
COMPANY GUARNT
09.375% JUN 01 2012
900,010 -- -- -- 792,010 -- --
XXXXXX
JOHN DEERE CAPITAL CORP
NOTES GLB
03.900% JAN 15 2008
400,010 -- -- -- 399,556 -- --
XXXXXX
JOHN DEERE CAPITAL CORP
SENIOR NOTES SER MTND
04.500% AUG 25 2008
100,010 -- -- -- 99,542 -- --
XXXXXX
JP MORGAN & COMPANY
SUB NOTES SER MTNA
06.010% JAN 15 2009
160,010 -- -- -- 161,419 -- --
XXXXXX
JP MORGAN CHASE & CO
SUB NOTES GLB
05.750% JAN 02 2013
750,010 -- -- -- 757,658 -- --
XXXXXX
JP MORGAN CHASE & CO
SENIOR NOTES GLB
04.010% FEB 01 2008
320,010 -- -- -- 319,466 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
KRAFT FOODS INC
-
04.010% OCT 01 2008
100,010 -- -- -- 98,983 -- --
XXXXXX
KROGER CO
COMPANY GUARNT
06.800% APR 01 2011
100,010 -- -- -- 104,509 -- --
XXXXXX
LAND O LAKES INC
COMPANY GUARNT GLB
08.750% NOV 15 2011
50,010 -- -- -- 51,250 -- --
XXXXXX
LANDWIRTSCH. RENTENBANK
FOR GOVT GUARANT GLB
04.125% JUL 15 2008
100,010 -- -- -- 100,186 -- --
XXXXXX
LEHMAN BROS HOLDINGS
GLB
06.625% JAN 18 2012
250,010 -- -- -- 258,135 -- --
XXXXXX
LEHMAN BROTHERS HOLDINGS
NOTE SER MTNG GLB
04.375% NOV 30 2010
134,010 -- -- -- 130,154 -- --
XXXXXX
LEHMAN BROTHERS HOLDINGS
GLB
04.010% JAN 22 2008
200,010 -- -- -- 199,576 -- --
XXXXXX
LEHMAN BROTHERS HOLDINGS
NOTES GLB
03.500% AUG 07 2008
625,010 -- -- -- 615,275 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MASS TRANSIT RAILWAY
SR UNSUB GLB
07.500% FEB 04 2009
50,010 -- -- -- 51,220 -- --
XXXXXX
MBIA INC
-
06.400% AUG 15 2022
73,010 -- -- -- 68,578 -- --
XXXXXX
MERCK & CO INC
NOTES GLB
04.750% MAR 01 2015
388,010 -- -- -- 380,418 -- --
XXXXXX
MERISANT COMPANY
COMPANY GUARNT GLB
STEP% JUL 15 2013
100,010 -- -- -- 80,010 -- --
XXXXXX
MERRILL LYNCH & CO
SR UNSUB NOTES GLOBAL
6.00% FEB 17 2009
1,735,010 -- -- -- 1,727,973 -- --
XXXXXX
MERRILL LYNCH & CO
NOTES
5.450% JULY 15 2014
1,548,010 -- -- -- 1,469,147 -- --
XXXXXX
MERRILL LYNCH & CO
BOND
05.010% JAN 15 2015
250,010 -- -- -- 483,133 -- --
XXXXXX
MERRILL LYNCH & CO
NOTE SER MTN
04.125% SEP 10 2009
500,010 -- -- -- 490,365 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MORGAN STANLEY
GLB
03.625% APR 01 2008
3,750,010 -- -- -- 3,724,275 -- --
XXXXXX
MORGAN STANLEY
NOTES GLB
03.875% JAN 15 2009
585,010 -- -- -- 574,663 -- --
XXXXXX
MORGAN STANLEY
NOTES GLB
04.250% MAY 15 2010
876,010 -- -- -- 857,718 -- --
XXXXXX
MORGAN STANLEY
NOTES GLB
05.375% OCT 15 2015
840,010 -- -- -- 806,257 -- --
XXXXXX
MORGAN STANLEY
SUB NOTES GLB
04.750% APR 01 2014
1,200,010 -- -- -- 1,113,972 -- --
XXXXXX
MORGAN STANLEY
NOTES GLB
04.010% JAN 15 2010
575,010 -- -- -- 562,459 -- --
XXXXXX
MORGAN STANLEY
NOTES GLB
FLT% JAN 15 2010
265,010 -- -- -- 259,843 -- --
XXXXXX
MORGAN STANLEY
NOTE SER EMTN GLB
05.450% JAN 09 2017
250,010 -- -- -- 240,043 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NM BANK AMERICA CORP BE
SUB NOTES SER NOTZ
05.800% JUN 15 2012
150,010 -- -- -- 153,195 -- --
XXXXXX
NM BOEING CAPITAL CRP BE
SENIOR NOTES SER MTN
FLT% NOV 15 2009
950,010 -- -- -- 956,793 -- --
XXXXXX
NM BOEING CAPITAL CRP BE
SER NOTZ
03.850% NOV 15 2008
150,010 -- -- -- 148,341 -- --
XXXXXX
NM BOEING CAPITAL CRP BE
SENIOR NOTES SER NOTZ
05.350% JUN 15 2009
150,010 -- -- -- 151,278 -- --
XXXXXX
NM BOEING CAPITAL CRP BE
SENIOR NOTES SER NOTZ
04.010% SEP 15 2008
50,010 -- -- -- 49,584 -- --
XXXXXX
NM CATERPILLAR FNCL BE
UNSUBORDINTD SER POWR
06.010% JAN 15 2010
20,010 -- -- -- 20,429 -- --
XXXXXX
NM CATERPILLAR FNCL BE
UNSUBORDINTD SER POWR
05.500% FEB 15 2009
50,010 -- -- -- 50,077 -- --
XXXXXX
NM CITIGROUP BE
SENIOR NOTES SER MTNC
03.500% OCT 15 2008
120,010 -- -- -- 118,030 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN
04.750% OCT 15 2008
25,010 -- -- -- 48,716 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN1
FLT% OCT 15 2010
65,010 -- -- -- 56,274 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN2
FLT% OCT 15 2010
50,010 -- -- -- 43,167 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN1
06.250% OCT 15 2013
65,010 -- -- -- 49,438 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN
04.750% NOV 15 2008
100,010 -- -- -- 94,411 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER MTN
FLT% JUN 11 2008
55,010 -- -- -- 53,075 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN
04.900% JUL 15 2008
110,010 -- -- -- 105,909 -- --
XXXXXX
NM GENERAL MTRS ACCPT BE
NOTES SER SMN
05.300% APR 15 2008
30,010 -- -- -- 29,377 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NM GENL ELEC CAP CORP BE
SENIOR NOTES SER MTNA
FLT% JUN 11 2008
25,010 -- -- -- 24,832 -- --
XXXXXX
NM GENL ELEC CAP CORP BE
SER NOTZ
02.500% JUL 15 2008
20,010 -- -- -- 19,671 -- --
XXXXXX
NM GENL ELEC CAP CORP BE
SER MTNA GLB
06.010% JUN 15 2012
475,010 -- -- -- 494,641 -- --
XXXXXX
NM GENL ELEC CAP CORP BE
SER NOT1
04.010% APR 15 2010
30,010 -- -- -- 29,440 -- --
XXXXXX
NM GENL ELEC CAP CORP BE
NOTES SER MTN GLB
03.500% MAY 01 2008
80,010 -- -- -- 79,546 -- --
XXXXXX
NM GENL ELEC CAP CORP BE
SENIOR NOTES SER MTN GLB
STEP% MAY 15 2015
25,010 -- -- -- 24,915 -- --
XXXXXX
NM HOUSEHOLD FIN CORP
SENIOR NOTES SER NOT2
FLT% NOV 10 2013
250,010 -- -- -- 480,100 -- --
XXXXXX
NM HOUSEHOLD FIN CORP
SENIOR NOTES SER NOTZ
FLT% DEC 10 2013
200,010 -- -- -- 183,198 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NM HOUSEHOLD FIN CORP BE
SENIOR NOTES SER NOTZ
03.900% OCT 15 2008
40,010 -- -- -- 39,444 -- --
XXXXXX
NM HOUSEHOLD FIN CORP BE
SENIOR NOTES SER NOT1
FLT% OCT 10 2013
200,010 -- -- -- 182,998 -- --
XXXXXX
NM HOUSEHOLD FIN CORP BE
SENIOR NOTES SER NOTZ
STEP% JUL 15 2013
50,010 -- -- -- 47,686 -- --
XXXXXX
NM HOUSEHOLD FIN CORP BE
SENIOR NOTES SER NOTZ
03.750% APR 15 2008
25,010 -- -- -- 24,811 -- --
XXXXXX
NM J DEERE CAP CORP BE
SENIOR NOTES SER MTND
FLT% DEC 18 2009
100,010 -- -- -- 100,287 -- --
XXXXXX
NM JP MORGAN CHASE
SENIOR NOTES SER MTND
04.010% NOV 15 2008
30,010 -- -- -- 29,528 -- --
XXXXXX
NM MERRILL LYNCH & CO
(2 X CPI) -0.435%
FLT% FEB 03 2014
37,010 -- -- -- 34,688 -- --
XXXXXX
NM MERRILL LYNCH & CO
NOTE
05.00% FEB 03 2014
171,010 -- -- -- 161,824 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
NM MERRILL LYNCH&CO BE
15SEP03 15SEP08
MTLY-PAY 04.010% FIXRATE
100,010 -- -- -- 98,019 -- --
XXXXXX
NM MERRILL LYNCH&CO BE
20MAR98 20MAR28
ZERO CPN DUE 03/20/2028
392,010 -- -- -- 89,599 -- --
XXXXXX
NM MERRILL LYNCH&CO BE
21APR03 21APR08
SEMI-PAY 03.700% FIXRATE
465,010 -- -- -- 460,913 -- --
XXXXXX
NM SEARS ROEBUCK & CO BE
SER NOTZ
06.700% DEC 15 2007
100,010 -- -- -- 100,010 -- --
XXXXXX
NM SEARS ROEBUCK & CO BE
SER NOTZ
06.750% JAN 15 2008
150,010 -- -- -- 150,053 -- --
XXXXXX
NM SEARS ROEBUCK & CO BE
SER NOTZ
06.010% MAR 15 2008
25,010 -- -- -- 24,955 -- --
XXXXXX
NM SLM CORP
NOTES SER CPI GLB
FLT% JAN 01 2014
62,010 -- -- -- 48,128 -- --
XXXXXX
NM SLM CORP
NOTES SER CPI
FLT% MAR 01 2014
50,010 -- -- -- 38,021 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT GLB
06.625% JUN 15 2035
685,010 -- -- -- 717,037 -- --
XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT GLB
09.125% OCT 13 2010
1,935,010 -- -- -- 2,141,078 -- --
XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT GLB
STEP% NOV 15 2011
100,010 -- -- -- 109,500 -- --
XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT GLB
STEP% FEB 01 2009
1,125,010 -- -- -- 1,156,635 -- --
XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT GLB
07.375% DEC 15 2014
200,010 -- -- -- 220,152 -- --
XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT GLB
06.125% AUG 15 2008
1,985,010 -- -- -- 1,991,948 -- --
XXXXXX
PEMEX PROJECT
COMPANY GUARNT GLB
08.500% FEB 15 2008
1,535,010 -- -- -- 1,541,140 -- --
XXXXXX
PETROBRAS INTL FINANCE
SENIOR NOTES GLB
09.750% JUL 06 2011
518,010 -- -- -- 602,175 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PRINCIPAL LIFE INC FDG
COMP GUARNT SER CORE
06.010% JUL 17 2017
70,010 -- -- -- 71,656 -- --
XXXXXX
PRINCIPAL LIFE INC FNDG
COMP GUARNT SER CORE
05.200% AUG 17 2015
25,010 -- -- -- 24,847 -- --
XXXXXX
PRINCIPAL LIFE INC FNDG
COMP GUARNT SER CORE
03.750% SEP 15 2008
100,010 -- -- -- 99,028 -- --
XXXXXX
PROCTER & GAMBLE CO
SENIOR NOTES GLB
03.500% DEC 15 2008
30,010 -- -- -- 29,605 -- --
XXXXXX
PROTECTIVE LIFE SECD TR
SECURED SER NOTZ
FLT% SEP 10 2011
150,010 -- -- -- 146,187 -- --
XXXXXX
PRUDENTIAL FINANCIAL INC
SER NOTZ
05.850% JUL 15 2014
240,010 -- -- -- 242,698 -- --
XXXXXX
QANTEL CORP PVT PLCMT
SENIOR SUBORDINATED NOTE
8.010% DEC 15 1999
570,010 0.010 0.00 0 0 -- --
XXXXXX
QUEBEC PROVINCE
GLB
04.875% MAY 05 2014
1,300,010 -- -- -- 1,348,048 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SBC COMMUNICATIONS
SR UNSUB GLB
04.125% SEP 15 2009
1,300,010 -- -- -- 1,282,450 -- --
XXXXXX
SBC COMMUNICATIONS INC
NOTES GLB
06.250% MAR 15 2011
100,010 -- -- -- 103,020 -- --
XXXXXX
SCHERING PLOUGH
-
STEP% DEC 01 2013
25,010 -- -- -- 24,997 -- --
XXXXXX
SIRIUS SATELLITE RADIO
GLB
09.625% AUG 01 2013
110,010 -- -- -- 104,500 -- --
XXXXXX
SLM CORP
UNSUBORDINATED GLB
04.010% JAN 15 2010
101,010 -- -- -- 93,762 -- --
XXXXXX
SLM CORP
UNSUBORDINTD SER BED3
FLT% DEC 15 2015
150,010 -- -- -- 109,758 -- --
XXXXXX
SLM CORP
UNSUBORDINTD SER BED3
FLT% SEP 15 2010
70,010 -- -- -- 62,276 -- --
XXXXXX
SLM CORP
SER MTNA GLB
FLT% JUN 16 2014
700,010 -- -- -- 548,320 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
STATE OF ISRAEL
BONDS GLB
04.625% JUN 15 2013
50,010 -- -- -- 48,801 -- --
XXXXXX
SWEDEN KINGDOM
DEBENTURES SER A
ZERO% APR 01 2009
150,010 -- -- -- 142,956 -- --
XXXXXX
SWEDISH EXPORT CREDIT
UNSB SER GMTN GLB
04.875% SEP 29 2011
290,010 -- -- -- 295,121 -- --
XXXXXX
TARGET CORP
NOTES GLB
05.375% JUN 15 2009
125,010 -- -- -- 126,306 -- --
XXXXXX
TELECOM ITALIA CAPITAL
COMPANY GUARNT GLB
04.010% NOV 15 2008
150,010 -- -- -- 147,554 -- --
XXXXXX
TEMBEC INDUSTRIES INC
COMPANY GUARNT GLB
08.500% FEB 01 2011
1,020,010 -- -- -- 436,050 -- --
XXXXXX
TEVECAP S.A.
-
REMAIN PRN FCR .66670
200,010 -- -- -- 135,007 -- --
XXXXXX
TIME WARNER COS INC
DEBENTURES
07.480% JAN 15 2008
75,010 -- -- -- 75,116 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER CORE
05.150% APR 20 2009
55,010 -- -- -- 54,795 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
NOTES SER MTN
ZERO% AUG 17 2009
65,010 -- -- -- 67,022 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER CORE
05.300% NOV 21 2011
200,010 -- -- -- 198,966 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER CORE
05.250% DEC 20 2016
1,010,010 -- -- -- 951,980 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER CORE
05.010% NOV 20 2012
135,010 -- -- -- 133,564 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER CORE
05.500% JAN 22 2013
35,010 -- -- -- 34,796 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER MTN1
FLT% JUL 28 2008
165,010 -- -- -- 166,343 -- --
XXXXXX
TOYOTA MOTOR CREDIT CORP
SENIOR NOTES SER CORE
05.750% JUL 20 2015
100,010 -- -- -- 99,491 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
UNISYS CORP
SENIOR NOTES
08.010% OCT 15 2012
200,010 -- -- -- 190,010 -- --
XXXXXX
UNISYS CORP
-
06.875% MAR 15 2010
20,010 -- -- -- 18,900 -- --
XXXXXX
UNITED AIR LINES ESCROW
DEBENTURES
09.1250% JAN 15 2012
25,010 0.010 0.00 0 0 -- --
XXXXXX
UNITED AIR LINES ESCROW
NOTES
09.00% DEC 15 2003
30,010 0.010 0.00 0 0 -- --
XXXXXX
USD GOLDMAN SACHS
5.150% JAN 15 2014
1,840,010 -- -- -- 1,800,606 -- --
XXXXXX
VALE OVERSEAS LIMITED
COMP GUARNT SER B GLB
09.010% AUG 15 2013
870,010 -- -- -- 996,150 -- --
XXXXXX
VALE OVERSEAS LIMITED
COMPANY GUARNT GLB
08.250% JAN 17 2034
783,010 -- -- -- 887,554 -- --
XXXXXX
VERIZON COMMUNICATIONS
DEBENTURES
07.510% APR 01 2009
260,010 -- -- -- 267,688 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WACHOVIA CORP
NOTES GLB
03.500% AUG 15 2008
30,010 -- -- -- 29,586 -- --
XXXXXX
WACHOVIA CORP0RATION
SENIOR NOTES
04.375% JUN 01 2010
500,010 -- -- -- 491,015 -- --
XXXXXX
WAL-MART STORES
NOTES GLB
04.500% JUL 01 2015
1,010,010 -- -- -- 937,960 -- --
XXXXXX
WAL-MART STORES
GLB
04.550% MAY 01 2013
275,010 -- -- -- 271,084 -- --
XXXXXX
WAL-MART STORES
GLB
04.125% FEB 15 2011
4,100,010 -- -- -- 4,034,933 -- --
XXXXXX
WAL-MART STORES
-
04.750% AUG 15 2010
355,010 -- -- -- 357,208 -- --
XXXXXX
WAL-MART STORES
GLB
06.875% AUG 10 2009
4,250,010 -- -- -- 4,431,008 -- --
XXXXXX
WALMART
GLB
03.375% OCT 01 2008
1,296,010 -- -- -- 1,285,619 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Corporate Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
YPF SOCIEDAD ANDMIMA
BONDS
09.125% FEB 24 2009
300,010 -- -- -- 309,010 -- --
Total Corporate Bonds 242,652,076 0
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
EUROPEAN INVESTMENT BANK
BONDS
04.875% FEB 15 2036
298,010 -- -- -- 284,337 -- --
XXXXXX
FED HOME LOAN MRTG CORP
CALLABLE NOTES
05.250% MAR 05 2018
400,010 -- -- -- 397,080 -- --
XXXXXX
FED HOME LOAN MRTG CORP
CALLABLE NOTES
MULTI% SEP 27 2012
50,010 -- -- -- 50,004 -- --
XXXXXX
FED HOME LOAN MRTG CORP
CALLABLE NOTES SER MTN
05.250% JAN 29 2016
400,010 -- -- -- 400,032 -- --
XXXXXX
FED HOME LOAN MTG CORP
NOTES
07.010% MAR 15 2010
10,010 -- -- -- 10,659 -- --
XXXXXX
FED NAT'L MORTGAGE ASSOC
CALLABLE NOTES
04.010% JAN 15 2010
50,010 -- -- -- 49,907 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NTS 7/
MULTI% AUG 01 2018
300,010 -- -- -- 300,573 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES
04.125% JAN 11 2008
2,800,010 -- -- -- 2,799,440 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NTS 6
MULTI% AUG 18 2010
50,010 -- -- -- 50,003 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES SER MTN
MULTI% JUN 18 2018
190,010 -- -- -- 188,338 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NTS SER MTN 2
MULTI% OCT 15 2018
200,010 -- -- -- 200,020 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES SR MTN
04.010% SEP 10 2008
1,880,010 -- -- -- 1,875,206 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
NOTES
MULTI% FEB 25 2008
83,010 -- -- -- 82,955 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE SR NOTE SR MTN
05.010% OCT 15 2016
120,010 -- -- -- 118,931 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NTS 5
MULTI% MAR 26 2010
100,010 -- -- -- 100,003 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NTS
MULTI% OCT 28 2011
200,010 -- -- -- 199,310 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NTS SER MTN 5
MULTI% APR 28 2009
200,010 -- -- -- 198,266 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES
05.010% FEB 27 2013
460,010 -- -- -- 460,010 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES SR MTN3
MULTI% DEC 48 2010
70,010 -- -- -- 70,002 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES SR MTN
MULTI% AUG 10 2009
25,010 -- -- -- 25,001 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES SR MTN
05.250% OCT 30 2017
374,010 -- -- -- 371,812 -- --
XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES
04.900% NOV 03 2008
150,010 -- -- -- 150,851 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL HOME LN MTG CORP
CALLABLE NOTES SR MTN
MULTI% NOV 48 2011
1,010,010 -- -- -- 1,010,060 -- --
XXXXXX
FEDERAL HOME LN MTGE CRP
NOTES
05.750% MAR 15 2009
100,010 -- -- -- 101,875 -- --
XXXXXX
FEDERAL HOME LOAN BANK
BONDS
03.750% AUG 18 2009
1,010,010 -- -- -- 995,630 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
03.850% FEB 14 2008
590,010 -- -- -- 589,445 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS SR BD08
04.125% NOV 17 2008
70,010 -- -- -- 69,847 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
04.550% JUL 22 2008
100,010 -- -- -- 100,031 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
05.010% OCT 28 2010
100,010 -- -- -- 100,125 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
04.070% SEP 25 2009
500,010 -- -- -- 499,220 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
MULTI% JUL 30 2018
100,010 -- -- -- 99,063 -- --
XXXXXX
FEDERAL HOME LOAN BANK
BONDS
06.010% JUN 11 2008
2,010,010 -- -- -- 2,015,010 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
MULTI% AUG 12 2013
100,010 -- -- -- 99,906 -- --
XXXXXX
FEDERAL HOME LOAN BANK
BONDS SR 1
05.250% SEP 11 2009
3,500,010 -- -- -- 3,571,085 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
06.250% SEP 28 2021
150,010 -- -- -- 150,095 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
06.050% OCT 17 2016
250,010 -- -- -- 250,010 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
05.200% JUN 04 2010
750,010 -- -- -- 754,248 -- --
XXXXXX
FEDERAL HOME LOAN BANK
CALLABLE BONDS
MULTI% JUN 26 2013
500,010 -- -- -- 498,050 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL NATL MTG ASSN
CALLABLE NOTES
MULTI% SEP 24 2013
200,010 -- -- -- 200,062 -- --
XXXXXX
FEDERAL NATL MTG ASSN
CALLABLE NOTES
05.010% APR 24 2014
400,010 -- -- -- 399,500 -- --
XXXXXX
FEDERAL NATL MTG ASSN
CALLABLE NOTES
04.010% JUL 48 2009
64,010 -- -- -- 63,840 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% DEC 15 2008
100,010 -- -- -- 100,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES SR 1
MULTI% JUN 09 2010
100,010 -- -- -- 100,031 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% SEP 02 2011
150,010 -- -- -- 150,047 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% MAR 04 2008
25,010 -- -- -- 24,969 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% MAR 13 2014
55,010 -- -- -- 55,017 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% APR 17 2015
130,010 -- -- -- 130,365 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
05.200% NOV 20 2009
2,010,010 -- -- -- 2,011,260 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% NOV 48 2012
200,010 -- -- -- 200,062 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% DEC 12 2014
1,760,010 -- -- -- 1,760,546 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.625% DEC 19 2013
500,010 100.010 99.34 500,010 496,720 (3,280) (0.66)
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.300% MAY 05 2008
2,010,010 -- -- -- 1,999,380 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% NOV 05 2012
100,010 -- -- -- 100,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% JUL 14 2015
250,010 -- -- -- 250,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.300% JUN 19 2013
500,010 -- -- -- 493,750 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% MAR 08 2013
50,010 -- -- -- 50,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE BONDS
MULTI% MAR 30 2016
50,010 -- -- -- 50,016 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.010% JUL 15 2010
250,010 -- -- -- 249,140 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE BONDS
MULTI% DEC 24 2008
150,010 -- -- -- 150,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% DEC 26 2018
515,010 -- -- -- 516,128 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.500% OCT 03 2011
130,010 -- -- -- 130,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
05.010% OCT 03 2014
100,010 -- -- -- 99,688 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE BONDS
03.125% MAR 16 2009
50,010 -- -- -- 49,375 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
05.010% JUN 25 2020
100,010 -- -- -- 96,813 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.850% MAY 21 2013
100,010 -- -- -- 99,938 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% APR 01 2008
200,010 -- -- -- 199,750 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% APR 15 2008
325,010 -- -- -- 324,594 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% APR 22 2014
60,010 -- -- -- 60,019 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% APR 29 2009
20,010 -- -- -- 19,994 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
04.010% AUG 06 2009
25,010 -- -- -- 24,938 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% MAR 28 2008
700,010 -- -- -- 699,342 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% SEP 30 2019
165,010 -- -- -- 163,969 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% OCT 21 2009
900,010 -- -- -- 900,279 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES SR 1
MULTI% NOV 10 2014
42,010 -- -- -- 41,948 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% DEC 02 2009
30,010 -- -- -- 30,009 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% DEC 30 2009
40,010 -- -- -- 40,012 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES SR 1
MULTI% FEB 03 2015
57,010 -- -- -- 57,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% FEB 03 2020
150,010 -- -- -- 149,204 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% MAR 24 2011
97,010 -- -- -- 97,030 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE BONDS
06.010% APR 14 2020
150,010 -- -- -- 150,047 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
MULTI% OCT 28 2009
5,010 -- -- -- 5,010 -- --
XXXXXX
FEDERAL NATL MTG ASSOC
CALLABLE NOTES
06.250% OCT 17 2036
100,010 -- -- -- 99,281 -- --
XXXXXX
FEDERAL NATL MTGE ASSN
BONDS
06.250% MAY 15 2029
150,010 -- -- -- 171,282 -- --
XXXXXX
FEDERAL NATL MTGE ASSOC
CALLABLE NOTES
05.010% NOV 14 2012
200,010 -- -- -- 200,062 -- --
XXXXXX
FEDERAL NATL MTGE ASSOC
NOTES
05.375% NOV 15 2011
405,010 -- -- -- 424,112 -- --
XXXXXX
FINANCING CORP
COUPON STRIPS
ZERO% NOV 11 2009
167,010 -- -- -- 156,026 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
U.S TREASURY STRIPS PRIN
CALLABLE NOV 15 2009
ZERO% NOV 15 2009
200,010 -- -- -- 187,890 -- --
XXXXXX
U.S. TREASURY BOND
06.010% FEB 15 2026
250,010 -- -- -- 288,945 -- --
XXXXXX
U.S. TREASURY BOND
7.250% MAY 15 2016
07.250% MAY 15 2016
1,605,010 -- -- -- 1,948,326 -- --
XXXXXX
U.S. TREASURY BOND
5.25% NOV 15 2028
385,010 -- -- -- 412,581 -- --
XXXXXX
U.S. TREASURY BOND
7.500% NOV 15 2016
07.500% NOV 15 2016
100,010 -- -- -- 148,820 -- --
XXXXXX
U.S. TREASURY BOND
5.25% FEB 15 2029
50,010 -- -- -- 53,559 -- --
XXXXXX
U.S. TREASURY BOND
8.750% MAY 15 2017
08.750% MAY 15 2017
100,010 -- -- -- 134,148 -- --
XXXXXX
U.S. TREASURY BOND
8.875% AUG 15 2017
08.875% AUG 15 2017
362,010 -- -- -- 491,216 -- --
XXXXXX
U.S. TREASURY BOND
9.125% MAY 15 2018
09.125% MAY 15 2018
100,010 -- -- -- 139,367 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
U.S. TREASURY NOTE
4.010% JUN 15 2009
100,010 -- -- -- 101,031 -- --
XXXXXX
U.S. TREASURY NOTE
6.50% FEB 15 2010
06.500% FEB 15 2010
500,010 -- -- -- 532,775 -- --
XXXXXX
U.S. TREASURY NOTE
NOTES
05.750% AUG 15 2010
100,010 -- -- -- 106,148 -- --
XXXXXX
U.S. TREASURY NOTE
3.375% SEP 15 2009
102,010 -- -- -- 102,088 -- --
XXXXXX
U.S. TREASURY NOTE
NOTES
05.010% FEB 15 2011
478,010 -- -- -- 502,311 -- --
XXXXXX
U.S. TREASURY NOTE
3.375% FEB 15 2008
3,250,010 -- -- -- 3,252,048 -- --
XXXXXX
U.S. TREASURY NOTE
05.010% AUG 15 2011
347,010 -- -- -- 365,977 -- --
XXXXXX
U.S. TREASURY NOTE
4.010% MAR 15 2010
200,010 -- -- -- 203,010 -- --
XXXXXX
U.S. TREASURY NOTE
4.875% FEB 15 2012
04.875% FEB 15 2012
198,010 -- -- -- 208,441 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
U.S. TREASURY NOTE
4.375% DEC 31 2007
6,162,010 -- -- -- 6,164,403 -- --
XXXXXX
U.S. TREASURY NOTE
4.375% JAN 31 2008
2,505,010 -- -- -- 2,509,309 -- --
XXXXXX
U.S. TREASURY NOTE
4.500% FEB 15 2009
350,010 -- -- -- 354,484 -- --
XXXXXX
U.S. TREASURY NOTE
5.125% JUN 30 2008
1,100,010 -- -- -- 1,110,318 -- --
XXXXXX
U.S. TREASURY NOTE
5.125% JUN 30 2011
405,010 -- -- -- 427,648 -- --
XXXXXX
U.S. TREASURY NOTE
5.010% JUL 31 2008
05.010% JUL 31 2008
480,010 -- -- -- 484,651 -- --
XXXXXX
U.S. TREASURY NOTE
4.875% AUG 31 2008
100,010 -- -- -- 100,984 -- --
XXXXXX
U.S. TREASURY NOTE
4.875% OCT 31 2008
04.875% OCT 31 2008
370,010 -- -- -- 374,422 -- --
XXXXXX
U.S. TREASURY NOTE
4.625% OCT 31 2011
600,010 -- -- -- 624,798 -- --
XXXXXX
U.S. TREASURY NOTE
4.625% NOV 15 2009
465,010 -- -- -- 476,337 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
U.S. TREASURY STRIPS
ZERO% FEB 15 2008
42,420,010 -- -- -- 42,207,052 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% FEB 15 2010
200,010 -- -- -- 186,500 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% AUG 15 2010
600,010 -- -- -- 549,484 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% AUG 15 2011
12,010 -- -- -- 10,591 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% AUG 15 2012
200,010 -- -- -- 169,280 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% AUG 15 2015
100,010 -- -- -- 72,565 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% NOV 15 2012
176,010 -- -- -- 147,354 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% MAY 15 2018
100,010 -- -- -- 62,219 -- --
XXXXXX
U.S. TREASURY STRIPS
ZERO% AUG 15 2018
2,250,010 -- -- -- 1,382,625 -- --
XXXXXX
U.S. TRSY INFLATIN NTE
2.375% APR 15 2011
INFL ADJ PRIN FCR 1.0513
260,010 -- -- -- 283,066 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Government Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
U.S. TRSY INFLATION NOTE
3.00% JUL 15 2012
INFL ADJ PRIN FCR 1.1606
253,010 -- -- -- 315,313 -- --
XXXXXX
U.S. TSY INFLATION BOND
3.875% APR 15 2029
INFL ADJ PRIN FCR 1.2693
325,010 -- -- -- 531,866 -- --
XXXXXX
US TREAS INFLATION NOTE
03.625% JAN 15 2008
INFL ADJ PRIN FCR 1.2916
398,010 -- -- -- 515,374 -- --
XXXXXX
WORLD BANK-INTERNTL BANK
RECON DEV-GLOBAL BONDS
07.625% JAN 19 2048
5,642,010 -- -- -- 7,485,865 -- --
XXXXXX
WORLD BANK-INTERNTL BANK
SR UNSUB
04.125% JUN 24 2009
40,010 -- -- -- 40,125 -- --
Total Government Bonds 171,786,277 (3,280)
Mortgage/Asset Backed
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
ANDERSON VALLEY ABS 2006
1UX SUB VAR DEC29 14
2,010,010 -- -- -- 1,740,010 -- --
XXXXXX
FNMA CMO 2005
115 DA 06.010%OCT25 33
AMORTIZED FCR .49305
100,010 -- -- -- 48,992 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mortgage/Asset Backed
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GNM P003082M 07 50%2031
AMORTIZED FCR .02049
250,010 -- -- -- 5,434 -- --
XXXXXX
GNM P003120M 06 50%2031
AMORTIZED FCR .04761
489,378 -- -- -- 11,773 -- --
XXXXXX
GNM P003222M 06%2017
AMORTIZED FCR .19177
50,010 -- -- -- 9,750 -- --
XXXXXX
GNM P003261M 06 50%2032
AMORTIZED FCR .07577
300,010 -- -- -- 48,476 -- --
XXXXXX
GNM P003274M 06 50%2032
AMORTIZED FCR .07128
200,010 -- -- -- 14,724 -- --
XXXXXX
GNM P069022 11 50%2013
AMORTIZED FCR .00448
100,010 -- -- -- 511 -- --
XXXXXX
GNM P149250 08 50%2016
AMORTIZED FCR .00406
100,010 -- -- -- 438 -- --
XXXXXX
GNM P154807 09%2016
AMORTIZED FCR .01697
45,010 -- -- -- 820 -- --
XXXXXX
GNM P156212 09 50%2016
AMORTIZED FCR .01843
250,010 -- -- -- 4,999 -- --
XXXXXX
GNM P157648 09%2016
AMORTIZED FCR .00560
50,010 -- -- -- 301 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mortgage/Asset Backed
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GNM P217830 09%2017
AMORTIZED FCR .00538
255,010 -- -- -- 1,479 -- --
XXXXXX
GNM P247278 09%2018
AMORTIZED FCR .00729
125,010 -- -- -- 982 -- --
XXXXXX
GNM P250740 09 50%2018
AMORTIZED FCR .00822
80,010 -- -- -- 718 -- --
XXXXXX
GNM P320312 07 50%2022
AMORTIZED FCR .01580
330,010 -- -- -- 5,547 -- --
XXXXXX
GNM P320998 07%2022
AMORTIZED FCR .01501
50,083 -- -- -- 794 -- --
XXXXXX
GNM P338510 07%2022
AMORTIZED FCR .05353
60,010 -- -- -- 3,394 -- --
XXXXXX
GNM P377250 08%2026
AMORTIZED FCR .00606
29,249 -- -- -- 192 -- --
XXXXXX
GNM P412543 07%2026
AMORTIZED FCR .04159
50,489 -- -- -- 2,222 -- --
XXXXXX
GNM P417088 07 50%2026
AMORTIZED FCR .02109
115,010 -- -- -- 2,586 -- --
XXXXXX
GNM P431307 07 50%2026
AMORTIZED FCR .02171
50,010 -- -- -- 1,157 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mortgage/Asset Backed
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GNM P496729 06%2029
AMORTIZED FCR .27376
272,404 -- -- -- 76,128 -- --
XXXXXX
GNM P545121 06%2034
AMORTIZED FCR .35814
35,010 -- -- -- 12,765 -- --
XXXXXX
GNM P551480 06 50%2031
AMORTIZED FCR .05192
145,532 -- -- -- 7,808 -- --
XXXXXX
GNM P552228 05 50%2031
AMORTIZED FCR .19241
101,625 -- -- -- 19,555 -- --
XXXXXX
GNM P554813 06%2032
AMORTIZED FCR .14218
30,043 -- -- -- 4,354 -- --
XXXXXX
GNM P553063 05%2033
AMORTIZED FCR .37396
200,299 -- -- -- 73,091 -- --
XXXXXX
GNM P556609 06%2031
AMORTIZED FCR .11979
200,010 -- -- -- 24,436 -- --
XXXXXX
GNM P558744 07%2031
AMORTIZED FCR .08443
200,010 -- -- -- 17,833 -- --
XXXXXX
GNM P558841 06 50%2031
AMORTIZED FCR .01654
200,355 -- -- -- 3,425 -- --
XXXXXX
GNM P559326 06%2031
AMORTIZED FCR .12756
1,100,110 -- -- -- 143,125 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Mortgage/Asset Backed
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GNM P603457 05%2018
AMORTIZED FCR .38379
135,960 -- -- -- 51,883 -- --
XXXXXX
GNM P603549 05 50%2033
AMORTIZED FCR .27117
41,946 -- -- -- 11,371 -- --
XXXXXX
GNM P604488 05%2018
AMORTIZED FCR .45654
60,010 -- -- -- 27,487 -- --
XXXXXX
GNM P606455 05 50%2033
AMORTIZED FCR .58162
100,010 -- -- -- 58,145 -- --
XXXXXX
GNM P611895 05 50%2033
AMORTIZED FCR .29963
45,042 -- -- -- 13,492 -- --
XXXXXX
GNM P612043 05%2033
AMORTIZED FCR .42581
150,010 -- -- -- 62,325 -- --
XXXXXX
GNM P612970 05%2018
AMORTIZED FCR .40558
250,010 -- -- -- 100,816 -- --
XXXXXX
GNM P616158 06%2033
AMORTIZED FCR .32213
37,503 -- -- -- 12,306 -- --
XXXXXX
GNM P618803 05%2022
AMORTIZED FCR .96599
102,010 -- -- -- 97,824 -- --
XXXXXX
GNM P662435 05%2022
AMORTIZED FCR .97514
100,010 -- -- -- 96,815 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Municipal Bonds - Revenue
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CITIZENS PROP INS - FL
A11 M28 AMBAC TAXABLE
JUN06 --.ADJ%JUL01 17
14,010,010 -- -- -- 14,010,010 -- --
Total Municipal Bonds - Revenue 17,300,010 0
Convertible Securities
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
ALLIS C CVPR 7TH PAID
2,010 0.010 0.00 0 0 -- --
XXXXXX
CHF VONTOBEL CAYMAN
SER UBSN
7.538% SEP 22 2008
100,010 -- -- -- 0 -- --
XXXXXX
CHIQUITA BRDS INT ESCROW
CNV SUB NOTES SER URES
07.010% MAR 28 2001
50,010 0.010 0.00 0 0 -- --
XXXXXX
EUROPEAN INVESTMENT BANK
NOTE GLB
04.625% MAY 15 2014
1,172,010 -- -- -- 1,185,103 -- --
XXXXXX
EXCITE@HOME
CONV SUB NOTES 144A
04.750% DEC 15 2006
150,010 0.010 0.00 0 0 -- --
XXXXXX
FIBROGEN INC
SERIES B CONV PFD STK
30,769 0.010 0.00 0 0 -- --
XXXXXX
FORD MTR CO CAP TR II
CONV CUMULATIVE
06.500% PFD STK
1,010 -- -- -- 34,250 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Convertible Securities
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD LECHTERS INC CONV
BOND
5.010% SEP 27 2001
50,010 0.010 0.00 0 0 -- --
XXXXXX
USD MER LYNCH LUX
SER BSKT
VARI% OCT 19 2009
200,010 -- -- -- 188,700 -- --
XXXXXX
USD MOBILE TELESYSTEMS
9.750% JAN 30 2008
250,010 -- -- -- 250,050 -- --
XXXXXX
USD PT INTI INDORAYON
7.010% MAY 02 2006
330,010 0.010 0.00 0 0 -- --
XXXXXX
USD SG ACCEPTANCE NV
FLOAT RATE JAN 29 2010
1,100,010 -- -- -- 1,077,340 -- --
XXXXXX
USD USD PREMIER SA III
1% 04MAR2013
1.010% MAR 04 2013
1,100,010 -- -- -- 1,005,400 -- --
XXXXXX
USD VONTOBEL CAYMAN
SER CAT
12.100% DEC 28 2007
70,010 -- -- -- 69,860 -- --
XXXXXX
USD VONTOBEL CAYMAN
SER AAPL
15.850% DEC 28 2007
80,010 -- -- -- 80,010 -- --
XXXXXX
USD VONTOBEL CAYMAN
SER GE
8.650% JAN 25 2008
410,010 -- -- -- 410,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AES CHIVOR
SECURED REG S
09.750% DEC 30 2014
440,010 -- -- -- 475,200 -- --
XXXXXX
AES GENER SA
SENIOR NOTES GLB
07.500% MAR 25 2014
100,010 -- -- -- 103,704 -- --
XXXXXX
AIG SUNAMERICA GLOBAL FI
NOTES REG S
05.850% AUG 01 2008
250,010 -- -- -- 251,312 -- --
XXXXXX
ALESTRA SA DE RL DE CV
SENIOR NOTES GLB
REMAIN PRN FCR .88500
1,550,010 -- -- -- 1,375,728 -- --
XXXXXX
AMERICAN EXPRESS TRS
20FEB09 3.625%
1,266,010 -- -- -- 1,252,074 -- --
XXXXXX
APP INTERNATIONAL FIN
COMPANY GUARNT GLB
11.750% DEC 31 2049
295,010 0.010 0.00 0 0 -- --
XXXXXX
ARAB REPUBLIC OF EGYPT
UNSUBORDINATED REG S
08.750% JUL 11 2011
100,010 -- -- -- 110,010 -- --
XXXXXX
ARGENTINA
UNSUBORDINATED GLB
09.750% SEP 19 2027
150,010 -- -- -- 54,225 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BANCO DE GALICIA
SR UNSUB REG S
REMAIN PRN FCR .93740
609,307 -- -- -- 502,626 -- --
XXXXXX
BANCO DE GALICIA
SR UNSUB REG S
REMAIN PRN FCR .62500
7,383 -- -- -- 4,511 -- --
XXXXXX
BANCO DO BRASIL (CAYMAN)
SUB NOTES REG S
08.500% SEP 20 2014
485,010 -- -- -- 540,775 -- --
XXXXXX
BANCO DO BRASIL (CAYMAN)
SENIOR NOTES SER BRL
ZERO% DEC 17 2007
1,070,010 -- -- -- 607,284 -- --
XXXXXX
BANCO ITAU S.A.
SUBORDINATED REG S
10.010% AUG 15 2011
522,010 -- -- -- 585,945 -- --
XXXXXX
BANCO NAC DE DESEN ECONO
UNSUBORDINATED REG S
VAR% JUN 16 2008
900,010 -- -- -- 894,600 -- --
XXXXXX
BANCO NACIONAL COM EXT
NOTES REG S
03.875% JAN 21 2009
210,010 -- -- -- 205,275 -- --
XXXXXX
BANCO PATRICIOS
ZERO% MAR 16 1998
70,010 -- -- -- 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BRAZIL REPUBLIC OF
GLB
12.010% APR 15 2010
1,533,010 -- -- -- 1,781,346 -- --
XXXXXX
BRAZIL REPUBLIC OF
BONDS GLB
09.375% APR 07 2008
4,160,010 -- -- -- 4,205,760 -- --
XXXXXX
BRAZIL REPUBLIC OF
UNSUBORDINATED GLB
14.500% OCT 15 2009
4,174,010 -- -- -- 4,883,580 -- --
XXXXXX
BRAZIL REPUBLIC OF
BONDS GLB
12.250% MAR 06 2030
1,172,010 -- -- -- 2,029,904 -- --
XXXXXX
BRITISH SKY BROADCASTING
COMPANY GUARNT GLB
06.875% FEB 48 2009
130,010 -- -- -- 132,980 -- --
XXXXXX
BRL BANCO ABN REAL
16.200% FEB 22 2010
210,010 -- -- -- 126,980 -- --
XXXXXX
BRL BANCO BRASL (CI)
REG S
9.750% JUL 18 2017
270,010 -- -- -- 134,917 -- --
XXXXXX
BRL BANCO SAFRA CI
REG S
10.875% APR 03 2017
600,010 -- -- -- 307,877 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BRL MERRILL LYNCH
SER BRL$
10.710% MAR 08 2017
600,010 -- -- -- 312,849 -- --
XXXXXX
BRL MORGAN STANLEY
144A
10.090% MAY 03 2017
720,010 -- -- -- 365,220 -- --
XXXXXX
BRL UBS AG JERSEY
REG S
10.010% JUL 15 2010
260,010 -- -- -- 142,576 -- --
XXXXXX
BSCH ISSUANCE LTD
BANK GUARANTEED GLB
07.625% SEP 14 2010
25,010 -- -- -- 26,649 -- --
XXXXXX
CELL C PTY LTD
SR SUBORDINATED REG S
11.010% JUL 01 2015
1,600,010 -- -- -- 1,340,010 -- --
XXXXXX
CENTRAIS ELETRIC
REG S NOTES UNITS
REMAIN PRN FCR 1.0100
300,010 -- -- -- 318,010 -- --
XXXXXX
CHAODA MODERN ARG HLDG
COMPANY GUARNT REG S
07.750% FEB 08 2010
100,010 -- -- -- 99,010 -- --
XXXXXX
CHF BNP PARIBAS
SER EMTN
4.010% MAR 18 2020
800,010 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
COMMERZBANK AG
28.31 04/01/08
250,010 0.010 0.00 0 0 -- --
XXXXXX
CREDIT SUISSE
SER BSKT
ZERO% APR 30 2008
1,010 -- -- -- 0 -- --
XXXXXX
CSN ISLANDS IX CORP
COMPANY GUARNT REG S
STEP% JAN 15 2015
699,010 -- -- -- 814,335 -- --
XXXXXX
CSN ISLANDS VIII CORP
COMPANY GUARNT REG S
09.750% DEC 16 2013
2,205,010 -- -- -- 2,491,650 -- --
XXXXXX
DBS GROUP HOLDINGS LTD
JR SUBORDINATED REG S
07.125% MAY 15 2011
150,010 -- -- -- 159,154 -- --
XXXXXX
DRESDNER FUNDING TRUST I
SUBORDINATED REG S
08.151% JUN 30 2031
200,010 -- -- -- 200,640 -- --
XXXXXX
ELEC DE CARACAS FIN BV
COMPANY GUARNT REG S
10.250% OCT 15 2014
375,010 -- -- -- 403,125 -- --
XXXXXX
EMG ASIA FX NOTE
JUN 02 08 PP
110% PART
950,010 -- -- -- 952,945 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
EUR MERRILL LYNCH
02OCT 2013
4.625% OCT 02 2013
30,010 -- -- -- 40,405 -- --
XXXXXX
EUR RABOBANK
3.500% MAR 48 2012
30,010 -- -- -- 41,358 -- --
XXXXXX
EUR SG ACCEPTANCE NV
ZERO% FEB 04 2009
10,010,010 -- -- -- 0 -- --
XXXXXX
EUR TERNA SPA
4.250% OCT 28 2014
50,010 -- -- -- 69,030 -- --
XXXXXX
EUR VONTOBEL CAYMAN
SER UBSN
14.100% MAR 19 2008
200,010 -- -- -- 173,460 -- --
XXXXXX
EUROPEAN BK RECON & DEV
SR UNSUB GLB
05.010% MAY 19 2014
500,010 -- -- -- 519,470 -- --
XXXXXX
EUROPEAN INVESTMENT BANK
NOTES GLB
03.500% MAR 14 2008
394,010 -- -- -- 392,270 -- --
XXXXXX
EXPORT-IMPORT BK KOREA
UNSUBORDINATED GLB
04.500% AUG 12 2009
300,010 -- -- -- 295,821 -- --
XXXXXX
FED REPUBLIC OF BRAZIL
8.250% JAN 20 2034
600,010 -- -- -- 756,600 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FED REPUBLIC OF BRAZIL
NOTES GLB
07.875% MAR 07 2015
1,575,010 -- -- -- 1,779,750 -- --
XXXXXX
FORTIS BANQUE LUX
-
300,010 0.010 0.00 0 0 -- --
XXXXXX
GABONESE REPUBLIC
BONDS SER REGS
8.200% DEC 12 2017
250,010 -- -- -- 255,010 -- --
XXXXXX
GAZ CAPITAL (GAZPROM)
REG S
08.625% APR 28 2034
500,010 -- -- -- 621,100 -- --
XXXXXX
GAZPROM INTL SA
REG S
REMAIN PRN FCR .90640
200,010 -- -- -- 167,206 -- --
XXXXXX
GENERAL ELEC CAP CORP
SR UNSUB
03.250% DEC 31 2007
1,740,010 -- -- -- 1,738,678 -- --
XXXXXX
GENERAL MILLS
ZERO CPN NOTES 15AUG2013
USD10100
120,010 -- -- -- 66,658 -- --
XXXXXX
GOVERNMENT OF JAMACIA
GLB
10.625% JUN 20 2017
50,010 -- -- -- 59,950 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
HUTCHISON WHAMPOA LTD
COMPANY GUARNT REG S
05.450% NOV 24 2010
3,330,010 -- -- -- 3,390,956 -- --
XXXXXX
ING BANK NV
SUBORDINATED REG S
05.125% MAY 01 2015
300,010 -- -- -- 301,346 -- --
XXXXXX
INNOVA S DE RL
NOTES GLB
09.375% SEP 19 2013
150,010 -- -- -- 153,010 -- --
XXXXXX
INR INTERAMER DEV BK
SER EMTN
7.250% FEB 08 2010
9,010,010 -- -- -- 484,639 -- --
XXXXXX
INTER-AMERICAN DEVEL BK
SRUS SER EMTN GLB
03.500% JUL 08 2013
850,010 -- -- -- 815,771 -- --
XXXXXX
INTER-AMERICAN DEVEL BK
GLB
04.375% SEP 20 2012
626,010 -- -- -- 629,963 -- --
XXXXXX
INTER-AMERICAN DEVEL BK
BONDS GLB
05.625% APR 16 2009
212,010 -- -- -- 216,109 -- --
XXXXXX
INTERNATIONAL BANK FOR
REC & DEV 9 1/4% BDS
20MAR2016 USD
110,010 -- -- -- 142,519 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
LEBANESE REPUBLIC
UNSUBORDINATED REG S
10.125% AUG 06 2008
200,010 -- -- -- 201,010 -- --
XXXXXX
LEBANON CREDIT-LINK TR
SECURED SER EMTN
09.090% OCT 08 2010
15,010,010 -- -- -- 14,565,010 -- --
XXXXXX
LEBANON 7YR CRD LK TR
SECURED SER EMTN
09.400% SEP 48 2010
45,010,010 -- -- -- 44,280,010 -- --
XXXXXX
MARFRIG OVERSEAS LTD
BONDS REG S
9.625% NOV 16 2016
630,010 -- -- -- 642,600 -- --
XXXXXX
MEGAFON SA (OJSC MEGAFON
COMPANY GUARNT
08.010% DEC 10 2009
300,010 -- -- -- 303,570 -- --
XXXXXX
MERRILL LYNCH & CO
VAR-03/19
500,010 -- -- -- 307,500 -- --
XXXXXX
MEXICO CREDIT-LINKED TR
SECURED REG S
FLT% FEB 27 2008
300,010 -- -- -- 297,010 -- --
XXXXXX
MEXICO CREDIT-LINKED TR
SECURED
06.150% AUG 24 2009
100,010 -- -- -- 98,750 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MLGS TOTAL RETURN (EURO)
I S1(USD)-MORGAN STANLEY
53,751.1590 -- -- -- 546,112 -- --
XXXXXX
MLGS TOTAL RETURN (EURO)
I S2 (USD)MORGAN STANLEY
35,263.9800 -- -- -- 401,657 -- --
XXXXXX
MLGS TOTAL RETURN (EURO)
II S1 (USD) -CR AGRICOLE
20,249 -- -- -- 224,561 -- --
XXXXXX
MLGS TOTAL RETURN (EURO)
II S2 (USD) -CR AGRICOLE
92,501.1820 -- -- -- 1,174,765 -- --
XXXXXX
MLGS TOTAL RETURN (EURO)
II S2 (EUR) -CR AGRICOLE
47,133 -- -- -- 849,120 -- --
XXXXXX
MLGS TOTAL RETURN (EURO)
II A2 (USD) -CR AGRICOLE
337,800 -- -- -- 4,077,246 -- --
XXXXXX
MLGS TOTAL RETURN (USD)
I S1 (USD) - BLACKROCK
110,553.2840 -- -- -- 1,109,955 -- --
XXXXXX
MLGS TOTAL RETURN (USD)
I S2 (USD) - BLACKROCK
350,480.8210 -- -- -- 3,816,736 -- --
XXXXXX
MLGS TOTAL RETURN (USD)
II S1 (USD) - PIMCO
248,809 -- -- -- 2,305,483 -- --
XXXXXX
MLGS TOTAL RETURN (USD)
III S1 (USD) -FFTW INC
71,131.2180 -- -- -- 726,250 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ONTARIO PROVINCE
GLOBAL UNSECURED UNSUBOR
4.750% JAN 19 2016
2,900,010 -- -- -- 2,899,507 -- --
XXXXXX
PANAMA REPUBLIC
BONDS GLB
08.875% SEP 30 2027
20,010 -- -- -- 26,100 -- --
XXXXXX
PEMEX PROJ FDG MASTER TR
COMPANY GUARNT REG S
FLT% OCT 15 2009
770,010 -- -- -- 781,550 -- --
XXXXXX
PEOPLES REP OF CHINA
BONDS GLB
04.750% OCT 29 2013
250,010 -- -- -- 246,333 -- --
XXXXXX
PETROBRAS ENERGIA SA
NOTES REG S
09.375% OCT 30 2013
775,010 -- -- -- 839,906 -- --
XXXXXX
PETROBRAS ENERGIA SA
NOTES REG S
09.010% MAY 01 2009
1,656,010 -- -- -- 1,713,960 -- --
XXXXXX
PETROBRAS ENERGIA SA
NOTES REG S
08.125% JUL 15 2010
2,066,010 -- -- -- 2,115,068 -- --
XXXXXX
PETROBRAS INTL FIN
SR UNSUB GLB
07.750% SEP 15 2014
573,010 -- -- -- 644,625 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PHILIPPINES REPUBLIC
GLB
08.250% JAN 15 2014
115,010 -- -- -- 128,369 -- --
XXXXXX
PHILIPPINES REPUBLIC
NOTES GLB
08.375% MAR 12 2009
900,010 -- -- -- 931,500 -- --
XXXXXX
PHILIPPINES REPUBLIC OF
GLB
09.375% JAN 18 2017
300,010 -- -- -- 369,750 -- --
XXXXXX
PRATAMA DATAKOM ASIA BV
COMPANY GUARNT REG S
12.750% JUL 15 2005
100,010 0.010 0.00 0 0 -- --
XXXXXX
PRINCIPAL LIFE GLOBAL
NOTES REG S
05.125% OCT 15 2013
400,010 -- -- -- 401,460 -- --
XXXXXX
REP OF PHILIPPINES
GLB
08.875% MAR 17 2015
100,010 -- -- -- 117,500 -- --
XXXXXX
REPUBLIC OF ARGENTINA
BONDS
FLT% AUG 03 2012
1,274,800 -- -- -- 716,438 -- --
XXXXXX
REPUBLIC OF ARGENTINA
BONDS SER BT06
11.250% MAY 24 2001
0 0 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
REPUBLIC OF COLOMBIA
UNSUBORDINATED GLB
10.010% JAN 48 2012
305,010 -- -- -- 356,850 -- --
XXXXXX
REPUBLIC OF COLOMBIA
UNSUBORDINATED GLB
08.375% FEB 15 2027
185,010 -- -- -- 225,700 -- --
XXXXXX
REPUBLIC OF ECUADOR
BONDS REG S
STEP% AUG 15 2030
1,747,010 -- -- -- 1,685,855 -- --
XXXXXX
REPUBLIC OF ITALY
NOTE SER INTL GLB
06.010% FEB 22 2011
438,010 -- -- -- 467,963 -- --
XXXXXX
REPUBLIC OF PANAMA
BONDS GLB
09.625% FEB 08 2011
50,010 -- -- -- 56,250 -- --
XXXXXX
REPUBLIC OF PERU
NOTES GLB
09.125% JAN 15 2008
100,010 -- -- -- 100,010 -- --
XXXXXX
REPUBLIC OF SOUTH AFRICA
NOTES GLB
09.125% MAY 19 2009
30,010 -- -- -- 31,725 -- --
XXXXXX
REPUBLIC OF SOUTH AFRICA
NOTES GLB
07.375% APR 25 2012
150,010 -- -- -- 162,750 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ROYAL BANK SCOT GRP PLC
SUB NOTES GLB
05.010% OCT 01 2014
1,010,010 -- -- -- 966,800 -- --
XXXXXX
ROYAL BK OF SCOTLAND PLC
SUB NOTES GLB
05.010% NOV 12 2013
340,010 -- -- -- 336,335 -- --
XXXXXX
RUB EUROPEAN INVT BK
SER EMTN
6.750% JUN 13 2017
2,010,010 -- -- -- 77,454 -- --
XXXXXX
RUB KFW
SER EMTN
6.010% FEB 14 2012
6,300,010 -- -- -- 246,891 -- --
XXXXXX
RUB RENAISSANCE CAPI
SER RU/$
10.500% MAY 12 2008
13,010,010 -- -- -- 516,321 -- --
XXXXXX
RUB VNESHTORGBANK
7.010% APR 13 2009
14,010,010 -- -- -- 561,456 -- --
XXXXXX
SG ACCEPTANCE NV
BANK GUARNTD SER EMTN
VAR% JUL 30 2010
100,010 -- -- -- 93,360 -- --
XXXXXX
SG HOLDINGS
BANK GUARANTEED SER 48
ZERO% SEP 30 2008
50,010 -- -- -- 64,825 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
TELEFONOS DE MEXICO,S.A.
NOTES GLB
04.500% NOV 19 2008
1,748,010 -- -- -- 1,738,945 -- --
XXXXXX
TOTAL CAPITAL SA
5JAN09 3.5%
490,010 -- -- -- 485,579 -- --
XXXXXX
TOYOTA CREDIT CANADA INC
SR UNSUB SER EMTM
03.750% DEC 17 2007
305,010 -- -- -- 305,010 -- --
XXXXXX
TRY BA CREDITANSTALT
SER EMTN
ZERO% OCT 09 2018
119,250,010 -- -- -- 25,571,493 -- --
XXXXXX
TRY CAISSE AMORT DET
SER EMTN
17.500% SEP 25 2008
1,600,010 -- -- -- 1,355,741 -- --
XXXXXX
TRY EKSPORTFINANS
SER EMTN
13.500% FEB 07 2008
106,010 -- -- -- 89,091 -- --
XXXXXX
TRY EUROPEAN INVT BK
SER EMTN
12.500% APR 01 2009
70,010 -- -- -- 57,045 -- --
XXXXXX
TRY EUROPEAN INVT BK
SER EMTN
15.750% SEP 27 2011
830,010 -- -- -- 714,950 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
TURKEY REPUBLIC OF
SR UNSUB GLB
12.375% JUN 15 2009
150,010 -- -- -- 166,875 -- --
XXXXXX
TURKEY REPUBLIC OF
SR UNSUB GLB
11.875% JAN 15 2030
40,010 -- -- -- 62,924 -- --
XXXXXX
UBS (VIMPELCOM)
NOTES REG S
08.375% OCT 22 2011
1,010,010 -- -- -- 1,030,890 -- --
XXXXXX
UNITED MEXICAN STATES
NOTES GLB
07.500% JAN 14 2012
375,010 -- -- -- 411,010 -- --
XXXXXX
UNITED MEXICAN STATES
SER MTNA GLB
05.875% JAN 15 2014
1,486,010 -- -- -- 1,282,350 -- --
XXXXXX
UNITED MEXICAN STATES
NOTES GLB
06.625% MAR 03 2015
560,010 -- -- -- 604,800 -- --
XXXXXX
UNITED MEXICAN STATES
SER MTNA GLB
07.500% APR 08 2033
100,010 -- -- -- 119,250 -- --
XXXXXX
UNITED MEXICAN STATES
NOTE SER MTNA GLB
06.750% SEP 27 2034
526,010 -- -- -- 579,915 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
UNITED MEXICAN STATES
NOTE SER MTNA GLB
08.010% SEP 24 2022
150,010 -- -- -- 183,563 -- --
XXXXXX
UNITED OVERSEAS BANK
SUB NOTES REG S
04.500% JUL 02 2013
1,050,010 -- -- -- 986,628 -- --
XXXXXX
URUGUAY REPUBLIC OF
UNSUBORDINATED
07.250% FEB 15 2011
325,010 -- -- -- 341,250 -- --
XXXXXX
USD RESPARCS FUNDING
8.010% PERPETUAL
3,705,010 -- -- -- 3,461,952 -- --
XXXXXX
USD ABERDEEN ASSET
7.900% PERPETUAL
6,646,010 -- -- -- 5,856,788 -- --
XXXXXX
USD ABH FINANCIAL LT
REG S
8.200% JUN 25 2012
900,010 -- -- -- 842,670 -- --
XXXXXX
USD ABN AMRO BK LOND
SER RICI
ZERO% APR 18 2011
100,010 -- -- -- 0 -- --
XXXXXX
USD ABRIL INVESTMENT
10.250% DEC 08 2008
200,010 0.010 0.00 0 0 -- --
XXXXXX
USD ABSOLUT BANK
9.125% MAR 30 2010
190,010 -- -- -- 194,522 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD ALFA MTN
SER EMTN
7.875% OCT 10 2009
901,010 -- -- -- 863,717 -- --
XXXXXX
USD ALFA-BANK CJSC
SER EMTN
9.250% JUL 26 2010
300,010 -- -- -- 293,550 -- --
XXXXXX
USD ALLEGRO INVEST CORP
06.010% JUL 14 2009
400,010 -- -- -- 389,480 -- --
XXXXXX
USD ALLEGRO INVEST CORP
VARI% AUG 11 2008
300,010 -- -- -- 284,760 -- --
XXXXXX
USD ALLIANCE BK JSC
9.010% JUN 27 2008
300,010 -- -- -- 288,270 -- --
XXXXXX
USD ALLIANZ FINANCE II B
7.250% DEC 29 2049
1,378,010 -- -- -- 1,381,445 -- --
XXXXXX
USD ALTOS HORNOS DE MEX
BONDS SER A
11.375% APR 30 2002
2,800,010 -- -- -- 1,946,010 -- --
XXXXXX
USD ALTOS HORNOS DE MEX
BONDS SER B
11.875% APR 30 2004
1,976,010 -- -- -- 1,373,320 -- --
XXXXXX
USD AMERITECH CAP
6.250% MAY 18 2009
125,010 -- -- -- 128,454 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD ARGENTINE BEVERAGES
7.375% MAR 22 2012
REMAIN PRN FCR 1.0100
530,010 -- -- -- 519,400 -- --
XXXXXX
USD ASFINAG
SER EMTN
4.750% NOV 17 2010
1,700,010 -- -- -- 1,735,901 -- --
XXXXXX
USD ASIA ALUMINUM
8.010% DEC 48 2011
200,010 -- -- -- 191,010 -- --
XXXXXX
USD ASIAN DEV BANK
SER EMTN
5.010% NOV 06 2008
251,010 -- -- -- 252,305 -- --
XXXXXX
USD ASIAN DEVELOPMENT BK
4.500% SEP 04 2012
403,010 -- -- -- 410,492 -- --
XXXXXX
USD ASIF III
4.250% DEC 30 2008
1,500,010 -- -- -- 1,496,043 -- --
XXXXXX
USD ATF BANK
8.875% NOV 09 2009
40,010 -- -- -- 40,156 -- --
XXXXXX
USD ATF BANK
8.125% OCT 28 2010
800,010 -- -- -- 791,280 -- --
XXXXXX
USD ATF BANK JSC
9.250% APR 12 2012
150,010 -- -- -- 151,500 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD AUSTRIA REPUBLIC OF
6.250% MAY 19 2008
545,010 -- -- -- 548,646 -- --
XXXXXX
USD AXA7.1PCT
7.100% MAY 29 2049
3,339,010 -- -- -- 3,280,568 -- --
XXXXXX
USD BAKRIE INDONESIA BV
9.625% DEC 17 1999
140,010 0.010 0.00 0 0 -- --
XXXXXX
USD BANCA MIFEL SA
REG S
11.010% PERPETUAL
500,010 -- -- -- 518,750 -- --
XXXXXX
USD BANCO BRADES CI
8.875% PERPETUAL
3,975,010 -- -- -- 4,153,875 -- --
XXXXXX
USD BANCO BRADESCO SA
10.250% DEC 15 2011
284,010 -- -- -- 330,860 -- --
XXXXXX
USD BANCO BRASL (CI)
REG S
7.950% PERPETUAL
2,039,010 -- -- -- 2,049,195 -- --
XXXXXX
USD BANCO CRUZEIRO
8.125% AUG 07 2008
200,010 0.010 0.00 0 0 -- --
XXXXXX
USD BANCO CRUZEIRO
SER EMTN
REMAIN PRN FCR 1.0100
200,010 -- -- -- 202,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD BANK FUR ARBEIT UN
6.010% APR 16 2008
650,010 -- -- -- 651,906 -- --
XXXXXX
USD BANK JULIUS BAER
SER GAIN
ZERO% AUG 02 2011
20,010 -- -- -- 0 -- --
XXXXXX
USD BANK OF BARODA
SER EMTN
VARI% MAY 25 2022
100,010 -- -- -- 87,867 -- --
XXXXXX
USD BANK OF INDIA
SER EMTN
VARI% SEP 22 2021
100,010 -- -- -- 88,205 -- --
XXXXXX
USD BANK OF IRELAND
3.010% OCT 15 2008
100,010 -- -- -- 98,875 -- --
XXXXXX
USD BANK OF MOSCOW
7.375% NOV 26 2010
3,200,010 -- -- -- 3,215,360 -- --
XXXXXX
USD BANK OF MOSCOW
7.500% NOV 25 2015
1,300,010 -- -- -- 1,261,130 -- --
XXXXXX
USD BANK OF MOSCOW
REG S
7.335% MAY 13 2013
1,500,010 -- -- -- 1,466,400 -- --
XXXXXX
USD BANK OF SCOTLAND PLC
5.250% FEB 21 2017
980,010 -- -- -- 993,490 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD BANQUE GENERALE LUX
FLOAT RATE NOV 10 2013
0 0 Pend Sell --
XXXXXX
USD BARCLAYS BANK PLC
ZERO% JAN 15 2009
100,010 -- -- -- 0 -- --
XXXXXX
USD BARCLAYS BK PLC
3.010% APR 26 2016
50,010 0.010 0.00 0 0 -- --
XXXXXX
USD BARCLAYS BK PLC
SER NKY
ZERO% JAN 27 2009
170,010 -- -- -- 0 -- --
XXXXXX
USD BARCLAYS BK PLC
SER BSKT
ZERO% JUL 06 2010
150,010 -- -- -- 0 -- --
XXXXXX
USD BAYERISCHE LNDBK
4.250% APR 25 2008
1,010,010 -- -- -- 997,199 -- --
XXXXXX
USD BELLSOUTH CAP FUND
5.375% DEC 22 2008
10,010 -- -- -- 10,061 -- --
XXXXXX
USD BELLSOUTH TELE-
COMMUNICATIO
6.125% SEP 48 2008
220,010 -- -- -- 221,812 -- --
XXXXXX
USD BERTIN LTDA
REG S
10.250% OCT 05 2016
450,010 -- -- -- 477,563 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD BK NED GEMEENTEN
SER EMTN
5.250% JAN 31 2017
350,010 -- -- -- 360,522 -- --
XXXXXX
USD BK NED GEMEENTEN
SER EMTN
5.010% NOV 16 2009
461,010 -- -- -- 470,826 -- --
XXXXXX
USD BK NED GEMEENTEN
SER EMTN
4.750% APR 03 2009
610,010 -- -- -- 608,780 -- --
XXXXXX
USD BK NED GEMEENTEN
5.375% JUN 28 2010
350,010 -- -- -- 362,910 -- --
XXXXXX
USD BK NEDERLANDSE GEMEN
6.010% MAR 26 2012
905,010 -- -- -- 970,946 -- --
XXXXXX
USD BK NEDERLANDSE GM
2.375% SEP 15 2008
1,735,010 -- -- -- 1,701,168 -- --
XXXXXX
USD BK NEDERLANDSE GMTN
6.010% APR 30 2009
310,010 -- -- -- 317,097 -- --
XXXXXX
USD BK PETROCOMMERCE
8.750% DEC 17 2009
1,215,010 -- -- -- 1,171,868 -- --
XXXXXX
USD BMW FINANCE NV
SER EMTN
5.010% FEB 02 2011
530,010 -- -- -- 533,293 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD BONAR X
SER X
7.010% APR 17 2017
163,010 -- -- -- 129,178 -- --
XXXXXX
USD BOS INTL AUST
FLOAT RATE JAN 22 2008
500,010 -- -- -- 500,057 -- --
XXXXXX
USD BP CAP MKTS PLC
SER EMTN
4.125% MAR 48 2009
720,010 -- -- -- 719,634 -- --
XXXXXX
USD BP CAPITAL PLC
3.250% DEC 31 2007
150,010 -- -- -- 149,898 -- --
XXXXXX
USD BP CAPITAL PLC
3.375% DEC 15 2008
330,010 -- -- -- 326,176 -- --
XXXXXX
USD BP CAPITAL PLC
SER EMTN
4.875% FEB 22 2008
177,010 -- -- -- 177,154 -- --
XXXXXX
USD BR MALLS INTL FI
REG S
9.750% PERPETUAL
400,010 -- -- -- 401,010 -- --
XXXXXX
USD BRASKEM SA
12.500% NOV 05 2008
300,010 -- -- -- 317,625 -- --
XXXXXX
USD BRASKEM SA
11.750% JAN 22 2014
666,010 -- -- -- 817,515 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD BUENOS AIRE PROV
REG S
9.625% APR 18 2028
1,200,010 -- -- -- 1,008,010 -- --
XXXXXX
USD BUFETE INDUSTRIAL
11.375% JUL 15 1999
150,010 0.010 0.00 0 0 -- --
XXXXXX
USD BW L-FINANCE
5.750% FEB 25 2008
2,419,010 -- -- -- 2,427,539 -- --
XXXXXX
USD C SUISSE PB BAHAMAS
1.750% SEP 28 2010
50,010 0.010 0.00 0 0 -- --
XXXXXX
USD CA PREFERRED FUND
7.010% AUG 29 2049
7,094,010 -- -- -- 6,749,941 -- --
XXXXXX
USD CA PREFERRED FUND TR
7.010% PERPETUAL
7,735,010 -- -- -- 7,425,600 -- --
XXXXXX
USD CAISSE AMORT DET
4.125% JUL 15 2008
964,010 -- -- -- 960,585 -- --
XXXXXX
USD CAISSE AMORT DET
4.125% DEC 09 2011
1,515,010 -- -- -- 1,512,062 -- --
XXXXXX
USD CAISSE AMORT DET
4.010% JAN 21 2010
2,320,010 -- -- -- 2,317,738 -- --
XXXXXX
USD CAISSE AMORT DET
SER EMTN
5.010% JAN 15 2013
1,900,010 -- -- -- 1,960,219 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD CENTERCRDT INTL
8.010% FEB 02 2011
300,010 -- -- -- 261,159 -- --
XXXXXX
USD CENTERCRDT INTL
REG S
8.625% JAN 30 2014
1,075,010 -- -- -- 873,438 -- --
XXXXXX
USD CESP
REG S
9.250% AUG 11 2013
1,200,010 -- -- -- 1,314,010 -- --
XXXXXX
USD CHINA FISHERY GR
REG S
9.250% DEC 19 2013
200,010 -- -- -- 200,010 -- --
XXXXXX
USD CHINA PROPERTIES
REG S
9.125% MAY 04 2014
1,250,010 -- -- -- 1,044,711 -- --
XXXXXX
USD CIA LATINO AMER
SER EMTN
9.750% MAY 10 2012
300,010 -- -- -- 276,010 -- --
XXXXXX
USD CIE FIN FONCIER
3.625% MAR 30 2009
100,010 -- -- -- 99,169 -- --
XXXXXX
USD CIE FIN FONCIER
SER EMTN
4.625% JAN 15 2009
880,010 -- -- -- 881,786 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD COLOMBIA TRUST
SECURED
08.900% SEP 48 2014
700,010 -- -- -- 752,500 -- --
XXXXXX
USD COM BK AUSTRALIA
15 SEP2014
VARI% SEP 15 2014
200,010 -- -- -- 186,010 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% NOV 17 2014
100,010 83,375 Pend Sell --
XXXXXX
USD COM BK AUSTRALIA
VARI% OCT 20 2014
100,010 -- -- -- 88,010 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% NOV 17 2016
600,010 -- -- -- 555,010 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% DEC 14 2009
4,010,010 -- -- -- 3,640,010 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% DEC 30 2014
100,010 -- -- -- 94,125 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% DEC 17 2014
750,010 -- -- -- 618,750 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% FEB 17 2020
9,500,010 -- -- -- 8,158,125 -- --
XXXXXX
USD COM BK AUSTRALIA
VARI% JUN 30 2015
330,010 -- -- -- 284,610 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD COMMONWEALTH BANK AU
VARI% AUG 22 2013
1,300,010 0.010 0.00 0 0 -- --
XXXXXX
USD CONTROLADORA MAB
REG S
6.500% DEC 15 2015
100,010 -- -- -- 103,450 -- --
XXXXXX
USD CORIMON INTL FIN
2.010% AUG 16 2002
67,010 0.010 0.00 0 0 -- --
XXXXXX
USD CORP DURANGO SAB
REG S
10.500% OCT 05 2017
950,010 -- -- -- 849,965 -- --
XXXXXX
USD COSAN SA INDUSTR
REG S
8.250% PERPETUAL
300,010 -- -- -- 284,250 -- --
XXXXXX
USD COUNCIL OF EUROP
4.500% JUN 30 2014
50,010 -- -- -- 50,138 -- --
XXXXXX
USD COUNCIL OF EUROP
4.250% APR 22 2013
2,175,010 -- -- -- 2,178,158 -- --
XXXXXX
USD COUNCIL OF EUROP
4.375% DEC 01 2010
200,010 -- -- -- 202,605 -- --
XXXXXX
USD COUNCIL OF EUROP
SER EMTN
4.010% SEP 15 2008
350,010 -- -- -- 348,972 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD CRED SUIS FB INT
SER EMTN
3.800% JUN 48 2010
70,010 0.010 0.00 0 0 -- --
XXXXXX
USD CREDIT AGRICOLE
7.375% PERPETUAL
8,574,010 -- -- -- 8,496,834 -- --
XXXXXX
USD CREDIT SUISSE LD
SER BSKT
ZERO% SEP 29 2008
50,010 -- -- -- 0 -- --
XXXXXX
USD CSFB CA
VARI% JUL 09 2010
6,665,010 0.010 0.00 0 0 -- --
XXXXXX
USD CSFB LONDON
VARI% MAR 10 2008
255,010 0.010 0.00 0 0 -- --
XXXXXX
USD CSFB LONDON
SER BSKT
ZERO% AUG 31 2010
1,010,010 -- -- -- 1,451,100 -- --
XXXXXX
USD CSFB LONDON
SER BSKT
ZERO% DEC 05 2008
100,010 -- -- -- 0 -- --
XXXXXX
USD CSN ISLANDS VII
10.750% SEP 12 2008
890,010 -- -- -- 948,375 -- --
XXXXXX
USD CSN ISLANDS X
SER REGS
9.500% PERPETUAL
7,127,010 -- -- -- 7,376,445 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD DEUTSCHE BANK AG
ZERO% NOV 21 2008
400,010 -- -- -- 0 -- --
XXXXXX
USD DEUTSCHE BANK AG
ZERO% AUG 25 2008
750,010 -- -- -- 0 -- --
XXXXXX
USD DEV BANK OF JAPAN
6.875% NOV 30 2011
170,010 -- -- -- 185,977 -- --
XXXXXX
USD DEXIA CLF
SER BSKT
ZERO% JUL 28 2008
150,010 -- -- -- 0 -- --
XXXXXX
USD DEXIA CRED LOCAL
VARI% FEB 14 2008
40,010 0.010 0.00 0 40,400 -- --
XXXXXX
USD DEXIA MUNI AGNCY
SER EMTN
4.625% JAN 19 2009
900,010 -- -- -- 901,217 -- --
XXXXXX
USD DEXIA MUNI AGNCY
5.125% JAN 17 2012
660,010 -- -- -- 688,186 -- --
XXXXXX
USD DEXIA MUNI AGNCY
SER EMTN
4.500% MAR 04 2015
1,010,010 -- -- -- 988,576 -- --
XXXXXX
USD DIXIE TOGA S.A.
9.562% MAR 14 2009
100,010 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD ENERGISA S.A
10.500% JUL 19 2013
1,010,010 -- -- -- 1,083,750 -- --
XXXXXX
USD EURO INV BK
5.375% SEP 16 2008
710,010 -- -- -- 714,807 -- --
XXXXXX
USD EURO INVMT BK
5.250% JAN 12 2009
573,010 -- -- -- 580,383 -- --
XXXXXX
USD EUROFIMA
SER EMTN
5.250% APR 07 2016
2,865,010 -- -- -- 2,977,804 -- --
XXXXXX
USD EUROHYPO SA LUX
3.500% DEC 28 2007
2,010,010 -- -- -- 1,999,082 -- --
XXXXXX
USD EUROHYPO SA LUX
SER EMTN
4.250% MAY 13 2010
40,010 -- -- -- 40,041 -- --
XXXXXX
USD EUROHYPO SA LUX
SER EMTN
4.750% JAN 25 2011
255,010 -- -- -- 262,204 -- --
XXXXXX
USD EUROPEAN INV BANK
5.750% JAN 15 2008
420,010 -- -- -- 420,128 -- --
XXXXXX
USD EUROPEAN INV BANK
3.875-03/10
3.875% MAR 31 2010
601,010 -- -- -- 601,871 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD EUROPEAN INVT BK
VARI% JAN 17 2017
290,010 -- -- -- 293,022 -- --
XXXXXX
USD EUROPEAN INVT BK
5.010% FEB 08 2010
14,488,010 -- -- -- 14,801,955 -- --
XXXXXX
USD EXIM OF UKRAINE
7.750% SEP 48 2009
420,010 -- -- -- 448,570 -- --
XXXXXX
USD EXPORT DEV CAN
4.625% APR 01 2010
800,010 -- -- -- 817,960 -- --
XXXXXX
USD EXPORT IMPORT BK
4.250% NOV 06 2008
510,010 -- -- -- 507,831 -- --
XXXXXX
USD FAIR ISLE CDO
8.030% JUN 20 2015
3,250,010 -- -- -- 2,662,725 -- --
XXXXXX
USD FAIR ISLE USD 8.5FIX
8.500% JUN 20 2015
1,700,010 -- -- -- 1,408,110 -- --
XXXXXX
USD FANNIEMAE BEARER
ZERO% JUL 05 2014
600,010 -- -- -- 447,600 -- --
XXXXXX
USD FED REP GERMANY
3.875% JUN 01 2010
651,010 -- -- -- 652,628 -- --
XXXXXX
USD FED REPUBLIC OF BRAZ
UNSUBORDINATED GLB
10.010% AUG 07 2011
713,010 -- -- -- 829,576 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD FTD TRUST CLN
8.250% JUL 22 2013
650,010 -- -- -- 661,375 -- --
XXXXXX
USD FTD TRUST CLN
7.400% AUG 28 2017
300,010 -- -- -- 294,010 -- --
XXXXXX
USD G STEEL
10.500% OCT 04 2010
827,010 -- -- -- 719,490 -- --
XXXXXX
USD GAZINVEST
7.250% OCT 30 2008
650,010 -- -- -- 650,585 -- --
XXXXXX
USD GAZPROM OAO
9.625% MAR 01 2013
2,080,010 -- -- -- 2,347,446 -- --
XXXXXX
USD GAZPROMBANK
6.500% SEP 48 2015
6,050,010 -- -- -- 5,640,052 -- --
XXXXXX
USD GEN ELEC CAP CRP
4.125% JUL 08 2008
502,010 -- -- -- 499,068 -- --
XXXXXX
USD GEN ELEC CAP CRP
3.750% OCT 05 2009
1,470,010 -- -- -- 1,457,759 -- --
XXXXXX
USD GEN ELEC CAP CRP
3.875% DEC 15 2008
750,010 -- -- -- 743,250 -- --
XXXXXX
USD GEN ELEC CAP CRP
SER EMTN
3.900% JUL 15 2009
75,010 -- -- -- 75,472 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD GENERL ELEC CAP CORP
3.625% FEB 28 2008
306,010 -- -- -- 304,854 -- --
XXXXXX
USD GENL ELEC CAP CORP
5.750% SEP 22 2008
150,010 -- -- -- 150,766 -- --
XXXXXX
USD GENL ELEC CAP CRP
7.010% JUN 11 2010
350,010 -- -- -- 371,018 -- --
XXXXXX
USD GERDAU S/A
SER REGS
8.875% PERPETUAL
646,010 -- -- -- 671,840 -- --
XXXXXX
USD GITI TIRE
12.250% JAN 26 2012
1,550,010 -- -- -- 1,498,244 -- --
XXXXXX
USD GLENCORE FIN EUR
SER EMTN
8.010% PERPETUAL
5,170,010 -- -- -- 4,989,050 -- --
XXXXXX
USD GLOBO COMMUN PAR
9.375% PERPETUAL
100,010 -- -- -- 101,500 -- --
XXXXXX
USD GLOBUS CAPITAL
8.500% MAR 05 2012
150,010 -- -- -- 144,490 -- --
XXXXXX
USD GMAC
6.750% DEC 01 2014
25,010 -- -- -- 20,449 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD HBOS TSY SRVCS
4.010% AUG 04 2011
300,010 -- -- -- 293,625 -- --
XXXXXX
USD HBOS TSY SRVCS
FLOAT RATE JUN 04 2008
100,010 -- -- -- 99,958 -- --
XXXXXX
USD HBOS TSY SRVCS
4.010% SEP 15 2009
50,010 -- -- -- 49,356 -- --
XXXXXX
USD HBOS TSY SRVCS
SER EMTN
VARI% FEB 48 2016
100,010 -- -- -- 111,125 -- --
XXXXXX
USD HBOS TSY SRVCS
SER EMTN
5.010% AUG 17 2009
300,010 -- -- -- 301,229 -- --
XXXXXX
USD HBOS TSY SRVCS
SER EMTN
5.250% SEP 19 2011
3,404,010 -- -- -- 3,443,813 -- --
XXXXXX
USD HBOS TSY SRVCS
SER EMTN
VARI% DEC 18 2016
6,010,010 -- -- -- 6,075,600 -- --
XXXXXX
USD HIDROELEC PIEDRA
REG S
9.010% JUL 11 2017
925,010 -- -- -- 806,348 -- --
XXXXXX
USD HONG KONG & SHANGHAI
FLOAT RATE PERPETUAL
1,850,010 -- -- -- 1,622,820 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD INSTIT CRDT OFCL
4.250% SEP 30 2008
480,010 -- -- -- 478,920 -- --
XXXXXX
USD INSTIT CRDT OFCL
SER EMTN
5.010% APR 10 2017
1,290,010 -- -- -- 1,316,144 -- --
XXXXXX
USD INT BK RECON&DEV
5.750% FEB 06 2008
60,010 -- -- -- 60,039 -- --
XXXXXX
USD INT-AMERICAN DEV BK
BONDS GLB
05.375% NOV 18 2008
436,010 -- -- -- 440,225 -- --
XXXXXX
USD INTER AMERICAN DEV
BANK
DEC84 00 010% DEC16 07
200,010 -- -- -- 200,010 -- --
XXXXXX
USD INTER-AMER DEV BANK
0.5-10/12
.500% OCT 30 2012
465,010 -- -- -- 387,450 -- --
XXXXXX
USD INTL BK REC DEV
5.010% OCT 29 2008
1,497,010 -- -- -- 1,505,722 -- --
XXXXXX
USD INTL BK REC DEV
5.250% JAN 12 2009
1,447,010 -- -- -- 1,464,594 -- --
XXXXXX
USD INTL BK RECON & DEV
6.125% DEC 19 2007
994,010 -- -- -- 994,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD ITALY REPUBLIC OF
GLOBAL BOND
6.875% SEP 27 2048
160,010 -- -- -- 187,146 -- --
XXXXXX
USD IXE BANCO SA
REG S
9.750% PERPETUAL
300,010 -- -- -- 307,500 -- --
XXXXXX
USD JAMAICA GOVT
8.010% MAR 14 2039
100,010 -- -- -- 97,400 -- --
XXXXXX
USD JAPAN BANK COOP
4.010% SEP 22 2010
2,700,010 -- -- -- 2,690,871 -- --
XXXXXX
USD JAPAN BANK COOP
SER INTL
4.750% MAY 25 2011
500,010 -- -- -- 516,544 -- --
XXXXXX
USD JAPAN HIGHWAY
3.375% MAY 19 2008
300,010 -- -- -- 298,143 -- --
XXXXXX
USD JBS SA
9.375% FEB 07 2011
100,010 -- -- -- 98,750 -- --
XXXXXX
USD JBS SA
REG S
10.500% AUG 04 2016
300,010 -- -- -- 300,010 -- --
XXXXXX
USD JOHN HANCOCK
6.125% MAR 30 2009
2,725,010 -- -- -- 2,783,165 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD KAZKOMMERTSBANK
8.500% APR 16 2013
150,010 -- -- -- 134,250 -- --
XXXXXX
USD KAZKOMMERTSBANK
VARI% JUN 13 2017
400,010 -- -- -- 315,120 -- --
XXXXXX
USD KBC IFIMA NV
VARI% FEB 07 2025
100,010 -- -- -- 76,130 -- --
XXXXXX
USD KFW
5.875% FEB08
5.875% FEB 05 2008
570,010 -- -- -- 570,406 -- --
XXXXXX
USD KFW
4.125% JAN 13 2011
140,010 -- -- -- 138,775 -- --
XXXXXX
USD KFW
3.750% MAR 09 2011
1,010,010 -- -- -- 1,001,010 -- --
XXXXXX
USD KFW
3.500% DEC 28 2007
335,010 -- -- -- 334,849 -- --
XXXXXX
USD KFW
3.500% MAR 14 2008
12,302,010 -- -- -- 12,248,978 -- --
XXXXXX
USD KFW
4.250% JUN 15 2010
500,010 -- -- -- 507,905 -- --
XXXXXX
USD KFW
3.875% JUN 30 2009
1,200,010 -- -- -- 1,204,104 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD KFW
SER EMTN
5.010% JUN 01 2010
300,010 -- -- -- 307,704 -- --
XXXXXX
USD KFW INTL FINANCE INC
5.750% JAN 15 2008
1,315,010 -- -- -- 1,315,372 -- --
XXXXXX
USD KFW-KREDIT
WIEDERUFBAU
3.500% DEC 15 2011
1,155,010 -- -- -- 1,140,563 -- --
XXXXXX
USD KINGDOM OF SPAIN
5.875% JUL 28 2008
100,010 -- -- -- 101,221 -- --
XXXXXX
USD KINGDOM OF SWEDEN
6.125% JAN 02 2008
100,010 -- -- -- 100,030 -- --
XXXXXX
USD KINGDOM OF SWEDEN
3.875% DEC 29 2009
608,010 -- -- -- 609,839 -- --
XXXXXX
USD KIWI CO-OPERATIVE
6.010% FEB 12 2009
75,010 -- -- -- 75,998 -- --
XXXXXX
USD KOMM KRED INT BK
7.125% PERPETUAL
100,010 -- -- -- 89,010 -- --
XXXXXX
USD KOMMUNALBANKEN
SER EMTN
4.500% OCT 06 2010
501,010 -- -- -- 506,382 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD KREDIT WIEDERAUF
3.375% JAN 48 2008
220,010 -- -- -- 219,597 -- --
XXXXXX
USD KYIV
REG S
8.250% NOV 26 2012
300,010 -- -- -- 302,100 -- --
XXXXXX
USD L-BANK FOERDERBK
3.750% SEP 17 2009
2,100,010 -- -- -- 2,087,944 -- --
XXXXXX
USD LANDBK HESSEN-TH
3.375% APR 17 2008
450,010 -- -- -- 447,649 -- --
XXXXXX
USD LANDESBANK HESSEN-
THUERINGEN
6.250% NOV 10 2008
140,010 -- -- -- 141,935 -- --
XXXXXX
USD LB BADEN-WUERTT
VARI% JUN 25 2015
505,010 0.010 0.00 0 0 -- --
XXXXXX
USD LB BADEN-WUERTT
3.750% SEP 24 2009
450,010 -- -- -- 446,169 -- --
XXXXXX
USD LB BADEN-WUERTT
SER EMTN
4.625% OCT 31 2008
380,010 -- -- -- 377,720 -- --
XXXXXX
USD LB BADEN-WUERTT
4.750% FEB 02 2009
300,010 -- -- -- 303,457 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD LLOYDS TSB BANK
VARI% OCT 27 2014
1,050,010 -- -- -- 1,026,375 -- --
XXXXXX
USD LLOYDS TSB BANK
VARI% DEC 06 2019
200,010 -- -- -- 163,644 -- --
XXXXXX
USD LLOYDS TSB BANK
4.010% MAY 14 2013
50,010 0.010 0.00 0 0 -- --
XXXXXX
USD LLOYDS TSB BANK
SER EMTN
VARI% OCT 17 2015
100,010 -- -- -- 92,500 -- --
XXXXXX
USD LLOYDS TSB BANK
SER EMTN
VARI% NOV 22 2016
370,010 -- -- -- 338,550 -- --
XXXXXX
USD LLOYDS TSB BANK
SER EMTN
VARI% AUG 12 2013
100,010 -- -- -- 78,087 -- --
XXXXXX
USD LLOYDS TSB BANK
SER EMTN
VARI% AUG 29 2013
100,010 -- -- -- 94,880 -- --
XXXXXX
USD LLOYDS TSB BANK
SER EMTN
VARI% DEC 28 2016
4,600,010 -- -- -- 4,565,500 -- --
XXXXXX
USD LLOYDS TSB BANK
SER EMTN
VARI% FEB 08 2016
100,010 -- -- -- 96,560 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD MAN GROUP PLC
FLOAT RATE SEP 22 2015
350,010 -- -- -- 349,182 -- --
XXXXXX
USD MAN IP 220
ZERO% NOV 30 2018
650,010 -- -- -- 743,210 -- --
XXXXXX
USD MAN PERFORMANCE
ZERO% JUN 30 2011
100,010 -- -- -- 128,640 -- --
XXXXXX
USD MANDRA FORESTRY
12.010% MAY 15 2013
1,010,010 -- -- -- 940,625 -- --
XXXXXX
USD MAXCOM TELECOMUN
REG S
11.010% DEC 15 2014
200,010 -- -- -- 208,010 -- --
XXXXXX
USD MEDCO ENERGI (REGS)
8.750% MAY 22 2010
180,010 -- -- -- 180,015 -- --
XXXXXX
USD MENDOZA PROVINCE
5.500% SEP 04 2018
REMAIN PRN FCR .88812
50,010 -- -- -- 36,191 -- --
XXXXXX
USD MER CALLABLE CLN
BRAZIL 3M LIBOR RANGE
VARI% OCT 31 2013
100,010 -- -- -- 100,010 -- --
XXXXXX
USD MER CALLABLE CLN
BRZ COL 3M LIBOR RANGE
VARI% DEC 15 2016
420,010 -- -- -- 403,200 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD MER LYNCH LUX
SER EMTN
VARI% JUN 29 2017
100,010 -- -- -- 102,250 -- --
XXXXXX
USD MER LYNCH LUX
SER BSKT
VARI% FEB 13 2009
250,010 -- -- -- 201,825 -- --
XXXXXX
USD MER LYNCH LUX
SER NKY
VARI% OCT 02 2012
100,010 -- -- -- 97,160 -- --
XXXXXX
USD MER LYNCH LUX
SER EMTN
VARI% NOV 01 2017
500,010 -- -- -- 500,010 -- --
XXXXXX
USD MERRILL LYNCH
SER EMTN
VARI% APR 03 2016
200,010 -- -- -- 192,500 -- --
XXXXXX
USD MERRILL LYNCH
SER DJAI
ZERO% APR 28 2009
300,010 -- -- -- 362,130 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% AUG 25 2009
330,010 -- -- -- 343,728 -- --
XXXXXX
USD MERRILL LYNCH
SER COV1
ZERO% SEP 28 2011
150,010 -- -- -- 184,005 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD MERRILL LYNCH
SER EMTN
VARI% FEB 14 2017
100,010 -- -- -- 92,875 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% FEB 04 2008
300,010 -- -- -- 329,640 -- --
XXXXXX
USD MERRILL LYNCH
SER NKY
ZERO% FEB 16 2010
100,010 -- -- -- 96,500 -- --
XXXXXX
USD MERRILL LYNCH
SER NIKK
VARI% FEB 15 2017
800,010 -- -- -- 696,480 -- --
XXXXXX
USD MERRILL LYNCH
SER EMTN
VARI% FEB 14 2008
50,010 -- -- -- 49,380 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% MAR 17 2008
130,010 -- -- -- 142,473 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% MAR 19 2008
100,010 -- -- -- 102,040 -- --
XXXXXX
USD MERRILL LYNCH
SER B5KT
VARI% MAR 22 2010
250,010 -- -- -- 221,975 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD MERRILL LYNCH
4YR GEIB NTE 100% MIN
ZERO% MAY 04 2011
7,400,010 -- -- -- 7,291,960 -- --
XXXXXX
USD MERRILL LYNCH
SER 4838
CHINA DIRECTED USD4MAY14
2,100,010 -- -- -- 2,926,560 -- --
XXXXXX
USD MERRILL LYNCH
SER EMTN
VARI% JUN 10 2017
110,010 -- -- -- 89,309 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% JUN 18 2012
2,300,010 -- -- -- 2,256,519 -- --
XXXXXX
USD MERRILL LYNCH
SER EMTN
VARI% JUL 05 2017
900,010 -- -- -- 909,010 -- --
XXXXXX
USD MERRILL LYNCH
SER NKY
8.010% JUN 29 2017
4,010,010 -- -- -- 3,366,800 -- --
XXXXXX
USD MERRILL LYNCH
SER NKY
VARI% JUL 03 2017
900,010 -- -- -- 797,850 -- --
XXXXXX
USD MERRILL LYNCH
SER EMTN
VARI% JUL 05 2017
200,010 -- -- -- 191,750 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD MERRILL LYNCH
SER SPX
ZERO% MAR 24 2009
400,010 -- -- -- 385,440 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
VARI% DEC 24 2007
400,010 -- -- -- 399,320 -- --
XXXXXX
USD MERRILL LYNCH
SER SPX
ZERO% MAR 30 2009
60,010 -- -- -- 58,680 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
VARI% DEC 28 2012
250,010 -- -- -- 248,688 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% OCT 28 2008
300,010 -- -- -- 302,100 -- --
XXXXXX
USD MERRILL LYNCH
SER BSSK
ZERO% APR 06 2009
7,010,010 -- -- -- 6,727,010 -- --
XXXXXX
USD MERRILL LYNCH
SER $SAR
ZERO% NOV 07 2008
100,010 -- -- -- 100,600 -- --
XXXXXX
USD MERRILL LYNCH
SER $MXN
VARI% MAY 02 2008
325,010 -- -- -- 321,783 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD METROPOLITAN BANK
9.010% FEB 28 2049
200,010 -- -- -- 208,994 -- --
XXXXXX
USD MEXICAN UNITD STATES
NOTES GLB
09.875% FEB 01 2010
13,063,010 -- -- -- 14,460,741 -- --
XXXXXX
USD MEXICO TRUST
COLLATERAL TRUST
07.750% NOV 29 2012
300,010 -- -- -- 315,750 -- --
XXXXXX
USD MINERVA OVERSE
REG S
9.500% FEB 01 2017
100,010 -- -- -- 98,010 -- --
XXXXXX
USD MINIBOND LTD
SER EMTN
5.500% NOV 15 2011
50,010 0.010 0.00 0 0 -- --
XXXXXX
USD AMLJPY LOCK IN NOTE
ZERO% DEC 24 2007
1,115,010 -- -- -- 1,151,684 -- --
XXXXXX
USD MLCX (AGRICULTURE)
INDEX 0%
AUGO 13 2009
200,010 -- -- -- 210,860 -- --
XXXXXX
USD MLCXCL4E VS GSCLEAR
COMMODITY NT
JUN 01 2009
1,185,010 -- -- -- 1,146,336 -- --
XXXXXX
USD MMK FINANCE SA
8.010% OCT 21 2008
50,010 -- -- -- 50,250 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD NATL INVESTER BK
SER EMTN
ZERO% FEB 15 2008
100,010 -- -- -- 0 -- --
XXXXXX
USD NATL THERMAL POW
5.500% MAR 10 2011
890,010 -- -- -- 896,497 -- --
XXXXXX
USD NBOG FUNDING LTD
VARI% PERPETUAL
625,010 -- -- -- 375,010 -- --
XXXXXX
USD NBP CAPITAL TRUST
7.375% PERPETUAL
1,884,010 -- -- -- 1,770,960 -- --
XXXXXX
USD NED WATERSCHAPBK
2.750% DEC 30 2008
40,010 -- -- -- 39,354 -- --
XXXXXX
USD NED WATERSCHAPBK
3.500% JAN 30 2009
897,010 -- -- -- 888,558 -- --
XXXXXX
USD NED WATERSCHAPBK
SER EMTN
3.500% DEC 19 2007
680,010 -- -- -- 680,010 -- --
XXXXXX
USD NED WATERSCHAPBK
SER EMTN
5.250% APR 11 2008
7,850,010 -- -- -- 7,876,486 -- --
XXXXXX
USD NESTLE HLDG
ZERO% JUN 11 2008
100,010 -- -- -- 148,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD NOBLE GROUP LTD
6.625% MAR 17 2015
100,010 -- -- -- 94,356 -- --
XXXXXX
USD NOMOS CAPITAL
VARI% OCT 20 2016
460,010 -- -- -- 427,984 -- --
XXXXXX
USD NOMOS CAPITAL
8.187% FEB 02 2010
100,010 -- -- -- 93,400 -- --
XXXXXX
USD NOMURA BANK INTL
SER EMTN
VARI% FEB 02 2017
500,010 0.010 0.00 0 0 -- --
XXXXXX
USD NORDIC INVST BNK
5.875% FEB 04 2008
40,010 -- -- -- 40,034 -- --
XXXXXX
USD NORDIC INVST BNK
5.010% FEB 01 2017
420,010 -- -- -- 429,484 -- --
XXXXXX
USD NRW.BANK
SER EMTN
4.750% NOV 02 2010
500,010 -- -- -- 504,820 -- --
XXXXXX
USD NRW.BANK
SER EMTN
5.010% NOV 09 2009
500,010 -- -- -- 509,832 -- --
XXXXXX
USD NURFINANCE
9.375% OCT 17 2011
750,010 -- -- -- 619,425 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD PAN AMERICAN
REG S
REMAIN PRN FCR 1.0100
300,010 -- -- -- 295,500 -- --
XXXXXX
USD PANAMA REP OF
7.250% MAR 15 2015
25,010 -- -- -- 27,688 -- --
XXXXXX
USD PCFC DEVT FZCO
ZERO% JAN 48 2008
2,485,010 -- -- -- 2,754,126 -- --
XXXXXX
USD PEMEX MASTER TR
7.750% PERPETUAL
13,410,010 -- -- -- 13,544,100 -- --
XXXXXX
USD PEMEX MASTER TRUST
COMPANY GUARNT REG S
FLT% JUN 15 2010
980,010 -- -- -- 988,330 -- --
XXXXXX
USD PETROCOMMERCE IN
SER EMTN
8.010% MAR 48 2009
250,010 -- -- -- 243,575 -- --
XXXXXX
USD PETROLEOS DE VEN
REG S
5.500% APR 12 2037
81,800 -- -- -- 46,013 -- --
XXXXXX
USD PETROLEOS DE VEN
REG S
5.250% APR 12 2017
163,600 -- -- -- 112,884 -- --
XXXXXX
USD PETROLEOS DE VEN
REG S
5.375% APR 12 2027
163,600 -- -- -- 95,706 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD PRIVATBANK
REG S
8.010% FEB 06 2012
750,010 -- -- -- 676,200 -- --
XXXXXX
USD PROCTOR & GAMBLE
6.125% MAY 08 2008
670,010 -- -- -- 676,878 -- --
XXXXXX
USD PRUDENTIAL PLC
6.500% PERPETUAL
3,672,010 -- -- -- 3,260,593 -- --
XXXXXX
USD RABO SECURITIES NV
VARI% MAY 13 2009
490,010 -- -- -- 736,862 -- --
XXXXXX
USD RABOBANK
VARI% MAY 48 2013
500,010 -- -- -- 499,150 -- --
XXXXXX
USD RABOBANK
4.010% FEB 48 2011
550,010 -- -- -- 544,500 -- --
XXXXXX
USD RABOBANK
VARI% MAR 26 2014
600,010 0.010 0.00 0 0 -- --
XXXXXX
USD RABOBANK
4.010% MAY 06 2011
200,010 -- -- -- 196,010 -- --
XXXXXX
USD RABOBANK
4.010% AUG 24 2009
300,010 -- -- -- 299,403 -- --
XXXXXX
USD RABOBANK
3.750% FEB 26 2010
100,010 -- -- -- 99,375 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD RABOBANK NEDERLAND
5.375% JAN 29 2009
242,010 -- -- -- 244,874 -- --
XXXXXX
USD RABOBANK NEDERLAND
5.500% SEP 17 2008
367,010 -- -- -- 369,417 -- --
XXXXXX
USD RABOBANK NEDERLAND
3.010% FEB 18 2009
80,010 -- -- -- 79,352 -- --
XXXXXX
USD RADIOCOMMUNICATIONS
9.250% MAY 08 2008
150,010 -- -- -- 150,375 -- --
XXXXXX
USD RANHILL LABUAN
REG S
12.500% OCT 26 2011
5,500,010 -- -- -- 5,376,564 -- --
XXXXXX
USD RAS LAFFAN LIQ NTGAS
8.290% MAR 15 2014
REMAIN PRN FCR 1.0100
100,010 -- -- -- 111,140 -- --
XXXXXX
USD RBS CAPITAL TRUST B
6.800% PERPETUAL
1,720,010 -- -- -- 1,659,800 -- --
XXXXXX
USD REDE EMPRESAS
REG S
11.125% APR 02 2049
807,010 -- -- -- 788,843 -- --
XXXXXX
USD RENAISSANCE SEC
SER EMTN
8.750% NOV 17 2009
300,010 -- -- -- 285,330 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD REP OF VENEZUALA
FLOAT RATE DEC 18 2007
REMAIN PRN FCR .04760
5,500,010 -- -- -- 261,800 -- --
XXXXXX
USD REPUBIC OF TURKEY
10.500% JAN 13 2008
5,010 -- -- -- 5,019 -- --
XXXXXX
USD REPUBLIC OF ARGENTIN
NOTES SER $DIS
REMAIN PRN FCR 1.1609
1,928,058 -- -- -- 2,176,838 -- --
XXXXXX
USD REPUBLIC OF ARGENTIN
NOTES SER DIS$
REMAIN PRN FCR 1.1609
409,329 -- -- -- 382,548 -- --
XXXXXX
USD REPUBLIC OF AUSTRIA
3.250% JUN 25 2013
1,210,010 -- -- -- 1,152,870 -- --
XXXXXX
USD REPUBLIC OF AUSTRIA
3.500% MAY 12 2010
400,010 -- -- -- 399,132 -- --
XXXXXX
USD REPUBLIC OF BRAZIL
GLB
12.750% JAN 15 2020
690,010 -- -- -- 1,083,300 -- --
XXXXXX
USD REPUBLIC OF ITALY
6.010% MAY 29 2008
1,745,010 -- -- -- 1,763,567 -- --
XXXXXX
USD REPUBLIC OF ITALY
5.625% JUN 15 2012
98,010 -- -- -- 103,182 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD ROSBK INTL FINAN BV
7.010% JUL 01 2012
129,968 -- -- -- 129,968 -- --
XXXXXX
USD ROTHSCHILD CONTINUAT
IONS
FLOAT RATE PERPETUAL
100,010 -- -- -- 74,010 -- --
XXXXXX
USD ROYAL BK CANADA
SER EMTN
4.750% OCT 28 2010
1,254,010 -- -- -- 1,278,726 -- --
XXXXXX
USD ROYAL BK OF SCOTLAND
VARI% JUN 25 2010
450,010 -- -- -- 449,438 -- --
XXXXXX
USD ROYAL BK SCOTLND
VARI% OCT 28 2008
370,010 -- -- -- 365,838 -- --
XXXXXX
USD ROYAL BK SCOTLND
VARI% OCT 15 2014
100,010 -- -- -- 84,875 -- --
XXXXXX
USD ROYAL BK SCOTLND
VARI% DEC 08 2016
150,010 -- -- -- 132,750 -- --
XXXXXX
USD ROYAL BK SCOTLND
VARI% JUN 15 2020
5,010,010 -- -- -- 3,518,750 -- --
XXXXXX
USD ROYAL BK SCOTLND
SER EMTN
VARI% OCT 26 2016
200,010 -- -- -- 189,250 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD S-AIR GROUP FINANCE
7.500% NOV 15 2004
50,010 0.010 0.00 0 0 -- --
XXXXXX
USD SABIC INNOVATIVE
REG S
9.500% AUG 15 2015
600,010 -- -- -- 640,500 -- --
XXXXXX
USD SBERBANK
VARI% FEB 11 2015
450,010 -- -- -- 445,095 -- --
XXXXXX
USD SEYCHELLES REP
9.125% OCT 03 2011
892,010 -- -- -- 877,798 -- --
XXXXXX
USD SG ACCEPTANCE CORP
1.010% MAY 30 2008
50,010 -- -- -- 75,530 -- --
XXXXXX
USD SG ACCEPTANCE NV
ZERO% DEC 15 2010
100,010 -- -- -- 120,951 -- --
XXXXXX
USD SG ACCEPTANCE NV
ZERO% MAR 29 2010
1,100,010 -- -- -- 0 -- --
XXXXXX
USD SG-PERMAL STRGIC FN
VARI% AUG 25 2010
200,010 -- -- -- 207,060 -- --
XXXXXX
USD SHELL FINANCE UK
3.250% MAR 31 2008
100,010 -- -- -- 99,511 -- --
XXXXXX
USD SHELL INTL FIN
SER EMTN
4.750% JAN 15 2009
2,055,010 -- -- -- 2,067,661 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD SOC GEN ACCEPT
SER EMTN
FLOAT RATE MAY 29 2009
70 -- -- -- 0 -- --
XXXXXX
USD SOCIEDAD COMERCIAL P
ZERO% APR 13 1999
300,010 -- -- -- 0 -- --
XXXXXX
USD SP POWERASSETS
3.8% 22OCT08
3.800% OCT 22 2008
200,010 -- -- -- 198,765 -- --
XXXXXX
USD SPAIN KINGDOM
3.375% OCT 28 2009
5,150,010 -- -- -- 5,134,952 -- --
XXXXXX
USD SPAIN KINGDOM
SER REGS
4.125% JUL 20 2010
1,190,010 -- -- -- 1,205,832 -- --
XXXXXX
USD SPV UNSECURED S NOTE
ZERO% JUN 30 2003
251,969 -- -- -- 0 -- --
XXXXXX
USD STANDARD CHART
REG S
VARI% DEC 30 2049
100,010 -- -- -- 90,816 -- --
XXXXXX
USD STANDARD CHARTERED
FLOAT RATE NOV 29 2049
1,200,010 -- -- -- 876,010 -- --
XXXXXX
USD STATE OF QATAR
9.500% MAY 21 2009
500,010 -- -- -- 532,500 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD SWEDISH EXP CRED
SER EMTN
4.375% DEC 30 2009
40,010 -- -- -- 40,266 -- --
XXXXXX
USD SWEDISH EXP CRED
5.010% MAY 22 2009
400,010 -- -- -- 405,804 -- --
XXXXXX
USD SWISS RE TREAS
SER EMTN
4.125% SEP 48 2008
3,010,010 -- -- -- 2,979,010 -- --
XXXXXX
USD TARJETA NARANJA
VARI% NOV 29 2011
REMAIN PRN FCR 1.0100
3,010,010 -- -- -- 2,940,010 -- --
XXXXXX
USD TELECOM ARGENT
REG S
REMAIN PRN FCR .16980
100,010 -- -- -- 16,916 -- --
XXXXXX
USD TELECOM ARGENTINA
09.00% OCT 15 2011
REMAIN PRN FCR .16980
275,937 -- -- -- 46,854 -- --
XXXXXX
USD TELECOM IT CAP
5.250% OCT 01 2015
90,010 -- -- -- 85,778 -- --
XXXXXX
USD TELEFONICA EMIS
5.984% JUN 20 2011
200,010 -- -- -- 204,378 -- --
XXXXXX
USD TELEFONOS MEXICO
SER WI
4.750% JAN 27 2010
273,010 -- -- -- 269,817 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD TOTAL CAPITAL
SER EMTN
5.010% MAY 22 2012
3,420,010 -- -- -- 3,488,113 -- --
XXXXXX
USD TOYOTA FIN AUSTR
SER EMTN
5.375% MAY 09 2011
150,010 -- -- -- 155,317 -- --
XXXXXX
USD TOYOTA MTR CRED
3.750% DEC 21 2007
200,010 -- -- -- 199,976 -- --
XXXXXX
USD TOYOTA MTR CRED
SER EMTN
4.750% DEC 07 2009
2,425,010 -- -- -- 2,452,793 -- --
XXXXXX
USD TOYOTA MTR CRED
SER EMTN
5.250% MAR 20 2013
700,010 -- -- -- 687,750 -- --
XXXXXX
USD TOYOTA MTR CRED
5.125% OCT 25 2011
6,086,010 -- -- -- 6,260,376 -- --
XXXXXX
USD TOYOTA MTR CRED
SER EMTN
4.250% OCT 27 2009
540,010 -- -- -- 546,264 -- --
XXXXXX
USD TRANSCAPITALBANK
9.125% MAY 10 2010
100,010 -- -- -- 93,200 -- --
XXXXXX
USD TRANSENER
REG S
REMAIN PRN FCR 1.0100
100,010 -- -- -- 88,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD TURKEY REP OF
7.010% JUN 05 2020
1,569,010 -- -- -- 1,631,760 -- --
XXXXXX
USD T2 CAPITAL FINANCE
REG S SUB CALL NOTES
STEP% FEB 6 2017
100,010 -- -- -- 95,680 -- --
XXXXXX
USD UBS AG JERSEY
SER EMTN
VARI% JAN 26 2011
400,010 -- -- -- 360,558 -- --
XXXXXX
USD UBS AG JERSEY
SER EMTN
VARI% AUG 12 2015
100,010 0.010 0.00 0 0 -- --
XXXXXX
USD UBS AG JERSEY
1.010% MAR 25 2013
20,010 0.010 0.00 0 0 -- --
XXXXXX
USD UBS AG LONDON
ZERO% FEB 28 2010
20 -- -- -- 0 -- --
XXXXXX
USD UFJ FINANCE ARUBA
AEC
8.750% PERPETUAL
977,010 -- -- -- 987,747 -- --
XXXXXX
USD UKRAINE GOVERNMENT
7.650% JUN 11 2013
300,010 -- -- -- 318,375 -- --
XXXXXX
USD UKRAINE GOVT
6.875% MAR 04 2011
300,010 -- -- -- 306,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD USD 5Y MER MLCXER
GSCITR ACALL
ZERO% MAR 01 2012
105,010 -- -- -- 92,033 -- --
XXXXXX
USD VALE OVERSEAS
6.250% JAN 11 2016
1,300,010 -- -- -- 1,292,473 -- --
XXXXXX
USD VALE OVERSEAS
6.250% JAN 48 2017
85,010 -- -- -- 85,099 -- --
XXXXXX
USD VATTENFALL TREASURY
5.625% DEC 09 2008
110,010 -- -- -- 111,691 -- --
XXXXXX
USD VENEZUALA DCB TRUST
FLOAT RATE DEC 19 2007
REMAIN PRN FCR .04760
280,010 -- -- -- 13,328 -- --
XXXXXX
USD VESTEL ELEC FIN
8.750% MAY 09 2012
250,010 -- -- -- 260,010 -- --
XXXXXX
USD VIGOR
REG S
9.250% FEB 48 2017
100,010 -- -- -- 98,010 -- --
XXXXXX
USD VIMPELCOM
10.010% JUN 16 2009
1,180,010 -- -- -- 1,221,890 -- --
XXXXXX
USD VIMPELCOM
8.010% FEB 11 2010
100,010 -- -- -- 101,200 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD WASH MUTUAL PFD
REG S
7.250% PERPETUAL
5,250,010 -- -- -- 3,518,550 -- --
XXXXXX
USD WINTERHAVEN
SER EMTN
8.750% DEC 11 2008
200,010 0.010 0.00 0 0 -- --
XXXXXX
USD XENON CAPITAL PLC
VARI% FEB 25 2026
150,010 -- -- -- 119,625 -- --
XXXXXX
USD 10Y NIKKEI AUTOCALL
VARI% MAR 22 2017
600,010 -- -- -- 526,860 -- --
XXXXXX
USD 10YR NIKKEI AUTOCALL
MERRILL
VARI% FEB 02 2017
510,010 -- -- -- 445,077 -- --
XXXXXX
USD 10YR NKY AUTOCALL
100% MIN
VARI% DEC 22 2016
600,010 -- -- -- 539,400 -- --
XXXXXX
USD 10YR NKY AUTOCALL
VARI% MAR 20 2017
11,570,010 -- -- -- 10,170,030 -- --
XXXXXX
USD 12M BSKT NOTE
100% MIN
ZERO% JUN 20 2008
100,010 -- -- -- 97,421 -- --
XXXXXX
USD 18M GEIB KO NOTE
100% MIN
ZERO% FEB 25 2008
100,010 -- -- -- 106,794 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 5YR MER S&P500 NOTE
100% MIN
ZERO% FEB 09 2009
200,010 -- -- -- 240,950 -- --
XXXXXX
USD 5YR MLCXER GSCITR
AUTOCALL (II
ZERO% MAR 30 2012
260,010 -- -- -- 229,697 -- --
XXXXXX
USD 5YR S&P HEDGE FUND
INDEX 100% M IN
ZERO% DEC 19 2008
100,010 -- -- -- 99,700 -- --
XXXXXX
USD 6.25YR NKY-SX5E
AUTOCALL 100
ZERO% FEB 28 2013
50,010 -- -- -- 48,063 -- --
XXXXXX
USD 6M EUR TIERED
RANGE NOTE
ZERO% DEC 17 2007
1,075,010 -- -- -- 1,070,163 -- --
XXXXXX
USD 6M 10.60-11.50 MXN R
VARI% MAR 13 2008
4,010,010 -- -- -- 4,028,400 -- --
XXXXXX
USD 7YR MER LIB RAN NOTE
VARI% AUG 29 2014
750,010 -- -- -- 718,125 -- --
XXXXXX
UYU URUGUAY
4.250% APR 05 2027
2,800,010 -- -- -- 139,115 -- --
XXXXXX
VENEZUELA
GLB
09.250% SEP 15 2027
1,320,010 -- -- -- 1,313,400 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Other Bonds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
3YR AGRICULTURE
97% MIN
ZERO% NOV 09 2010
100,010 -- -- -- 103,520 -- --
XXXXXX
3YR ALLOCATOR 100% MIN
3YR ALLOCATOR 100% MN
ZERO% JUN 29 2010
790,010 -- -- -- 779,967 -- --
XXXXXX
3YR MER EM INFRASTRUCTUR
NOTE
ZERO% SEP 07 2010
2,010,010 -- -- -- 2,279,500 -- --
Total Other Bonds 1,149,398,011 0
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
AAG HOLDINGS COMPANY INC
SR NOTES
07.500% PFD STOCK
9,800 -- -- -- 212,660 -- --
XXXXXX
ABN AMRO CAP FD TR V
NON CUM GTD TR PFD SEC
5.90% PERP
76,745 -- -- -- 1,507,272 -- --
XXXXXX
ABN AMRO CAP FUND TR VII
PFD NON CUM
06.080% PERPETUAL
38,950 -- -- -- 770,042 -- --
XXXXXX
ABN AMRO CAP FUND TST VI
PFD STK
06.250%
1,800 -- -- -- 38,610 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AMBAC FINANCIAL GROUP
DEBENTURES
05.875% MARCH 24 2103
400 -- -- -- 8,020 -- --
XXXXXX
AMERICAN INTL GROUP
SRS A-4 JR SUB DEB
6.45% JUNE 15 2077
107,400 -- -- -- 2,325,210 -- --
XXXXXX
AMERICAN INTL GROUP
PFD
7.70% DEC 18 2049
446,400 25.010 25.00 11,160,010 11,160,010 0 0.00
XXXXXX
AT&T INC
SENIOR NOTES
6.375% FEB 15 2056
10,010 -- -- -- 247,600 -- --
XXXXXX
BAC CAPITAL TRUST I
PFD CUM 7.00%
6,653 -- -- -- 159,672 -- --
XXXXXX
BAC CAPITAL TRUST II
PFD STK CUM
07.010% FEB 01 2032
26,750 -- -- -- 636,918 -- --
XXXXXX
BAC CAPITAL TRUST III
PFD STK 7.00% CUM
2,010 -- -- -- 48,600 -- --
XXXXXX
BAC CAPITAL TRUST V
PREF STK
06.010% NOV 03 2034
22,155 -- -- -- 459,716 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BARCLAYS BANK PLC
AMERN DEP SHS SER 4
7.75% PERP
177,400 -- -- -- 4,550,310 -- --
XXXXXX
BARCLAYS BK PLC
IPATH INDEX LKD TO DOW
JONES AIG COMMODITY INDX
2,010 -- -- -- 109,920 -- --
XXXXXX
BEAR STEARNS CAP TR III
DEF INT TR ORG PFD SECS
7.80% MAY 15 2031
7,500 -- -- -- 184,500 -- --
XXXXXX
BNY CAPITAL V
TRUST PFD SEC SER F
05.950% MAY 01 2033
5,300 -- -- -- 116,600 -- --
XXXXXX
CBS CORP
NEW MONEY
07.250% JUN 30 2051
11,400 -- -- -- 261,972 -- --
XXXXXX
CBS CORPORATION
SENIOR NOTES
06.75% MARCH 27 2056
8,010 -- -- -- 168,010 -- --
XXXXXX
CITIGROUP CAP TR XIX
TRUST PREFERRED SECS
7.25% AUGUST 15, 2067
2,010 24.790 48.79 49,580 47,580 (2,010) (4.03)
350,240 -- -- -- 8,332,210 -- --
XXXXXX
CITIGROUP CAP TRUST IX
CAP TRUST PFD SEC
6.00% FEB 14 2033
71,550 -- -- -- 1,399,518 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CITIGROUP CAPITAL XX
TRUST PFD SECURITIES
7.875% DEC 15 2067
33,900 -- -- -- 857,331 -- --
XXXXXX
CITIGROUP FUNDING INC
PROTECTED NOTES
GROUP OF FIVE ASSIAN CUU
1,010 -- -- -- 10,900 -- --
XXXXXX
CITIGROUP FUNDING INC
ENHANCED INCOME STRATEGY
DYNAMIC PORTFOLIO INDEX
5,010 -- -- -- 48,650 -- --
XXXXXX
COLONIAL PROPERTY TRUST
DEP SHR=1/10 SHARE SRS D
8.125% CUM PFD STK
4,010 -- -- -- 96,080 -- --
XXXXXX
COMCAST CORP
SENIOR UNSECURED NOTES
07.010% MAY 15 2055
8,010 -- -- -- 180,880 -- --
XXXXXX
COMCAST CORPORATION
NOTES
6.625% MAY 15, 2056
6,010 -- -- -- 127,380 -- --
XXXXXX
COMMODORE CDO III LTD
PFD STOCK SER REGS
PDS STK
1,010 -- -- -- 50,010 -- --
XXXXXX
CONSECO FIN TR VI ESCROW
DEF INT TR ORIG PFD SEC
9.010% DEC 31 2028
4,010 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
COUNTRYWIDE CAP IV
TRUST PFD SECURITIES CUM
06.750% APRIL 01 2033
20,010 -- -- -- 247,600 -- --
XXXXXX
COUNTRYWIDE CAPITAL V
CUM. CAP SECURITIES
07.010% NOV 01 2066
44,500 -- -- -- 534,890 -- --
XXXXXX
DEKANIA CDO II CORP
PFD SHARES
FLT% AUG 48 2034
1,500 -- -- -- 450,010 -- --
XXXXXX
DELPHI FINANCIAL
PFD STK
8.010%
3,010 -- -- -- 73,500 -- --
XXXXXX
DEUTSCHE BANK CAP FNDG
NONCUM PFD TRUST IX
6.625% PERP
9,300 -- -- -- 209,715 -- --
XXXXXX
DEUTSCHE BK CAPITAL FDG
TRUST X PFD XXX-XXXXX
07.350% PERPETUAL
486,010 -- -- -- 5,900,010 -- --
XXXXXX
DRUGABUSE SCIENCES INC
PFD STK SER E
52,525 0.010 0.00 0 0 -- --
XXXXXX
DRUGABUSE SCIENCES INC.
SERIES D PFD STK
8,056 0.010 0.00 0 0 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
FLEET CAPITAL TRUST IX
DEF INT TRUST PFD SECS
06.010% AUG 01 2033
11,750 -- -- -- 246,750 -- --
XXXXXX
FLEET CAPITAL TRUST VIII
DEF IN TR PFD SECS
7.20% MAR 15 2032 CUM
1,500 -- -- -- 36,015 -- --
XXXXXX
FM LEVERAGED CAPITAL FD
-
FLT% AUG 15 2017
250 -- -- -- 137,500 -- --
XXXXXX
FORD MOTOR CO
SR NOTES
07.500% JUNE 10 2043
16,500 -- -- -- 277,365 -- --
XXXXXX
FORD MOTOR CREDIT CO
SENIOR NOTES
07.375% OCT 15 2031
2,010 -- -- -- 36,700 -- --
XXXXXX
FREDDIE MAC
NON CUM PERPETUAL
05.900% PFD STOCK
2,010 -- -- -- 41,980 -- --
XXXXXX
GALE FORCE I CLO
REG S
FLT% NOV 17 2015
300 -- -- -- 195,010 -- --
XXXXXX
GENERAL ELECTRIC CAP COR
SENIOR NOTES SER A
06.05% FEB 06 2047
1,100 24.760 24.64 27,484 27,104 (130) (0.48)
10,900 -- -- -- 268,576 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GMAC LLC
PUBLIC INCOME NOTES
7.30% CUM
1,400 -- -- -- 24,514 -- --
XXXXXX
GMAC LLC
SR NOTES
7.250% FEB 07 2033
6,010 -- -- -- 105,010 -- --
XXXXXX
HOST HOTELS & RESORTS
NEWM SER E
08.875% PERPETUAL
1,010 -- -- -- 25,190 -- --
XXXXXX
HSBC FINANCE CORPORATION
-
06.360% PERPETUAL
5,125 -- -- -- 106,856 -- --
XXXXXX
HSBC FINANCE CORPORATION
NEWM
06.010% NOV 30 2033
31,860 -- -- -- 687,539 -- --
XXXXXX
HSBC HLDGS PLC
SER A
PFD STK
9,800 -- -- -- 201,096 -- --
XXXXXX
INDEPENDENCE V CDO
PREFERRED
00.010% MAR 06 2039
1,100 0.010 0.00 0 0 -- --
XXXXXX
ING GROEP N.V.
PERP HYBRID CAP SECS
6.375% PERPETUAL
2,010 -- -- -- 41,760 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
JP MORGAN CHASE CAP XXIV
SERIES X TRUST PFD SEC
06.875% AUG 01 2077
32,250 -- -- -- 767,550 -- --
XXXXXX
JPM CHASE CAP TR XI
CUM DEF INT CAP SECS
5.875% JUN 15 2033
26,435 -- -- -- 540,596 -- --
XXXXXX
JPMCHASE CAPITAL XVI
CAP SECURITIES
06.350% JUN 01 2035
24,985 -- -- -- 551,169 -- --
XXXXXX
JPMORGAN CHASE CAPITAL X
JR SUB NOTES SER S
6.625% SEP 29, 2036
155,400 -- -- -- 3,575,754 -- --
XXXXXX
KEYCORP CAPITAL IX
TRUST PFD SECS
6.750% DEC 15 2066
2,010 -- -- -- 42,400 -- --
XXXXXX
LEHMAN BRO HLD CP TR III
SRS K DEF INT CAP TR SEC
6.3750% PERP
12,010 -- -- -- 252,240 -- --
XXXXXX
LEHMAN BROS HLDG CP TR V
TRUST PFD SECS
06.010% APR 22 2053
31,030 -- -- -- 633,633 -- --
XXXXXX
MBNA CAPITAL CORP
DEF INT TR ORIG PFD SECS
8.10% FEB 15 2033
6,010 -- -- -- 148,800 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
MORGAN STANLEY CP TR III
CAP TRUST SEC
6.250% MAR 01 2033
66,020 -- -- -- 1,332,284 -- --
XXXXXX
NAT CITY CAP TRUST IV
PFD
8.00% AUG 30 2067
4,700 48.560 48.14 110,750 108,758 (1,992) (1.80)
11,010 -- -- -- 254,540 -- --
XXXXXX
NATIONAL WESTMINSTER BK
PLC ADS NONCUM PFD SRS C
8.625%
31,400 -- -- -- 789,082 -- --
XXXXXX
NEXEN INC
CUM PFD STK
07.350% NOV 01 2043
2,010 -- -- -- 48,010 -- --
XXXXXX
NORTHERN ROCK 8% PFD
USD PAR CUM PFD
65,064 -- -- -- 943,428 -- --
XXXXXX
PARMALAT CAP FIN PFD
USD PAR PREFERRED
59,880 0.010 0.00 0 0 -- --
XXXXXX
PPLUS SER GSC-1 CLASS A
TR CTFS GOLDMAN SACHS
06.250% FEB 15 2034
2,010 -- -- -- 41,700 -- --
XXXXXX
PPLUS TR CTF CL A
SER PMC-1
06.500% JAN 15 2027
1,400 -- -- -- 32,410 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PROGRESS ENERGY INC
CONTINGENT VALUE OBLIG
CONTGT ON EVNTS PERPTL
300 -- -- -- 99 -- --
XXXXXX
PRUDENTIAL FINANCIAL
CPI + 2.40%
VAR% 4/10/2018
3,200 -- -- -- 68,288 -- --
XXXXXX
PULTE HOMES INC
SENIOR NOTES
07.375% JUN 01 2046
32,010 -- -- -- 640,010 -- --
XXXXXX
REPSOL INTL CAPITAL LTD
NON CUM GTD SER A
PFD 7.450%
447,400 -- -- -- 10,961,300 -- --
XXXXXX
ROYAL BK OF SCOT GRP PLC
ACT ELIG ADS SRS F
7.65% NON CUM PFD
3,300 -- -- -- 82,500 -- --
XXXXXX
ROYAL BK OF SCOT GRP PLC
SER M ADR REP NON CUM P
06.400% PERPETUAL
48,155 -- -- -- 480,466 -- --
XXXXXX
ROYAL BK OF SCOT GRP PLC
NEWM SER L
05.750% PERPETUAL
49,121 -- -- -- 945,579 -- --
XXXXXX
ROYAL BK OF SCOT GRP PLC
YIELD ADJ NET CSH PREF
7.2500% NON-CUM PFD SHSH
39,350 -- -- -- 944,400 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SOUTH COAST FUNDING VIII
REG S PREF SHRS
FLT% OCT 06 2043
250 -- -- -- 25,010 -- --
XXXXXX
STRUCTURED PRODUCTS CORP
TIERS PRINCIPAL PROTECTD
TRUST SER DJIA 2003-1
10,010 -- -- -- 143,700 -- --
XXXXXX
SWIRE PACIFIC CAPITL LTD
PERP CAP SEC 144A DTC
8.84% CUM
2,010 -- -- -- 57,876 -- --
XXXXXX
SWIRE PACIFIC CAPITL LTD
PERP CAP SEC REG S 144A
8.84% CUM
138,250 -- -- -- 4,010,679 -- --
XXXXXX
TARGETS TRUST XXIV
ENHANCED TERM SEC
PFD STK
5,010 -- -- -- 38,500 -- --
XXXXXX
TELEPHONE & DATA SYSTEMS
NOTES SER A
07.600% DEC 01 2041
4,010 -- -- -- 83,960 -- --
XXXXXX
UAL CORP CAPITAL TRUST I
DEF INT TR ORIG PFD SECS
13.250% DEC 15 2026 CUM
800 0.010 0.00 0 0 -- --
XXXXXX
US CELLULAR CORP
SR NOTES
07.500% JUN 15 2034
6,059 -- -- -- 136,933 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Preferred Stock
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
WELLS FARGO CAP TR IV
TR PFD CAP SEC
7.00% SEP 01 2031
10,500 -- -- -- 251,580 -- --
XXXXXX
WELLS FARGO CAPITAL IX
DEF INT TR ORIG PFD SECS
5.625% APRIL 08 2034
4,500 -- -- -- 90,450 -- --
XXXXXX
WELLS FARGO CAPITAL XI
ENHANCED TRUST PFD SECS
6.250% JUNE 15 2067
6,010 -- -- -- 128,280 -- --
XXXXXX
WELLS FARGO CAPTL TR VII
TRUST PFD SECS
05.850% MAY 01 2033
31,056 -- -- -- 656,524 -- --
XXXXXX
WORTH CORP PFD SER A
6,010 0.010 0.00 0 0 -- --
Total Preferred Stock 153,481,889 (3,458)
Managed Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
BLACKROCK GLOBAL HORIZON
LTD. CLASS A
186,604 -- -- -- 215,248 -- --
XXXXXX
BLACKROCK GLOBAL HORIZON
LTD. CLASS B
633,791 -- -- -- 716,501 -- --
XXXXXX
BLACKROCK GLOBAL HORIZON
LTD. CLASS C
211,685 -- -- -- 487,913 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Managed Futures
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AMLCORNERSTONE FUTURES
ACCESS LTD CL C
156,104 -- -- -- 134,327 -- --
XXXXXX
AMLSELECT FUTURES 1 LTD
4,625,036 -- -- -- 9,933,652 -- --
XXXXXX
AMLTREND-FOLLOWING
FUTURES FUND LTD
(FORMERLY AMLJWH SAF LTD
49,439 -- -- -- 7,218,588 -- --
XXXXXX
AMLWINTON FUTURES
ACCESS LTD CL A
1,660,183 -- -- -- 2,205,055 -- --
XXXXXX
AMLWINTON FUTURES
ACCESS LTD CL C
1,618,679 -- -- -- 2,069,481 -- --
XXXXXX
1MTH CAMPBELL STRATEGIC
ALLOCATION FUND LP
225 -- -- -- 618 -- --
Total Managed Futures 27,645,613 0
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
ADVENT ACCESS LTD,CLASS
C(R)
INTERNATIONAL FUNDS
136,512 -- -- -- 152,143 -- --
XXXXXX
ALPINE ASSOCIATES ACCESS
LTD CL C
100,010 -- -- -- 121,670 -- --
XXXXXX
BLACKROCK EQUITY LG SHT
LTD WHEN ISSUED
262,250 -- -- -- 262,250 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BLACKROCK GALAXITE FUND
OFFSHORE DEC SERIES
1,329 -- -- -- 1,329,010 -- --
XXXXXX
BLACKROCK SELECT HEDGE I
LTD. CLASS B
226,144 -- -- -- 278,722 -- --
XXXXXX
BLACKROCK SELECT HEDGE I
LTD. CLASS C
475,685 -- -- -- 580,811 -- --
XXXXXX
BLACKROCK SELECT HEDGE I
LTD. CLASS G
3,837 -- -- -- 548,635 -- --
XXXXXX
BLACKSQUARE CAP ACCESS
FUND LP CLASS E (USD)
245,768 -- -- -- 24,009,076 -- --
XXXXXX
BLACKSQUARE CAPITAL
ACCESS FUND LP
CLASS E (USD)
14,810 -- -- -- 1,484,554 -- --
XXXXXX
BLACKSQUARE CAPITAL
ACCESS FUND L.P
970 -- -- -- 99,464 -- --
XXXXXX
CHILTON SMALL CAP ACCESS
LTD CLASS A(R)
500,010 -- -- -- 500,450 -- --
XXXXXX
CHILTON SMALL CAP ACCESS
LTD CLASS C(H)
310,841 -- -- -- 405,430 -- --
XXXXXX
COAST ACCESS LTD CL I
1,185,057 -- -- -- 1,690,128 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
CYRUS ACCESS LTD CL A
(H)
82,790 -- -- -- 128,614 -- --
XXXXXX
CYRUS ACCESS LTD CL A
(R)
94,476 -- -- -- 148,573 -- --
XXXXXX
CYRUS ACCESS LTD CL C
(H)
215,094 -- -- -- 324,534 -- --
XXXXXX
GALLEON ACCESS LTD CLASS
C (R)
728,102 -- -- -- 767,492 -- --
XXXXXX
GLBL MACRO HEDGEACCESS
CLASS A(R)
98,010 -- -- -- 101,587 -- --
XXXXXX
GLBL MACRO HEDGEACCESS
CLASS C(R)
483,591 -- -- -- 499,404 -- --
XXXXXX
GLBL MACRO HEDGEACCESS
CLASS I(R)
45,565 -- -- -- 47,060 -- --
XXXXXX
GRAHAM ACCESS LTD
CLASS A
144,740 -- -- -- 163,165 -- --
XXXXXX
HALCYON ACCESS LTD
CLASS A
257,588 -- -- -- 325,900 -- --
XXXXXX
HALCYON ACCESS LTD
CLASS C
1,266,145 -- -- -- 1,575,464 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
LGO ACCESS LTD, CL C (R)
88,129 -- -- -- 116,207 -- --
XXXXXX
LGO ACCESS LTD,CLASS
A(H)
87,083 -- -- -- 125,365 -- --
XXXXXX
LISPENARD ACCESS LTD
CLASS A (R)
2,511,510 -- -- -- 2,357,052 -- --
XXXXXX
LISPENARD ACCESS LTD
CLASS C (R)
788,782 -- -- -- 753,839 -- --
XXXXXX
LISPENARD ACCESS LTD
CLASS I (R)
4,061,779 -- -- -- 3,819,697 -- --
XXXXXX
LISPENARD ACCESS LTD
CLASS A (H)
147,001 -- -- -- 139,827 -- --
XXXXXX
MARINER ACCESS LTD
CLASS A(R)
1,542,564 -- -- -- 1,848,917 -- --
XXXXXX
MARINER ACCESS LTD
CLASS C(H)
97,456 -- -- -- 115,105 -- --
XXXXXX
MARINER ACCESS LTD
CLASS C(R)
631,360 -- -- -- 746,709 -- --
XXXXXX
MARINER ACCESS LTD
CLASS I(R)
1,114,642 -- -- -- 1,340,468 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
AMLGLOBAL INVESTMENTS
FUND LTD SERIES B
2,741,225 -- -- -- 7,951,471 -- --
XXXXXX
AMLGLOBAL INVESTMENTS
FUND LTD
4,901,259 -- -- -- 19,341,348 -- --
XXXXXX
AMLHARMON COVE FUND LTD
NEW
5,364,731 -- -- -- 10,951,562 -- --
XXXXXX
AMLICAHN PARTNERS LTD
CLASS C (R)
3,431,208 -- -- -- 3,437,041 -- --
XXXXXX
AMLICAHN PARTNERS LTD
CLASS C (N)
2,722,872 -- -- -- 2,728,045 -- --
XXXXXX
AMLICAHN PARTNERS LTD
CLASS D (R)
1,376,427 -- -- -- 1,391,568 -- --
XXXXXX
AMLNORTH COVE FUND LTD
1,659,291 -- -- -- 4,873,172 -- --
XXXXXX
AMLZEN ASSET FINANCE
FD LTD (USD), CLASS A
2,705,037 -- -- -- 2,855,708 -- --
XXXXXX
AMLZEN ASSET FINANCE
FD LTD (USD), CLASS C
3,894,185 -- -- -- 4,103,303 -- --
XXXXXX
MW TOPS LTD SHS CLASS US
USD PAR ORDINARY
456,300 4,654,260 Pend Sell --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
RENAISSANCE ACCESS LTD
CLASS C
24,606,220 -- -- -- 25,504,347 -- --
XXXXXX
RENAISSANCE ACCESS LTD
CLASS I
199,594 -- -- -- 209,294 -- --
XXXXXX
RENAISSANCE ACCESS LTD
CLASS D
4,781,028 -- -- -- 5,191,718 -- --
XXXXXX
ROBECO SAGE ACCESS LTD
CLASS A(H)
687,782 -- -- -- 834,348 -- --
XXXXXX
ROBECO SAGE ACCESS LTD
CLASS A( R)
5,017,476 -- -- -- 6,489,481 -- --
XXXXXX
ROBECO SAGE ACCESS LTD
CLASS C(H)
1,820,637 -- -- -- 2,488,291 -- --
XXXXXX
ROBECO SAGE ACCESS LTD
CLASS C(R )
5,949,799 -- -- -- 7,290,289 -- --
XXXXXX
ROBECO SAGE ACCESS LTD
CLASS I(R )
435,125 -- -- -- 542,340 -- --
XXXXXX
ROBECO SAGE ACCESS LTD
WHEN ISSUED
925,010 -- -- -- 925,010 -- --
XXXXXX
SPHINX ACCESS LTD CL AR
10,714 -- -- -- 7,056 -- --
XXXXXX
SPHINX ACCESS LTD CL CH
39,706 -- -- -- 25,864 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
YORK ACCESS LTD,CLASS A
3,482,321 -- -- -- 8,404,582 -- --
XXXXXX
YORK ACCESS LTD,CLASS C
2,721,908 -- -- -- 6,377,158 -- --
XXXXXX
YORK ACCESS LTD,CLASS I
88,300 -- -- -- 222,286 -- --
XXXXXX
YORK TOTAL ACCESS LTD
CL A
574,317 -- -- -- 757,467 -- --
XXXXXX
YORK TOTAL ACCESS LTD
CL C
2,244,903 -- -- -- 2,940,149 -- --
XXXXXX
YORK TOTAL ACCESS LTD CL
CL I
142,007 -- -- -- 188,628 -- --
XXXXXX
YORK TOTAL ACCESS LTD WH
YORK TOTAL ACCESS LTD
400,010 -- -- -- 400,010 -- --
XXXXXX
1861 CAPITAL ACCESS LTD
CLASS A
4,597,386 -- -- -- 4,213,504 -- --
XXXXXX
1861 CAPITAL ACCESS LTD
CLASS C
760,056 -- -- -- 692,031 -- --
XXXXXX
1861 CAPITAL ACCESS LTD
WHEN ISSUED
37,010 -- -- -- 37,010 -- --
Total Hedge Funds 301,888,470 0
Private Equity
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Private Equity
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
BR PRIVATE OPPTYS FD
II LP CL A QTY REFLECTS
ONLY PD IN CONTRIBUTION
3,080 -- -- -- 3,018,400 -- --
XXXXXX
BR PRIVATE OPPTYS FUND
II LP CL I QTY REFLECTS
ONLY PD IN CONTRIBUTION
210 -- -- -- 206,220 -- --
XXXXXX
DIVERSIFIED CDT OPPTY FD
(CAYMAN) 2003 1 LLC QTY
RFLCTS PAID IN CONTRBTNS
388,010 -- -- -- 388,010 -- --
XXXXXX
AMLCRIMSON OFFSHORE LP
CL A-QTY RFLCTS PAID IN
CONTRIBUTION
473 -- -- -- 425,227 -- --
XXXXXX
AMLCRIMSON OFFSHORE LP
CL I-QTY REFLECTS
PAID IN CONTRIBUTION
210 -- -- -- 190,050 -- --
XXXXXX
AMLELEVATION LP OFSHR
CL A QUANTITY REFLECTS
ONLY PAID IN CONTRIBUTNS
743 -- -- -- 699,163 -- --
XXXXXX
AMLPRIVATE EQTY FOCUS FD
OFSHR,LP 00-QTY REFLECTS
ONLY PAID-IN CONTRIBUTNS
6,619 -- -- -- 4,183,208 -- --
XXXXXX
AMLPRIVATE EQTY FUND III
OFSHR LP 00-QTY REFLECTS
ONLY PAID-IN CONTRIBUTNS
1,800 -- -- -- 1,738,800 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Private Equity
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ML- BCP V (OFFSHORE)LP
CL D QTY REFLECTS ONLY
PAID IN CONTRIBUTION
1,400 -- -- -- 1,391,600 -- --
XXXXXX
ML-LEHMAN CROSSROADS
XVIII TR OFSHR CL A QTY
REFLECT PD CONTRIBUTION
1,486 -- -- -- 1,229,820 -- --
XXXXXX
ML-LEHMAN CROSSROADS
XVIII TR OFSHR CL I QTY
REFLECT PD CONTRIBUTION
450 -- -- -- 449,100 -- --
XXXXXX
ML-SILVER LAKE OFFSHORE
II CL A-QUANTITY REFLECT
ONLY PAID-IN CONTRIBUTNS
1,370 -- -- -- 1,513,850 -- --
XXXXXX
ML-SILVER LAKE OFFSHORE
PRTR LP 99-QTY REFLECTS
ONLY PAID-IN CONTRIBUTNS
385 -- -- -- 133,980 -- --
XXXXXX
ML-WARBURG PINCUS II
OFSHR LP 00-QTY REFLECTS
ONLY PAID-IN CONTRIBUTNS
7,760 -- -- -- 10,507,040 -- --
XXXXXX
ML-WELSH CARSON (OFSHR)
LP A-QTY REFLECTS PAID
IN CONTRIBUTIONS
1,080 -- -- -- 1,021,680 -- --
XXXXXX
PASSAGE PORTFOLIO II LP
QUANTITY REFLECTS ONLY
PAID-IN CONTRIBUTIONS
31,200 -- -- -- 33,727,200 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Private Equity
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
1MTH ARTHUR ST PORTIII
CLASS A- QTY REFLECTS
PAID IN CONTRIBUTIONS
9,010 -- -- -- 8,739 -- --
XXXXXX
1MTH BR PRIVATE EQTY SEL
II A LP QTY REFLECTS
PAID-IN CONTRIBUTION
4,010 -- -- -- 4,004 -- --
XXXXXX
1MTH BR PRIVATE EQUITY
SELECT FD A LP-QUANTITY
REFLCT PD IN CONTRIBUTN
4,010 -- -- -- 4,360 -- --
XXXXXX
1MTH BR PRIVATE EQUITY
SELECT FD I LP-QUANTITY
REFLECT PD IN CONTRIBTN
500 -- -- -- 548 -- --
XXXXXX
1MTH AMLCRIMSON OFFSHORE
LP CLASS A-QTY REFLECTS
PAID IN CONTRIBUTION
3,010 -- -- -- 2,697 -- --
XXXXXX
1MTH AMLELEVATION LP
OFSHR CL A QUNTY RFLCTS
ONLY PAID IN CONTRIBUTNS
750 -- -- -- 706 -- --
XXXXXX
1MTH AMLPVT EQTY FOCUS
FD OFSH,LP 00-QTY RFLCTS
ONLY PAID-IN CONTRIBUTNS
250 -- -- -- 158 -- --
XXXXXX
1MTH AMLSILVER LAKE III
OFSHR A
900 -- -- -- 749 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Offshore Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
GAM STRAT DIVERSITY II
FD CLASS A (USD)
8,582 -- -- -- 1,315,792 -- --
XXXXXX
GAM STRAT DIVERSITY II
FD CLASS B (USD)
29,471 -- -- -- 4,247,361 -- --
XXXXXX
GAM STRAT MULTI EMERGING
MARKETS FUND CLASS A
2,502 -- -- -- 920,711 -- --
XXXXXX
GAM STRAT MULTI EMERGING
MARKETS FUND CLASS B
2,817 -- -- -- 937,554 -- --
XXXXXX
GAM STRATEGIC
TRADING III A (USD)
2,196 -- -- -- 304,080 -- --
XXXXXX
GAM STRATEGIC
TRADING III CL B (USD)
7,389 -- -- -- 951,334 -- --
XXXXXX
GAM STRATEGIC
DIVERSITY II FD C (USD)
2,927 -- -- -- 395,057 -- --
XXXXXX
GAM STRATEGIC
MULTI EUROPE FD CLASS A
170 -- -- -- 72,660 -- --
XXXXXX
GAM STRATEGIC
MULTI EUROPE FD CLASS B
4,987 -- -- -- 1,841,500 -- --
XXXXXX
GAM STRATEGIC
TRADING II CL A
3,354 -- -- -- 820,548 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Offshore Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
METEOR OPPORTUNITIES
FUND CL C (USD)
7,480 -- -- -- 940,685 -- --
XXXXXX
METEOR OPPORTUNITIES
FUND CL B (USD)
9,365 -- -- -- 1,164,444 -- --
XXXXXX
MOMENTUM ALLWEATHER
STRATEGY II (USD) CL A
24,612 -- -- -- 3,027,522 -- --
XXXXXX
MOMENTUM ALLWEATHER
STRATEGY II (USD) CL B
11,401 -- -- -- 1,358,771 -- --
XXXXXX
MOMENTUM ALLWEATHER
STRATEGY II (USD) CL C
33,173 -- -- -- 4,016,587 -- --
XXXXXX
MOMENTUM ALLWEATHER FUND
SERIES II CL A (USD)
17,479 -- -- -- 2,480,095 -- --
XXXXXX
MOMENTUM ALLWEATHER FUND
SERIES II CL B (USD)
20,638 -- -- -- 2,807,800 -- --
XXXXXX
MOMENTUM ALLWEATHER FUND
SERIES II CL C (USD)
184,811 -- -- -- 25,679,488 -- --
XXXXXX
MOMENTUM DEBTMASTER FUND
SERIES II CL A (USD)
135,563 -- -- -- 21,558,584 -- --
XXXXXX
MOMENTUM DEBTMASTER FUND
SERIES II CL B (USD)
20,377 -- -- -- 3,106,677 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Offshore Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PERMAL EUROPE US DOLLAR
HEDGE LTD CL B (USD)
294 -- -- -- 507,218 -- --
XXXXXX
PERMAL EUROPEAN HOLDINGS
CLASS C (USD)
663.6430 -- -- -- 1,324,598 -- --
XXXXXX
PERMAL EUROPEAN HOLDINGS
FD CL A
947.6750 -- -- -- 2,087,851 -- --
XXXXXX
PERMAL EUROPEAN HOLDINGS
FD CL B
555.1410 -- -- -- 1,108,034 -- --
XXXXXX
PERMAL FIXED INCOME
HOLDINGS N.V. CL C (USD)
69,924.1250 -- -- -- 35,243,857 -- --
XXXXXX
PERMAL FIXED INCOME
HOLDINGS NV CL N (USD)
9,784 -- -- -- 11,104,938 -- --
XXXXXX
PERMAL FIXED INCOME
HOLDINGS N.V. CL A (USD)
30,765.4300 -- -- -- 20,524,849 -- --
XXXXXX
PERMAL FIXED INCOME
HOLDINGS N.V. CL B (USD)
35,217.2480 -- -- -- 17,750,550 -- --
XXXXXX
PERMAL FIXED INCOME
SPECIAL OPPS FD CL B
3,322.5190 -- -- -- 15,853,931 -- --
XXXXXX
PERMAL FIXED INCOME SPEC
OPP LTD
7,580.2970 -- -- -- 39,774,349 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Offshore Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
PERMAL INDIA HOLDINGS
LTD FD CL C (USD)
1,299 -- -- -- 1,888,109 -- --
XXXXXX
PERMAL INVESTMENT
HOLDINGS CL C (USD)
12,495.4190 -- -- -- 57,985,742 -- --
XXXXXX
PERMAL INVESTMENT
HOLDINGS NV CL A
27,035.2480 -- -- -- 140,524,353 -- --
XXXXXX
PERMAL INVST HOLDGS CL B
14,146.2480 -- -- -- 65,646,397 -- --
XXXXXX
PERMAL JAPAN
HOLDINGS FD CL A
3,652.9930 -- -- -- 10,059,722 -- --
XXXXXX
PERMAL JAPAN
HOLDINGS CL B
3,332.4460 -- -- -- 8,258,534 -- --
XXXXXX
PERMAL JAPAN HOLDINGS
CLASS C (USD)
2,508.6120 -- -- -- 6,216,892 -- --
XXXXXX
PERMAL LG SH GL EQTY
HOLDING CL A (USD)
5,549.3820 -- -- -- 8,878,290 -- --
XXXXXX
PERMAL LG SH GL EQTY
HOLDING CL B (USD)
1,939.6720 -- -- -- 2,918,508 -- --
XXXXXX
PERMAL LONG SHORT GLOBAL
EQTY HOLD CL C (USD)
5,948 -- -- -- 8,911,983 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Offshore Hedge Funds
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
SELIGMAN NEW TECHNOLOGY
VENTURE FD CL A
5,397.8070 -- -- -- 72,277 -- --
Total Offshore Hedge Funds 924,680,719 0
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
ARIS PERMAL 2.5 FUND
USD PAR ORDINARY
11,465 19,893,495 Pend Sell --
XXXXXX
BGL PERMAL BASKET JAN 08
USD PAR UNIT
50 -- -- -- 56,775 -- --
XXXXXX
CHINA DIR ASSETS USD
USD PAR UNIT
9,289 -- -- -- 2,849,679 -- --
XXXXXX
CITIGROUP GLOBAL MKT HLD
ENH INC STRAT LKD 2004-
PPN
3,200 -- -- -- 31,712 -- --
XXXXXX
MER DEFENSE COMPS
USD PAR ORDINARY
485 -- -- -- 1,115,839 -- --
XXXXXX
MER PHARMA COMPS
USD PAR UNIT NEW
185 -- -- -- 905,066 -- --
XXXXXX
AMLMITTS'NKY'SV=15130.50
LNDK TO THE NIKKEI 225
DUE JUNE 05 2009
15,010 -- -- -- 157,500 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
ML&CO CHINA DIR ASII-USD
USD PAR UNIT
11,200 -- -- -- 2,866,752 -- --
XXXXXX
ML&CO CURR CHF/JPY
100% PROT CHF/JPY
SV=99.363 DUE 09/08/08
7,010 -- -- -- 70,010 -- --
XXXXXX
ML&CO GAIN V USD 29JUL10
USD PAR PART PFD
8,500 -- -- -- 772,735 -- --
XXXXXX
ML&CO GAIN 4 USD 08APR09
USD PAR PART PFD
12,500 -- -- -- 1,330,375 -- --
XXXXXX
ML&CO JP DIR USD 08NOV13
USD PAR UNIT
11,500 -- -- -- 1,482,485 -- --
XXXXXX
ML&CO MITTS DJIA
INDX START VALUE 8,659
DUE 09/29/2008
1,010 -- -- -- 13,020 -- --
XXXXXX
ML&CO PBN PHLX SV=486.97
PROTECTD BEAR NTS (PHLX)
DUE JUNE 4, 2009
30,010 -- -- -- 397,800 -- --
XXXXXX
ML&CO PRISE USD NOTES
USD PAR UNIT NEW
4,500 -- -- -- 504,900 -- --
XXXXXX
ML&CO PROCEEDS SELECT 10
NEW MONEY SER PROC
ZERO% SEP 29 2009
20,010 -- -- -- 191,600 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD CENTAURI CORP
SER BSKT
ZERO% DEC 02 2009
100,010 -- -- -- 109,068 -- --
XXXXXX
USD KBC 215% NIKKEI
ZERO% OCT 18 2010
300,010 -- -- -- 393,450 -- --
XXXXXX
USD MERRILL LYNCH
ZERO% MAY 26 2009
100,010 -- -- -- 107,770 -- --
XXXXXX
USD MERRILL LYNCH
SER NKY
10.400% FEB 15 2016
4,580,010 -- -- -- 4,257,110 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% FEB 17 2011
300,010 -- -- -- 411,120 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% NOV 21 2008
50,010 -- -- -- 52,679 -- --
XXXXXX
USD MERRILL LYNCH
SER BSKT
ZERO% MAR 01 2010
700,010 -- -- -- 699,409 -- --
XXXXXX
USD MERRILL LYNCH
SER SX5E
9.010% JUN 29 2017
300,010 -- -- -- 283,665 -- --
XXXXXX
USD MERRILL LYNCH & CO
ZERO% MAY 27 2008
100,010 -- -- -- 128,150 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 10YR NKY-SX5E AUTOCA
FLOAT RATE AUG 21 2010
50,010 -- -- -- 45,525 -- --
XXXXXX
USD 10YR SPX-SX5E
VARI% DEC 22 2016
100,010 -- -- -- 95,807 -- --
XXXXXX
USD 12M EMERGING ASIA
FX NOTE II
ZERO% JUN 25 2008
11,430,010 -- -- -- 11,692,890 -- --
XXXXXX
USD 12M EMERGING ASIA FX
ZERO% DEC 11 2008
470,010 -- -- -- 465,300 -- --
XXXXXX
USD 12M JPY LOCK IN NOTE
ZERO% AUG 04 2008
100,010 -- -- -- 100,870 -- --
XXXXXX
USD 18M BEARISH EUR NOTE
ZERO% MAY 05 2009
420,010 -- -- -- 415,758 -- --
XXXXXX
USD 18M GEIB KO NOTE
ZERO% MAR 18 2008
50,010 -- -- -- 53,482 -- --
XXXXXX
USD 18M GEIB KO NOTE
100%
ZERO% APR 30 2008
350,010 -- -- -- 370,582 -- --
XXXXXX
USD 18M SPX ABSOLUTE NOT
ZERO% FEB 17 2009
1,050,010 -- -- -- 1,021,125 -- --
XXXXXX
USD 18MTH GOLD NOTE 100%
ZERO% SEP 30 2008
300,010 -- -- -- 305,164 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 3Y URANIUM & SOLAR N
VARI% SEP 10 2010
100,010 -- -- -- 99,605 -- --
XXXXXX
USD 3Y 1M MER JAPAN PER
E-COMPS
ZERO% MAY 06 2009
200,010 -- -- -- 184,780 -- --
XXXXXX
USD 3Y 1W MER DEFENSE
COMPS
ZERO% JUL 02 2010
225,010 -- -- -- 216,872 -- --
XXXXXX
USD 3Y 12.4% GEIB
AUTOCALL NOT
12.400% OCT 19 2010
6,670,010 -- -- -- 6,219,442 -- --
XXXXXX
USD 3YR ALLOCATOR 100%
ZERO% MAR 30 2010
200,010 -- -- -- 204,010 -- --
XXXXXX
USD 3YR ASIA BKT 95%
MIN
ZERO% MAR 08 2010
55,010 -- -- -- 68,956 -- --
XXXXXX
USD 3YR BIOFUELS 97% MIN
ZERO% DEC 13 2010
200,010 -- -- -- 200,010 -- --
XXXXXX
USD 3YR DJ-AIG COMMODI
TY LIRN
ZERO% MAY 06 2008
100,010 -- -- -- 117,210 -- --
XXXXXX
USD 3YR GEIB NOTE
MIN 100%
ZERO% DEC 48 2008
2,600,010 -- -- -- 2,734,953 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 3YR SD3E-SX5E OUTPER
NOTE100% MIN
ZERO% MAR 15 2010
100,010 -- -- -- 94,124 -- --
XXXXXX
USD 3YR TOTAL ASIA NOTE
ZERO% APR 30 2008
100,010 -- -- -- 142,270 -- --
XXXXXX
USD 3YR US BSKT COUPON
VARI% FEB 22 2010
1,170,010 -- -- -- 1,080,144 -- --
XXXXXX
USD 3YR USD MILCO ASIA
VARI% APR 48 2010
100,010 -- -- -- 99,010 -- --
XXXXXX
USD 3YR USD MLCO HSCEI
SPX OP NONPP
16.500% NOV 15 2010
900,010 -- -- -- 795,555 -- --
XXXXXX
USD 3YR 1MONTH MER LARGE
CAP COMPS
UIF USD SHS
50 -- -- -- 712,098 -- --
XXXXXX
USD 3YR 2 M MER NKY NOTE
100% MIN
ZERO% MAR 02 2009
250,010 -- -- -- 256,925 -- --
XXXXXX
USD 3YRS KOREA PPN
NOTE 95% MIN
ZERO% JUL 30 2010
350,010 -- -- -- 350,910 -- --
XXXXXX
USD 38MTH ILP NIKKEI 225
NOTE 100% MIN
ZERO% AUG 14 2008
300,010 -- -- -- 401,610 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 4YR MER NKY NOTE
100%MIN
ZERO% FEB 17 2010
800,010 -- -- -- 796,640 -- --
XXXXXX
USD 4YR NIKKEI PPN
100% MIN
ZERO% DEC 02 2009
50,010 -- -- -- 53,010 -- --
XXXXXX
USD 4YR USD ALLOCATOR IV
100% MIN
ZERO% DEC 21 2009
200,010 -- -- -- 205,680 -- --
XXXXXX
USD 5 YR GEIB NOTE 100%
MIN
ZERO% SEP 02 2010
700,010 -- -- -- 764,659 -- --
XXXXXX
USD 5 YR GEIB PPN 114%
ZERO% FEB 03 2011
1,100,010 -- -- -- 1,195,772 -- --
XXXXXX
USD 5 YR IL&P DJ
EUROSTOXX 50
ZERO% APR 16 2010
200,010 -- -- -- 306,580 -- --
XXXXXX
USD 5.5 YR 5.5 YR
MULTI-ASSET NOTE 100%
ZERO% JUL 31 2010
100,010 -- -- -- 133,040 -- --
XXXXXX
USD 5.5YR MER MAP NOTE
100% MIN
ZERO% MAR 02 2010
800,010 -- -- -- 1,035,760 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 5YR GEIB NOTE 115%
MIN
ZERO% APR 26 2010
300,010 -- -- -- 357,512 -- --
XXXXXX
USD 5YR GEIB PLUS NOTE
110% MIN
ZERO% MAR 24 2010
100,010 -- -- -- 128,456 -- --
XXXXXX
USD 5YR GEIB PLUS NOTE
110%
ZERO% APR 01 2010
200,010 -- -- -- 260,725 -- --
XXXXXX
USD 5YR GEMS 3 NOTE
100% MIN
ZERO% OCT 02 2012
1,100,010 -- -- -- 1,169,685 -- --
XXXXXX
USD 5YR IL&P DOW ROTATOR
100% MIN
VARI% JAN 27 2010
500,010 -- -- -- 483,150 -- --
XXXXXX
USD 5YR ILP NIKKEI
100 % MIN
ZERO% JAN 26 2011
200,010 -- -- -- 188,800 -- --
XXXXXX
USD 5YR KOMM AUSTRIA GEI
ZERO% OCT 30 2012
1,400,010 -- -- -- 1,360,730 -- --
XXXXXX
USD 5YR MER ASIAN BASKET
NOTE
ZERO% FEB 48 2011
250,010 -- -- -- 282,875 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 5YR MER GEIB NOTE
100% MIN
ZERO% FEB 17 2009
250,010 -- -- -- 337,514 -- --
XXXXXX
USD 5YR MER GEIB NOTE
105% MIN
ZERO% MAR 21 2011
450,010 486,515 Pend Sell --
XXXXXX
USD 5YR MER GEIB NOTE
100% MIN
ZERO% MAR 31 2011
1,100,010 -- -- -- 1,188,941 -- --
XXXXXX
USD 5YR MER GEMS II 100
ZERO% APR 10 2012
675,010 -- -- -- 848,205 -- --
XXXXXX
USD 5YR MER GEMS IV NOTE
ZERO% NOV 30 2012
550,010 -- -- -- 566,528 -- --
XXXXXX
USD 5YR MER INDIA FUND
NOTE 90%MIN
ZERO% NOV 30 2012
1,050,010 -- -- -- 1,102,973 -- --
XXXXXX
USD 5YR MER NASDAQ
LOCKIN 110% MIN
ZERO% JUL 30 2009
350,010 -- -- -- 370,125 -- --
XXXXXX
USD 5YR MER NASDAQ REV
NOTES SER NDX
ZERO% APR 30 2009
100,010 -- -- -- 105,090 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 5YR MER S&P500 REV
FLR 111% MIN
ZERO% AUG 04 2009
150,010 -- -- -- 153,525 -- --
XXXXXX
USD 5YR MER S&P500 REV F
ZERO% JAN 30 2009
400,010 -- -- -- 412,960 -- --
XXXXXX
USD 5YR MER S&P500 REV F
ZERO% SEP 08 2008
50,010 -- -- -- 60,330 -- --
XXXXXX
USD 5YR MER XINHUA CHINA
90% MIN
ZERO% NOV 01 2012
600,010 -- -- -- 585,120 -- --
XXXXXX
USD 5YR NKY AUTOCALL
100% MIN
VARI% DEC 22 2011
250,010 -- -- -- 485,350 -- --
XXXXXX
USD 5YR PFE DOW AUTOCALL
100%
VARI% OCT 18 2010
100,010 -- -- -- 93,200 -- --
XXXXXX
USD 5YR USD MLRICI
COMPS
ZERO% DEC 02 2010
600,010 -- -- -- 737,640 -- --
XXXXXX
USD 5YR USD NKY
EPN 95% MIN
ZERO% DEC 14 2010
1,050,010 -- -- -- 1,093,155 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
USD 7YR MER S&P500 INFL
PEN 100%MIN
ZERO% MAY 03 2010
150,010 -- -- -- 216,045 -- --
XXXXXX
WT01 09MLICO DJ-AIG SFTS
USD
250 -- -- -- 1,610,010 -- --
XXXXXX
WT01 09MLICO DJAIG GRAIN
USD
490 -- -- -- 7,570,500 -- --
XXXXXX
WT06 09 1.5Y AMLEUROPE1
USD PAR ORDINARY
1,525 -- -- -- 1,942,949 -- --
XXXXXX
WT09 14BULLISH SUGAR WT
USD
40,010 -- -- -- 24,010 -- --
XXXXXX
10YR MER JPN DIRII 100%
MIN
48,010 -- -- -- 2,421,670 -- --
XXXXXX
12M GULF CURRENCY BSKT
NOTE TRANCHE III
ZERO% DEC 15 2008
5,200,010 -- -- -- 5,111,600 -- --
XXXXXX
12M S&P 500 ABSOLUTE
NOTE
ZERO% DEC 18 2008
120,010 100.010 100.00 120,010 120,010 -- --
XXXXXX
18M ASIAN FX
NOTE
ZERO% MAY 26 2009
1,250,010 -- -- -- 1,250,010 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Structured Products
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
5YR MER GEIB NOTE
117% MIN
1,010,010 -- -- -- 1,055,755 -- --
XXXXXX
5YR MER PERMAL DYN LEV
USD PAR UNIT
1,010 -- -- -- 162,250 -- --
XXXXXX
5YR MLSA GLOBAL ONE 100
USD PAR UNIT NEW
650,010 -- -- -- 643,110 -- --
XXXXXX
5YR MLSA INT ONE (II)100
USD PAR ORDINARY
1,825,010 -- -- -- 1,878,290 -- --
XXXXXX
5YR NIB PERMAL BSKT 107%
USD PAR ORDINARY
2,010 -- -- -- 484,210 -- --
XXXXXX
6Y 100% MIN SX5E+NKY
91.5%P
ZERO% OCT 03 2011
2,500,010 -- -- -- 2,774,213 -- --
XXXXXX
6YR CODE CASH VERSION100
USD PAR ORDINARY
1,010 -- -- -- 96,520 -- --
XXXXXX
8YR MER AXA CASH RSV 100
USD PAR PART PFD
3,500 -- -- -- 304,360 -- --
Total Structured Products 205,915,926 0
Real Assets
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)
XXXXXX
GOLD AMER EAGLE 1 OZ
65 -- -- -- 51,675 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Limited Partnership
Unit Cost UnrealizedSecurity Description Quantity Cost($) Price($) Basis($) Market Value($) Gain/(Loss)($) G/(L)(%)XXXXXX
KINDER MORGAN ENERGY
PARTNERS LP
3,300 -- -- -- 173,184 -- --
XXXXXX
MAVERICK FUND
PARTICIPATING SHARES 98
4,334 -- -- -- 4,924,413 -- --
XXXXXX
MAVERICK LEVERED FD LTD
CLASS A NON RESTRICTED
SERIES 1
2,412 -- -- -- 11,450,927 -- --
XXXXXX
AMLKECALP INTL L P 99
50 0.010 0.00 0 0 -- --
XXXXXX
AMLPRIVATE EQTY FOCUS FD
OFSHR DEFAULTED UNITS
672 0.010 0.00 0 0 -- --
XXXXXX
NAVIOS MARITIME PARTNERS
LP
1,210 -- -- -- 22,204 -- --
XXXXXX
PUTNAM PRIVATE EQUITY
FUND 00-QTY REFLECTS
TOTAL COMMITMENT CLASS 1
3,800 -- -- -- 2,988,852 -- --
XXXXXX
PUTNAM PRIVATE EQUITY
FUND 00-QTY REFLECTS
TOTAL COMMITMENT CLASS 2
5,010 0.010 0.00 0 0 -- --
XXXXXX
SUBURBAN PROPANE
PARTNERS L P UNIT
600 -- -- -- 24,786 -- --
XXXXXX
TEEKAY OFFSHORE PARTNERS
L P
3,500 -- -- -- 88,760 -- --
August 8th, 2008
For Informational Purposes Only
Prices are delayed at least by at least 1 business day.
Unrealized
Market Value($) Gain/(Loss)($)
Long Term Losses 0
Total Long Term Gain/(Loss) 0
Unrealized
Market Value($) Gain/(Loss)($)
Total Holdings (Cash Balance, Money Accounts and Priced
Investments)
8,535,018,097 (2,373,962)
Total Margin Balance (Settled and Unsettled) (103,152,513)
Total Portfolio Value 8,431,865,583
Total Cash Balance (Settled and Unsettled) 0
Short Term Gain 71,052
Short Term Loss (2,445,013)
Total Short Term Gain/(Loss) (2,373,962)
Long Term Gain 0
Long Term Loss 0
Total Long Term Gain/(Loss) 0
August 8th, 2008
For Informational Purposes Only