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hsbc13f-0306.txt





                             13F-HR
                             FORM 13F HR

                       	UNITED STATES
                SECURITIES AND EXCHANGE COMMISSION
                       WASHINGTON, D.C.  20549

                              FORM 13F

                        FORM 13F COVER PAGE

REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 31 March 2006

CHECK HERE IF AMENDMENT ( ); AMENDMENT NUMBER:
THIS AMENDMENT (CHECK ONLY ONE.):  ( ) IS A RESTATEMENT.
                                   ( ) ADDS NEW HOLDINGS ENTRIES

INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:

NAME:    HSBC HOLDINGS PLC
ADDRESS: 8 CANADA SQUARE, LONDON E14 5HQ

THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE
PERSON BY WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON
SIGNING THE REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL
INFORMATION CONTAINED HEREIN IS MATERIALLY TRUE, CORRECT AND
COMPLETE, AND THAT IT IS UNDERSTOOD THAT ALL REQUIRED ITEMS,
STATEMENTS, SCHEDULES, LISTS, AND TABLES, ARE CONSIDERED INTEGRAL
PARTS OF THIS FORM.

PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER:


NAME:     H. V. Taylor
TITLE:    Head of Operational Risk and Regulatory Reporting
PHONE:    + 44 (0)20 7992 1234

SIGNATURE, PLACE, AND DATE OF SIGNING:



/s/ H.V.Taylor        	 LONDON UK        15 May 2006


REPORT TYPE (CHECK ONLY ONE):

( X )        13F HOLDINGS REPORT

(   )        13F NOTICE

(   )        13F COMBINATION REPORT



LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:

1. HSBC BANK ARGENTINA S.A.
2. HSBC BANK CANADA
3. HSBC BANK PLC
4. HSBC BANK USA N.A.
5. HSBC HONG KONG TRUSTEE OPERATIONS
6. HSBC INVESTMENTS (HONG KONG) LTD
7. HSBC INVESTMENTS (UK) LTD






I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.




FORM 13F SUMMARY PAGE

REPORT SUMMARY:

NUMBER OF OTHER INCLUDED MANAGERS:             7

FORM 13F INFORMATION TABLE ENTRY TOTAL:     6,292

FORM 13F INFORMATION TABLE VALUE TOTAL:      $21,058,479

LIST OF OTHER INCLUDED MANAGERS:


1. HSBC BANK ARGENTINA S.A
2. HSBC BANK CANADA
3. HSBC BANK PLC
4. HSBC BANK USA N.A.
5. HSBC HONG KONG TRUSTEE OPERATIONS
6. HSBC INVESTMENTS (HONG KONG) LTD
7. HSBC INVESTMENTS (UK) LTD






HSBC HOLDINGS PLC
REGULATION 13F REPORTING
REPORT DATE: 31 March 2006





                                                                                    SHARES OR
          NAME OF ISSUER             TITLE OF CLASS       CUSIP      FAIR MARKET    PRINCIPAL
                                                                     VALUE (x1000)  AMOUNT
                               		                        
ABB LTD                           SPONSORED ADR       000375204              38       3,050
ABB LTD                           SPONSORED ADR       000375204             161      12,800
ABB LTD                           SPONSORED ADR       000375204           1,255     100,000
A D C TELECOMMUNICATIONS          COM NEW             000886309               4         139
A D C TELECOMMUNICATIONS          COM NEW             000886309             167       6,534
A D C TELECOMMUNICATIONS          COM NEW             000886309          19,193     750,000
ABN AMRO HLDG NV                  SPONSORED ADR       000937102               9         300
ABN AMRO HLDG NV                  SPONSORED ADR       000937102              61        2053
ABN AMRO HLDG NV                  SPONSORED ADR       000937102             266        8906
ABN AMRO HLDG NV                  SPONSORED ADR       000937102             601      20,113
ABM INDS INC                      COM                 000957100             561      29,242
AFLAC INC                         COM                 001055102               9         207
AFLAC INC                         COM                 001055102              54       1,200
AFLAC INC                         COM                 001055102             121        2675
AFLAC INC                         COM                 001055102             288       6,382
AFLAC INC                         COM                 001055102           5,156     114,242
AFLAC INC                         COM                 001055102          15,088     334,331
AES CORP                          COM                 00130H105               5         280
AES CORP                          COM                 00130H105             107       6,269
AES CORP                          COM                 00130H105             177      10,400
AES CORP                          COM                 00130H105           2,084     122,144
AES CORP                          COM                 00130H105           8,530     500,000
AMB PROPERTY CORP                 COM                 00163T109             499       9,190
AMR CORP                          COM                 001765106              40       1,472
AMR CORP                          COM                 001765106              54       2,012
AMR CORP                          COM                 001765106              68       2,500
AMR CORP                          COM                 001765106             357       13200
ATI TECHNOLOGIES INC              COM                 001941103              17        1000
ATI TECHNOLOGIES INC              COM                 001941103              34       1,974
ATI TECHNOLOGIES INC              COM                 001941103              80       4,641
ATI TECHNOLOGIES INC              COM                 001941103           1,582      92,075
AT&T INC                          COM                 00206R102               2          56
AT&T INC                          COM                 00206R102               7         241
AT&T INC                          COM                 00206R102              15         545
AT&T INC                          COM                 00206R102              56        2083
AT&T INC                          COM                 00206R102              59       2,182
AT&T INC                          COM                 00206R102              63       2,336
AT&T INC                          COM                 00206R102              93       3,452
AT&T INC                          COM                 00206R102             208        7690
AT&T INC                          COM                 00206R102             313      11,560
AT&T INC                          COM                 00206R102           1,162      42,983
AT&T INC                          COM                 00206R102           3,534     130,705
AT&T INC                          COM                 00206R102           3,750     138,670
AT&T INC                          COM                 00206R102           8,985     332,285
AT&T INC                          COM                 00206R102          19,999     739,606
AT&T INC                          COM                 00206R102         216,320   8,000,000
AU OPTRONICS CORP                 SPONSORED ADR       002255107               1          96
AU OPTRONICS CORP                 SPONSORED ADR       002255107               1          50
AU OPTRONICS CORP                 SPONSORED ADR       002255107              41       2,725
AU OPTRONICS CORP                 SPONSORED ADR       002255107             105       7,058
AU OPTRONICS CORP                 SPONSORED ADR       002255107             353       23707
AU OPTRONICS CORP                 SPONSORED ADR       002255107             509      34,108
AU OPTRONICS CORP                 SPONSORED ADR       002255107             765      51,300
AU OPTRONICS CORP                 SPONSORED ADR       002255107           4,449     298,400
AU OPTRONICS CORP                 SPONSORED ADR       002255107           4,880     327,277
AVX CORP NEW                      COM                 002444107              48       2,700
AVX CORP NEW                      COM                 002444107             153       8,628
AARON RENTS INC                   COM                 002535201             645      23,739
ABAXIS INC                        COM                 002567105             597      26,301
ABBOTT LABS                       COM                 002824100              10         230
ABBOTT LABS                       COM                 002824100              85       2,000
ABBOTT LABS                       COM                 002824100             126       2,960
ABBOTT LABS                       COM                 002824100             127       3,000
ABBOTT LABS                       COM                 002824100             263       6,200
ABBOTT LABS                       COM                 002824100             280       6,601
ABBOTT LABS                       COM                 002824100             311        7315
ABBOTT LABS                       COM                 002824100             549       12935
ABBOTT LABS                       COM                 002824100             559      13,163
ABBOTT LABS                       COM                 002824100             745      17,532
ABBOTT LABS                       COM                 002824100             848      19,975
ABBOTT LABS                       COM                 002824100           2,124      50,000
ABBOTT LABS                       COM                 002824100           3,932      92,577
ABBOTT LABS                       COM                 002824100           7,638     179,849
ABBOTT LABS                       COM                 002824100           9,947     234,210
ABBOTT LABS                       COM                 002824100          13,089     308,186
ABERCROMBIE & FITCH CO            CL A                002896207               6         100
ABERCROMBIE & FITCH CO            CL A                002896207              80       1,365
ABERCROMBIE & FITCH CO            CL A                002896207             795      13,630
ABBEY NATL PLC                    ADR PRF B7.375      002920700              53       2,000
ABBEY NATL PLC                    ADR PRF B7.375      002920700           5,502     209,050
ABGENIX INC                       COM                 00339B107             533      23,700
ABGENIX INC                       COM                 00339B107           5,690     252,890
ACTIVIDENTITY CORP                COM                 00506P103               4       1,025
ACTIVIDENTITY CORP                COM                 00506P103              84      20,000
ACTUATE CORP                      COM                 00508B102              77      18,052
ADOBE SYS INC                     COM                 00724F101               7         186
ADOBE SYS INC                     COM                 00724F101               9         250
ADOBE SYS INC                     COM                 00724F101              20         584
ADOBE SYS INC                     COM                 00724F101              35       1,000
ADOBE SYS INC                     COM                 00724F101              35        1000
ADOBE SYS INC                     COM                 00724F101              42       1,200
ADOBE SYS INC                     COM                 00724F101             185       5,306
ADOBE SYS INC                     COM                 00724F101           3,237      92,614
ADOBE SYS INC                     COM                 00724F101           3,955     113,162
ADOBE SYS INC                     COM                 00724F101           4,270     122,173
ADOBE SYS INC                     COM                 00724F101          17,475     500,000
ADVANCED SEMICONDUCTOR ENGR       SPONSORED ADR       00756M404             250      53,700
ADVANTAGE ENERGY INCOME FD        TR UNIT             00762L101             266      13,850
ADVANCED MICRO DEVICES INC        COM                 007903107               5         160
ADVANCED MICRO DEVICES INC        COM                 007903107              76       2,300
ADVANCED MICRO DEVICES INC        COM                 007903107             117       3,540
ADVANCED MICRO DEVICES INC        COM                 007903107             293       8,826
ADVANCED MICRO DEVICES INC        COM                 007903107             365       11000
ADVANCED MICRO DEVICES INC        COM                 007903107             380      11,460
ADVANCED MICRO DEVICES INC        COM                 007903107           2,034      61,324
ADVANCED MICRO DEVICES INC        COM                 007903107           3,707     111,787
AEGON N V                         ORD AMER REG        007924103               0          16
AEGON N V                         ORD AMER REG        007924103               6         313
AEGON N V                         ORD AMER REG        007924103              26       1,409
AEGON N V                         ORD AMER REG        007924103              28        1536
AEGON N V                         ORD AMER REG        007924103             132        7176
AEGON N V                         ORD AMER REG        007924103             426      23,135
AETNA INC NEW                     COM                 00817Y108               4          78
AETNA INC NEW                     COM                 00817Y108               6         112
AETNA INC NEW                     COM                 00817Y108              20         400
AETNA INC NEW                     COM                 00817Y108              23         470
AETNA INC NEW                     COM                 00817Y108             364       7,400
AETNA INC NEW                     COM                 00817Y108             393       8,000
AETNA INC NEW                     COM                 00817Y108             462       9,400
AETNA INC NEW                     COM                 00817Y108             467       9,503
AETNA INC NEW                     COM                 00817Y108           1,435      29,200
AETNA INC NEW                     COM                 00817Y108           1,936      39,400
AETNA INC NEW                     COM                 00817Y108           5,478     111,470
AFFILIATED COMPUTER SERVICES      CL A                008190100              89       1,500
AFFILIATED COMPUTER SERVICES      CL A                008190100             120       2,015
AFFILIATED COMPUTER SERVICES      CL A                008190100             489       8,194
AFFILIATED COMPUTER SERVICES      CL A                008190100             812      13,609
AFFILIATED COMPUTER SERVICES      CL A                008190100           1,388      23,267
AFFILIATED COMPUTER SERVICES      CL A                008190100           1,747      29,275
AFFILIATED COMPUTER SERVICES      CL A                008190100           2,207      37,000
AGERE SYS INC                     COM                 00845V308               0           5
AGERE SYS INC                     COM                 00845V308               0           7
AGERE SYS INC                     COM                 00845V308               0          26
AGERE SYS INC                     COM                 00845V308               1          87
AGERE SYS INC                     COM                 00845V308               2         132
AGERE SYS INC                     COM                 00845V308               2         114
AGERE SYS INC                     COM                 00845V308               4         236
AGERE SYS INC                     COM                 00845V308               7         478
AGERE SYS INC                     COM                 00845V308              20       1,316
AGERE SYS INC                     COM                 00845V308              49        3289
AGERE SYS INC                     COM                 00845V308             263      17,491
AGILENT TECHNOLOGIES INC          COM                 00846U101               3          76
AGILENT TECHNOLOGIES INC          COM                 00846U101              43       1,143
AGILENT TECHNOLOGIES INC          COM                 00846U101              56       1,500
AGILENT TECHNOLOGIES INC          COM                 00846U101              56        1500
AGILENT TECHNOLOGIES INC          COM                 00846U101              75       2,000
AGILENT TECHNOLOGIES INC          COM                 00846U101             185       4,936
AGILENT TECHNOLOGIES INC          COM                 00846U101             189       5,026
AGILENT TECHNOLOGIES INC          COM                 00846U101             249       6,628
AGILENT TECHNOLOGIES INC          COM                 00846U101             252       6,704
AGILENT TECHNOLOGIES INC          COM                 00846U101           2,941      78,312
AGRIUM INC                        COM                 008916108           8,104     320,812
AIR PRODS & CHEMS INC             COM                 009158106              27         400
AIR PRODS & CHEMS INC             COM                 009158106              34         500
AIR PRODS & CHEMS INC             COM                 009158106             191        2850
AIR PRODS & CHEMS INC             COM                 009158106             403       6,000
AIR PRODS & CHEMS INC             COM                 009158106           2,547      37,907
AKAMAI TECHNOLOGIES INC           COM                 00971T101             132       4,000
AKAMAI TECHNOLOGIES INC           COM                 00971T101             230        7000
AKAMAI TECHNOLOGIES INC           COM                 00971T101             329      10,000
AKAMAI TECHNOLOGIES INC           COM                 00971T101             651      19,800
AKAMAI TECHNOLOGIES INC           COM                 00971T101           1,349      41,013
AKORN INC                         COM                 009728106              97      20,000
AKZO NOBEL NV                     SPONSORED ADR       010199305               8         150
AKZO NOBEL NV                     SPONSORED ADR       010199305              18         350
AKZO NOBEL NV                     SPONSORED ADR       010199305             151       2,865
AKZO NOBEL NV                     SPONSORED ADR       010199305             227        4310
ALBERTO CULVER CO                 COM                 013068101              49       1,105
ALBERTO CULVER CO                 COM                 013068101             473      10,705
ALBERTSONS INC                    COM                 013104104               6         253
ALBERTSONS INC                    COM                 013104104              23         900
ALBERTSONS INC                    COM                 013104104              35        1345
ALBERTSONS INC                    COM                 013104104              48        1870
ALBERTSONS INC                    COM                 013104104             219       8,526
ALBERTSONS INC                    COM                 013104104             334      13,000
ALBERTSONS INC                    COM                 013104104           1,922      74,855
ALBERTSONS INC                    COM                 013104104           3,773     147,000
ALCAN INC                         COM                 013716105               7         150
ALCAN INC                         COM                 013716105              23         508
ALCAN INC                         COM                 013716105              85       1,851
ALCAN INC                         COM                 013716105           3,821      83,552
ALCOA INC                         COM                 013817101               3         100
ALCOA INC                         COM                 013817101               6         200
ALCOA INC                         COM                 013817101              18         600
ALCOA INC                         COM                 013817101              25         825
ALCOA INC                         COM                 013817101              51       1,656
ALCOA INC                         COM                 013817101              58       1,905
ALCOA INC                         COM                 013817101              76       2,500
ALCOA INC                         COM                 013817101              86       2,807
ALCOA INC                         COM                 013817101             162       5,286
ALCOA INC                         COM                 013817101             171       5,600
ALCOA INC                         COM                 013817101             201       6,580
ALCOA INC                         COM                 013817101             376       12300
ALCOA INC                         COM                 013817101             761      24,887
ALCOA INC                         COM                 013817101             785      25,671
ALCOA INC                         COM                 013817101           1,049      34,338
ALCOA INC                         COM                 013817101           4,879     159,659
ALCOA INC                         COM                 013817101           4,908     160,613
ALCATEL                           SPONSORED ADR       013904305              11         729
ALCATEL                           SPONSORED ADR       013904305              13         850
ALCATEL                           SPONSORED ADR       013904305              24        1585
ALCATEL                           SPONSORED ADR       013904305             170      11,062
ALCATEL                           SPONSORED ADR       013904305             327       21245
ALLEGHENY ENERGY INC              COM                 017361106              44       1,300
ALLEGHENY ENERGY INC              COM                 017361106             336       9,916
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102             107       1,757
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102             298       4,870
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102           4,881      79,789
ALLERGAN INC                      COM                 018490102               0           4
ALLERGAN INC                      COM                 018490102              45         415
ALLERGAN INC                      COM                 018490102             141       1,300
ALLERGAN INC                      COM                 018490102             222       2,042
ALLERGAN INC                      COM                 018490102           2,592      23,891
ALLIANCE DATA SYSTEMS CORP        COM                 018581108              48       1,020
ALLIANCE DATA SYSTEMS CORP        COM                 018581108             248       5,300
ALLIANT ENERGY CORP               COM                 018802108              84       2,664
ALLIANT ENERGY CORP               COM                 018802108             315      10,000
ALLIANT TECHSYSTEMS INC           COM                 018804104             445       5,770
ALLIANCEBERNSTEIN HOLDING LP      UNIT LTD PARTN      01881G106             166       2,500
ALLIANCEBERNSTEIN HOLDING LP      UNIT LTD PARTN      01881G106             504       7,600
ALLIED CAP CORP NEW               COM                 01903Q108             428      14,000
ALLIED CAP CORP NEW               COM                 01903Q108             551      18,000
ALLIED CAP CORP NEW               COM                 01903Q108             563      18,400
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402               5         115
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402              22         465
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402              44         935
ALLIED IRISH BKS P L C            SPON ADR ORD        019228402             639      13,456
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308               2         184
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308               7         567
ALLIED WASTE INDS INC             COM PAR$.01NEW      019589308             157      12,790
ALLSTATE CORP                     COM                 020002101              13         240
ALLSTATE CORP                     COM                 020002101              50         960
ALLSTATE CORP                     COM                 020002101              86       1,650
ALLSTATE CORP                     COM                 020002101              89        1710
ALLSTATE CORP                     COM                 020002101             101       1,940
ALLSTATE CORP                     COM                 020002101             311       5,964
ALLSTATE CORP                     COM                 020002101             424       8,135
ALLSTATE CORP                     COM                 020002101           1,624      31,174
ALLSTATE CORP                     COM                 020002101           1,954      37,490
ALLSTATE CORP                     COM                 020002101           2,676      51,355
ALLSTATE CORP                     COM                 020002101           6,493     124,604
ALLTEL CORP                       COM                 020039103              17         260
ALLTEL CORP                       COM                 020039103              73       1,130
ALLTEL CORP                       COM                 020039103             119       1,836
ALLTEL CORP                       COM                 020039103             201       3,105
ALLTEL CORP                       COM                 020039103             251       3,881
ALLTEL CORP                       COM                 020039103             259       4,000
ALLTEL CORP                       COM                 020039103             501       7,731
ALLTEL CORP                       COM                 020039103           1,172      18,093
ALLTEL CORP                       COM                 020039103           4,501      69,510
ALLTEL CORP                       COM                 020039103           5,504      85,000
ALTERA CORP                       COM                 021441100              62       3,000
ALTERA CORP                       COM                 021441100             165       8,000
ALTERA CORP                       COM                 021441100             183       8,851
ALTERA CORP                       COM                 021441100             264       12800
ALTERA CORP                       COM                 021441100             376      18,231
ALTERA CORP                       COM                 021441100           1,204      58,337
ALTRIA GROUP INC                  COM                 02209S103              15         210
ALTRIA GROUP INC                  COM                 02209S103              28         394
ALTRIA GROUP INC                  COM                 02209S103              53         743
ALTRIA GROUP INC                  COM                 02209S103              78       1,100
ALTRIA GROUP INC                  COM                 02209S103             149       2,100
ALTRIA GROUP INC                  COM                 02209S103             163       2,300
ALTRIA GROUP INC                  COM                 02209S103             183       2,580
ALTRIA GROUP INC                  COM                 02209S103             198       2,800
ALTRIA GROUP INC                  COM                 02209S103             595       8,400
ALTRIA GROUP INC                  COM                 02209S103             709      10,000
ALTRIA GROUP INC                  COM                 02209S103             781      11,015
ALTRIA GROUP INC                  COM                 02209S103             784      11,060
ALTRIA GROUP INC                  COM                 02209S103            1144       16140
ALTRIA GROUP INC                  COM                 02209S103           1,304      18,400
ALTRIA GROUP INC                  COM                 02209S103            1433       20223
ALTRIA GROUP INC                  COM                 02209S103           1,481      20,900
ALTRIA GROUP INC                  COM                 02209S103           1,894      26,734
ALTRIA GROUP INC                  COM                 02209S103           2,776      39,172
ALTRIA GROUP INC                  COM                 02209S103           3,679      51,925
ALTRIA GROUP INC                  COM                 02209S103           4,207      59,370
ALTRIA GROUP INC                  COM                 02209S103           5,381      75,940
ALTRIA GROUP INC                  COM                 02209S103           7,427     104,814
ALTRIA GROUP INC                  COM                 02209S103          20,347     287,137
ALTRIA GROUP INC                  COM                 02209S103          29,106     410,755
ALTRIA GROUP INC                  COM                 02209S103         314,347   4,436,165
AMAZON COM INC                    COM                 023135106               1          32
AMAZON COM INC                    COM                 023135106               5         124
AMAZON COM INC                    COM                 023135106               7         185
AMAZON COM INC                    COM                 023135106               9         240
AMAZON COM INC                    COM                 023135106              54        1470
AMAZON COM INC                    COM                 023135106              60        1646
AMAZON COM INC                    COM                 023135106             156       4,282
AMAZON COM INC                    COM                 023135106             219       6,000
AMAZON COM INC                    COM                 023135106             365      10,000
AMAZON COM INC                    COM                 023135106             578      15,820
AMAZON COM INC                    COM                 023135106           1,839      50,338
AMBAC FINL GROUP INC              COM                 023139108               2          19
AMBAC FINL GROUP INC              COM                 023139108              39         487
AMBAC FINL GROUP INC              COM                 023139108              58         730
AMBAC FINL GROUP INC              COM                 023139108             149       1,871
AMBAC FINL GROUP INC              COM                 023139108             295        3700
AMBAC FINL GROUP INC              COM                 023139108           1,462      18,372
AMERADA HESS CORP                 COM                 023551104              50         348
AMERADA HESS CORP                 COM                 023551104             185       1,300
AMERADA HESS CORP                 COM                 023551104             341       2,398
AMERADA HESS CORP                 COM                 023551104           1,630      11,450
AMERADA HESS CORP                 COM                 023551104           3,767      26,455
AMERADA HESS CORP                 COM                 023551104          12,244      85,980
AMEREN CORP                       COM                 023608102               9         176
AMEREN CORP                       COM                 023608102             105       2,107
AMEREN CORP                       COM                 023608102             751      15,076
AMEREN CORP                       COM                 023608102           1,379      27,686
AMEREN CORP                       COM                 023608102           1,999      40,121
AMEREN CORP                       COM                 023608102          52,311   1,050,000
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105               1          22
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105               2          44
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105               4         111
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105               5         139
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105               6         180
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             103       3,000
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             144       4,200
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             188       5,500
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             195        5700
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105             382      11,164
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           1,278      37,300
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           1,976      57,675
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           2,106      61,484
AMERICA MOVIL S A DE C V          SPON ADR L SHS      02364W105           2,344      68,420
AMERICAN CAPITAL STRATEGIES       COM                 024937104             148       4,220
AMERICAN CAPITAL STRATEGIES       COM                 024937104             892      25,383
AMERICAN CAPITAL STRATEGIES       COM                 024937104           2,166      61,600
AMERICAN COMMERCIAL LINES         COM NEW             025195207           1,928      40,856
AMERICAN ELEC PWR INC             COM                 025537101              14         400
AMERICAN ELEC PWR INC             COM                 025537101              90       2,645
AMERICAN ELEC PWR INC             COM                 025537101             150       4,400
AMERICAN ELEC PWR INC             COM                 025537101           2,404      70,659
AMERICAN ELEC PWR INC             COM                 025537101          22,113     650,000
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106               4         120
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106              92       3,092
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106             397      13,300
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106           3,165     106,000
AMERICAN EXPRESS CO               COM                 025816109              30         570
AMERICAN EXPRESS CO               COM                 025816109              40         760
AMERICAN EXPRESS CO               COM                 025816109              54       1,020
AMERICAN EXPRESS CO               COM                 025816109              63       1,200
AMERICAN EXPRESS CO               COM                 025816109              63        1190
AMERICAN EXPRESS CO               COM                 025816109             137       2,610
AMERICAN EXPRESS CO               COM                 025816109             236       4,500
AMERICAN EXPRESS CO               COM                 025816109             554      10,541
AMERICAN EXPRESS CO               COM                 025816109             950      18,085
AMERICAN EXPRESS CO               COM                 025816109           1,003      19,085
AMERICAN EXPRESS CO               COM                 025816109           1,645      31,305
AMERICAN EXPRESS CO               COM                 025816109           2,511      47,781
AMERICAN EXPRESS CO               COM                 025816109          12,252     233,154
AMERICAN INTL GROUP INC           COM                 026874107              15         225
AMERICAN INTL GROUP INC           COM                 026874107              19         280
AMERICAN INTL GROUP INC           COM                 026874107              66       1,000
AMERICAN INTL GROUP INC           COM                 026874107              76       1,150
AMERICAN INTL GROUP INC           COM                 026874107             224       3,392
AMERICAN INTL GROUP INC           COM                 026874107             445       6,732
AMERICAN INTL GROUP INC           COM                 026874107             495       7,492
AMERICAN INTL GROUP INC           COM                 026874107             780      11,800
AMERICAN INTL GROUP INC           COM                 026874107             793      12,000
AMERICAN INTL GROUP INC           COM                 026874107             803      12,155
AMERICAN INTL GROUP INC           COM                 026874107             823      12,450
AMERICAN INTL GROUP INC           COM                 026874107           1,136      17,193
AMERICAN INTL GROUP INC           COM                 026874107           2,037      30,822
AMERICAN INTL GROUP INC           COM                 026874107           3,041      46,019
AMERICAN INTL GROUP INC           COM                 026874107           3,081      46,623
AMERICAN INTL GROUP INC           COM                 026874107           4,224      63,915
AMERICAN INTL GROUP INC           COM                 026874107           7,716     116,755
AMERICAN INTL GROUP INC           COM                 026874107           9,937     150,349
AMERICAN INTL GROUP INC           COM                 026874107          13,099     198,202
AMERICAN INTL GROUP INC           COM                 026874107           24296      367620
AMERICAN INTL GROUP INC           COM                 026874107           29991      453785
AMERICAN INTL GROUP INC           COM                 026874107          31,486     476,412
AMERICAN INTL GROUP INC           COM                 026874107          44,006     665,844
AMERICAN PWR CONVERSION CORP      COM                 029066107               9         400
AMERICAN PWR CONVERSION CORP      COM                 029066107             470      20,327
AMERICAN PWR CONVERSION CORP      COM                 029066107             705      30,520
AMERICAN STD COS INC DEL          COM                 029712106               9         200
AMERICAN STD COS INC DEL          COM                 029712106             171       4,000
AMERICAN STD COS INC DEL          COM                 029712106           1,374      32,054
AMERICAN TOWER CORP               CL A                029912201               1          20
AMERICAN TOWER CORP               CL A                029912201               4         119
AMERICAN TOWER CORP               CL A                029912201             303      10,000
AMERICAN TOWER CORP               CL A                029912201           1,340      44,200
AMERICREDIT CORP                  COM                 03060R101               5         165
AMERICREDIT CORP                  COM                 03060R101             201       6,532
AMERICREDIT CORP                  COM                 03060R101             532      17,310
AMERISOURCEBERGEN CORP            COM                 03073E105               1          20
AMERISOURCEBERGEN CORP            COM                 03073E105               3          64
AMERISOURCEBERGEN CORP            COM                 03073E105              15         320
AMERISOURCEBERGEN CORP            COM                 03073E105              24         500
AMERISOURCEBERGEN CORP            COM                 03073E105              58       1,200
AMERISOURCEBERGEN CORP            COM                 03073E105             116       2,400
AMERISOURCEBERGEN CORP            COM                 03073E105           1,909      39,540
AMERIPRISE FINL INC               COM                 03076C106               7         147
AMERIPRISE FINL INC               COM                 03076C106              11         240
AMERIPRISE FINL INC               COM                 03076C106              15         336
AMERIPRISE FINL INC               COM                 03076C106              15         323
AMERIPRISE FINL INC               COM                 03076C106              59       1,310
AMERIPRISE FINL INC               COM                 03076C106             137       3,050
AMERIPRISE FINL INC               COM                 03076C106             192       4,270
AMERIPRISE FINL INC               COM                 03076C106           1,782      39,551
AMERIPRISE FINL INC               COM                 03076C106           2,147      47,645
AMGEN INC                         COM                 031162100              17         240
AMGEN INC                         COM                 031162100             102       1,400
AMGEN INC                         COM                 031162100             196        2694
AMGEN INC                         COM                 031162100             200       2,746
AMGEN INC                         COM                 031162100             727       9,995
AMGEN INC                         COM                 031162100           1,078      14,816
AMGEN INC                         COM                 031162100           1,183      16,260
AMGEN INC                         COM                 031162100           1,213      16,675
AMGEN INC                         COM                 031162100            1241       17063
AMGEN INC                         COM                 031162100           2,474      34,000
AMGEN INC                         COM                 031162100           2,756      37,885
AMGEN INC                         COM                 031162100           3,318      45,613
AMGEN INC                         COM                 031162100           3,653      50,215
AMGEN INC                         COM                 031162100           9,865     135,601
AMGEN INC                         COM                 031162100          18,438     253,450
AMGEN INC                         NOTE         3/0    031162AE0               8       11000
AMPHENOL CORP NEW                 CL A                032095101              57       1,086
AMPHENOL CORP NEW                 CL A                032095101             813      15,580
AMSOUTH BANCORPORATION            COM                 032165102           1,088      40,222
AMSOUTH BANCORPORATION            COM                 032165102           1,839      67,983
AMSOUTH BANCORPORATION            COM                 032165102           1,904      70,400
AMYLIN PHARMACEUTICALS INC        COM                 032346108             357       7,300
ANADARKO PETE CORP                COM                 032511107               4          40
ANADARKO PETE CORP                COM                 032511107               7          70
ANADARKO PETE CORP                COM                 032511107              90         889
ANADARKO PETE CORP                COM                 032511107             101       1,000
ANADARKO PETE CORP                COM                 032511107             101       1,000
ANADARKO PETE CORP                COM                 032511107             121       1,200
ANADARKO PETE CORP                COM                 032511107             277        2746
ANADARKO PETE CORP                COM                 032511107             297       2,942
ANADARKO PETE CORP                COM                 032511107             399       3,949
ANADARKO PETE CORP                COM                 032511107             424       4,200
ANADARKO PETE CORP                COM                 032511107           3,079      30,481
ANADARKO PETE CORP                COM                 032511107           3,888      38,490
ANADARKO PETE CORP                COM                 032511107           5,806      57,477
ANALOG DEVICES INC                COM                 032654105             163       4,252
ANALOG DEVICES INC                COM                 032654105           2,467      64,432
ANALOG DEVICES INC                COM                 032654105           3,600      94,025
ANALOG DEVICES INC                COM                 032654105          67,008   1,750,000
ANDRX CORP DEL                    ANDRX GROUP         034553107              12         500
ANDRX CORP DEL                    ANDRX GROUP         034553107             285      12,000
ANDRX CORP DEL                    ANDRX GROUP         034553107           2,243      94,500
ANGLO AMERN PLC                   ADR                 03485P102               2         117
ANGLO AMERN PLC                   ADR                 03485P102               7         370
ANGLO AMERN PLC                   ADR                 03485P102              60       3,050
ANGLO AMERN PLC                   ADR                 03485P102             134        6861
ANGLO AMERN PLC                   ADR                 03485P102           1,879      96,000
ANGLO AMERN PLC                   ADR                 03485P102           5,265     269,040
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              18         330
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              22         406
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              31         580
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206              32         590
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206             143       2,650
ANHEUSER BUSCH COS INC            COM                 035229103               4         100
ANHEUSER BUSCH COS INC            COM                 035229103              12         290
ANHEUSER BUSCH COS INC            COM                 035229103              31         727
ANHEUSER BUSCH COS INC            COM                 035229103              51       1,200
ANHEUSER BUSCH COS INC            COM                 035229103              51        1200
ANHEUSER BUSCH COS INC            COM                 035229103             229       5,360
ANHEUSER BUSCH COS INC            COM                 035229103             249       5,830
ANHEUSER BUSCH COS INC            COM                 035229103             410       9,584
ANHEUSER BUSCH COS INC            COM                 035229103             465       10865
ANHEUSER BUSCH COS INC            COM                 035229103             699      16,343
ANHEUSER BUSCH COS INC            COM                 035229103           1,091      25,519
ANHEUSER BUSCH COS INC            COM                 035229103           2,994      70,000
ANHEUSER BUSCH COS INC            COM                 035229103           5,991     140,082
ANOORAQ RES CORP                  COM                 03633E108              74      65,000
ANTEON INTL CORP                  COM                 03674E108             136       2,500
ANTEON INTL CORP                  COM                 03674E108           1,228      22,500
AO TATNEFT                        SPON ADR REG S      03737P306           1,030      10,000
AON CORP                          COM                 037389103               4          95
AON CORP                          COM                 037389103              10         235
AON CORP                          COM                 037389103              13         315
AON CORP                          COM                 037389103             224       5,400
AON CORP                          COM                 037389103             376       9,061
AON CORP                          COM                 037389103           1,875      45,163
AON CORP                          COM                 037389103           2,658      64,042
APACHE CORP                       COM                 037411105              66       1,007
APACHE CORP                       COM                 037411105              98       1,500
APACHE CORP                       COM                 037411105             135       2,067
APACHE CORP                       COM                 037411105             156       2,375
APACHE CORP                       COM                 037411105             157       2,400
APACHE CORP                       COM                 037411105             320       4,886
APACHE CORP                       COM                 037411105             341       5,209
APACHE CORP                       COM                 037411105             393       6,000
APACHE CORP                       COM                 037411105             996      15,200
APACHE CORP                       COM                 037411105           1,052      16,051
APACHE CORP                       COM                 037411105            1086       16572
APACHE CORP                       COM                 037411105           1,121      17,115
APACHE CORP                       COM                 037411105           1,502      22,924
APACHE CORP                       COM                 037411105           2,179      33,260
APACHE CORP                       COM                 037411105           3,458      52,784
APACHE CORP                       COM                 037411105           8,448     128,959
APARTMENT INVT & MGMT CO          CL A                03748R101              94       2,000
APARTMENT INVT & MGMT CO          CL A                03748R101             723      15,410
APOLLO GROUP INC                  CL A                037604105              65        1235
APOLLO GROUP INC                  CL A                037604105              68       1,300
APOLLO GROUP INC                  CL A                037604105             525      10,000
APOLLO GROUP INC                  CL A                037604105             667      12,700
APOLLO GROUP INC                  CL A                037604105           1,665      31,713
APPLE COMPUTER INC                COM                 037833100              21         335
APPLE COMPUTER INC                COM                 037833100              25         401
APPLE COMPUTER INC                COM                 037833100              31         500
APPLE COMPUTER INC                COM                 037833100              44         700
APPLE COMPUTER INC                COM                 037833100              63       1,000
APPLE COMPUTER INC                COM                 037833100              98       1,564
APPLE COMPUTER INC                COM                 037833100             157       2,500
APPLE COMPUTER INC                COM                 037833100             188       3,000
APPLE COMPUTER INC                COM                 037833100             220       3,500
APPLE COMPUTER INC                COM                 037833100             320       5,100
APPLE COMPUTER INC                COM                 037833100             374       5,967
APPLE COMPUTER INC                COM                 037833100             501       7,983
APPLE COMPUTER INC                COM                 037833100             502       8,000
APPLE COMPUTER INC                COM                 037833100             903       14393
APPLE COMPUTER INC                COM                 037833100           1,388      22,126
APPLE COMPUTER INC                COM                 037833100           1,679      26,770
APPLE COMPUTER INC                COM                 037833100          12,272     195,667
APPLE COMPUTER INC                COM                 037833100          21,926     349,585
APPLERA CORP                      COM AP BIO GRP      038020103             141       5,205
APPLERA CORP                      COM AP BIO GRP      038020103             947      34,892
APPLIED MATLS INC                 COM                 038222105               2         100
APPLIED MATLS INC                 COM                 038222105              12         680
APPLIED MATLS INC                 COM                 038222105              14         789
APPLIED MATLS INC                 COM                 038222105              21       1,200
APPLIED MATLS INC                 COM                 038222105              39       2,250
APPLIED MATLS INC                 COM                 038222105             141       8,065
APPLIED MATLS INC                 COM                 038222105             266      15,196
APPLIED MATLS INC                 COM                 038222105             513      29,300
APPLIED MATLS INC                 COM                 038222105             651      37,187
APPLIED MATLS INC                 COM                 038222105            1920      109660
APPLIED MATLS INC                 COM                 038222105           2,559     146,148
APPLIED MATLS INC                 COM                 038222105           6,435     367,519
APPLIED MICRO CIRCUITS CORP       COM                 03822W109               1         200
APPLIED MICRO CIRCUITS CORP       COM                 03822W109               8       2,000
APPLIED MICRO CIRCUITS CORP       COM                 03822W109              69      16,846
AQUILA INC                        COM                 03840P102              54      13,500
ARAMARK CORP                      CL B                038521100               7         240
ARAMARK CORP                      CL B                038521100             274       9,261
ARCH COAL INC                     COM                 039380100               4          53
ARCH COAL INC                     COM                 039380100              11         140
ARCH COAL INC                     COM                 039380100              25         325
ARCH COAL INC                     COM                 039380100             304       4,000
ARCHER DANIELS MIDLAND CO         COM                 039483102              47        1400
ARCHER DANIELS MIDLAND CO         COM                 039483102             121       3,600
ARCHER DANIELS MIDLAND CO         COM                 039483102             137       4,070
ARCHER DANIELS MIDLAND CO         COM                 039483102             159       4,731
ARCHER DANIELS MIDLAND CO         COM                 039483102             225       6,688
ARCHER DANIELS MIDLAND CO         COM                 039483102             320       9,500
ARCHER DANIELS MIDLAND CO         COM                 039483102           1,009      29,975
ARCHER DANIELS MIDLAND CO         COM                 039483102           1,545      45,900
ARCHER DANIELS MIDLAND CO         COM                 039483102           2,127      63,200
ARCHER DANIELS MIDLAND CO         COM                 039483102           3,302      98,118
ARCHER DANIELS MIDLAND CO         COM                 039483102           4,157     123,523
ARCHER DANIELS MIDLAND CO         COM                 039483102           4,364     129,700
ARCHER DANIELS MIDLAND CO         COM                 039483102          12,667     376,425
ARCHSTONE SMITH TR                COM                 039583109           1,812      37,150
ARIBA INC                         COM NEW             04033V203               0          50
ARIBA INC                         COM NEW             04033V203              33       3,398
ARIBA INC                         COM NEW             04033V203             548      55,998
ARROW ELECTRS INC                 COM                 042735100              29         900
ARROW ELECTRS INC                 COM                 042735100             380      11,780
ASHLAND INC NEW                   COM                 044209104             809      11,388
ASIAINFO HLDGS INC                COM                 04518A104             239       47847
ASPEN TECHNOLOGY INC              COM                 045327103             253       20000
ASSOCIATED BANC CORP              COM                 045487105             485      14,280
ASSURANT INC                      COM                 04621X108             301       6,116
ASSURANT INC                      COM                 04621X108             650      13,200
ASTORIA FINL CORP                 COM                 046265104               0           5
ASTORIA FINL CORP                 COM                 046265104               4         140
ASTORIA FINL CORP                 COM                 046265104             398      12,855
ASTRAZENECA PLC                   SPONSORED ADR       046353108              30         600
ASTRAZENECA PLC                   SPONSORED ADR       046353108              62       1,231
ASTRAZENECA PLC                   SPONSORED ADR       046353108             315       6,265
ATLAS AMER INC                    COM                 049167109             215       4,500
AUTODESK INC                      COM                 052769106               3          80
AUTODESK INC                      COM                 052769106              31         800
AUTODESK INC                      COM                 052769106              37         952
AUTODESK INC                      COM                 052769106              39        1000
AUTODESK INC                      COM                 052769106              47       1,230
AUTODESK INC                      COM                 052769106             166       4,300
AUTODESK INC                      COM                 052769106             539      14,000
AUTODESK INC                      COM                 052769106           1,495      38,821
AUTODESK INC                      COM                 052769106           1,745      45,300
AUTOLIV INC                       COM                 052800109              11         200
AUTOLIV INC                       COM                 052800109             453       8,000
AUTOMATIC DATA PROCESSING IN      COM                 053015103               3          68
AUTOMATIC DATA PROCESSING IN      COM                 053015103              16         350
AUTOMATIC DATA PROCESSING IN      COM                 053015103             117       2,560
AUTOMATIC DATA PROCESSING IN      COM                 053015103             267       5,851
AUTOMATIC DATA PROCESSING IN      COM                 053015103             338        7400
AUTOMATIC DATA PROCESSING IN      COM                 053015103             466      10,200
AUTOMATIC DATA PROCESSING IN      COM                 053015103             537      11,760
AUTOMATIC DATA PROCESSING IN      COM                 053015103           2,171      47,532
AUTOMATIC DATA PROCESSING IN      COM                 053015103           2,356      51,573
AUTOMATIC DATA PROCESSING IN      COM                 053015103           3,251      71,160
AUTOMATIC DATA PROCESSING IN      COM                 053015103           3,443      75,375
AUTOMATIC DATA PROCESSING IN      COM                 053015103           3,533      77,340
AUTOMATIC DATA PROCESSING IN      COM                 053015103           5,264     115,235
AUTONATION INC                    COM                 05329W102             867      40,230
AUTONATION INC                    COM                 05329W102          53,875   2,500,000
AUTOZONE INC                      COM                 053332102             976       9,794
AVALONBAY CMNTYS INC              COM                 053484101           1,015       9,305
AVAYA INC                         COM                 053499109               0           4
AVAYA INC                         COM                 053499109               0          22
AVAYA INC                         COM                 053499109               2         188
AVAYA INC                         COM                 053499109               3         274
AVAYA INC                         COM                 053499109               4         333
AVAYA INC                         COM                 053499109               4         312
AVAYA INC                         COM                 053499109               8         689
AVAYA INC                         COM                 053499109              14       1,220
AVAYA INC                         COM                 053499109              16        1400
AVAYA INC                         COM                 053499109             943      83,484
AVERY DENNISON CORP               COM                 053611109              38         645
AVERY DENNISON CORP               COM                 053611109             207       3,544
AVERY DENNISON CORP               COM                 053611109             304       5,200
AVERY DENNISON CORP               COM                 053611109             328       5,601
AVERY DENNISON CORP               COM                 053611109           1,061      18,142
AVNET INC                         COM                 053807103              87       3,413
AVNET INC                         COM                 053807103             371      14,610
AVON PRODS INC                    COM                 054303102              19         600
AVON PRODS INC                    COM                 054303102              19         600
AVON PRODS INC                    COM                 054303102              41        1305
AVON PRODS INC                    COM                 054303102              41       1,300
AVON PRODS INC                    COM                 054303102              50       1,612
AVON PRODS INC                    COM                 054303102              92        2965
AVON PRODS INC                    COM                 054303102             125       4,000
AVON PRODS INC                    COM                 054303102             131       4,206
AVON PRODS INC                    COM                 054303102           2,737      87,808
AVON PRODS INC                    COM                 054303102           2,779      89,142
AXA                               SPONSORED ADR       054536107              25         708
AXA                               SPONSORED ADR       054536107              26         730
AXA                               SPONSORED ADR       054536107              46        1310
AXA                               SPONSORED ADR       054536107              78       2,225
AXA                               SPONSORED ADR       054536107             838      23,973
BB&T CORP                         COM                 054937107             251       6,400
BB&T CORP                         COM                 054937107             328       8,372
BB&T CORP                         COM                 054937107             525      13,387
BB&T CORP                         COM                 054937107           3,713      94,720
BCE INC                           COM                 05534B109              36       1,500
BCE INC                           COM                 05534B109              82       3,400
BCE INC                           COM                 05534B109             433      18,000
BCE INC                           COM                 05534B109             535       22221
BCE INC                           COM                 05534B109           7,843     325,969
BJ SVCS CO                        COM                 055482103              12         355
BJ SVCS CO                        COM                 055482103              15         444
BJ SVCS CO                        COM                 055482103              25         735
BJ SVCS CO                        COM                 055482103              36       1,050
BJ SVCS CO                        COM                 055482103              83       2,400
BJ SVCS CO                        COM                 055482103             138       4,000
BJ SVCS CO                        COM                 055482103             659      19,045
BJ SVCS CO                        COM                 055482103             860      24,861
BJ SVCS CO                        COM                 055482103           2,941      84,995
BP PLC                            SPONSORED ADR       055622104              12         173
BP PLC                            SPONSORED ADR       055622104              14         200
BP PLC                            SPONSORED ADR       055622104              52         750
BP PLC                            SPONSORED ADR       055622104              77       1,120
BP PLC                            SPONSORED ADR       055622104              83       1,200
BP PLC                            SPONSORED ADR       055622104             499        7239
BP PLC                            SPONSORED ADR       055622104           1,101      15,977
BP PLC                            SPONSORED ADR       055622104           1,448      21,000
BP PLC                            SPONSORED ADR       055622104           2,184      31,686
BP PLC                            SPONSORED ADR       055622104           3,452      50,075
BP PLC                            SPONSORED ADR       055622104           9,368     135,882
BP PLC                            SPONSORED ADR       055622104           9,617     139,499
BP PLC                            SPONSORED ADR       055622104          25,508     370,000
BRT RLTY TR                       SH BEN INT NEW      055645303           1,939      75,850
BT GROUP PLC                      ADR                 05577E101               9         220
BT GROUP PLC                      ADR                 05577E101              11         283
BT GROUP PLC                      ADR                 05577E101             147       3,794
BT GROUP PLC                      ADR                 05577E101             240        6175
BT GROUP PLC                      ADR                 05577E101           1,091      28,100
BMC SOFTWARE INC                  COM                 055921100              17         800
BMC SOFTWARE INC                  COM                 055921100              22       1,000
BMC SOFTWARE INC                  COM                 055921100              35       1,600
BMC SOFTWARE INC                  COM                 055921100             123       5,656
BMC SOFTWARE INC                  COM                 055921100             199       9,195
BMC SOFTWARE INC                  COM                 055921100             690      31,860
BAKER HUGHES INC                  COM                 057224107              14         200
BAKER HUGHES INC                  COM                 057224107              17         250
BAKER HUGHES INC                  COM                 057224107              48         700
BAKER HUGHES INC                  COM                 057224107              68       1,000
BAKER HUGHES INC                  COM                 057224107             101       1,475
BAKER HUGHES INC                  COM                 057224107             103       1,500
BAKER HUGHES INC                  COM                 057224107             103       1,500
BAKER HUGHES INC                  COM                 057224107             152       2,217
BAKER HUGHES INC                  COM                 057224107             274        4000
BAKER HUGHES INC                  COM                 057224107           3,782      55,295
BALCHEM CORP                      COM                 057665200             491      21,274
BALL CORP                         COM                 058498106              10         224
BALL CORP                         COM                 058498106              53       1,200
BALL CORP                         COM                 058498106             596      13,600
BALL CORP                         COM                 058498106             963      21,960
BALLARD PWR SYS INC               COM                 05858H104               4         635
BALLARD PWR SYS INC               COM                 05858H104               5         800
BALLARD PWR SYS INC               COM                 05858H104               7       1,000
BALLARD PWR SYS INC               COM                 05858H104              21       3,075
BALLARD PWR SYS INC               COM                 05858H104             102       15000
BANCO BRADESCO S A                SP ADR PFD NEW      059460303               1          26
BANCO BRADESCO S A                SP ADR PFD NEW      059460303               2          50
BANCO BRADESCO S A                SP ADR PFD NEW      059460303               6         162
BANCO BRADESCO S A                SP ADR PFD NEW      059460303             356       9,900
BANCO BRADESCO S A                SP ADR PFD NEW      059460303           1,602      44,600
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201               1          33
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201               2          63
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201               6         196
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201             313      10,500
BANCO ITAU HLDG FINANCIERA S      SP ADR 500 PFD      059602201             324      10,900
BANCO SANTANDER CENT HISPANO      ADR                 05964H105              16        1110
BANCO SANTANDER CENT HISPANO      ADR                 05964H105              20       1,358
BANCO SANTANDER CENT HISPANO      ADR                 05964H105              27        1839
BANCO SANTANDER CENT HISPANO      ADR                 05964H105             138       9,450
BANCO SANTANDER CENT HISPANO      ADR                 05964H105             614      42,011
BANK OF AMERICA CORPORATION       COM                 060505104              49       1,066
BANK OF AMERICA CORPORATION       COM                 060505104             145       3,193
BANK OF AMERICA CORPORATION       COM                 060505104             202       4,440
BANK OF AMERICA CORPORATION       COM                 060505104             401       8,800
BANK OF AMERICA CORPORATION       COM                 060505104             477       10480
BANK OF AMERICA CORPORATION       COM                 060505104             487      10,700
BANK OF AMERICA CORPORATION       COM                 060505104           1,778      39,048
BANK OF AMERICA CORPORATION       COM                 060505104            1834       40275
BANK OF AMERICA CORPORATION       COM                 060505104           1,844      40,500
BANK OF AMERICA CORPORATION       COM                 060505104           2,072      45,495
BANK OF AMERICA CORPORATION       COM                 060505104           3,805      83,550
BANK OF AMERICA CORPORATION       COM                 060505104           6,139     134,813
BANK OF AMERICA CORPORATION       COM                 060505104          16,415     360,458
BANK OF AMERICA CORPORATION       COM                 060505104          17,272     379,269
BANK OF AMERICA CORPORATION       COM                 060505104          41,122     902,987
BANK MONTREAL QUE                 COM                 063671101             182       3,200
BANK MONTREAL QUE                 COM                 063671101          14,351     252,567
BANK NEW YORK INC                 COM                 064057102              28         770
BANK NEW YORK INC                 COM                 064057102              29         800
BANK NEW YORK INC                 COM                 064057102             108       3,000
BANK NEW YORK INC                 COM                 064057102             258        7150
BANK NEW YORK INC                 COM                 064057102             278       7,712
BANK NEW YORK INC                 COM                 064057102             350       9,702
BANK NEW YORK INC                 COM                 064057102             485      13,445
BANK NEW YORK INC                 COM                 064057102           1,316      36,528
BANK NEW YORK INC                 COM                 064057102           1,384      38,407
BANK NEW YORK INC                 COM                 064057102           5,164     143,290
BANK NOVA SCOTIA HALIFAX          COM                 064149107              36         900
BANK NOVA SCOTIA HALIFAX          COM                 064149107          18,655     464,738
BARD C R INC                      COM                 067383109               8         120
BARD C R INC                      COM                 067383109              27         400
BARD C R INC                      COM                 067383109              68       1,000
BARD C R INC                      COM                 067383109             148       2,180
BARD C R INC                      COM                 067383109             651       9,593
BARD C R INC                      COM                 067383109           1,303      19,220
BARCLAYS PLC                      ADR                 06738E204              12         250
BARCLAYS PLC                      ADR                 06738E204              31         655
BARCLAYS PLC                      ADR                 06738E204             586      12,515
BARCLAYS PLC                      ADR                 06738E204           1,283      27,412
BARRICK GOLD CORP                 COM                 067901108              25         912
BARRICK GOLD CORP                 COM                 067901108             125       4,600
BARRICK GOLD CORP                 COM                 067901108             162       5,929
BARRICK GOLD CORP                 COM                 067901108             247       9,051
BARRICK GOLD CORP                 COM                 067901108             327      12,000
BARRICK GOLD CORP                 COM                 067901108             487      17,862
BARRICK GOLD CORP                 COM                 067901108             501      18,400
BARRICK GOLD CORP                 COM                 067901108           1,610      59,091
BARRICK GOLD CORP                 COM                 067901108           2,650      97,300
BARRICK GOLD CORP                 COM                 067901108           2,856     104,830
BARRICK GOLD CORP                 COM                 067901108           3,619     132,854
BARRICK GOLD CORP                 COM                 067901108          19,832     728,054
BARR PHARMACEUTICALS INC          COM                 068306109               9         140
BARR PHARMACEUTICALS INC          COM                 068306109              14         225
BARR PHARMACEUTICALS INC          COM                 068306109              57         900
BARR PHARMACEUTICALS INC          COM                 068306109             113       1,800
BARR PHARMACEUTICALS INC          COM                 068306109             999      15,860
BARR PHARMACEUTICALS INC          COM                 068306109           1,951      30,975
BARR PHARMACEUTICALS INC          COM                 068306109           4,412      70,047
BAUSCH & LOMB INC                 COM                 071707103               6          93
BAUSCH & LOMB INC                 COM                 071707103               9         136
BAUSCH & LOMB INC                 COM                 071707103              18         285
BAUSCH & LOMB INC                 COM                 071707103              22         345
BAUSCH & LOMB INC                 COM                 071707103              57         900
BAUSCH & LOMB INC                 COM                 071707103             498       7,820
BAXTER INTL INC                   COM                 071813109               2          50
BAXTER INTL INC                   COM                 071813109              27         700
BAXTER INTL INC                   COM                 071813109              39       1,000
BAXTER INTL INC                   COM                 071813109              76       1,959
BAXTER INTL INC                   COM                 071813109             145       3,724
BAXTER INTL INC                   COM                 071813109             317       8,167
BAXTER INTL INC                   COM                 071813109             819      21,091
BAXTER INTL INC                   COM                 071813109           2,096      54,000
BAXTER INTL INC                   COM                 071813109           4,834     124,548
BBVA BANCO FRANCES S A            SPONSORED ADR       07329M100           6,174     781,563
BEA SYS INC                       COM                 073325102               8         608
BEA SYS INC                       COM                 073325102              37       2,800
BEA SYS INC                       COM                 073325102              66        5000
BEA SYS INC                       COM                 073325102             189      14,400
BEA SYS INC                       COM                 073325102             755      57,524
BEAR STEARNS COS INC              COM                 073902108             186       1,340
BEAR STEARNS COS INC              COM                 073902108             333       2,400
BEAR STEARNS COS INC              COM                 073902108             423       3,048
BEAR STEARNS COS INC              COM                 073902108             681       4,912
BEAR STEARNS COS INC              COM                 073902108           2,878      20,753
BEAR STEARNS COS INC              COM                 073902108           3,866      27,870
BEAZER HOMES USA INC              COM                 07556Q105               0           6
BEAZER HOMES USA INC              COM                 07556Q105             266       4,051
BECKMAN COULTER INC               COM                 075811109              11         200
BECKMAN COULTER INC               COM                 075811109              52         945
BECKMAN COULTER INC               COM                 075811109             338       6,200
BECTON DICKINSON & CO             COM                 075887109               4          60
BECTON DICKINSON & CO             COM                 075887109             178       2,895
BECTON DICKINSON & CO             COM                 075887109             197       3,200
BECTON DICKINSON & CO             COM                 075887109             400       6,500
BECTON DICKINSON & CO             COM                 075887109             431       7,000
BECTON DICKINSON & CO             COM                 075887109             505        8200
BECTON DICKINSON & CO             COM                 075887109           2,937      47,694
BED BATH & BEYOND INC             COM                 075896100               8         200
BED BATH & BEYOND INC             COM                 075896100              20         520
BED BATH & BEYOND INC             COM                 075896100              73        1910
BED BATH & BEYOND INC             COM                 075896100             139       3,621
BED BATH & BEYOND INC             COM                 075896100             567      14,768
BED BATH & BEYOND INC             COM                 075896100             748      19,482
BED BATH & BEYOND INC             COM                 075896100           2,206      57,448
BED BATH & BEYOND INC             COM                 075896100           5,503     143,297
BELDEN CDT INC                    COM                 077454106               0          16
BELDEN CDT INC                    COM                 077454106             550      20,201
BELLSOUTH CORP                    COM                 079860102              35       1,000
BELLSOUTH CORP                    COM                 079860102              68        1965
BELLSOUTH CORP                    COM                 079860102             171        4930
BELLSOUTH CORP                    COM                 079860102             291       8,390
BELLSOUTH CORP                    COM                 079860102             871      25,128
BELLSOUTH CORP                    COM                 079860102           1,123      32,400
BELLSOUTH CORP                    COM                 079860102           1,358      39,201
BELLSOUTH CORP                    COM                 079860102           1,796      51,820
BELLSOUTH CORP                    COM                 079860102          12,084     348,741
BELLSOUTH CORP                    COM                 079860102         223,755   6,457,566
BEMA GOLD CORP                    COM                 08135F107               1         151
BEMA GOLD CORP                    COM                 08135F107              51      11,500
BEMA GOLD CORP                    COM                 08135F107             159      36,000
BEMIS INC                         COM                 081437105              82       2,600
BEMIS INC                         COM                 081437105             572      18,114
BENNETT ENVIRONMENTAL INC         COM                 081906109              69      15,446
BERKLEY W R CORP                  COM                 084423102             221       3,800
BERKLEY W R CORP                  COM                 084423102             275       4,745
BERKLEY W R CORP                  COM                 084423102           1,058      18,220
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             181           2
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             181           2
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             181           2
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             271           3
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             452           5
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             723           8
BERKSHIRE HATHAWAY INC DEL        CL A                084670108             723           8
BERKSHIRE HATHAWAY INC DEL        CL A                084670108            3975          44
BERKSHIRE HATHAWAY INC DEL        CL A                084670108            8403          93
BERKSHIRE HATHAWAY INC DEL        CL A                084670108           9,035         100
BERKSHIRE HATHAWAY INC DEL        CL B                084670207              30          10
BERKSHIRE HATHAWAY INC DEL        CL B                084670207              42          14
BERKSHIRE HATHAWAY INC DEL        CL B                084670207              78          26
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             169          56
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             175          58
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             196          65
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             277          92
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             289          96
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             572         190
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             768         255
BERKSHIRE HATHAWAY INC DEL        CL B                084670207             846         281
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           1,364         453
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           1,566         520
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           1,566         520
BERKSHIRE HATHAWAY INC DEL        CL B                084670207           2,328         773
BEST BUY INC                      COM                 086516101              71       1,272
BEST BUY INC                      COM                 086516101             677      12,106
BEST BUY INC                      COM                 086516101           1,252      22,382
BEST BUY INC                      COM                 086516101           2,222      39,725
BEST BUY INC                      COM                 086516101           5,043      90,170
BHP BILLITON LTD                  SPONSORED ADR       088606108              24         601
BHP BILLITON LTD                  SPONSORED ADR       088606108              60       1,500
BHP BILLITON LTD                  SPONSORED ADR       088606108             100       2,500
BHP BILLITON LTD                  SPONSORED ADR       088606108             120       3,000
BHP BILLITON LTD                  SPONSORED ADR       088606108             127       3,175
BHP BILLITON LTD                  SPONSORED ADR       088606108           8,299     208,245
BIOMET INC                        COM                 090613100              18         500
BIOMET INC                        COM                 090613100              28         800
BIOMET INC                        COM                 090613100              57       1,615
BIOMET INC                        COM                 090613100           1,710      48,136
BIOGEN IDEC INC                   COM                 09062X103              15         325
BIOGEN IDEC INC                   COM                 09062X103              28         602
BIOGEN IDEC INC                   COM                 09062X103             160       3,400
BIOGEN IDEC INC                   COM                 09062X103             238       5,050
BIOGEN IDEC INC                   COM                 09062X103             372        7900
BIOGEN IDEC INC                   COM                 09062X103           1,555      33,025
BIOGEN IDEC INC                   COM                 09062X103           1,647      34,961
BIOGEN IDEC INC                   COM                 09062X103           3,329      70,681
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201              58         300
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201              58         300
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201             329       1,700
BIOTECH HOLDERS TR                DEPOSTRY RCPTS      09067D201             465       2,400
BIOVAIL CORP                      COM                 09067J109              15         630
BIOVAIL CORP                      COM                 09067J109           1,630      66,947
BLACK & DECKER CORP               COM                 091797100              20         225
BLACK & DECKER CORP               COM                 091797100             194       2,237
BLACK & DECKER CORP               COM                 091797100             245       2,823
BLACK & DECKER CORP               COM                 091797100           1,216      14,000
BLACK & DECKER CORP               COM                 091797100           1,492      17,174
BLACK & DECKER CORP               COM                 091797100           1,995      22,960
BLOCK H & R INC                   COM                 093671105               7         340
BLOCK H & R INC                   COM                 093671105              17         800
BLOCK H & R INC                   COM                 093671105              65       3,000
BLOCK H & R INC                   COM                 093671105             126       5,818
BLOCK H & R INC                   COM                 093671105             282      13,015
BLOCK H & R INC                   COM                 093671105           1,275      58,886
BLOCK H & R INC                   COM                 093671105           2,165     100,000
BOEING CO                         COM                 097023105              22         285
BOEING CO                         COM                 097023105              23         294
BOEING CO                         COM                 097023105              35         450
BOEING CO                         COM                 097023105              39         500
BOEING CO                         COM                 097023105             136        1740
BOEING CO                         COM                 097023105             143       1,830
BOEING CO                         COM                 097023105             234       3,000
BOEING CO                         COM                 097023105             249       3,200
BOEING CO                         COM                 097023105             343       4,400
BOEING CO                         COM                 097023105             560       7,189
BOEING CO                         COM                 097023105             691       8,870
BOEING CO                         COM                 097023105           1,041      13,360
BOEING CO                         COM                 097023105           2,090      26,821
BOEING CO                         COM                 097023105          12,470     160,015
BORDERS GROUP INC                 COM                 099709107             440      17,436
BORG WARNER INC                   COM                 099724106             210       3,500
BOSTON PROPERTIES INC             COM                 101121101           1,203      12,897
BOSTON SCIENTIFIC CORP            COM                 101137107              10         420
BOSTON SCIENTIFIC CORP            COM                 101137107              14         600
BOSTON SCIENTIFIC CORP            COM                 101137107              70       3,050
BOSTON SCIENTIFIC CORP            COM                 101137107             161        7000
BOSTON SCIENTIFIC CORP            COM                 101137107             233      10,100
BOSTON SCIENTIFIC CORP            COM                 101137107           2,371     102,862
BOSTON SCIENTIFIC CORP            COM                 101137107           2,789     121,014
BOYD GAMING CORP                  COM                 103304101              15         300
BOYD GAMING CORP                  COM                 103304101             252       5,048
BRINKER INTL INC                  COM                 109641100               7         159
BRINKER INTL INC                  COM                 109641100              10         225
BRINKER INTL INC                  COM                 109641100             686      16,240
BRISTOL MYERS SQUIBB CO           COM                 110122108               5         200
BRISTOL MYERS SQUIBB CO           COM                 110122108              82       3,350
BRISTOL MYERS SQUIBB CO           COM                 110122108             111       4,500
BRISTOL MYERS SQUIBB CO           COM                 110122108             177       7,200
BRISTOL MYERS SQUIBB CO           COM                 110122108             227        9230
BRISTOL MYERS SQUIBB CO           COM                 110122108             481      19,560
BRISTOL MYERS SQUIBB CO           COM                 110122108             622       25260
BRISTOL MYERS SQUIBB CO           COM                 110122108             769      31,238
BRISTOL MYERS SQUIBB CO           COM                 110122108             780      31,700
BRISTOL MYERS SQUIBB CO           COM                 110122108           1,023      41,549
BRISTOL MYERS SQUIBB CO           COM                 110122108           4,964     201,725
BRISTOL MYERS SQUIBB CO           COM                 110122108           9,715     394,743
BRISTOL MYERS SQUIBB CO           COM                 110122108          18,315     744,190
BRISTOL MYERS SQUIBB CO           COM                 110122108          66,324   2,695,000
BRITISH AMERN TOB PLC             SPONSORED ADR       110448107              12         240
BRITISH AMERN TOB PLC             SPONSORED ADR       110448107             177       3,643
BRITISH AMERN TOB PLC             SPONSORED ADR       110448107             414       8,520
BROADCOM CORP                     CL A                111320107              86       2,000
BROADCOM CORP                     CL A                111320107             168       3,900
BROADCOM CORP                     CL A                111320107             421       9,750
BROADCOM CORP                     CL A                111320107             647       15000
BROADCOM CORP                     CL A                111320107           1,439      33,346
BROADCOM CORP                     CL A                111320107           3,411      79,021
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH      112585104             440       8,000
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH      112585104           4,458      80,958
BROWN & BROWN INC                 COM                 115236101               1          40
BROWN & BROWN INC                 COM                 115236101             398      12,000
BROWN FORMAN CORP                 CL B                115637209             767       9,968
BRUNSWICK CORP                    COM                 117043109             520      13,390
BURLINGTON COAT FACTORY           COM                 121579106             136       3,000
BURLINGTON COAT FACTORY           COM                 121579106           1,318      29,000
BURLINGTON NORTHN SANTA FE C      COM                 12189T104              35         415
BURLINGTON NORTHN SANTA FE C      COM                 12189T104              58         695
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             119       1,430
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             158       1,900
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             235       2,826
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             242       2,900
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             315       3,786
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             347       4,160
BURLINGTON NORTHN SANTA FE C      COM                 12189T104             969      11,630
BURLINGTON NORTHN SANTA FE C      COM                 12189T104           1,370      16,435
BURLINGTON NORTHN SANTA FE C      COM                 12189T104           4,448      53,380
BURLINGTON NORTHN SANTA FE C      COM                 12189T104           5,979      71,746
BURLINGTON NORTHN SANTA FE C      COM                 12189T104          12,559     150,710
BURLINGTON RES INC                COM                 122014103             402       4,375
BURLINGTON RES INC                COM                 122014103             441       4,800
BURLINGTON RES INC                COM                 122014103             588       6,400
BURLINGTON RES INC                COM                 122014103             634       6,900
BURLINGTON RES INC                COM                 122014103             841       9,150
BURLINGTON RES INC                COM                 122014103           2,236      24,330
BURLINGTON RES INC                COM                 122014103           5,671      61,704
BURLINGTON RES INC                COM                 122014103           6,176      67,191
BURLINGTON RES INC                COM                 122014103           9,191     100,000
CAE INC                           COM                 124765108           2,767     351,550
CBS CORP NEW                      CL B                124857202               8         350
CBS CORP NEW                      CL B                124857202              10         410
CBS CORP NEW                      CL B                124857202              11         457
CBS CORP NEW                      CL B                124857202              13         542
CBS CORP NEW                      CL B                124857202              14         565
CBS CORP NEW                      CL B                124857202              17         712
CBS CORP NEW                      CL B                124857202              17         693
CBS CORP NEW                      CL B                124857202              30       1,250
CBS CORP NEW                      CL B                124857202              40        1665
CBS CORP NEW                      CL B                124857202             100       4,190
CBS CORP NEW                      CL B                124857202             207       8,613
CBS CORP NEW                      CL B                124857202             209        8730
CBS CORP NEW                      CL B                124857202             210       8,753
CBS CORP NEW                      CL B                124857202             385      16,061
CBS CORP NEW                      CL B                124857202           1,926      80,306
CBS CORP NEW                      CL B                124857202           2,784     116,096
CBS CORP NEW                      CL B                124857202           3,280     136,787
C D W CORP                        COM                 12512N105               1          13
C D W CORP                        COM                 12512N105              15         250
C D W CORP                        COM                 12512N105              20         340
C D W CORP                        COM                 12512N105             242       4,116
C D W CORP                        COM                 12512N105             752      12,770
C D W CORP                        COM                 12512N105             967      16,435
C D W CORP                        COM                 12512N105           1,063      18,070
C D W CORP                        COM                 12512N105           1,842      31,300
C D W CORP                        COM                 12512N105           1,989      33,805
C H ROBINSON WORLDWIDE INC        COM NEW             12541W209               4          77
C H ROBINSON WORLDWIDE INC        COM NEW             12541W209             952      19,390
CIGNA CORP                        COM                 125509109             204       1,560
CIGNA CORP                        COM                 125509109             533       4,082
CIGNA CORP                        COM                 125509109             581       4,450
CIGNA CORP                        COM                 125509109           2,235      17,113
CIGNA CORP                        COM                 125509109           2,978      22,801
CIT GROUP INC                     COM                 125581108               2          41
CIT GROUP INC                     COM                 125581108               8         155
CIT GROUP INC                     COM                 125581108              54        1000
CIT GROUP INC                     COM                 125581108             161       3,000
CIT GROUP INC                     COM                 125581108             925      17,283
CIT GROUP INC                     COM                 125581108           1,998      37,328
CMGI INC                          COM                 125750109               0         100
CMGI INC                          COM                 125750109               0          20
CMGI INC                          COM                 125750109               1         885
CMGI INC                          COM                 125750109               1         800
CMGI INC                          COM                 125750109               6       3,920
CMGI INC                          COM                 125750109              97       65300
CMS ENERGY CORP                   COM                 125896100              78       6,038
CMS ENERGY CORP                   COM                 125896100             170      13,140
CSK AUTO CORP                     COM                 125965103             403      29,045
CSX CORP                          COM                 126408103               2          35
CSX CORP                          COM                 126408103              44         730
CSX CORP                          COM                 126408103              78       1,300
CSX CORP                          COM                 126408103             203        3400
CSX CORP                          COM                 126408103           2,551      42,657
CVS CORP                          COM                 126650100              76       2,545
CVS CORP                          COM                 126650100              80       2,675
CVS CORP                          COM                 126650100             125       4,200
CVS CORP                          COM                 126650100           1,171      39,200
CVS CORP                          COM                 126650100           2,012      67,350
CVS CORP                          COM                 126650100           2,448      81,941
CVS CORP                          COM                 126650100           2,581      86,400
CVS CORP                          COM                 126650100           3,164     105,920
CVS CORP                          COM                 126650100           3,620     121,184
CVS CORP                          COM                 126650100           4,627     154,920
CVS CORP                          COM                 126650100          16,167     541,234
CA INC                            COM                 12673P105               7         260
CA INC                            COM                 12673P105               7         255
CA INC                            COM                 12673P105              67       2,465
CA INC                            COM                 12673P105             122        4500
CA INC                            COM                 12673P105             496      18,241
CA INC                            COM                 12673P105           2,022      74,302
CA INC                            COM                 12673P105          74,311   2,731,000
CABLEVISION SYS CORP              CL A NY CABLVS      12686C109               3         110
CABLEVISION SYS CORP              CL A NY CABLVS      12686C109              24         900
CABLEVISION SYS CORP              CL A NY CABLVS      12686C109             703      26,340
CABOT CORP                        COM                 127055101             218       6,420
CABOT MICROELECTRONICS CORP       COM                 12709P103             494      13,328
CADBURY SCHWEPPES PLC             ADR                 127209302              13         335
CADBURY SCHWEPPES PLC             ADR                 127209302              17         417
CADBURY SCHWEPPES PLC             ADR                 127209302             200       5,000
CADBURY SCHWEPPES PLC             ADR                 127209302             819      20,475
CADENCE DESIGN SYSTEM INC         COM                 127387108              10         541
CADENCE DESIGN SYSTEM INC         COM                 127387108             152       8,200
CADENCE DESIGN SYSTEM INC         COM                 127387108             624      33,760
CALLAWAY GOLF CO                  COM                 131193104              26       1,500
CALLAWAY GOLF CO                  COM                 131193104             109       6,328
CALLAWAY GOLF CO                  COM                 131193104             268      15,600
CAMBIOR INC                       COM                 13201L103              39      11,800
CAMECO CORP                       COM                 13321L108               1          28
CAMECO CORP                       COM                 13321L108              12         334
CAMECO CORP                       COM                 13321L108              22         600
CAMECO CORP                       COM                 13321L108              79       2,200
CAMECO CORP                       COM                 13321L108             119       3,300
CAMECO CORP                       COM                 13321L108             167       4,640
CAMECO CORP                       COM                 13321L108             904      25,099
CAMECO CORP                       COM                 13321L108           8,119     225,540
CAMPBELL SOUP CO                  COM                 134429109              39       1,200
CAMPBELL SOUP CO                  COM                 134429109              49       1,500
CAMPBELL SOUP CO                  COM                 134429109           1,709      52,762
CDN IMPERIAL BK OF COMMERCE       COM                 136069101             118       1,600
CDN IMPERIAL BK OF COMMERCE       COM                 136069101             184        2500
CDN IMPERIAL BK OF COMMERCE       COM                 136069101           5,286      71,750
CANADIAN NATL RY CO               COM                 136375102              27         600
CANADIAN NATL RY CO               COM                 136375102             199       4,400
CANADIAN NATL RY CO               COM                 136375102             340       7,500
CANADIAN NATL RY CO               COM                 136375102           9,741     215,137
CANADIAN NAT RES LTD              COM                 136385101              44         800
CANADIAN NAT RES LTD              COM                 136385101             166       3,000
CANADIAN NAT RES LTD              COM                 136385101             354       6,400
CANADIAN NAT RES LTD              COM                 136385101           7,690     138,831
CANADIAN PAC RY LTD               COM                 13645T100               2          50
CANADIAN PAC RY LTD               COM                 13645T100              79        1587
CANADIAN PAC RY LTD               COM                 13645T100           1,700      34,012
CANDELA CORP                      COM                 136907102             216      10,000
CANETIC RES TR                    COM                 137513107           2,766     132,337
CANON INC                         ADR                 138006309              11         160
CANON INC                         ADR                 138006309              16         242
CANON INC                         ADR                 138006309              33         506
CANON INC                         ADR                 138006309              41         615
CANON INC                         ADR                 138006309             894      13,541
CANON INC                         ADR                 138006309           5,117      77,476
CAPITAL ONE FINL CORP             COM                 14040H105               7          90
CAPITAL ONE FINL CORP             COM                 14040H105              39         490
CAPITAL ONE FINL CORP             COM                 14040H105              81       1,010
CAPITAL ONE FINL CORP             COM                 14040H105              81       1,000
CAPITAL ONE FINL CORP             COM                 14040H105              89       1,100
CAPITAL ONE FINL CORP             COM                 14040H105             161       2,000
CAPITAL ONE FINL CORP             COM                 14040H105             220       2,731
CAPITAL ONE FINL CORP             COM                 14040H105             753       9,355
CAPITAL ONE FINL CORP             COM                 14040H105             964      11,969
CAPITAL ONE FINL CORP             COM                 14040H105           1,778      22,086
CAPITAL ONE FINL CORP             COM                 14040H105           4,738      58,840
CARBO CERAMICS INC                COM                 140781105             528       9,285
CAPITAL TITLE GROUP INC           COM                 140919101              80      10,400
CARDINAL HEALTH INC               COM                 14149Y108              18         240
CARDINAL HEALTH INC               COM                 14149Y108              43         580
CARDINAL HEALTH INC               COM                 14149Y108              89       1,200
CARDINAL HEALTH INC               COM                 14149Y108             132       1,775
CARDINAL HEALTH INC               COM                 14149Y108             236       3,172
CARDINAL HEALTH INC               COM                 14149Y108             433        5815
CARDINAL HEALTH INC               COM                 14149Y108             623       8,354
CARDINAL HEALTH INC               COM                 14149Y108             951      12,757
CARDINAL HEALTH INC               COM                 14149Y108           1,117      14,990
CARDINAL HEALTH INC               COM                 14149Y108           1,196      16,051
CARDINAL HEALTH INC               COM                 14149Y108           1,396      18,738
CARDINAL HEALTH INC               COM                 14149Y108           6,594      88,486
CARDIOTECH INTL INC               COM                 14160C100              33       12000
CAREER EDUCATION CORP             COM                 141665109             154       4,091
CAREER EDUCATION CORP             COM                 141665109             467      12,370
CAREER EDUCATION CORP             COM                 141665109             566      15,000
CAREER EDUCATION CORP             COM                 141665109             723      19,150
CAREER EDUCATION CORP             COM                 141665109           1,194      31,634
CAREMARK RX INC                   COM                 141705103              11         230
CAREMARK RX INC                   COM                 141705103              24         493
CAREMARK RX INC                   COM                 141705103              30         620
CAREMARK RX INC                   COM                 141705103              54       1,095
CAREMARK RX INC                   COM                 141705103              84       1,700
CAREMARK RX INC                   COM                 141705103             100       2,029
CAREMARK RX INC                   COM                 141705103             177       3,600
CAREMARK RX INC                   COM                 141705103             181        3675
CAREMARK RX INC                   COM                 141705103             928      18,877
CAREMARK RX INC                   COM                 141705103           1,074      21,829
CAREMARK RX INC                   COM                 141705103           2,726      55,426
CAREMARK RX INC                   COM                 141705103           4,277      86,963
CARMAX INC                        COM                 143130102             273       8,350
CARNIVAL CORP                     PAIRED CTF          143658300               9         190
CARNIVAL CORP                     PAIRED CTF          143658300              15         310
CARNIVAL CORP                     PAIRED CTF          143658300              43         900
CARNIVAL CORP                     PAIRED CTF          143658300              68       1,432
CARNIVAL CORP                     PAIRED CTF          143658300              71       1,500
CARNIVAL CORP                     PAIRED CTF          143658300             161       3,403
CARNIVAL CORP                     PAIRED CTF          143658300             633      13,370
CARNIVAL CORP                     PAIRED CTF          143658300           1,222      25,800
CARNIVAL CORP                     PAIRED CTF          143658300           1,996      42,145
CARNIVAL CORP                     PAIRED CTF          143658300           2,415      50,980
CARNIVAL CORP                     PAIRED CTF          143658300           5,392     113,825
CARNIVAL CORP                     PAIRED CTF          143658300           5,398     113,946
CARNIVAL CORP                     NOTE        10/2    143658AS1               8       10000
CATERPILLAR INC DEL               COM                 149123101              29         400
CATERPILLAR INC DEL               COM                 149123101              35         490
CATERPILLAR INC DEL               COM                 149123101              72       1,000
CATERPILLAR INC DEL               COM                 149123101              72       1,000
CATERPILLAR INC DEL               COM                 149123101             101       1,400
CATERPILLAR INC DEL               COM                 149123101             122       1,700
CATERPILLAR INC DEL               COM                 149123101             186        2590
CATERPILLAR INC DEL               COM                 149123101             287       4,000
CATERPILLAR INC DEL               COM                 149123101             316       4,400
CATERPILLAR INC DEL               COM                 149123101             383       5,340
CATERPILLAR INC DEL               COM                 149123101             652       9,075
CATERPILLAR INC DEL               COM                 149123101             759      10,572
CATERPILLAR INC DEL               COM                 149123101           1,621      22,576
CATERPILLAR INC DEL               COM                 149123101           2,697      37,552
CATERPILLAR INC DEL               COM                 149123101           9,999     139,244
CATERPILLAR INC DEL               COM                 149123101          12,100     168,495
CATHAY GENERAL BANCORP            COM                 149150104             271        7212
CATHAY GENERAL BANCORP            COM                 149150104             577      15,326
CELESTICA INC                     SUB VTG SHS         15101Q108              26        2299
CELESTICA INC                     SUB VTG SHS         15101Q108             104       9,064
CELGENE CORP                      COM                 151020104             163        3675
CELGENE CORP                      COM                 151020104             195       4,400
CELGENE CORP                      COM                 151020104           1,503      34,000
CEMEX S A                         SPON ADR 5 ORD      151290889               1          16
CEMEX S A                         SPON ADR 5 ORD      151290889               2          32
CEMEX S A                         SPON ADR 5 ORD      151290889               7         102
CEMEX S A                         SPON ADR 5 ORD      151290889              43         657
CEMEX S A                         SPON ADR 5 ORD      151290889              78       1,200
CEMEX S A                         SPON ADR 5 ORD      151290889             441       6,753
CEMEX S A                         SPON ADR 5 ORD      151290889           1,196      18,321
CENDANT CORP                      COM                 151313103              18       1,040
CENDANT CORP                      COM                 151313103             147       8,500
CENDANT CORP                      COM                 151313103             148       8,555
CENDANT CORP                      COM                 151313103             233      13,411
CENDANT CORP                      COM                 151313103             344      19,822
CENDANT CORP                      COM                 151313103             460      26,500
CENDANT CORP                      COM                 151313103           1,388      80,000
CENDANT CORP                      COM                 151313103           1,735     100,000
CENDANT CORP                      COM                 151313103           3,232     186,291
CENTERPOINT ENERGY INC            COM                 15189T107              10         800
CENTERPOINT ENERGY INC            COM                 15189T107              47       3,900
CENTERPOINT ENERGY INC            COM                 15189T107             791      66,333
CENTEX CORP                       COM                 152312104              72       1,161
CENTEX CORP                       COM                 152312104             124       2,000
CENTEX CORP                       COM                 152312104             459       7,411
CENTEX CORP                       COM                 152312104           1,769      28,542
CENTRAL FD CDA LTD                CL A                153501101             214      26,950
CENTURYTEL INC                    COM                 156700106               7         167
CENTURYTEL INC                    COM                 156700106             884      22,597
CENTURYTEL INC                    COM                 156700106           1,855      47,419
CENTURYTEL INC                    COM                 156700106           2,934      75,000
CEPHALON INC                      COM                 156708109               4          67
CEPHALON INC                      COM                 156708109              42         700
CEPHALON INC                      COM                 156708109              72        1200
CEPHALON INC                      COM                 156708109             352       5,840
CERIDIAN CORP NEW                 COM                 156779100             313      12,300
CERIDIAN CORP NEW                 COM                 156779100             459      18,020
CERNER CORP                       COM                 156782104               8         160
CERNER CORP                       COM                 156782104             656      13,826
CHARTERED SEMICONDUCTOR MFG       NOTE  2.500% 4/0    16133RAA4             350      350000
CHEESECAKE FACTORY INC            COM                 163072101             396      10,566
CHEROKEE INC DEL NEW              COM                 16444H102             415      10,295
CHESAPEAKE ENERGY CORP            COM                 165167107               6         200
CHESAPEAKE ENERGY CORP            COM                 165167107              31       1,000
CHESAPEAKE ENERGY CORP            COM                 165167107              31       1,000
CHESAPEAKE ENERGY CORP            COM                 165167107             233        7408
CHESAPEAKE ENERGY CORP            COM                 165167107             666      21,190
CHESAPEAKE ENERGY CORP            COM                 165167107             686      21,831
CHESAPEAKE ENERGY CORP            COM                 165167107           1,068      34,000
CHESAPEAKE ENERGY CORP            COM                 165167107           2,024      64,430
CHEVRON CORP NEW                  COM                 166764100              31         540
CHEVRON CORP NEW                  COM                 166764100              49         840
CHEVRON CORP NEW                  COM                 166764100              65       1,120
CHEVRON CORP NEW                  COM                 166764100              71       1,232
CHEVRON CORP NEW                  COM                 166764100              93       1,600
CHEVRON CORP NEW                  COM                 166764100             203       3,500
CHEVRON CORP NEW                  COM                 166764100             249       4,290
CHEVRON CORP NEW                  COM                 166764100             257        4427
CHEVRON CORP NEW                  COM                 166764100             366       6,314
CHEVRON CORP NEW                  COM                 166764100             417       7,200
CHEVRON CORP NEW                  COM                 166764100             583      10,050
CHEVRON CORP NEW                  COM                 166764100           1,146      19,762
CHEVRON CORP NEW                  COM                 166764100           1,449      25,000
CHEVRON CORP NEW                  COM                 166764100           1,650      28,463
CHEVRON CORP NEW                  COM                 166764100           1,660      28,640
CHEVRON CORP NEW                  COM                 166764100           2,315      39,941
CHEVRON CORP NEW                  COM                 166764100           2,395      41,315
CHEVRON CORP NEW                  COM                 166764100           5,334      92,005
CHEVRON CORP NEW                  COM                 166764100           8,329     143,677
CHEVRON CORP NEW                  COM                 166764100          10,097     174,179
CHEVRON CORP NEW                  COM                 166764100          12,986     224,009
CHEVRON CORP NEW                  COM                 166764100          23,111     398,676
CHICAGO MERCANTILE HLDGS INC      CL A                167760107             254         567
CHICAGO MERCANTILE HLDGS INC      CL A                167760107             550       1,230
CHICOS FAS INC                    COM                 168615102               4         100
CHICOS FAS INC                    COM                 168615102              40         977
CHICOS FAS INC                    COM                 168615102              41       1,000
CHICOS FAS INC                    COM                 168615102              85        2100
CHICOS FAS INC                    COM                 168615102             106       2,601
CHICOS FAS INC                    COM                 168615102             931      22,900
CHINA MOBILE HONG KONG LTD        SPONSORED ADR       16941M109               1          45
CHINA MOBILE HONG KONG LTD        SPONSORED ADR       16941M109               2          87
CHINA MOBILE HONG KONG LTD        SPONSORED ADR       16941M109               5         190
CHINA MOBILE HONG KONG LTD        SPONSORED ADR       16941M109               7         276
CHINA MOBILE HONG KONG LTD        SPONSORED ADR       16941M109             114       4,300
CHINA MOBILE HONG KONG LTD        SPONSORED ADR       16941M109             215       8,100
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108               1          14
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108               2          27
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108               5          87
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108             147       2,525
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108             266       4,550
CHINA TECHFAITH WIRLS COMM T      SPONSORED ADR       169424108         5819309   401885960
CHIRON CORP                       COM                 170040109               3          70
CHIRON CORP                       COM                 170040109              37         800
CHIRON CORP                       COM                 170040109             912      19,907
CHOICEPOINT INC                   COM                 170388102               1          16
CHOICEPOINT INC                   COM                 170388102             557      12,450
CHUBB CORP                        COM                 171232101              29         300
CHUBB CORP                        COM                 171232101              67         700
CHUBB CORP                        COM                 171232101              91         950
CHUBB CORP                        COM                 171232101             176       1,840
CHUBB CORP                        COM                 171232101             220       2,305
CHUBB CORP                        COM                 171232101           1,149      12,036
CHUBB CORP                        COM                 171232101           1,340      14,041
CHUBB CORP                        COM                 171232101           3,521      36,890
CHUBB CORP                        COM                 171232101           8,741      91,591
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205               1          66
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205               3         129
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205               7         350
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205              19         970
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205              82        4161
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           1,175      60,000
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           1,219      62,201
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           1,226      62,600
CHUNGHWA TELECOM CO LTD           SPONSORED ADR       17133Q205           4,784     244,200
CIBER INC                         COM                 17163B102              83      13,000
CIENA CORP                        COM                 171779101               6        1103
CIENA CORP                        COM                 171779101              21       4,100
CIENA CORP                        COM                 171779101              52      10,000
CIENA CORP                        COM                 171779101             180      34,560
CIMAREX ENERGY CO                 COM                 171798101              36         830
CIMAREX ENERGY CO                 COM                 171798101              65       1,500
CIMAREX ENERGY CO                 COM                 171798101             273       6,307
CIMAREX ENERGY CO                 COM                 171798101             649      15,000
CIMAREX ENERGY CO                 COM                 171798101           7,056     163,100
CINCINNATI FINL CORP              COM                 172062101             169       4,017
CINCINNATI FINL CORP              COM                 172062101           1,133      26,930
CINERGY CORP                      COM                 172474108              91       2,000
CINERGY CORP                      COM                 172474108             250       5,500
CINERGY CORP                      COM                 172474108           1,649      36,304
CIRCUIT CITY STORE INC            COM                 172737108             627      25,630
CIRCUIT CITY STORE INC            COM                 172737108             857      35,000
CIRCUIT CITY STORE INC            COM                 172737108           1,899      77,561
CISCO SYS INC                     COM                 17275R102               2         100
CISCO SYS INC                     COM                 17275R102              19         855
CISCO SYS INC                     COM                 17275R102              33       1,500
CISCO SYS INC                     COM                 17275R102              35       1,615
CISCO SYS INC                     COM                 17275R102              65       3,000
CISCO SYS INC                     COM                 17275R102              67       3,110
CISCO SYS INC                     COM                 17275R102             141       6,500
CISCO SYS INC                     COM                 17275R102             145       6,700
CISCO SYS INC                     COM                 17275R102             256      11,800
CISCO SYS INC                     COM                 17275R102             556       25643
CISCO SYS INC                     COM                 17275R102             699      32,264
CISCO SYS INC                     COM                 17275R102             803      37,073
CISCO SYS INC                     COM                 17275R102           1,047      48,300
CISCO SYS INC                     COM                 17275R102           1,244      57,429
CISCO SYS INC                     COM                 17275R102           1,308      60,372
CISCO SYS INC                     COM                 17275R102           1,435      66,210
CISCO SYS INC                     COM                 17275R102            4634      213832
CISCO SYS INC                     COM                 17275R102           4,991     230,326
CISCO SYS INC                     COM                 17275R102           7,026     324,219
CISCO SYS INC                     COM                 17275R102           7,635     352,321
CISCO SYS INC                     COM                 17275R102          10,315     475,986
CISCO SYS INC                     COM                 17275R102          15,413     711,240
CISCO SYS INC                     COM                 17275R102          27,454   1,266,916
CINTAS CORP                       COM                 172908105              55       1,300
CINTAS CORP                       COM                 172908105             989      23,216
CITIGROUP INC                     COM                 172967101               9         200
CITIGROUP INC                     COM                 172967101              24         500
CITIGROUP INC                     COM                 172967101              47       1,000
CITIGROUP INC                     COM                 172967101             124       2,632
CITIGROUP INC                     COM                 172967101             210       4,452
CITIGROUP INC                     COM                 172967101             289       6,125
CITIGROUP INC                     COM                 172967101             496      10,500
CITIGROUP INC                     COM                 172967101             536      11,350
CITIGROUP INC                     COM                 172967101             822      17,400
CITIGROUP INC                     COM                 172967101             822      17,400
CITIGROUP INC                     COM                 172967101             836      17,700
CITIGROUP INC                     COM                 172967101             865      18,315
CITIGROUP INC                     COM                 172967101           1,053      22,300
CITIGROUP INC                     COM                 172967101           1,592      33,700
CITIGROUP INC                     COM                 172967101           1,889      40,002
CITIGROUP INC                     COM                 172967101           3,127      66,200
CITIGROUP INC                     COM                 172967101           3,262      69,071
CITIGROUP INC                     COM                 172967101            3328       70465
CITIGROUP INC                     COM                 172967101           3,561      75,403
CITIGROUP INC                     COM                 172967101            7909      167464
CITIGROUP INC                     COM                 172967101           9,509     201,335
CITIGROUP INC                     COM                 172967101          29,743     629,742
CITIGROUP INC                     COM                 172967101          44,456     941,262
CITIGROUP INC                     COM                 172967101          50,185   1,062,556
CITIGROUP INC                     COM                 172967101          51,920   1,099,300
CITIZENS COMMUNICATIONS CO        COM                 17453B101               3         215
CITIZENS COMMUNICATIONS CO        COM                 17453B101              27       2,000
CITIZENS COMMUNICATIONS CO        COM                 17453B101              99       7,490
CITIZENS COMMUNICATIONS CO        COM                 17453B101             133      10,000
CITIZENS COMMUNICATIONS CO        COM                 17453B101             705      53,091
CITIZENS COMMUNICATIONS CO        COM                 17453B101           2,856     215,255
CITIZENS COMMUNICATIONS CO        COM                 17453B101           2,892     217,950
CITIZENS COMMUNICATIONS CO        COM                 17453B101           4,327     326,050
CITRIX SYS INC                    COM                 177376100              22         570
CITRIX SYS INC                    COM                 177376100              95       2,500
CITRIX SYS INC                    COM                 177376100           1,209      31,910
CITY NATL CORP                    COM                 178566105             489       6,370
CLARCOR INC                       COM                 179895107             622      17,462
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102              67       2,300
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102             126       4,330
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102             335       11550
CLEAR CHANNEL COMMUNICATIONS      COM                 184502102           2,813      96,981
CLOROX CO DEL                     COM                 189054109              12         203
CLOROX CO DEL                     COM                 189054109              27         450
CLOROX CO DEL                     COM                 189054109             132       2,200
CLOROX CO DEL                     COM                 189054109             144       2,400
CLOROX CO DEL                     COM                 189054109             275       4,590
CLOROX CO DEL                     COM                 189054109             401       6,692
CLOROX CO DEL                     COM                 189054109             554       9,264
CLOROX CO DEL                     COM                 189054109           1,883      31,456
COACH INC                         COM                 189754104              38       1,098
COACH INC                         COM                 189754104             100       2,900
COACH INC                         COM                 189754104             164       4,753
COACH INC                         COM                 189754104             533      15,400
COACH INC                         COM                 189754104           3,682     106,471
COACH INC                         COM                 189754104           3,967     114,715
COCA COLA CO                      COM                 191216100              12         280
COCA COLA CO                      COM                 191216100              13         310
COCA COLA CO                      COM                 191216100              31         730
COCA COLA CO                      COM                 191216100              97       2,320
COCA COLA CO                      COM                 191216100             105       2,500
COCA COLA CO                      COM                 191216100             147       3,500
COCA COLA CO                      COM                 191216100             160        3820
COCA COLA CO                      COM                 191216100             209       4,980
COCA COLA CO                      COM                 191216100             316       7,539
COCA COLA CO                      COM                 191216100             595       14200
COCA COLA CO                      COM                 191216100           1,118      26,700
COCA COLA CO                      COM                 191216100           1,618      38,640
COCA COLA CO                      COM                 191216100           2,423      57,860
COCA COLA CO                      COM                 191216100           2,701      64,503
COCA COLA CO                      COM                 191216100           4,229     101,000
COCA COLA CO                      COM                 191216100           4,891     116,817
COCA COLA CO                      COM                 191216100           6,259     149,480
COCA COLA CO                      COM                 191216100           6,575     157,030
COCA COLA CO                      COM                 191216100           6,810     162,641
COCA COLA CO                      COM                 191216100          19,271     460,263
COCA COLA ENTERPRISES INC         COM                 191219104           1,168      57,448
COEUR D ALENE MINES CORP IDA      COM                 192108108               3         500
COEUR D ALENE MINES CORP IDA      COM                 192108108              69      10,500
COEUR D ALENE MINES CORP IDA      COM                 192108108             134      20,500
COEUR D ALENE MINES CORP IDA      COM                 192108108             262      40,000
COEUR D ALENE MINES CORP IDA      COM                 192108108           4,864     741,496
COGNEX CORP                       COM                 192422103              48       1,613
COGNEX CORP                       COM                 192422103             178       6,000
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102               6         105
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102             224       3,769
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102             999      16,800
COGNIZANT TECHNOLOGY SOLUTIO      CL A                192446102           7,448     125,192
COGNOS INC                        COM                 19244C109             109       2,800
COGNOS INC                        COM                 19244C109             145       3,740
COLGATE PALMOLIVE CO              COM                 194162103              69       1,200
COLGATE PALMOLIVE CO              COM                 194162103              72       1,265
COLGATE PALMOLIVE CO              COM                 194162103             120       2,100
COLGATE PALMOLIVE CO              COM                 194162103             143       2,500
COLGATE PALMOLIVE CO              COM                 194162103             455       7,969
COLGATE PALMOLIVE CO              COM                 194162103             518        9080
COLGATE PALMOLIVE CO              COM                 194162103             640      11,200
COLGATE PALMOLIVE CO              COM                 194162103             654      11,459
COLGATE PALMOLIVE CO              COM                 194162103            1014       17760
COLGATE PALMOLIVE CO              COM                 194162103           2,221      38,904
COLGATE PALMOLIVE CO              COM                 194162103           3,563      62,400
COLGATE PALMOLIVE CO              COM                 194162103           5,276      92,405
COLGATE PALMOLIVE CO              COM                 194162103          10,979     192,270
COLONIAL BANCGROUP INC            COM                 195493309             365      14,600
COMCAST CORP NEW                  CL A                20030N101              24         900
COMCAST CORP NEW                  CL A                20030N101              45       1,732
COMCAST CORP NEW                  CL A                20030N101              67       2,566
COMCAST CORP NEW                  CL A                20030N101             125       4,774
COMCAST CORP NEW                  CL A                20030N101             131       5,000
COMCAST CORP NEW                  CL A                20030N101             228       8,729
COMCAST CORP NEW                  CL A                20030N101             271      10,343
COMCAST CORP NEW                  CL A                20030N101             275      10,509
COMCAST CORP NEW                  CL A                20030N101             287       10952
COMCAST CORP NEW                  CL A                20030N101             678      25,906
COMCAST CORP NEW                  CL A                20030N101             706      26,973
COMCAST CORP NEW                  CL A                20030N101           4,630     176,979
COMCAST CORP NEW                  CL A                20030N101           7,936     303,378
COMCAST CORP NEW                  CL A SPL            20030N200               7         270
COMCAST CORP NEW                  CL A SPL            20030N200              17         655
COMCAST CORP NEW                  CL A SPL            20030N200              35        1345
COMCAST CORP NEW                  CL A SPL            20030N200              39       1,500
COMCAST CORP NEW                  CL A SPL            20030N200             214       8,197
COMCAST CORP NEW                  CL A SPL            20030N200             313      12,000
COMCAST CORP NEW                  CL A SPL            20030N200             457      17,488
COMCAST CORP NEW                  CL A SPL            20030N200           1,107      42,392
COMCAST CORP NEW                  CL A SPL            20030N200           2,759     105,621
COMERICA INC                      COM                 200340107               2          35
COMERICA INC                      COM                 200340107              39         680
COMERICA INC                      COM                 200340107             194       3,353
COMERICA INC                      COM                 200340107             638      11,000
COMERICA INC                      COM                 200340107           1,913      33,008
COMMERCE BANCORP INC NJ           COM                 200519106               5         123
COMMERCE BANCORP INC NJ           COM                 200519106               9         250
COMMERCE BANCORP INC NJ           COM                 200519106              31         851
COMMERCE BANCORP INC NJ           COM                 200519106             147       4,000
COMMERCE BANCORP INC NJ           COM                 200519106             633      17,280
COMMERCE BANCSHARES INC           COM                 200525103             380       7,352
COMMUNITY HEALTH SYS INC NEW      COM                 203668108             320       8,850
COMMUNITY HEALTH SYS INC NEW      COM                 203668108             417       11540
COMPANHIA ENERGETICA DE MINA      SP ADR N-V PFD      204409601           1,028      22,600
COMPANHIA SIDERURGICA NACION      SPONSORED ADR       20440W105              94       3,000
COMPANHIA SIDERURGICA NACION      SPONSORED ADR       20440W105             346      11,000
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100               4         100
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100              17         390
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100           2,183      50,500
COMPANHIA VALE DO RIO DOCE        SPON ADR PFD        204412100           4,185      96,800
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              13         275
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              17         350
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              17         350
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              47         970
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209              99       2,045
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209             551      11,350
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209             978      20,153
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209           1,456      30,000
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209           1,614      33,265
COMPANHIA VALE DO RIO DOCE        SPONSORED ADR       204412209          18,609     383,451
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203               1          22
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203               2          42
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203               6         134
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203              13         300
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203             322       7,500
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203           2,092      48,700
COMPASS BANCSHARES INC            COM                 20449H109             922      18,220
COMPUTER SCIENCES CORP            COM                 205363104               4          70
COMPUTER SCIENCES CORP            COM                 205363104               5          98
COMPUTER SCIENCES CORP            COM                 205363104             111        2000
COMPUTER SCIENCES CORP            COM                 205363104             161       2,900
COMPUTER SCIENCES CORP            COM                 205363104           2,189      39,400
COMPUTER SCIENCES CORP            COM                 205363104           2,233      40,190
COMPUTER SCIENCES CORP            COM                 205363104           4,604      82,873
COMPUWARE CORP                    COM                 205638109              92      11,785
COMPUWARE CORP                    COM                 205638109             466      59,490
COMVERSE TECHNOLOGY INC           COM PAR $0.10       205862402             720      30,610
COMVERSE TECHNOLOGY INC           COM PAR $0.10       205862402           1,373      58,345
CONAGRA FOODS INC                 COM                 205887102               5         220
CONAGRA FOODS INC                 COM                 205887102              11         535
CONAGRA FOODS INC                 COM                 205887102              29       1,350
CONAGRA FOODS INC                 COM                 205887102             315      14,668
CONAGRA FOODS INC                 COM                 205887102             760      35,400
CONAGRA FOODS INC                 COM                 205887102           1,824      85,004
CONAGRA FOODS INC                 COM                 205887102          51,504   2,400,000
CONCORD CAMERA CORP               COM                 206156101             565     509,054
CONOCOPHILLIPS                    COM                 20825C104               5          85
CONOCOPHILLIPS                    COM                 20825C104              13         200
CONOCOPHILLIPS                    COM                 20825C104              57         900
CONOCOPHILLIPS                    COM                 20825C104              63       1,000
CONOCOPHILLIPS                    COM                 20825C104              76       1,200
CONOCOPHILLIPS                    COM                 20825C104             322       5,100
CONOCOPHILLIPS                    COM                 20825C104             467       7,400
CONOCOPHILLIPS                    COM                 20825C104             482        7627
CONOCOPHILLIPS                    COM                 20825C104             513       8,125
CONOCOPHILLIPS                    COM                 20825C104             562        8905
CONOCOPHILLIPS                    COM                 20825C104             603       9,554
CONOCOPHILLIPS                    COM                 20825C104             604       9,560
CONOCOPHILLIPS                    COM                 20825C104             670      10,606
CONOCOPHILLIPS                    COM                 20825C104             717      11,350
CONOCOPHILLIPS                    COM                 20825C104           1,452      23,000
CONOCOPHILLIPS                    COM                 20825C104           1,924      30,463
CONOCOPHILLIPS                    COM                 20825C104           2,223      35,200
CONOCOPHILLIPS                    COM                 20825C104          12,802     202,728
CONOCOPHILLIPS                    COM                 20825C104          15,374     243,460
CONSOL ENERGY INC                 COM                 20854P109              25         332
CONSOL ENERGY INC                 COM                 20854P109             141       1,900
CONSOL ENERGY INC                 COM                 20854P109             171       2,300
CONSOL ENERGY INC                 COM                 20854P109             371       5,000
CONSOL ENERGY INC                 COM                 20854P109             823      11,100
CONSOLIDATED EDISON INC           COM                 209115104              65       1,500
CONSOLIDATED EDISON INC           COM                 209115104             109       2,500
CONSOLIDATED EDISON INC           COM                 209115104           1,275      29,315
CONSOLIDATED EDISON INC           COM                 209115104           1,713      39,370
CONSOLIDATED EDISON INC           COM                 209115104           1,904      43,771
CONSOLIDATED EDISON INC           COM                 209115104          23,490     540,000
CONSTELLATION BRANDS INC          CL A                21036P108             430      17,150
CONSTELLATION BRANDS INC          CL A                21036P108             922      36,800
CONSTELLATION BRANDS INC          CL A                21036P108           8,173     326,279
CONSTELLATION ENERGY GROUP I      COM                 210371100              32         582
CONSTELLATION ENERGY GROUP I      COM                 210371100             109       2,000
CONSTELLATION ENERGY GROUP I      COM                 210371100             109       2,000
CONSTELLATION ENERGY GROUP I      COM                 210371100             115       2,100
CONSTELLATION ENERGY GROUP I      COM                 210371100           1,094      20,000
CONSTELLATION ENERGY GROUP I      COM                 210371100           1,872      34,223
CONVERGYS CORP                    COM                 212485106             180       9,900
CONVERGYS CORP                    COM                 212485106             343      18,828
CONVERGYS CORP                    COM                 212485106             501      27,510
COOPER CAMERON CORP               COM                 216640102              18         400
COOPER CAMERON CORP               COM                 216640102             542      12,300
COOPER CAMERON CORP               COM                 216640102           1,115      25,300
COOPER TIRE & RUBR CO             COM                 216831107              11         740
COOPER TIRE & RUBR CO             COM                 216831107              30       2,120
COOPER TIRE & RUBR CO             COM                 216831107             371      25,871
COPART INC                        COM                 217204106             170        6200
COPART INC                        COM                 217204106             275      10,000
CORNING INC                       COM                 219350105              14         510
CORNING INC                       COM                 219350105              40       1,500
CORNING INC                       COM                 219350105              70       2,600
CORNING INC                       COM                 219350105             102       3,772
CORNING INC                       COM                 219350105             108       4,000
CORNING INC                       COM                 219350105             389      14,449
CORNING INC                       COM                 219350105             404      15,000
CORNING INC                       COM                 219350105             627      23,300
CORNING INC                       COM                 219350105             930      34,561
CORNING INC                       COM                 219350105            1028       38175
CORNING INC                       COM                 219350105           1,149      42,700
CORNING INC                       COM                 219350105           1,750      65,012
CORNING INC                       COM                 219350105           9,025     335,256
CORUS ENTERTAINMENT INC           COM CL B NON VTG    220874101           2,204      71,894
COSTCO WHSL CORP NEW              COM                 22160K105              59        1090
COSTCO WHSL CORP NEW              COM                 22160K105             164       3,030
COSTCO WHSL CORP NEW              COM                 22160K105             206       3,800
COSTCO WHSL CORP NEW              COM                 22160K105             247        4560
COSTCO WHSL CORP NEW              COM                 22160K105             298       5,500
COSTCO WHSL CORP NEW              COM                 22160K105             587      10,834
COSTCO WHSL CORP NEW              COM                 22160K105           6,062     111,936
COUNTRYWIDE FINANCIAL CORP        COM                 222372104               6         174
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              41        1105
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              63       1,730
COUNTRYWIDE FINANCIAL CORP        COM                 222372104              95       2,600
COUNTRYWIDE FINANCIAL CORP        COM                 222372104             180       4,900
COUNTRYWIDE FINANCIAL CORP        COM                 222372104             500      13,621
COUNTRYWIDE FINANCIAL CORP        COM                 222372104             950      25,872
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           1,087      29,610
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           1,717      46,774
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           2,961      80,670
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           4,402     119,954
COUNTRYWIDE FINANCIAL CORP        COM                 222372104           5,349     145,745
COVANCE INC                       COM                 222816100               5          90
COVANCE INC                       COM                 222816100             853      14,517
COVANCE INC                       COM                 222816100           2,938      50,000
COVANCE INC                       COM                 222816100           5,198      88,474
COVENTRY HEALTH CARE INC          COM                 222862104              61       1,137
COVENTRY HEALTH CARE INC          COM                 222862104             103       1,915
COVENTRY HEALTH CARE INC          COM                 222862104             140       2,600
COVENTRY HEALTH CARE INC          COM                 222862104             251       4,650
COVENTRY HEALTH CARE INC          COM                 222862104           1,772      32,829
CRANE CO                          COM                 224399105             287       7,000
CREDIT SUISSE GROUP               SPONSORED ADR       225401108              26         473
CREDIT SUISSE GROUP               SPONSORED ADR       225401108              37         670
CREDIT SUISSE GROUP               SPONSORED ADR       225401108              56       1,000
CREDIT SUISSE GROUP               SPONSORED ADR       225401108             839      15,015
CREDIT SUISSE GROUP               SPONSORED ADR       225401108             903      16,172
CRESCENT REAL ESTATE EQUITIE      COM                 225756105              42       2,000
CRESCENT REAL ESTATE EQUITIE      COM                 225756105             253      12,000
CRESUD S A C I F Y A              SPONSORED ADR       226406106             433      30,000
CROSSTEX ENERGY INC               COM                 22765Y104             568       7,329
CROWN CASTLE INTL CORP            COM                 228227104               2          55
CROWN CASTLE INTL CORP            COM                 228227104               3         104
CROWN CASTLE INTL CORP            COM                 228227104               6         213
CROWN CASTLE INTL CORP            COM                 228227104             666      23,480
CROWN HOLDINGS INC                COM                 228368106               0           5
CROWN HOLDINGS INC                COM                 228368106             194      10,911
CRYPTOLOGIC INC                   COM                 228906103             460      17,835
CUMBERLAND RES LTD                COM                 23077R100              20       5,000
CUMBERLAND RES LTD                COM                 23077R100              31       7,700
CUMMINS INC                       COM                 231021106               8          78
CUMMINS INC                       COM                 231021106              11         100
CUMMINS INC                       COM                 231021106              50         480
CUMMINS INC                       COM                 231021106              74         700
CUMMINS INC                       COM                 231021106             189       1,800
CUMMINS INC                       COM                 231021106             766       7,290
CURIS INC                         COM                 231269101              62      26,000
CYMER INC                         COM                 232572107              74       1,631
CYMER INC                         COM                 232572107             191       4,200
CYPRESS SEMICONDUCTOR CORP        COM                 232806109               7         400
CYPRESS SEMICONDUCTOR CORP        COM                 232806109              25        1500
CYPRESS SEMICONDUCTOR CORP        COM                 232806109             239      14,100
CYPRESS SEMICONDUCTOR CORP        COM                 232806109           1,865     110,000
DNP SELECT INCOME FD              COM                 23325P104             202      19,360
D R HORTON INC                    COM                 23331A109              50       1,496
D R HORTON INC                    COM                 23331A109             143       4,300
D R HORTON INC                    COM                 23331A109             208       6,255
D R HORTON INC                    COM                 23331A109           1,827      54,983
DST SYS INC DEL                   COM                 233326107               9         150
DST SYS INC DEL                   COM                 233326107              23         400
DST SYS INC DEL                   COM                 233326107             603      10,400
DST SYS INC DEL                   COM                 233326107             929      16,042
DST SYS INC DEL                   DBCV  4.125% 8/1    233326AB3              13       10000
DTE ENERGY CO                     COM                 233331107               5         130
DTE ENERGY CO                     COM                 233331107              13         335
DTE ENERGY CO                     COM                 233331107           1,056      26,331
DTE ENERGY CO                     COM                 233331107          24,054     600,000
DAKTRONICS INC                    COM                 234264109             591      16,205
DANAHER CORP DEL                  COM                 235851102               6          90
DANAHER CORP DEL                  COM                 235851102              11         170
DANAHER CORP DEL                  COM                 235851102              13         200
DANAHER CORP DEL                  COM                 235851102              35         545
DANAHER CORP DEL                  COM                 235851102              46         720
DANAHER CORP DEL                  COM                 235851102             159       2,500
DANAHER CORP DEL                  COM                 235851102             172       2,700
DANAHER CORP DEL                  COM                 235851102             273       4,300
DANAHER CORP DEL                  COM                 235851102             400       6,290
DANAHER CORP DEL                  COM                 235851102             878      13,816
DANAHER CORP DEL                  COM                 235851102           2,938      46,232
DARDEN RESTAURANTS INC            COM                 237194105              62       1,500
DARDEN RESTAURANTS INC            COM                 237194105              74       1,800
DARDEN RESTAURANTS INC            COM                 237194105             148       3,600
DARDEN RESTAURANTS INC            COM                 237194105           1,444      35,182
DAVITA INC                        COM                 23918K108               1          10
DAVITA INC                        COM                 23918K108             596       9,900
DB COMMODITY INDEX TRACKING       UNIT BEN INT        240225102           1,086      45,348
DEAN FOODS CO NEW                 COM                 242370104             583      15,019
DEAN FOODS CO NEW                 COM                 242370104             928      23,910
DEERE & CO                        COM                 244199105              12         155
DEERE & CO                        COM                 244199105              28         350
DEERE & CO                        COM                 244199105              43         550
DEERE & CO                        COM                 244199105              44         555
DEERE & CO                        COM                 244199105              51         650
DEERE & CO                        COM                 244199105              55         700
DEERE & CO                        COM                 244199105              79       1,000
DEERE & CO                        COM                 244199105              91       1,155
DEERE & CO                        COM                 244199105             256       3,233
DEERE & CO                        COM                 244199105             553       6,998
DEERE & CO                        COM                 244199105             750       9,490
DEERE & CO                        COM                 244199105           1,134      14,350
DEERE & CO                        COM                 244199105           1,592      20,133
DEERE & CO                        COM                 244199105           3,696      46,755
DEL MONTE FOODS CO                COM                 24522P103               1          65
DEL MONTE FOODS CO                COM                 24522P103               2         133
DEL MONTE FOODS CO                COM                 24522P103               3         223
DEL MONTE FOODS CO                COM                 24522P103               9         725
DEL MONTE FOODS CO                COM                 24522P103              12       1,004
DEL MONTE FOODS CO                COM                 24522P103             266      22,430
DEL MONTE FOODS CO                COM                 24522P103             652      55,000
DELL INC                          COM                 24702R101               3         114
DELL INC                          COM                 24702R101              10         350
DELL INC                          COM                 24702R101              12         405
DELL INC                          COM                 24702R101              52       1,745
DELL INC                          COM                 24702R101              89       3,000
DELL INC                          COM                 24702R101             113       3,800
DELL INC                          COM                 24702R101             119       4,000
DELL INC                          COM                 24702R101             174       5,830
DELL INC                          COM                 24702R101             176       5,900
DELL INC                          COM                 24702R101             182        6118
DELL INC                          COM                 24702R101             464      15,600
DELL INC                          COM                 24702R101             471      15,820
DELL INC                          COM                 24702R101             621      20,858
DELL INC                          COM                 24702R101             688       23130
DELL INC                          COM                 24702R101             905      30,425
DELL INC                          COM                 24702R101           1,012      33,999
DELL INC                          COM                 24702R101           1,246      41,884
DELL INC                          COM                 24702R101           1,382      46,423
DELL INC                          COM                 24702R101           1,542      51,810
DELL INC                          COM                 24702R101           3,165     106,343
DELL INC                          COM                 24702R101           5,007     168,234
DELL INC                          COM                 24702R101          14,110     474,132
DELPHI FINL GROUP INC             CL A                247131105               2          45
DELPHI FINL GROUP INC             CL A                247131105               4          80
DELPHI FINL GROUP INC             CL A                247131105           1,074      20,800
DENBURY RES INC                   COM NEW             247916208               0           4
DENBURY RES INC                   COM NEW             247916208             412      13,000
DELUXE CORP                       COM                 248019101               4         150
DELUXE CORP                       COM                 248019101              10         385
DELUXE CORP                       COM                 248019101              16         600
DELUXE CORP                       COM                 248019101             120       4,580
DELUXE CORP                       COM                 248019101             209       8,000
DENTSPLY INTL INC NEW             COM                 249030107              10         180
DENTSPLY INTL INC NEW             COM                 249030107              35         600
DENTSPLY INTL INC NEW             COM                 249030107             216       3,711
DENTSPLY INTL INC NEW             COM                 249030107             233       4,000
DENTSPLY INTL INC NEW             COM                 249030107             416       7,150
DENTSPLY INTL INC NEW             COM                 249030107             644      11,070
DENTSPLY INTL INC NEW             COM                 249030107           1,947      33,482
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105               6         375
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105              14         830
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105              45        2690
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105             266      15,820
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105             314       18680
DEUTSCHE TELEKOM AG               SPONSORED ADR       251566105             360      21,400
DEVELOPERS DIVERSIFIED RLTY       COM                 251591103               5          83
DEVELOPERS DIVERSIFIED RLTY       COM                 251591103             706      12,900
DEVON ENERGY CORP NEW             COM                 25179M103              17         275
DEVON ENERGY CORP NEW             COM                 25179M103              33         540
DEVON ENERGY CORP NEW             COM                 25179M103             345       5,637
DEVON ENERGY CORP NEW             COM                 25179M103             436       7,133
DEVON ENERGY CORP NEW             COM                 25179M103             495       8,098
DEVON ENERGY CORP NEW             COM                 25179M103           1,434      23,450
DEVON ENERGY CORP NEW             COM                 25179M103           4,478      73,208
DIAGEO P L C                      SPON ADR NEW        25243Q205              32         510
DIAGEO P L C                      SPON ADR NEW        25243Q205              60         940
DIAGEO P L C                      SPON ADR NEW        25243Q205             227       3,585
DIAGEO P L C                      SPON ADR NEW        25243Q205           1,038      16,357
DIAGNOSTIC PRODS CORP             COM                 252450101             578      12,129
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102               2          20
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102               9         100
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102              10         107
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             103       1,150
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             269       3,000
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             269       3,000
DIAMOND OFFSHORE DRILLING IN      COM                 25271C102             583       6,510
DIAMONDS TR                       UNIT SER 1          252787106              20         184
DIAMONDS TR                       UNIT SER 1          252787106             124        1110
DIAMONDS TR                       UNIT SER 1          252787106             171       1,533
DIAMONDS TR                       UNIT SER 1          252787106             513       4,608
DIAMONDS TR                       UNIT SER 1          252787106             534       4,800
DIAMONDS TR                       UNIT SER 1          252787106             766       6,880
DIAMONDS TR                       UNIT SER 1          252787106           2,393      21,500
DIAMONDS TR                       UNIT SER 1          252787106           9,833      88,337
DIEBOLD INC                       COM                 253651103             318       7,740
DIEBOLD INC                       COM                 253651103             413      10,060
DIME CMNTY BANCSHARES             COM                 253922108           4,478     311,614
DIONEX CORP                       COM                 254546104             246       4,000
DIRECTV GROUP INC                 COM                 25459L106               0           2
DIRECTV GROUP INC                 COM                 25459L106              91       5,555
DIRECTV GROUP INC                 COM                 25459L106           2,019     123,096
DISNEY WALT CO                    COM DISNEY          254687106               6         200
DISNEY WALT CO                    COM DISNEY          254687106               8         270
DISNEY WALT CO                    COM DISNEY          254687106              27         980
DISNEY WALT CO                    COM DISNEY          254687106              56       2,000
DISNEY WALT CO                    COM DISNEY          254687106              84       3,000
DISNEY WALT CO                    COM DISNEY          254687106             100       3,590
DISNEY WALT CO                    COM DISNEY          254687106             167       5,980
DISNEY WALT CO                    COM DISNEY          254687106             268       9,600
DISNEY WALT CO                    COM DISNEY          254687106             289       10370
DISNEY WALT CO                    COM DISNEY          254687106             368       13200
DISNEY WALT CO                    COM DISNEY          254687106             510      18,282
DISNEY WALT CO                    COM DISNEY          254687106             683      24,499
DISNEY WALT CO                    COM DISNEY          254687106             820      29,400
DISNEY WALT CO                    COM DISNEY          254687106             898      32,200
DISNEY WALT CO                    COM DISNEY          254687106             910      32,620
DISNEY WALT CO                    COM DISNEY          254687106           2,769      99,266
DISNEY WALT CO                    COM DISNEY          254687106           3,602     129,159
DISNEY WALT CO                    COM DISNEY          254687106           5,043     180,805
DISNEY WALT CO                    COM DISNEY          254687106          11,045     396,026
DISCOVERY HOLDING CO              CL A COM            25468Y107               0           4
DISCOVERY HOLDING CO              CL A COM            25468Y107               0          28
DISCOVERY HOLDING CO              CL A COM            25468Y107               1          61
DISCOVERY HOLDING CO              CL A COM            25468Y107              14         936
DISCOVERY HOLDING CO              CL A COM            25468Y107             501      33,413
DR REDDYS LABS LTD                ADR                 256135203               8         270
DR REDDYS LABS LTD                ADR                 256135203          48,331   1,539,200
DOLLAR GEN CORP                   COM                 256669102              65       3,700
DOLLAR GEN CORP                   COM                 256669102             185      10,482
DOLLAR GEN CORP                   COM                 256669102             357      20,185
DOLLAR GEN CORP                   COM                 256669102             834      47,172
DOLLAR TREE STORES INC            COM                 256747106             266       9,600
DOLLAR TREE STORES INC            COM                 256747106             294      10,640
DOLLAR TREE STORES INC            COM                 256747106             629      22,715
DOLLAR TREE STORES INC            COM                 256747106           4,816     174,060
DOMINION RES INC VA NEW           COM                 25746U109               2          30
DOMINION RES INC VA NEW           COM                 25746U109              10         150
DOMINION RES INC VA NEW           COM                 25746U109              18         260
DOMINION RES INC VA NEW           COM                 25746U109              20         293
DOMINION RES INC VA NEW           COM                 25746U109              35         500
DOMINION RES INC VA NEW           COM                 25746U109             291       4,217
DOMINION RES INC VA NEW           COM                 25746U109             404       5,853
DOMINION RES INC VA NEW           COM                 25746U109             463       6,711
DOMINION RES INC VA NEW           COM                 25746U109           4,430      64,173
DONNELLEY R R & SONS CO           COM                 257867101               2          55
DONNELLEY R R & SONS CO           COM                 257867101               4         130
DONNELLEY R R & SONS CO           COM                 257867101               9         267
DONNELLEY R R & SONS CO           COM                 257867101              18         560
DONNELLEY R R & SONS CO           COM                 257867101              79       2,400
DONNELLEY R R & SONS CO           COM                 257867101             327      10,000
DONNELLEY R R & SONS CO           COM                 257867101           1,483      45,337
DOVER CORP                        COM                 260003108              15         300
DOVER CORP                        COM                 260003108              50       1,020
DOVER CORP                        COM                 260003108             175       3,600
DOVER CORP                        COM                 260003108             354       7,300
DOVER CORP                        COM                 260003108           1,531      31,519
DOW CHEM CO                       COM                 260543103               5         130
DOW CHEM CO                       COM                 260543103               6         150
DOW CHEM CO                       COM                 260543103              11         270
DOW CHEM CO                       COM                 260543103              20         504
DOW CHEM CO                       COM                 260543103              28         700
DOW CHEM CO                       COM                 260543103             104       2,550
DOW CHEM CO                       COM                 260543103             122       3,000
DOW CHEM CO                       COM                 260543103             142       3,500
DOW CHEM CO                       COM                 260543103             247       6,077
DOW CHEM CO                       COM                 260543103             256       6,311
DOW CHEM CO                       COM                 260543103             677      16,680
DOW CHEM CO                       COM                 260543103           5,177     127,524
DOW CHEM CO                       COM                 260543103           5,558     136,900
DOW CHEM CO                       COM                 260543103           7,225     177,945
DOW CHEM CO                       COM                 260543103          11,677     287,611
DOW JONES & CO INC                COM                 260561105              14         350
DOW JONES & CO INC                COM                 260561105              39       1,000
DOW JONES & CO INC                COM                 260561105             278       7,075
DRDGOLD LTD                       SPONSORED ADR       26152H103             279     180,000
DRDGOLD LTD                       SPONSORED ADR       26152H103             543     350,000
DU PONT E I DE NEMOURS & CO       COM                 263534109              10         240
DU PONT E I DE NEMOURS & CO       COM                 263534109              89       2,100
DU PONT E I DE NEMOURS & CO       COM                 263534109              97       2,300
DU PONT E I DE NEMOURS & CO       COM                 263534109             107       2,530
DU PONT E I DE NEMOURS & CO       COM                 263534109             176       4,180
DU PONT E I DE NEMOURS & CO       COM                 263534109             252        5969
DU PONT E I DE NEMOURS & CO       COM                 263534109             387       9,157
DU PONT E I DE NEMOURS & CO       COM                 263534109             443      10,500
DU PONT E I DE NEMOURS & CO       COM                 263534109             617      14,625
DU PONT E I DE NEMOURS & CO       COM                 263534109             810      19,200
DU PONT E I DE NEMOURS & CO       COM                 263534109           1,196      28,332
DU PONT E I DE NEMOURS & CO       COM                 263534109            1203       28510
DU PONT E I DE NEMOURS & CO       COM                 263534109           1,442      34,163
DU PONT E I DE NEMOURS & CO       COM                 263534109           3,408      80,735
DU PONT E I DE NEMOURS & CO       COM                 263534109           4,057      96,123
DU PONT E I DE NEMOURS & CO       COM                 263534109           4,905     116,205
DU PONT E I DE NEMOURS & CO       COM                 263534109           7,772     184,120
DUKE ENERGY CORP                  COM                 264399106              12         400
DUKE ENERGY CORP                  COM                 264399106              26         900
DUKE ENERGY CORP                  COM                 264399106              44       1,500
DUKE ENERGY CORP                  COM                 264399106              45       1,550
DUKE ENERGY CORP                  COM                 264399106             118       4,040
DUKE ENERGY CORP                  COM                 264399106             120       4,100
DUKE ENERGY CORP                  COM                 264399106             133       4,560
DUKE ENERGY CORP                  COM                 264399106             146       5,015
DUKE ENERGY CORP                  COM                 264399106             150        5130
DUKE ENERGY CORP                  COM                 264399106             583      20,000
DUKE ENERGY CORP                  COM                 264399106           1,911      65,542
DUKE ENERGY CORP                  COM                 264399106           5,200     178,380
DUKE ENERGY CORP                  COM                 264399106         116,600   4,000,000
DUKE REALTY CORP                  COM NEW             264411505               7         195
DUKE REALTY CORP                  COM NEW             264411505              18         465
DUKE REALTY CORP                  COM NEW             264411505              53       1,400
DUKE REALTY CORP                  COM NEW             264411505             704      18,560
DUN & BRADSTREET CORP DEL NE      COM                 26483E100               7          90
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              15         200
DUN & BRADSTREET CORP DEL NE      COM                 26483e100              15         200
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              35         450
DUN & BRADSTREET CORP DEL NE      COM                 26483E100              58         750
DUN & BRADSTREET CORP DEL NE      COM                 26483E100             715       9,330
DURATEK INC                       COM                 26658Q102              81       3,720
DURATEK INC                       COM                 26658Q102             513      23,402
DYNEGY INC NEW                    CL A                26816Q101               4         820
DYNEGY INC NEW                    CL A                26816Q101               7       1,360
DYNEGY INC NEW                    CL A                26816Q101              19       4,000
DYNEGY INC NEW                    CL A                26816Q101              59      12,300
DYNEGY INC NEW                    CL A                26816Q101             101      21,009
DYNEGY INC NEW                    CL A                26816Q101           4,775     994,780
E M C CORP MASS                   COM                 268648102               3         210
E M C CORP MASS                   COM                 268648102               4         300
E M C CORP MASS                   COM                 268648102              19       1,400
E M C CORP MASS                   COM                 268648102              19       1,400
E M C CORP MASS                   COM                 268648102              27       2,000
E M C CORP MASS                   COM                 268648102              40       2,900
E M C CORP MASS                   COM                 268648102              49        3600
E M C CORP MASS                   COM                 268648102              95       6,965
E M C CORP MASS                   COM                 268648102             102       7,500
E M C CORP MASS                   COM                 268648102             273      20,025
E M C CORP MASS                   COM                 268648102             345      25,343
E M C CORP MASS                   COM                 268648102           1,069      78,462
E M C CORP MASS                   COM                 268648102           1,364     100,100
E M C CORP MASS                   COM                 268648102           1,813     132,994
E M C CORP MASS                   COM                 268648102            2005      147110
E M C CORP MASS                   COM                 268648102           6,823     500,556
E M C CORP MASS                   COM                 268648102           8,842     648,733
ENSCO INTL INC                    COM                 26874Q100               2          30
ENSCO INTL INC                    COM                 26874Q100               8         163
ENSCO INTL INC                    COM                 26874Q100              51       1,000
ENSCO INTL INC                    COM                 26874Q100              94       1,828
ENSCO INTL INC                    COM                 26874Q100              98       1,900
ENSCO INTL INC                    COM                 26874Q100             121        2350
ENSCO INTL INC                    COM                 26874Q100             150       2,910
ENSCO INTL INC                    COM                 26874Q100             310       6,031
ENSCO INTL INC                    COM                 26874Q100             859      16,700
ENSCO INTL INC                    COM                 26874Q100           3,036      59,000
ENSCO INTL INC                    COM                 26874Q100           8,924     173,452
ENI S P A                         SPONSORED ADR       26874R108              14         250
ENI S P A                         SPONSORED ADR       26874R108              27         477
ENI S P A                         SPONSORED ADR       26874R108             219       3,836
ENI S P A                         SPONSORED ADR       26874R108             570       9,997
ENI S P A                         SPONSORED ADR       26874R108           1,115      19,573
ENI S P A                         SPONSORED ADR       26874R108           1,282      22,500
EOG RES INC                       COM                 26875P101              15         215
EOG RES INC                       COM                 26875P101              41         565
EOG RES INC                       COM                 26875P101              86       1,200
EOG RES INC                       COM                 26875P101             185       2,567
EOG RES INC                       COM                 26875P101             305       4,231
EOG RES INC                       COM                 26875P101             806      11,200
EOG RES INC                       COM                 26875P101           1,173      16,285
EOG RES INC                       COM                 26875P101           2,908      40,382
EOG RES INC                       COM                 26875P101           8,107     112,600
EOG RES INC                       COM                 26875P101          12,931     179,600
E ON AG                           SPONSORED ADR       268780103              59       1,600
E ON AG                           SPONSORED ADR       268780103             693      18,930
E ON AG                           SPONSORED ADR       268780103         183,000   5,000,000
EPIQ SYS INC                      COM                 26882D109             411      21,656
E TRADE FINANCIAL CORP            COM                 269246104              13         500
E TRADE FINANCIAL CORP            COM                 269246104             236       8,752
E TRADE FINANCIAL CORP            COM                 269246104             367       13600
E TRADE FINANCIAL CORP            COM                 269246104           1,949      72,230
EASTERN CO                        COM                 276317104             351      16,750
EASTMAN CHEM CO                   COM                 277432100              10         202
EASTMAN CHEM CO                   COM                 277432100              20         400
EASTMAN CHEM CO                   COM                 277432100             326       6,361
EASTMAN CHEM CO                   COM                 277432100             633      12,377
EASTMAN CHEM CO                   COM                 277432100             843      16,462
EASTMAN KODAK CO                  COM                 277461109               9         300
EASTMAN KODAK CO                  COM                 277461109              19         660
EASTMAN KODAK CO                  COM                 277461109              28       1,000
EASTMAN KODAK CO                  COM                 277461109              48        1690
EASTMAN KODAK CO                  COM                 277461109              57       2,000
EASTMAN KODAK CO                  COM                 277461109             105       3,707
EASTMAN KODAK CO                  COM                 277461109             182       6,415
EASTMAN KODAK CO                  COM                 277461109             656      23,083
EASTMAN KODAK CO                  COM                 277461109           1,426      50,156
EATON CORP                        COM                 278058102               2          25
EATON CORP                        COM                 278058102              69         950
EATON CORP                        COM                 278058102              77       1,050
EATON CORP                        COM                 278058102             131       1,800
EATON CORP                        COM                 278058102             212        2905
EATON CORP                        COM                 278058102             652       8,930
EATON CORP                        COM                 278058102             722       9,900
EATON CORP                        COM                 278058102           1,029      14,095
EATON CORP                        COM                 278058102           1,399      19,173
EATON CORP                        COM                 278058102           1,988      27,247
EBAY INC                          COM                 278642103              36         920
EBAY INC                          COM                 278642103              47       1,200
EBAY INC                          COM                 278642103              62       1,600
EBAY INC                          COM                 278642103              93       2,395
EBAY INC                          COM                 278642103             221        5654
EBAY INC                          COM                 278642103             335       8,600
EBAY INC                          COM                 278642103             585      15,006
EBAY INC                          COM                 278642103             762       19550
EBAY INC                          COM                 278642103           1,059      27,147
EBAY INC                          COM                 278642103           2,805      71,930
EBAY INC                          COM                 278642103           9,412     241,329
ECHOSTAR COMMUNICATIONS NEW       CL A                278762109              16         546
ECHOSTAR COMMUNICATIONS NEW       CL A                278762109           1,022      34,211
ECOLAB INC                        COM                 278865100              11         300
ECOLAB INC                        COM                 278865100           1,264      33,090
ECOLAB INC                        COM                 278865100           1,703      44,572
ECOLAB INC                        COM                 278865100           2,031      53,172
EDISON INTL                       COM                 281020107              24         584
EDISON INTL                       COM                 281020107             156       3,800
EDISON INTL                       COM                 281020107           1,487      36,103
EDISON INTL                       COM                 281020107           2,129      51,700
EDISON INTL                       COM                 281020107           2,501      60,731
EDUCATION MGMT CORP               COM                 28139T101             104       2,500
EDUCATION MGMT CORP               COM                 28139T101           1,123      27,000
EDWARDS AG INC                    COM                 281760108             367       7,370
EDWARDS LIFESCIENCES CORP         COM                 28176E108             218       5,000
EL PASO CORP                      COM                 28336L109               2         150
EL PASO CORP                      COM                 28336L109              17        1430
EL PASO CORP                      COM                 28336L109              18       1,490
EL PASO CORP                      COM                 28336L109              28        2330
EL PASO CORP                      COM                 28336L109              30       2,450
EL PASO CORP                      COM                 28336L109              37       3,100
EL PASO CORP                      COM                 28336L109             140      11,577
EL PASO CORP                      COM                 28336L109             241      20,000
EL PASO CORP                      COM                 28336L109           1,260     104,565
ELDORADO GOLD CORP NEW            COM                 284902103             105      22,000
ELECTRONIC ARTS INC               COM                 285512109              15         265
ELECTRONIC ARTS INC               COM                 285512109              20         360
ELECTRONIC ARTS INC               COM                 285512109              61        1120
ELECTRONIC ARTS INC               COM                 285512109              71       1,300
ELECTRONIC ARTS INC               COM                 285512109              86       1,570
ELECTRONIC ARTS INC               COM                 285512109             281       5,140
ELECTRONIC ARTS INC               COM                 285512109             371       6,784
ELECTRONIC ARTS INC               COM                 285512109             799       14603
ELECTRONIC ARTS INC               COM                 285512109           3,787      69,212
ELECTRONIC ARTS INC               COM                 285512109           4,898      89,502
ELECTRONIC DATA SYS NEW           COM                 285661104               6         210
ELECTRONIC DATA SYS NEW           COM                 285661104              11         425
ELECTRONIC DATA SYS NEW           COM                 285661104              40        1490
ELECTRONIC DATA SYS NEW           COM                 285661104             110       4,117
ELECTRONIC DATA SYS NEW           COM                 285661104             177       6,592
ELECTRONIC DATA SYS NEW           COM                 285661104             228       8,500
ELECTRONIC DATA SYS NEW           COM                 285661104             283      10,549
ELECTRONIC DATA SYS NEW           COM                 285661104             295      11,000
ELECTRONIC DATA SYS NEW           COM                 285661104           2,628      97,966
ELITE PHARMACEUTICALS INC         CL A NEW            28659T200             130      52,400
EMBRAER-EMPRESA BRASILEIRA D      SP ADR PFD SHS      29081M102           1,128      30,600
EMDEON CORP                       COM                 290849108               0          46
EMDEON CORP                       COM                 290849108               3         300
EMDEON CORP                       COM                 290849108              50       4,606
EMDEON CORP                       COM                 290849108              51       4,750
EMDEON CORP                       COM                 290849108             317      29,390
EMERSON ELEC CO                   COM                 291011104             109       1,300
EMERSON ELEC CO                   COM                 291011104             125       1,500
EMERSON ELEC CO                   COM                 291011104             226       2,700
EMERSON ELEC CO                   COM                 291011104             695       8,307
EMERSON ELEC CO                   COM                 291011104             870       10400
EMERSON ELEC CO                   COM                 291011104             905      10,821
EMERSON ELEC CO                   COM                 291011104           1,207      14,438
EMERSON ELEC CO                   COM                 291011104           1,740      20,810
EMERSON ELEC CO                   COM                 291011104           2,652      31,716
EMERSON ELEC CO                   COM                 291011104           6,841      81,799
EMPRESA NACIONAL DE ELCTRCID      SPONSORED ADR       29244T101           1,068      35,400
ENCANA CORP                       COM                 292505104               9         200
ENCANA CORP                       COM                 292505104              19         400
ENCANA CORP                       COM                 292505104              47       1,000
ENCANA CORP                       COM                 292505104              70       1,500
ENCANA CORP                       COM                 292505104             140       3,000
ENCANA CORP                       COM                 292505104             159       3,400
ENCANA CORP                       COM                 292505104             633       13551
ENCANA CORP                       COM                 292505104           7,231     154,750
ENCANA CORP                       COM                 292505104          12,523     267,995
ENBRIDGE INC                      COM                 29250N105          10,183     352,709
ENBRIDGE ENERGY MANAGEMENT L      SHS UNITS LLI       29250X103             238       5,585
ENDESA S A                        SPONSORED ADR       29258N107             740      23,013
ENDESA S A                        SPONSORED ADR       29258N107          19,872     618,100
ENERGY CONVERSION DEVICES IN      COM                 292659109             989      20,100
ENERGY EAST CORP                  COM                 29266M109             297      12,241
ENERGY EAST CORP                  COM                 29266M109             355      14,610
ENERGIZER HLDGS INC               COM                 29266R108             551      10,390
ENERPLUS RES FD                   UNIT TR G NEW       29274D604             101       2,000
ENERPLUS RES FD                   UNIT TR G NEW       29274D604           7,938     157,370
ENGELHARD CORP                    COM                 292845104             119       3,000
ENGELHARD CORP                    COM                 292845104             674      17,010
ENGELHARD CORP                    COM                 292845104           1,208      30,500
ENTERGY CORP NEW                  COM                 29364G103               2          25
ENTERGY CORP NEW                  COM                 29364G103             144       2,082
ENTERGY CORP NEW                  COM                 29364G103           2,639      38,281
ENTERTAINMENT PPTYS TR            COM SH BEN INT      29380T105             445      10,598
EQUIFAX INC                       COM                 294429105              34         900
EQUIFAX INC                       COM                 294429105              52       1,400
EQUIFAX INC                       COM                 294429105             245       6,578
EQUIFAX INC                       COM                 294429105           1,011      27,158
EQUITABLE RES INC                 COM                 294549100             191       5,234
EQUITABLE RES INC                 COM                 294549100             424      11,600
EQUITY OFFICE PROPERTIES TRU      COM                 294741103             280       8,350
EQUITY OFFICE PROPERTIES TRU      COM                 294741103             470       14000
EQUITY OFFICE PROPERTIES TRU      COM                 294741103           2,207      65,726
EQUITY RESIDENTIAL                SH BEN INT          29476L107              47       1,000
EQUITY RESIDENTIAL                SH BEN INT          29476L107           2,720      58,125
ERICSSON L M TEL CO               ADR B SEK 10        294821608              15         400
ERICSSON L M TEL CO               ADR B SEK 10        294821608              75       2,000
ERICSSON L M TEL CO               ADR B SEK 10        294821608             128       3,385
ERICSSON L M TEL CO               ADR B SEK 10        294821608             173       4,594
ERICSSON L M TEL CO               ADR B SEK 10        294821608             189       5,000
ERICSSON L M TEL CO               ADR B SEK 10        294821608             253       6,700
ERICSSON L M TEL CO               ADR B SEK 10        294821608             477      12,650
ERICSSON L M TEL CO               ADR B SEK 10        294821608           1,098      29,100
ETABLISSEMENTS DELHAIZE FRER      SPONSORED ADR       29759W101              24         333
ETABLISSEMENTS DELHAIZE FRER      SPONSORED ADR       29759W101              89       1,250
ETABLISSEMENTS DELHAIZE FRER      SPONSORED ADR       29759W101             418       5,851
EUROZINC MNG CORP                 COM                 298804105           1,431     822,266
EVERGREEN SOLAR INC               COM                 30033R108              15       1,000
EVERGREEN SOLAR INC               COM                 30033R108             539      35,000
EXELON CORP                       COM                 30161N101               4          75
EXELON CORP                       COM                 30161N101              32         600
EXELON CORP                       COM                 30161N101             700      13,235
EXELON CORP                       COM                 30161N101             968      18,300
EXELON CORP                       COM                 30161N101           1,142      21,585
EXELON CORP                       COM                 30161N101           2,433      46,000
EXELON CORP                       COM                 30161N101           2,690      50,842
EXELON CORP                       COM                 30161N101           2,924      55,266
EXELON CORP                       COM                 30161N101           3,194      60,371
EXELON CORP                       COM                 30161N101           6,499     122,860
EXELON CORP                       COM                 30161N101           6,701     126,670
EXPEDIA INC DEL                   COM                 30212P105               3         135
EXPEDIA INC DEL                   COM                 30212P105               7         322
EXPEDIA INC DEL                   COM                 30212P105              14         700
EXPEDIA INC DEL                   COM                 30212P105              34       1,665
EXPEDIA INC DEL                   COM                 30212P105             900      44,418
EXPEDIA INC DEL                   COM                 30212P105           2,736     135,000
EXPEDITORS INTL WASH INC          COM                 302130109              10         115
EXPEDITORS INTL WASH INC          COM                 302130109             255        2950
EXPEDITORS INTL WASH INC          COM                 302130109             346       4,000
EXPEDITORS INTL WASH INC          COM                 302130109           1,034      11,967
EXPEDITORS INTL WASH INC          COM                 302130109           1,157      13,390
EXPRESS SCRIPTS INC               COM                 302182100             158       1,800
EXPRESS SCRIPTS INC               COM                 302182100             164       1,869
EXPRESS SCRIPTS INC               COM                 302182100           2,614      29,736
EXPRESSJET HOLDINGS INC           CL A                30218U108             112      15,000
EXXON MOBIL CORP                  COM                 30231G102              16         259
EXXON MOBIL CORP                  COM                 30231G102              18         300
EXXON MOBIL CORP                  COM                 30231G102              18         290
EXXON MOBIL CORP                  COM                 30231G102              37         602
EXXON MOBIL CORP                  COM                 30231G102             119       1,950
EXXON MOBIL CORP                  COM                 30231G102             166       2,734
EXXON MOBIL CORP                  COM                 30231G102             174       2,860
EXXON MOBIL CORP                  COM                 30231G102             183       3,000
EXXON MOBIL CORP                  COM                 30231G102             260       4,267
EXXON MOBIL CORP                  COM                 30231G102             316       5,200
EXXON MOBIL CORP                  COM                 30231G102           1,110      18,235
EXXON MOBIL CORP                  COM                 30231G102            1202       19758
EXXON MOBIL CORP                  COM                 30231G102           1,239      20,360
EXXON MOBIL CORP                  COM                 30231G102           1,286      21,130
EXXON MOBIL CORP                  COM                 30231G102           1,753      28,800
EXXON MOBIL CORP                  COM                 30231G102           2,465      40,500
EXXON MOBIL CORP                  COM                 30231G102           2,609      42,874
EXXON MOBIL CORP                  COM                 30231G102           3,286      54,000
EXXON MOBIL CORP                  COM                 30231G102           3,713      61,006
EXXON MOBIL CORP                  COM                 30231G102           4,111      67,549
EXXON MOBIL CORP                  COM                 30231G102           5,158      84,754
EXXON MOBIL CORP                  COM                 30231G102          31,410     516,105
EXXON MOBIL CORP                  COM                 30231G102          41,503     681,937
EXXON MOBIL CORP                  COM                 30231G102          46,596     765,619
EXXON MOBIL CORP                  COM                 30231G102          70,361   1,156,108
FPL GROUP INC                     COM                 302571104              24         600
FPL GROUP INC                     COM                 302571104              31         774
FPL GROUP INC                     COM                 302571104              56        1400
FPL GROUP INC                     COM                 302571104             232       5,782
FPL GROUP INC                     COM                 302571104             396       9,875
FPL GROUP INC                     COM                 302571104             819      20,400
FPL GROUP INC                     COM                 302571104           2,816      70,146
FACTSET RESH SYS INC              COM                 303075105             674      15,187
FAIR ISAAC CORP                   COM                 303250104              20         500
FAIR ISAAC CORP                   COM                 303250104             176       4,435
FAIR ISAAC CORP                   COM                 303250104             288       7,260
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102              13         125
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102              64         600
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102             118        1100
FAIRFAX FINL HLDGS LTD            SUB VTG             303901102             749       6,990
FAIRMONT HOTELS RESORTS INC       COM                 305204109              35         793
FAIRMONT HOTELS RESORTS INC       COM                 305204109             184       4,125
FALCONBRIDGE LTD NEW 2005         COM                 306104100               0           2
FALCONBRIDGE LTD NEW 2005         COM                 306104100              35       1,000
FALCONBRIDGE LTD NEW 2005         COM                 306104100           1,465      41,807
FAMILY DLR STORES INC             COM                 307000109              25         930
FAMILY DLR STORES INC             COM                 307000109             101        3790
FAMILY DLR STORES INC             COM                 307000109             686      25,791
FARGO ELECTRONICS INC             COM                 30744P102             264      15,589
FASTENAL CO                       COM                 311900104             673      14,220
FEDERAL HOME LN MTG CORP          COM                 313400301              12         200
FEDERAL HOME LN MTG CORP          COM                 313400301              15         240
FEDERAL HOME LN MTG CORP          COM                 313400301              39         635
FEDERAL HOME LN MTG CORP          COM                 313400301              65       1,060
FEDERAL HOME LN MTG CORP          COM                 313400301             128       2,100
FEDERAL HOME LN MTG CORP          COM                 313400301             214       3,510
FEDERAL HOME LN MTG CORP          COM                 313400301             247       4,048
FEDERAL HOME LN MTG CORP          COM                 313400301             323       5,300
FEDERAL HOME LN MTG CORP          COM                 313400301             458       7,500
FEDERAL HOME LN MTG CORP          COM                 313400301             671       11000
FEDERAL HOME LN MTG CORP          COM                 313400301             699      11,464
FEDERAL HOME LN MTG CORP          COM                 313400301           2,524      41,370
FEDERAL HOME LN MTG CORP          COM                 313400301           6,481     106,239
FEDERAL HOME LN MTG CORP          COM                 313400301           8,112     132,982
FEDERAL NATL MTG ASSN             COM                 313586109               1          14
FEDERAL NATL MTG ASSN             COM                 313586109               5         100
FEDERAL NATL MTG ASSN             COM                 313586109               6         110
FEDERAL NATL MTG ASSN             COM                 313586109              13         260
FEDERAL NATL MTG ASSN             COM                 313586109              17         340
FEDERAL NATL MTG ASSN             COM                 313586109              72       1,410
FEDERAL NATL MTG ASSN             COM                 313586109             154       3,000
FEDERAL NATL MTG ASSN             COM                 313586109             272       5,300
FEDERAL NATL MTG ASSN             COM                 313586109             603      11,740
FEDERAL NATL MTG ASSN             COM                 313586109             653      12,701
FEDERAL NATL MTG ASSN             COM                 313586109             728      14,167
FEDERAL NATL MTG ASSN             COM                 313586109             792      15,400
FEDERAL NATL MTG ASSN             COM                 313586109           1,965      38,230
FEDERAL NATL MTG ASSN             COM                 313586109           9,519     185,185
FEDERAL NATL MTG ASSN             COM                 313586109         616,990  12,003,700
FEDERATED DEPT STORES INC DE      COM                 31410H101               9         122
FEDERATED DEPT STORES INC DE      COM                 31410H101             102       1,395
FEDERATED DEPT STORES INC DE      COM                 31410H101             440       6,032
FEDERATED DEPT STORES INC DE      COM                 31410H101             942      12,900
FEDERATED DEPT STORES INC DE      COM                 31410H101           3,649      49,988
FEDERATED INVS INC PA             CL B                314211103              55       1,400
FEDERATED INVS INC PA             CL B                314211103             457      11,711
FEDEX CORP                        COM                 31428X106              11         100
FEDEX CORP                        COM                 31428X106              41         360
FEDEX CORP                        COM                 31428X106              42         375
FEDEX CORP                        COM                 31428X106              45         400
FEDEX CORP                        COM                 31428X106              68         600
FEDEX CORP                        COM                 31428X106             192       1,700
FEDEX CORP                        COM                 31428X106             316       2,794
FEDEX CORP                        COM                 31428X106           1,307      11,570
FEDEX CORP                        COM                 31428X106           2,270      20,100
FEDEX CORP                        COM                 31428X106           6,483      57,403
FIDELITY NATL INFORMATION SV      COM                 31620M106             506      12,470
FIDELITY NATL FINL INC            COM                 316326107              89       2,500
FIDELITY NATL FINL INC            COM                 316326107             939      26,431
FIFTH THIRD BANCORP               COM                 316773100              14         365
FIFTH THIRD BANCORP               COM                 316773100              43        1105
FIFTH THIRD BANCORP               COM                 316773100              61       1,540
FIFTH THIRD BANCORP               COM                 316773100             216       5,500
FIFTH THIRD BANCORP               COM                 316773100             297       7,550
FIFTH THIRD BANCORP               COM                 316773100           3,828      97,263
FIRST AMERN CORP CALIF            COM                 318522307              14         370
FIRST AMERN CORP CALIF            COM                 318522307             468      11,940
FIRST DATA CORP                   COM                 319963104              44         940
FIRST DATA CORP                   COM                 319963104              45         970
FIRST DATA CORP                   COM                 319963104             169       3,620
FIRST DATA CORP                   COM                 319963104             181        3864
FIRST DATA CORP                   COM                 319963104             197       4,200
FIRST DATA CORP                   COM                 319963104             339       7,244
FIRST DATA CORP                   COM                 319963104             361       7,700
FIRST DATA CORP                   COM                 319963104             480      10,248
FIRST DATA CORP                   COM                 319963104             518      11,072
FIRST DATA CORP                   COM                 319963104           1,102      23,539
FIRST DATA CORP                   COM                 319963104           1,401      29,920
FIRST DATA CORP                   COM                 319963104           2,362      50,455
FIRST DATA CORP                   COM                 319963104           6,511     139,070
FIRST HORIZON NATL CORP           COM                 320517105             202       4,860
FIRST HORIZON NATL CORP           COM                 320517105             258       6,200
FIRST HORIZON NATL CORP           COM                 320517105             948      22,753
FIRST HORIZON NATL CORP           COM                 320517105          14,994     360,000
FIRST MARBLEHEAD CORP             COM                 320771108               6         139
FIRST MARBLEHEAD CORP             COM                 320771108              17         400
FIRST MARBLEHEAD CORP             COM                 320771108              65       1,500
FIRST MARBLEHEAD CORP             COM                 320771108             121       2,800
FIRST MARBLEHEAD CORP             COM                 320771108             150       3,475
FIRST MARBLEHEAD CORP             COM                 320771108             507      11,725
FISERV INC                        COM                 337738108              68       1,600
FISERV INC                        COM                 337738108             140       3,300
FISERV INC                        COM                 337738108             284       6,680
FISERV INC                        COM                 337738108             727      17,095
FISERV INC                        COM                 337738108           1,172      27,543
FISERV INC                        COM                 337738108           1,547      36,354
FIRSTENERGY CORP                  COM                 337932107              16         319
FIRSTENERGY CORP                  COM                 337932107              24         499
FIRSTENERGY CORP                  COM                 337932107             161       3,300
FIRSTENERGY CORP                  COM                 337932107           3,011      61,577
FISHER SCIENTIFIC INTL INC        COM NEW             338032204              66         966
FISHER SCIENTIFIC INTL INC        COM NEW             338032204              68       1,000
FISHER SCIENTIFIC INTL INC        COM NEW             338032204              78       1,150
FISHER SCIENTIFIC INTL INC        COM NEW             338032204             102        1500
FISHER SCIENTIFIC INTL INC        COM NEW             338032204             130       1,906
FISHER SCIENTIFIC INTL INC        COM NEW             338032204             150       2,200
FISHER SCIENTIFIC INTL INC        COM NEW             338032204             184       2,700
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           1,376      20,215
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           1,377      20,236
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           2,142      31,478
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           3,658      53,760
FISHER SCIENTIFIC INTL INC        COM NEW             338032204           8,798     129,288
FLEXIBLE SOLUTIONS INTL INC       COM                 33938T104             344     103,500
FLUOR CORP NEW                    COM                 343412102              17         200
FLUOR CORP NEW                    COM                 343412102              26         300
FLUOR CORP NEW                    COM                 343412102              39         460
FLUOR CORP NEW                    COM                 343412102             154       1,800
FLUOR CORP NEW                    COM                 343412102             275        3200
FLUOR CORP NEW                    COM                 343412102           1,101      12,830
FLOWERS FOODS INC                 COM                 343498101               5         177
FLOWERS FOODS INC                 COM                 343498101              89       3,000
FLOWERS FOODS INC                 COM                 343498101             241       8,100
FLUSHING FINL CORP                COM                 343873105           6,841     391,818
FOOT LOCKER INC                   COM                 344849104              10         439
FOOT LOCKER INC                   COM                 344849104              38       1,601
FOOT LOCKER INC                   COM                 344849104             411      17,200
FORD MTR CO DEL                   COM PAR $0.01       345370860               1         100
FORD MTR CO DEL                   COM PAR $0.01       345370860               8       1,000
FORD MTR CO DEL                   COM PAR $0.01       345370860              15       1,860
FORD MTR CO DEL                   COM PAR $0.01       345370860              80      10,000
FORD MTR CO DEL                   COM PAR $0.01       345370860             221       27730
FORD MTR CO DEL                   COM PAR $0.01       345370860             237      29,814
FORD MTR CO DEL                   COM PAR $0.01       345370860             266       33435
FORD MTR CO DEL                   COM PAR $0.01       345370860             282      35,400
FORD MTR CO DEL                   COM PAR $0.01       345370860           2,608     327,622
FORD MTR CO DEL                   COM PAR $0.01       345370860         127,360  16,000,000
FORDING CDN COAL TR               TR UNIT             345425102               3          66
FORDING CDN COAL TR               TR UNIT             345425102              15         405
FORDING CDN COAL TR               TR UNIT             345425102              76       2,000
FORDING CDN COAL TR               TR UNIT             345425102             660      17,383
FOREST CITY ENTERPRISES INC       CL A                345550107             382       8,100
FOREST LABS INC                   COM                 345838106               3          60
FOREST LABS INC                   COM                 345838106              85       1,900
FOREST LABS INC                   COM                 345838106             161       3,600
FOREST LABS INC                   COM                 345838106           2,591      58,058
FORTUNE BRANDS INC                COM                 349631101              27         330
FORTUNE BRANDS INC                COM                 349631101             225       2,796
FORTUNE BRANDS INC                COM                 349631101             279       3,455
FORTUNE BRANDS INC                COM                 349631101           2,071      25,689
FRANCE TELECOM                    SPONSORED ADR       35177Q105              10         460
FRANCE TELECOM                    SPONSORED ADR       35177Q105              12         540
FRANCE TELECOM                    SPONSORED ADR       35177Q105             228      10,140
FRANCE TELECOM                    SPONSORED ADR       35177Q105             249       11080
FRANKLIN ELEC INC                 COM                 353514102             397       7,267
FRANKLIN RES INC                  COM                 354613101              10         105
FRANKLIN RES INC                  COM                 354613101              33         350
FRANKLIN RES INC                  COM                 354613101             207       2,200
FRANKLIN RES INC                  COM                 354613101             870       9,235
FRANKLIN RES INC                  COM                 354613101           2,920      30,987
FRANKLIN RES INC                  COM                 354613101           3,071      32,591
FRANKLIN RES INC                  NOTE         5/1    354613AC5               9       10000
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              18         300
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              25         415
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              39         660
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              40         668
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857              50         842
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857             167       2,800
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857             221       3,700
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857             463        7752
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857           1,030      17,233
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857           1,975      33,040
FREEPORT-MCMORAN COPPER & GO      CL B                35671D857          11,467     191,850
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107               4         155
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107              59       2,104
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107             200       7,209
FREESCALE SEMICONDUCTOR INC       COM CL A            35687M107             339      12,200
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               3          99
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               5         198
FREESCALE SEMICONDUCTOR INC       CL B                35687M206               7         264
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              11         381
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              13         458
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              15         537
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              22         789
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              22         781
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              74        2650
FREESCALE SEMICONDUCTOR INC       CL B                35687M206              75       2,700
FREESCALE SEMICONDUCTOR INC       CL B                35687M206             206       7,418
FREESCALE SEMICONDUCTOR INC       CL B                35687M206           1,365      49,138
FREESCALE SEMICONDUCTOR INC       CL B                35687M206           2,447      88,134
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108               2         260
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108              14       1,500
FRIEDMAN BILLINGS RAMSEY GRO      CL A                358434108             117      12,500
FRONTEER DEV GROUP INC            COM                 35903Q106              36       8,500
FRONTEER DEV GROUP INC            COM                 35903Q106              42      10,000
FUJI PHOTO FILM LTD               ADR                 359586302              75        2249
FUJI PHOTO FILM LTD               ADR                 359586302             246        7370
FUJI PHOTO FILM LTD               ADR                 359586302             462      13,825
FULTON FINL CORP PA               COM                 360271100             316      18,395
GALLAGHER ARTHUR J & CO           COM                 363576109             315      11,330
GALLAHER GROUP PLC                SPONSORED ADR       363595109              54         928
GALLAHER GROUP PLC                SPONSORED ADR       363595109             151       2,600
GANNETT INC                       COM                 364730101              57         950
GANNETT INC                       COM                 364730101              65       1,090
GANNETT INC                       COM                 364730101             153       2,560
GANNETT INC                       COM                 364730101             428       7,150
GANNETT INC                       COM                 364730101             961      16,040
GANNETT INC                       COM                 364730101           1,055      17,600
GANNETT INC                       COM                 364730101           2,848      47,526
GAP INC DEL                       COM                 364760108               9         500
GAP INC DEL                       COM                 364760108              15         800
GAP INC DEL                       COM                 364760108              34       1,800
GAP INC DEL                       COM                 364760108              56        3000
GAP INC DEL                       COM                 364760108              60       3,220
GAP INC DEL                       COM                 364760108              68       3,661
GAP INC DEL                       COM                 364760108              75       4,000
GAP INC DEL                       COM                 364760108           1,121      60,000
GAP INC DEL                       COM                 364760108           2,504     134,039
GAMMON LAKE RES INC               COM                 364915108             614      33,916
GATEWAY INC                       COM                 367626108               0         193
GATEWAY INC                       COM                 367626108               1         500
GATEWAY INC                       COM                 367626108              11       4,900
GATEWAY INC                       COM                 367626108              36       16535
GEHL CO                           COM                 368483103             994      30,000
GENENTECH INC                     COM NEW             368710406              14         160
GENENTECH INC                     COM NEW             368710406              34         400
GENENTECH INC                     COM NEW             368710406              54         634
GENENTECH INC                     COM NEW             368710406              93       1,100
GENENTECH INC                     COM NEW             368710406              93       1,100
GENENTECH INC                     COM NEW             368710406             194       2,300
GENENTECH INC                     COM NEW             368710406             262       3,100
GENENTECH INC                     COM NEW             368710406             906      10,723
GENENTECH INC                     COM NEW             368710406             948       11218
GENENTECH INC                     COM NEW             368710406           3,807      45,048
GENENTECH INC                     COM NEW             368710406           4,573      54,112
GENERAL DYNAMICS CORP             COM                 369550108              11         170
GENERAL DYNAMICS CORP             COM                 369550108              26         404
GENERAL DYNAMICS CORP             COM                 369550108              51         800
GENERAL DYNAMICS CORP             COM                 369550108             154       2,400
GENERAL DYNAMICS CORP             COM                 369550108             192       3,000
GENERAL DYNAMICS CORP             COM                 369550108             205       3,200
GENERAL DYNAMICS CORP             COM                 369550108           1,527      23,869
GENERAL DYNAMICS CORP             COM                 369550108           4,866      76,048
GENERAL ELECTRIC CO               COM                 369604103               4         115
GENERAL ELECTRIC CO               COM                 369604103             125       3,600
GENERAL ELECTRIC CO               COM                 369604103             162       4,664
GENERAL ELECTRIC CO               COM                 369604103             334       9,600
GENERAL ELECTRIC CO               COM                 369604103             423      12,150
GENERAL ELECTRIC CO               COM                 369604103             519      14,930
GENERAL ELECTRIC CO               COM                 369604103             578      16,612
GENERAL ELECTRIC CO               COM                 369604103             608      17,473
GENERAL ELECTRIC CO               COM                 369604103             806      23,188
GENERAL ELECTRIC CO               COM                 369604103            1019       29301
GENERAL ELECTRIC CO               COM                 369604103           1,256      36,100
GENERAL ELECTRIC CO               COM                 369604103           1,391      40,000
GENERAL ELECTRIC CO               COM                 369604103           1,509      43,400
GENERAL ELECTRIC CO               COM                 369604103           1,776      51,072
GENERAL ELECTRIC CO               COM                 369604103           2,191      63,000
GENERAL ELECTRIC CO               COM                 369604103           2,217      63,730
GENERAL ELECTRIC CO               COM                 369604103           2,716      78,077
GENERAL ELECTRIC CO               COM                 369604103           2,972      85,450
GENERAL ELECTRIC CO               COM                 369604103           2,990      85,965
GENERAL ELECTRIC CO               COM                 369604103           3,620     104,090
GENERAL ELECTRIC CO               COM                 369604103           3,857     110,900
GENERAL ELECTRIC CO               COM                 369604103           5,401     155,284
GENERAL ELECTRIC CO               COM                 369604103           10836      311550
GENERAL ELECTRIC CO               COM                 369604103          24,845     714,351
GENERAL ELECTRIC CO               COM                 369604103          30,960     890,176
GENERAL ELECTRIC CO               COM                 369604103          34,718     998,212
GENERAL ELECTRIC CO               COM                 369604103          39,330   1,130,815
GENERAL ELECTRIC CO               COM                 369604103          70,173   2,017,639
GENERAL GROWTH PPTYS INC          COM                 370021107           1,519      31,077
GENERAL MLS INC                   COM                 370334104               9         180
GENERAL MLS INC                   COM                 370334104              81       1,600
GENERAL MLS INC                   COM                 370334104             122       2,400
GENERAL MLS INC                   COM                 370334104             177       3,500
GENERAL MLS INC                   COM                 370334104             342       6,755
GENERAL MLS INC                   COM                 370334104             486       9,594
GENERAL MLS INC                   COM                 370334104           1,460      28,800
GENERAL MLS INC                   COM                 370334104           3,229      63,713
GENERAL MLS INC                   COM                 370334104           4,573      90,225
GENERAL MTRS CORP                 COM                 370442105               2         105
GENERAL MTRS CORP                 COM                 370442105               4         175
GENERAL MTRS CORP                 COM                 370442105               9         418
GENERAL MTRS CORP                 COM                 370442105              12         550
GENERAL MTRS CORP                 COM                 370442105              30        1425
GENERAL MTRS CORP                 COM                 370442105              31       1,438
GENERAL MTRS CORP                 COM                 370442105              64        3030
GENERAL MTRS CORP                 COM                 370442105             102       4,780
GENERAL MTRS CORP                 COM                 370442105             179       8,439
GENERAL MTRS CORP                 COM                 370442105           1,063      49,991
GENERAL MTRS CORP                 COM                 370442105           2,016      94,770
GENTEX CORP                       COM                 371901109             351      20,110
GENUINE PARTS CO                  COM                 372460105              10         224
GENUINE PARTS CO                  COM                 372460105              91       2,085
GENUINE PARTS CO                  COM                 372460105             457      10,425
GENUINE PARTS CO                  COM                 372460105           1,468      33,500
GENUINE PARTS CO                  COM                 372460105           1,613      36,800
GENWORTH FINL INC                 COM CL A            37247D106               1          40
GENWORTH FINL INC                 COM CL A            37247D106              33       1,000
GENWORTH FINL INC                 COM CL A            37247D106              70       2,100
GENWORTH FINL INC                 COM CL A            37247D106             276       8,252
GENWORTH FINL INC                 COM CL A            37247D106             521       15570
GENWORTH FINL INC                 COM CL A            37247D106           2,840      84,940
GENZYME CORP                      COM                 372917104               4          65
GENZYME CORP                      COM                 372917104             235       3,501
GENZYME CORP                      COM                 372917104             560       8,325
GENZYME CORP                      COM                 372917104           3,332      49,567
GETTY IMAGES INC                  COM                 374276103               5          64
GETTY IMAGES INC                  COM                 374276103             636       8,490
GILEAD SCIENCES INC               COM                 375558103              58         940
GILEAD SCIENCES INC               COM                 375558103              66       1,066
GILEAD SCIENCES INC               COM                 375558103              75       1,200
GILEAD SCIENCES INC               COM                 375558103             124       2,000
GILEAD SCIENCES INC               COM                 375558103             187       3,000
GILEAD SCIENCES INC               COM                 375558103             273       4,383
GILEAD SCIENCES INC               COM                 375558103             448       7,200
GILEAD SCIENCES INC               COM                 375558103           4,487      72,120
GILEAD SCIENCES INC               COM                 375558103           5,507      88,504
GLAMIS GOLD LTD                   COM                 376775102              39       1,200
GLAMIS GOLD LTD                   COM                 376775102             101       3,100
GLAMIS GOLD LTD                   COM                 376775102             129       3,947
GLATFELTER                        COM                 377316104             430      23,445
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              15         290
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              24         450
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              30         567
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              63       1,200
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105              74        1422
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105             195        3725
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105             736      14,071
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105           1,149      21,974
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105           1,265      24,175
GLENCAIRN GOLD CORP               COM                 377903109              41      78,000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106               1          52
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106               2         100
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106               7         316
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106              11         500
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106              34       1,555
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106              66       3,000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106             615      28,000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106           1,083      49,270
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106           1,099      50,000
GOLD FIELDS LTD NEW               SPONSORED ADR       38059T106           2,458     111,850
GOLDCORP INC NEW                  COM                 380956409              13         451
GOLDCORP INC NEW                  COM                 380956409              94       3,200
GOLDCORP INC NEW                  COM                 380956409             725      24,800
GOLDEN STAR RES LTD CDA           COM                 38119T104               3         817
GOLDEN STAR RES LTD CDA           COM                 38119T104               6       2,000
GOLDEN STAR RES LTD CDA           COM                 38119T104              32      10,000
GOLDEN WEST FINL CORP DEL         COM                 381317106               1           8
GOLDEN WEST FINL CORP DEL         COM                 381317106              20         295
GOLDEN WEST FINL CORP DEL         COM                 381317106              42         615
GOLDEN WEST FINL CORP DEL         COM                 381317106             238       3,503
GOLDEN WEST FINL CORP DEL         COM                 381317106             849      12,500
GOLDEN WEST FINL CORP DEL         COM                 381317106           3,394      49,980
GOLDFIELD CORP                    COM                 381370105              36      28,200
GOLDMAN SACHS GROUP INC           COM                 38141G104               1           5
GOLDMAN SACHS GROUP INC           COM                 38141G104              78         500
GOLDMAN SACHS GROUP INC           COM                 38141G104             141         900
GOLDMAN SACHS GROUP INC           COM                 38141G104             157       1,000
GOLDMAN SACHS GROUP INC           COM                 38141G104             164       1,042
GOLDMAN SACHS GROUP INC           COM                 38141G104             392       2,500
GOLDMAN SACHS GROUP INC           COM                 38141G104             890       5,668
GOLDMAN SACHS GROUP INC           COM                 38141G104           1,006       6,410
GOLDMAN SACHS GROUP INC           COM                 38141G104           1,293       8,236
GOLDMAN SACHS GROUP INC           COM                 38141G104           1,310       8,345
GOLDMAN SACHS GROUP INC           COM                 38141G104           3,177      20,240
GOLDMAN SACHS GROUP INC           COM                 38141G104           3,237      20,624
GOLDMAN SACHS GROUP INC           COM                 38141G104           3,954      25,188
GOLDMAN SACHS GROUP INC           COM                 38141G104           6,451      41,099
GOLDMAN SACHS GROUP INC           COM                 38141G104          14,957      95,292
GOLDMAN SACHS GROUP INC           COM                 38141G104           27849      177430
GOODRICH CORP                     COM                 382388106               2          40
GOODRICH CORP                     COM                 382388106             222       5,089
GOODRICH CORP                     COM                 382388106             792      18,165
GOODYEAR TIRE & RUBR CO           COM                 382550101               6         395
GOODYEAR TIRE & RUBR CO           COM                 382550101              14        1000
GOODYEAR TIRE & RUBR CO           COM                 382550101              22       1,500
GOODYEAR TIRE & RUBR CO           COM                 382550101              36        2470
GOODYEAR TIRE & RUBR CO           COM                 382550101              58       4,000
GOODYEAR TIRE & RUBR CO           COM                 382550101             119       8,214
GOODYEAR TIRE & RUBR CO           COM                 382550101             126       8,731
GOODYEAR TIRE & RUBR CO           COM                 382550101             145      10,000
GOOGLE INC                        CL A                38259P508              27          70
GOOGLE INC                        CL A                38259P508              31          80
GOOGLE INC                        CL A                38259P508              43         110
GOOGLE INC                        CL A                38259P508             117         300
GOOGLE INC                        CL A                38259P508             119         305
GOOGLE INC                        CL A                38259P508             195         500
GOOGLE INC                        CL A                38259P508             479       1,229
GOOGLE INC                        CL A                38259P508             585       1,501
GOOGLE INC                        CL A                38259P508           2,426       6,220
GOOGLE INC                        CL A                38259P508            3888        9969
GOOGLE INC                        CL A                38259P508          14,601      37,439
GRACE W R & CO DEL NEW            COM                 38388F108               3         216
GRACE W R & CO DEL NEW            COM                 38388F108             133      10,000
GRAINGER W W INC                  COM                 384802104               9         119
GRAINGER W W INC                  COM                 384802104             140       1,862
GRAINGER W W INC                  COM                 384802104           1,204      15,979
GRAINGER W W INC                  COM                 384802104           1,311      17,400
GRANT PRIDECO INC                 COM                 38821G101              26         600
GRANT PRIDECO INC                 COM                 38821G101              57       1,320
GRANT PRIDECO INC                 COM                 38821G101             115       2,680
GRANT PRIDECO INC                 COM                 38821G101             501      11,700
GRANT PRIDECO INC                 COM                 38821G101             904      21,095
GRANT PRIDECO INC                 COM                 38821G101           3,003      70,100
GRANT PRIDECO INC                 COM                 38821G101           4,771     111,365
GROUPE DANONE                     SPONSORED ADR       399449107              84       3,280
GROUPE DANONE                     SPONSORED ADR       399449107             138        5400
GROUPE CGI INC                    CL A SUB VTG        39945C109             345      52,105
GRUPO TELEVISA SA DE CV           SP ADR REP ORD      40049J206              80       4,000
GRUPO TELEVISA SA DE CV           SP ADR REP ORD      40049J206           1,313      66,000
GRUPO AEROPORTUARIO DEL PAC       SPON ADR B          400506101           1,733      54,228
GTECH HLDGS CORP                  COM                 400518106             136       4,000
GTECH HLDGS CORP                  COM                 400518106             691      20,300
GTECH HLDGS CORP                  COM                 400518106           1,532      45,000
GUIDANT CORP                      COM                 401698105               8         100
GUIDANT CORP                      COM                 401698105             169       2,160
GUIDANT CORP                      COM                 401698105             234       2,997
GUIDANT CORP                      COM                 401698105             254        3255
GUIDANT CORP                      COM                 401698105             363       4,650
GUIDANT CORP                      COM                 401698105             554       7,100
GUIDANT CORP                      COM                 401698105           4,781      61,247
GUIDANT CORP                      COM                 401698105         156,120   2,000,000
GYRODYNE CO AMER INC              COM                 403820103           2,861      63,580
HCA INC                           COM                 404119109              11         235
HCA INC                           COM                 404119109              73       1,600
HCA INC                           COM                 404119109             313       6,845
HCA INC                           COM                 404119109             448       9,790
HCA INC                           COM                 404119109             487      10,639
HCA INC                           COM                 404119109             497       10850
HCA INC                           COM                 404119109           3,494      76,303
HCC INS HLDGS INC                 COM                 404132102             245       7,050
HDFC BANK LTD                     ADR REPS 3 SHS      40415F101               8         150
HDFC BANK LTD                     ADR REPS 3 SHS      40415F101              55       1,000
HDFC BANK LTD                     ADR REPS 3 SHS      40415F101             730      13,387
HSBC HLDGS PLC                    SPON ADR NEW        404280406              39         467
HSBC HLDGS PLC                    SPON ADR NEW        404280406              66         785
HSBC HLDGS PLC                    SPON ADR NEW        404280406              84       1,000
HSBC HLDGS PLC                    SPON ADR NEW        404280406             201       2,400
HSBC HLDGS PLC                    SPON ADR NEW        404280406             216       2,578
HSBC HLDGS PLC                    SPON ADR NEW        404280406           1,052      12,562
HSBC HLDGS PLC                    SPON ADR NEW        404280406            1117       13338
HSBC HLDGS PLC                    SPON ADR NEW        404280406            3279       39137
HSBC HLDGS PLC                    SPON ADR NEW        404280406           6,014      71,786
HSBC HLDGS PLC                    ADR A 1/40PF A      404280604             305      12,450
HSBC HLDGS PLC                    ADR A 1/40PF A      404280604             442      18,000
HSBC HLDGS PLC                    ADR A 1/40PF A      404280604            1668       68000
HALLIBURTON CO                    COM                 406216101              47         650
HALLIBURTON CO                    COM                 406216101             110       1,500
HALLIBURTON CO                    COM                 406216101             110       1,500
HALLIBURTON CO                    COM                 406216101             132        1803
HALLIBURTON CO                    COM                 406216101             148       2,020
HALLIBURTON CO                    COM                 406216101             219       3,000
HALLIBURTON CO                    COM                 406216101             584       8,000
HALLIBURTON CO                    COM                 406216101             750      10,273
HALLIBURTON CO                    COM                 406216101             815      11,160
HALLIBURTON CO                    COM                 406216101             974       13343
HALLIBURTON CO                    COM                 406216101             978      13,400
HALLIBURTON CO                    COM                 406216101           5,134      70,305
HALLIBURTON CO                    COM                 406216101           6,104      83,590
HANCOCK JOHN PATRIOT PREM DI      COM                 41013Q101             178      21,307
HARDINGE INC                      COM                 412324303             468      29,100
HARLEY DAVIDSON INC               COM                 412822108              12         235
HARLEY DAVIDSON INC               COM                 412822108              21         400
HARLEY DAVIDSON INC               COM                 412822108              73       1,405
HARLEY DAVIDSON INC               COM                 412822108             103       1,985
HARLEY DAVIDSON INC               COM                 412822108             158        3045
HARLEY DAVIDSON INC               COM                 412822108             192       3,700
HARLEY DAVIDSON INC               COM                 412822108             301       5,805
HARLEY DAVIDSON INC               COM                 412822108             308       5,940
HARLEY DAVIDSON INC               COM                 412822108             481       9,270
HARLEY DAVIDSON INC               COM                 412822108           2,752      53,039
HARMAN INTL INDS INC              COM                 413086109               6          50
HARMAN INTL INDS INC              COM                 413086109             250       2,248
HARMAN INTL INDS INC              COM                 413086109           1,378      12,400
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300               2         116
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300              16       1,000
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300              67       4,220
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             138       8,700
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             238      15,000
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             238      15,000
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300             349      22,000
HARRAHS ENTMT INC                 COM                 413619107               6          83
HARRAHS ENTMT INC                 COM                 413619107              55         700
HARRAHS ENTMT INC                 COM                 413619107           2,726      34,967
HARRIS CORP DEL                   COM                 413875105               6         128
HARRIS CORP DEL                   COM                 413875105             607      12,840
HARTFORD FINL SVCS GROUP INC      COM                 416515104               6          70
HARTFORD FINL SVCS GROUP INC      COM                 416515104              19         232
HARTFORD FINL SVCS GROUP INC      COM                 416515104              64         800
HARTFORD FINL SVCS GROUP INC      COM                 416515104             100       1,243
HARTFORD FINL SVCS GROUP INC      COM                 416515104             306       3,800
HARTFORD FINL SVCS GROUP INC      COM                 416515104             379       4,700
HARTFORD FINL SVCS GROUP INC      COM                 416515104             670       8,320
HARTFORD FINL SVCS GROUP INC      COM                 416515104             688       8,539
HARTFORD FINL SVCS GROUP INC      COM                 416515104             717       8,900
HARTFORD FINL SVCS GROUP INC      COM                 416515104           1,204      14,952
HARTFORD FINL SVCS GROUP INC      COM                 416515104           4,503      55,899
HARVEST ENERGY TR                 TRUST UNIT          41752X101              64       2,180
HARVEST ENERGY TR                 TRUST UNIT          41752X101           1,318      45,256
HASBRO INC                        COM                 418056107             763      36,180
HEALTH CARE PPTY INVS INC         COM                 421915109             366      12,900
HEALTH MGMT ASSOC INC NEW         CL A                421933102             234      10,853
HEALTH MGMT ASSOC INC NEW         CL A                421933102             362       16800
HEALTH MGMT ASSOC INC NEW         CL A                421933102             419      19,445
HEALTH MGMT ASSOC INC NEW         CL A                421933102           1,009      46,769
HEALTHCARE RLTY TR                COM                 421946104             336       9,000
HEALTH CARE REIT INC              COM                 42217K106             343       9,000
HEALTH NET INC                    COM                 42222G108             762      15,000
HEALTH NET INC                    COM                 42222G108             861      16,940
HECLA MNG CO                      COM                 422704106              10       1,500
HECLA MNG CO                      COM                 422704106             157      23,700
HEINZ H J CO                      COM                 423074103               9         240
HEINZ H J CO                      COM                 423074103              14         360
HEINZ H J CO                      COM                 423074103              19         500
HEINZ H J CO                      COM                 423074103              27         700
HEINZ H J CO                      COM                 423074103              95       2,500
HEINZ H J CO                      COM                 423074103             152        4000
HEINZ H J CO                      COM                 423074103             210       5,527
HEINZ H J CO                      COM                 423074103             493      13,000
HEINZ H J CO                      COM                 423074103             519      13,685
HEINZ H J CO                      COM                 423074103             637      16,795
HEINZ H J CO                      COM                 423074103           2,280      60,119
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107              18         480
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107              95       2,500
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107             103       2,728
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107           5,691     150,153
HERSHEY CO                        COM                 427866108               5          95
HERSHEY CO                        COM                 427866108              10         195
HERSHEY CO                        COM                 427866108              68       1,300
HERSHEY CO                        COM                 427866108             209       4,000
HERSHEY CO                        COM                 427866108             424       8,124
HERSHEY CO                        COM                 427866108           1,446      27,682
HERSHEY CO                        COM                 427866108           4,726      90,487
HEWLETT PACKARD CO                COM                 428236103               4         126
HEWLETT PACKARD CO                COM                 428236103               5         160
HEWLETT PACKARD CO                COM                 428236103               5         153
HEWLETT PACKARD CO                COM                 428236103              10         310
HEWLETT PACKARD CO                COM                 428236103              65       1,970
HEWLETT PACKARD CO                COM                 428236103             150       4,566
HEWLETT PACKARD CO                COM                 428236103             216        6575
HEWLETT PACKARD CO                COM                 428236103             336      10,226
HEWLETT PACKARD CO                COM                 428236103             589      17,900
HEWLETT PACKARD CO                COM                 428236103             748      22,723
HEWLETT PACKARD CO                COM                 428236103             897      27,265
HEWLETT PACKARD CO                COM                 428236103           1,015      30,841
HEWLETT PACKARD CO                COM                 428236103           1,786      54,274
HEWLETT PACKARD CO                COM                 428236103           2,162      65,716
HEWLETT PACKARD CO                COM                 428236103           4,774     145,109
HEWLETT PACKARD CO                COM                 428236103           8,432     256,285
HEWLETT PACKARD CO                COM                 428236103          19,445     591,029
HILLENBRAND INDS INC              COM                 431573104             289       5,260
HILTON HOTELS CORP                COM                 432848109             115       4,500
HILTON HOTELS CORP                COM                 432848109           1,692      66,466
HITACHI LIMITED                   ADR 10 COM          433578507               8         113
HITACHI LIMITED                   ADR 10 COM          433578507              30         421
HITACHI LIMITED                   ADR 10 COM          433578507             152       2,147
HITACHI LIMITED                   ADR 10 COM          433578507             284        4015
HOME DEPOT INC                    COM                 437076102              13         305
HOME DEPOT INC                    COM                 437076102              42       1,000
HOME DEPOT INC                    COM                 437076102              42       1,000
HOME DEPOT INC                    COM                 437076102              42        1000
HOME DEPOT INC                    COM                 437076102              59       1,400
HOME DEPOT INC                    COM                 437076102              68       1,605
HOME DEPOT INC                    COM                 437076102              84       1,996
HOME DEPOT INC                    COM                 437076102              95       2,250
HOME DEPOT INC                    COM                 437076102             105       2,475
HOME DEPOT INC                    COM                 437076102             127       3,000
HOME DEPOT INC                    COM                 437076102             224       5,300
HOME DEPOT INC                    COM                 437076102             225       5,325
HOME DEPOT INC                    COM                 437076102             291       6,875
HOME DEPOT INC                    COM                 437076102             740      17,500
HOME DEPOT INC                    COM                 437076102             839       19827
HOME DEPOT INC                    COM                 437076102           1,060      25,051
HOME DEPOT INC                    COM                 437076102           1,100      25,993
HOME DEPOT INC                    COM                 437076102           2,175      51,424
HOME DEPOT INC                    COM                 437076102           4,083      96,520
HOME DEPOT INC                    COM                 437076102           5,310     125,531
HOME DEPOT INC                    COM                 437076102           7,454     176,210
HOME DEPOT INC                    COM                 437076102          18,316     433,004
HONDA MOTOR LTD                   AMERN SHS           438128308               6         200
HONDA MOTOR LTD                   AMERN SHS           438128308              43        1405
HONDA MOTOR LTD                   AMERN SHS           438128308           4,789     154,693
HONEYWELL INTL INC                COM                 438516106              13         310
HONEYWELL INTL INC                COM                 438516106              37         870
HONEYWELL INTL INC                COM                 438516106              73       1,700
HONEYWELL INTL INC                COM                 438516106             253       5,915
HONEYWELL INTL INC                COM                 438516106             385       9,000
HONEYWELL INTL INC                COM                 438516106             388        9079
HONEYWELL INTL INC                COM                 438516106             398       9,300
HONEYWELL INTL INC                COM                 438516106             409        9560
HONEYWELL INTL INC                COM                 438516106             855      20,001
HONEYWELL INTL INC                COM                 438516106             896      20,955
HONEYWELL INTL INC                COM                 438516106           1,171      27,383
HONEYWELL INTL INC                COM                 438516106           1,266      29,590
HONEYWELL INTL INC                COM                 438516106           7,062     165,119
HORMEL FOODS CORP                 COM                 440452100             332       9,810
HOSPIRA INC                       COM                 441060100               1          23
HOSPIRA INC                       COM                 441060100               2          40
HOSPIRA INC                       COM                 441060100              12         300
HOSPIRA INC                       COM                 441060100              12         296
HOSPIRA INC                       COM                 441060100              24         620
HOSPIRA INC                       COM                 441060100              46        1170
HOSPIRA INC                       COM                 441060100              77       1,960
HOSPIRA INC                       COM                 441060100             274       6,956
HOSPIRA INC                       COM                 441060100           1,045      26,477
HOSPITALITY PPTYS TR              COM SH BEN INT      44106M102             253       5,800
HOST MARRIOTT CORP NEW            COM                 44107P104              11         493
HOST MARRIOTT CORP NEW            COM                 44107P104             115        5372
HOST MARRIOTT CORP NEW            COM                 44107P104             138       6,460
HOST MARRIOTT CORP NEW            COM                 44107P104             892      41,680
HUDSON CITY BANCORP               COM                 443683107             928      69,864
HUMANA INC                        COM                 444859102           1,511      28,690
HUMAN GENOME SCIENCES INC         COM                 444903108               4         400
HUMAN GENOME SCIENCES INC         COM                 444903108              30        2800
HUMAN GENOME SCIENCES INC         COM                 444903108          28,914   2,660,000
HUNT J B TRANS SVCS INC           COM                 445658107               4         180
HUNT J B TRANS SVCS INC           COM                 445658107              96       4,436
HUNT J B TRANS SVCS INC           COM                 445658107             312      14,480
HUNTINGTON BANCSHARES INC         COM                 446150104               2          65
HUNTINGTON BANCSHARES INC         COM                 446150104             113       4,700
HUNTINGTON BANCSHARES INC         COM                 446150104             116       4,800
HUNTINGTON BANCSHARES INC         COM                 446150104           1,152      47,736
HUNTSMAN CORP                     COM                 447011107             679      35,200
HUTCHISON TELECOMM INTL LTD       SPONSORED ADR       44841T107         188,194   7,246,600
HYPERCOM CORP                     COM                 44913M105             233      25,000
IAC INTERACTIVECORP               COM NEW             44919P300               4         135
IAC INTERACTIVECORP               COM NEW             44919P300               9         322
IAC INTERACTIVECORP               COM NEW             44919P300              23         765
IAC INTERACTIVECORP               COM NEW             44919P300              49       1,665
IAC INTERACTIVECORP               COM NEW             44919P300             155       5,245
IAC INTERACTIVECORP               COM NEW             44919P300           1,311      44,488
IAC INTERACTIVECORP               COM NEW             44919P300           2,694      91,401
IPIX CORP                         COM                 44982L103              28       20000
IMS HEALTH INC                    COM                 449934108              21         800
IMS HEALTH INC                    COM                 449934108              52        2000
IMS HEALTH INC                    COM                 449934108             412       16000
IMS HEALTH INC                    COM                 449934108             618      24,000
IMS HEALTH INC                    COM                 449934108           1,138      44,163
ISTAR FINL INC                    COM                 45031U101             523      13,670
ITT INDS INC IND                  COM                 450911102              11         200
ITT INDS INC IND                  COM                 450911102              33         580
ITT INDS INC IND                  COM                 450911102             132       2,350
ITT INDS INC IND                  COM                 450911102             225       4,000
ITT INDS INC IND                  COM                 450911102           1,379      24,530
ITT INDS INC IND                  COM                 450911102           1,485      26,410
ITT INDS INC IND                  COM                 450911102           1,535      27,301
ITT INDS INC IND                  COM                 450911102           1,839      32,714
ITT INDS INC IND                  COM                 450911102           1,995      35,482
ITT INDS INC IND                  COM                 450911102           2,920      51,940
ITT INDS INC IND                  COM                 450911102           5,122      91,100
ITT INDS INC IND                  COM                 450911102          10,225     181,880
ICICI BK LTD                      ADR                 45104G104               3         100
ICICI BK LTD                      ADR                 45104G104             154       5,560
ICICI BK LTD                      ADR                 45104G104             180       6,500
ICICI BK LTD                      ADR                 45104G104             928      33,522
ICICI BK LTD                      ADR                 45104G104           1,196      43,200
ICICI BK LTD                      ADR                 45104G104           3,875     140,000
ILLINOIS TOOL WKS INC             COM                 452308109              39         400
ILLINOIS TOOL WKS INC             COM                 452308109              49         510
ILLINOIS TOOL WKS INC             COM                 452308109              97        1006
ILLINOIS TOOL WKS INC             COM                 452308109             421       4,370
ILLINOIS TOOL WKS INC             COM                 452308109             437       4,533
ILLINOIS TOOL WKS INC             COM                 452308109             880       9,140
ILLINOIS TOOL WKS INC             COM                 452308109           1,096      11,375
ILLINOIS TOOL WKS INC             COM                 452308109           1,320      13,710
ILLINOIS TOOL WKS INC             COM                 452308109           2,726      28,303
ILLINOIS TOOL WKS INC             COM                 452308109           3,287      34,130
ILLINOIS TOOL WKS INC             COM                 452308109           4,267      44,300
ILLINOIS TOOL WKS INC             COM                 452308109           4,754      49,358
ILLINOIS TOOL WKS INC             COM                 452308109          11,784     122,358
IMPERIAL CHEM INDS PLC            ADR NEW             452704505             267      11,100
IMPERIAL OIL LTD                  COM NEW             453038408              23         213
IMPERIAL OIL LTD                  COM NEW             453038408             274       2,550
IMPERIAL OIL LTD                  COM NEW             453038408           7,814      72,663
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101               7         120
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101              26         430
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101              96       1,609
IMPERIAL TOBACCO GROUP PLC        SPONSORED ADR       453142101             704      11,749
INCO LTD                          COM                 453258402               1          22
INCO LTD                          COM                 453258402              45         900
INCO LTD                          COM                 453258402              65       1,296
INCO LTD                          COM                 453258402             104       2,090
INCO LTD                          COM                 453258402             349       7,000
INCO LTD                          COM                 453258402           2,732      54,770
INCO LTD                          COM                 453258402           3,859      77,351
INDEPENDENCE CMNTY BK CORP        COM                 453414104             358       8,600
INFINEON TECHNOLOGIES AG          SPONSORED ADR       45662N103               8         780
INFINEON TECHNOLOGIES AG          SPONSORED ADR       45662N103              40       3,845
INFINEON TECHNOLOGIES AG          SPONSORED ADR       45662N103             164       15985
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               1          13
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               2          25
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               6          81
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               7          85
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108               8         100
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108              96       1,230
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108             127       1,633
INFOSYS TECHNOLOGIES LTD          SPONSORED ADR       456788108          62,554     803,422
ING GROEP N V                     SPONSORED ADR       456837103              15         385
ING GROEP N V                     SPONSORED ADR       456837103              18         454
ING GROEP N V                     SPONSORED ADR       456837103              68        1719
ING GROEP N V                     SPONSORED ADR       456837103           1,445      36,671
ING GROEP N V                     SPONSORED ADR       456837103           4,793     121,650
INTEL CORP                        COM                 458140100               2          80
INTEL CORP                        COM                 458140100               3         170
INTEL CORP                        COM                 458140100               9         440
INTEL CORP                        COM                 458140100              10         528
INTEL CORP                        COM                 458140100              14         700
INTEL CORP                        COM                 458140100              24       1,230
INTEL CORP                        COM                 458140100              46       2,377
INTEL CORP                        COM                 458140100              71       3,643
INTEL CORP                        COM                 458140100              78       4,000
INTEL CORP                        COM                 458140100              78       4,000
INTEL CORP                        COM                 458140100              97       5,000
INTEL CORP                        COM                 458140100             121       6,200
INTEL CORP                        COM                 458140100             203      10,424
INTEL CORP                        COM                 458140100             222      11,400
INTEL CORP                        COM                 458140100             315      16,200
INTEL CORP                        COM                 458140100             381      19,600
INTEL CORP                        COM                 458140100             967      49,694
INTEL CORP                        COM                 458140100           1,115      57,282
INTEL CORP                        COM                 458140100           1,336      68,657
INTEL CORP                        COM                 458140100            2364      121480
INTEL CORP                        COM                 458140100           2,493     128,120
INTEL CORP                        COM                 458140100           4,544     233,508
INTEL CORP                        COM                 458140100           5,855     300,871
INTEL CORP                        COM                 458140100           8,094     415,953
INTEL CORP                        COM                 458140100          11,110     570,900
INTEL CORP                        COM                 458140100           11822      607505
INTEL CORP                        COM                 458140100          12,125     623,082
INTEL CORP                        COM                 458140100          23,786   1,222,295
INTEL CORP                        COM                 458140100          30,952   1,590,551
INTER TEL INC                     COM                 458372109             494      23,030
INTERNATIONAL BUSINESS MACHS      COM                 459200101              33         400
INTERNATIONAL BUSINESS MACHS      COM                 459200101              34         416
INTERNATIONAL BUSINESS MACHS      COM                 459200101              58         700
INTERNATIONAL BUSINESS MACHS      COM                 459200101              66         800
INTERNATIONAL BUSINESS MACHS      COM                 459200101              74         900
INTERNATIONAL BUSINESS MACHS      COM                 459200101             165       2,000
INTERNATIONAL BUSINESS MACHS      COM                 459200101             173       2,100
INTERNATIONAL BUSINESS MACHS      COM                 459200101             272       3,300
INTERNATIONAL BUSINESS MACHS      COM                 459200101             332        4026
INTERNATIONAL BUSINESS MACHS      COM                 459200101             357       4,326
INTERNATIONAL BUSINESS MACHS      COM                 459200101             371       4,496
INTERNATIONAL BUSINESS MACHS      COM                 459200101             407       4,931
INTERNATIONAL BUSINESS MACHS      COM                 459200101             686       8,323
INTERNATIONAL BUSINESS MACHS      COM                 459200101             699       8,479
INTERNATIONAL BUSINESS MACHS      COM                 459200101             759       9,200
INTERNATIONAL BUSINESS MACHS      COM                 459200101           1,443      17,500
INTERNATIONAL BUSINESS MACHS      COM                 459200101            5626       68216
INTERNATIONAL BUSINESS MACHS      COM                 459200101          11,609     140,771
INTERNATIONAL BUSINESS MACHS      COM                 459200101          12,092     146,627
INTERNATIONAL BUSINESS MACHS      COM                 459200101          13,458     163,181
INTERNATIONAL BUSINESS MACHS      COM                 459200101          14,530     176,186
INTERNATIONAL BUSINESS MACHS      COM                 459200101          15,087     182,938
INTERNATIONAL BUSINESS MACHS      COM                 459200101          26,672     323,419
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101              21         620
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101              55       1,600
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101              70       2,050
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             110       3,200
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             174       5,065
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             175       5,111
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             456      13,290
INTERNATIONAL FLAVORS&FRAGRA      COM                 459506101             515      15,000
INTERNATIONAL GAME TECHNOLOG      COM                 459902102               8         225
INTERNATIONAL GAME TECHNOLOG      COM                 459902102               8         225
INTERNATIONAL GAME TECHNOLOG      COM                 459902102              20         560
INTERNATIONAL GAME TECHNOLOG      COM                 459902102              53       1,500
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             102       2,900
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             155       4,400
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             176       5,000
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             211       6,000
INTERNATIONAL GAME TECHNOLOG      COM                 459902102             810      23,011
INTERNATIONAL GAME TECHNOLOG      COM                 459902102           2,213      62,834
INTERNATIONAL GAME TECHNOLOG      DBCV         1/2    459902AL6               7       10000
INTL PAPER CO                     COM                 460146103              14         400
INTL PAPER CO                     COM                 460146103              28         800
INTL PAPER CO                     COM                 460146103              76       2,200
INTL PAPER CO                     COM                 460146103             676      19,562
INTL PAPER CO                     COM                 460146103             743      21,488
INTL PAPER CO                     COM                 460146103             764      22,097
INTL PAPER CO                     COM                 460146103           2,881      83,329
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102              12         200
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102              29         500
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102              76       1,300
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102             122       2,100
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102             192       3,300
INTERNET HOLDRS TR                DEPOSIT RCPT        46059W102           2,460      42,300
INTERPUBLIC GROUP COS INC         COM                 460690100               2         175
INTERPUBLIC GROUP COS INC         COM                 460690100               3         290
INTERPUBLIC GROUP COS INC         COM                 460690100               9         908
INTERPUBLIC GROUP COS INC         COM                 460690100             620      64,882
INTERSIL CORP                     CL A                46069S109              20         700
INTERSIL CORP                     CL A                46069S109             104        3600
INTERSIL CORP                     CL A                46069S109           2,082      72,000
INTUIT                            COM                 461202103              96       1,800
INTUIT                            COM                 461202103             110       2,068
INTUIT                            COM                 461202103           1,984      37,292
INVERNESS MED INNOVATIONS IN      COM                 46126P106          14,365     500,000
INVITROGEN CORP                   COM                 46185R100               6          91
INVITROGEN CORP                   COM                 46185R100             147       2,100
INVITROGEN CORP                   COM                 46185R100             554       7,900
INVITROGEN CORP                   NOTE  1.500% 2/1    46185RAK6               9       10000
INVESTORS FINL SERVICES CORP      COM                 461915100              19         400
INVESTORS FINL SERVICES CORP      COM                 461915100             384       8,200
IPSCO INC                         COM                 462622101             466       4,475
IPAYMENT INC                      COM                 46262E105           2,910      67,916
IRON MTN INC                      COM                 462846106               9         210
IRON MTN INC                      COM                 462846106              24         580
IRON MTN INC                      COM                 462846106              86       2,104
IRON MTN INC                      COM                 462846106             634      15,560
ISCO INTL INC                     COM                 46426P103               0       1,000
ISCO INTL INC                     COM                 46426P103               4      11,800
ISHARES COMEX GOLD TR             ISHARES             464285105              16         275
ISHARES COMEX GOLD TR             ISHARES             464285105           2,187      37,561
ISHARES INC                       MSCI AUSTRALIA      464286103               6         300
ISHARES INC                       MSCI AUSTRALIA      464286103              46       2,295
ISHARES INC                       MSCI AUSTRALIA      464286103              80       4,000
ISHARES INC                       MSCI AUSTRALIA      464286103             130       6,500
ISHARES INC                       MSCI AUSTRALIA      464286103             221      11,050
ISHARES INC                       MSCI AUSTRALIA      464286103             459      22,914
ISHARES INC                       MSCI AUSTRIA        464286202               0          13
ISHARES INC                       MSCI AUSTRIA        464286202              34       1,088
ISHARES INC                       MSCI AUSTRIA        464286202             719      23,109
ISHARES INC                       MSCI BELGIUM        464286301               1          60
ISHARES INC                       MSCI BELGIUM        464286301              93       4,387
ISHARES INC                       MSCI BELGIUM        464286301           1,057      49,916
ISHARES INC                       MSCI BRAZIL         464286400              32         800
ISHARES INC                       MSCI BRAZIL         464286400              40       1,000
ISHARES INC                       MSCI BRAZIL         464286400              67       1,680
ISHARES INC                       MSCI BRAZIL         464286400              84       2,100
ISHARES INC                       MSCI CDA INDEX      464286509               9         360
ISHARES INC                       MSCI CDA INDEX      464286509              52       2,200
ISHARES INC                       MSCI CDA INDEX      464286509              59        2500
ISHARES INC                       MSCI CDA INDEX      464286509              95       4,000
ISHARES INC                       MSCI CDA INDEX      464286509             334      14,150
ISHARES INC                       MSCI EMU INDEX      464286608          12,393     142,205
ISHARES INC                       MSCI PAC J IDX      464286665             102         975
ISHARES INC                       MSCI PAC J IDX      464286665             194        1850
ISHARES INC                       MSCI PAC J IDX      464286665             211       2,015
ISHARES INC                       MSCI PAC J IDX      464286665             378       3,600
ISHARES INC                       MSCI PAC J IDX      464286665           2,837      27,034
ISHARES INC                       MSCI SINGAPORE      464286673              19       2,110
ISHARES INC                       MSCI SINGAPORE      464286673              47       5,358
ISHARES INC                       MSCI SINGAPORE      464286673              78       8,928
ISHARES INC                       MSCI SINGAPORE      464286673             112      12,800
ISHARES INC                       MSCI SINGAPORE      464286673             153      17,450
ISHARES INC                       MSCI UTD KINGD      464286699              27       1,350
ISHARES INC                       MSCI UTD KINGD      464286699             395      19,603
ISHARES INC                       MSCI UTD KINGD      464286699           5,430     269,325
ISHARES INC                       MSCI FRANCE         464286707              11         390
ISHARES INC                       MSCI FRANCE         464286707             373      12,775
ISHARES INC                       MSCI FRANCE         464286707             428      14,643
ISHARES INC                       MSCI FRANCE         464286707             701      23,986
ISHARES INC                       MSCI TAIWAN         464286731              14        1066
ISHARES INC                       MSCI TAIWAN         464286731              96       7,550
ISHARES INC                       MSCI TAIWAN         464286731             178      14,000
ISHARES INC                       MSCI TAIWAN         464286731             199      15,608
ISHARES INC                       MSCI TAIWAN         464286731             259      20,379
ISHARES INC                       MSCI TAIWAN         464286731             292       22900
ISHARES INC                       MSCI TAIWAN         464286731             457      35,874
ISHARES INC                       MSCI TAIWAN         464286731             496      39,000
ISHARES INC                       MSCI TAIWAN         464286731             509      40,000
ISHARES INC                       MSCI TAIWAN         464286731           1,037      81,500
ISHARES INC                       MSCI TAIWAN         464286731           1,230      96,650
ISHARES INC                       MSCI TAIWAN         464286731           2,436     191,325
ISHARES INC                       MSCI TAIWAN         464286731           4,717     370,560
ISHARES INC                       MSCI SWITZERLD      464286749               8         400
ISHARES INC                       MSCI SWITZERLD      464286749             115       5,500
ISHARES INC                       MSCI SWITZERLD      464286749             472      22,529
ISHARES INC                       MSCI SWEDEN         464286756               3         118
ISHARES INC                       MSCI SWEDEN         464286756              98       3,815
ISHARES INC                       MSCI SWEDEN         464286756             179       6,966
ISHARES INC                       MSCI SPAIN          464286764               4         100
ISHARES INC                       MSCI SPAIN          464286764             186       4,560
ISHARES INC                       MSCI SPAIN          464286764             283       6,941
ISHARES INC                       MSCI S KOREA        464286772               2          53
ISHARES INC                       MSCI S KOREA        464286772              19         400
ISHARES INC                       MSCI S KOREA        464286772              25         527
ISHARES INC                       MSCI S KOREA        464286772              70       1,500
ISHARES INC                       MSCI S KOREA        464286772              75       1,600
ISHARES INC                       MSCI S KOREA        464286772             105       2,250
ISHARES INC                       MSCI S KOREA        464286772             185       3,976
ISHARES INC                       MSCI S KOREA        464286772             199        4269
ISHARES INC                       MSCI S KOREA        464286772             232       4,975
ISHARES INC                       MSCI S KOREA        464286772             243       5,200
ISHARES INC                       MSCI S KOREA        464286772             255        5466
ISHARES INC                       MSCI S KOREA        464286772             447       9,574
ISHARES INC                       MSCI S KOREA        464286772             966      20,700
ISHARES INC                       MSCI S KOREA        464286772           3,863      82,800
ISHARES INC                       MSCI STH AFRCA      464286780              31         270
ISHARES INC                       MSCI STH AFRCA      464286780             106         920
ISHARES INC                       MSCI STH AFRCA      464286780             204       1,770
ISHARES INC                       MSCI GERMAN         464286806              31       1,345
ISHARES INC                       MSCI GERMAN         464286806             178       7,725
ISHARES INC                       MSCI GERMAN         464286806             194       8,425
ISHARES INC                       MSCI GERMAN         464286806             523      22,671
ISHARES INC                       MSCI GERMAN         464286806             679       29475
ISHARES INC                       MSCI NETHERLND      464286814               6         250
ISHARES INC                       MSCI NETHERLND      464286814             151       6,680
ISHARES INC                       MSCI NETHERLND      464286814             239      10,582
ISHARES INC                       MSCI MALAYSIA       464286830               3         450
ISHARES INC                       MSCI MALAYSIA       464286830               9       1,197
ISHARES INC                       MSCI MALAYSIA       464286830              22       3,000
ISHARES INC                       MSCI MALAYSIA       464286830              75      10,000
ISHARES INC                       MSCI MALAYSIA       464286830             136       18210
ISHARES INC                       MSCI MALAYSIA       464286830             154      20,651
ISHARES INC                       MSCI MALAYSIA       464286830             202       27000
ISHARES INC                       MSCI MALAYSIA       464286830             228      30,460
ISHARES INC                       MSCI MALAYSIA       464286830             787     105,300
ISHARES INC                       MSCI JAPAN          464286848              14       1,000
ISHARES INC                       MSCI JAPAN          464286848              79       5,500
ISHARES INC                       MSCI JAPAN          464286848             292      20,272
ISHARES INC                       MSCI JAPAN          464286848             417      28,968
ISHARES INC                       MSCI JAPAN          464286848           1,037      72,000
ISHARES INC                       MSCI JAPAN          464286848            1230       85394
ISHARES INC                       MSCI JAPAN          464286848           1,542     107,080
ISHARES INC                       MSCI JAPAN          464286848           1,970     136,800
ISHARES INC                       MSCI JAPAN          464286848           2,182     151,561
ISHARES INC                       MSCI JAPAN          464286848           3,316     230,306
ISHARES INC                       MSCI JAPAN          464286848           6,523     453,020
ISHARES INC                       MSCI JAPAN          464286848           7,185     498,975
ISHARES INC                       MSCI JAPAN          464286848          18,843   1,308,550
ISHARES INC                       MSCI ITALY          464286855               8         274
ISHARES INC                       MSCI ITALY          464286855             148       5,315
ISHARES INC                       MSCI ITALY          464286855             278       9,978
ISHARES INC                       MSCI HONG KONG      464286871               1          95
ISHARES INC                       MSCI HONG KONG      464286871               1          49
ISHARES INC                       MSCI HONG KONG      464286871               4         299
ISHARES INC                       MSCI HONG KONG      464286871              12         917
ISHARES INC                       MSCI HONG KONG      464286871              15       1,130
ISHARES INC                       MSCI HONG KONG      464286871             151      11,220
ISHARES INC                       MSCI HONG KONG      464286871             169      12,500
ISHARES INC                       MSCI HONG KONG      464286871             320      23,700
ISHARES INC                       MSCI HONG KONG      464286871             653      48,425
ISHARES TR                        DJ SEL DIV INX      464287168              38         600
ISHARES TR                        DJ SEL DIV INX      464287168             502       8,000
ISHARES TR                        US TIPS BD FD       464287176              97         963
ISHARES TR                        US TIPS BD FD       464287176             163       1,615
ISHARES TR                        US TIPS BD FD       464287176             976       9,696
ISHARES TR                        FTSE XNHUA IDX      464287184               2          30
ISHARES TR                        FTSE XNHUA IDX      464287184               4          58
ISHARES TR                        FTSE XNHUA IDX      464287184              14         185
ISHARES TR                        FTSE XNHUA IDX      464287184              15         200
ISHARES TR                        FTSE XNHUA IDX      464287184              45         600
ISHARES TR                        FTSE XNHUA IDX      464287184              71         950
ISHARES TR                        FTSE XNHUA IDX      464287184              91       1,223
ISHARES TR                        FTSE XNHUA IDX      464287184             120        1620
ISHARES TR                        FTSE XNHUA IDX      464287184             124       1,670
ISHARES TR                        FTSE XNHUA IDX      464287184             149       2,008
ISHARES TR                        FTSE XNHUA IDX      464287184             342       4,600
ISHARES TR                        FTSE XNHUA IDX      464287184             393       5,285
ISHARES TR                        FTSE XNHUA IDX      464287184             643       8,655
ISHARES TR                        FTSE XNHUA IDX      464287184           2,875      38,700
ISHARES TR                        S&P 500 INDEX       464287200             130       1,000
ISHARES TR                        S&P 500 INDEX       464287200             333       2,565
ISHARES TR                        S&P 500 INDEX       464287200           1,935      14,895
ISHARES TR                        S&P 500 INDEX       464287200           4,840      37,256
ISHARES TR                        S&P 500 INDEX       464287200           5,415      41,677
ISHARES TR                        LEHMAN AGG BND      464287226             915       9,234
ISHARES TR                        LEHMAN AGG BND      464287226           8,433      85,115
ISHARES TR                        MSCI EMERG MKT      464287234              37         369
ISHARES TR                        MSCI EMERG MKT      464287234              95         960
ISHARES TR                        MSCI EMERG MKT      464287234             176       1,775
ISHARES TR                        MSCI EMERG MKT      464287234             284       2,870
ISHARES TR                        MSCI EMERG MKT      464287234             311        3140
ISHARES TR                        MSCI EMERG MKT      464287234             314       3,170
ISHARES TR                        MSCI EMERG MKT      464287234             879       8,881
ISHARES TR                        MSCI EMERG MKT      464287234           1,747      17,650
ISHARES TR                        MSCI EMERG MKT      464287234           4,752      48,000
ISHARES TR                        MSCI EMERG MKT      464287234           6,513      65,786
ISHARES TR                        MSCI EMERG MKT      464287234          15,967     161,286
ISHARES TR                        GS CORP BD FD       464287242             136       1,295
ISHARES TR                        GS CORP BD FD       464287242             188       1,789
ISHARES TR                        GS CORP BD FD       464287242             194        1844
ISHARES TR                        GS CORP BD FD       464287242             738       7,011
ISHARES TR                        S&P GBL HLTHCR      464287325              54       1,000
ISHARES TR                        S&P GBL HLTHCR      464287325             113       2,100
ISHARES TR                        S&P GBL HLTHCR      464287325             354       6,550
ISHARES TR                        S&P GBL HLTHCR      464287325             795      14,720
ISHARES TR                        S&P GBL ENER        464287341               8          75
ISHARES TR                        S&P GBL ENER        464287341              51         500
ISHARES TR                        S&P GBL ENER        464287341             142       1,400
ISHARES TR                        GS NAT RES IDX      464287374              48         500
ISHARES TR                        GS NAT RES IDX      464287374              77         800
ISHARES TR                        GS NAT RES IDX      464287374             120       1,250
ISHARES TR                        GS NAT RES IDX      464287374             182        1900
ISHARES TR                        S&P LTN AM 40       464287390              28         200
ISHARES TR                        S&P LTN AM 40       464287390              98         700
ISHARES TR                        S&P LTN AM 40       464287390             130         930
ISHARES TR                        S&P LTN AM 40       464287390             450       3,208
ISHARES TR                        S&P LTN AM 40       464287390             701       5,000
ISHARES TR                        S&P LTN AM 40       464287390           6,456      46,040
ISHARES TR                        S&P 500 VALUE       464287408             261       3,790
ISHARES TR                        S&P 500 VALUE       464287408             341       4,960
ISHARES TR                        7-10 YR TRS BD      464287440             249       3,053
ISHARES TR                        1-3 YR TRS BD       464287457             289       3,615
ISHARES TR                        1-3 YR TRS BD       464287457             512       6,403
ISHARES TR                        1-3 YR TRS BD       464287457             575       7,190
ISHARES TR                        MSCI EAFE IDX       464287465              65       1,000
ISHARES TR                        MSCI EAFE IDX       464287465             186       2,868
ISHARES TR                        MSCI EAFE IDX       464287465             342       5,265
ISHARES TR                        MSCI EAFE IDX       464287465             525        8090
ISHARES TR                        MSCI EAFE IDX       464287465             682      10,500
ISHARES TR                        MSCI EAFE IDX       464287465             721      11,100
ISHARES TR                        MSCI EAFE IDX       464287465           1,120      17,259
ISHARES TR                        MSCI EAFE IDX       464287465           1,702      26,220
ISHARES TR                        RUSSELL MCP VL      464287473             453       3,398
ISHARES TR                        RUSSELL MCP GR      464287481             227       2,237
ISHARES TR                        RUSSELL MCP GR      464287481             459       4,529
ISHARES TR                        RUSSELL MIDCAP      464287499             104       1,101
ISHARES TR                        RUSSELL MIDCAP      464287499             160       1,690
ISHARES TR                        RUSSELL MIDCAP      464287499             216       2,281
ISHARES TR                        S&P MIDCAP 400      464287507               2          26
ISHARES TR                        S&P MIDCAP 400      464287507             159       2,000
ISHARES TR                        S&P MIDCAP 400      464287507             508       6,406
ISHARES TR                        S&P MIDCAP 400      464287507             573        7222
ISHARES TR                        S&P MIDCAP 400      464287507           1,222      15,409
ISHARES TR                        S&P MIDCAP 400      464287507          15,140     190,964
ISHARES TR                        GLMN SCHS SOFT      464287515           1,055      25,400
ISHARES TR                        GLDM SCHS SEMI      464287523             241       3,700
ISHARES TR                        GLDM SCHS NETW      464287531              46        1250
ISHARES TR                        GLDM SCHS NETW      464287531             953      26,100
ISHARES TR                        GLDM SCHS NETW      464287531           4,511     123,520
ISHARES TR                        GLDM SACHS TEC      464287549               5         100
ISHARES TR                        GLDM SACHS TEC      464287549           1,039      21,000
ISHARES TR                        NASDQ BIO INDX      464287556              25         300
ISHARES TR                        NASDQ BIO INDX      464287556              96       1,161
ISHARES TR                        NASDQ BIO INDX      464287556             169       2,050
ISHARES TR                        NASDQ BIO INDX      464287556             310       3,760
ISHARES TR                        NASDQ BIO INDX      464287556           2,134      25,900
ISHARES TR                        COHEN&ST RLTY       464287564           1,456      16,946
ISHARES TR                        COHEN&ST RLTY       464287564           6,486      75,504
ISHARES TR                        S&P GLB100INDX      464287572           1,939      29,446
ISHARES TR                        RUSSELL1000VAL      464287598              35         475
ISHARES TR                        RUSSELL1000VAL      464287598           3,198      43,743
ISHARES TR                        S&P MC 400 GRW      464287606             483       6,000
ISHARES TR                        RUSSELL1000GRW      464287614              16         300
ISHARES TR                        RUSSELL1000GRW      464287614           1,896      35,948
ISHARES TR                        RUSSELL 1000        464287622              21         300
ISHARES TR                        RUSSELL 1000        464287622           1,978      27,981
ISHARES TR                        RUSL 2000 VALU      464287630             320       4,275
ISHARES TR                        RUSL 2000 VALU      464287630           1,009      13,500
ISHARES TR                        RUSL 2000 VALU      464287630           9,480     126,838
ISHARES TR                        RUSL 2000 GROW      464287648             239       3,000
ISHARES TR                        RUSL 2000 GROW      464287648             375       4,700
ISHARES TR                        RUSL 2000 GROW      464287648             877      11,002
ISHARES TR                        RUSSELL 2000        464287655             102       1,348
ISHARES TR                        RUSSELL 2000        464287655             258       3,400
ISHARES TR                        RUSSELL 2000        464287655             311        4100
ISHARES TR                        RUSSELL 2000        464287655             461       6,065
ISHARES TR                        RUSSELL 2000        464287655           2,072      27,269
ISHARES TR                        RUSSELL 2000        464287655           3,140      41,326
ISHARES TR                        RUSSELL 3000        464287689             126       1,670
ISHARES TR                        RUSSELL 3000        464287689             131       1,725
ISHARES TR                        S&P MIDCP VALU      464287705              56         735
ISHARES TR                        S&P MIDCP VALU      464287705              74         960
ISHARES TR                        S&P MIDCP VALU      464287705              98       1,278
ISHARES TR                        DJ US REAL EST      464287739             169       2,300
ISHARES TR                        DJ US REAL EST      464287739             531       7,225
ISHARES TR                        DJ US REAL EST      464287739             858      11,675
ISHARES TR                        S&P SMLCAP 600      464287804               3          39
ISHARES TR                        S&P SMLCAP 600      464287804              66       1,005
ISHARES TR                        S&P SMLCAP 600      464287804              90       1,383
ISHARES TR                        S&P SMLCAP 600      464287804           1,908      29,250
ISHARES TR                        CONS GOODS IDX      464287812             208       3,860
ISHARES TR                        S&P EURO PLUS       464287861             182       2,047
ISHARES TR                        S&P EURO PLUS       464287861             310       3,489
ISHARES TR                        S&P EURO PLUS       464287861             330       3,715
ISHARES TR                        S&P EURO PLUS       464287861           1,000      11,254
ISHARES TR                        S&P EURO PLUS       464287861           4,869      54,800
IVANHOE ENERGY INC                COM                 465790103              11       4,000
IVANHOE ENERGY INC                COM                 465790103             105      38,500
IVANHOE MINES LTD                 COM                 46579N103              19        2010
IVANHOE MINES LTD                 COM                 46579N103             149      15,500
IVANHOE MINES LTD                 COM                 46579N103             286      29,650
JDS UNIPHASE CORP                 COM                 46612J101               0          50
JDS UNIPHASE CORP                 COM                 46612J101               0         100
JDS UNIPHASE CORP                 COM                 46612J101               1         300
JDS UNIPHASE CORP                 COM                 46612J101               1         200
JDS UNIPHASE CORP                 COM                 46612J101              39       9,300
JDS UNIPHASE CORP                 COM                 46612J101              88       21000
JDS UNIPHASE CORP                 COM                 46612J101             173      41,510
JDS UNIPHASE CORP                 COM                 46612J101             312      74,722
JDS UNIPHASE CORP                 COM                 46612J101           1,020     244,678
JLG INDS INC                      COM                 466210101             369      12,000
JP MORGAN CHASE & CO              COM                 46625H100               4         100
JP MORGAN CHASE & CO              COM                 46625H100              92       2,220
JP MORGAN CHASE & CO              COM                 46625H100             111       2,665
JP MORGAN CHASE & CO              COM                 46625H100             154       3,710
JP MORGAN CHASE & CO              COM                 46625H100             191       4,585
JP MORGAN CHASE & CO              COM                 46625H100             333       8,000
JP MORGAN CHASE & CO              COM                 46625H100             586      14,080
JP MORGAN CHASE & CO              COM                 46625H100             685      16,450
JP MORGAN CHASE & CO              COM                 46625H100             700      16,800
JP MORGAN CHASE & CO              COM                 46625H100             914       21959
JP MORGAN CHASE & CO              COM                 46625H100             955      22,943
JP MORGAN CHASE & CO              COM                 46625H100            1140       27386
JP MORGAN CHASE & CO              COM                 46625H100           1,522      36,557
JP MORGAN CHASE & CO              COM                 46625H100           2,574      61,809
JP MORGAN CHASE & CO              COM                 46625H100           5,601     134,500
JP MORGAN CHASE & CO              COM                 46625H100           6,439     154,640
JP MORGAN CHASE & CO              COM                 46625H100          13,363     320,907
JP MORGAN CHASE & CO              COM                 46625H100          15,819     379,908
JP MORGAN CHASE & CO              COM                 46625H100          27,269     654,873
JP MORGAN CHASE & CO              COM                 46625H100          42,456   1,019,597
JABIL CIRCUIT INC                 COM                 466313103               2          45
JABIL CIRCUIT INC                 COM                 466313103              73       1,700
JABIL CIRCUIT INC                 COM                 466313103             171       4,000
JABIL CIRCUIT INC                 COM                 466313103             380       8,876
JABIL CIRCUIT INC                 COM                 466313103           1,397      32,594
JABIL CIRCUIT INC                 COM                 466313103           1,700      39,664
JABIL CIRCUIT INC                 COM                 466313103           3,386      79,000
JACOBS ENGR GROUP INC DEL         COM                 469814107              16         180
JACOBS ENGR GROUP INC DEL         COM                 469814107             455       5,250
JACOBS ENGR GROUP INC DEL         COM                 469814107           1,823      21,012
JANUS CAP GROUP INC               COM                 47102X105             185       8,000
JANUS CAP GROUP INC               COM                 47102X105             862      37,200
JAPAN SMALLER CAPTLZTN FD IN      COM                 47109U104             243      14,712
JEFFERSON PILOT CORP              COM                 475070108               1          11
JEFFERSON PILOT CORP              COM                 475070108               7         120
JEFFERSON PILOT CORP              COM                 475070108              17         305
JEFFERSON PILOT CORP              COM                 475070108           1,490      26,637
JEFFERSON PILOT CORP              COM                 475070108          55,940   1,000,000
JOHNSON & JOHNSON                 COM                 478160104              12         200
JOHNSON & JOHNSON                 COM                 478160104              59       1,000
JOHNSON & JOHNSON                 COM                 478160104              66       1,113
JOHNSON & JOHNSON                 COM                 478160104             178       3,000
JOHNSON & JOHNSON                 COM                 478160104             207       3,500
JOHNSON & JOHNSON                 COM                 478160104             237       4,000
JOHNSON & JOHNSON                 COM                 478160104             351       5,920
JOHNSON & JOHNSON                 COM                 478160104             640      10,800
JOHNSON & JOHNSON                 COM                 478160104             894      15,102
JOHNSON & JOHNSON                 COM                 478160104             945      15,950
JOHNSON & JOHNSON                 COM                 478160104             995      16,800
JOHNSON & JOHNSON                 COM                 478160104            1238       20910
JOHNSON & JOHNSON                 COM                 478160104            1580       26680
JOHNSON & JOHNSON                 COM                 478160104           1,794      30,300
JOHNSON & JOHNSON                 COM                 478160104           1,996      33,705
JOHNSON & JOHNSON                 COM                 478160104           2,390      40,359
JOHNSON & JOHNSON                 COM                 478160104           2,392      40,400
JOHNSON & JOHNSON                 COM                 478160104           2,514      42,460
JOHNSON & JOHNSON                 COM                 478160104           2,665      45,000
JOHNSON & JOHNSON                 COM                 478160104           3,560      60,115
JOHNSON & JOHNSON                 COM                 478160104           7,906     133,507
JOHNSON & JOHNSON                 COM                 478160104          16,986     286,827
JOHNSON & JOHNSON                 COM                 478160104          18,129     306,136
JOHNSON & JOHNSON                 COM                 478160104          26,316     444,378
JOHNSON & JOHNSON                 COM                 478160104          35,705     602,918
JOHNSON CTLS INC                  COM                 478366107              33         430
JOHNSON CTLS INC                  COM                 478366107             171        2250
JOHNSON CTLS INC                  COM                 478366107             194       2,550
JOHNSON CTLS INC                  COM                 478366107             362       4,761
JOHNSON CTLS INC                  COM                 478366107             615       8,104
JOHNSON CTLS INC                  COM                 478366107           2,832      37,292
JONES APPAREL GROUP INC           COM                 480074103               1          33
JONES APPAREL GROUP INC           COM                 480074103              46       1,290
JONES APPAREL GROUP INC           COM                 480074103             138       3,900
JONES APPAREL GROUP INC           COM                 480074103             225       6,375
JONES APPAREL GROUP INC           COM                 480074103             691      19,534
JONES APPAREL GROUP INC           COM                 480074103             697      19,700
JORGENSEN EARLE M CO              COM                 480829100             197      13,000
JUNIPER NETWORKS INC              COM                 48203R104              55       2,900
JUNIPER NETWORKS INC              COM                 48203R104              82       4,306
JUNIPER NETWORKS INC              COM                 48203R104             134       7,000
JUNIPER NETWORKS INC              COM                 48203R104             282      14,742
JUNIPER NETWORKS INC              COM                 48203R104           1,212      63,410
JUNIPER NETWORKS INC              COM                 48203R104           2,563     134,029
KFX INC                           COM                 48245L107             182      10,000
KKR FINL CORP                     COM                 482476306              52       2,300
KKR FINL CORP                     COM                 482476306           2,129      94,900
KKR FINL CORP                     COM                 482476306           2,781     124,000
KKR FINL CORP                     COM                 482476306           2,929     130,580
KLA-TENCOR CORP                   COM                 482480100              42         865
KLA-TENCOR CORP                   COM                 482480100              53       1,100
KLA-TENCOR CORP                   COM                 482480100              76       1,562
KLA-TENCOR CORP                   COM                 482480100             145       3,000
KLA-TENCOR CORP                   COM                 482480100             148       3,055
KLA-TENCOR CORP                   COM                 482480100           1,441      29,800
KLA-TENCOR CORP                   COM                 482480100           1,712      35,397
KT CORP                           SPONSORED ADR       48268K101               4         165
KT CORP                           SPONSORED ADR       48268K101              30        1415
KT CORP                           SPONSORED ADR       48268K101              35        1627
KT CORP                           SPONSORED ADR       48268K101              65       3,052
KT CORP                           SPONSORED ADR       48268K101             320      15,000
KT CORP                           SPONSORED ADR       48268K101           9,698     455,300
K V PHARMACEUTICAL CO             CL A                482740206             579      24,001
KANBAY INTL INC                   COM                 48369P207               8         500
KANBAY INTL INC                   COM                 48369P207          69,162   4,532,240
KANSAS CITY SOUTHERN              COM NEW             485170302               2         100
KANSAS CITY SOUTHERN              COM NEW             485170302               3         137
KANSAS CITY SOUTHERN              COM NEW             485170302             247      10,000
KAYDON CORP                       COM                 486587108             452      11,200
KB HOME                           COM                 48666K109               7         101
KB HOME                           COM                 48666K109              52         800
KB HOME                           COM                 48666K109             119       1,834
KB HOME                           COM                 48666K109           1,162      17,890
KELLOGG CO                        COM                 487836108              22         500
KELLOGG CO                        COM                 487836108              26         600
KELLOGG CO                        COM                 487836108              33         750
KELLOGG CO                        COM                 487836108             145       3,300
KELLOGG CO                        COM                 487836108             304       6,900
KELLOGG CO                        COM                 487836108             617      14,000
KELLOGG CO                        COM                 487836108           2,301      52,237
KENSEY NASH CORP                  COM                 490057106             515      18,020
KERR MCGEE CORP                   COM                 492386107               9          95
KERR MCGEE CORP                   COM                 492386107              43         450
KERR MCGEE CORP                   COM                 492386107              46         480
KERR MCGEE CORP                   COM                 492386107              48         500
KERR MCGEE CORP                   COM                 492386107             635       6,649
KERR MCGEE CORP                   COM                 492386107           1,859      19,471
KERR MCGEE CORP                   COM                 492386107           1,859      19,466
KEYCORP NEW                       COM                 493267108               2          55
KEYCORP NEW                       COM                 493267108              15         400
KEYCORP NEW                       COM                 493267108              36         970
KEYCORP NEW                       COM                 493267108             133       3,614
KEYCORP NEW                       COM                 493267108             223       6,055
KEYCORP NEW                       COM                 493267108           2,639      71,720
KEYCORP NEW                       COM                 493267108           3,303      89,746
KEYSPAN CORP                      COM                 49337W100               6         155
KEYSPAN CORP                      COM                 49337W100              15         370
KEYSPAN CORP                      COM                 49337W100              76       1,860
KEYSPAN CORP                      COM                 49337W100             163       4,000
KEYSPAN CORP                      COM                 49337W100           1,243      30,403
KEYSPAN CORP                      COM                 49337W100           1,471      36,000
KIMBERLY CLARK CORP               COM                 494368103               5          95
KIMBERLY CLARK CORP               COM                 494368103              12         200
KIMBERLY CLARK CORP               COM                 494368103              13         225
KIMBERLY CLARK CORP               COM                 494368103              32         560
KIMBERLY CLARK CORP               COM                 494368103              87       1,500
KIMBERLY CLARK CORP               COM                 494368103              99       1,707
KIMBERLY CLARK CORP               COM                 494368103             286       4,941
KIMBERLY CLARK CORP               COM                 494368103             318       5,497
KIMBERLY CLARK CORP               COM                 494368103             549        9500
KIMBERLY CLARK CORP               COM                 494368103             746      12,901
KIMBERLY CLARK CORP               COM                 494368103           1,225      21,200
KIMBERLY CLARK CORP               COM                 494368103           1,400      24,215
KIMBERLY CLARK CORP               COM                 494368103           4,225      73,105
KIMBERLY CLARK CORP               COM                 494368103           5,510      95,329
KIMCO REALTY CORP                 COM                 49446R109              16         400
KIMCO REALTY CORP                 COM                 49446R109           1,378      33,900
KINDER MORGAN ENERGY PARTNER      UT LTD PARTNER      494550106              25         525
KINDER MORGAN ENERGY PARTNER      UT LTD PARTNER      494550106             355       7,375
KINDER MORGAN INC KANS            COM                 49455P101              28         300
KINDER MORGAN INC KANS            COM                 49455P101             145       1,578
KINDER MORGAN INC KANS            COM                 49455P101             276       3,000
KINDER MORGAN INC KANS            COM                 49455P101             607       6,601
KINDER MORGAN INC KANS            COM                 49455P101           1,426      15,501
KINETIC CONCEPTS INC              COM NEW             49460W208             177       4,300
KINETIC CONCEPTS INC              COM NEW             49460W208             823      20,000
KING PHARMACEUTICALS INC          COM                 495582108               4         250
KING PHARMACEUTICALS INC          COM                 495582108               8         482
KING PHARMACEUTICALS INC          COM                 495582108              14         800
KING PHARMACEUTICALS INC          COM                 495582108              66       3,800
KING PHARMACEUTICALS INC          COM                 495582108             116       6,744
KING PHARMACEUTICALS INC          COM                 495582108             647      37,488
KING PHARMACEUTICALS INC          COM                 495582108           1,888     109,450
KINGSWAY FINL SVCS INC            COM                 496904103             757      37,100
KNIGHT RIDDER INC                 COM                 499040103             884      13,989
KOHLS CORP                        COM                 500255104               5          90
KOHLS CORP                        COM                 500255104              32         600
KOHLS CORP                        COM                 500255104             111       2,100
KOHLS CORP                        COM                 500255104             226       4,261
KOHLS CORP                        COM                 500255104             266       5,020
KOHLS CORP                        COM                 500255104             955      18,017
KOHLS CORP                        COM                 500255104           2,687      50,680
KOHLS CORP                        COM                 500255104           3,059      57,700
KOHLS CORP                        COM                 500255104           3,417      64,453
KOHLS CORP                        COM                 500255104           4,066      76,704
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303              13       1,670
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303              25        3245
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303             124      15,856
KONINKLIJKE AHOLD N V             SPON ADR NEW        500467303             228       29220
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303               6         168
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303              27         813
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303             289       8,575
KOOKMIN BK NEW                    SPONSORED ADR       50049M109               3          38
KOOKMIN BK NEW                    SPONSORED ADR       50049M109               6          75
KOOKMIN BK NEW                    SPONSORED ADR       50049M109              20         236
KOOKMIN BK NEW                    SPONSORED ADR       50049M109              79         920
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             428       5,000
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             623       7,290
KOOKMIN BK NEW                    SPONSORED ADR       50049M109             656       7,675
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           1,078      12,600
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           1,113      13,020
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           1,236      14,450
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           3,036      35,500
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           3,432      40,130
KOOKMIN BK NEW                    SPONSORED ADR       50049M109           4,495      52,564
KOREA ELECTRIC PWR                SPONSORED ADR       500631106               2         107
KOREA ELECTRIC PWR                SPONSORED ADR       500631106               3         150
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              16         754
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              25       1,160
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              25       1,160
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              35        1598
KOREA ELECTRIC PWR                SPONSORED ADR       500631106              88       4,065
KOREA ELECTRIC PWR                SPONSORED ADR       500631106           2,380     110,200
KOREA FD                          COM                 500634100             156       4,100
KOREA FD                          COM                 500634100             419      11,000
KOREA FD                          COM                 500634100             593       15569
KOREA FD                          COM                 500634100             953       25000
KRAFT FOODS INC                   CL A                50075N104               6         200
KRAFT FOODS INC                   CL A                50075N104              15         500
KRAFT FOODS INC                   CL A                50075N104              15         500
KRAFT FOODS INC                   CL A                50075N104              21         700
KRAFT FOODS INC                   CL A                50075N104              30       1,000
KRAFT FOODS INC                   CL A                50075N104              82       2,709
KRAFT FOODS INC                   CL A                50075N104             167        5500
KRAFT FOODS INC                   CL A                50075N104             952      31,400
KRAFT FOODS INC                   CL A                50075N104           1,191      39,300
KROGER CO                         COM                 501044101              18         870
KROGER CO                         COM                 501044101              35        1715
KROGER CO                         COM                 501044101             173       8,500
KROGER CO                         COM                 501044101             223      10,930
KROGER CO                         COM                 501044101             295      14,500
KROGER CO                         COM                 501044101             386      18,983
KROGER CO                         COM                 501044101           2,937     144,246
KRONOS INC                        COM                 501052104               7         200
KRONOS INC                        COM                 501052104             392      10,472
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102               1          65
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102               3         126
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102              50       2,200
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102             233      10,276
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102             402      17,700
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102             808       35612
LG PHILIP LCD CO LTD              SPONS ADR REP       50186V102             876      38,600
LSI LOGIC CORP                    COM                 502161102              13       1,117
LSI LOGIC CORP                    COM                 502161102              17        1500
LSI LOGIC CORP                    COM                 502161102              25       2,170
LSI LOGIC CORP                    COM                 502161102              62       5,400
LSI LOGIC CORP                    COM                 502161102              81       7,000
LSI LOGIC CORP                    COM                 502161102             497      43,000
LSI LOGIC CORP                    COM                 502161102             791      68,390
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104               9         105
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              34         400
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              39         450
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              86       1,000
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104              96       1,124
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104             172       2,000
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104             674       7,855
L-3 COMMUNICATIONS HLDGS INC      COM                 502424104           1,861      21,690
LABORATORY CORP AMER HLDGS        COM NEW             50540R409               3          47
LABORATORY CORP AMER HLDGS        COM NEW             50540R409              70       1,200
LABORATORY CORP AMER HLDGS        COM NEW             50540R409             199       3,400
LABORATORY CORP AMER HLDGS        COM NEW             50540R409             493       8,425
LABORATORY CORP AMER HLDGS        COM NEW             50540R409           1,190      20,355
LABORATORY CORP AMER HLDGS        COM NEW             50540R409           1,567      26,790
LABORATORY CORP AMER HLDGS        COM NEW             50540R409           1,865      31,898
LABORATORY CORP AMER HLDGS        NOTE         9/1    50540RAC6              10       12000
LAFARGE NORTH AMERICA INC         COM                 505862102               0           4
LAFARGE NORTH AMERICA INC         COM                 505862102              47         562
LAFARGE NORTH AMERICA INC         COM                 505862102             354       4,220
LAM RESEARCH CORP                 COM                 512807108             873      20,300
LAMAR ADVERTISING CO              CL A                512815101             501       9,530
LANDAUER INC                      COM                 51476K103             350       6,971
LANDSTAR SYS INC                  COM                 515098101             471      10,667
LAS VEGAS SANDS CORP              COM                 517834107             283       5,000
LAUDER ESTEE COS INC              CL A                518439104              10         275
LAUDER ESTEE COS INC              CL A                518439104              48       1,282
LAUDER ESTEE COS INC              CL A                518439104              57       1,525
LAUDER ESTEE COS INC              CL A                518439104              65       1,750
LAUDER ESTEE COS INC              CL A                518439104              69       1,863
LAUDER ESTEE COS INC              CL A                518439104              90       2,430
LAUDER ESTEE COS INC              CL A                518439104             119       3,200
LAUDER ESTEE COS INC              CL A                518439104             141       3,800
LAUDER ESTEE COS INC              CL A                518439104             668      17,960
LAUDER ESTEE COS INC              CL A                518439104             767       20620
LEAR CORP                         COM                 521865105               6         335
LEAR CORP                         COM                 521865105               7         390
LEAR CORP                         COM                 521865105               8         465
LEAR CORP                         COM                 521865105             246      13,860
LEGGETT & PLATT INC               COM                 524660107             226       9,276
LEGGETT & PLATT INC               COM                 524660107             757      31,082
LEGG MASON INC                    COM                 524901105              75         600
LEGG MASON INC                    COM                 524901105             376       3,000
LEGG MASON INC                    COM                 524901105           1,806      14,410
LEGG MASON INC                    COM                 524901105           1,886      15,047
LEHMAN BROS HLDGS INC             COM                 524908100               4          30
LEHMAN BROS HLDGS INC             COM                 524908100              36         249
LEHMAN BROS HLDGS INC             COM                 524908100              69         480
LEHMAN BROS HLDGS INC             COM                 524908100              83         573
LEHMAN BROS HLDGS INC             COM                 524908100             167       1,155
LEHMAN BROS HLDGS INC             COM                 524908100             275       1,900
LEHMAN BROS HLDGS INC             COM                 524908100             830       5,745
LEHMAN BROS HLDGS INC             COM                 524908100           4,911      33,980
LEHMAN BROS HLDGS INC             COM                 524908100           7,446      51,519
LENNAR CORP                       CL A                526057104              73       1,208
LENNAR CORP                       CL A                526057104              78       1,300
LENNAR CORP                       CL A                526057104             121       2,000
LENNAR CORP                       CL A                526057104           1,622      26,860
LEUCADIA NATL CORP                COM                 527288104             421       7,050
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100               2         400
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100              10       2,000
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             259       50000
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             328      63,375
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             514      99,310
LEVEL 3 COMMUNICATIONS INC        COM                 52729N100             777     150,000
LEXMARK INTL NEW                  CL A                529771107               9         200
LEXMARK INTL NEW                  CL A                529771107              11         240
LEXMARK INTL NEW                  CL A                529771107              28         620
LEXMARK INTL NEW                  CL A                529771107              45       1,000
LEXMARK INTL NEW                  CL A                529771107              64       1,418
LEXMARK INTL NEW                  CL A                529771107             134       2,945
LEXMARK INTL NEW                  CL A                529771107           1,019      22,454
LIBERTY GLOBAL INC                COM SER A           530555101               0           9
LIBERTY GLOBAL INC                COM SER A           530555101               0           2
LIBERTY GLOBAL INC                COM SER A           530555101               4         180
LIBERTY GLOBAL INC                COM SER A           530555101              10         468
LIBERTY GLOBAL INC                COM SER A           530555101              12         600
LIBERTY GLOBAL INC                COM SER A           530555101             626      30,594
LIBERTY GLOBAL INC                COM SER C           530555309               0           9
LIBERTY GLOBAL INC                COM SER C           530555309               4         180
LIBERTY GLOBAL INC                COM SER C           530555309               9         468
LIBERTY GLOBAL INC                COM SER C           530555309              12         600
LIBERTY GLOBAL INC                COM SER C           530555309             729      36,934
LIBERTY MEDIA CORP NEW            COM SER A           530718105               5         614
LIBERTY MEDIA CORP NEW            COM SER A           530718105               5         590
LIBERTY MEDIA CORP NEW            COM SER A           530718105              77       9,360
LIBERTY MEDIA CORP NEW            COM SER A           530718105             422      51,406
LIBERTY MEDIA CORP NEW            COM SER A           530718105           2,876     350,336
LIBERTY PPTY TR                   SH BEN INT          531172104             506      10,720
LILLY ELI & CO                    COM                 532457108              14         255
LILLY ELI & CO                    COM                 532457108              41         735
LILLY ELI & CO                    COM                 532457108              60       1,090
LILLY ELI & CO                    COM                 532457108              72       1,300
LILLY ELI & CO                    COM                 532457108              83       1,500
LILLY ELI & CO                    COM                 532457108             105       1,900
LILLY ELI & CO                    COM                 532457108             199       3,600
LILLY ELI & CO                    COM                 532457108             359       6,500
LILLY ELI & CO                    COM                 532457108             553      10,000
LILLY ELI & CO                    COM                 532457108             558      10,098
LILLY ELI & CO                    COM                 532457108           1,113      20,133
LILLY ELI & CO                    COM                 532457108           6,575     118,903
LILLY ELI & CO                    COM                 532457108          12,188     220,398
LIMITED BRANDS INC                COM                 532716107               2          75
LIMITED BRANDS INC                COM                 532716107               6         265
LIMITED BRANDS INC                COM                 532716107              15         615
LIMITED BRANDS INC                COM                 532716107              49       2,000
LIMITED BRANDS INC                COM                 532716107              83       3,400
LIMITED BRANDS INC                COM                 532716107             198       8,100
LIMITED BRANDS INC                COM                 532716107           1,584      64,753
LINCARE HLDGS INC                 COM                 532791100             103       2,633
LINCARE HLDGS INC                 COM                 532791100             690      17,710
LINCOLN ELEC HLDGS INC            COM                 533900106             696      12,886
LINCOLN NATL CORP IND             COM                 534187109               7         135
LINCOLN NATL CORP IND             COM                 534187109              17         315
LINCOLN NATL CORP IND             COM                 534187109              23         420
LINCOLN NATL CORP IND             COM                 534187109             118       2,157
LINCOLN NATL CORP IND             COM                 534187109             963      17,647
LINCOLN NATL CORP IND             COM                 534187109           1,708      31,283
LINEAR TECHNOLOGY CORP            COM                 535678106           2,017      57,500
LIZ CLAIBORNE INC                 COM                 539320101             205       5,000
LIZ CLAIBORNE INC                 COM                 539320101             740      18,050
LLOYDS TSB GROUP PLC              SPONSORED ADR       539439109              10         255
LLOYDS TSB GROUP PLC              SPONSORED ADR       539439109              14         362
LLOYDS TSB GROUP PLC              SPONSORED ADR       539439109              34         894
LLOYDS TSB GROUP PLC              SPONSORED ADR       539439109             390      10,145
LOCKHEED MARTIN CORP              COM                 539830109               6          80
LOCKHEED MARTIN CORP              COM                 539830109              15         200
LOCKHEED MARTIN CORP              COM                 539830109              23         300
LOCKHEED MARTIN CORP              COM                 539830109              38         500
LOCKHEED MARTIN CORP              COM                 539830109             150       2,000
LOCKHEED MARTIN CORP              COM                 539830109             385       5,126
LOCKHEED MARTIN CORP              COM                 539830109           2,200      29,287
LOCKHEED MARTIN CORP              COM                 539830109           5,755      76,596
LOEWS CORP                        COM                 540424108              21         203
LOEWS CORP                        COM                 540424108              40         400
LOEWS CORP                        COM                 540424108             169       1,668
LOEWS CORP                        COM                 540424108             281       2,778
LOEWS CORP                        COM                 540424108            1665       16450
LOEWS CORP                        COM                 540424108           2,254      22,277
LORAL SPACE & COMMUNICATNS L      COM                 543881106           1,008      35,053
LORAL SPACE & COMMUNICATNS L      COM                 543881106           1,564      54,417
LOUISIANA PAC CORP                COM                 546347105              82       3,000
LOUISIANA PAC CORP                COM                 546347105             127       4,670
LOUISIANA PAC CORP                COM                 546347105             417      15,320
LOUISIANA PAC CORP                COM                 546347105             466      17,150
LOUISIANA PAC CORP                COM                 546347105           1,735      63,772
LOWES COS INC                     COM                 548661107               5          75
LOWES COS INC                     COM                 548661107               8         130
LOWES COS INC                     COM                 548661107              26         400
LOWES COS INC                     COM                 548661107              32         500
LOWES COS INC                     COM                 548661107             129       2,000
LOWES COS INC                     COM                 548661107             199        3090
LOWES COS INC                     COM                 548661107             258       4,000
LOWES COS INC                     COM                 548661107             447       6,937
LOWES COS INC                     COM                 548661107             711      11,032
LOWES COS INC                     COM                 548661107             715      11,100
LOWES COS INC                     COM                 548661107           1,034      16,051
LOWES COS INC                     COM                 548661107           1,721      26,705
LOWES COS INC                     COM                 548661107           1,899      29,472
LOWES COS INC                     COM                 548661107           5,560      86,277
LOWES COS INC                     COM                 548661107           9,243     143,431
LOWES COS INC                     COM                 548661107           9,947     154,357
LUCENT TECHNOLOGIES INC           COM                 549463107               0          85
LUCENT TECHNOLOGIES INC           COM                 549463107               1         274
LUCENT TECHNOLOGIES INC           COM                 549463107               4       1,280
LUCENT TECHNOLOGIES INC           COM                 549463107              10       3,300
LUCENT TECHNOLOGIES INC           COM                 549463107              13       4,383
LUCENT TECHNOLOGIES INC           COM                 549463107              55      18,000
LUCENT TECHNOLOGIES INC           COM                 549463107              61      19,951
LUCENT TECHNOLOGIES INC           COM                 549463107              70       22835
LUCENT TECHNOLOGIES INC           COM                 549463107             147      48,142
LUCENT TECHNOLOGIES INC           COM                 549463107             161       52930
LUCENT TECHNOLOGIES INC           COM                 549463107             249      81,750
LUCENT TECHNOLOGIES INC           COM                 549463107             360     118,000
LUCENT TECHNOLOGIES INC           COM                 549463107             400     131,135
LUCENT TECHNOLOGIES INC           COM                 549463107             459     150,453
LUCENT TECHNOLOGIES INC           COM                 549463107           2,299     753,792
LYONDELL CHEMICAL CO              COM                 552078107               5         250
LYONDELL CHEMICAL CO              COM                 552078107              11         540
LYONDELL CHEMICAL CO              COM                 552078107              12         610
LYONDELL CHEMICAL CO              COM                 552078107              34       1,696
LYONDELL CHEMICAL CO              COM                 552078107             109       5,500
LYONDELL CHEMICAL CO              COM                 552078107             667      33,500
M & T BK CORP                     COM                 55261F104              91         800
M & T BK CORP                     COM                 55261F104           1,011       8,860
M & T BK CORP                     COM                 55261F104           1,927      16,880
MBIA INC                          COM                 55262C100           1,340      22,292
MDU RES GROUP INC                 COM                 552690109             341      10,200
MDS INC                           COM                 55269P302           6,443     358,156
MGIC INVT CORP WIS                COM                 552848103               1          20
MGIC INVT CORP WIS                COM                 552848103              53         800
MGIC INVT CORP WIS                COM                 552848103             132       1,988
MGIC INVT CORP WIS                COM                 552848103             169       2,532
MGIC INVT CORP WIS                COM                 552848103           1,103      16,558
MGI PHARMA INC                    COM                 552880106               5         288
MGI PHARMA INC                    COM                 552880106             408      23,300
MGM MIRAGE                        COM                 552953101              55       1,280
MGM MIRAGE                        COM                 552953101             151        3500
MGM MIRAGE                        COM                 552953101             736      17,080
MGM MIRAGE                        COM                 552953101          51,708   1,200,000
MACERICH CO                       COM                 554382101             525       7,100
MAGNA INTL INC                    CL A                559222401               9         124
MAGNA INTL INC                    CL A                559222401              35         460
MAGNA INTL INC                    CL A                559222401              36         470
MAGNA INTL INC                    CL A                559222401             110       1,450
MAGNA INTL INC                    CL A                559222401           3,765      49,746
MAIN STR BKS INC NEW              COM                 56034R102             233       9,000
MAIN STR BKS INC NEW              COM                 56034R102           1,190      46,000
MANOR CARE INC NEW                COM                 564055101              33         738
MANOR CARE INC NEW                COM                 564055101             568      12,810
MANPOWER INC                      COM                 56418H100               9         150
MANPOWER INC                      COM                 56418H100             114       2,000
MANPOWER INC                      COM                 56418H100             264       4,620
MANPOWER INC                      COM                 56418H100             742      12,980
MANULIFE FINL CORP                COM                 56501R106              10         155
MANULIFE FINL CORP                COM                 56501R106              31         500
MANULIFE FINL CORP                COM                 56501R106              35         558
MANULIFE FINL CORP                COM                 56501R106             175       2,791
MANULIFE FINL CORP                COM                 56501R106             326       5,200
MANULIFE FINL CORP                COM                 56501R106          16,499     262,855
MARATHON OIL CORP                 COM                 565849106               2          21
MARATHON OIL CORP                 COM                 565849106               9         120
MARATHON OIL CORP                 COM                 565849106              14         180
MARATHON OIL CORP                 COM                 565849106              36         470
MARATHON OIL CORP                 COM                 565849106             152       2,000
MARATHON OIL CORP                 COM                 565849106             183       2,400
MARATHON OIL CORP                 COM                 565849106             229       3,000
MARATHON OIL CORP                 COM                 565849106             229       3,000
MARATHON OIL CORP                 COM                 565849106             229       3,000
MARATHON OIL CORP                 COM                 565849106             300        3940
MARATHON OIL CORP                 COM                 565849106             533       7,000
MARATHON OIL CORP                 COM                 565849106           4,669      61,292
MARKEL CORP                       COM                 570535104             304         900
MARSH & MCLENNAN COS INC          COM                 571748102               5         155
MARSH & MCLENNAN COS INC          COM                 571748102               6         220
MARSH & MCLENNAN COS INC          COM                 571748102              11         360
MARSH & MCLENNAN COS INC          COM                 571748102              15         500
MARSH & MCLENNAN COS INC          COM                 571748102              33       1,120
MARSH & MCLENNAN COS INC          COM                 571748102              78       2,640
MARSH & MCLENNAN COS INC          COM                 571748102             307      10,470
MARSH & MCLENNAN COS INC          COM                 571748102           1,145      39,000
MARSH & MCLENNAN COS INC          COM                 571748102           1,212      41,274
MARSH & MCLENNAN COS INC          COM                 571748102           2,804      95,518
MARSHALL & ILSLEY CORP            COM                 571834100             196       4,498
MARSHALL & ILSLEY CORP            COM                 571834100           1,732      39,734
MARRIOTT INTL INC NEW             CL A                571903202           2,463      35,901
MARRIOTT INTL INC NEW             CL A                571903202           2,487      36,256
MARVEL ENTERTAINMENT INC          COM                 57383T103           1,477      73,400
MARVEL ENTERTAINMENT INC          COM                 57383T103          16,096     800,000
MASCO CORP                        COM                 574599106               5         140
MASCO CORP                        COM                 574599106               7         205
MASCO CORP                        COM                 574599106              47        1455
MASCO CORP                        COM                 574599106           2,609      80,301
MASSEY ENERGY CORP                COM                 576206106               7         200
MASSEY ENERGY CORP                COM                 576206106              11         300
MASSEY ENERGY CORP                COM                 576206106              18         488
MASSEY ENERGY CORP                COM                 576206106              25         700
MASSEY ENERGY CORP                COM                 576206106           2,699      74,820
MASSEY ENERGY CORP                COM                 576206106           3,376      93,600
MATSUSHITA ELEC INDL              ADR                 576879209               9         411
MATSUSHITA ELEC INDL              ADR                 576879209              31        1400
MATSUSHITA ELEC INDL              ADR                 576879209             116        5249
MATSUSHITA ELEC INDL              ADR                 576879209             828      37,400
MATSUSHITA ELEC INDL              ADR                 576879209           5,304     239,566
MATTEL INC                        COM                 577081102               7         395
MATTEL INC                        COM                 577081102              17         965
MATTEL INC                        COM                 577081102              20       1,120
MATTEL INC                        COM                 577081102              98       5,400
MATTEL INC                        COM                 577081102             163       9,000
MATTEL INC                        COM                 577081102           1,250      68,939
MATTHEWS INTL CORP                CL A                577128101             496      12,975
MAXTOR CORP                       COM NEW             577729205             425      44,500
MAXTOR CORP                       COM NEW             577729205           3,185     333,200
MAXIM INTEGRATED PRODS INC        COM                 57772K101               6         171
MAXIM INTEGRATED PRODS INC        COM                 57772K101               7         180
MAXIM INTEGRATED PRODS INC        COM                 57772K101             156       4,200
MAXIM INTEGRATED PRODS INC        COM                 57772K101             159        4272
MAXIM INTEGRATED PRODS INC        COM                 57772K101           2,253      60,654
MAYTAG CORP                       COM                 578592107              14         660
MAYTAG CORP                       COM                 578592107              19         885
MAYTAG CORP                       COM                 578592107              73       3,430
MAYTAG CORP                       COM                 578592107             160       7,500
MCAFEE INC                        COM                 579064106               7         302
MCAFEE INC                        COM                 579064106              69       2,819
MCAFEE INC                        COM                 579064106             365      15,000
MCCORMICK & CO INC                COM NON VTG         579780206              85       2,500
MCCORMICK & CO INC                COM NON VTG         579780206             626      18,500
MCDONALDS CORP                    COM                 580135101               8         235
MCDONALDS CORP                    COM                 580135101               8         230
MCDONALDS CORP                    COM                 580135101              25         740
MCDONALDS CORP                    COM                 580135101              46       1,340
MCDONALDS CORP                    COM                 580135101             103       3,000
MCDONALDS CORP                    COM                 580135101             124       3,600
MCDONALDS CORP                    COM                 580135101             168       4,900
MCDONALDS CORP                    COM                 580135101             249       7,240
MCDONALDS CORP                    COM                 580135101             255       7,430
MCDONALDS CORP                    COM                 580135101             464      13,500
MCDONALDS CORP                    COM                 580135101             568       16525
MCDONALDS CORP                    COM                 580135101           1,062      30,922
MCDONALDS CORP                    COM                 580135101           1,203      35,000
MCDONALDS CORP                    COM                 580135101           2,552      74,269
MCDONALDS CORP                    COM                 580135101           7,914     230,330
MCDONALDS CORP                    COM                 580135101          10,193     296,650
MCDONALDS CORP                    COM                 580135101         301,853   8,785,000
MCG CAPITAL CORP                  COM                 58047P107             422      29,916
MCGRAW HILL COS INC               COM                 580645109              14         240
MCGRAW HILL COS INC               COM                 580645109              84       1,455
MCGRAW HILL COS INC               COM                 580645109             249       4,330
MCGRAW HILL COS INC               COM                 580645109             342       5,932
MCGRAW HILL COS INC               COM                 580645109             438       7,600
MCGRAW HILL COS INC               COM                 580645109             581       10080
MCGRAW HILL COS INC               COM                 580645109            1314       22800
MCGRAW HILL COS INC               COM                 580645109           3,492      60,600
MCGRAW HILL COS INC               COM                 580645109           4,299      74,610
MCKESSON CORP                     COM                 58155Q103              10         183
MCKESSON CORP                     COM                 58155Q103              23         435
MCKESSON CORP                     COM                 58155Q103              26         500
MCKESSON CORP                     COM                 58155Q103              52        1000
MCKESSON CORP                     COM                 58155Q103           2,641      50,669
MEADWESTVACO CORP                 COM                 583334107               2          55
MEADWESTVACO CORP                 COM                 583334107               3          99
MEADWESTVACO CORP                 COM                 583334107               7         268
MEADWESTVACO CORP                 COM                 583334107             241       8,827
MEADWESTVACO CORP                 COM                 583334107             826      30,245
MEASUREMENT SPECIALTIES INC       COM                 583421102             330      12,609
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102               1          13
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102               2          36
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              14         242
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              20         350
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              49         853
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102              57       1,000
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102             171       2,980
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102             971      16,968
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102           1,152      20,136
MEDCO HEALTH SOLUTIONS INC        COM                 58405U102           3,412      59,627
MEDIMMUNE INC                     COM                 584699102              48       1,300
MEDIMMUNE INC                     COM                 584699102              72       1,981
MEDIMMUNE INC                     COM                 584699102              73        2000
MEDIMMUNE INC                     COM                 584699102              77       2,100
MEDIMMUNE INC                     COM                 584699102           1,417      38,725
MEDTRONIC INC                     COM                 585055106              36         700
MEDTRONIC INC                     COM                 585055106             128       2,516
MEDTRONIC INC                     COM                 585055106             259        5110
MEDTRONIC INC                     COM                 585055106             260       5,121
MEDTRONIC INC                     COM                 585055106             270       5,330
MEDTRONIC INC                     COM                 585055106             421       8,300
MEDTRONIC INC                     COM                 585055106             699       13765
MEDTRONIC INC                     COM                 585055106             711      14,000
MEDTRONIC INC                     COM                 585055106             776      15,287
MEDTRONIC INC                     COM                 585055106             852      16,796
MEDTRONIC INC                     COM                 585055106           1,927      37,965
MEDTRONIC INC                     COM                 585055106           2,871      56,570
MEDTRONIC INC                     COM                 585055106           4,894      96,425
MEDTRONIC INC                     COM                 585055106           5,154     101,564
MEDTRONIC INC                     COM                 585055106          12,122     238,851
MELLON FINL CORP                  COM                 58551A108               2          45
MELLON FINL CORP                  COM                 58551A108              12         345
MELLON FINL CORP                  COM                 58551A108              36       1,000
MELLON FINL CORP                  COM                 58551A108             918      25,776
MELLON FINL CORP                  COM                 58551A108           1,115      31,319
MELLON FINL CORP                  COM                 58551A108           2,573      72,281
MENS WEARHOUSE INC                COM                 587118100               5         129
MENS WEARHOUSE INC                COM                 587118100             248       6,897
MENTOR CORP MINN                  COM                 587188103             219       4,842
MERCANTILE BANKSHARES CORP        COM                 587405101             479      12,465
MERCK & CO INC                    COM                 589331107               4         100
MERCK & CO INC                    COM                 589331107               7         200
MERCK & CO INC                    COM                 589331107              63       1,800
MERCK & CO INC                    COM                 589331107              70       2,000
MERCK & CO INC                    COM                 589331107             144       4,087
MERCK & CO INC                    COM                 589331107             196       5,560
MERCK & CO INC                    COM                 589331107             342       9,700
MERCK & CO INC                    COM                 589331107             507      14,400
MERCK & CO INC                    COM                 589331107             522      14,805
MERCK & CO INC                    COM                 589331107             703       19960
MERCK & CO INC                    COM                 589331107             884      25,102
MERCK & CO INC                    COM                 589331107             897      25,452
MERCK & CO INC                    COM                 589331107           1,526      43,320
MERCK & CO INC                    COM                 589331107           1,965      55,780
MERCK & CO INC                    COM                 589331107            2524       71648
MERCK & CO INC                    COM                 589331107           3,283      93,200
MERCK & CO INC                    COM                 589331107           4,493     127,539
MERCK & CO INC                    COM                 589331107           4,918     139,597
MERCK & CO INC                    COM                 589331107           5,123     145,406
MERCK & CO INC                    COM                 589331107          15,864     450,299
MERCK & CO INC                    COM                 589331107         250,133   7,100,000
MEREDITH CORP                     COM                 589433101              56       1,000
MEREDITH CORP                     COM                 589433101             134       2,400
MEREDITH CORP                     COM                 589433101             636      11,400
MERRILL LYNCH & CO INC            COM                 590188108              22         280
MERRILL LYNCH & CO INC            COM                 590188108              34         435
MERRILL LYNCH & CO INC            COM                 590188108              85       1,080
MERRILL LYNCH & CO INC            COM                 590188108             102       1,300
MERRILL LYNCH & CO INC            COM                 590188108             135       1,708
MERRILL LYNCH & CO INC            COM                 590188108             198        2520
MERRILL LYNCH & CO INC            COM                 590188108             236       3,000
MERRILL LYNCH & CO INC            COM                 590188108             473       6,000
MERRILL LYNCH & CO INC            COM                 590188108             681       8,643
MERRILL LYNCH & CO INC            COM                 590188108           3,665      46,528
MERRILL LYNCH & CO INC            COM                 590188108           6,511      82,670
MERRILL LYNCH & CO INC            COM                 590188108          15,298     194,232
MERRILL LYNCH & CO INC            COM                 590188108          15,461     196,310
METHANEX CORP                     COM                 59151K108             767      37,381
METLIFE INC                       COM                 59156R108              22         460
METLIFE INC                       COM                 59156R108              27         552
METLIFE INC                       COM                 59156R108             131       2,700
METLIFE INC                       COM                 59156R108             355       7,330
METLIFE INC                       COM                 59156R108           1,086      22,461
METLIFE INC                       COM                 59156R108           6,043     124,935
METLIFE INC                       COM                 59156R108           8,537     176,498
MEXICO FD INC                     COM                 592835102             122       4,000
MEXICO FD INC                     COM                 592835102             671       22000
MICHAELS STORES INC               COM                 594087108             113       3,000
MICHAELS STORES INC               COM                 594087108             451      12,000
MICHAELS STORES INC               COM                 594087108             507      13,480
MICHAELS STORES INC               COM                 594087108             522      13,900
MICROSOFT CORP                    COM                 594918104               6         212
MICROSOFT CORP                    COM                 594918104              16         600
MICROSOFT CORP                    COM                 594918104              57       2,112
MICROSOFT CORP                    COM                 594918104              77       2,820
MICROSOFT CORP                    COM                 594918104             122       4,487
MICROSOFT CORP                    COM                 594918104             137       5,050
MICROSOFT CORP                    COM                 594918104             373      13,700
MICROSOFT CORP                    COM                 594918104             450      16,556
MICROSOFT CORP                    COM                 594918104             574      21,100
MICROSOFT CORP                    COM                 594918104             646      23,724
MICROSOFT CORP                    COM                 594918104             773      28,393
MICROSOFT CORP                    COM                 594918104             840       30879
MICROSOFT CORP                    COM                 594918104             906      33,292
MICROSOFT CORP                    COM                 594918104           1,257      46,200
MICROSOFT CORP                    COM                 594918104           1,331      48,927
MICROSOFT CORP                    COM                 594918104           1,422      52,260
MICROSOFT CORP                    COM                 594918104           1,897      69,723
MICROSOFT CORP                    COM                 594918104           2,339      85,969
MICROSOFT CORP                    COM                 594918104           2,708      99,530
MICROSOFT CORP                    COM                 594918104           5,245     192,742
MICROSOFT CORP                    COM                 594918104           5,815     213,705
MICROSOFT CORP                    COM                 594918104            6394      234973
MICROSOFT CORP                    COM                 594918104          10,998     404,177
MICROSOFT CORP                    COM                 594918104          21,463     788,809
MICROSOFT CORP                    COM                 594918104          25,112     922,885
MICROSOFT CORP                    COM                 594918104          53,944   1,982,521
MICROSOFT CORP                    COM                 594918104          76,188   2,800,000
MICROCHIP TECHNOLOGY INC          COM                 595017104               0           8
MICROCHIP TECHNOLOGY INC          COM                 595017104              38       1,036
MICROCHIP TECHNOLOGY INC          COM                 595017104              73       2,000
MICROCHIP TECHNOLOGY INC          COM                 595017104             427       11750
MICROCHIP TECHNOLOGY INC          COM                 595017104             999      27,530
MICROCHIP TECHNOLOGY INC          COM                 595017104           7,079     195,000
MICRON TECHNOLOGY INC             COM                 595112103               3         200
MICRON TECHNOLOGY INC             COM                 595112103               3         170
MICRON TECHNOLOGY INC             COM                 595112103               5         318
MICRON TECHNOLOGY INC             COM                 595112103               8         527
MICRON TECHNOLOGY INC             COM                 595112103              42        2855
MICRON TECHNOLOGY INC             COM                 595112103              45        3089
MICRON TECHNOLOGY INC             COM                 595112103              47       3,200
MICRON TECHNOLOGY INC             COM                 595112103             169      11,471
MICRON TECHNOLOGY INC             COM                 595112103             209      14,229
MICRON TECHNOLOGY INC             COM                 595112103           1,608     109,255
MIDCAP SPDR TR                    UNIT SER 1          595635103             192       1,326
MIDCAP SPDR TR                    UNIT SER 1          595635103             673       4,650
MIDCAP SPDR TR                    UNIT SER 1          595635103          42,551     293,944
MILLENNIUM PHARMACEUTICALS I      COM                 599902103               1         110
MILLENNIUM PHARMACEUTICALS I      COM                 599902103              69       6,814
MILLENNIUM PHARMACEUTICALS I      COM                 599902103              81       8,000
MILLENNIUM PHARMACEUTICALS I      COM                 599902103             116       11500
MILLENNIUM PHARMACEUTICALS I      COM                 599902103             303      30,000
MILLEA HOLDINGS INC               ADR                 60032R106              11         111
MILLEA HOLDINGS INC               ADR                 60032R106              33         335
MILLEA HOLDINGS INC               ADR                 60032R106             182       1,847
MILLEA HOLDINGS INC               ADR                 60032R106             183        1855
MILLEA HOLDINGS INC               ADR                 60032R106             760       7,717
MILLIPORE CORP                    COM                 601073109              26         350
MILLIPORE CORP                    COM                 601073109             133       1,816
MILLIPORE CORP                    COM                 601073109             571       7,820
MINDSPEED TECHNOLOGIES INC        COM                 602682106               1         230
MINDSPEED TECHNOLOGIES INC        COM                 602682106               1         183
MINDSPEED TECHNOLOGIES INC        COM                 602682106               1         166
MINDSPEED TECHNOLOGIES INC        COM                 602682106              51      12,900
MIPS TECHNOLOGIES INC             COM                 604567107             160      21,514
MIRANT CORP NEW                   COM                 60467R100               4         149
MIRANT CORP NEW                   COM                 60467R100              70       2,816
MIRANT CORP NEW                   COM                 60467R100             601      24,050
MIRANT CORP NEW                   COM                 60467R100           1,006      40,253
MIRANT CORP NEW                   COM                 60467R100           2,711     108,436
MIRANT CORP NEW                   COM                 60467R100           2,910     116,390
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104              18       1,200
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104              41       2,700
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104             124        8145
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104             228      15,000
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104             283       18590
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104           1,011      66,460
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104           1,349      88,675
MITSUBISHI UFJ FINL GROUP IN      SPONSORED ADR       606822104           4,856     319,262
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109               1          29
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109               2          57
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109               6         181
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109           1,415      42,751
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109           7,977     241,000
MOHAWK INDS INC                   COM                 608190104             696       8,620
MOLEX INC                         COM                 608554101               3          86
MOLEX INC                         COM                 608554101              30         900
MOLEX INC                         COM                 608554101              57       1,712
MOLEX INC                         COM                 608554101              60       1,800
MOLEX INC                         COM                 608554101             373      11,249
MOLEX INC                         COM                 608554101             468      14,095
MOLEX INC                         COM                 608554101           1,169      35,200
MOLEX INC                         CL A                608554200             217       7,300
MOLEX INC                         CL A                608554200             297       9,994
MOLSON COORS BREWING CO           CL B                60871R209              14         200
MOLSON COORS BREWING CO           CL B                60871R209              16         240
MOLSON COORS BREWING CO           CL B                60871R209             754      10,984
MONEYGRAM INTL INC                COM                 60935Y109             250       8,140
MONSANTO CO NEW                   COM                 61166W101               0           1
MONSANTO CO NEW                   COM                 61166W101               5          55
MONSANTO CO NEW                   COM                 61166W101              12         142
MONSANTO CO NEW                   COM                 61166W101              94        1113
MONSANTO CO NEW                   COM                 61166W101             137       1,612
MONSANTO CO NEW                   COM                 61166W101             179       2,115
MONSANTO CO NEW                   COM                 61166W101             246       2,900
MONSANTO CO NEW                   COM                 61166W101             254       3,000
MONSANTO CO NEW                   COM                 61166W101             302        3564
MONSANTO CO NEW                   COM                 61166W101             579       6,826
MONSANTO CO NEW                   COM                 61166W101             958      11,304
MONSANTO CO NEW                   COM                 61166W101           1,566      18,474
MONSANTO CO NEW                   COM                 61166W101           1,914      22,582
MONSANTO CO NEW                   COM                 61166W101           3,962      46,755
MONSTER WORLDWIDE INC             COM                 611742107               2          45
MONSTER WORLDWIDE INC             COM                 611742107             892      17,890
MOODYS CORP                       COM                 615369105              10         145
MOODYS CORP                       COM                 615369105              32         450
MOODYS CORP                       COM                 615369105              57         800
MOODYS CORP                       COM                 615369105             144       2,009
MOODYS CORP                       COM                 615369105             200       2,800
MOODYS CORP                       COM                 615369105             325        4550
MOODYS CORP                       COM                 615369105           3,907      54,674
MOOG INC                          CL A                615394202               3          95
MOOG INC                          CL A                615394202          44,476   1,253,194
MOOG INC                          CL B                615394301          80,868   2,294,139
MORGAN STANLEY EASTN EUR FD       COM                 616988101              56       1,200
MORGAN STANLEY EASTN EUR FD       COM                 616988101             146       3,150
MORGAN STANLEY                    COM NEW             617446448               7         115
MORGAN STANLEY                    COM NEW             617446448              16         250
MORGAN STANLEY                    COM NEW             617446448              46         735
MORGAN STANLEY                    COM NEW             617446448             126        2000
MORGAN STANLEY                    COM NEW             617446448             188       3,000
MORGAN STANLEY                    COM NEW             617446448             198        3155
MORGAN STANLEY                    COM NEW             617446448             295       4,700
MORGAN STANLEY                    COM NEW             617446448             569        9050
MORGAN STANLEY                    COM NEW             617446448             685      10,910
MORGAN STANLEY                    COM NEW             617446448           1,169      18,610
MORGAN STANLEY                    COM NEW             617446448           1,400      22,281
MORGAN STANLEY                    COM NEW             617446448           4,188      66,671
MORGAN STANLEY                    COM NEW             617446448           7,645     121,702
MORGAN STANLEY                    COM NEW             617446448           7,956     126,642
MORGAN STANLEY                    COM NEW             617446448          13,722     218,428
MOTOROLA INC                      COM                 620076109               7         325
MOTOROLA INC                      COM                 620076109               7         300
MOTOROLA INC                      COM                 620076109              69        3020
MOTOROLA INC                      COM                 620076109              69        3000
MOTOROLA INC                      COM                 620076109              95       4,150
MOTOROLA INC                      COM                 620076109              97       4,225
MOTOROLA INC                      COM                 620076109             121       5,300
MOTOROLA INC                      COM                 620076109             197       8,600
MOTOROLA INC                      COM                 620076109             298      13,012
MOTOROLA INC                      COM                 620076109             322      14,050
MOTOROLA INC                      COM                 620076109             331      14,450
MOTOROLA INC                      COM                 620076109             581      25,343
MOTOROLA INC                      COM                 620076109             784       34220
MOTOROLA INC                      COM                 620076109           1,128      49,224
MOTOROLA INC                      COM                 620076109           1,352      58,998
MOTOROLA INC                      COM                 620076109           3,469     151,410
MOTOROLA INC                      COM                 620076109           8,091     353,161
MOTOROLA INC                      COM                 620076109          10,911     476,250
MOTOROLA INC                      COM                 620076109          12,446     543,235
MURPHY OIL CORP                   COM                 626717102              50       1,000
MURPHY OIL CORP                   COM                 626717102              93        1870
MURPHY OIL CORP                   COM                 626717102             100       2,005
MURPHY OIL CORP                   COM                 626717102           1,277      25,630
MYLAN LABS INC                    COM                 628530107               9         378
MYLAN LABS INC                    COM                 628530107              15         645
MYLAN LABS INC                    COM                 628530107              24       1,012
MYLAN LABS INC                    COM                 628530107              75       3,200
MYLAN LABS INC                    COM                 628530107             117       5,000
MYLAN LABS INC                    COM                 628530107             794      33,925
NCR CORP NEW                      COM                 62886E108               5         124
NCR CORP NEW                      COM                 62886E108           1,238      29,632
NII HLDGS INC                     CL B NEW            62913F201               3          52
NII HLDGS INC                     CL B NEW            62913F201               4          74
NII HLDGS INC                     CL B NEW            62913F201           1,138      19,300
NTL INC NEW                       COM                 62941W101               0           2
NTL INC NEW                       COM                 62941W101             884      30,373
NUCO2 INC                         COM                 629428103             407      12,825
NTT DOCOMO INC                    SPONS ADR           62942M201             215      14,529
NVR INC                           COM                 62944T105             680         920
NASDAQ 100 TR                     UNIT SER 1          631100104               0           3
NASDAQ 100 TR                     UNIT SER 1          631100104              12         280
NASDAQ 100 TR                     UNIT SER 1          631100104              24         563
NASDAQ 100 TR                     UNIT SER 1          631100104              84       2,000
NASDAQ 100 TR                     UNIT SER 1          631100104             102       2,438
NASDAQ 100 TR                     UNIT SER 1          631100104             143       3,400
NASDAQ 100 TR                     UNIT SER 1          631100104             318       7,595
NASDAQ 100 TR                     UNIT SER 1          631100104             776      18,501
NASDAQ 100 TR                     UNIT SER 1          631100104             886      21,130
NASDAQ 100 TR                     UNIT SER 1          631100104            1794       42783
NASDAQ 100 TR                     UNIT SER 1          631100104           5,494     131,029
NASDAQ 100 TR                     UNIT SER 1          631100104           6,546     156,113
NASDAQ 100 TR                     UNIT SER 1          631100104           7,363     175,600
NASDAQ 100 TR                     UNIT SER 1          631100104          10,518     250,857
NASDAQ 100 TR                     UNIT SER 1          631100104          18,233     434,838
NASDAQ 100 TR                     UNIT SER 1          631100104          79,329   1,891,932
NASTECH PHARMACEUTICAL INC        COM PAR $0.006      631728409             450      25,000
NATIONAL CITY CORP                COM                 635405103              24         700
NATIONAL CITY CORP                COM                 635405103             131       3,760
NATIONAL CITY CORP                COM                 635405103             594      17,010
NATIONAL CITY CORP                COM                 635405103           3,798     108,822
NATIONAL FINL PARTNERS CORP       COM                 63607P208               8         139
NATIONAL FINL PARTNERS CORP       COM                 63607P208             610      10,800
NATIONAL FUEL GAS CO N J          COM                 636180101             169       5,156
NATIONAL FUEL GAS CO N J          COM                 636180101             215       6,586
NATIONAL OILWELL VARCO INC        COM                 637071101              27         418
NATIONAL OILWELL VARCO INC        COM                 637071101              64       1,000
NATIONAL OILWELL VARCO INC        COM                 637071101             183       2,850
NATIONAL OILWELL VARCO INC        COM                 637071101             242        3770
NATIONAL OILWELL VARCO INC        COM                 637071101             770      12,012
NATIONAL OILWELL VARCO INC        COM                 637071101           1,137      17,730
NATIONAL OILWELL VARCO INC        COM                 637071101           1,772      27,640
NATIONAL OILWELL VARCO INC        COM                 637071101           3,603      56,185
NATIONAL OILWELL VARCO INC        COM                 637071101          10,383     161,925
NATIONAL SEMICONDUCTOR CORP       COM                 637640103               4         145
NATIONAL SEMICONDUCTOR CORP       COM                 637640103              84       3,000
NATIONAL SEMICONDUCTOR CORP       COM                 637640103             129       4,643
NATIONAL SEMICONDUCTOR CORP       COM                 637640103             205       7,376
NATIONAL SEMICONDUCTOR CORP       COM                 637640103           1,066      38,300
NATIONAL SEMICONDUCTOR CORP       COM                 637640103           1,688      60,628
NATIONAL SEMICONDUCTOR CORP       COM                 637640103           1,822      65,456
NATIONWIDE FINL SVCS INC          CL A                638612101              25         585
NATIONWIDE FINL SVCS INC          CL A                638612101             288       6,686
NAUTILUS INC                      COM                 63910B102             179      12,000
NAVTEQ CORP                       COM                 63936L100              76       1,500
NAVTEQ CORP                       COM                 63936L100              84       1,660
NAVTEQ CORP                       COM                 63936L100             425       8,400
NAVTEQ CORP                       COM                 63936L100             747      14,750
NAVTEQ CORP                       COM                 63936L100           2,735      54,000
NAVTEQ CORP                       COM                 63936L100           3,101      61,228
NETEASE COM INC                   SPONSORED ADR       64110W102               1          24
NETEASE COM INC                   SPONSORED ADR       64110W102              23         920
NETEASE COM INC                   SPONSORED ADR       64110W102           1,774      72,280
NETWORK APPLIANCE INC             COM                 64120L104               3          80
NETWORK APPLIANCE INC             COM                 64120L104               7         190
NETWORK APPLIANCE INC             COM                 64120L104              53        1469
NETWORK APPLIANCE INC             COM                 64120L104             527      14,637
NETWORK APPLIANCE INC             COM                 64120L104           2,325      64,543
NEVSUN RES LTD                    COM                 64156L101              34      12,000
NEW HAMPSHIRE THRIFT BANCSHS      COM                 644722100             757      47,707
NEW YORK CMNTY BANCORP INC        COM                 649445103              14         800
NEW YORK CMNTY BANCORP INC        COM                 649445103             253      14,466
NEW YORK CMNTY BANCORP INC        COM                 649445103             604      34,466
NEW YORK TIMES CO                 CL A                650111107               6         250
NEW YORK TIMES CO                 CL A                650111107              52       2,069
NEW YORK TIMES CO                 CL A                650111107             111       4,382
NEW YORK TIMES CO                 CL A                650111107             612      24,176
NEWELL RUBBERMAID INC             COM                 651229106               6         239
NEWELL RUBBERMAID INC             COM                 651229106           1,185      47,048
NEWFIELD EXPL CO                  COM                 651290108              92       2,200
NEWFIELD EXPL CO                  COM                 651290108             515      12,300
NEWMARKET CORP                    COM                 651587107             240       5,040
NEWMONT MINING CORP               COM                 651639106               5         100
NEWMONT MINING CORP               COM                 651639106              31         600
NEWMONT MINING CORP               COM                 651639106             120       2,307
NEWMONT MINING CORP               COM                 651639106             150       2,900
NEWMONT MINING CORP               COM                 651639106             194        3737
NEWMONT MINING CORP               COM                 651639106             236       4,556
NEWMONT MINING CORP               COM                 651639106             342       6,600
NEWMONT MINING CORP               COM                 651639106             346       6,671
NEWMONT MINING CORP               COM                 651639106           1,168      22,500
NEWMONT MINING CORP               COM                 651639106           1,944      37,460
NEWMONT MINING CORP               COM                 651639106           3,770      72,647
NEWMONT MINING CORP               COM                 651639106           4,071      78,450
NEWMONT MINING CORP               COM                 651639106          42,868     826,133
NEWS CORP                         CL A                65248E104              38       2,260
NEWS CORP                         CL A                65248E104              53       3,195
NEWS CORP                         CL A                65248E104              82       4,917
NEWS CORP                         CL A                65248E104             320      19,277
NEWS CORP                         CL A                65248E104             523      31,499
NEWS CORP                         CL A                65248E104           3,991     240,289
NEWS CORP                         CL A                65248E104           4,162     250,562
NEWS CORP                         CL A                65248E104           5,930     357,034
NEWS CORP                         CL B                65248E203              35       2,000
NEWS CORP                         CL B                65248E203             134       7,613
NEWS CORP                         CL B                65248E203             158        9000
NEWS CORP                         CL B                65248E203             366       20860
NEWS CORP                         CL B                65248E203           1,716      97,730
NEXTEL PARTNERS INC               CL A                65333F107             360      12,700
NEXEN INC                         COM                 65334H102               1          10
NEXEN INC                         COM                 65334H102              24         441
NEXEN INC                         COM                 65334H102              60       1,085
NEXEN INC                         COM                 65334H102           6,292     114,325
NICE SYS LTD                      SPONSORED ADR       653656108             204       4,000
NICE SYS LTD                      SPONSORED ADR       653656108           1,136      22,300
NIKE INC                          CL B                654106103               4          46
NIKE INC                          CL B                654106103               8          89
NIKE INC                          CL B                654106103              76         890
NIKE INC                          CL B                654106103             343       4,028
NIKE INC                          CL B                654106103             443        5200
NIKE INC                          CL B                654106103             511       6,000
NIKE INC                          CL B                654106103           1,865      21,913
NIKE INC                          CL B                654106103           2,596      30,509
NIKE INC                          CL B                654106103           4,485      52,700
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105              10         441
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105              59        2744
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105             184       8,557
NIPPON TELEG & TEL CORP           SPONSORED ADR       654624105             248       11500
NISOURCE INC                      COM                 65473P105               7         345
NISOURCE INC                      COM                 65473P105              71       3,500
NISOURCE INC                      COM                 65473P105             980      48,462
NISSAN MOTORS                     SPONSORED ADR       654744408             243      10,207
NISSAN MOTORS                     SPONSORED ADR       654744408             556      23,365
NOKIA CORP                        SPONSORED ADR       654902204               4         200
NOKIA CORP                        SPONSORED ADR       654902204              33        1600
NOKIA CORP                        SPONSORED ADR       654902204             109       5,250
NOKIA CORP                        SPONSORED ADR       654902204             212       10240
NOKIA CORP                        SPONSORED ADR       654902204             284      13,700
NOKIA CORP                        SPONSORED ADR       654902204             323      15,570
NOKIA CORP                        SPONSORED ADR       654902204             575      27,750
NOKIA CORP                        SPONSORED ADR       654902204           1,445      69,750
NOKIA CORP                        SPONSORED ADR       654902204           1,682      81,173
NOKIA CORP                        SPONSORED ADR       654902204            3165      152763
NOBLE ENERGY INC                  COM                 655044105              10         230
NOBLE ENERGY INC                  COM                 655044105             101       2,310
NOBLE ENERGY INC                  COM                 655044105             470      10,701
NOBLE ENERGY INC                  COM                 655044105             634      14,440
NOBLE ENERGY INC                  COM                 655044105             817      18,600
NOMURA HLDGS INC                  SPONSORED ADR       65535H208              18         790
NOMURA HLDGS INC                  SPONSORED ADR       65535H208             164        7415
NOMURA HLDGS INC                  SPONSORED ADR       65535H208             958      43,232
NOMURA HLDGS INC                  SPONSORED ADR       65535H208           2,741     123,650
NORDSTROM INC                     COM                 655664100              26         664
NORDSTROM INC                     COM                 655664100             145       3,700
NORDSTROM INC                     COM                 655664100           1,453      37,090
NORDSTROM INC                     COM                 655664100           2,075      52,948
NORFOLK SOUTHERN CORP             COM                 655844108               4          70
NORFOLK SOUTHERN CORP             COM                 655844108             108        2000
NORFOLK SOUTHERN CORP             COM                 655844108             956      17,690
NORFOLK SOUTHERN CORP             COM                 655844108           2,375      43,933
NORFOLK SOUTHERN CORP             COM                 655844108           4,206      77,786
NORFOLK SOUTHERN CORP             COM                 655844108          11,421     211,223
NORSK HYDRO A S                   SPONSORED ADR       656531605             277       2,000
NORTEL NETWORKS CORP NEW          COM                 656568102               2         700
NORTEL NETWORKS CORP NEW          COM                 656568102               2         500
NORTEL NETWORKS CORP NEW          COM                 656568102               6       1,950
NORTEL NETWORKS CORP NEW          COM                 656568102              12       3,800
NORTEL NETWORKS CORP NEW          COM                 656568102              14       4,500
NORTEL NETWORKS CORP NEW          COM                 656568102             111       36390
NORTEL NETWORKS CORP NEW          COM                 656568102             227       74456
NORTEL NETWORKS CORP NEW          COM                 656568102           2,171     711,770
NORTH FORK BANCORPORATION NY      COM                 659424105              10         330
NORTH FORK BANCORPORATION NY      COM                 659424105              11         385
NORTH FORK BANCORPORATION NY      COM                 659424105              43       1,500
NORTH FORK BANCORPORATION NY      COM                 659424105              96       3,325
NORTH FORK BANCORPORATION NY      COM                 659424105             274       9,500
NORTH FORK BANCORPORATION NY      COM                 659424105             556      19,300
NORTH FORK BANCORPORATION NY      COM                 659424105             790      27,397
NORTH FORK BANCORPORATION NY      COM                 659424105           2,621      90,899
NORTH FORK BANCORPORATION NY      COM                 659424105           2,686      93,150
NORTH FORK BANCORPORATION NY      COM                 659424105           2,882      99,975
NORTH FORK BANCORPORATION NY      COM                 659424105           3,027     105,000
NORTHEAST UTILS                   COM                 664397106               8         390
NORTHEAST UTILS                   COM                 664397106             325      16,640
NORTHERN BORDER PARTNERS L P      UNIT LTD PARTN      664785102             261       5,450
NORTHERN ORION RES INC            COM                 665575106               9       2,000
NORTHERN ORION RES INC            COM                 665575106             149      33,050
NORTHERN TR CORP                  COM                 665859104              11         200
NORTHERN TR CORP                  COM                 665859104           1,693      32,248
NORTHERN TR CORP                  COM                 665859104           1,746      33,258
NORTHROP GRUMMAN CORP             COM                 666807102               2          30
NORTHROP GRUMMAN CORP             COM                 666807102               4          65
NORTHROP GRUMMAN CORP             COM                 666807102               7         105
NORTHROP GRUMMAN CORP             COM                 666807102             205       3,000
NORTHROP GRUMMAN CORP             COM                 666807102             321       4,703
NORTHROP GRUMMAN CORP             COM                 666807102             409       5,996
NORTHROP GRUMMAN CORP             COM                 666807102             435       6,377
NORTHROP GRUMMAN CORP             COM                 666807102           4,561      66,796
NORTHWEST NAT GAS CO              COM                 667655104             319       9,000
NOVA CHEMICALS CORP               COM                 66977W109           1,877      65,853
NOVAGOLD RES INC                  COM NEW             66987E206             465      30,388
NOVARTIS A G                      SPONSORED ADR       66987V109              22         400
NOVARTIS A G                      SPONSORED ADR       66987V109              25         445
NOVARTIS A G                      SPONSORED ADR       66987V109             116       2,094
NOVARTIS A G                      SPONSORED ADR       66987V109             187       3,367
NOVARTIS A G                      SPONSORED ADR       66987V109             218        3932
NOVARTIS A G                      SPONSORED ADR       66987V109           1,003      18,094
NOVARTIS A G                      SPONSORED ADR       66987V109           1,400      25,250
NOVELL INC                        COM                 670006105               1         194
NOVELL INC                        COM                 670006105               4         500
NOVELL INC                        COM                 670006105             113       14726
NOVELL INC                        COM                 670006105             162      21,110
NOVELL INC                        COM                 670006105             165      21,510
NOVELLUS SYS INC                  COM                 670008101              12         500
NOVELLUS SYS INC                  COM                 670008101              29        1193
NOVELLUS SYS INC                  COM                 670008101              59       2,442
NOVELLUS SYS INC                  COM                 670008101              72       3,000
NOVELLUS SYS INC                  COM                 670008101             575      23,942
NOVELLUS SYS INC                  COM                 670008101             655      27,296
NSTAR                             COM                 67019E107              29       1,000
NSTAR                             COM                 67019E107             319      11,160
NUCOR CORP                        COM                 670346105              22         214
NUCOR CORP                        COM                 670346105             201       1,920
NUCOR CORP                        COM                 670346105             207       1,976
NUCOR CORP                        COM                 670346105             231       2,200
NUCOR CORP                        COM                 670346105             398       3,800
NUCOR CORP                        COM                 670346105             532       5,074
NUCOR CORP                        COM                 670346105           3,029      28,908
NVIDIA CORP                       COM                 67066G104               9         150
NVIDIA CORP                       COM                 67066G104              14         250
NVIDIA CORP                       COM                 67066G104              58       1,015
NVIDIA CORP                       COM                 67066G104             315       5,500
NVIDIA CORP                       COM                 67066G104             324       5,650
NVIDIA CORP                       COM                 67066G104           3,038      53,050
NUVEEN NY SELECT QUALITY MUN      COM                 670976109              16       1,073
NUVEEN NY SELECT QUALITY MUN      COM                 670976109             152      10,350
OSI PHARMACEUTICALS INC           COM                 671040103             395      12,300
OCCIDENTAL PETE CORP DEL          COM                 674599105               7          80
OCCIDENTAL PETE CORP DEL          COM                 674599105              17         180
OCCIDENTAL PETE CORP DEL          COM                 674599105              19         200
OCCIDENTAL PETE CORP DEL          COM                 674599105              30         329
OCCIDENTAL PETE CORP DEL          COM                 674599105              34         370
OCCIDENTAL PETE CORP DEL          COM                 674599105              35         375
OCCIDENTAL PETE CORP DEL          COM                 674599105             153       1,647
OCCIDENTAL PETE CORP DEL          COM                 674599105             176       1,900
OCCIDENTAL PETE CORP DEL          COM                 674599105             304       3,285
OCCIDENTAL PETE CORP DEL          COM                 674599105             432       4,660
OCCIDENTAL PETE CORP DEL          COM                 674599105             750       8,100
OCCIDENTAL PETE CORP DEL          COM                 674599105           2,050      22,129
OCCIDENTAL PETE CORP DEL          COM                 674599105           3,266      35,250
OCCIDENTAL PETE CORP DEL          COM                 674599105           6,248      67,434
OCCIDENTAL PETE CORP DEL          COM                 674599105           6,627      71,531
OCEANFIRST FINL CORP              COM                 675234108             339      13,835
ODYSSEY HEALTHCARE INC            COM                 67611V101              66       3,814
ODYSSEY HEALTHCARE INC            COM                 67611V101             422      24,546
OFFICE DEPOT INC                  COM                 676220106               2          50
OFFICE DEPOT INC                  COM                 676220106              41       1,100
OFFICE DEPOT INC                  COM                 676220106             168       4,500
OFFICE DEPOT INC                  COM                 676220106             279       7,500
OFFICE DEPOT INC                  COM                 676220106           1,985      53,312
OFFICE DEPOT INC                  COM                 676220106           2,442      65,569
OFFICEMAX INC DEL                 COM                 67622P101               6         194
OFFICEMAX INC DEL                 COM                 67622P101             369      12,240
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              15         100
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              73         500
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              73         500
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106              73         500
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             132         900
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             440       3,000
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             734       5,000
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106             881       6,000
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106           1,057       7,200
OIL SVC HOLDRS TR                 DEPOSTRY RCPT       678002106           2,584      17,600
OLD REP INTL CORP                 COM                 680223104             473      21,656
OMNICARE INC                      COM                 681904108               4          70
OMNICARE INC                      COM                 681904108               5          93
OMNICARE INC                      COM                 681904108             275       5,000
OMNICARE INC                      COM                 681904108             275       5,000
OMNICARE INC                      COM                 681904108             949      17,250
OMNICOM GROUP INC                 COM                 681919106              10         120
OMNICOM GROUP INC                 COM                 681919106              76         915
OMNICOM GROUP INC                 COM                 681919106              87       1,040
OMNICOM GROUP INC                 COM                 681919106             121       1,450
OMNICOM GROUP INC                 COM                 681919106             147       1,761
OMNICOM GROUP INC                 COM                 681919106             167       2,000
OMNICOM GROUP INC                 COM                 681919106             257       3,085
OMNICOM GROUP INC                 COM                 681919106             724       8,700
OMNICOM GROUP INC                 COM                 681919106           1,061      12,750
OMNICOM GROUP INC                 COM                 681919106           2,547      30,590
OMNICOM GROUP INC                 COM                 681919106           2,589      31,095
OMNICOM GROUP INC                 COM                 681919106           3,211      38,565
OMNICOM GROUP INC                 COM                 681919106           3,859      46,355
ONE LIBERTY PPTYS INC             COM                 682406103           1,185      59,753
OPEN JT STK CO-VIMPEL COMMUN      SPONSORED ADR       68370R109           1,368      31,800
OPEN JT STK CO-VIMPEL COMMUN      SPONSORED ADR       68370R109           6,882     160,000
OPENWAVE SYS INC                  COM NEW             683718308               4         168
OPENWAVE SYS INC                  COM NEW             683718308             289      13,400
ORACLE CORP                       COM                 68389X105               5         400
ORACLE CORP                       COM                 68389X105              24       1,717
ORACLE CORP                       COM                 68389X105              25       1,796
ORACLE CORP                       COM                 68389X105              38       2,810
ORACLE CORP                       COM                 68389X105              41       3,000
ORACLE CORP                       COM                 68389X105              59        4300
ORACLE CORP                       COM                 68389X105              66       4,832
ORACLE CORP                       COM                 68389X105              75       5,500
ORACLE CORP                       COM                 68389X105             120       8,780
ORACLE CORP                       COM                 68389X105             465      33,993
ORACLE CORP                       COM                 68389X105             561      40,958
ORACLE CORP                       COM                 68389X105             573       41844
ORACLE CORP                       COM                 68389X105           1,024      74,833
ORACLE CORP                       COM                 68389X105           1,773     129,525
ORACLE CORP                       COM                 68389X105            2225      162540
ORACLE CORP                       COM                 68389X105           2,395     174,931
ORACLE CORP                       COM                 68389X105          12,578     918,744
OUTBACK STEAKHOUSE INC            COM                 689899102             320       7,280
PDL BIOPHARMA INC                 COM                 69329Y104             630      19,200
PG&E CORP                         COM                 69331C108               8         200
PG&E CORP                         COM                 69331C108              14         350
PG&E CORP                         COM                 69331C108             137       3,511
PG&E CORP                         COM                 69331C108             191       4,900
PG&E CORP                         COM                 69331C108           1,078      27,700
PG&E CORP                         COM                 69331C108           2,801      72,010
PMC-SIERRA INC                    COM                 69344F106               0          35
PMC-SIERRA INC                    COM                 69344F106               2         200
PMC-SIERRA INC                    COM                 69344F106              43        3500
PMC-SIERRA INC                    COM                 69344F106             123       10000
PMC-SIERRA INC                    COM                 69344F106             125      10,140
PMI GROUP INC                     COM                 69344M101               0           8
PMI GROUP INC                     COM                 69344M101               6         139
PMI GROUP INC                     COM                 69344M101              38         820
PMI GROUP INC                     COM                 69344M101              55       1,200
PMI GROUP INC                     COM                 69344M101             607      13,220
PNC FINL SVCS GROUP INC           COM                 693475105              11         170
PNC FINL SVCS GROUP INC           COM                 693475105              34         510
PNC FINL SVCS GROUP INC           COM                 693475105             202       3,000
PNC FINL SVCS GROUP INC           COM                 693475105             254       3,770
PNC FINL SVCS GROUP INC           COM                 693475105             644       9,567
PNC FINL SVCS GROUP INC           COM                 693475105           3,634      53,983
PNC FINL SVCS GROUP INC           COM                 693475105           3,817      56,705
POSCO                             SPONSORED ADR       693483109               1          13
POSCO                             SPONSORED ADR       693483109               4          59
POSCO                             SPONSORED ADR       693483109              47         740
POSCO                             SPONSORED ADR       693483109              96        1500
POSCO                             SPONSORED ADR       693483109             186       2,917
POSCO                             SPONSORED ADR       693483109             235       3,680
POSCO                             SPONSORED ADR       693483109             783      12,270
POSCO                             SPONSORED ADR       693483109             898       14073
POSCO                             SPONSORED ADR       693483109             906      14,200
POSCO                             SPONSORED ADR       693483109           1,315      20,610
POSCO                             SPONSORED ADR       693483109           1,771      27,752
POSCO                             SPONSORED ADR       693483109           2,523      39,550
PPG INDS INC                      COM                 693506107              15         230
PPG INDS INC                      COM                 693506107              21         331
PPG INDS INC                      COM                 693506107              28         444
PPG INDS INC                      COM                 693506107             163       2,577
PPG INDS INC                      COM                 693506107             593       9,354
PPG INDS INC                      COM                 693506107             611       9,650
PPG INDS INC                      COM                 693506107           2,000      31,563
PPL CORP                          COM                 69351T106               9         300
PPL CORP                          COM                 69351T106             133       4,510
PPL CORP                          COM                 69351T106             161       5,488
PPL CORP                          COM                 69351T106           2,174      73,936
PPL CORP                          COM                 69351T106          41,160   1,400,000
PACCAR INC                        COM                 693718108             167       2,363
PACCAR INC                        COM                 693718108             169       2,400
PACCAR INC                        COM                 693718108             529       7,500
PACCAR INC                        COM                 693718108           2,217      31,456
PACER INTL INC TENN               COM                 69373H106               4         130
PACER INTL INC TENN               COM                 69373H106             667      20,424
PACKAGING DYNAMICS CORP           COM                 695160101             301      21,728
PACTIV CORP                       COM                 695257105              11         438
PACTIV CORP                       COM                 695257105              28       1,128
PACTIV CORP                       COM                 695257105             573      23,352
PALL CORP                         COM                 696429307               2          80
PALL CORP                         COM                 696429307              78       2,500
PALL CORP                         COM                 696429307             681      21,820
PAN AMERICAN SILVER CORP          COM                 697900108             117       4,600
PAN AMERICAN SILVER CORP          COM                 697900108             254      10,000
PARAMETRIC TECHNOLOGY CORP        COM NEW             699173209              89       5,472
PARAMETRIC TECHNOLOGY CORP        COM NEW             699173209             140       8,600
PARKER HANNIFIN CORP              COM                 701094104              16         200
PARKER HANNIFIN CORP              COM                 701094104              32         400
PARKER HANNIFIN CORP              COM                 701094104              56         700
PARKER HANNIFIN CORP              COM                 701094104             363        4500
PARKER HANNIFIN CORP              COM                 701094104           1,824      22,627
PARTNER COMMUNICATIONS CO LT      ADR                 70211M109             164       21720
PATNI COMPUTER SYS                SPONS ADR           703248203              41       2,000
PATNI COMPUTER SYS                SPONS ADR           703248203          14,705     719,092
PATTERSON COMPANIES INC           COM                 703395103               8         240
PATTERSON COMPANIES INC           COM                 703395103              99        2800
PATTERSON COMPANIES INC           COM                 703395103             746      21,204
PATTERSON UTI ENERGY INC          COM                 703481101               5         159
PATTERSON UTI ENERGY INC          COM                 703481101              25         770
PATTERSON UTI ENERGY INC          COM                 703481101              72       2,250
PATTERSON UTI ENERGY INC          COM                 703481101             150       4,702
PATTERSON UTI ENERGY INC          COM                 703481101             266       8,311
PATTERSON UTI ENERGY INC          COM                 703481101             575      17,980
PAXAR CORP                        COM                 704227107             279      14,262
PAYCHEX INC                       COM                 704326107             175       4,200
PAYCHEX INC                       COM                 704326107             236       5,655
PAYCHEX INC                       COM                 704326107             599      14,373
PAYCHEX INC                       COM                 704326107             836      20,057
PAYCHEX INC                       COM                 704326107           2,809      67,419
PEABODY ENERGY CORP               COM                 704549104               0           7
PEABODY ENERGY CORP               COM                 704549104              18         360
PEABODY ENERGY CORP               COM                 704549104              50       1,000
PEABODY ENERGY CORP               COM                 704549104             149       2,960
PEABODY ENERGY CORP               COM                 704549104             176       3,500
PEABODY ENERGY CORP               COM                 704549104             363       7,200
PEABODY ENERGY CORP               COM                 704549104             435       8,630
PEABODY ENERGY CORP               COM                 704549104             787      15,604
PEABODY ENERGY CORP               COM                 704549104           1,260      25,000
PENNEY J C INC                    COM                 708160106              20         325
PENNEY J C INC                    COM                 708160106              36         600
PENNEY J C INC                    COM                 708160106              85       1,400
PENNEY J C INC                    COM                 708160106             169       2,800
PENNEY J C INC                    COM                 708160106             342       5,663
PENNEY J C INC                    COM                 708160106             524       8,670
PENNEY J C INC                    COM                 708160106           2,904      48,079
PENNEY J C INC                    COM                 708160106           3,206      53,067
PENTAIR INC                       COM                 709631105             155       3,800
PENTAIR INC                       COM                 709631105             355       8,700
PEOPLES BK BRIDGEPORT CONN        COM                 710198102             201       6,150
PEOPLES ENERGY CORP               COM                 711030106              30         850
PEOPLES ENERGY CORP               COM                 711030106              77       2,160
PEOPLES ENERGY CORP               COM                 711030106             215       6,030
PEOPLES ENERGY CORP               COM                 711030106           6,237     175,000
PEPCO HOLDINGS INC                COM                 713291102             576      25,260
PEPSI BOTTLING GROUP INC          COM                 713409100             131       4,300
PEPSI BOTTLING GROUP INC          COM                 713409100             819      26,936
PEPSIAMERICAS INC                 COM                 71343P200             318      12,990
PEPSICO INC                       COM                 713448108              12         210
PEPSICO INC                       COM                 713448108              29         500
PEPSICO INC                       COM                 713448108              55         955
PEPSICO INC                       COM                 713448108              58       1,000
PEPSICO INC                       COM                 713448108             104       1,800
PEPSICO INC                       COM                 713448108             121       2,100
PEPSICO INC                       COM                 713448108             266       4,600
PEPSICO INC                       COM                 713448108             271       4,697
PEPSICO INC                       COM                 713448108             347       6,000
PEPSICO INC                       COM                 713448108             494        8550
PEPSICO INC                       COM                 713448108             714      12,360
PEPSICO INC                       COM                 713448108             748      12,942
PEPSICO INC                       COM                 713448108            1026       17750
PEPSICO INC                       COM                 713448108           1,113      19,265
PEPSICO INC                       COM                 713448108           1,333      23,059
PEPSICO INC                       COM                 713448108           3,968      68,670
PEPSICO INC                       COM                 713448108           6,857     118,654
PEPSICO INC                       COM                 713448108          13,698     237,029
PEPSICO INC                       COM                 713448108          19,643     339,901
PEPSICO INC                       COM                 713448108          23,065     399,118
PERKINELMER INC                   COM                 714046109              89       3,800
PERKINELMER INC                   COM                 714046109             176       7,500
PETRO-CDA                         COM                 71644E102              10         200
PETRO-CDA                         COM                 71644E102              24         500
PETRO-CDA                         COM                 71644E102             352       7,400
PETRO-CDA                         COM                 71644E102           6,295     132,286
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100               1          11
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100               7          69
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100              12         117
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100              24         225
PETROCHINA CO LTD                 SPONSORED  ADR      71646E100             195       1,855
PETROCHINA CO LTD                 SPONSORED  ADR      71646e100             262       2,500
PETROBRAS ENERGIA PARTCPTNS       SP ADR B SHS        71646M102          15,930   1,416,001
PETROFUND ENERGY TRUST            TR UNIT             71648W108             734      33,545
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101               3          38
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              12         150
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              13         166
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              24         300
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              55         692
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              67         833
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101              79         988
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101             495       6,200
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101             732       9,165
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101             977      12,237
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V101           2,723      34,100
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408              18         210
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408              87       1,000
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             101       1,162
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             173       2,000
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             224       2,585
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             830       9,575
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408             901      10,400
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           1,309      15,100
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           1,482      17,100
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           1,630      18,805
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408           7,820      90,225
PETROQUEST ENERGY INC             COM                 716748108           1,514     150,000
PETSMART INC                      COM                 716768106              19         691
PETSMART INC                      COM                 716768106              63       2,250
PETSMART INC                      COM                 716768106             467      16,600
PETSMART INC                      COM                 716768106             639      22,700
PFIZER INC                        COM                 717081103               6         240
PFIZER INC                        COM                 717081103              38       1,520
PFIZER INC                        COM                 717081103             149        5975
PFIZER INC                        COM                 717081103             183       7,340
PFIZER INC                        COM                 717081103             376      15,081
PFIZER INC                        COM                 717081103             414      16,600
PFIZER INC                        COM                 717081103             688      27,600
PFIZER INC                        COM                 717081103             729      29,244
PFIZER INC                        COM                 717081103             844      33,887
PFIZER INC                        COM                 717081103           1,085      43,534
PFIZER INC                        COM                 717081103            1464       58742
PFIZER INC                        COM                 717081103           1,812      72,700
PFIZER INC                        COM                 717081103           2,049      82,230
PFIZER INC                        COM                 717081103           2,146      86,115
PFIZER INC                        COM                 717081103           2,418      97,045
PFIZER INC                        COM                 717081103            6090      244366
PFIZER INC                        COM                 717081103           7,101     284,957
PFIZER INC                        COM                 717081103          10,668     428,090
PFIZER INC                        COM                 717081103          11,456     459,723
PFIZER INC                        COM                 717081103          18,968     761,162
PFIZER INC                        COM                 717081103          25,538   1,024,783
PFIZER INC                        COM                 717081103          31,935   1,281,501
PFIZER INC                        COM                 717081103          37,188   1,492,309
PFIZER INC                        COM                 717081103          87,220   3,500,000
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206              14         200
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206              21         300
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206             179       2,500
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206             207        2900
PHARMACEUTICAL HLDRS TR           DEPOSITRY RCPT      71712A206             286       4,000
PHELPS DODGE CORP                 COM                 717265102               8         100
PHELPS DODGE CORP                 COM                 717265102               9         109
PHELPS DODGE CORP                 COM                 717265102              32         400
PHELPS DODGE CORP                 COM                 717265102             188       2,340
PHELPS DODGE CORP                 COM                 717265102             217       2,700
PHELPS DODGE CORP                 COM                 717265102             231       2,870
PHELPS DODGE CORP                 COM                 717265102             297       3,692
PHELPS DODGE CORP                 COM                 717265102           3,215      39,924
PHELPS DODGE CORP                 COM                 717265102           3,273      40,648
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604              18         480
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604           1,026      27,300
PHILIPPINE LONG DISTANCE TEL      SPONSORED ADR       718252604           2,262      60,200
PIMCO MUN INCOME FD III           COM                 72201A103             213      14,490
PINNACLE WEST CAP CORP            COM                 723484101              39       1,000
PINNACLE WEST CAP CORP            COM                 723484101             588      15,030
PIONEER NAT RES CO                COM                 723787107              47       1,058
PIONEER NAT RES CO                COM                 723787107              75       1,700
PIONEER NAT RES CO                COM                 723787107             288       6,500
PIONEER NAT RES CO                COM                 723787107             745      16,840
PITNEY BOWES INC                  COM                 724479100              69       1,600
PITNEY BOWES INC                  COM                 724479100             256       5,971
PITNEY BOWES INC                  COM                 724479100           1,267      29,518
PITNEY BOWES INC                  COM                 724479100           1,973      45,969
PIXAR                             COM                 725811103              19         299
PIXAR                             COM                 725811103             325       5,060
PLUM CREEK TIMBER CO INC          COM                 729251108              18         500
PLUM CREEK TIMBER CO INC          COM                 729251108              37       1,000
PLUM CREEK TIMBER CO INC          COM                 729251108              61       1,644
PLUM CREEK TIMBER CO INC          COM                 729251108              74       2,000
PLUM CREEK TIMBER CO INC          COM                 729251108             172       4,658
PLUM CREEK TIMBER CO INC          COM                 729251108           1,177      31,861
POGO PRODUCING CO                 COM                 730448107             323       6,420
POLO RALPH LAUREN CORP            CL A                731572103              12         191
POLO RALPH LAUREN CORP            CL A                731572103             148        2450
POLO RALPH LAUREN CORP            CL A                731572103             467       7,700
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102              12         980
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102              13        1060
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102             125      10,234
PORTUGAL TELECOM SGPS S A         SPONSORED ADR       737273102             167       13680
POTASH CORP SASK INC              COM                 73755L107               7          79
POTASH CORP SASK INC              COM                 73755L107              12         131
POTASH CORP SASK INC              COM                 73755L107              28         320
POTASH CORP SASK INC              COM                 73755L107           3,371      38,272
POWER INTEGRATIONS INC            COM                 739276103             363      14,663
POWERSHARES ETF TRUST             WATER RESOURCE      73935X575             188      10,400
PRAXAIR INC                       COM                 74005P104               8         150
PRAXAIR INC                       COM                 74005P104              21         375
PRAXAIR INC                       COM                 74005P104              69        1255
PRAXAIR INC                       COM                 74005P104             156       2,835
PRAXAIR INC                       COM                 74005P104             170       3,075
PRAXAIR INC                       COM                 74005P104             350       6,342
PRAXAIR INC                       COM                 74005P104             381       6,900
PRAXAIR INC                       COM                 74005P104           1,335      24,200
PRAXAIR INC                       COM                 74005P104           1,702      30,867
PRAXAIR INC                       COM                 74005P104           3,149      57,096
PRECISION CASTPARTS CORP          COM                 740189105             754      12,700
PRECISION DRILLING TR             TR UNIT             740215108           1,799      55,636
PRICE T ROWE GROUP INC            COM                 74144T108               8         100
PRICE T ROWE GROUP INC            COM                 74144T108              11         140
PRICE T ROWE GROUP INC            COM                 74144T108             164       2,100
PRICE T ROWE GROUP INC            COM                 74144T108           1,061      13,563
PRICE T ROWE GROUP INC            COM                 74144T108           2,058      26,316
PRIDE INTL INC DEL                COM                 74153Q102               3         107
PRIDE INTL INC DEL                COM                 74153Q102             234       7,500
PRIDE INTL INC DEL                COM                 74153Q102             473      15,170
PRIMEWEST ENERGY TR               TR UNIT NEW         741930309              28       1,000
PRIMEWEST ENERGY TR               TR UNIT NEW         741930309              28       1,000
PRIMEWEST ENERGY TR               TR UNIT NEW         741930309             662      23,327
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102               4          85
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102              23         475
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102           2,139      43,825
PRINCIPAL FINANCIAL GROUP IN      COM                 74251V102            2611       53500
PROCTER & GAMBLE CO               COM                 742718109              17         290
PROCTER & GAMBLE CO               COM                 742718109             173       2,995
PROCTER & GAMBLE CO               COM                 742718109             245       4,253
PROCTER & GAMBLE CO               COM                 742718109             405        7027
PROCTER & GAMBLE CO               COM                 742718109             488       8,460
PROCTER & GAMBLE CO               COM                 742718109             506       8,775
PROCTER & GAMBLE CO               COM                 742718109             721      12,517
PROCTER & GAMBLE CO               COM                 742718109             764       13260
PROCTER & GAMBLE CO               COM                 742718109           1,204      20,886
PROCTER & GAMBLE CO               COM                 742718109           1,225      21,253
PROCTER & GAMBLE CO               COM                 742718109            1244       21582
PROCTER & GAMBLE CO               COM                 742718109           1,362      23,640
PROCTER & GAMBLE CO               COM                 742718109           1,519      26,353
PROCTER & GAMBLE CO               COM                 742718109           1,726      29,951
PROCTER & GAMBLE CO               COM                 742718109           2,718      47,164
PROCTER & GAMBLE CO               COM                 742718109           3,196      55,455
PROCTER & GAMBLE CO               COM                 742718109           6,373     110,580
PROCTER & GAMBLE CO               COM                 742718109           8,726     151,410
PROCTER & GAMBLE CO               COM                 742718109           9,157     158,893
PROCTER & GAMBLE CO               COM                 742718109          10,331     179,262
PROCTER & GAMBLE CO               COM                 742718109          18,419     319,605
PROCTER & GAMBLE CO               COM                 742718109          38,298     664,550
PROGRESS ENERGY INC               COM                 743263105               6         140
PROGRESS ENERGY INC               COM                 743263105              15         345
PROGRESS ENERGY INC               COM                 743263105              40         900
PROGRESS ENERGY INC               COM                 743263105           1,802      40,979
PROGRESS ENERGY INC               COM                 743263105          30,786     700,000
PROGRESSIVE CORP OHIO             COM                 743315103              16         155
PROGRESSIVE CORP OHIO             COM                 743315103             135        1295
PROGRESSIVE CORP OHIO             COM                 743315103             177       1,700
PROGRESSIVE CORP OHIO             COM                 743315103             209       2,005
PROGRESSIVE CORP OHIO             COM                 743315103           3,868      37,099
PROLOGIS                          SH BEN INT          743410102           2,265      42,330
PROTECTIVE LIFE CORP              COM                 743674103               1          30
PROTECTIVE LIFE CORP              COM                 743674103             298       6,000
PROVIDENT ENERGY TR               TR UNIT             74386K104           1,119      98,873
PROVIDENT NEW YORK BANCORP        COM                 744028101               0          30
PROVIDENT NEW YORK BANCORP        COM                 744028101           2,192     169,030
PRUDENTIAL FINL INC               COM                 744320102              66         870
PRUDENTIAL FINL INC               COM                 744320102             203       2,675
PRUDENTIAL FINL INC               COM                 744320102             273       3,600
PRUDENTIAL FINL INC               COM                 744320102             603       7,960
PRUDENTIAL FINL INC               COM                 744320102           6,801      89,714
PRUDENTIAL FINL INC               COM                 744320102           8,166     107,717
PRUDENTIAL PLC                    ADR                 74435K204             943      40,480
PUBLIC SVC ENTERPRISE GROUP       COM                 744573106               5          71
PUBLIC SVC ENTERPRISE GROUP       COM                 744573106              34         525
PUBLIC SVC ENTERPRISE GROUP       COM                 744573106           2,933      45,804
PUBLIC STORAGE INC                COM                 74460D109             162       2,000
PUBLIC STORAGE INC                COM                 74460D109             447       5,499
PUBLIC STORAGE INC                COM                 74460D109           1,530      18,840
PULTE HOMES INC                   COM                 745867101              15         400
PULTE HOMES INC                   COM                 745867101              57       1,483
PULTE HOMES INC                   COM                 745867101              92       2,400
PULTE HOMES INC                   COM                 745867101             142       3,700
PULTE HOMES INC                   COM                 745867101           1,782      46,370
PULTE HOMES INC                   COM                 745867101           1,819      47,351
QLOGIC CORP                       COM                 747277101              23       1,200
QLOGIC CORP                       COM                 747277101              50       2,600
QLOGIC CORP                       COM                 747277101              77       4,000
QLOGIC CORP                       COM                 747277101             545      28,140
QUALCOMM INC                      COM                 747525103              62        1218
QUALCOMM INC                      COM                 747525103              76       1,500
QUALCOMM INC                      COM                 747525103             101       2,000
QUALCOMM INC                      COM                 747525103             114       2,260
QUALCOMM INC                      COM                 747525103             163        3220
QUALCOMM INC                      COM                 747525103             175       3,450
QUALCOMM INC                      COM                 747525103             197       3,900
QUALCOMM INC                      COM                 747525103             508      10,040
QUALCOMM INC                      COM                 747525103             630      12,454
QUALCOMM INC                      COM                 747525103             945      18,668
QUALCOMM INC                      COM                 747525103           1,703      33,646
QUALCOMM INC                      COM                 747525103           5,112     101,009
QUALCOMM INC                      COM                 747525103          16,938     334,672
QUEBECOR WORLD INC                COM NON-VTG         748203106              13        1300
QUEBECOR WORLD INC                COM NON-VTG         748203106           1,279     130,219
QUEST DIAGNOSTICS INC             COM                 74834L100              11         205
QUEST DIAGNOSTICS INC             COM                 74834L100              72       1,402
QUEST DIAGNOSTICS INC             COM                 74834L100              72       1,400
QUEST DIAGNOSTICS INC             COM                 74834L100             515      10,040
QUEST DIAGNOSTICS INC             COM                 74834L100           1,350      26,309
QUEST DIAGNOSTICS INC             COM                 74834L100           1,571      30,618
QUESTAR CORP                      COM                 748356102               1           8
QUESTAR CORP                      COM                 748356102               2          29
QUESTAR CORP                      COM                 748356102             954      13,620
QUICKSILVER RESOURCES INC         COM                 74837R104              14         352
QUICKSILVER RESOURCES INC         COM                 74837R104             203        5240
QUIKSILVER INC                    COM                 74838C106               2         157
QUIKSILVER INC                    COM                 74838C106           6,930     500,000
QWEST COMMUNICATIONS INTL IN      COM                 749121109               1         112
QWEST COMMUNICATIONS INTL IN      COM                 749121109               5         709
QWEST COMMUNICATIONS INTL IN      COM                 749121109               9        1360
QWEST COMMUNICATIONS INTL IN      COM                 749121109           2,546     374,367
R H DONNELLEY CORP                COM NEW             74955W307               1           9
R H DONNELLEY CORP                COM NEW             74955W307               7         128
R H DONNELLEY CORP                COM NEW             74955W307              22         374
R H DONNELLEY CORP                COM NEW             74955W307             313       5,367
RF MICRODEVICES INC               COM                 749941100              17       2,000
RF MICRODEVICES INC               COM                 749941100              38       4,433
RF MICRODEVICES INC               COM                 749941100              39        4500
RADIAN GROUP INC                  COM                 750236101               5          83
RADIAN GROUP INC                  COM                 750236101              54         900
RADIAN GROUP INC                  COM                 750236101             272       4,508
RADIAN GROUP INC                  COM                 750236101             649      10,780
RADIOSHACK CORP                   COM                 750438103              42       2,200
RADIOSHACK CORP                   COM                 750438103             320      16,655
RADIOSHACK CORP                   COM                 750438103             385      20,000
RADIOSHACK CORP                   COM                 750438103             539      28,049
RADIOSHACK CORP                   COM                 750438103             962      50,000
RAMBUS INC DEL                    COM                 750917106             787       20000
RAND CAP CORP                     COM                 752185108             336     249,207
RAYTHEON CO                       COM NEW             755111507               4          90
RAYTHEON CO                       COM NEW             755111507              14         300
RAYTHEON CO                       COM NEW             755111507              28         600
RAYTHEON CO                       COM NEW             755111507              61       1,320
RAYTHEON CO                       COM NEW             755111507              83       1,800
RAYTHEON CO                       COM NEW             755111507              92        2000
RAYTHEON CO                       COM NEW             755111507             188       4,100
RAYTHEON CO                       COM NEW             755111507             206        4500
RAYTHEON CO                       COM NEW             755111507             961      20,965
RAYTHEON CO                       COM NEW             755111507           1,788      39,000
RAYTHEON CO                       COM NEW             755111507           3,702      80,754
RAYTHEON CO                       COM NEW             755111507          11,939     260,449
RED HAT INC                       COM                 756577102               4         130
RED HAT INC                       COM                 756577102              56        2000
RED HAT INC                       COM                 756577102             392      14,000
RED HAT INC                       COM                 756577102           1,100      39,300
REGENCY CTRS CORP                 COM                 758849103             560       8,330
REGIS CORP MINN                   COM                 758932107             103       3,000
REGIS CORP MINN                   COM                 758932107             403      11,700
REGIONS FINANCIAL CORP NEW        COM                 7591EP100               1          30
REGIONS FINANCIAL CORP NEW        COM                 7591EP100              14         410
REGIONS FINANCIAL CORP NEW        COM                 7591EP100              35        1000
REGIONS FINANCIAL CORP NEW        COM                 7591EP100             449      12,778
REGIONS FINANCIAL CORP NEW        COM                 7591EP100           2,799      79,586
RENAL CARE GROUP INC              COM                 759930100             407       8,500
REPSOL YPF S A                    SPONSORED ADR       76026T205               7         255
REPSOL YPF S A                    SPONSORED ADR       76026T205             636      22,300
REPSOL YPF S A                    SPONSORED ADR       76026T205           5,837     204,800
REPUBLIC SVCS INC                 COM                 760759100             214       5,024
REPUBLIC SVCS INC                 COM                 760759100             707      16,620
REPUBLIC SVCS INC                 COM                 760759100           1,060      24,940
RESEARCH IN MOTION LTD            COM                 760975102             170       2,000
RESEARCH IN MOTION LTD            COM                 760975102           4,047      47,681
RESEARCH IN MOTION LTD            COM                 760975102          50,928     600,000
RESPIRONICS INC                   COM                 761230101             233       6,000
REVLON INC                        RIGHT 03/20/2007    761525120               6     150,500
REVLON INC                        CL A                761525500             455     143,860
REYNOLDS & REYNOLDS CO            CL A                761695105             293      10,321
REYNOLDS AMERICAN INC             COM                 761713106               8          75
REYNOLDS AMERICAN INC             COM                 761713106              14         133
REYNOLDS AMERICAN INC             COM                 761713106              89         846
REYNOLDS AMERICAN INC             COM                 761713106             106       1,000
REYNOLDS AMERICAN INC             COM                 761713106             121       1,150
REYNOLDS AMERICAN INC             COM                 761713106             200       1,900
REYNOLDS AMERICAN INC             COM                 761713106             502       4,757
REYNOLDS AMERICAN INC             COM                 761713106           1,792      16,990
REYNOLDS AMERICAN INC             COM                 761713106          42,200     400,000
RIO TINTO PLC                     SPONSORED ADR       767204100               7          32
RIO TINTO PLC                     SPONSORED ADR       767204100              14          68
RIO TINTO PLC                     SPONSORED ADR       767204100              36         174
RIO TINTO PLC                     SPONSORED ADR       767204100             245       1,184
RITCHIE BROS AUCTIONEERS          COM                 767744105              35         700
RITCHIE BROS AUCTIONEERS          COM                 767744105           1,589      32,100
RITE AID CORP                     COM                 767754104               3         700
RITE AID CORP                     COM                 767754104              50      12,600
RITE AID CORP                     COM                 767754104              80      20,000
ROANOKE ELEC STL CORP             COM                 769841107             323      10,000
ROBERT HALF INTL INC              COM                 770323103               8         215
ROBERT HALF INTL INC              COM                 770323103             860      22,281
ROBERT HALF INTL INC              COM                 770323103           1,112      28,788
ROCKWELL AUTOMATION INC           COM                 773903109              13         175
ROCKWELL AUTOMATION INC           COM                 773903109              82       1,142
ROCKWELL AUTOMATION INC           COM                 773903109             757      10,522
ROCKWELL AUTOMATION INC           COM                 773903109           1,227      17,060
ROCKWELL AUTOMATION INC           COM                 773903109           2,213      30,770
ROCKWELL COLLINS INC              COM                 774341101              39         692
ROCKWELL COLLINS INC              COM                 774341101             958      17,008
ROCKWELL COLLINS INC              COM                 774341101           1,832      32,504
ROFIN SINAR TECHNOLOGIES INC      COM                 775043102           3,085      56,992
ROGERS COMMUNICATIONS INC         CL B                775109200           3,308      86,714
ROHM & HAAS CO                    COM                 775371107               6         120
ROHM & HAAS CO                    COM                 775371107             162       3,324
ROHM & HAAS CO                    COM                 775371107           1,673      34,241
ROHM & HAAS CO                    COM                 775371107           2,129      43,561
ROME BANCORP INC NEW              COM                 77587P103             596      50,323
ROSS STORES INC                   COM                 778296103               8         269
ROSS STORES INC                   COM                 778296103             460      15,770
ROSTELECOM OPEN JT STK LNG D      SPONSORED ADR       778529107             539      28,000
ROWAN COS INC                     COM                 779382100               2          35
ROWAN COS INC                     COM                 779382100              84       1,900
ROWAN COS INC                     COM                 779382100              97       2,200
ROWAN COS INC                     COM                 779382100             163       3,703
ROWAN COS INC                     COM                 779382100             330       7,500
ROWAN COS INC                     COM                 779382100             753      17,140
ROWAN COS INC                     COM                 779382100             853      19,400
ROWAN COS INC                     COM                 779382100           4,341      98,751
ROYAL & SUN ALLIANCE INS          SPON ADR NEW        78004V202             106        8865
ROYAL & SUN ALLIANCE INS          SPON ADR NEW        78004V202             276      22,975
ROYAL BK CDA MONTREAL QUE         COM                 780087102              25         300
ROYAL BK CDA MONTREAL QUE         COM                 780087102              34         400
ROYAL BK CDA MONTREAL QUE         COM                 780087102             337       4,000
ROYAL BK CDA MONTREAL QUE         COM                 780087102            2757       32700
ROYAL BK CDA MONTREAL QUE         COM                 780087102          25,092     297,577
ROYAL BK SCOTLAND GROUP PLC       ADR PFD SER P       780097762           2,005      81,000
ROYAL BK SCOTLAND GROUP PLC       SP ADR L RP PF      780097788             234      10,000
ROYAL BK SCOTLAND GROUP PLC       SPON ADR F          780097804               8         300
ROYAL BK SCOTLAND GROUP PLC       SPON ADR F          780097804             206       8,000
ROYAL DUTCH SHELL PLC             SPON ADR B          780259107               4          60
ROYAL DUTCH SHELL PLC             SPON ADR B          780259107              18         280
ROYAL DUTCH SHELL PLC             SPON ADR B          780259107             381       5,842
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206              11         176
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206              14         220
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206              75        1200
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206             125       2,015
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206             456        7324
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206           1,799      28,894
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206           2,335      37,500
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206           4,790      76,933
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206         311,300   5,000,000
RYDER SYS INC                     COM                 783549108              81       1,800
RYDER SYS INC                     COM                 783549108             456      10,180
RYLAND GROUP INC                  COM                 783764103             213       3,067
SEI INVESTMENTS CO                COM                 784117103             346       8,540
SI INTL INC                       COM                 78427V102             502      14,272
SK TELECOM LTD                    SPONSORED ADR       78440P108               1          63
SK TELECOM LTD                    SPONSORED ADR       78440P108               3         123
SK TELECOM LTD                    SPONSORED ADR       78440P108              17         709
SK TELECOM LTD                    SPONSORED ADR       78440P108              30       1,260
SK TELECOM LTD                    SPONSORED ADR       78440P108              57        2400
SK TELECOM LTD                    SPONSORED ADR       78440P108             137        5790
SK TELECOM LTD                    SPONSORED ADR       78440P108             354      15,000
SK TELECOM LTD                    SPONSORED ADR       78440P108           2,207      93,541
SLM CORP                          COM                 78442P106              19         369
SLM CORP                          COM                 78442P106              40         775
SLM CORP                          COM                 78442P106             260       5,000
SLM CORP                          COM                 78442P106             495       9,538
SLM CORP                          COM                 78442P106             623      12,000
SLM CORP                          COM                 78442P106            1247       24000
SLM CORP                          COM                 78442P106           3,676      70,775
SPDR TR                           UNIT SER 1          78462F103              23         175
SPDR TR                           UNIT SER 1          78462F103              74         570
SPDR TR                           UNIT SER 1          78462F103             125         960
SPDR TR                           UNIT SER 1          78462F103             143        1100
SPDR TR                           UNIT SER 1          78462F103             156       1,205
SPDR TR                           UNIT SER 1          78462F103             156       1,200
SPDR TR                           UNIT SER 1          78462F103             307       2,368
SPDR TR                           UNIT SER 1          78462F103             396       3,050
SPDR TR                           UNIT SER 1          78462F103             469       3,610
SPDR TR                           UNIT SER 1          78462F103             679       5,232
SPDR TR                           UNIT SER 1          78462F103             715       5,510
SPDR TR                           UNIT SER 1          78462F103             948        7300
SPDR TR                           UNIT SER 1          78462F103           3,142      24,200
SPDR TR                           UNIT SER 1          78462F103           3,184      24,525
SPDR TR                           UNIT SER 1          78462F103          11,990      92,350
SPDR TR                           UNIT SER 1          78462F103          14,908     114,826
SPDR TR                           UNIT SER 1          78462F103          41,322     318,274
SPX CORP                          COM                 784635104              13         245
SPX CORP                          COM                 784635104              31         572
SPX CORP                          COM                 784635104             428       8,020
SABRE HLDGS CORP                  CL A                785905100              10         431
SABRE HLDGS CORP                  CL A                785905100              78       3,300
SABRE HLDGS CORP                  CL A                785905100             189       8,053
SABRE HLDGS CORP                  CL A                785905100             573      24,355
SAFECO CORP                       COM                 786429100               0           1
SAFECO CORP                       COM                 786429100               6         114
SAFECO CORP                       COM                 786429100             596      11,879
SAFECO CORP                       COM                 786429100           1,429      28,453
SAFEWAY INC                       COM NEW             786514208               9         350
SAFEWAY INC                       COM NEW             786514208              45       1,800
SAFEWAY INC                       COM NEW             786514208              45        1799
SAFEWAY INC                       COM NEW             786514208              69        2765
SAFEWAY INC                       COM NEW             786514208             296      11,800
SAFEWAY INC                       COM NEW             786514208             422      16,800
SAFEWAY INC                       COM NEW             786514208             443      17,634
SAFEWAY INC                       COM NEW             786514208           1,796      71,507
ST JOE CO                         COM                 790148100              13         200
ST JOE CO                         COM                 790148100             314       5,000
ST JOE CO                         COM                 790148100             495       7,870
ST JUDE MED INC                   COM                 790849103              21         500
ST JUDE MED INC                   COM                 790849103              33         800
ST JUDE MED INC                   COM                 790849103              82        2000
ST JUDE MED INC                   COM                 790849103             127       3,100
ST JUDE MED INC                   COM                 790849103             139       3,380
ST JUDE MED INC                   COM                 790849103             661      16,125
ST JUDE MED INC                   COM                 790849103           2,763      67,386
ST PAUL TRAVELERS INC             COM                 792860108               0           6
ST PAUL TRAVELERS INC             COM                 792860108               3          65
ST PAUL TRAVELERS INC             COM                 792860108               4         100
ST PAUL TRAVELERS INC             COM                 792860108               6         150
ST PAUL TRAVELERS INC             COM                 792860108               7         171
ST PAUL TRAVELERS INC             COM                 792860108               7         170
ST PAUL TRAVELERS INC             COM                 792860108               9         215
ST PAUL TRAVELERS INC             COM                 792860108              16         390
ST PAUL TRAVELERS INC             COM                 792860108              75       1,800
ST PAUL TRAVELERS INC             COM                 792860108             120       2,860
ST PAUL TRAVELERS INC             COM                 792860108             366       8,770
ST PAUL TRAVELERS INC             COM                 792860108             420       10046
ST PAUL TRAVELERS INC             COM                 792860108             901       21565
ST PAUL TRAVELERS INC             COM                 792860108             909      21,756
ST PAUL TRAVELERS INC             COM                 792860108           1,988      47,573
ST PAUL TRAVELERS INC             COM                 792860108           5,346     127,934
ST PAUL TRAVELERS INC             COM                 792860108          10,519     251,701
SAMARITAN PHARMACEUTICALS         COM                 79586Q108              18      25,000
SAN PAOLO-IMI S P A               SPONSORED ADR       799175104               6         160
SAN PAOLO-IMI S P A               SPONSORED ADR       799175104              11         305
SAN PAOLO-IMI S P A               SPONSORED ADR       799175104             752      21,048
SANDERSON FARMS INC               COM                 800013104             112       5,000
SANDERSON FARMS INC               COM                 800013104             143       6,400
SANDISK CORP                      COM                 80004C101               3          50
SANDISK CORP                      COM                 80004C101              35         600
SANDISK CORP                      COM                 80004C101           1,467      25,500
SANMINA SCI CORP                  COM                 800907107               3         675
SANMINA SCI CORP                  COM                 800907107               9       2,160
SANMINA SCI CORP                  COM                 800907107              16       4,000
SANMINA SCI CORP                  COM                 800907107              50       12085
SANMINA SCI CORP                  COM                 800907107              73      17,700
SANMINA SCI CORP                  COM                 800907107             310      75,631
SANMINA SCI CORP                  COM                 800907107           1,202     293,220
SANMINA SCI CORP                  COM                 800907107           1,553     378,700
SANOFI AVENTIS                    SPONSORED ADR       80105N105               9         180
SANOFI AVENTIS                    SPONSORED ADR       80105N105              24         513
SANOFI AVENTIS                    SPONSORED ADR       80105N105             209        4403
SANOFI AVENTIS                    SPONSORED ADR       80105N105             843      17,761
SANOFI AVENTIS                    SPONSORED ADR       80105N105           1,220      25,720
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204               0           1
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204              11         200
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204              57       1,050
SAP AKTIENGESELLSCHAFT            SPONSORED ADR       803054204             227       4,173
SARA LEE CORP                     COM                 803111103             299      16,707
SARA LEE CORP                     COM                 803111103             888      49,658
SARA LEE CORP                     COM                 803111103           2,551     142,680
SARA LEE CORP                     COM                 803111103          71,520   4,000,000
SASOL LTD                         SPONSORED ADR       803866300               2          51
SASOL LTD                         SPONSORED ADR       803866300              11         296
SASOL LTD                         SPONSORED ADR       803866300              12         316
SASOL LTD                         SPONSORED ADR       803866300              24         636
SASOL LTD                         SPONSORED ADR       803866300             541      14,300
SATYAM COMPUTER SERVICES LTD      ADR                 804098101               1          24
SATYAM COMPUTER SERVICES LTD      ADR                 804098101               2          45
SATYAM COMPUTER SERVICES LTD      ADR                 804098101               6         141
SATYAM COMPUTER SERVICES LTD      ADR                 804098101             350       8,000
SCANA CORP NEW                    COM                 80589M102               4         100
SCANA CORP NEW                    COM                 80589M102             604      15,380
SCANSOURCE INC                    COM                 806037107             495       8,194
SCHEIN HENRY INC                  COM                 806407102              11         235
SCHEIN HENRY INC                  COM                 806407102             129       2,692
SCHEIN HENRY INC                  COM                 806407102             387       8,080
SCHEIN HENRY INC                  COM                 806407102           1,139      23,790
SCHERING A G                      SPONSORED ADR       806585204              10         100
SCHERING A G                      SPONSORED ADR       806585204              44         428
SCHERING A G                      SPONSORED ADR       806585204             259        2490
SCHERING A G                      SPONSORED ADR       806585204             959       9,233
SCHERING PLOUGH CORP              COM                 806605101               4         200
SCHERING PLOUGH CORP              COM                 806605101               4         200
SCHERING PLOUGH CORP              COM                 806605101               9         500
SCHERING PLOUGH CORP              COM                 806605101              18         939
SCHERING PLOUGH CORP              COM                 806605101              30       1,600
SCHERING PLOUGH CORP              COM                 806605101              34        1810
SCHERING PLOUGH CORP              COM                 806605101              42       2,200
SCHERING PLOUGH CORP              COM                 806605101              43       2,250
SCHERING PLOUGH CORP              COM                 806605101              49       2,584
SCHERING PLOUGH CORP              COM                 806605101              50        2650
SCHERING PLOUGH CORP              COM                 806605101              76       4,000
SCHERING PLOUGH CORP              COM                 806605101             349      18,398
SCHERING PLOUGH CORP              COM                 806605101             365      19,200
SCHERING PLOUGH CORP              COM                 806605101             707      37,210
SCHERING PLOUGH CORP              COM                 806605101           1,079      56,819
SCHERING PLOUGH CORP              COM                 806605101           1,139      60,000
SCHERING PLOUGH CORP              COM                 806605101           5,019     264,311
SCHLUMBERGER LTD                  COM                 806857108              69         543
SCHLUMBERGER LTD                  COM                 806857108             253       2,000
SCHLUMBERGER LTD                  COM                 806857108             253       2,000
SCHLUMBERGER LTD                  COM                 806857108             342       2,700
SCHLUMBERGER LTD                  COM                 806857108             496       3,915
SCHLUMBERGER LTD                  COM                 806857108             712       5,629
SCHLUMBERGER LTD                  COM                 806857108             873        6900
SCHLUMBERGER LTD                  COM                 806857108             936        7396
SCHLUMBERGER LTD                  COM                 806857108           1,151       9,092
SCHLUMBERGER LTD                  COM                 806857108           2,238      17,680
SCHLUMBERGER LTD                  COM                 806857108           2,380      18,800
SCHLUMBERGER LTD                  COM                 806857108           4,164      32,900
SCHLUMBERGER LTD                  COM                 806857108           5,898      46,599
SCHLUMBERGER LTD                  COM                 806857108           6,358      50,236
SCHLUMBERGER LTD                  COM                 806857108           7,722      61,013
SCHLUMBERGER LTD                  COM                 806857108          60,101     474,843
SCHWAB CHARLES CORP NEW           COM                 808513105              20       1,168
SCHWAB CHARLES CORP NEW           COM                 808513105              40        2300
SCHWAB CHARLES CORP NEW           COM                 808513105              43        2500
SCHWAB CHARLES CORP NEW           COM                 808513105              52       3,000
SCHWAB CHARLES CORP NEW           COM                 808513105             167       9,700
SCHWAB CHARLES CORP NEW           COM                 808513105           3,731     216,773
SCOTTS MIRACLE GRO CO             CL A                810186106               3          55
SCOTTS MIRACLE GRO CO             CL A                810186106             288       6,286
SCRIPPS E W CO OHIO               CL A                811054204             122        2720
SCRIPPS E W CO OHIO               CL A                811054204             141       3,152
SCRIPPS E W CO OHIO               CL A                811054204             366       8,183
SCRIPPS E W CO OHIO               CL A                811054204             405       9,060
SCRIPPS E W CO OHIO               CL A                811054204             644      14,400
SCUDDER NEW ASIA FD INC           COM                 811183102             266      12,000
SCUDDER NEW ASIA FD INC           COM                 811183102             799       36000
SEALED AIR CORP NEW               COM                 81211K100              14         245
SEALED AIR CORP NEW               COM                 81211K100              19         323
SEALED AIR CORP NEW               COM                 81211K100              33         570
SEALED AIR CORP NEW               COM                 81211K100             130       2,238
SEALED AIR CORP NEW               COM                 81211K100             755      13,055
SEALED AIR CORP NEW               COM                 81211K100             797      13,774
SEARS HLDGS CORP                  COM                 812350106              81         612
SEARS HLDGS CORP                  COM                 812350106             102         773
SEARS HLDGS CORP                  COM                 812350106             220       1,669
SEARS HLDGS CORP                  COM                 812350106             293        2219
SEARS HLDGS CORP                  COM                 812350106           2,786      21,136
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100              65       2,000
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100             108       3,344
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100             286       8,850
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100           1,432      44,271
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506              14         250
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506             185       3,398
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506             277       5,100
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506             925       17000
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506           5,526     101,579
SELECT SECTOR SPDR TR             SBI INT-FINL        81369Y605               9         278
SELECT SECTOR SPDR TR             SBI INT-FINL        81369Y605             209       6,413
SELECT SECTOR SPDR TR             SBI INT-FINL        81369Y605           8,394     257,890
SELECT SECTOR SPDR TR             SBI INT-INDS        81369Y704              17         490
SELECT SECTOR SPDR TR             SBI INT-INDS        81369Y704             145       4,290
SELECT SECTOR SPDR TR             SBI INT-INDS        81369Y704             448      13,250
SELECT SECTOR SPDR TR             SBI INT-INDS        81369Y704           4,463     132,040
SELECT SECTOR SPDR TR             SBI INT-TECH        81369Y803              11         500
SELECT SECTOR SPDR TR             SBI INT-TECH        81369Y803             196       8,853
SELECT SECTOR SPDR TR             SBI INT-TECH        81369Y803             253      11,430
SEMPRA ENERGY                     COM                 816851109               7         145
SEMPRA ENERGY                     COM                 816851109              17         370
SEMPRA ENERGY                     COM                 816851109             130       2,800
SEMPRA ENERGY                     COM                 816851109             139       2,990
SEMPRA ENERGY                     COM                 816851109           1,087      23,390
SEMPRA ENERGY                     COM                 816851109           2,136      45,975
SEPRACOR INC                      COM                 817315104              60       1,237
SEPRACOR INC                      COM                 817315104              78       1,605
SEPRACOR INC                      COM                 817315104             464       9,500
SERVICEMASTER CO                  COM                 81760N109             367      27,970
SHAW COMMUNICATIONS INC           CL B CONV           82028K200              29       1,200
SHAW COMMUNICATIONS INC           CL B CONV           82028K200           3,365     140,716
SHERWIN WILLIAMS CO               COM                 824348106              54       1,100
SHERWIN WILLIAMS CO               COM                 824348106             148       3,000
SHERWIN WILLIAMS CO               COM                 824348106           1,108      22,402
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100             238       2,700
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100             253       2,875
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100             529       6,000
SHINHAN FINANCIAL GROUP CO L      SPN ADR RESTRD      824596100           4,201      47,680
SHUFFLE MASTER INC                COM                 825549108             464      12,970
SIEMENS A G                       SPONSORED ADR       826197501               5          52
SIEMENS A G                       SPONSORED ADR       826197501              17         185
SIEMENS A G                       SPONSORED ADR       826197501             464       4,978
SIEMENS A G                       SPONSORED ADR       826197501           1,023      10,980
SIERRA HEALTH SVCS INC            COM                 826322109             387       9,500
SIGMA ALDRICH CORP                COM                 826552101              39         600
SIGMA ALDRICH CORP                COM                 826552101              66       1,000
SIGMA ALDRICH CORP                COM                 826552101              93       1,407
SIGMA ALDRICH CORP                COM                 826552101             167       2,535
SIGMA ALDRICH CORP                COM                 826552101             861      13,090
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864               1         201
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864               1         104
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864               4         635
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864             253      39,200
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864          11,580   1,795,398
SILVER WHEATON CORP               COM                 828336107              54       5,100
SILVER WHEATON CORP               COM                 828336107             202      18,970
SIMON PPTY GROUP INC NEW          COM                 828806109              16         190
SIMON PPTY GROUP INC NEW          COM                 828806109             342       4,059
SIMON PPTY GROUP INC NEW          COM                 828806109           3,504      41,649
SINOPEC SHANGHAI PETROCHEMIC      SPON ADR H          82935M109             154       2,700
SINOPEC SHANGHAI PETROCHEMIC      SPON ADR H          82935M109             380       6,665
SIRIUS SATELLITE RADIO INC        COM                 82966U103               5       1,000
SIRIUS SATELLITE RADIO INC        COM                 82966U103              91      17,900
SIRIUS SATELLITE RADIO INC        COM                 82966U103             152      30,000
SIRIUS SATELLITE RADIO INC        COM                 82966U103             776     153,020
SKYWEST INC                       COM                 830879102               3         117
SKYWEST INC                       COM                 830879102             311      10,627
SMART & FINAL INC                 COM                 831683107           2,950     180,000
SMITH INTL INC                    COM                 832110100             123       3,158
SMITH INTL INC                    COM                 832110100             240       6,148
SMITH INTL INC                    COM                 832110100             890      22,840
SMITHFIELD FOODS INC              COM                 832248108              15         500
SMITHFIELD FOODS INC              COM                 832248108              18         625
SMITHFIELD FOODS INC              COM                 832248108             282       9,600
SMUCKER J M CO                    COM NEW             832696405               3          64
SMUCKER J M CO                    COM NEW             832696405              41       1,030
SMUCKER J M CO                    COM NEW             832696405             159       4,004
SMURFIT-STONE CONTAINER CORP      COM                 832727101              27       2,000
SMURFIT-STONE CONTAINER CORP      COM                 832727101              59       4,340
SMURFIT-STONE CONTAINER CORP      COM                 832727101             123       9,047
SMURFIT-STONE CONTAINER CORP      COM                 832727101             134       9,900
SMURFIT-STONE CONTAINER CORP      COM                 832727101             241      17,760
SOLECTRON CORP                    COM                 834182107               2         500
SOLECTRON CORP                    COM                 834182107              33       8,218
SOLECTRON CORP                    COM                 834182107              54       13435
SOLECTRON CORP                    COM                 834182107             598     149,403
SONOCO PRODS CO                   COM                 835495102               2          55
SONOCO PRODS CO                   COM                 835495102              27         790
SONOCO PRODS CO                   COM                 835495102             205       6,048
SONY CORP                         ADR NEW             835699307               3          60
SONY CORP                         ADR NEW             835699307              28         600
SONY CORP                         ADR NEW             835699307              73        1595
SONY CORP                         ADR NEW             835699307             155        3374
SONY CORP                         ADR NEW             835699307             211       4,578
SONY CORP                         ADR NEW             835699307           1,910      41,450
SOUTHERN CO                       COM                 842587107               4         120
SOUTHERN CO                       COM                 842587107             247       7,542
SOUTHERN CO                       COM                 842587107             282       8,600
SOUTHERN CO                       COM                 842587107           3,290     100,408
SOUTHERN CO                       COM                 842587107           3,518     107,340
SOUTHERN CO                       COM                 842587107           4,504     137,437
SOUTHERN CO                       COM                 842587107         131,080   4,000,000
SOUTHERN COPPER CORP              COM                 84265V105              84       1,000
SOUTHERN COPPER CORP              COM                 84265V105           1,453      17,200
SOUTHWEST AIRLS CO                COM                 844741108              18        1000
SOUTHWEST AIRLS CO                COM                 844741108              87       4,855
SOUTHWEST AIRLS CO                COM                 844741108           2,338     129,982
SOVEREIGN BANCORP INC             COM                 845905108             207       9,465
SOVEREIGN BANCORP INC             COM                 845905108             219      10,000
SOVEREIGN BANCORP INC             COM                 845905108           1,365      62,290
SPRINT NEXTEL CORP                COM FON             852061100               4         165
SPRINT NEXTEL CORP                COM FON             852061100               7         260
SPRINT NEXTEL CORP                COM FON             852061100              21         805
SPRINT NEXTEL CORP                COM FON             852061100              26        1008
SPRINT NEXTEL CORP                COM FON             852061100              52       2,000
SPRINT NEXTEL CORP                COM FON             852061100             103       4,000
SPRINT NEXTEL CORP                COM FON             852061100             181       7,000
SPRINT NEXTEL CORP                COM FON             852061100             346       13385
SPRINT NEXTEL CORP                COM FON             852061100             357      13,800
SPRINT NEXTEL CORP                COM FON             852061100             362      14,012
SPRINT NEXTEL CORP                COM FON             852061100             450      17,429
SPRINT NEXTEL CORP                COM FON             852061100           1,064      41,176
SPRINT NEXTEL CORP                COM FON             852061100           1,653      63,964
SPRINT NEXTEL CORP                COM FON             852061100          13,026     504,109
SPRINT NEXTEL CORP                COM FON             852061100          13,868     536,703
STANLEY WKS                       COM                 854616109               7         130
STANLEY WKS                       COM                 854616109              16         320
STANLEY WKS                       COM                 854616109             355       7,000
STANLEY WKS                       COM                 854616109             676      13,350
STAPLES INC                       COM                 855030102              16         630
STAPLES INC                       COM                 855030102             243       9,537
STAPLES INC                       COM                 855030102             558      21,873
STAPLES INC                       COM                 855030102           3,570     139,898
STAPLES INC                       COM                 855030102         109,736   4,300,000
STARBUCKS CORP                    COM                 855244109             113       3,000
STARBUCKS CORP                    COM                 855244109             128       3,390
STARBUCKS CORP                    COM                 855244109             188       5,000
STARBUCKS CORP                    COM                 855244109             234        6206
STARBUCKS CORP                    COM                 855244109             267       7,100
STARBUCKS CORP                    COM                 855244109             346       9,188
STARBUCKS CORP                    COM                 855244109            1287       34200
STARBUCKS CORP                    COM                 855244109           2,079      55,260
STARBUCKS CORP                    COM                 855244109           5,550     147,494
STARTEK INC                       COM                 85569C107             360      15,300
STATE AUTO FINL CORP              COM                 855707105             267       7,927
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203              30         447
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203              68       1,000
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203             781      11,525
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203           1,779      26,269
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203           2,060      30,416
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203           2,479      36,600
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203           2,539      37,489
STARWOOD HOTELS&RESORTS WRLD      PAIRED CTF          85590A203          10,910     161,083
STATE STR CORP                    COM                 857477103              11         175
STATE STR CORP                    COM                 857477103             105       1,745
STATE STR CORP                    COM                 857477103             399       6,600
STATE STR CORP                    COM                 857477103           1,280      21,178
STATE STR CORP                    COM                 857477103           3,675      60,807
STATION CASINOS INC               COM                 857689103               0           5
STATION CASINOS INC               COM                 857689103             341       4,300
STATOIL ASA                       SPONSORED ADR       85771P102               9         324
STATOIL ASA                       SPONSORED ADR       85771P102              44       1,530
STATOIL ASA                       SPONSORED ADR       85771P102             214       7,500
STATOIL ASA                       SPONSORED ADR       85771P102             285      10,000
STERLING BANCORP                  COM                 859158107             681      33,082
STMICROELECTRONICS N V            NY REGISTRY         861012102               8         440
STMICROELECTRONICS N V            NY REGISTRY         861012102              15         825
STMICROELECTRONICS N V            NY REGISTRY         861012102              15         800
STMICROELECTRONICS N V            NY REGISTRY         861012102              37       2,000
STMICROELECTRONICS N V            NY REGISTRY         861012102             142       7,715
STMICROELECTRONICS N V            NY REGISTRY         861012102             226       12265
STRAYER ED INC                    COM                 863236105             322       3,153
STREETTRACKS GOLD TR              GOLD SHS            863307104              70       1,200
STREETTRACKS GOLD TR              GOLD SHS            863307104             140       2,410
STREETTRACKS GOLD TR              GOLD SHS            863307104             145       2,500
STREETTRACKS GOLD TR              GOLD SHS            863307104             192       3,300
STREETTRACKS GOLD TR              GOLD SHS            863307104             203       3,500
STREETTRACKS GOLD TR              GOLD SHS            863307104             402       6,913
STREETTRACKS GOLD TR              GOLD SHS            863307104             669      11,519
STREETTRACKS GOLD TR              GOLD SHS            863307104           1,609      27,700
STREETTRACKS INDEX SHS FDS        DJ STOXX 50 FD      863308102             857      20,145
STRYKER CORP                      COM                 863667101               5         115
STRYKER CORP                      COM                 863667101              11         255
STRYKER CORP                      COM                 863667101              37         825
STRYKER CORP                      COM                 863667101              56       1,266
STRYKER CORP                      COM                 863667101             124       2,800
STRYKER CORP                      COM                 863667101             193       4,357
STRYKER CORP                      COM                 863667101             513      11,569
STRYKER CORP                      COM                 863667101           2,371      53,478
STRYKER CORP                      COM                 863667101           8,755     197,458
SUEZ                              SPONSORED ADR       864686100         197,250   5,000,000
SULPHCO INC                       COM                 865378103             155      18,500
SULPHCO INC                       COM                 865378103             321      38,200
SUN LIFE FINL INC                 COM                 866796105             166       3,900
SUN LIFE FINL INC                 COM                 866796105          15,298     359,451
SUN MICROSYSTEMS INC              COM                 866810104               1         100
SUN MICROSYSTEMS INC              COM                 866810104              13       2,600
SUN MICROSYSTEMS INC              COM                 866810104              22       4,192
SUN MICROSYSTEMS INC              COM                 866810104              55      10,800
SUN MICROSYSTEMS INC              COM                 866810104             117      22,804
SUN MICROSYSTEMS INC              COM                 866810104             157      30,535
SUN MICROSYSTEMS INC              COM                 866810104             172       33620
SUN MICROSYSTEMS INC              COM                 866810104             232      45,293
SUN MICROSYSTEMS INC              COM                 866810104             264      51,540
SUN MICROSYSTEMS INC              COM                 866810104             377       73400
SUN MICROSYSTEMS INC              COM                 866810104             641     125,000
SUN MICROSYSTEMS INC              COM                 866810104             972      189393
SUN MICROSYSTEMS INC              COM                 866810104           1,192     232,300
SUN MICROSYSTEMS INC              COM                 866810104           3,232     630,004
SUNCOR ENERGY INC                 COM                 867229106               8         110
SUNCOR ENERGY INC                 COM                 867229106              12         160
SUNCOR ENERGY INC                 COM                 867229106             340       4,420
SUNCOR ENERGY INC                 COM                 867229106             924      12,000
SUNCOR ENERGY INC                 COM                 867229106           3,854      50,037
SUNCOR ENERGY INC                 COM                 867229106           8,229     106,841
SUNOCO INC                        COM                 86764P109              10         127
SUNOCO INC                        COM                 86764P109             174       2,242
SUNOCO INC                        COM                 86764P109             232       2,994
SUNOCO INC                        COM                 86764P109           1,765      22,760
SUNRISE SENIOR LIVING INC         COM                 86768K106               4          95
SUNRISE SENIOR LIVING INC         COM                 86768K106             430      11,040
SUNTRUST BKS INC                  COM                 867914103               2          25
SUNTRUST BKS INC                  COM                 867914103              12         160
SUNTRUST BKS INC                  COM                 867914103              38         525
SUNTRUST BKS INC                  COM                 867914103             177       2,429
SUNTRUST BKS INC                  COM                 867914103             763      10,482
SUNTRUST BKS INC                  COM                 867914103           3,545      48,725
SUNTRUST BKS INC                  COM                 867914103           4,930      67,758
SUNTECH PWR HLDGS CO LTD          ADR                 86800C104             326        8820
SUNTECH PWR HLDGS CO LTD          ADR                 86800C104             692      18,700
SUPERVALU INC                     COM                 868536103              43       1,400
SUPERVALU INC                     COM                 868536103             669      21,695
SWISSCOM AG                       SPONSORED ADR       871013108               8         260
SWISSCOM AG                       SPONSORED ADR       871013108              14         448
SWISSCOM AG                       SPONSORED ADR       871013108              38       1,175
SWISSCOM AG                       SPONSORED ADR       871013108             148        4580
SYMANTEC CORP                     COM                 871503108               3         200
SYMANTEC CORP                     COM                 871503108               7         400
SYMANTEC CORP                     COM                 871503108              34        2000
SYMANTEC CORP                     COM                 871503108              90       5,320
SYMANTEC CORP                     COM                 871503108             135       7,994
SYMANTEC CORP                     COM                 871503108             170      10,114
SYMANTEC CORP                     COM                 871503108             185      10,989
SYMANTEC CORP                     COM                 871503108             305      18,116
SYMANTEC CORP                     COM                 871503108             357      21,227
SYMANTEC CORP                     COM                 871503108             596      35,426
SYMANTEC CORP                     COM                 871503108             867      51,487
SYMANTEC CORP                     COM                 871503108           2,665     158,331
SYMANTEC CORP                     COM                 871503108           3,012     178,943
SYMANTEC CORP                     COM                 871503108           3,179     188,881
SYMANTEC CORP                     COM                 871503108           3,695     219,550
SYMANTEC CORP                     COM                 871503108           4,718     280,349
SYMBOL TECHNOLOGIES INC           COM                 871508107              11        1000
SYMBOL TECHNOLOGIES INC           COM                 871508107             127      12,008
SYMBOL TECHNOLOGIES INC           COM                 871508107             436      41,190
SYMBOL TECHNOLOGIES INC           COM                 871508107           2,946     278,482
SYNOPSYS INC                      COM                 871607107               7         310
SYNOPSYS INC                      COM                 871607107              19         870
SYNOPSYS INC                      COM                 871607107              36       1,627
SYNOPSYS INC                      COM                 871607107             592      26,470
SYNOVUS FINL CORP                 COM                 87161C105           1,623      59,911
SYSCO CORP                        COM                 871829107              48       1,500
SYSCO CORP                        COM                 871829107              69       2,155
SYSCO CORP                        COM                 871829107              89        2775
SYSCO CORP                        COM                 871829107             198       6,180
SYSCO CORP                        COM                 871829107             496      15,490
SYSCO CORP                        COM                 871829107             763      23,811
SYSCO CORP                        COM                 871829107             930      29,014
SYSCO CORP                        COM                 871829107           2,019      62,985
SYSCO CORP                        COM                 871829107           2,101      65,550
SYSCO CORP                        COM                 871829107           3,703     115,542
SYSCO CORP                        COM                 871829107           3,814     118,995
TCF FINL CORP                     COM                 872275102              15         600
TCF FINL CORP                     COM                 872275102             407      15,810
TD BANKNORTH INC                  COM                 87235A101               4         146
TD BANKNORTH INC                  COM                 87235A101              15         500
TD BANKNORTH INC                  COM                 87235A101             179       6,089
TD BANKNORTH INC                  COM                 87235A101             353      12,011
TD AMERITRADE HLDG CORP           COM                 87236Y108             755      36,190
TECO ENERGY INC                   COM                 872375100             632      39,204
TJX COS INC NEW                   COM                 872540109              79       3,200
TJX COS INC NEW                   COM                 872540109             159       6,400
TJX COS INC NEW                   COM                 872540109             389      15,655
TJX COS INC NEW                   COM                 872540109           2,093      84,336
TNT N V                           SPONSORED ADR       87260W101              18         530
TNT N V                           SPONSORED ADR       87260W101              30         880
TNT N V                           SPONSORED ADR       87260W101             309       8,936
TXU CORP                          COM                 873168108               5         104
TXU CORP                          COM                 873168108              16         356
TXU CORP                          COM                 873168108              45       1,000
TXU CORP                          COM                 873168108              86       1,930
TXU CORP                          COM                 873168108             295        6600
TXU CORP                          COM                 873168108             728      16,266
TXU CORP                          COM                 873168108           4,359      97,378
TXU CORP                          COM                 873168108         129,804   2,900,000
TAIWAN GREATER CHINA FD           SH BEN INT          874037104              71      12,600
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100               4         367
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100               4         359
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100              11        1133
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100              28       2,754
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             102      10,185
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             117      11,592
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             121      12,000
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             184      18,260
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             259       25724
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             360      35,829
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             487      48,436
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             657      65,311
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             825      82,000
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100             996      99,009
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100           1,487     147,862
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100           6,779     673,841
TAIWAN SEMICONDUCTOR MFG LTD      SPONSORED ADR       874039100          23,282   2,314,283
TALISMAN ENERGY INC               COM                 87425E103               5         100
TALISMAN ENERGY INC               COM                 87425E103              10         195
TALISMAN ENERGY INC               COM                 87425E103              11         205
TALISMAN ENERGY INC               COM                 87425E103           1,010      19,000
TALISMAN ENERGY INC               COM                 87425E103           9,290     174,688
TARGET CORP                       COM                 87612E106               2          45
TARGET CORP                       COM                 87612E106              21         400
TARGET CORP                       COM                 87612E106              41         780
TARGET CORP                       COM                 87612E106             296       5,700
TARGET CORP                       COM                 87612E106             458       8,800
TARGET CORP                       COM                 87612E106             473       9,100
TARGET CORP                       COM                 87612E106             655      12,594
TARGET CORP                       COM                 87612E106           2,759      53,050
TARGET CORP                       COM                 87612E106           2,864      55,064
TARGET CORP                       COM                 87612E106           4,514      86,795
TARGET CORP                       COM                 87612E106           9,113     175,216
TATA MTRS LTD                     SPONSORED ADR       876568502               1          50
TATA MTRS LTD                     SPONSORED ADR       876568502              42       2,000
TATA MTRS LTD                     SPONSORED ADR       876568502              50       2,420
TATA MTRS LTD                     SPONSORED ADR       876568502           9,208     441,850
TECHNE CORP                       COM                 878377100             131       2,170
TECHNE CORP                       COM                 878377100             355       5,909
TECHNITROL INC                    COM                 878555101             691      28,800
TECUMSEH PRODS CO                 CL A                878895200             639      26,066
TEKTRONIX INC                     COM                 879131100              93       2,600
TEKTRONIX INC                     COM                 879131100             438      12,260
TELE CENTRO OESTE CELULAR S       SPON ADR PFD        87923P105               1         109
TELE CENTRO OESTE CELULAR S       SPON ADR PFD        87923P105               2         184
TELE CENTRO OESTE CELULAR S       SPON ADR PFD        87923P105               9         678
TELE CENTRO OESTE CELULAR S       SPON ADR PFD        87923P105             145      11,533
TELE CENTRO OESTE CELULAR S       SPON ADR PFD        87923P105          18,840   1,500,000
TELECOM ARGENTINA S A             SPON ADR REP B      879273209               8         575
TELECOM ARGENTINA S A             SPON ADR REP B      879273209          23,420   1,729,725
TELECOM HLDRS TR                  DEPOSITRY RCPT      87927P200              21         700
TELECOM HLDRS TR                  DEPOSITRY RCPT      87927P200              60       2,000
TELECOM HLDRS TR                  DEPOSITRY RCPT      87927P200             310      10,300
TELECOM HLDRS TR                  DEPOSITRY RCPT      87927P200           1,334      44,300
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102              10         343
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102              10         329
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102             153       5,251
TELECOM ITALIA S P A NEW          SPON ADR ORD        87927Y102             248        8484
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308               8         228
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308              13         390
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308              25         740
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308              36       1,063
TELECOMUNICACOES BRASILEIRAS      SPONSORED ADR       879287308             351      10,300
TELECOMUNICACOES DE SAO PAUL      SPON ADR PFD        87929A102             346      14,000
TELEFONICA S A                    SPONSORED ADR       879382208               6         127
TELEFONICA S A                    SPONSORED ADR       879382208              24         511
TELEFONICA S A                    SPONSORED ADR       879382208              41         867
TELEFONICA S A                    SPONSORED ADR       879382208             168       3,571
TELEFONICA S A                    SPONSORED ADR       879382208             252        5360
TELEFONICA S A                    SPONSORED ADR       879382208          12,651     269,346
TELEFONICA S A                    SPONSORED ADR       879382208         234,850   5,000,000
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780               3         120
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780               9         400
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780              22         986
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             116       5,146
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             121       5,376
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             135       6,000
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780             165        7350
TELEFONOS DE MEXICO S A           SPON ADR ORD L      879403780           5,343     237,656
TELEPHONE & DATA SYS INC          COM                 879433100             251       6,370
TELEPHONE & DATA SYS INC          SPL COM             879433860             240       6,370
TELLABS INC                       COM                 879664100               5         295
TELLABS INC                       COM                 879664100              10         617
TELLABS INC                       COM                 879664100              51       3,202
TELLABS INC                       COM                 879664100             845      53,143
TELLABS INC                       COM                 879664100           1,300      81,760
TELUS CORP                        NON-VTG SHS         87971M202           1,148      29,659
TEMPLE INLAND INC                 COM                 879868107              80       1,800
TEMPLE INLAND INC                 COM                 879868107           1,159      26,026
TENARIS S A                       SPONSORED ADR       88031M109             163         900
TENARIS S A                       SPONSORED ADR       88031M109           1,166       6,454
TENARIS S A                       SPONSORED ADR       88031M109          52,917     292,892
TENET HEALTHCARE CORP             COM                 88033G100               1         200
TENET HEALTHCARE CORP             COM                 88033G100              21        2810
TENET HEALTHCARE CORP             COM                 88033G100              26        3575
TENET HEALTHCARE CORP             COM                 88033G100              88      11,966
TENET HEALTHCARE CORP             COM                 88033G100             528      71,570
TERADYNE INC                      COM                 880770102              21       1,350
TERADYNE INC                      COM                 880770102              80       5,157
TERADYNE INC                      COM                 880770102              84       5,414
TERADYNE INC                      COM                 880770102             111       7,134
TERADYNE INC                      COM                 880770102             486      31,334
TEREX CORP NEW                    COM                 880779103              40         500
TEREX CORP NEW                    COM                 880779103              44         550
TEREX CORP NEW                    COM                 880779103             185       2,337
TESORO CORP                       COM                 881609101              13         187
TESORO CORP                       COM                 881609101              35         506
TESORO CORP                       COM                 881609101             219       3,200
TESORO CORP                       COM                 881609101             577       8,450
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209               4          86
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              20         480
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              21         500
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209              43       1,044
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             140       3,400
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             152       3,700
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             202       4,900
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             205        4981
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             239       5,800
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             253       6,140
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             410       9,958
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             474      11,500
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209             552      13,400
TEVA PHARMACEUTICAL INDS LTD      ADR                 881624209           2,615      63,500
TEVA PHARMACEUTICAL FIN LLC       DBCV  0.250% 2/0    88163VAE9           1,311      13,000
TEVA PHARMACEUTICAL FIN II L      DBCV  0.500% 2/0    88164RAA5              11       10000
TEXAS INSTRS INC                  COM                 882508104               5         140
TEXAS INSTRS INC                  COM                 882508104              10         300
TEXAS INSTRS INC                  COM                 882508104              20         605
TEXAS INSTRS INC                  COM                 882508104              21         660
TEXAS INSTRS INC                  COM                 882508104              32        1000
TEXAS INSTRS INC                  COM                 882508104              34       1,035
TEXAS INSTRS INC                  COM                 882508104              55       1,705
TEXAS INSTRS INC                  COM                 882508104             101       3,100
TEXAS INSTRS INC                  COM                 882508104             169       5,200
TEXAS INSTRS INC                  COM                 882508104             216       6,641
TEXAS INSTRS INC                  COM                 882508104             585      18,015
TEXAS INSTRS INC                  COM                 882508104             614      18,899
TEXAS INSTRS INC                  COM                 882508104            1082       33335
TEXAS INSTRS INC                  COM                 882508104           2,465      75,925
TEXAS INSTRS INC                  COM                 882508104           6,457     198,875
TEXAS INSTRS INC                  COM                 882508104          11,680     359,728
TEXTRON INC                       COM                 883203101             149       1,600
TEXTRON INC                       COM                 883203101             204       2,188
TEXTRON INC                       COM                 883203101             446        4780
TEXTRON INC                       COM                 883203101           1,466      15,700
TEXTRON INC                       COM                 883203101           1,947      20,849
TEXTRON INC                       COM                 883203101           8,864      94,910
THERMO ELECTRON CORP              COM                 883556102              12         315
THERMO ELECTRON CORP              COM                 883556102              32         850
THERMO ELECTRON CORP              COM                 883556102             157       4,230
THERMO ELECTRON CORP              COM                 883556102           1,088      29,339
THOMSON CORP                      COM                 884903105              47       1,250
THOMSON CORP                      COM                 884903105              49       1,300
THOMSON CORP                      COM                 884903105           9,002     240,957
3COM CORP                         COM                 885535104               1         196
3COM CORP                         COM                 885535104               3         600
3COM CORP                         COM                 885535104               8        1620
3COM CORP                         COM                 885535104              16       3,050
3COM CORP                         COM                 885535104              51      10,000
3M CO                             COM                 88579Y101               5          70
3M CO                             COM                 88579Y101              20         260
3M CO                             COM                 88579Y101              62         820
3M CO                             COM                 88579Y101              76       1,000
3M CO                             COM                 88579Y101             122       1,610
3M CO                             COM                 88579Y101             151       2,000
3M CO                             COM                 88579Y101             185        2445
3M CO                             COM                 88579Y101             227        3000
3M CO                             COM                 88579Y101             307       4,055
3M CO                             COM                 88579Y101             326       4,308
3M CO                             COM                 88579Y101             421       5,563
3M CO                             COM                 88579Y101             471       6,222
3M CO                             COM                 88579Y101             636       8,400
3M CO                             COM                 88579Y101             719       9,500
3M CO                             COM                 88579Y101           1,260      16,650
3M CO                             COM                 88579Y101           5,125      67,717
3M CO                             COM                 88579Y101           5,295      69,963
3M CO                             COM                 88579Y101           6,404      84,613
3M CO                             COM                 88579Y101           7,505      99,159
3M CO                             COM                 88579Y101          11,907     157,313
THRESHOLD PHARMACEUTICAL INC      COM                 885807107             239       15965
TIFFANY & CO NEW                  COM                 886547108              11         280
TIFFANY & CO NEW                  COM                 886547108             188       5,000
TIFFANY & CO NEW                  COM                 886547108             574      15,300
TIFFANY & CO NEW                  COM                 886547108             576      15,349
TIFFANY & CO NEW                  COM                 886547108             899      23,942
TIME WARNER INC                   COM                 887317105               5         276
TIME WARNER INC                   COM                 887317105              38       2,275
TIME WARNER INC                   COM                 887317105              76       4,500
TIME WARNER INC                   COM                 887317105              77       4,600
TIME WARNER INC                   COM                 887317105              92        5500
TIME WARNER INC                   COM                 887317105             115       6,832
TIME WARNER INC                   COM                 887317105             131       7,830
TIME WARNER INC                   COM                 887317105             168       10000
TIME WARNER INC                   COM                 887317105             217      12,900
TIME WARNER INC                   COM                 887317105             293      17,440
TIME WARNER INC                   COM                 887317105             445      26,500
TIME WARNER INC                   COM                 887317105             484      28,827
TIME WARNER INC                   COM                 887317105             737       43890
TIME WARNER INC                   COM                 887317105           1,619      96,451
TIME WARNER INC                   COM                 887317105           2,213     131,784
TIME WARNER INC                   COM                 887317105           7,729     460,353
TIME WARNER INC                   COM                 887317105           7,974     474,951
TIME WARNER INC                   COM                 887317105          14,186     844,906
TIME WARNER INC                   COM                 887317105          94,864   5,650,000
TITAN INTL INC ILL                COM                 88830M102              95       5,500
TITAN INTL INC ILL                COM                 88830M102           1,165      67,500
TOLL BROTHERS INC                 COM                 889478103              14         400
TOLL BROTHERS INC                 COM                 889478103              29         850
TOLL BROTHERS INC                 COM                 889478103             208       6,000
TOLL BROTHERS INC                 COM                 889478103             447      12,900
TOOTSIE ROLL INDS INC             COM                 890516107               2          63
TOOTSIE ROLL INDS INC             COM                 890516107               4         142
TOOTSIE ROLL INDS INC             COM                 890516107              62       2,118
TOOTSIE ROLL INDS INC             COM                 890516107             295      10,089
TORCHMARK CORP                    COM                 891027104               1          25
TORCHMARK CORP                    COM                 891027104             571       10000
TORCHMARK CORP                    COM                 891027104           1,236      21,641
TORONTO DOMINION BK ONT           COM NEW             891160509              28         500
TORONTO DOMINION BK ONT           COM NEW             891160509          16,601     298,052
TOTAL S A                         SPONSORED ADR       89151E109              14         109
TOTAL S A                         SPONSORED ADR       89151E109              26         200
TOTAL S A                         SPONSORED ADR       89151E109              34         255
TOTAL S A                         SPONSORED ADR       89151E109             158       1,200
TOTAL S A                         SPONSORED ADR       89151E109             199        1509
TOTAL S A                         SPONSORED ADR       89151E109             689       5,230
TOTAL S A                         SPONSORED ADR       89151E109           1,179       8,949
TOTAL S A                         SPONSORED ADR       89151E109           1,317      10,000
TOTAL S A                         SPONSORED ADR       89151E109           1,727      13,109
TOTAL S A                         SPONSORED ADR       89151E109           3,576      27,150
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307              17         152
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307              26         235
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307              27         250
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307             174       1,600
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307             972       8,926
TOYOTA MOTOR CORP                 SP ADR REP2COM      892331307           4,820      44,260
TRANSALTA CORP                    COM                 89346D107           2,421     126,576
TRANSCANADA CORP                  COM                 89353D107               3         100
TRANSCANADA CORP                  COM                 89353D107             153       5,300
TRANSCANADA CORP                  COM                 89353D107           7,911     273,469
TRANSPORTADORA DE GAS SUR         SPON ADR B          893870204              90      17,845
TRANSMONTAIGNE INC                COM                 893934109              64       6,500
TRANSMONTAIGNE INC                COM                 893934109             280      28,500
TRI CONTL CORP                    COM                 895436103              30       1,478
TRI CONTL CORP                    COM                 895436103             109       5,400
TRI CONTL CORP                    COM                 895436103             262      12,950
TRIAD HOSPITALS INC               COM                 89579K109               6         132
TRIAD HOSPITALS INC               COM                 89579K109              30         720
TRIAD HOSPITALS INC               COM                 89579K109             386       9,210
TRIBUNE CO NEW                    COM                 896047107               3         110
TRIBUNE CO NEW                    COM                 896047107              24         891
TRIBUNE CO NEW                    COM                 896047107           1,272      46,356
TRIZEC PROPERTIES INC             COM                 89687P107             360      13,980
TURKCELL ILETISIM HIZMETLERI      SPON ADR NEW        900111204               2         126
TURKCELL ILETISIM HIZMETLERI      SPON ADR NEW        900111204               4         244
TURKCELL ILETISIM HIZMETLERI      SPON ADR NEW        900111204              13         766
TURKCELL ILETISIM HIZMETLERI      SPON ADR NEW        900111204              83       5,000
TURKCELL ILETISIM HIZMETLERI      SPON ADR NEW        900111204             695      41,696
TURKISH INVT FD INC               COM                 900145103             229       9,000
TYCO INTL LTD NEW                 COM                 902124106               0          16
TYCO INTL LTD NEW                 COM                 902124106               2          90
TYCO INTL LTD NEW                 COM                 902124106              13         500
TYCO INTL LTD NEW                 COM                 902124106              28       1,036
TYCO INTL LTD NEW                 COM                 902124106              66       2,440
TYCO INTL LTD NEW                 COM                 902124106              73       2,720
TYCO INTL LTD NEW                 COM                 902124106             123        4560
TYCO INTL LTD NEW                 COM                 902124106             137       5,100
TYCO INTL LTD NEW                 COM                 902124106             240       8,920
TYCO INTL LTD NEW                 COM                 902124106             285      10,600
TYCO INTL LTD NEW                 COM                 902124106             306       11392
TYCO INTL LTD NEW                 COM                 902124106             306      11,381
TYCO INTL LTD NEW                 COM                 902124106             415      15,436
TYCO INTL LTD NEW                 COM                 902124106             493      18,325
TYCO INTL LTD NEW                 COM                 902124106             541      20,133
TYCO INTL LTD NEW                 COM                 902124106             578      21,500
TYCO INTL LTD NEW                 COM                 902124106             637       23715
TYCO INTL LTD NEW                 COM                 902124106             839      31,226
TYCO INTL LTD NEW                 COM                 902124106           1,376      51,174
TYCO INTL LTD NEW                 COM                 902124106           4,934     183,575
TYSON FOODS INC                   CL A                902494103               4         320
TYSON FOODS INC                   CL A                902494103              49       3,600
TYSON FOODS INC                   CL A                902494103             165      11,996
TYSON FOODS INC                   CL A                902494103             576      41,910
UICI                              COM                 902737105             259       7,000
UST INC                           COM                 902911106              33         800
UST INC                           COM                 902911106              79       1,900
UST INC                           COM                 902911106             929      22,340
UST INC                           COM                 902911106           1,095      26,314
UST INC                           COM                 902911106          26,208     630,000
US BANCORP DEL                    COM NEW             902973304              15         495
US BANCORP DEL                    COM NEW             902973304             127       4,180
US BANCORP DEL                    COM NEW             902973304             461      15,131
US BANCORP DEL                    COM NEW             902973304             512      16,800
US BANCORP DEL                    COM NEW             902973304             619      20,301
US BANCORP DEL                    COM NEW             902973304           1,637      53,679
US BANCORP DEL                    COM NEW             902973304          10,366     339,879
U S G CORP                        COM NEW             903293405              30         320
U S G CORP                        COM NEW             903293405             218       2,300
USEC INC                          COM                 90333E108              12       1,000
USEC INC                          COM                 90333E108              53        4400
USEC INC                          COM                 90333E108           3,729     309,480
ULTRA PETROLEUM CORP              COM                 903914109               4          65
ULTRA PETROLEUM CORP              COM                 903914109              61         980
ULTRA PETROLEUM CORP              COM                 903914109             125       2,000
ULTRA PETROLEUM CORP              COM                 903914109             330        5290
UNIBANCO-UNIAO DE BANCOS BRA      GDR REP PFD UT      90458E107             517       7,000
UNILEVER PLC                      SPON ADR NEW        904767704               8         200
UNILEVER PLC                      SPON ADR NEW        904767704              13         320
UNILEVER PLC                      SPON ADR NEW        904767704              18         450
UNILEVER PLC                      SPON ADR NEW        904767704              23         556
UNILEVER PLC                      SPON ADR NEW        904767704             832      20,264
UNILEVER N V                      N Y SHS NEW         904784709               2          34
UNILEVER N V                      N Y SHS NEW         904784709              12         170
UNILEVER N V                      N Y SHS NEW         904784709              25         355
UNILEVER N V                      N Y SHS NEW         904784709              76       1,100
UNILEVER N V                      N Y SHS NEW         904784709             275       3,976
UNILEVER N V                      N Y SHS NEW         904784709             340        4910
UNION PAC CORP                    COM                 907818108              28         300
UNION PAC CORP                    COM                 907818108              39         419
UNION PAC CORP                    COM                 907818108             102       1,098
UNION PAC CORP                    COM                 907818108             201       2,155
UNION PAC CORP                    COM                 907818108             215       2,308
UNION PAC CORP                    COM                 907818108             560       6,000
UNION PAC CORP                    COM                 907818108             874       9,364
UNION PAC CORP                    COM                 907818108           1,270      13,600
UNION PAC CORP                    COM                 907818108           4,325      46,335
UNIONBANCAL CORP                  COM                 908906100             401       5,710
UNISYS CORP                       COM                 909214108              11       1,669
UNISYS CORP                       COM                 909214108              14       2,000
UNISYS CORP                       COM                 909214108              17        2445
UNISYS CORP                       COM                 909214108              28        4070
UNISYS CORP                       COM                 909214108              28       4,000
UNISYS CORP                       COM                 909214108              51       7,382
UNISYS CORP                       COM                 909214108             362      52,475
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207               2         474
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207               3         915
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207              10        2892
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207             162      47,380
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207             571     167,322
UNITED MICROELECTRONICS CORP      SPONSORED ADR       910873207           1,861     545,609
UNITED PARCEL SERVICE INC         CL B                911312106               1          10
UNITED PARCEL SERVICE INC         CL B                911312106              79       1,000
UNITED PARCEL SERVICE INC         CL B                911312106             110       1,388
UNITED PARCEL SERVICE INC         CL B                911312106             159       2,000
UNITED PARCEL SERVICE INC         CL B                911312106             162       2,039
UNITED PARCEL SERVICE INC         CL B                911312106             175       2,200
UNITED PARCEL SERVICE INC         CL B                911312106             233        2930
UNITED PARCEL SERVICE INC         CL B                911312106             338       4,264
UNITED PARCEL SERVICE INC         CL B                911312106             622       7,831
UNITED PARCEL SERVICE INC         CL B                911312106           3,488      43,940
UNITED PARCEL SERVICE INC         CL B                911312106          11,993     151,089
UNITED PARCEL SERVICE INC         CL B                911312106          50,803     640,000
UNITED STATES STL CORP NEW        COM                 912909108               2          31
UNITED STATES STL CORP NEW        COM                 912909108              85       1,400
UNITED STATES STL CORP NEW        COM                 912909108           1,417      23,350
UNITED TECHNOLOGIES CORP          COM                 913017109               9         160
UNITED TECHNOLOGIES CORP          COM                 913017109              20         350
UNITED TECHNOLOGIES CORP          COM                 913017109              35         600
UNITED TECHNOLOGIES CORP          COM                 913017109             106       1,835
UNITED TECHNOLOGIES CORP          COM                 913017109             219        3770
UNITED TECHNOLOGIES CORP          COM                 913017109             261       4,500
UNITED TECHNOLOGIES CORP          COM                 913017109             261       4,500
UNITED TECHNOLOGIES CORP          COM                 913017109             535        9230
UNITED TECHNOLOGIES CORP          COM                 913017109             603      10,400
UNITED TECHNOLOGIES CORP          COM                 913017109             615      10,604
UNITED TECHNOLOGIES CORP          COM                 913017109             995      17,165
UNITED TECHNOLOGIES CORP          COM                 913017109           2,043      35,250
UNITED TECHNOLOGIES CORP          COM                 913017109           3,115      53,735
UNITED TECHNOLOGIES CORP          COM                 913017109           4,227      72,919
UNITED TECHNOLOGIES CORP          COM                 913017109           5,862     101,120
UNITED TECHNOLOGIES CORP          COM                 913017109          10,528     181,615
UNITED TECHNOLOGIES CORP          COM                 913017109          11,051     190,636
UNITED TECHNOLOGIES CORP          COM                 913017109          24,332     419,737
UNITED UTILS PLC                  SPONSORED ADR       91311Q105              13         540
UNITED UTILS PLC                  SPONSORED ADR       91311Q105             121       5,000
UNITED UTILS PLC                  SPONSORED ADR       91311Q105             273      11,260
UNITEDHEALTH GROUP INC            COM                 91324P102               4          65
UNITEDHEALTH GROUP INC            COM                 91324P102               9         164
UNITEDHEALTH GROUP INC            COM                 91324P102              23         420
UNITEDHEALTH GROUP INC            COM                 91324P102              23         405
UNITEDHEALTH GROUP INC            COM                 91324P102             124       2,225
UNITEDHEALTH GROUP INC            COM                 91324P102             212       3,800
UNITEDHEALTH GROUP INC            COM                 91324P102             278       4,970
UNITEDHEALTH GROUP INC            COM                 91324P102             313       5,600
UNITEDHEALTH GROUP INC            COM                 91324P102             335       6,000
UNITEDHEALTH GROUP INC            COM                 91324P102             358       6,400
UNITEDHEALTH GROUP INC            COM                 91324P102             987      17,678
UNITEDHEALTH GROUP INC            COM                 91324P102           1,053      18,851
UNITEDHEALTH GROUP INC            COM                 91324P102           1,289      23,080
UNITEDHEALTH GROUP INC            COM                 91324P102           2,755      49,325
UNITEDHEALTH GROUP INC            COM                 91324P102           7,860     140,708
UNITEDHEALTH GROUP INC            COM                 91324P102           9,683     173,351
UNITEDHEALTH GROUP INC            COM                 91324P102          15,477     277,064
UNITRIN INC                       COM                 913275103             282       6,060
UNIVERSAL HLTH SVCS INC           CL B                913903100               4          71
UNIVERSAL HLTH SVCS INC           CL B                913903100              86       1,700
UNIVERSAL HLTH SVCS INC           CL B                913903100             338       6,660
UNIVERSAL TECHNICAL INST INC      COM                 913915104             321      10,671
UNIVISION COMMUNICATIONS INC      CL A                914906102               6         180
UNIVISION COMMUNICATIONS INC      CL A                914906102               9         250
UNIVISION COMMUNICATIONS INC      CL A                914906102              28         800
UNIVISION COMMUNICATIONS INC      CL A                914906102             430      12,484
UNIVISION COMMUNICATIONS INC      CL A                914906102           1,336      38,765
UNIVISION COMMUNICATIONS INC      CL A                914906102           2,103      61,000
UNUMPROVIDENT CORP                COM                 91529Y106             208      10,140
UNUMPROVIDENT CORP                COM                 91529Y106             331      16,144
UNUMPROVIDENT CORP                COM                 91529Y106             911      44,474
UNUMPROVIDENT CORP                COM                 91529Y106           6,026     294,221
UPM KYMMENE CORP                  SPONSORED ADR       915436109               9         386
UPM KYMMENE CORP                  SPONSORED ADR       915436109              19         795
UPM KYMMENE CORP                  SPONSORED ADR       915436109             316      13,390
URBAN OUTFITTERS INC              COM                 917047102              17         700
URBAN OUTFITTERS INC              COM                 917047102              36       1,479
URBAN OUTFITTERS INC              COM                 917047102             285      11,600
UTILITIES HOLDRS TR               DEPOSITRY RCPT      918019100              22         200
UTILITIES HOLDRS TR               DEPOSITRY RCPT      918019100              66         600
UTILITIES HOLDRS TR               DEPOSITRY RCPT      918019100           1,554      14,100
V F CORP                          COM                 918204108               6         100
V F CORP                          COM                 918204108              14         250
V F CORP                          COM                 918204108              43         750
V F CORP                          COM                 918204108              46         800
V F CORP                          COM                 918204108             947      16,647
VALERO ENERGY CORP NEW            COM                 91913Y100              13         218
VALERO ENERGY CORP NEW            COM                 91913Y100              19         310
VALERO ENERGY CORP NEW            COM                 91913Y100              69       1,155
VALERO ENERGY CORP NEW            COM                 91913Y100              90       1,500
VALERO ENERGY CORP NEW            COM                 91913Y100             147       2,465
VALERO ENERGY CORP NEW            COM                 91913Y100             179        3000
VALERO ENERGY CORP NEW            COM                 91913Y100             204       3,410
VALERO ENERGY CORP NEW            COM                 91913Y100             267       4,459
VALERO ENERGY CORP NEW            COM                 91913Y100             269       4,500
VALERO ENERGY CORP NEW            COM                 91913Y100             309       5,177
VALERO ENERGY CORP NEW            COM                 91913Y100             592       9,900
VALERO ENERGY CORP NEW            COM                 91913Y100             968      16,200
VALERO ENERGY CORP NEW            COM                 91913Y100           5,975      99,954
VALERO ENERGY CORP NEW            COM                 91913Y100           7,806     130,586
VALERO ENERGY CORP NEW            COM                 91913Y100          11,171     186,876
VALLEY NATL BANCORP               COM                 919794107             172       6,726
VALLEY NATL BANCORP               COM                 919794107             282      11,013
VARIAN MED SYS INC                COM                 92220P105              79       1,400
VARIAN MED SYS INC                COM                 92220P105             183        3251
VARIAN MED SYS INC                COM                 92220P105             981      17,460
VECTREN CORP                      COM                 92240G101             320      12,128
VANGUARD INDEX FDS                STK MRK VIPERS      922908769              39         300
VANGUARD INDEX FDS                STK MRK VIPERS      922908769          10,432      80,451
VEOLIA ENVIRONNEMENT              SPONSORED ADR       92334N103             340       6,120
VERISIGN INC                      COM                 92343e102               4         175
VERISIGN INC                      COM                 92343E102           1,253      52,230
VERISIGN INC                      COM                 92343E102           3,829     159,616
VERIZON COMMUNICATIONS            COM                 92343V104               6         170
VERIZON COMMUNICATIONS            COM                 92343V104              17         500
VERIZON COMMUNICATIONS            COM                 92343V104              24         700
VERIZON COMMUNICATIONS            COM                 92343V104              42       1,220
VERIZON COMMUNICATIONS            COM                 92343V104              68       2,000
VERIZON COMMUNICATIONS            COM                 92343V104             115        3371
VERIZON COMMUNICATIONS            COM                 92343V104             139       4,090
VERIZON COMMUNICATIONS            COM                 92343V104             159       4,680
VERIZON COMMUNICATIONS            COM                 92343V104             193       5,659
VERIZON COMMUNICATIONS            COM                 92343V104             346      10,150
VERIZON COMMUNICATIONS            COM                 92343V104             425       12478
VERIZON COMMUNICATIONS            COM                 92343V104           1,706      50,100
VERIZON COMMUNICATIONS            COM                 92343V104           4,389     128,868
VERIZON COMMUNICATIONS            COM                 92343V104           4,785     140,500
VERIZON COMMUNICATIONS            COM                 92343V104           6,357     186,639
VERIZON COMMUNICATIONS            COM                 92343V104           6,461     189,706
VERIZON COMMUNICATIONS            COM                 92343V104          19,565     574,439
VERIZON COMMUNICATIONS            COM                 92343V104         272,480   8,000,000
VIACOM INC NEW                    CL B                92553P201               5         125
VIACOM INC NEW                    CL B                92553P201              14         350
VIACOM INC NEW                    CL B                92553P201              16         410
VIACOM INC NEW                    CL B                92553P201              18         465
VIACOM INC NEW                    CL B                92553P201              18         457
VIACOM INC NEW                    CL B                92553P201              21         542
VIACOM INC NEW                    CL B                92553P201              22         565
VIACOM INC NEW                    CL B                92553P201              29         747
VIACOM INC NEW                    CL B                92553P201              45        1165
VIACOM INC NEW                    CL B                92553P201              49       1,250
VIACOM INC NEW                    CL B                92553P201             163       4,190
VIACOM INC NEW                    CL B                92553P201             196       5,053
VIACOM INC NEW                    CL B                92553P201             515      13,272
VIACOM INC NEW                    CL B                92553P201             528      13,613
VIACOM INC NEW                    CL B                92553P201             785      20,233
VIACOM INC NEW                    CL B                92553P201           1,562      40,262
VIACOM INC NEW                    CL B                92553P201           3,206      82,624
VIACOM INC NEW                    CL B                92553P201           5,443     140,287
VIDESH SANCHAR NIGAM LTD          SPON ADR NEW        92659G600           5,153     240,100
VIMICRO INTL CORP                 ADR                 92718N109          486768    27042690
VIVENDI UNIVERSAL                 SPON ADR NEW        92851S204               8         230
VIVENDI UNIVERSAL                 SPON ADR NEW        92851S204              10         285
VIVENDI UNIVERSAL                 SPON ADR NEW        92851S204              66       1,920
VIVENDI UNIVERSAL                 SPON ADR NEW        92851S204             594      17,356
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100               5         250
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100               9         450
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              32        1525
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              32       1,515
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              35        1675
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              44       2,100
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100              88       4,200
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100             121       5,800
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100             950      45,451
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100             995      47,588
VODAFONE GROUP PLC NEW            SPONSORED ADR       92857W100          40,755   1,950,000
VORNADO RLTY TR                   SH BEN INT          929042109              10         100
VORNADO RLTY TR                   SH BEN INT          929042109           2,369      24,680
VULCAN MATLS CO                   COM                 929160109               6          65
VULCAN MATLS CO                   COM                 929160109              13         145
VULCAN MATLS CO                   COM                 929160109           1,564      18,048
WPP GROUP PLC                     SPON ADR 0905       929309409              72       1,195
WPP GROUP PLC                     SPON ADR 0905       929309409             285       4,749
WPP GROUP PLC                     SPON ADR 0905       929309409             721      12,022
WACHOVIA CORP 2ND NEW             COM                 929903102              14         250
WACHOVIA CORP 2ND NEW             COM                 929903102              22         400
WACHOVIA CORP 2ND NEW             COM                 929903102              48         865
WACHOVIA CORP 2ND NEW             COM                 929903102              90       1,600
WACHOVIA CORP 2ND NEW             COM                 929903102             202       3,600
WACHOVIA CORP 2ND NEW             COM                 929903102             284        5065
WACHOVIA CORP 2ND NEW             COM                 929903102             530       9,453
WACHOVIA CORP 2ND NEW             COM                 929903102             587      10,474
WACHOVIA CORP 2ND NEW             COM                 929903102           1,261      22,490
WACHOVIA CORP 2ND NEW             COM                 929903102           4,904      87,492
WACHOVIA CORP 2ND NEW             COM                 929903102          16,934     302,124
WAL MART STORES INC               COM                 931142103              15         310
WAL MART STORES INC               COM                 931142103              28         600
WAL MART STORES INC               COM                 931142103              43         900
WAL MART STORES INC               COM                 931142103              47       1,000
WAL MART STORES INC               COM                 931142103              48       1,025
WAL MART STORES INC               COM                 931142103             151       3,200
WAL MART STORES INC               COM                 931142103             165       3,500
WAL MART STORES INC               COM                 931142103             184       3,900
WAL MART STORES INC               COM                 931142103             252       5,326
WAL MART STORES INC               COM                 931142103             265       5,603
WAL MART STORES INC               COM                 931142103             371       7,850
WAL MART STORES INC               COM                 931142103             636       13460
WAL MART STORES INC               COM                 931142103           1,272      26,928
WAL MART STORES INC               COM                 931142103           1,784      37,772
WAL MART STORES INC               COM                 931142103            2824       59785
WAL MART STORES INC               COM                 931142103           3,250      68,805
WAL MART STORES INC               COM                 931142103           3,773      79,870
WAL MART STORES INC               COM                 931142103           4,392      92,975
WAL MART STORES INC               COM                 931142103           4,573      96,810
WAL MART STORES INC               COM                 931142103          25,062     530,525
WALGREEN CO                       COM                 931422109               4         100
WALGREEN CO                       COM                 931422109               7         160
WALGREEN CO                       COM                 931422109             121       2,800
WALGREEN CO                       COM                 931422109             173       4,000
WALGREEN CO                       COM                 931422109             200        4627
WALGREEN CO                       COM                 931422109             336       7,779
WALGREEN CO                       COM                 931422109             639      14,822
WALGREEN CO                       COM                 931422109           1,006      23,318
WALGREEN CO                       COM                 931422109           1,013      23,476
WALGREEN CO                       COM                 931422109           1,315      30,500
WALGREEN CO                       COM                 931422109           8,554     198,339
WASHINGTON FED INC                COM                 938824109             238       9,817
WASHINGTON MUT INC                COM                 939322103              51       1,200
WASHINGTON MUT INC                COM                 939322103              68       1,600
WASHINGTON MUT INC                COM                 939322103             188       4,420
WASHINGTON MUT INC                COM                 939322103             225       5,285
WASHINGTON MUT INC                COM                 939322103             256       6,000
WASHINGTON MUT INC                COM                 939322103             287        6735
WASHINGTON MUT INC                COM                 939322103           1,214      28,495
WASHINGTON MUT INC                COM                 939322103           1,356      31,807
WASHINGTON MUT INC                COM                 939322103           2,131      50,000
WASHINGTON MUT INC                COM                 939322103           8,016     188,071
WASHINGTON POST CO                CL B                939640108             318         410
WASTE MGMT INC DEL                COM                 94106L109              10         290
WASTE MGMT INC DEL                COM                 94106L109              13         362
WASTE MGMT INC DEL                COM                 94106L109             107        3020
WASTE MGMT INC DEL                COM                 94106L109             183       5,182
WASTE MGMT INC DEL                COM                 94106L109             431       12200
WASTE MGMT INC DEL                COM                 94106L109           1,440      40,800
WASTE MGMT INC DEL                COM                 94106L109           1,539      43,600
WASTE MGMT INC DEL                COM                 94106L109           3,565     100,999
WASTE MGMT INC DEL                COM                 94106L109           4,612     130,660
WATERS CORP                       COM                 941848103              14         325
WATERS CORP                       COM                 941848103             125       2,888
WATERS CORP                       COM                 941848103             825      19,120
WATSON PHARMACEUTICALS INC        COM                 942683103              11         371
WATSON PHARMACEUTICALS INC        COM                 942683103              28         957
WATSON PHARMACEUTICALS INC        COM                 942683103              75       2,600
WATSON PHARMACEUTICALS INC        COM                 942683103             470      16,340
WEIGHT WATCHERS INTL INC NEW      COM                 948626106              35         675
WEIGHT WATCHERS INTL INC NEW      COM                 948626106              92       1,789
WEIGHT WATCHERS INTL INC NEW      COM                 948626106             221       4,300
WEINGARTEN RLTY INVS              SH BEN INT          948741103              13         310
WEINGARTEN RLTY INVS              SH BEN INT          948741103             314       7,700
WELLPOINT INC                     COM                 94973V107               3          36
WELLPOINT INC                     COM                 94973V107              15         200
WELLPOINT INC                     COM                 94973V107              34         440
WELLPOINT INC                     COM                 94973V107              89        1145
WELLPOINT INC                     COM                 94973V107             170       2,200
WELLPOINT INC                     COM                 94973V107             204       2,640
WELLPOINT INC                     COM                 94973V107             418       5,400
WELLPOINT INC                     COM                 94973V107             459       5,926
WELLPOINT INC                     COM                 94973V107             889      11,486
WELLPOINT INC                     COM                 94973V107           2,301      29,720
WELLPOINT INC                     COM                 94973V107           4,050      52,306
WELLPOINT INC                     COM                 94973V107           4,061      52,450
WELLPOINT INC                     COM                 94973V107           8,510     109,911
WELLPOINT INC                     COM                 94973V107          10,865     140,317
WELLS FARGO & CO NEW              COM                 949746101              61         950
WELLS FARGO & CO NEW              COM                 949746101              64       1,000
WELLS FARGO & CO NEW              COM                 949746101              69        1075
WELLS FARGO & CO NEW              COM                 949746101             990      15,501
WELLS FARGO & CO NEW              COM                 949746101           1,005      15,742
WELLS FARGO & CO NEW              COM                 949746101           1,071      16,770
WELLS FARGO & CO NEW              COM                 949746101           2,116      33,135
WELLS FARGO & CO NEW              COM                 949746101            2271       35550
WELLS FARGO & CO NEW              COM                 949746101           2,602      40,733
WELLS FARGO & CO NEW              COM                 949746101           3,746      58,650
WELLS FARGO & CO NEW              COM                 949746101          13,257     207,566
WELLS FARGO & CO NEW              COM                 949746101          20,113     314,908
WENDYS INTL INC                   COM                 950590109             607       9,779
WENDYS INTL INC                   COM                 950590109           1,449      23,354
WERNER ENTERPRISES INC            COM                 950755108              22       1,179
WERNER ENTERPRISES INC            COM                 950755108             372      20,270
WEST MARINE INC                   COM                 954235107             269      17,900
WESTAIM CORP                      COM                 956909105              90      14,350
WESTERN GAS RES INC               COM                 958259103             329        6820
WESTERN GAS RES INC               COM                 958259103           4,420      91,600
WESTERN REFNG INC                 COM                 959319104             335      15,500
WESTERN SILVER CORP               COM                 959531104             185       7,875
WESTERN SILVER CORP               COM                 959531104             469      20,000
WEYERHAEUSER CO                   COM                 962166104              29         400
WEYERHAEUSER CO                   COM                 962166104              51         700
WEYERHAEUSER CO                   COM                 962166104              80       1,100
WEYERHAEUSER CO                   COM                 962166104             580       8,007
WEYERHAEUSER CO                   COM                 962166104             906      12,503
WEYERHAEUSER CO                   COM                 962166104           3,233      44,634
WHIRLPOOL CORP                    COM                 963320106              17         185
WHIRLPOOL CORP                    COM                 963320106              43         465
WHIRLPOOL CORP                    COM                 963320106              80         880
WHIRLPOOL CORP                    COM                 963320106             121       1,318
WHIRLPOOL CORP                    COM                 963320106             457       5,000
WHIRLPOOL CORP                    COM                 963320106           1,299      14,205
WHOLE FOODS MKT INC               COM                 966837106              50         760
WHOLE FOODS MKT INC               COM                 966837106              63         950
WHOLE FOODS MKT INC               COM                 966837106             133        2000
WHOLE FOODS MKT INC               COM                 966837106             180       2,714
WHOLE FOODS MKT INC               COM                 966837106           1,494      22,490
WILLIAMS COS INC DEL              COM                 969457100              64       3,003
WILLIAMS COS INC DEL              COM                 969457100             115        5380
WILLIAMS COS INC DEL              COM                 969457100             515      24,062
WILLIAMS COS INC DEL              COM                 969457100           2,067      96,630
WILLIAMS COS INC DEL              COM                 969457100          12,285     574,332
WILLIAMS SONOMA INC               COM                 969904101             119       2,800
WILLIAMS SONOMA INC               COM                 969904101             125       2,959
WILLIAMS SONOMA INC               COM                 969904101             471      11,120
WINNEBAGO INDS INC                COM                 974637100               1          45
WINNEBAGO INDS INC                COM                 974637100              69       2,283
WINNEBAGO INDS INC                COM                 974637100             428      14,100
WINTRUST FINANCIAL CORP           COM                 97650W108             489       8,407
WIPRO LTD                         SPON ADR 1 SH       97651M109             178      12,000
WISCONSIN ENERGY CORP             COM                 976657106             116       2,900
WISCONSIN ENERGY CORP             COM                 976657106             335       8,375
WISCONSIN ENERGY CORP             COM                 976657106             378       9,455
WISCONSIN ENERGY CORP             COM                 976657106             553      13,830
WOORI FIN HLDGS CO LTD            ADR                 981063100             584       9,800
WORLD ACCEP CORP DEL              COM                 981419104             584      21,313
WORLD FUEL SVCS CORP              COM                 981475106             633      15,665
WRIGLEY WM JR CO                  COM                 982526105              12         180
WRIGLEY WM JR CO                  COM                 982526105              22         345
WRIGLEY WM JR CO                  COM                 982526105             166       2,600
WRIGLEY WM JR CO                  COM                 982526105             774      12,100
WRIGLEY WM JR CO                  COM                 982526105             800      12,500
WRIGLEY WM JR CO                  COM                 982526105           1,781      27,831
WYETH                             COM                 983024100             138       2,850
WYETH                             COM                 983024100             189       3,893
WYETH                             COM                 983024100             278        5720
WYETH                             COM                 983024100             331        6825
WYETH                             COM                 983024100             377        7780
WYETH                             COM                 983024100             388       8,000
WYETH                             COM                 983024100             868      17,890
WYETH                             COM                 983024100             987      20,340
WYETH                             COM                 983024100           1,082      22,300
WYETH                             COM                 983024100           1,116      23,000
WYETH                             COM                 983024100           6,090     125,520
WYETH                             COM                 983024100           7,274     149,912
WYETH                             COM                 983024100          13,051     268,986
WYETH                             COM                 983024100          13,498     278,198
WYETH                             COM                 983024100          16,171     333,285
WYNN RESORTS LTD                  COM                 983134107               1           8
WYNN RESORTS LTD                  COM                 983134107              54         700
WYNN RESORTS LTD                  COM                 983134107             200       2,600
XM SATELLITE RADIO HLDGS INC      CL A                983759101              13         568
XM SATELLITE RADIO HLDGS INC      CL A                983759101              39       1,750
XM SATELLITE RADIO HLDGS INC      CL A                983759101              40       1,778
XM SATELLITE RADIO HLDGS INC      CL A                983759101             390      17,500
XTO ENERGY INC                    COM                 98385X106              20         450
XTO ENERGY INC                    COM                 98385X106              21         483
XTO ENERGY INC                    COM                 98385X106              83       1,900
XTO ENERGY INC                    COM                 98385X106             138       3,162
XTO ENERGY INC                    COM                 98385X106           2,640      60,583
XTO ENERGY INC                    COM                 98385X106           5,265     120,832
XTO ENERGY INC                    COM                 98385X106           5,577     128,000
XTO ENERGY INC                    COM                 98385X106          11,264     258,526
XCEL ENERGY INC                   COM                 98389B100              11         589
XCEL ENERGY INC                   COM                 98389B100              27       1,472
XCEL ENERGY INC                   COM                 98389B100           1,265      69,682
XCEL ENERGY INC                   COM                 98389B100          22,688   1,250,000
XILINX INC                        COM                 983919101              13         521
XILINX INC                        COM                 983919101              51        2000
XILINX INC                        COM                 983919101              56       2,200
XILINX INC                        COM                 983919101             133       5,229
XILINX INC                        COM                 983919101             331       13000
XILINX INC                        COM                 983919101             343      13,485
XILINX INC                        COM                 983919101           1,663      65,306
XEROX CORP                        COM                 984121103              14         900
XEROX CORP                        COM                 984121103              17        1125
XEROX CORP                        COM                 984121103              32       2,106
XEROX CORP                        COM                 984121103             167      10,988
XEROX CORP                        COM                 984121103             572       37640
XEROX CORP                        COM                 984121103             918      60,420
XEROX CORP                        COM                 984121103           2,645     173,986
YPF SOCIEDAD ANONIMA              SPON ADR CL D       984245100             866      16,400
YRC WORLDWIDE INC                 COM                 984249102              28         732
YRC WORLDWIDE INC                 COM                 984249102             164       4,300
YRC WORLDWIDE INC                 COM                 984249102             173       4,550
YAHOO INC                         COM                 984332106               6         196
YAHOO INC                         COM                 984332106              10         300
YAHOO INC                         COM                 984332106              18         562
YAHOO INC                         COM                 984332106              45       1,399
YAHOO INC                         COM                 984332106              65        2000
YAHOO INC                         COM                 984332106              81       2,500
YAHOO INC                         COM                 984332106              84       2,600
YAHOO INC                         COM                 984332106              97       3,000
YAHOO INC                         COM                 984332106             168       5,200
YAHOO INC                         COM                 984332106             695       21545
YAHOO INC                         COM                 984332106             733      22,729
YAHOO INC                         COM                 984332106             837      25,948
YAHOO INC                         COM                 984332106            1038       32170
YAHOO INC                         COM                 984332106           2,164      67,066
YAHOO INC                         COM                 984332106           7,351     227,876
YAMANA GOLD INC                   COM                 98462Y100              19       2,000
YAMANA GOLD INC                   COM                 98462Y100             125      13,500
YOUNG INNOVATIONS INC             COM                 987520103             201       5,505
YUM BRANDS INC                    COM                 988498101               2          40
YUM BRANDS INC                    COM                 988498101               3          70
YUM BRANDS INC                    COM                 988498101               5         100
YUM BRANDS INC                    COM                 988498101              14         280
YUM BRANDS INC                    COM                 988498101              21         440
YUM BRANDS INC                    COM                 988498101              22         450
YUM BRANDS INC                    COM                 988498101              78       1,600
YUM BRANDS INC                    COM                 988498101              92       1,890
YUM BRANDS INC                    COM                 988498101             200       4,086
YUM BRANDS INC                    COM                 988498101           2,666      54,564
YUM BRANDS INC                    COM                 988498101          33,743     690,600
ZARLINK SEMICONDUCTOR INC         COM                 989139100               6        2000
ZARLINK SEMICONDUCTOR INC         COM                 989139100              11       3,700
ZARLINK SEMICONDUCTOR INC         COM                 989139100              68      22,900
ZEBRA TECHNOLOGIES CORP           CL A                989207105             277       6,200
ZEBRA TECHNOLOGIES CORP           CL A                989207105             464      10,375
ZEBRA TECHNOLOGIES CORP           CL A                989207105           2,236      50,000
ZIMMER HLDGS INC                  COM                 98956P102               9         138
ZIMMER HLDGS INC                  COM                 98956P102               9         130
ZIMMER HLDGS INC                  COM                 98956P102              49         720
ZIMMER HLDGS INC                  COM                 98956P102              81       1,200
ZIMMER HLDGS INC                  COM                 98956P102             126        1870
ZIMMER HLDGS INC                  COM                 98956P102             189       2,800
ZIMMER HLDGS INC                  COM                 98956P102             221        3265
ZIMMER HLDGS INC                  COM                 98956P102             442       6,533
ZIMMER HLDGS INC                  COM                 98956P102             752      11,120
ZIMMER HLDGS INC                  COM                 98956P102           2,910      43,054
ZIMMER HLDGS INC                  COM                 98956P102           5,281      78,124
ZIONS BANCORPORATION              COM                 989701107              25         300
ZIONS BANCORPORATION              COM                 989701107             190       2,300
ZIONS BANCORPORATION              COM                 989701107             688       8,313
ZIONS BANCORPORATION              COM                 989701107           1,514      18,300
ZIONS BANCORPORATION              COM                 989701107           1,986      24,000
DAIMLERCHRYSLER AG                ORD                 D1668R123              11         194
DAIMLERCHRYSLER AG                ORD                 D1668R123              21         365
DAIMLERCHRYSLER AG                ORD                 D1668R123             204        3560
DAIMLERCHRYSLER AG                ORD                 D1668R123           2,845      49,555
DAIMLERCHRYSLER AG                ORD                 D1668R123         119,788   2,086,527
DAIMLERCHRYSLER AG                ORD                 D1668R123         287,050   5,000,000
DEUTSCHE BANK AG NAMEN            ORD                 D18190898               7          65
DEUTSCHE BANK AG NAMEN            ORD                 D18190898              77         670
DEUTSCHE BANK AG NAMEN            ORD                 D18190898         122,597   1,073,151
ACE LTD                           ORD                 G0070K103               1          20
ACE LTD                           ORD                 G0070K103              16         300
ACE LTD                           ORD                 G0070K103              36         695
ACE LTD                           ORD                 G0070K103             364       7,000
ACCENTURE LTD BERMUDA             CL A                G1150G111              61       2,020
ACCENTURE LTD BERMUDA             CL A                G1150G111             129        4290
ACCENTURE LTD BERMUDA             CL A                G1150G111             441      14,674
ACCENTURE LTD BERMUDA             CL A                G1150G111           1,199      39,863
BUNGE LIMITED                     COM                 G16962105              11         191
BUNGE LIMITED                     COM                 G16962105              17         300
BUNGE LIMITED                     COM                 G16962105              55         980
BUNGE LIMITED                     COM                 G16962105              56       1,000
BUNGE LIMITED                     COM                 G16962105              75       1,350
BUNGE LIMITED                     COM                 G16962105           2,382      42,750
BUNGE LIMITED                     COM                 G16962105           4,056      72,800
BUNGE LIMITED                     COM                 G16962105           4,959      89,008
CDC CORP                          SHS A               G2022L106           26039     5917843
FOSTER WHEELER LTD                SHS NEW             G36535139              38         811
FOSTER WHEELER LTD                SHS NEW             G36535139              92       1,940
FOSTER WHEELER LTD                SHS NEW             G36535139           1,637      34,600
FOSTER WHEELER LTD                SHS NEW             G36535139           4,487      94,843
FRONTLINE LTD                     SHS                 G3682E127               7         200
FRONTLINE LTD                     SHS                 G3682E127              13         400
FRONTLINE LTD                     SHS                 G3682E127              33       1,000
FRONTLINE LTD                     SHS                 G3682E127              33        1000
FRONTLINE LTD                     SHS                 G3682E127             151       4,500
GLOBALSANTAFE CORP                SHS                 G3930E101              10         159
GLOBALSANTAFE CORP                SHS                 G3930E101              53         866
GLOBALSANTAFE CORP                SHS                 G3930E101             190       3,135
GLOBALSANTAFE CORP                SHS                 G3930E101             662      10,900
GLOBALSANTAFE CORP                SHS                 G3930E101          18,715     308,062
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101               2          45
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101               3          80
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             186       4,450
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             193       4,614
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             218       5,223
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101             754      18,050
INGERSOLL-RAND COMPANY LTD        CL A                G4776G101           1,512      36,189
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105               6         120
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              70       1,300
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105              94       1,740
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105             216        4000
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105             284       5,258
NABORS INDUSTRIES LTD             SHS                 G6359F103               2          33
NABORS INDUSTRIES LTD             SHS                 G6359F103              50         700
NABORS INDUSTRIES LTD             SHS                 G6359F103             143       2,000
NABORS INDUSTRIES LTD             SHS                 G6359F103             149       2,085
NABORS INDUSTRIES LTD             SHS                 G6359F103             157       2,200
NABORS INDUSTRIES LTD             SHS                 G6359F103             293        4100
NABORS INDUSTRIES LTD             SHS                 G6359F103             523       7,300
NABORS INDUSTRIES LTD             SHS                 G6359F103             546       7,625
NABORS INDUSTRIES LTD             SHS                 G6359F103           1,013      14,150
NABORS INDUSTRIES LTD             SHS                 G6359F103           2,518      35,180
NABORS INDUSTRIES LTD             SHS                 G6359F103           6,589      92,051
NOBLE CORPORATION                 SHS                 G65422100               2          20
NOBLE CORPORATION                 SHS                 G65422100              32         400
NOBLE CORPORATION                 SHS                 G65422100             211       2,600
NOBLE CORPORATION                 SHS                 G65422100             700       8,632
NOBLE CORPORATION                 SHS                 G65422100           7,896      97,358
OPENTV CORP                       CL A                G67543101             465     158,319
PARTNERRE LTD                     COM                 G6852T105               9         137
PARTNERRE LTD                     COM                 G6852T105             230       3,700
PXRE GROUP LTD                    COM                 G73018106               1         440
PXRE GROUP LTD                    COM                 G73018106             327     100,000
RENAISSANCERE HOLDINGS LTD        COM                 G7496G103               1          30
RENAISSANCERE HOLDINGS LTD        COM                 G7496G103              57       1,300
RENAISSANCERE HOLDINGS LTD        COM                 G7496G103             113        2600
RENAISSANCERE HOLDINGS LTD        COM                 G7496G103             140       3,200
STEWART W P & CO LTD              COM                 G84922106             367      17,397
HILFIGER TOMMY CORP               ORD                 G8915Z102               5         330
HILFIGER TOMMY CORP               ORD                 G8915Z102               7         401
HILFIGER TOMMY CORP               ORD                 G8915Z102             198      12,000
TRANSOCEAN INC                    ORD                 G90078109               4          55
TRANSOCEAN INC                    ORD                 G90078109              98       1,225
TRANSOCEAN INC                    ORD                 G90078109             261       3,255
TRANSOCEAN INC                    ORD                 G90078109             281        3500
TRANSOCEAN INC                    ORD                 G90078109             297       3,700
TRANSOCEAN INC                    ORD                 G90078109             305       3,800
TRANSOCEAN INC                    ORD                 G90078109             321       4,000
TRANSOCEAN INC                    ORD                 G90078109             542       6,750
TRANSOCEAN INC                    ORD                 G90078109           1,137      14,154
TRANSOCEAN INC                    ORD                 G90078109           3,244      40,394
WEATHERFORD INTERNATIONAL LT      COM                 G95089101               5         120
WEATHERFORD INTERNATIONAL LT      COM                 G95089101              10         220
WEATHERFORD INTERNATIONAL LT      COM                 G95089101              39         863
WEATHERFORD INTERNATIONAL LT      COM                 G95089101              82        1800
WEATHERFORD INTERNATIONAL LT      COM                 G95089101             101       2,200
WEATHERFORD INTERNATIONAL LT      COM                 G95089101             167       3,652
WEATHERFORD INTERNATIONAL LT      COM                 G95089101             348        7600
WHITE MTNS INS GROUP LTD          COM                 G9618E107             297         500
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108              82       2,400
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108             654      19,100
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108           1,007      29,400
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108           2,832      82,675
WILLIS GROUP HOLDINGS LTD         SHS                 G96655108           5,883     171,711
XL CAP LTD                        CL A                G98255105               7         114
XL CAP LTD                        CL A                G98255105              98       1,529
XL CAP LTD                        CL A                G98255105             225       3,511
XL CAP LTD                        CL A                G98255105             282       4,400
ALCON INC                         COM SHS             H01301102              21         200
ALCON INC                         COM SHS             H01301102             104       1,000
ALCON INC                         COM SHS             H01301102             129       1,240
ALCON INC                         COM SHS             H01301102             209       2,000
ALCON INC                         COM SHS             H01301102             215       2,064
ALCON INC                         COM SHS             H01301102             297       2,847
ALCON INC                         COM SHS             H01301102           1,355      13,000
UBS AG                            NAMEN AKT           H8920M855             100         905
UBS AG                            NAMEN AKT           H8920M855             631       5,741
UBS AG                            NAMEN AKT           H8920M855          37,296     339,144
LIPMAN ELECTRONIC ENGINEERIN      ORD                 M6772H101             510      18,760
QIAGEN N V                        ORD                 N72482107           9,052     607,086
ROYAL CARIBBEAN CRUISES LTD       COM                 V7780T103             155       3,695
ROYAL CARIBBEAN CRUISES LTD       COM                 V7780T103           5,742     136,650
FLEXTRONICS INTL LTD              ORD                 Y2573F102             123      11,849
FLEXTRONICS INTL LTD              ORD                 Y2573F102             155      15,000
FLEXTRONICS INTL LTD              ORD                 Y2573F102             156      15,100
FLEXTRONICS INTL LTD              ORD                 Y2573F102             170      16,455
FLEXTRONICS INTL LTD              ORD                 Y2573F102           1,553     150,000
TEEKAY SHIPPING MARSHALL ISL      COM                 Y8564W103             278       7,500







HSBC HOLDINGS PLC
REGULATION 13F REPORTING
REPORT DATE:31 March 2006






        	                       INVESTMENT            Managers
                                        DISCRETION           Item        VOTING AUTHORITY
          NAME OF ISSUER           (A)      (B)      (C)              (A)       (B)        (C)
                                   Sole   Shared    None              Sole     Shared      None
                                                    	               

ABB LTD                                     x                   2      3,050         0         0
ABB LTD                                     x                   3     12,800         0         0
ABB LTD                                     x                   3    100,000         0         0
A D C TELECOMMUNICATIONS                    x                   5        139         0         0
A D C TELECOMMUNICATIONS                    x                   7      6,534         0         0
A D C TELECOMMUNICATIONS                    x                   3    750,000         0         0
ABN AMRO HLDG NV                            x                              0       300         0
ABN AMRO HLDG NV                            x                   5       2053         0         0
ABN AMRO HLDG NV                            x                   5          0      8906         0
ABN AMRO HLDG NV                            x                   2     20,113         0         0
ABM INDS INC                                x                   4        161         0    29,081
AFLAC INC                                   x                   5          0       207         0
AFLAC INC                                   x                   4      1,200         0         0
AFLAC INC                                   x                   5       2675         0         0
AFLAC INC                                   x                   4        770         0     5,612
AFLAC INC                                   x                   7    114,242         0         0
AFLAC INC                                   x                   3    334,331         0         0
AES CORP                                    x                   3        280         0         0
AES CORP                                    x                   3      6,269         0         0
AES CORP                                    x                   3     10,400         0         0
AES CORP                                    x                   7    122,144         0         0
AES CORP                                    x                   3    500,000         0         0
AMB PROPERTY CORP                           x                   7      9,190         0         0
AMR CORP                                    x                   2      1,472         0         0
AMR CORP                                    x                          2,012         0         0
AMR CORP                                    x                   5      2,500         0         0
AMR CORP                                    x                   5      13200         0         0
ATI TECHNOLOGIES INC                        x                   5       1000         0         0
ATI TECHNOLOGIES INC                        x                   3      1,974         0         0
ATI TECHNOLOGIES INC                        x                          4,641         0         0
ATI TECHNOLOGIES INC                        x                   2     92,075         0         0
AT&T INC                                    x                   1         56         0         0
AT&T INC                                    x                              0       241         0
AT&T INC                                    x                   3        545         0         0
AT&T INC                                    x                   5          0      2083         0
AT&T INC                                    x                   6      2,182         0         0
AT&T INC                                    x                   3      2,336         0         0
AT&T INC                                    x                   3      3,452         0         0
AT&T INC                                    x                   5       7690         0         0
AT&T INC                                    x                   2     11,560         0         0
AT&T INC                                    x                   3     42,890         0        93
AT&T INC                                    x                   4     56,557    28,555    45,593
AT&T INC                                    x                   4    104,090         0    34,580
AT&T INC                                    x                   3    331,871         0       414
AT&T INC                                    x                   7    739,606         0         0
AT&T INC                                    x                   3  8,000,000         0         0
AU OPTRONICS CORP                           x                              0        96         0
AU OPTRONICS CORP                           x                              0        50         0
AU OPTRONICS CORP                           x                   3      2,725         0         0
AU OPTRONICS CORP                           x                   2      7,058         0         0
AU OPTRONICS CORP                           x                   5          0     23707         0
AU OPTRONICS CORP                           x                   3          0         0    34,108
AU OPTRONICS CORP                           x                   6     51,300         0         0
AU OPTRONICS CORP                           x                   3    298,400         0         0
AU OPTRONICS CORP                           x                   6     31,100         0   296,177
AVX CORP NEW                                x                   5      2,700         0         0
AVX CORP NEW                                x                          8,628         0         0
AARON RENTS INC                             x                   4          0         0    23,739
ABAXIS INC                                  x                   4          0         0    26,301
ABBOTT LABS                                 x                   5        230         0         0
ABBOTT LABS                                 x                   3      2,000         0         0
ABBOTT LABS                                 x                   3      2,960         0         0
ABBOTT LABS                                 x                   3      3,000         0         0
ABBOTT LABS                                 x                          6,200         0         0
ABBOTT LABS                                 x                   3      6,601         0         0
ABBOTT LABS                                 x                   5          0      7315         0
ABBOTT LABS                                 x                   5      12935         0         0
ABBOTT LABS                                 x                   3     13,163         0         0
ABBOTT LABS                                 x                         17,532         0         0
ABBOTT LABS                                 x                   2     19,975         0         0
ABBOTT LABS                                 x                   3     50,000         0         0
ABBOTT LABS                                 x                   4     64,827         0    27,750
ABBOTT LABS                                 x                   3    165,265         0    14,584
ABBOTT LABS                                 x                   4    159,760    39,250    35,200
ABBOTT LABS                                 x                   7    308,186         0         0
ABERCROMBIE & FITCH CO                      x                   2        100         0         0
ABERCROMBIE & FITCH CO                      x                   4          0         0     1,365
ABERCROMBIE & FITCH CO                      x                   7     13,630         0         0
ABBEY NATL PLC                              x                   4          0         0     2,000
ABBEY NATL PLC                              x                   3    209,050         0         0
ABGENIX INC                                 x                         23,700         0         0
ABGENIX INC                                 x                        252,890         0         0
ACTIVIDENTITY CORP                          x                   5      1,025         0         0
ACTIVIDENTITY CORP                          x                         20,000         0         0
ACTUATE CORP                                x                         18,052         0         0
ADOBE SYS INC                               x                   2        186         0         0
ADOBE SYS INC                               x                   1        250         0         0
ADOBE SYS INC                               x                   5          0       584         0
ADOBE SYS INC                               x                          1,000         0         0
ADOBE SYS INC                               x                   5       1000         0         0
ADOBE SYS INC                               x                   5          0     1,200         0
ADOBE SYS INC                               x                   4      5,306         0         0
ADOBE SYS INC                               x                   3     92,614         0         0
ADOBE SYS INC                               x                   7    113,162         0         0
ADOBE SYS INC                               x                   4    107,564         0    14,609
ADOBE SYS INC                               x                   3    500,000         0         0
ADVANCED SEMICONDUCTOR ENGR                 x                   6          0         0    53,700
ADVANTAGE ENERGY INCOME FD                  x                   2     13,850         0         0
ADVANCED MICRO DEVICES INC                  x                   1        160         0         0
ADVANCED MICRO DEVICES INC                  x                   5          0     2,300         0
ADVANCED MICRO DEVICES INC                  x                          3,540         0         0
ADVANCED MICRO DEVICES INC                  x                   4          0         0     8,826
ADVANCED MICRO DEVICES INC                  x                   5      11000         0         0
ADVANCED MICRO DEVICES INC                  x                   3     11,460         0         0
ADVANCED MICRO DEVICES INC                  x                   3     61,324         0         0
ADVANCED MICRO DEVICES INC                  x                   7    111,787         0         0
AEGON N V                                   x                   4         16         0         0
AEGON N V                                   x                              0       313         0
AEGON N V                                   x                   4      1,409         0         0
AEGON N V                                   x                   5       1536         0         0
AEGON N V                                   x                   5          0      7176         0
AEGON N V                                   x                   2     23,135         0         0
AETNA INC NEW                               x                              0        78         0
AETNA INC NEW                               x                   5          0       112         0
AETNA INC NEW                               x                   2        400         0         0
AETNA INC NEW                               x                   3        470         0         0
AETNA INC NEW                               x                   3      7,400         0         0
AETNA INC NEW                               x                   5      8,000         0         0
AETNA INC NEW                               x                   5      9,400         0         0
AETNA INC NEW                               x                   4      3,456         0     6,047
AETNA INC NEW                               x                         29,200         0         0
AETNA INC NEW                               x                   5          0    39,400         0
AETNA INC NEW                               x                   7    111,470         0         0
AFFILIATED COMPUTER SERVICES                x                   3      1,500         0         0
AFFILIATED COMPUTER SERVICES                x                   4      1,635       380         0
AFFILIATED COMPUTER SERVICES                x                   4      7,944         0       250
AFFILIATED COMPUTER SERVICES                x                   3     13,609         0         0
AFFILIATED COMPUTER SERVICES                x                   7     23,267         0         0
AFFILIATED COMPUTER SERVICES                x                   2     29,275         0         0
AFFILIATED COMPUTER SERVICES                x                   3     37,000         0         0
AGERE SYS INC                               x                   4          5         0         0
AGERE SYS INC                               x                   3          7         0         0
AGERE SYS INC                               x                   3         26         0         0
AGERE SYS INC                               x                   5         87         0         0
AGERE SYS INC                               x                   3          0         0       132
AGERE SYS INC                               x                   3        114         0         0
AGERE SYS INC                               x                   3        236         0         0
AGERE SYS INC                               x                            478         0         0
AGERE SYS INC                               x                   2      1,316         0         0
AGERE SYS INC                               x                   5       3289         0         0
AGERE SYS INC                               x                   7     17,491         0         0
AGILENT TECHNOLOGIES INC                    x                              0        76         0
AGILENT TECHNOLOGIES INC                    x                   3      1,143         0         0
AGILENT TECHNOLOGIES INC                    x                   3      1,000         0       500
AGILENT TECHNOLOGIES INC                    x                   5       1500         0         0
AGILENT TECHNOLOGIES INC                    x                   4      2,000         0         0
AGILENT TECHNOLOGIES INC                    x                   2      4,936         0         0
AGILENT TECHNOLOGIES INC                    x                          5,026         0         0
AGILENT TECHNOLOGIES INC                    x                   4      1,618         0     5,010
AGILENT TECHNOLOGIES INC                    x                   3      6,399         0       305
AGILENT TECHNOLOGIES INC                    x                   7     78,312         0         0
AGRIUM INC                                  x                   2    320,812         0         0
AIR PRODS & CHEMS INC                       x                   5          0       400         0
AIR PRODS & CHEMS INC                       x                            500         0         0
AIR PRODS & CHEMS INC                       x                   5       2850         0         0
AIR PRODS & CHEMS INC                       x                   5          0     6,000         0
AIR PRODS & CHEMS INC                       x                   7     37,907         0         0
AKAMAI TECHNOLOGIES INC                     x                          4,000         0         0
AKAMAI TECHNOLOGIES INC                     x                   5       7000         0         0
AKAMAI TECHNOLOGIES INC                     x                   4     10,000         0         0
AKAMAI TECHNOLOGIES INC                     x                   3     19,800         0         0
AKAMAI TECHNOLOGIES INC                     x                   7     41,013         0         0
AKORN INC                                   x                   3     20,000         0         0
AKZO NOBEL NV                               x                              0       150         0
AKZO NOBEL NV                               x                   5        350         0         0
AKZO NOBEL NV                               x                   2      2,865         0         0
AKZO NOBEL NV                               x                   5          0      4310         0
ALBERTO CULVER CO                           x                   2      1,105         0         0
ALBERTO CULVER CO                           x                   7     10,705         0         0
ALBERTSONS INC                              x                   4          0         0       253
ALBERTSONS INC                              x                   3        900         0         0
ALBERTSONS INC                              x                   5       1345         0         0
ALBERTSONS INC                              x                   5          0      1870         0
ALBERTSONS INC                              x                   2      8,526         0         0
ALBERTSONS INC                              x                         13,000         0         0
ALBERTSONS INC                              x                   7     74,855         0         0
ALBERTSONS INC                              x                        147,000         0         0
ALCAN INC                                   x                   4          0         0       150
ALCAN INC                                   x                   3        508         0         0
ALCAN INC                                   x                   3      1,475         0       376
ALCAN INC                                   x                   2     83,552         0         0
ALCOA INC                                   x                   1        100         0         0
ALCOA INC                                   x                   5          0       200         0
ALCOA INC                                   x                   3        600         0         0
ALCOA INC                                   x                   5          0       825         0
ALCOA INC                                   x                   3      1,656         0         0
ALCOA INC                                   x                   2      1,905         0         0
ALCOA INC                                   x                   3      2,500         0         0
ALCOA INC                                   x                          2,807         0         0
ALCOA INC                                   x                          5,286         0         0
ALCOA INC                                   x                   3      5,600         0         0
ALCOA INC                                   x                   2      6,580         0         0
ALCOA INC                                   x                   5      12300         0         0
ALCOA INC                                   x                   3     24,887         0         0
ALCOA INC                                   x                   4     21,241       460     3,970
ALCOA INC                                   x                   3     34,338         0         0
ALCOA INC                                   x                   4    156,177         0     3,482
ALCOA INC                                   x                   7    160,613         0         0
ALCATEL                                     x                            729         0         0
ALCATEL                                     x                              0       850         0
ALCATEL                                     x                   5       1585         0         0
ALCATEL                                     x                   2     11,062         0         0
ALCATEL                                     x                   5          0     21245         0
ALLEGHENY ENERGY INC                        x                   4      1,300         0         0
ALLEGHENY ENERGY INC                        x                   7      9,916         0         0
ALLEGHENY TECHNOLOGIES INC                  x                   4          0         0     1,757
ALLEGHENY TECHNOLOGIES INC                  x                   7      4,870         0         0
ALLEGHENY TECHNOLOGIES INC                  x                   3     79,789         0         0
ALLERGAN INC                                x                   4          0         0         4
ALLERGAN INC                                x                   5        415         0         0
ALLERGAN INC                                x                   5          0     1,300         0
ALLERGAN INC                                x                   3      2,042         0         0
ALLERGAN INC                                x                   7     23,891         0         0
ALLIANCE DATA SYSTEMS CORP                  x                   2      1,020         0         0
ALLIANCE DATA SYSTEMS CORP                  x                   7      5,300         0         0
ALLIANT ENERGY CORP                         x                   4          0     2,664         0
ALLIANT ENERGY CORP                         x                   7     10,000         0         0
ALLIANT TECHSYSTEMS INC                     x                   7      5,770         0         0
ALLIANCEBERNSTEIN HOLDING LP                x                   4          0         0     2,500
ALLIANCEBERNSTEIN HOLDING LP                x                   5          0     7,600         0
ALLIED CAP CORP NEW                         x                   7     14,000         0         0
ALLIED CAP CORP NEW                         x                   4     18,000         0         0
ALLIED CAP CORP NEW                         x                   4     18,400         0         0
ALLIED IRISH BKS P L C                      x                   5        115         0         0
ALLIED IRISH BKS P L C                      x                   5          0       465         0
ALLIED IRISH BKS P L C                      x                   2        935         0         0
ALLIED IRISH BKS P L C                      x                   4          0         0    13,456
ALLIED WASTE INDS INC                       x                   4          0         0       184
ALLIED WASTE INDS INC                       x                   5        567         0         0
ALLIED WASTE INDS INC                       x                   7     12,790         0         0
ALLSTATE CORP                               x                   5          0       240         0
ALLSTATE CORP                               x                   5          0       960         0
ALLSTATE CORP                               x                   3      1,650         0         0
ALLSTATE CORP                               x                   5       1710         0         0
ALLSTATE CORP                               x                   3      1,940         0         0
ALLSTATE CORP                               x                   3      5,964         0         0
ALLSTATE CORP                               x                   2      8,135         0         0
ALLSTATE CORP                               x                   4     28,385         0     2,789
ALLSTATE CORP                               x                   3     37,490         0         0
ALLSTATE CORP                               x                   4     41,463     5,892     4,000
ALLSTATE CORP                               x                   7    124,604         0         0
ALLTEL CORP                                 x                   5        260         0         0
ALLTEL CORP                                 x                   3      1,130         0         0
ALLTEL CORP                                 x                   3      1,836         0         0
ALLTEL CORP                                 x                          3,000       105         0
ALLTEL CORP                                 x                   4      3,802        79         0
ALLTEL CORP                                 x                   3      4,000         0         0
ALLTEL CORP                                 x                   2      7,731         0         0
ALLTEL CORP                                 x                   4      4,222    13,871         0
ALLTEL CORP                                 x                   7     69,510         0         0
ALLTEL CORP                                 x                   3     85,000         0         0
ALTERA CORP                                 x                   5      3,000         0         0
ALTERA CORP                                 x                          8,000         0         0
ALTERA CORP                                 x                   3      8,851         0         0
ALTERA CORP                                 x                   5      12800         0         0
ALTERA CORP                                 x                   4         74         0    18,157
ALTERA CORP                                 x                   7     58,337         0         0
ALTRIA GROUP INC                            x                   1        210         0         0
ALTRIA GROUP INC                            x                            394         0         0
ALTRIA GROUP INC                            x                   5          0       743         0
ALTRIA GROUP INC                            x                   6      1,100         0         0
ALTRIA GROUP INC                            x                          2,100         0         0
ALTRIA GROUP INC                            x                   5      2,300         0         0
ALTRIA GROUP INC                            x                          2,400       180         0
ALTRIA GROUP INC                            x                   5      2,800         0         0
ALTRIA GROUP INC                            x                          8,400         0         0
ALTRIA GROUP INC                            x                   3          0         0    10,000
ALTRIA GROUP INC                            x                   2     11,015         0         0
ALTRIA GROUP INC                            x                         11,060         0         0
ALTRIA GROUP INC                            x                   5      16140         0         0
ALTRIA GROUP INC                            x                   5          0    18,400         0
ALTRIA GROUP INC                            x                   5          0     20223         0
ALTRIA GROUP INC                            x                   4     20,200         0       700
ALTRIA GROUP INC                            x                   3     26,734         0         0
ALTRIA GROUP INC                            x                   4      4,806         0    34,366
ALTRIA GROUP INC                            x                   3     51,925         0         0
ALTRIA GROUP INC                            x                   2     59,370         0         0
ALTRIA GROUP INC                            x                   3     75,940         0         0
ALTRIA GROUP INC                            x                   3     67,148         0    37,666
ALTRIA GROUP INC                            x                   3    287,137         0         0
ALTRIA GROUP INC                            x                   7    410,755         0         0
ALTRIA GROUP INC                            x                   3  4,436,165         0         0
AMAZON COM INC                              x                   4          0         0        32
AMAZON COM INC                              x                   3        124         0         0
AMAZON COM INC                              x                              0       185         0
AMAZON COM INC                              x                   3        240         0         0
AMAZON COM INC                              x                   5       1470         0         0
AMAZON COM INC                              x                   5          0      1646         0
AMAZON COM INC                              x                   3          0         0     4,282
AMAZON COM INC                              x                   4      6,000         0         0
AMAZON COM INC                              x                   3     10,000         0         0
AMAZON COM INC                              x                   3     15,400         0       420
AMAZON COM INC                              x                   7     50,338         0         0
AMBAC FINL GROUP INC                        x                   4          0         0        19
AMBAC FINL GROUP INC                        x                   3        487         0         0
AMBAC FINL GROUP INC                        x                   6        730         0         0
AMBAC FINL GROUP INC                        x                   4      1,871         0         0
AMBAC FINL GROUP INC                        x                   5          0      3700         0
AMBAC FINL GROUP INC                        x                   7     18,372         0         0
AMERADA HESS CORP                           x                   4        348         0         0
AMERADA HESS CORP                           x                   3      1,300         0         0
AMERADA HESS CORP                           x                   3      2,398         0         0
AMERADA HESS CORP                           x                   7     11,450         0         0
AMERADA HESS CORP                           x                   4     26,185         0       270
AMERADA HESS CORP                           x                   3     85,980         0         0
AMEREN CORP                                 x                   5          0       176         0
AMEREN CORP                                 x                   3      2,107         0         0
AMEREN CORP                                 x                   4     10,939     1,387     2,750
AMEREN CORP                                 x                   4     26,525       600       561
AMEREN CORP                                 x                   7     40,121         0         0
AMEREN CORP                                 x                   3  1,050,000         0         0
AMERICA MOVIL S A DE C V                    x                              0        22         0
AMERICA MOVIL S A DE C V                    x                              0        44         0
AMERICA MOVIL S A DE C V                    x                   4         60         0        51
AMERICA MOVIL S A DE C V                    x                   5          0       139         0
AMERICA MOVIL S A DE C V                    x                   3          0         0       180
AMERICA MOVIL S A DE C V                    x                          3,000         0         0
AMERICA MOVIL S A DE C V                    x                   5          0     4,200         0
AMERICA MOVIL S A DE C V                    x                   5          0     5,500         0
AMERICA MOVIL S A DE C V                    x                   5       5700         0         0
AMERICA MOVIL S A DE C V                    x                   3     11,164         0         0
AMERICA MOVIL S A DE C V                    x                   3     37,300         0         0
AMERICA MOVIL S A DE C V                    x                   2     57,675         0         0
AMERICA MOVIL S A DE C V                    x                   3     61,484         0         0
AMERICA MOVIL S A DE C V                    x                   7     68,420         0         0
AMERICAN CAPITAL STRATEGIES                 x                   3      4,220         0         0
AMERICAN CAPITAL STRATEGIES                 x                   4     12,574         0    12,809
AMERICAN CAPITAL STRATEGIES                 x                   3     61,600         0         0
AMERICAN COMMERCIAL LINES                   x                         40,856         0         0
AMERICAN ELEC PWR INC                       x                   4          0         0       400
AMERICAN ELEC PWR INC                       x                   4      2,645         0         0
AMERICAN ELEC PWR INC                       x                   3      4,400         0         0
AMERICAN ELEC PWR INC                       x                   7     70,659         0         0
AMERICAN ELEC PWR INC                       x                   3    650,000         0         0
AMERICAN EAGLE OUTFITTERS NE                x                   2        120         0         0
AMERICAN EAGLE OUTFITTERS NE                x                   4          0         0     3,092
AMERICAN EAGLE OUTFITTERS NE                x                   7     13,300         0         0
AMERICAN EAGLE OUTFITTERS NE                x                   3    106,000         0         0
AMERICAN EXPRESS CO                         x                   5        570         0         0
AMERICAN EXPRESS CO                         x                   1        760         0         0
AMERICAN EXPRESS CO                         x                   3      1,020         0         0
AMERICAN EXPRESS CO                         x                   6      1,200         0         0
AMERICAN EXPRESS CO                         x                   5          0      1190         0
AMERICAN EXPRESS CO                         x                   3      2,610         0         0
AMERICAN EXPRESS CO                         x                          4,500         0         0
AMERICAN EXPRESS CO                         x                   3     10,541         0         0
AMERICAN EXPRESS CO                         x                   3     18,085         0         0
AMERICAN EXPRESS CO                         x                   4     18,140         0       945
AMERICAN EXPRESS CO                         x                   4     22,555     1,050     7,700
AMERICAN EXPRESS CO                         x                   3     47,781         0         0
AMERICAN EXPRESS CO                         x                   7    233,154         0         0
AMERICAN INTL GROUP INC                     x                   3        225         0         0
AMERICAN INTL GROUP INC                     x                   1        280         0         0
AMERICAN INTL GROUP INC                     x                              0     1,000         0
AMERICAN INTL GROUP INC                     x                   2      1,150         0         0
AMERICAN INTL GROUP INC                     x                   5      3,392         0         0
AMERICAN INTL GROUP INC                     x                   3      6,732         0         0
AMERICAN INTL GROUP INC                     x                          5,652     1,840         0
AMERICAN INTL GROUP INC                     x                         11,800         0         0
AMERICAN INTL GROUP INC                     x                   5          0    12,000         0
AMERICAN INTL GROUP INC                     x                   2     12,155         0         0
AMERICAN INTL GROUP INC                     x                         12,450         0         0
AMERICAN INTL GROUP INC                     x                         17,193         0         0
AMERICAN INTL GROUP INC                     x                   3     22,822         0     8,000
AMERICAN INTL GROUP INC                     x                   3     46,019         0         0
AMERICAN INTL GROUP INC                     x                   4     34,805     1,368    10,450
AMERICAN INTL GROUP INC                     x                   3     63,915         0         0
AMERICAN INTL GROUP INC                     x                   3     85,548         0    31,207
AMERICAN INTL GROUP INC                     x                   3    150,349         0         0
AMERICAN INTL GROUP INC                     x                   4    167,138         0    31,064
AMERICAN INTL GROUP INC                     x                   5          0    367620         0
AMERICAN INTL GROUP INC                     x                   5     453785         0         0
AMERICAN INTL GROUP INC                     x                   7    476,412         0         0
AMERICAN INTL GROUP INC                     x                   3    665,844         0         0
AMERICAN PWR CONVERSION CORP                x                   4        400         0         0
AMERICAN PWR CONVERSION CORP                x                   2     20,327         0         0
AMERICAN PWR CONVERSION CORP                x                   7     30,520         0         0
AMERICAN STD COS INC DEL                    x                   4        200         0         0
AMERICAN STD COS INC DEL                    x                   5          0     4,000         0
AMERICAN STD COS INC DEL                    x                   7     32,054         0         0
AMERICAN TOWER CORP                         x                   2         20         0         0
AMERICAN TOWER CORP                         x                   5        119         0         0
AMERICAN TOWER CORP                         x                         10,000         0         0
AMERICAN TOWER CORP                         x                   7     44,200         0         0
AMERICREDIT CORP                            x                              0       165         0
AMERICREDIT CORP                            x                   4          0         0     6,532
AMERICREDIT CORP                            x                   7     17,310         0         0
AMERISOURCEBERGEN CORP                      x                   2         20         0         0
AMERISOURCEBERGEN CORP                      x                   5         64         0         0
AMERISOURCEBERGEN CORP                      x                   4          0         0       320
AMERISOURCEBERGEN CORP                      x                   5          0       500         0
AMERISOURCEBERGEN CORP                      x                   3      1,200         0         0
AMERISOURCEBERGEN CORP                      x                          2,400         0         0
AMERISOURCEBERGEN CORP                      x                   7     39,540         0         0
AMERIPRISE FINL INC                         x                   5        147         0         0
AMERIPRISE FINL INC                         x                   6        240         0         0
AMERIPRISE FINL INC                         x                   3        336         0         0
AMERIPRISE FINL INC                         x                   5          0       323         0
AMERIPRISE FINL INC                         x                   4      1,284         0        26
AMERIPRISE FINL INC                         x                   3      3,050         0         0
AMERIPRISE FINL INC                         x                   4      3,970       120       180
AMERIPRISE FINL INC                         x                   3     39,551         0         0
AMERIPRISE FINL INC                         x                   7     47,645         0         0
AMGEN INC                                   x                              0       240         0
AMGEN INC                                   x                   5          0     1,400         0
AMGEN INC                                   x                   5          0      2694         0
AMGEN INC                                   x                   2      2,746         0         0
AMGEN INC                                   x                   3      9,995         0         0
AMGEN INC                                   x                         14,816         0         0
AMGEN INC                                   x                   4     12,460         0     3,800
AMGEN INC                                   x                   3     16,675         0         0
AMGEN INC                                   x                   5      17063         0         0
AMGEN INC                                   x                   3     34,000         0         0
AMGEN INC                                   x                   2     37,885         0         0
AMGEN INC                                   x                   4     24,519         0    21,094
AMGEN INC                                   x                   3     50,215         0         0
AMGEN INC                                   x                   3    124,452         0    11,149
AMGEN INC                                   x                   7    253,450         0         0
AMGEN INC                                   x                   5      11000         0         0
AMPHENOL CORP NEW                           x                   4          0         0     1,086
AMPHENOL CORP NEW                           x                   7     15,580         0         0
AMSOUTH BANCORPORATION                      x                   4     28,324         0    11,898
AMSOUTH BANCORPORATION                      x                   4     16,643     9,724    41,616
AMSOUTH BANCORPORATION                      x                   7     70,400         0         0
AMYLIN PHARMACEUTICALS INC                  x                   3          0         0     7,300
ANADARKO PETE CORP                          x                   2         40         0         0
ANADARKO PETE CORP                          x                              0        70         0
ANADARKO PETE CORP                          x                            889         0         0
ANADARKO PETE CORP                          x                   4          0     1,000         0
ANADARKO PETE CORP                          x                   5      1,000         0         0
ANADARKO PETE CORP                          x                          1,200         0         0
ANADARKO PETE CORP                          x                   5       2746         0         0
ANADARKO PETE CORP                          x                          2,942         0         0
ANADARKO PETE CORP                          x                   4        976         0     2,973
ANADARKO PETE CORP                          x                   3      4,200         0         0
ANADARKO PETE CORP                          x                   3     30,481         0         0
ANADARKO PETE CORP                          x                   7     38,490         0         0
ANADARKO PETE CORP                          x                   3     37,177         0    20,300
ANALOG DEVICES INC                          x                          4,252         0         0
ANALOG DEVICES INC                          x                   7     64,432         0         0
ANALOG DEVICES INC                          x                   3     94,025         0         0
ANALOG DEVICES INC                          x                   3  1,750,000         0         0
ANDRX CORP DEL                              x                   4          0         0       500
ANDRX CORP DEL                              x                         12,000         0         0
ANDRX CORP DEL                              x                         94,500         0         0
ANGLO AMERN PLC                             x                              0       117         0
ANGLO AMERN PLC                             x                   5          0       370         0
ANGLO AMERN PLC                             x                          2,990        60         0
ANGLO AMERN PLC                             x                   5       6861         0         0
ANGLO AMERN PLC                             x                   3          0         0    96,000
ANGLO AMERN PLC                             x                   2    269,040         0         0
ANGLOGOLD ASHANTI LTD                       x                   3        330         0         0
ANGLOGOLD ASHANTI LTD                       x                   5        406         0         0
ANGLOGOLD ASHANTI LTD                       x                   3        580         0         0
ANGLOGOLD ASHANTI LTD                       x                   5        590         0         0
ANGLOGOLD ASHANTI LTD                       x                   3          0         0     2,650
ANHEUSER BUSCH COS INC                      x                   2        100         0         0
ANHEUSER BUSCH COS INC                      x                            150       140         0
ANHEUSER BUSCH COS INC                      x                   2        727         0         0
ANHEUSER BUSCH COS INC                      x                   3      1,200         0         0
ANHEUSER BUSCH COS INC                      x                   5          0      1200         0
ANHEUSER BUSCH COS INC                      x                   3      5,360         0         0
ANHEUSER BUSCH COS INC                      x                   3      5,830         0         0
ANHEUSER BUSCH COS INC                      x                   4      2,734         0     6,850
ANHEUSER BUSCH COS INC                      x                   5      10865         0         0
ANHEUSER BUSCH COS INC                      x                   3     16,343         0         0
ANHEUSER BUSCH COS INC                      x                   4     18,193         0     7,326
ANHEUSER BUSCH COS INC                      x                   3     70,000         0         0
ANHEUSER BUSCH COS INC                      x                   7    140,082         0         0
ANOORAQ RES CORP                            x                   2     65,000         0         0
ANTEON INTL CORP                            x                          2,500         0         0
ANTEON INTL CORP                            x                         22,500         0         0
AO TATNEFT                                  x                   3          0         0    10,000
AON CORP                                    x                              0        95         0
AON CORP                                    x                   5        235         0         0
AON CORP                                    x                   5          0       315         0
AON CORP                                    x                   3      5,400         0         0
AON CORP                                    x                   4          0         0     9,061
AON CORP                                    x                   3     45,163         0         0
AON CORP                                    x                   7     64,042         0         0
APACHE CORP                                 x                   2      1,007         0         0
APACHE CORP                                 x                   4      1,500         0         0
APACHE CORP                                 x                          2,067         0         0
APACHE CORP                                 x                   3      2,375         0         0
APACHE CORP                                 x                   5          0     2,400         0
APACHE CORP                                 x                   3      4,886         0         0
APACHE CORP                                 x                   3      3,934         0     1,275
APACHE CORP                                 x                   3      6,000         0         0
APACHE CORP                                 x                   3     15,200         0         0
APACHE CORP                                 x                   6     16,051         0         0
APACHE CORP                                 x                   5      16572         0         0
APACHE CORP                                 x                   2     17,115         0         0
APACHE CORP                                 x                   4         55         0    22,869
APACHE CORP                                 x                   3     33,260         0         0
APACHE CORP                                 x                   7     52,784         0         0
APACHE CORP                                 x                   3    128,959         0         0
APARTMENT INVT & MGMT CO                    x                          2,000         0         0
APARTMENT INVT & MGMT CO                    x                   7     15,410         0         0
APOLLO GROUP INC                            x                   5          0      1235         0
APOLLO GROUP INC                            x                   5          0     1,300         0
APOLLO GROUP INC                            x                   3     10,000         0         0
APOLLO GROUP INC                            x                   3     12,700         0         0
APOLLO GROUP INC                            x                   7     31,713         0         0
APPLE COMPUTER INC                          x                   1        335         0         0
APPLE COMPUTER INC                          x                   4        401         0         0
APPLE COMPUTER INC                          x                   2        500         0         0
APPLE COMPUTER INC                          x                   5          0       700         0
APPLE COMPUTER INC                          x                   3      1,000         0         0
APPLE COMPUTER INC                          x                   3      1,564         0         0
APPLE COMPUTER INC                          x                   5          0     2,500         0
APPLE COMPUTER INC                          x                   5      3,000         0         0
APPLE COMPUTER INC                          x                          3,500         0         0
APPLE COMPUTER INC                          x                   2      5,100         0         0
APPLE COMPUTER INC                          x                          5,967         0         0
APPLE COMPUTER INC                          x                   4      1,000         0     6,983
APPLE COMPUTER INC                          x                          8,000         0         0
APPLE COMPUTER INC                          x                   5      14393         0         0
APPLE COMPUTER INC                          x                   3     21,726         0       400
APPLE COMPUTER INC                          x                   3     26,770         0         0
APPLE COMPUTER INC                          x                   7    195,667         0         0
APPLE COMPUTER INC                          x                   3    345,370         0     4,215
APPLERA CORP                                x                          5,205         0         0
APPLERA CORP                                x                   7     34,892         0         0
APPLIED MATLS INC                           x                   1        100         0         0
APPLIED MATLS INC                           x                   3        680         0         0
APPLIED MATLS INC                           x                   4        600         0       189
APPLIED MATLS INC                           x                   5          0     1,200         0
APPLIED MATLS INC                           x                          2,250         0         0
APPLIED MATLS INC                           x                   2      8,065         0         0
APPLIED MATLS INC                           x                         15,196         0         0
APPLIED MATLS INC                           x                   4     29,300         0         0
APPLIED MATLS INC                           x                   3     31,187         0     6,000
APPLIED MATLS INC                           x                   5     109660         0         0
APPLIED MATLS INC                           x                   3    146,148         0         0
APPLIED MATLS INC                           x                   7    367,519         0         0
APPLIED MICRO CIRCUITS CORP                 x                   4          0         0       200
APPLIED MICRO CIRCUITS CORP                 x                   2      2,000         0         0
APPLIED MICRO CIRCUITS CORP                 x                   7     16,846         0         0
AQUILA INC                                  x                   2     13,500         0         0
ARAMARK CORP                                x                   5        240         0         0
ARAMARK CORP                                x                   2      9,261         0         0
ARCH COAL INC                               x                   5         53         0         0
ARCH COAL INC                               x                   3          0         0       140
ARCH COAL INC                               x                   3        325         0         0
ARCH COAL INC                               x                          4,000         0         0
ARCHER DANIELS MIDLAND CO                   x                   5          0      1400         0
ARCHER DANIELS MIDLAND CO                   x                              0     3,600         0
ARCHER DANIELS MIDLAND CO                   x                   3      4,070         0         0
ARCHER DANIELS MIDLAND CO                   x                   4          0     4,731         0
ARCHER DANIELS MIDLAND CO                   x                   4        231         0     6,457
ARCHER DANIELS MIDLAND CO                   x                   3      9,500         0         0
ARCHER DANIELS MIDLAND CO                   x                   2     29,975         0         0
ARCHER DANIELS MIDLAND CO                   x                   6     45,900         0         0
ARCHER DANIELS MIDLAND CO                   x                   2     63,200         0         0
ARCHER DANIELS MIDLAND CO                   x                   3     98,118         0         0
ARCHER DANIELS MIDLAND CO                   x                   7    123,523         0         0
ARCHER DANIELS MIDLAND CO                   x                   3    129,700         0         0
ARCHER DANIELS MIDLAND CO                   x                   3    376,425         0         0
ARCHSTONE SMITH TR                          x                   7     37,150         0         0
ARIBA INC                                   x                   2         50         0         0
ARIBA INC                                   x                   2      3,398         0         0
ARIBA INC                                   x                   3     55,998         0         0
ARROW ELECTRS INC                           x                   2        900         0         0
ARROW ELECTRS INC                           x                   7     11,780         0         0
ASHLAND INC NEW                             x                   7     11,388         0         0
ASIAINFO HLDGS INC                          x                   5      47847         0         0
ASPEN TECHNOLOGY INC                        x                   5      20000         0         0
ASSOCIATED BANC CORP                        x                   7     14,280         0         0
ASSURANT INC                                x                   4          0         0     6,116
ASSURANT INC                                x                   7     13,200         0         0
ASTORIA FINL CORP                           x                   4          0         0         5
ASTORIA FINL CORP                           x                   5        140         0         0
ASTORIA FINL CORP                           x                   7     12,855         0         0
ASTRAZENECA PLC                             x                   5          0       600         0
ASTRAZENECA PLC                             x                   4      1,000         0       231
ASTRAZENECA PLC                             x                   2      6,265         0         0
ATLAS AMER INC                              x                   4      4,500         0         0
AUTODESK INC                                x                              0        80         0
AUTODESK INC                                x                   5          0       800         0
AUTODESK INC                                x                            952         0         0
AUTODESK INC                                x                   5       1000         0         0
AUTODESK INC                                x                   4          0         0     1,230
AUTODESK INC                                x                   5      4,300         0         0
AUTODESK INC                                x                         14,000         0         0
AUTODESK INC                                x                   3     38,821         0         0
AUTODESK INC                                x                   7     45,300         0         0
AUTOLIV INC                                 x                   4        200         0         0
AUTOLIV INC                                 x                   7      8,000         0         0
AUTOMATIC DATA PROCESSING IN                x                   1         68         0         0
AUTOMATIC DATA PROCESSING IN                x                   5        350         0         0
AUTOMATIC DATA PROCESSING IN                x                   3      2,560         0         0
AUTOMATIC DATA PROCESSING IN                x                          5,851         0         0
AUTOMATIC DATA PROCESSING IN                x                   5          0      7400         0
AUTOMATIC DATA PROCESSING IN                x                   3     10,200         0         0
AUTOMATIC DATA PROCESSING IN                x                   3     11,760         0         0
AUTOMATIC DATA PROCESSING IN                x                   4     35,262         0    12,270
AUTOMATIC DATA PROCESSING IN                x                   3     46,943         0     4,630
AUTOMATIC DATA PROCESSING IN                x                   3     71,160         0         0
AUTOMATIC DATA PROCESSING IN                x                   4     33,650     7,400    34,325
AUTOMATIC DATA PROCESSING IN                x                   3     77,340         0         0
AUTOMATIC DATA PROCESSING IN                x                   7    115,235         0         0
AUTONATION INC                              x                   7     40,230         0         0
AUTONATION INC                              x                   3  2,500,000         0         0
AUTOZONE INC                                x                   7      9,794         0         0
AVALONBAY CMNTYS INC                        x                   7      9,305         0         0
AVAYA INC                                   x                   3          4         0         0
AVAYA INC                                   x                   3         22         0         0
AVAYA INC                                   x                            188         0         0
AVAYA INC                                   x                   5        274         0         0
AVAYA INC                                   x                   3        333         0         0
AVAYA INC                                   x                   2        312         0         0
AVAYA INC                                   x                   5          0       689         0
AVAYA INC                                   x                   4      1,220         0         0
AVAYA INC                                   x                   5       1400         0         0
AVAYA INC                                   x                   7     83,484         0         0
AVERY DENNISON CORP                         x                   4        645         0         0
AVERY DENNISON CORP                         x                          3,544         0         0
AVERY DENNISON CORP                         x                   4        100     5,100         0
AVERY DENNISON CORP                         x                   3      5,601         0         0
AVERY DENNISON CORP                         x                   7     18,142         0         0
AVNET INC                                   x                   4          0         0     3,413
AVNET INC                                   x                   7     14,610         0         0
AVON PRODS INC                              x                   4        600         0         0
AVON PRODS INC                              x                   2        600         0         0
AVON PRODS INC                              x                   5          0      1305         0
AVON PRODS INC                              x                   3      1,300         0         0
AVON PRODS INC                              x                   3          0         0     1,612
AVON PRODS INC                              x                   5       2965         0         0
AVON PRODS INC                              x                   4      4,000         0         0
AVON PRODS INC                              x                          4,206         0         0
AVON PRODS INC                              x                   3     87,808         0         0
AVON PRODS INC                              x                   7     89,142         0         0
AXA                                         x                   3        708         0         0
AXA                                         x                   5          0       730         0
AXA                                         x                   5       1310         0         0
AXA                                         x                   2      2,225         0         0
AXA                                         x                   4          0         0    23,973
BB&T CORP                                   x                   4      6,400         0         0
BB&T CORP                                   x                   3      8,372         0         0
BB&T CORP                                   x                   3     13,387         0         0
BB&T CORP                                   x                   7     94,720         0         0
BCE INC                                     x                   2      1,500         0         0
BCE INC                                     x                   3      3,400         0         0
BCE INC                                     x                   3     18,000         0         0
BCE INC                                     x                   5      22221         0         0
BCE INC                                     x                   2    325,969         0         0
BJ SVCS CO                                  x                   5        355         0         0
BJ SVCS CO                                  x                   3        444         0         0
BJ SVCS CO                                  x                   4        735         0         0
BJ SVCS CO                                  x                   3      1,050         0         0
BJ SVCS CO                                  x                          2,400         0         0
BJ SVCS CO                                  x                   3      4,000         0         0
BJ SVCS CO                                  x                   3     15,845         0     3,200
BJ SVCS CO                                  x                   4        404         0    24,457
BJ SVCS CO                                  x                   7     84,995         0         0
BP PLC                                      x                              0       173         0
BP PLC                                      x                   5          0       200         0
BP PLC                                      x                   3        750         0         0
BP PLC                                      x                   3      1,120         0         0
BP PLC                                      x                   5      1,200         0         0
BP PLC                                      x                   5       7239         0         0
BP PLC                                      x                   2     15,977         0         0
BP PLC                                      x                         21,000         0         0
BP PLC                                      x                   3     31,686         0         0
BP PLC                                      x                   2     50,075         0         0
BP PLC                                      x                   4    110,710       180    24,992
BP PLC                                      x                   4     94,441     6,318    38,740
BP PLC                                      x                   3    370,000         0         0
BRT RLTY TR                                 x                   4     75,850         0         0
BT GROUP PLC                                x                              0       220         0
BT GROUP PLC                                x                   5        283         0         0
BT GROUP PLC                                x                   2      3,794         0         0
BT GROUP PLC                                x                   5          0      6175         0
BT GROUP PLC                                x                   2     28,100         0         0
BMC SOFTWARE INC                            x                   5        800         0         0
BMC SOFTWARE INC                            x                   2      1,000         0         0
BMC SOFTWARE INC                            x                   4      1,600         0         0
BMC SOFTWARE INC                            x                          5,656         0         0
BMC SOFTWARE INC                            x                   3      9,045         0       150
BMC SOFTWARE INC                            x                   7     31,860         0         0
BAKER HUGHES INC                            x                   3        200         0         0
BAKER HUGHES INC                            x                   2        250         0         0
BAKER HUGHES INC                            x                   3        700         0         0
BAKER HUGHES INC                            x                   4      1,000         0         0
BAKER HUGHES INC                            x                   4      1,440         0        35
BAKER HUGHES INC                            x                          1,500         0         0
BAKER HUGHES INC                            x                   5      1,500         0         0
BAKER HUGHES INC                            x                   3      2,217         0         0
BAKER HUGHES INC                            x                   5       4000         0         0
BAKER HUGHES INC                            x                   7     55,295         0         0
BALCHEM CORP                                x                   4        127         0    21,147
BALL CORP                                   x                   5          0       224         0
BALL CORP                                   x                   3      1,200         0         0
BALL CORP                                   x                   4     10,000     3,600         0
BALL CORP                                   x                   7     21,960         0         0
BALLARD PWR SYS INC                         x                   3        635         0         0
BALLARD PWR SYS INC                         x                   3          0         0       800
BALLARD PWR SYS INC                         x                   3      1,000         0         0
BALLARD PWR SYS INC                         x                   2      3,075         0         0
BALLARD PWR SYS INC                         x                   5      15000         0         0
BANCO BRADESCO S A                          x                              0        26         0
BANCO BRADESCO S A                          x                              0        50         0
BANCO BRADESCO S A                          x                   5          0       162         0
BANCO BRADESCO S A                          x                   3          0         0     9,900
BANCO BRADESCO S A                          x                   3     44,600         0         0
BANCO ITAU HLDG FINANCIERA S                x                              0        33         0
BANCO ITAU HLDG FINANCIERA S                x                              0        63         0
BANCO ITAU HLDG FINANCIERA S                x                   5          0       196         0
BANCO ITAU HLDG FINANCIERA S                x                   3          0         0    10,500
BANCO ITAU HLDG FINANCIERA S                x                   7     10,900         0         0
BANCO SANTANDER CENT HISPANO                x                   5          0      1110         0
BANCO SANTANDER CENT HISPANO                x                              0     1,358         0
BANCO SANTANDER CENT HISPANO                x                   5       1839         0         0
BANCO SANTANDER CENT HISPANO                x                   2      9,450         0         0
BANCO SANTANDER CENT HISPANO                x                   1     42,011         0         0
BANK OF AMERICA CORPORATION                 x                   3      1,066         0         0
BANK OF AMERICA CORPORATION                 x                          3,008       185         0
BANK OF AMERICA CORPORATION                 x                   3      4,440         0         0
BANK OF AMERICA CORPORATION                 x                   3      8,800         0         0
BANK OF AMERICA CORPORATION                 x                   5          0     10480         0
BANK OF AMERICA CORPORATION                 x                   5          0    10,700         0
BANK OF AMERICA CORPORATION                 x                   2     39,048         0         0
BANK OF AMERICA CORPORATION                 x                   5      40275         0         0
BANK OF AMERICA CORPORATION                 x                   3     40,500         0         0
BANK OF AMERICA CORPORATION                 x                   3     45,235         0       260
BANK OF AMERICA CORPORATION                 x                   2     83,550         0         0
BANK OF AMERICA CORPORATION                 x                   4     90,115    13,078    31,620
BANK OF AMERICA CORPORATION                 x                   3    358,058         0     2,400
BANK OF AMERICA CORPORATION                 x                   4    318,638         0    60,631
BANK OF AMERICA CORPORATION                 x                   7    902,987         0         0
BANK MONTREAL QUE                           x                   3      3,200         0         0
BANK MONTREAL QUE                           x                   2    252,567         0         0
BANK NEW YORK INC                           x                   5          0       770         0
BANK NEW YORK INC                           x                   3        800         0         0
BANK NEW YORK INC                           x                   3      3,000         0         0
BANK NEW YORK INC                           x                   5          0      7150         0
BANK NEW YORK INC                           x                   2      7,712         0         0
BANK NEW YORK INC                           x                   3      9,702         0         0
BANK NEW YORK INC                           x                   3     11,375         0     2,070
BANK NEW YORK INC                           x                   4     26,628     5,100     4,800
BANK NEW YORK INC                           x                   4     38,351         0        56
BANK NEW YORK INC                           x                   7    143,290         0         0
BANK NOVA SCOTIA HALIFAX                    x                   2        900         0         0
BANK NOVA SCOTIA HALIFAX                    x                   2    464,738         0         0
BARD C R INC                                x                   5        120         0         0
BARD C R INC                                x                   5          0       400         0
BARD C R INC                                x                   3      1,000         0         0
BARD C R INC                                x                   3      2,180         0         0
BARD C R INC                                x                   4         43         0     9,550
BARD C R INC                                x                   7     19,220         0         0
BARCLAYS PLC                                x                   5        250         0         0
BARCLAYS PLC                                x                   5          0       655         0
BARCLAYS PLC                                x                   2     12,515         0         0
BARCLAYS PLC                                x                   4        100         0    27,312
BARRICK GOLD CORP                           x                   5        912         0         0
BARRICK GOLD CORP                           x                          1,000     3,600         0
BARRICK GOLD CORP                           x                   4      5,929         0         0
BARRICK GOLD CORP                           x                   3      9,051         0         0
BARRICK GOLD CORP                           x                         12,000         0         0
BARRICK GOLD CORP                           x                   4      3,268         0    14,594
BARRICK GOLD CORP                           x                   3     18,400         0         0
BARRICK GOLD CORP                           x                   3     59,091         0         0
BARRICK GOLD CORP                           x                   3     97,300         0         0
BARRICK GOLD CORP                           x                   2    104,830         0         0
BARRICK GOLD CORP                           x                   3    132,854         0         0
BARRICK GOLD CORP                           x                   3    728,054         0         0
BARR PHARMACEUTICALS INC                    x                   5        140         0         0
BARR PHARMACEUTICALS INC                    x                   2        225         0         0
BARR PHARMACEUTICALS INC                    x                            900         0         0
BARR PHARMACEUTICALS INC                    x                              0     1,800         0
BARR PHARMACEUTICALS INC                    x                   7     15,860         0         0
BARR PHARMACEUTICALS INC                    x                   3     30,975         0         0
BARR PHARMACEUTICALS INC                    x                   3     70,047         0         0
BAUSCH & LOMB INC                           x                   5          0        93         0
BAUSCH & LOMB INC                           x                   4         36         0       100
BAUSCH & LOMB INC                           x                   3        285         0         0
BAUSCH & LOMB INC                           x                   2        345         0         0
BAUSCH & LOMB INC                           x                   5          0       900         0
BAUSCH & LOMB INC                           x                   7      7,820         0         0
BAXTER INTL INC                             x                   4         50         0         0
BAXTER INTL INC                             x                   5          0       700         0
BAXTER INTL INC                             x                   3      1,000         0         0
BAXTER INTL INC                             x                          1,959         0         0
BAXTER INTL INC                             x                   4      1,224         0     2,500
BAXTER INTL INC                             x                   3      8,167         0         0
BAXTER INTL INC                             x                   3     18,591         0     2,500
BAXTER INTL INC                             x                   3     54,000         0         0
BAXTER INTL INC                             x                   7    124,548         0         0
BBVA BANCO FRANCES S A                      x                   1    781,563         0         0
BEA SYS INC                                 x                   4          0         0       608
BEA SYS INC                                 x                   5          0     2,800         0
BEA SYS INC                                 x                   5       5000         0         0
BEA SYS INC                                 x                   3     14,400         0         0
BEA SYS INC                                 x                   7     57,524         0         0
BEAR STEARNS COS INC                        x                   3      1,340         0         0
BEAR STEARNS COS INC                        x                   4      2,400         0         0
BEAR STEARNS COS INC                        x                   4          0         0     3,048
BEAR STEARNS COS INC                        x                   3      4,912         0         0
BEAR STEARNS COS INC                        x                   7     20,753         0         0
BEAR STEARNS COS INC                        x                   3     27,870         0         0
BEAZER HOMES USA INC                        x                   4          0         0         6
BEAZER HOMES USA INC                        x                   3      4,051         0         0
BECKMAN COULTER INC                         x                   4          0         0       200
BECKMAN COULTER INC                         x                            945         0         0
BECKMAN COULTER INC                         x                   7      6,200         0         0
BECTON DICKINSON & CO                       x                   2         60         0         0
BECTON DICKINSON & CO                       x                   4      1,000         0     1,895
BECTON DICKINSON & CO                       x                   4      1,600         0     1,600
BECTON DICKINSON & CO                       x                   3      6,500         0         0
BECTON DICKINSON & CO                       x                          7,000         0         0
BECTON DICKINSON & CO                       x                   5          0      8200         0
BECTON DICKINSON & CO                       x                   7     47,694         0         0
BED BATH & BEYOND INC                       x                              0       200         0
BED BATH & BEYOND INC                       x                   5        520         0         0
BED BATH & BEYOND INC                       x                   5       1910         0         0
BED BATH & BEYOND INC                       x                          3,621         0         0
BED BATH & BEYOND INC                       x                   4      9,518     3,500     1,750
BED BATH & BEYOND INC                       x                   3     19,482         0         0
BED BATH & BEYOND INC                       x                   7     57,448         0         0
BED BATH & BEYOND INC                       x                   4    137,208         0     6,089
BELDEN CDT INC                              x                   4          0         0        16
BELDEN CDT INC                              x                   2     20,201         0         0
BELLSOUTH CORP                              x                   3      1,000         0         0
BELLSOUTH CORP                              x                   5          0      1965         0
BELLSOUTH CORP                              x                   5       4930         0         0
BELLSOUTH CORP                              x                   2      8,390         0         0
BELLSOUTH CORP                              x                   3     21,477         0     3,651
BELLSOUTH CORP                              x                   3     32,400         0         0
BELLSOUTH CORP                              x                   4     20,801    12,000     6,400
BELLSOUTH CORP                              x                   4     51,758         0        62
BELLSOUTH CORP                              x                   7    348,741         0         0
BELLSOUTH CORP                              x                   3  6,457,566         0         0
BEMA GOLD CORP                              x                   4          0         0       151
BEMA GOLD CORP                              x                   3     11,500         0         0
BEMA GOLD CORP                              x                   2     36,000         0         0
BEMIS INC                                   x                   3      2,600         0         0
BEMIS INC                                   x                   7     18,114         0         0
BENNETT ENVIRONMENTAL INC                   x                   2     15,446         0         0
BERKLEY W R CORP                            x                   3      3,800         0         0
BERKLEY W R CORP                            x                   4      4,740         0         5
BERKLEY W R CORP                            x                   7     18,220         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3          2         0         0
BERKSHIRE HATHAWAY INC DEL                  x                              2         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3          2         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   5          3         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3          5         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   4          8         0         0
BERKSHIRE HATHAWAY INC DEL                  x                              8         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   5         44         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   5          0        93         0
BERKSHIRE HATHAWAY INC DEL                  x                   7        100         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3         10         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   5         14         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   6         26         0         0
BERKSHIRE HATHAWAY INC DEL                  x                             55         1         0
BERKSHIRE HATHAWAY INC DEL                  x                   5          0        58         0
BERKSHIRE HATHAWAY INC DEL                  x                   3         65         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3         92         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   2         96         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   5        190         0         0
BERKSHIRE HATHAWAY INC DEL                  x                            255         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   4        169         0       112
BERKSHIRE HATHAWAY INC DEL                  x                   4        370         0        83
BERKSHIRE HATHAWAY INC DEL                  x                   2        520         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3        520         0         0
BERKSHIRE HATHAWAY INC DEL                  x                   3        773         0         0
BEST BUY INC                                x                          1,272         0         0
BEST BUY INC                                x                   4      7,606     4,500         0
BEST BUY INC                                x                   4     21,149         0     1,233
BEST BUY INC                                x                   3     37,889         0     1,836
BEST BUY INC                                x                   7     90,170         0         0
BHP BILLITON LTD                            x                   5        601         0         0
BHP BILLITON LTD                            x                   3      1,500         0         0
BHP BILLITON LTD                            x                          2,500         0         0
BHP BILLITON LTD                            x                   3      3,000         0         0
BHP BILLITON LTD                            x                   2      3,175         0         0
BHP BILLITON LTD                            x                   3    208,245         0         0
BIOMET INC                                  x                   3        500         0         0
BIOMET INC                                  x                   5        800         0         0
BIOMET INC                                  x                   2      1,615         0         0
BIOMET INC                                  x                   7     48,136         0         0
BIOGEN IDEC INC                             x                              0       325         0
BIOGEN IDEC INC                             x                   3        372         0       230
BIOGEN IDEC INC                             x                          3,400         0         0
BIOGEN IDEC INC                             x                   4      4,350         0       700
BIOGEN IDEC INC                             x                   5       7900         0         0
BIOGEN IDEC INC                             x                   4     30,525         0     2,500
BIOGEN IDEC INC                             x                   3     34,961         0         0
BIOGEN IDEC INC                             x                   7     70,681         0         0
BIOTECH HOLDERS TR                          x                   2        300         0         0
BIOTECH HOLDERS TR                          x                            300         0         0
BIOTECH HOLDERS TR                          x                   3      1,700         0         0
BIOTECH HOLDERS TR                          x                   3          0         0     2,400
BIOVAIL CORP                                x                   3        630         0         0
BIOVAIL CORP                                x                   2     66,947         0         0
BLACK & DECKER CORP                         x                   2        225         0         0
BLACK & DECKER CORP                         x                   3      2,237         0         0
BLACK & DECKER CORP                         x                          2,823         0         0
BLACK & DECKER CORP                         x                   4     12,100     1,000       900
BLACK & DECKER CORP                         x                   7     17,174         0         0
BLACK & DECKER CORP                         x                   4     22,715         0       245
BLOCK H & R INC                             x                   5        340         0         0
BLOCK H & R INC                             x                   5          0       800         0
BLOCK H & R INC                             x                   3      3,000         0         0
BLOCK H & R INC                             x                   3      5,818         0         0
BLOCK H & R INC                             x                   2     13,015         0         0
BLOCK H & R INC                             x                   7     58,886         0         0
BLOCK H & R INC                             x                   3    100,000         0         0
BOEING CO                                   x                   1        285         0         0
BOEING CO                                   x                   5        294         0         0
BOEING CO                                   x                   5          0       450         0
BOEING CO                                   x                   3        500         0         0
BOEING CO                                   x                   5       1740         0         0
BOEING CO                                   x                   2      1,830         0         0
BOEING CO                                   x                          3,000         0         0
BOEING CO                                   x                   5      3,200         0         0
BOEING CO                                   x                   5          0     4,400         0
BOEING CO                                   x                   4      5,804         0     1,385
BOEING CO                                   x                   4      4,246     2,700     1,924
BOEING CO                                   x                   3     13,360         0         0
BOEING CO                                   x                   3     26,821         0         0
BOEING CO                                   x                   7    160,015         0         0
BORDERS GROUP INC                           x                   4          0         0    17,436
BORG WARNER INC                             x                   5          0     3,500         0
BOSTON PROPERTIES INC                       x                   7     12,897         0         0
BOSTON SCIENTIFIC CORP                      x                   3        420         0         0
BOSTON SCIENTIFIC CORP                      x                   3        600         0         0
BOSTON SCIENTIFIC CORP                      x                   2      3,050         0         0
BOSTON SCIENTIFIC CORP                      x                   5       7000         0         0
BOSTON SCIENTIFIC CORP                      x                         10,100         0         0
BOSTON SCIENTIFIC CORP                      x                   7    102,862         0         0
BOSTON SCIENTIFIC CORP                      x                   3     89,214         0    31,800
BOYD GAMING CORP                            x                   2        300         0         0
BOYD GAMING CORP                            x                   4          0         0     5,048
BRINKER INTL INC                            x                   5        159         0         0
BRINKER INTL INC                            x                   5          0       225         0
BRINKER INTL INC                            x                   7     16,240         0         0
BRISTOL MYERS SQUIBB CO                     x                   3        200         0         0
BRISTOL MYERS SQUIBB CO                     x                   5      3,350         0         0
BRISTOL MYERS SQUIBB CO                     x                          4,500         0         0
BRISTOL MYERS SQUIBB CO                     x                          7,200         0         0
BRISTOL MYERS SQUIBB CO                     x                   5          0      9230         0
BRISTOL MYERS SQUIBB CO                     x                   3     19,560         0         0
BRISTOL MYERS SQUIBB CO                     x                   5      25260         0         0
BRISTOL MYERS SQUIBB CO                     x                   2     31,238         0         0
BRISTOL MYERS SQUIBB CO                     x                   3          0         0    31,700
BRISTOL MYERS SQUIBB CO                     x                   3     40,829         0       720
BRISTOL MYERS SQUIBB CO                     x                   4    169,308         0    32,417
BRISTOL MYERS SQUIBB CO                     x                   7    394,743         0         0
BRISTOL MYERS SQUIBB CO                     x                   4    478,527   146,899   118,764
BRISTOL MYERS SQUIBB CO                     x                   3  2,695,000         0         0
BRITISH AMERN TOB PLC                       x                   5          0       240         0
BRITISH AMERN TOB PLC                       x                   4          0         0     3,643
BRITISH AMERN TOB PLC                       x                   2      8,520         0         0
BROADCOM CORP                               x                   5      2,000         0         0
BROADCOM CORP                               x                   5          0     3,900         0
BROADCOM CORP                               x                   4          0         0     9,750
BROADCOM CORP                               x                   5      15000         0         0
BROADCOM CORP                               x                   3     33,346         0         0
BROADCOM CORP                               x                   7     79,021         0         0
BROOKFIELD ASSET MGMT INC                   x                          8,000         0         0
BROOKFIELD ASSET MGMT INC                   x                   2     80,958         0         0
BROWN & BROWN INC                           x                   4          0         0        40
BROWN & BROWN INC                           x                   7     12,000         0         0
BROWN FORMAN CORP                           x                   7      9,968         0         0
BRUNSWICK CORP                              x                   7     13,390         0         0
BURLINGTON COAT FACTORY                     x                          3,000         0         0
BURLINGTON COAT FACTORY                     x                         29,000         0         0
BURLINGTON NORTHN SANTA FE C                x                   4        393         0        22
BURLINGTON NORTHN SANTA FE C                x                   5        695         0         0
BURLINGTON NORTHN SANTA FE C                x                   3      1,430         0         0
BURLINGTON NORTHN SANTA FE C                x                              0     1,900         0
BURLINGTON NORTHN SANTA FE C                x                          2,826         0         0
BURLINGTON NORTHN SANTA FE C                x                   3      2,900         0         0
BURLINGTON NORTHN SANTA FE C                x                   3      3,786         0         0
BURLINGTON NORTHN SANTA FE C                x                   4      4,160         0         0
BURLINGTON NORTHN SANTA FE C                x                   3     11,630         0         0
BURLINGTON NORTHN SANTA FE C                x                   2     16,435         0         0
BURLINGTON NORTHN SANTA FE C                x                   3     53,380         0         0
BURLINGTON NORTHN SANTA FE C                x                   7     71,746         0         0
BURLINGTON NORTHN SANTA FE C                x                   3    150,710         0         0
BURLINGTON RES INC                          x                          4,375         0         0
BURLINGTON RES INC                          x                   3      4,800         0         0
BURLINGTON RES INC                          x                          6,400         0         0
BURLINGTON RES INC                          x                   3      6,900         0         0
BURLINGTON RES INC                          x                   4      8,750       200       200
BURLINGTON RES INC                          x                   4     18,727         0     5,603
BURLINGTON RES INC                          x                   7     61,704         0         0
BURLINGTON RES INC                          x                   3     67,191         0         0
BURLINGTON RES INC                          x                   3    100,000         0         0
CAE INC                                     x                   2    351,550         0         0
CBS CORP NEW                                x                            350         0         0
CBS CORP NEW                                x                   3        410         0         0
CBS CORP NEW                                x                   3        457         0         0
CBS CORP NEW                                x                   3        542         0         0
CBS CORP NEW                                x                   6        565         0         0
CBS CORP NEW                                x                            600       112         0
CBS CORP NEW                                x                   2        693         0         0
CBS CORP NEW                                x                   2      1,250         0         0
CBS CORP NEW                                x                   5       1665         0         0
CBS CORP NEW                                x                          4,190         0         0
CBS CORP NEW                                x                   3      8,342         0       271
CBS CORP NEW                                x                   5          0      8730         0
CBS CORP NEW                                x                   3      8,753         0         0
CBS CORP NEW                                x                   4     10,637     2,249     3,175
CBS CORP NEW                                x                   3     80,306         0         0
CBS CORP NEW                                x                   4    106,415         0     9,681
CBS CORP NEW                                x                   7    136,787         0         0
C D W CORP                                  x                   4          0         0        13
C D W CORP                                  x                   5        250         0         0
C D W CORP                                  x                   5          0       340         0
C D W CORP                                  x                          4,116         0         0
C D W CORP                                  x                   7     12,770         0         0
C D W CORP                                  x                   6     16,435         0         0
C D W CORP                                  x                   3     18,070         0         0
C D W CORP                                  x                   3     31,300         0         0
C D W CORP                                  x                   2     33,805         0         0
C H ROBINSON WORLDWIDE INC                  x                   4          0         0        77
C H ROBINSON WORLDWIDE INC                  x                   7     19,390         0         0
CIGNA CORP                                  x                   3      1,560         0         0
CIGNA CORP                                  x                   4      2,561         0     1,521
CIGNA CORP                                  x                   3      4,450         0         0
CIGNA CORP                                  x                   3     12,213         0     4,900
CIGNA CORP                                  x                   7     22,801         0         0
CIT GROUP INC                               x                   4          0         0        41
CIT GROUP INC                               x                   2        155         0         0
CIT GROUP INC                               x                   5          0      1000         0
CIT GROUP INC                               x                   3      3,000         0         0
CIT GROUP INC                               x                   3     17,283         0         0
CIT GROUP INC                               x                   7     37,328         0         0
CMGI INC                                    x                   4        100         0         0
CMGI INC                                    x                   2         20         0         0
CMGI INC                                    x                   3        885         0         0
CMGI INC                                    x                            800         0         0
CMGI INC                                    x                   3      3,920         0         0
CMGI INC                                    x                   5      65300         0         0
CMS ENERGY CORP                             x                   4          0         0     6,038
CMS ENERGY CORP                             x                   7     13,140         0         0
CSK AUTO CORP                               x                   3     29,045         0         0
CSX CORP                                    x                   2         35         0         0
CSX CORP                                    x                   4        727         0         3
CSX CORP                                    x                   6      1,300         0         0
CSX CORP                                    x                   5       3400         0         0
CSX CORP                                    x                   7     42,657         0         0
CVS CORP                                    x                   2      2,545         0         0
CVS CORP                                    x                          2,675         0         0
CVS CORP                                    x                          4,200         0         0
CVS CORP                                    x                   3     39,200         0         0
CVS CORP                                    x                   2     67,350         0         0
CVS CORP                                    x                   3     79,297         0     2,644
CVS CORP                                    x                   3     86,400         0         0
CVS CORP                                    x                   3    105,920         0         0
CVS CORP                                    x                   4     97,784     5,800    17,600
CVS CORP                                    x                   7    154,920         0         0
CVS CORP                                    x                   4    520,094         0    21,140
CA INC                                      x                   1        260         0         0
CA INC                                      x                              0       255         0
CA INC                                      x                          2,465         0         0
CA INC                                      x                   5       4500         0         0
CA INC                                      x                   4          0         0    18,241
CA INC                                      x                   7     74,302         0         0
CA INC                                      x                   3  2,731,000         0         0
CABLEVISION SYS CORP                        x                              0       110         0
CABLEVISION SYS CORP                        x                   4        900         0         0
CABLEVISION SYS CORP                        x                   7     26,340         0         0
CABOT CORP                                  x                   7      6,420         0         0
CABOT MICROELECTRONICS CORP                 x                   4          0         0    13,328
CADBURY SCHWEPPES PLC                       x                   5          0       335         0
CADBURY SCHWEPPES PLC                       x                   5        417         0         0
CADBURY SCHWEPPES PLC                       x                          5,000         0         0
CADBURY SCHWEPPES PLC                       x                   4          0         0    20,475
CADENCE DESIGN SYSTEM INC                   x                   5          0       541         0
CADENCE DESIGN SYSTEM INC                   x                          8,200         0         0
CADENCE DESIGN SYSTEM INC                   x                   7     33,760         0         0
CALLAWAY GOLF CO                            x                   3      1,500         0         0
CALLAWAY GOLF CO                            x                          6,328         0         0
CALLAWAY GOLF CO                            x                   3     15,600         0         0
CAMBIOR INC                                 x                   2     11,800         0         0
CAMECO CORP                                 x                   4          0         0        28
CAMECO CORP                                 x                   5        334         0         0
CAMECO CORP                                 x                   2        600         0         0
CAMECO CORP                                 x                   5          0     2,200         0
CAMECO CORP                                 x                   3      3,300         0         0
CAMECO CORP                                 x                   3      4,640         0         0
CAMECO CORP                                 x                   2     25,099         0         0
CAMECO CORP                                 x                   3    156,340         0    69,200
CAMPBELL SOUP CO                            x                   3      1,200         0         0
CAMPBELL SOUP CO                            x                   3      1,500         0         0
CAMPBELL SOUP CO                            x                   7     52,762         0         0
CDN IMPERIAL BK OF COMMERCE                 x                   3      1,600         0         0
CDN IMPERIAL BK OF COMMERCE                 x                   5       2500         0         0
CDN IMPERIAL BK OF COMMERCE                 x                   2     71,750         0         0
CANADIAN NATL RY CO                         x                   2        600         0         0
CANADIAN NATL RY CO                         x                          4,400         0         0
CANADIAN NATL RY CO                         x                   3      7,500         0         0
CANADIAN NATL RY CO                         x                   2    215,137         0         0
CANADIAN NAT RES LTD                        x                   5          0       800         0
CANADIAN NAT RES LTD                        x                          3,000         0         0
CANADIAN NAT RES LTD                        x                   3      6,400         0         0
CANADIAN NAT RES LTD                        x                   2    138,831         0         0
CANADIAN PAC RY LTD                         x                   4          0         0        50
CANADIAN PAC RY LTD                         x                   5       1587         0         0
CANADIAN PAC RY LTD                         x                   2     34,012         0         0
CANDELA CORP                                x                   3     10,000         0         0
CANETIC RES TR                              x                   2    132,337         0         0
CANON INC                                   x                   3        160         0         0
CANON INC                                   x                              0       242         0
CANON INC                                   x                   5        506         0         0
CANON INC                                   x                   5          0       615         0
CANON INC                                   x                   4          0         0    13,541
CANON INC                                   x                   2     77,476         0         0
CAPITAL ONE FINL CORP                       x                   2         90         0         0
CAPITAL ONE FINL CORP                       x                   3        490         0         0
CAPITAL ONE FINL CORP                       x                   3      1,010         0         0
CAPITAL ONE FINL CORP                       x                          1,000         0         0
CAPITAL ONE FINL CORP                       x                   3      1,100         0         0
CAPITAL ONE FINL CORP                       x                          2,000         0         0
CAPITAL ONE FINL CORP                       x                   4      2,336         0       395
CAPITAL ONE FINL CORP                       x                   6      9,355         0         0
CAPITAL ONE FINL CORP                       x                   3      3,949         0     8,020
CAPITAL ONE FINL CORP                       x                   4     20,811         0     1,275
CAPITAL ONE FINL CORP                       x                   7     58,840         0         0
CARBO CERAMICS INC                          x                   4          0         0     9,285
CAPITAL TITLE GROUP INC                     x                         10,400         0         0
CARDINAL HEALTH INC                         x                   5          0       240         0
CARDINAL HEALTH INC                         x                   5          0       580         0
CARDINAL HEALTH INC                         x                   3      1,200         0         0
CARDINAL HEALTH INC                         x                   2      1,775         0         0
CARDINAL HEALTH INC                         x                          3,172         0         0
CARDINAL HEALTH INC                         x                   5       5815         0         0
CARDINAL HEALTH INC                         x                   2      8,354         0         0
CARDINAL HEALTH INC                         x                   4     11,907       250       600
CARDINAL HEALTH INC                         x                   3     14,990         0         0
CARDINAL HEALTH INC                         x                   4     11,818         0     4,233
CARDINAL HEALTH INC                         x                   3     18,738         0         0
CARDINAL HEALTH INC                         x                   7     88,486         0         0
CARDIOTECH INTL INC                         x                   5      12000         0         0
CAREER EDUCATION CORP                       x                          4,091         0         0
CAREER EDUCATION CORP                       x                   2     12,370         0         0
CAREER EDUCATION CORP                       x                   3     15,000         0         0
CAREER EDUCATION CORP                       x                   7     19,150         0         0
CAREER EDUCATION CORP                       x                   3     31,634         0         0
CAREMARK RX INC                             x                   5          0       230         0
CAREMARK RX INC                             x                            493         0         0
CAREMARK RX INC                             x                   5          0       620         0
CAREMARK RX INC                             x                   2      1,095         0         0
CAREMARK RX INC                             x                   5          0     1,700         0
CAREMARK RX INC                             x                          2,029         0         0
CAREMARK RX INC                             x                   3      3,600         0         0
CAREMARK RX INC                             x                   5       3675         0         0
CAREMARK RX INC                             x                   4     15,497     2,630       750
CAREMARK RX INC                             x                   3     21,829         0         0
CAREMARK RX INC                             x                   4     49,809         0     5,617
CAREMARK RX INC                             x                   7     86,963         0         0
CARMAX INC                                  x                   7      8,350         0         0
CARNIVAL CORP                               x                   5        190         0         0
CARNIVAL CORP                               x                   5          0       310         0
CARNIVAL CORP                               x                   2        900         0         0
CARNIVAL CORP                               x                          1,432         0         0
CARNIVAL CORP                               x                   5          0     1,500         0
CARNIVAL CORP                               x                   3      3,403         0         0
CARNIVAL CORP                               x                   4     12,370     1,000         0
CARNIVAL CORP                               x                   2     25,800         0         0
CARNIVAL CORP                               x                   3     42,145         0         0
CARNIVAL CORP                               x                   3     50,980         0         0
CARNIVAL CORP                               x                   4     92,468         0    21,357
CARNIVAL CORP                               x                   3    113,946         0         0
CARNIVAL CORP                               x                   5      10000         0         0
CATERPILLAR INC DEL                         x                   5          0       400         0
CATERPILLAR INC DEL                         x                   1        490         0         0
CATERPILLAR INC DEL                         x                   3      1,000         0         0
CATERPILLAR INC DEL                         x                   3      1,000         0         0
CATERPILLAR INC DEL                         x                   3      1,400         0         0
CATERPILLAR INC DEL                         x                   2      1,700         0         0
CATERPILLAR INC DEL                         x                   5       2590         0         0
CATERPILLAR INC DEL                         x                          4,000         0         0
CATERPILLAR INC DEL                         x                   5      4,400         0         0
CATERPILLAR INC DEL                         x                          5,340         0         0
CATERPILLAR INC DEL                         x                   3      9,075         0         0
CATERPILLAR INC DEL                         x                   3     10,572         0         0
CATERPILLAR INC DEL                         x                   4     15,676     3,000     3,900
CATERPILLAR INC DEL                         x                   3     37,552         0         0
CATERPILLAR INC DEL                         x                   4    137,340         0     1,904
CATERPILLAR INC DEL                         x                   7    168,495         0         0
CATHAY GENERAL BANCORP                      x                   5       7212         0         0
CATHAY GENERAL BANCORP                      x                   4         82         0    15,244
CELESTICA INC                               x                   5       2299         0         0
CELESTICA INC                               x                   2      9,064         0         0
CELGENE CORP                                x                   5       3675         0         0
CELGENE CORP                                x                   5          0     4,400         0
CELGENE CORP                                x                   7     34,000         0         0
CEMEX S A                                   x                              0        16         0
CEMEX S A                                   x                              0        32         0
CEMEX S A                                   x                   5          0       102         0
CEMEX S A                                   x                   2        657         0         0
CEMEX S A                                   x                   5          0     1,200         0
CEMEX S A                                   x                   3      6,753         0         0
CEMEX S A                                   x                   7     18,321         0         0
CENDANT CORP                                x                   2      1,040         0         0
CENDANT CORP                                x                          8,500         0         0
CENDANT CORP                                x                   4      7,555         0     1,000
CENDANT CORP                                x                   3     13,411         0         0
CENDANT CORP                                x                   4     19,822         0         0
CENDANT CORP                                x                         26,500         0         0
CENDANT CORP                                x                   3     80,000         0         0
CENDANT CORP                                x                   3    100,000         0         0
CENDANT CORP                                x                   7    186,291         0         0
CENTERPOINT ENERGY INC                      x                   3        800         0         0
CENTERPOINT ENERGY INC                      x                   3      3,900         0         0
CENTERPOINT ENERGY INC                      x                   7     66,333         0         0
CENTEX CORP                                 x                   4          0         0     1,161
CENTEX CORP                                 x                   3      2,000         0         0
CENTEX CORP                                 x                   3      7,411         0         0
CENTEX CORP                                 x                   7     28,542         0         0
CENTRAL FD CDA LTD                          x                   2     26,950         0         0
CENTURYTEL INC                              x                   5          0       167         0
CENTURYTEL INC                              x                   7     22,597         0         0
CENTURYTEL INC                              x                   3     47,419         0         0
CENTURYTEL INC                              x                   3     75,000         0         0
CEPHALON INC                                x                   4          0         0        67
CEPHALON INC                                x                   5          0       700         0
CEPHALON INC                                x                   5       1200         0         0
CEPHALON INC                                x                   7      5,840         0         0
CERIDIAN CORP NEW                           x                         12,300         0         0
CERIDIAN CORP NEW                           x                   7     18,020         0         0
CERNER CORP                                 x                   5        160         0         0
CERNER CORP                                 x                   4          0         0    13,826
CHARTERED SEMICONDUCTOR MFG                 x                   5     350000         0         0
CHEESECAKE FACTORY INC                      x                   4          0         0    10,566
CHEROKEE INC DEL NEW                        x                   4         64         0    10,231
CHESAPEAKE ENERGY CORP                      x                   3        200         0         0
CHESAPEAKE ENERGY CORP                      x                   4      1,000         0         0
CHESAPEAKE ENERGY CORP                      x                          1,000         0         0
CHESAPEAKE ENERGY CORP                      x                   5       7408         0         0
CHESAPEAKE ENERGY CORP                      x                   3     18,000         0     3,190
CHESAPEAKE ENERGY CORP                      x                   4          0         0    21,831
CHESAPEAKE ENERGY CORP                      x                   3     34,000         0         0
CHESAPEAKE ENERGY CORP                      x                   7     64,430         0         0
CHEVRON CORP NEW                            x                   5          0       540         0
CHEVRON CORP NEW                            x                   3        840         0         0
CHEVRON CORP NEW                            x                   6      1,120         0         0
CHEVRON CORP NEW                            x                   5      1,232         0         0
CHEVRON CORP NEW                            x                   5      1,600         0         0
CHEVRON CORP NEW                            x                          3,500         0         0
CHEVRON CORP NEW                            x                          2,600     1,690         0
CHEVRON CORP NEW                            x                   5       4427         0         0
CHEVRON CORP NEW                            x                   3      6,314         0         0
CHEVRON CORP NEW                            x                   5          0     7,200         0
CHEVRON CORP NEW                            x                   2     10,050         0         0
CHEVRON CORP NEW                            x                         19,762         0         0
CHEVRON CORP NEW                            x                         25,000         0         0
CHEVRON CORP NEW                            x                   2     28,463         0         0
CHEVRON CORP NEW                            x                   3     28,640         0         0
CHEVRON CORP NEW                            x                   3     39,941         0         0
CHEVRON CORP NEW                            x                   3     41,315         0         0
CHEVRON CORP NEW                            x                   3     92,005         0         0
CHEVRON CORP NEW                            x                   4     86,448    25,495    31,734
CHEVRON CORP NEW                            x                   4    147,424         0    26,755
CHEVRON CORP NEW                            x                   3    222,789         0     1,220
CHEVRON CORP NEW                            x                   7    398,676         0         0
CHICAGO MERCANTILE HLDGS INC                x                   4          0         0       567
CHICAGO MERCANTILE HLDGS INC                x                   7      1,230         0         0
CHICOS FAS INC                              x                   2        100         0         0
CHICOS FAS INC                              x                            977         0         0
CHICOS FAS INC                              x                   4      1,000         0         0
CHICOS FAS INC                              x                   5       2100         0         0
CHICOS FAS INC                              x                   4          0         0     2,601
CHICOS FAS INC                              x                   7     22,900         0         0
CHINA MOBILE HONG KONG LTD                  x                              0        45         0
CHINA MOBILE HONG KONG LTD                  x                              0        87         0
CHINA MOBILE HONG KONG LTD                  x                   2        190         0         0
CHINA MOBILE HONG KONG LTD                  x                   5          0       276         0
CHINA MOBILE HONG KONG LTD                  x                   6          0         0     4,300
CHINA MOBILE HONG KONG LTD                  x                   3      8,100         0         0
CHINA PETE & CHEM CORP                      x                              0        14         0
CHINA PETE & CHEM CORP                      x                              0        27         0
CHINA PETE & CHEM CORP                      x                   5          0        87         0
CHINA PETE & CHEM CORP                      x                   2      2,525         0         0
CHINA PETE & CHEM CORP                      x                   3      4,550         0         0
CHINA TECHFAITH WIRLS COMM T                x                   5  401885960         0         0
CHIRON CORP                                 x                              0        70         0
CHIRON CORP                                 x                   3        800         0         0
CHIRON CORP                                 x                   7     19,907         0         0
CHOICEPOINT INC                             x                   4          0         0        16
CHOICEPOINT INC                             x                   7     12,450         0         0
CHUBB CORP                                  x                   5          0       300         0
CHUBB CORP                                  x                   5          0       700         0
CHUBB CORP                                  x                   3        950         0         0
CHUBB CORP                                  x                   3      1,840         0         0
CHUBB CORP                                  x                   2      2,305         0         0
CHUBB CORP                                  x                   4     10,416     1,000       620
CHUBB CORP                                  x                   3     14,041         0         0
CHUBB CORP                                  x                   7     36,890         0         0
CHUBB CORP                                  x                   4     89,115         0     2,476
CHUNGHWA TELECOM CO LTD                     x                              0        66         0
CHUNGHWA TELECOM CO LTD                     x                              0       129         0
CHUNGHWA TELECOM CO LTD                     x                   5          0       350         0
CHUNGHWA TELECOM CO LTD                     x                   5        970         0         0
CHUNGHWA TELECOM CO LTD                     x                   5          0      4161         0
CHUNGHWA TELECOM CO LTD                     x                   3     60,000         0         0
CHUNGHWA TELECOM CO LTD                     x                   7     62,201         0         0
CHUNGHWA TELECOM CO LTD                     x                   3          0         0    62,600
CHUNGHWA TELECOM CO LTD                     x                   6          0         0   244,200
CIBER INC                                   x                   4     13,000         0         0
CIENA CORP                                  x                   5       1103         0         0
CIENA CORP                                  x                   3      4,100         0         0
CIENA CORP                                  x                   2     10,000         0         0
CIENA CORP                                  x                   7     34,560         0         0
CIMAREX ENERGY CO                           x                   3        830         0         0
CIMAREX ENERGY CO                           x                   3      1,500         0         0
CIMAREX ENERGY CO                           x                   4          0         0     6,307
CIMAREX ENERGY CO                           x                   3     15,000         0         0
CIMAREX ENERGY CO                           x                   3    163,100         0         0
CINCINNATI FINL CORP                        x                   3      4,017         0         0
CINCINNATI FINL CORP                        x                   7     26,930         0         0
CINERGY CORP                                x                   4      2,000         0         0
CINERGY CORP                                x                   3      5,500         0         0
CINERGY CORP                                x                   7     36,304         0         0
CIRCUIT CITY STORE INC                      x                   7     25,630         0         0
CIRCUIT CITY STORE INC                      x                   3     35,000         0         0
CIRCUIT CITY STORE INC                      x                   3     77,561         0         0
CISCO SYS INC                               x                   1        100         0         0
CISCO SYS INC                               x                              0       855         0
CISCO SYS INC                               x                   2      1,500         0         0
CISCO SYS INC                               x                   3      1,615         0         0
CISCO SYS INC                               x                          3,000         0         0
CISCO SYS INC                               x                   3      3,110         0         0
CISCO SYS INC                               x                   5          0     6,500         0
CISCO SYS INC                               x                   3      6,700         0         0
CISCO SYS INC                               x                   5     11,800         0         0
CISCO SYS INC                               x                   5          0     25643         0
CISCO SYS INC                               x                         32,264         0         0
CISCO SYS INC                               x                   2     37,073         0         0
CISCO SYS INC                               x                         48,300         0         0
CISCO SYS INC                               x                   3     57,429         0         0
CISCO SYS INC                               x                         60,372         0         0
CISCO SYS INC                               x                   3     66,210         0         0
CISCO SYS INC                               x                   5     213832         0         0
CISCO SYS INC                               x                   4    174,920     6,656    48,750
CISCO SYS INC                               x                   3    267,749         0    56,470
CISCO SYS INC                               x                   3    352,321         0         0
CISCO SYS INC                               x                   4    419,510         0    56,476
CISCO SYS INC                               x                   3    697,486         0    13,754
CISCO SYS INC                               x                   7  1,266,916         0         0
CINTAS CORP                                 x                   4          0     1,300         0
CINTAS CORP                                 x                   7     23,216         0         0
CITIGROUP INC                               x                   1        200         0         0
CITIGROUP INC                               x                   3        500         0         0
CITIGROUP INC                               x                   3      1,000         0         0
CITIGROUP INC                               x                   3      2,632         0         0
CITIGROUP INC                               x                   3      4,452         0         0
CITIGROUP INC                               x                   2      6,125         0         0
CITIGROUP INC                               x                   5     10,500         0         0
CITIGROUP INC                               x                         11,350         0         0
CITIGROUP INC                               x                         17,400         0         0
CITIGROUP INC                               x                   5          0    17,400         0
CITIGROUP INC                               x                         17,700         0         0
CITIGROUP INC                               x                   3     18,315         0         0
CITIGROUP INC                               x                         22,300         0         0
CITIGROUP INC                               x                         33,700         0         0
CITIGROUP INC                               x                   2     40,002         0         0
CITIGROUP INC                               x                   5          0    66,200         0
CITIGROUP INC                               x                   3     69,071         0         0
CITIGROUP INC                               x                   5          0     70465         0
CITIGROUP INC                               x                   3     51,269         0    24,134
CITIGROUP INC                               x                   5     167464         0         0
CITIGROUP INC                               x                   4    131,455    20,412    49,468
CITIGROUP INC                               x                   4    533,355         0    96,387
CITIGROUP INC                               x                   7    941,262         0         0
CITIGROUP INC                               x                   3  1,057,376         0     5,180
CITIGROUP INC                               x                   3  1,099,300         0         0
CITIZENS COMMUNICATIONS CO                  x                   5        215         0         0
CITIZENS COMMUNICATIONS CO                  x                   3      2,000         0         0
CITIZENS COMMUNICATIONS CO                  x                   3      7,490         0         0
CITIZENS COMMUNICATIONS CO                  x                   3     10,000         0         0
CITIZENS COMMUNICATIONS CO                  x                   7     53,091         0         0
CITIZENS COMMUNICATIONS CO                  x                   2    215,255         0         0
CITIZENS COMMUNICATIONS CO                  x                   3    217,950         0         0
CITIZENS COMMUNICATIONS CO                  x                   3    326,050         0         0
CITRIX SYS INC                              x                   3        570         0         0
CITRIX SYS INC                              x                   3      2,500         0         0
CITRIX SYS INC                              x                   7     31,910         0         0
CITY NATL CORP                              x                   7      6,370         0         0
CLARCOR INC                                 x                   4        107         0    17,355
CLEAR CHANNEL COMMUNICATIONS                x                   3      2,300         0         0
CLEAR CHANNEL COMMUNICATIONS                x                   3      4,330         0         0
CLEAR CHANNEL COMMUNICATIONS                x                   5          0     11550         0
CLEAR CHANNEL COMMUNICATIONS                x                   7     96,981         0         0
CLOROX CO DEL                               x                   4        200         0         3
CLOROX CO DEL                               x                   5          0       450         0
CLOROX CO DEL                               x                   3      2,200         0         0
CLOROX CO DEL                               x                   5          0     2,400         0
CLOROX CO DEL                               x                   2      4,590         0         0
CLOROX CO DEL                               x                   4      6,692         0         0
CLOROX CO DEL                               x                   3      9,264         0         0
CLOROX CO DEL                               x                   7     31,456         0         0
COACH INC                                   x                   2      1,098         0         0
COACH INC                                   x                   5          0     2,900         0
COACH INC                                   x                   4          0         0     4,753
COACH INC                                   x                         15,400         0         0
COACH INC                                   x                   3    104,619         0     1,852
COACH INC                                   x                   7    114,715         0         0
COCA COLA CO                                x                   3        280         0         0
COCA COLA CO                                x                   1        310         0         0
COCA COLA CO                                x                   5        730         0         0
COCA COLA CO                                x                   2      2,320         0         0
COCA COLA CO                                x                   3      2,500         0         0
COCA COLA CO                                x                          3,500         0         0
COCA COLA CO                                x                   5       3820         0         0
COCA COLA CO                                x                   3      4,980         0         0
COCA COLA CO                                x                          7,539         0         0
COCA COLA CO                                x                   5          0     14200         0
COCA COLA CO                                x                         26,700         0         0
COCA COLA CO                                x                          3,200    35,440         0
COCA COLA CO                                x                   3     57,860         0         0
COCA COLA CO                                x                   4     32,083     7,420    25,000
COCA COLA CO                                x                   3     79,780         0    21,220
COCA COLA CO                                x                   3    116,817         0         0
COCA COLA CO                                x                   3    149,480         0         0
COCA COLA CO                                x                   3    155,350         0     1,680
COCA COLA CO                                x                   4    153,434         0     9,207
COCA COLA CO                                x                   7    460,263         0         0
COCA COLA ENTERPRISES INC                   x                   7     57,448         0         0
COEUR D ALENE MINES CORP IDA                x                   2        500         0         0
COEUR D ALENE MINES CORP IDA                x                   3     10,500         0         0
COEUR D ALENE MINES CORP IDA                x                   3     20,500         0         0
COEUR D ALENE MINES CORP IDA                x                   3     40,000         0         0
COEUR D ALENE MINES CORP IDA                x                   3    741,496         0         0
COGNEX CORP                                 x                          1,613         0         0
COGNEX CORP                                 x                   4      6,000         0         0
COGNIZANT TECHNOLOGY SOLUTIO                x                   5        105         0         0
COGNIZANT TECHNOLOGY SOLUTIO                x                   4      3,049       270       450
COGNIZANT TECHNOLOGY SOLUTIO                x                   7     16,800         0         0
COGNIZANT TECHNOLOGY SOLUTIO                x                   4    112,135         0    13,057
COGNOS INC                                  x                   5          0     2,800         0
COGNOS INC                                  x                   2      3,740         0         0
COLGATE PALMOLIVE CO                        x                   3      1,200         0         0
COLGATE PALMOLIVE CO                        x                   3      1,265         0         0
COLGATE PALMOLIVE CO                        x                   3      2,100         0         0
COLGATE PALMOLIVE CO                        x                   5          0     2,500         0
COLGATE PALMOLIVE CO                        x                   3      7,969         0         0
COLGATE PALMOLIVE CO                        x                   5          0      9080         0
COLGATE PALMOLIVE CO                        x                   3     11,200         0         0
COLGATE PALMOLIVE CO                        x                   2     11,459         0         0
COLGATE PALMOLIVE CO                        x                   5      17760         0         0
COLGATE PALMOLIVE CO                        x                   4     27,404     5,900     5,600
COLGATE PALMOLIVE CO                        x                   3     62,400         0         0
COLGATE PALMOLIVE CO                        x                   7     92,405         0         0
COLGATE PALMOLIVE CO                        x                   4    186,481         0     5,789
COLONIAL BANCGROUP INC                      x                   7     14,600         0         0
COMCAST CORP NEW                            x                            900         0         0
COMCAST CORP NEW                            x                   3      1,732         0         0
COMCAST CORP NEW                            x                   3      2,566         0         0
COMCAST CORP NEW                            x                   2      4,774         0         0
COMCAST CORP NEW                            x                          5,000         0         0
COMCAST CORP NEW                            x                          8,729         0         0
COMCAST CORP NEW                            x                   4      7,871     2,472         0
COMCAST CORP NEW                            x                   3     10,315         0       194
COMCAST CORP NEW                            x                   5      10952         0         0
COMCAST CORP NEW                            x                   4     12,887         0    13,019
COMCAST CORP NEW                            x                   3     26,973         0         0
COMCAST CORP NEW                            x                   3    176,979         0         0
COMCAST CORP NEW                            x                   7    303,378         0         0
COMCAST CORP NEW                            x                              0       270         0
COMCAST CORP NEW                            x                   5        655         0         0
COMCAST CORP NEW                            x                   5          0      1345         0
COMCAST CORP NEW                            x                   3      1,500         0         0
COMCAST CORP NEW                            x                   2      8,197         0         0
COMCAST CORP NEW                            x                   5          0    12,000         0
COMCAST CORP NEW                            x                   4     12,214     1,274     4,000
COMCAST CORP NEW                            x                   4     33,869         0     8,523
COMCAST CORP NEW                            x                   7    105,621         0         0
COMERICA INC                                x                   2         35         0         0
COMERICA INC                                x                   5          0       680         0
COMERICA INC                                x                   3      3,353         0         0
COMERICA INC                                x                   3     11,000         0         0
COMERICA INC                                x                   7     33,008         0         0
COMMERCE BANCORP INC NJ                     x                   5        123         0         0
COMMERCE BANCORP INC NJ                     x                   5        250         0         0
COMMERCE BANCORP INC NJ                     x                   5          0       851         0
COMMERCE BANCORP INC NJ                     x                   4          0     4,000         0
COMMERCE BANCORP INC NJ                     x                   7     17,280         0         0
COMMERCE BANCSHARES INC                     x                   7      7,352         0         0
COMMUNITY HEALTH SYS INC NEW                x                   7      8,850         0         0
COMMUNITY HEALTH SYS INC NEW                x                   5          0     11540         0
COMPANHIA ENERGETICA DE MINA                x                   3          0         0    22,600
COMPANHIA SIDERURGICA NACION                x                   3      3,000         0         0
COMPANHIA SIDERURGICA NACION                x                   3          0         0    11,000
COMPANHIA VALE DO RIO DOCE                  x                   4        100         0         0
COMPANHIA VALE DO RIO DOCE                  x                   5          0       390         0
COMPANHIA VALE DO RIO DOCE                  x                   3          0         0    50,500
COMPANHIA VALE DO RIO DOCE                  x                   7     96,800         0         0
COMPANHIA VALE DO RIO DOCE                  x                   5          0       275         0
COMPANHIA VALE DO RIO DOCE                  x                   2        350         0         0
COMPANHIA VALE DO RIO DOCE                  x                   5        350         0         0
COMPANHIA VALE DO RIO DOCE                  x                            883        87         0
COMPANHIA VALE DO RIO DOCE                  x                          2,000        45         0
COMPANHIA VALE DO RIO DOCE                  x                   2     11,350         0         0
COMPANHIA VALE DO RIO DOCE                  x                   3     20,153         0         0
COMPANHIA VALE DO RIO DOCE                  x                   3     30,000         0         0
COMPANHIA VALE DO RIO DOCE                  x                   3     33,265         0         0
COMPANHIA VALE DO RIO DOCE                  x                   3    383,451         0         0
COMPANHIA DE BEBIDAS DAS AME                x                              0        22         0
COMPANHIA DE BEBIDAS DAS AME                x                              0        42         0
COMPANHIA DE BEBIDAS DAS AME                x                   5          0       134         0
COMPANHIA DE BEBIDAS DAS AME                x                   5          0       300         0
COMPANHIA DE BEBIDAS DAS AME                x                   3          0         0     7,500
COMPANHIA DE BEBIDAS DAS AME                x                   7     48,700         0         0
COMPASS BANCSHARES INC                      x                   7     18,220         0         0
COMPUTER SCIENCES CORP                      x                   4          0         0        70
COMPUTER SCIENCES CORP                      x                   1         98         0         0
COMPUTER SCIENCES CORP                      x                   5       2000         0         0
COMPUTER SCIENCES CORP                      x                   3      2,900         0         0
COMPUTER SCIENCES CORP                      x                   3      9,400         0    30,000
COMPUTER SCIENCES CORP                      x                   7     40,190         0         0
COMPUTER SCIENCES CORP                      x                   3     82,873         0         0
COMPUWARE CORP                              x                         11,785         0         0
COMPUWARE CORP                              x                   7     59,490         0         0
COMVERSE TECHNOLOGY INC                     x                   7     30,610         0         0
COMVERSE TECHNOLOGY INC                     x                   3     58,345         0         0
CONAGRA FOODS INC                           x                              0       220         0
CONAGRA FOODS INC                           x                   5        535         0         0
CONAGRA FOODS INC                           x                   4          0       900       450
CONAGRA FOODS INC                           x                   2     14,668         0         0
CONAGRA FOODS INC                           x                   3          0         0    35,400
CONAGRA FOODS INC                           x                   7     85,004         0         0
CONAGRA FOODS INC                           x                   3  2,400,000         0         0
CONCORD CAMERA CORP                         x                   4          0   509,054         0
CONOCOPHILLIPS                              x                              0        85         0
CONOCOPHILLIPS                              x                   5          0       200         0
CONOCOPHILLIPS                              x                   6        900         0         0
CONOCOPHILLIPS                              x                   3      1,000         0         0
CONOCOPHILLIPS                              x                   5      1,200         0         0
CONOCOPHILLIPS                              x                   5      5,100         0         0
CONOCOPHILLIPS                              x                   5          0     7,400         0
CONOCOPHILLIPS                              x                   5       7627         0         0
CONOCOPHILLIPS                              x                   2      8,125         0         0
CONOCOPHILLIPS                              x                   5          0      8905         0
CONOCOPHILLIPS                              x                          9,554         0         0
CONOCOPHILLIPS                              x                   3      9,560         0         0
CONOCOPHILLIPS                              x                   4     10,406         0       200
CONOCOPHILLIPS                              x                   3     11,350         0         0
CONOCOPHILLIPS                              x                         23,000         0         0
CONOCOPHILLIPS                              x                   4      7,902         0    22,561
CONOCOPHILLIPS                              x                   3     35,200         0         0
CONOCOPHILLIPS                              x                   3    202,728         0         0
CONOCOPHILLIPS                              x                   7    243,460         0         0
CONSOL ENERGY INC                           x                   5        332         0         0
CONSOL ENERGY INC                           x                          1,900         0         0
CONSOL ENERGY INC                           x                   3      2,300         0         0
CONSOL ENERGY INC                           x                   4      5,000         0         0
CONSOL ENERGY INC                           x                   7     11,100         0         0
CONSOLIDATED EDISON INC                     x                   2      1,500         0         0
CONSOLIDATED EDISON INC                     x                   3      2,500         0         0
CONSOLIDATED EDISON INC                     x                   4     19,615     3,650     6,050
CONSOLIDATED EDISON INC                     x                   4     34,808         0     4,562
CONSOLIDATED EDISON INC                     x                   7     43,771         0         0
CONSOLIDATED EDISON INC                     x                   3    540,000         0         0
CONSTELLATION BRANDS INC                    x                   4     12,745     1,205     3,200
CONSTELLATION BRANDS INC                    x                   7     36,800         0         0
CONSTELLATION BRANDS INC                    x                   4    316,585         0     9,694
CONSTELLATION ENERGY GROUP I                x                   4        400         0       182
CONSTELLATION ENERGY GROUP I                x                          2,000         0         0
CONSTELLATION ENERGY GROUP I                x                   3      2,000         0         0
CONSTELLATION ENERGY GROUP I                x                   4      2,100         0         0
CONSTELLATION ENERGY GROUP I                x                         20,000         0         0
CONSTELLATION ENERGY GROUP I                x                   7     34,223         0         0
CONVERGYS CORP                              x                          9,900         0         0
CONVERGYS CORP                              x                   2     18,828         0         0
CONVERGYS CORP                              x                   7     27,510         0         0
COOPER CAMERON CORP                         x                   4        400         0         0
COOPER CAMERON CORP                         x                   7     12,300         0         0
COOPER CAMERON CORP                         x                         25,300         0         0
COOPER TIRE & RUBR CO                       x                   5        740         0         0
COOPER TIRE & RUBR CO                       x                   7      2,120         0         0
COOPER TIRE & RUBR CO                       x                   2     25,871         0         0
COPART INC                                  x                   5       6200         0         0
COPART INC                                  x                         10,000         0         0
CORNING INC                                 x                   3        510         0         0
CORNING INC                                 x                   2      1,500         0         0
CORNING INC                                 x                   5          0     2,600         0
CORNING INC                                 x                          3,772         0         0
CORNING INC                                 x                          4,000         0         0
CORNING INC                                 x                   4     13,249     1,200         0
CORNING INC                                 x                   3     15,000         0         0
CORNING INC                                 x                   3     23,300         0         0
CORNING INC                                 x                   4        571         0    33,990
CORNING INC                                 x                   5      38175         0         0
CORNING INC                                 x                   3     42,700         0         0
CORNING INC                                 x                   3     65,012         0         0
CORNING INC                                 x                   7    335,256         0         0
CORUS ENTERTAINMENT INC                     x                   2     71,894         0         0
COSTCO WHSL CORP NEW                        x                   5       1090         0         0
COSTCO WHSL CORP NEW                        x                   4      3,000         0        30
COSTCO WHSL CORP NEW                        x                   3      3,800         0         0
COSTCO WHSL CORP NEW                        x                   5          0      4560         0
COSTCO WHSL CORP NEW                        x                          5,500         0         0
COSTCO WHSL CORP NEW                        x                   3     10,834         0         0
COSTCO WHSL CORP NEW                        x                   7    111,936         0         0
COUNTRYWIDE FINANCIAL CORP                  x                              0       174         0
COUNTRYWIDE FINANCIAL CORP                  x                   5          0      1105         0
COUNTRYWIDE FINANCIAL CORP                  x                   3      1,730         0         0
COUNTRYWIDE FINANCIAL CORP                  x                   5          0     2,600         0
COUNTRYWIDE FINANCIAL CORP                  x                   3      4,900         0         0
COUNTRYWIDE FINANCIAL CORP                  x                   4          0         0    13,621
COUNTRYWIDE FINANCIAL CORP                  x                   6     25,872         0         0
COUNTRYWIDE FINANCIAL CORP                  x                   2     29,610         0         0
COUNTRYWIDE FINANCIAL CORP                  x                   3     44,074         0     2,700
COUNTRYWIDE FINANCIAL CORP                  x                   3     80,670         0         0
COUNTRYWIDE FINANCIAL CORP                  x                   7    119,954         0         0
COUNTRYWIDE FINANCIAL CORP                  x                   3    145,745         0         0
COVANCE INC                                 x                   5         90         0         0
COVANCE INC                                 x                   4      9,057     3,460     2,000
COVANCE INC                                 x                   3     50,000         0         0
COVANCE INC                                 x                   4     84,477         0     3,997
COVENTRY HEALTH CARE INC                    x                          1,137         0         0
COVENTRY HEALTH CARE INC                    x                   4          0         0     1,915
COVENTRY HEALTH CARE INC                    x                   3      2,600         0         0
COVENTRY HEALTH CARE INC                    x                   3      4,650         0         0
COVENTRY HEALTH CARE INC                    x                   7     32,829         0         0
CRANE CO                                    x                   4      7,000         0         0
CREDIT SUISSE GROUP                         x                   5        473         0         0
CREDIT SUISSE GROUP                         x                   5          0       670         0
CREDIT SUISSE GROUP                         x                   3      1,000         0         0
CREDIT SUISSE GROUP                         x                   2     15,015         0         0
CREDIT SUISSE GROUP                         x                   4        110         0    16,062
CRESCENT REAL ESTATE EQUITIE                x                          2,000         0         0
CRESCENT REAL ESTATE EQUITIE                x                   7     12,000         0         0
CRESUD S A C I F Y A                        x                   3          0         0    30,000
CROSSTEX ENERGY INC                         x                   4         47         0     7,282
CROWN CASTLE INTL CORP                      x                   2         55         0         0
CROWN CASTLE INTL CORP                      x                   4          0         0       104
CROWN CASTLE INTL CORP                      x                   5        213         0         0
CROWN CASTLE INTL CORP                      x                   7     23,480         0         0
CROWN HOLDINGS INC                          x                   3          5         0         0
CROWN HOLDINGS INC                          x                   4          0         0    10,911
CRYPTOLOGIC INC                             x                   2     17,835         0         0
CUMBERLAND RES LTD                          x                          5,000         0         0
CUMBERLAND RES LTD                          x                   2      7,700         0         0
CUMMINS INC                                 x                   5          0        78         0
CUMMINS INC                                 x                   2        100         0         0
CUMMINS INC                                 x                   4        480         0         0
CUMMINS INC                                 x                   3        700         0         0
CUMMINS INC                                 x                          1,800         0         0
CUMMINS INC                                 x                   7      7,290         0         0
CURIS INC                                   x                   3          0         0    26,000
CYMER INC                                   x                          1,631         0         0
CYMER INC                                   x                          4,200         0         0
CYPRESS SEMICONDUCTOR CORP                  x                   4          0         0       400
CYPRESS SEMICONDUCTOR CORP                  x                   5       1500         0         0
CYPRESS SEMICONDUCTOR CORP                  x                   3     14,100         0         0
CYPRESS SEMICONDUCTOR CORP                  x                   3    110,000         0         0
DNP SELECT INCOME FD                        x                   7     19,360         0         0
D R HORTON INC                              x                   4          0         0     1,496
D R HORTON INC                              x                   3      4,300         0         0
D R HORTON INC                              x                   3      6,255         0         0
D R HORTON INC                              x                   7     54,983         0         0
DST SYS INC DEL                             x                   5        150         0         0
DST SYS INC DEL                             x                   4          0         0       400
DST SYS INC DEL                             x                   7     10,400         0         0
DST SYS INC DEL                             x                   4         71         0    15,971
DST SYS INC DEL                             x                   5      10000         0         0
DTE ENERGY CO                               x                              0       130         0
DTE ENERGY CO                               x                   5        335         0         0
DTE ENERGY CO                               x                   7     26,331         0         0
DTE ENERGY CO                               x                   3    600,000         0         0
DAKTRONICS INC                              x                   4          0         0    16,205
DANAHER CORP DEL                            x                   5         90         0         0
DANAHER CORP DEL                            x                   5          0       170         0
DANAHER CORP DEL                            x                   3        200         0         0
DANAHER CORP DEL                            x                   5          0       545         0
DANAHER CORP DEL                            x                   2        720         0         0
DANAHER CORP DEL                            x                   5          0     2,500         0
DANAHER CORP DEL                            x                   5          0     2,700         0
DANAHER CORP DEL                            x                   3      4,300         0         0
DANAHER CORP DEL                            x                   3      5,500         0       790
DANAHER CORP DEL                            x                   4         32         0    13,784
DANAHER CORP DEL                            x                   7     46,232         0         0
DARDEN RESTAURANTS INC                      x                   3      1,500         0         0
DARDEN RESTAURANTS INC                      x                          1,800         0         0
DARDEN RESTAURANTS INC                      x                   4      3,600         0         0
DARDEN RESTAURANTS INC                      x                   7     35,182         0         0
DAVITA INC                                  x                   4          0         0        10
DAVITA INC                                  x                   7      9,900         0         0
DB COMMODITY INDEX TRACKING                 x                         45,348         0         0
DEAN FOODS CO NEW                           x                   3     15,019         0         0
DEAN FOODS CO NEW                           x                   7     23,910         0         0
DEERE & CO                                  x                   2        155         0         0
DEERE & CO                                  x                   5          0       350         0
DEERE & CO                                  x                   3        550         0         0
DEERE & CO                                  x                   5        555         0         0
DEERE & CO                                  x                   3        650         0         0
DEERE & CO                                  x                   3        700         0         0
DEERE & CO                                  x                   3      1,000         0         0
DEERE & CO                                  x                          1,155         0         0
DEERE & CO                                  x                   3      3,233         0         0
DEERE & CO                                  x                   4      5,261       987       750
DEERE & CO                                  x                   4      9,490         0         0
DEERE & CO                                  x                   3     14,350         0         0
DEERE & CO                                  x                   3     18,844         0     1,289
DEERE & CO                                  x                   7     46,755         0         0
DEL MONTE FOODS CO                          x                   2         65         0         0
DEL MONTE FOODS CO                          x                   4        133         0         0
DEL MONTE FOODS CO                          x                   3        223         0         0
DEL MONTE FOODS CO                          x                   5        725         0         0
DEL MONTE FOODS CO                          x                   4          0     1,004         0
DEL MONTE FOODS CO                          x                   7     22,430         0         0
DEL MONTE FOODS CO                          x                   3     55,000         0         0
DELL INC                                    x                   1        114         0         0
DELL INC                                    x                   2        350         0         0
DELL INC                                    x                              0       405         0
DELL INC                                    x                   3      1,745         0         0
DELL INC                                    x                   5      3,000         0         0
DELL INC                                    x                          3,800         0         0
DELL INC                                    x                   5          0     4,000         0
DELL INC                                    x                   2      5,830         0         0
DELL INC                                    x                   3      5,900         0         0
DELL INC                                    x                   5          0      6118         0
DELL INC                                    x                   3     15,600         0         0
DELL INC                                    x                         15,820         0         0
DELL INC                                    x                         20,858         0         0
DELL INC                                    x                   5      23130         0         0
DELL INC                                    x                   3     30,425         0         0
DELL INC                                    x                   3     32,299         0     1,700
DELL INC                                    x                   3     41,884         0         0
DELL INC                                    x                   4     40,173         0     6,250
DELL INC                                    x                   3     51,810         0         0
DELL INC                                    x                   4     71,330       400    34,613
DELL INC                                    x                   3    168,234         0         0
DELL INC                                    x                   7    474,132         0         0
DELPHI FINL GROUP INC                       x                   5         45         0         0
DELPHI FINL GROUP INC                       x                              0        80         0
DELPHI FINL GROUP INC                       x                         20,800         0         0
DENBURY RES INC                             x                   4          0         0         4
DENBURY RES INC                             x                         13,000         0         0
DELUXE CORP                                 x                              0       150         0
DELUXE CORP                                 x                   5        385         0         0
DELUXE CORP                                 x                   3        600         0         0
DELUXE CORP                                 x                   7      4,580         0         0
DELUXE CORP                                 x                          8,000         0         0
DENTSPLY INTL INC NEW                       x                   5        180         0         0
DENTSPLY INTL INC NEW                       x                   3          0         0       600
DENTSPLY INTL INC NEW                       x                   2      3,711         0         0
DENTSPLY INTL INC NEW                       x                   3      4,000         0         0
DENTSPLY INTL INC NEW                       x                   4      2,950     2,000     2,200
DENTSPLY INTL INC NEW                       x                   7     11,070         0         0
DENTSPLY INTL INC NEW                       x                   4     20,429         0    13,053
DEUTSCHE TELEKOM AG                         x                   3        375         0         0
DEUTSCHE TELEKOM AG                         x                              0       830         0
DEUTSCHE TELEKOM AG                         x                   5       2690         0         0
DEUTSCHE TELEKOM AG                         x                   2     15,820         0         0
DEUTSCHE TELEKOM AG                         x                   5          0     18680         0
DEUTSCHE TELEKOM AG                         x                   3     21,400         0         0
DEVELOPERS DIVERSIFIED RLTY                 x                   4         83         0         0
DEVELOPERS DIVERSIFIED RLTY                 x                   7     12,900         0         0
DEVON ENERGY CORP NEW                       x                   5        275         0         0
DEVON ENERGY CORP NEW                       x                   5          0       540         0
DEVON ENERGY CORP NEW                       x                          5,637         0         0
DEVON ENERGY CORP NEW                       x                   3      5,727         0     1,406
DEVON ENERGY CORP NEW                       x                   4        200         0     7,898
DEVON ENERGY CORP NEW                       x                   3     23,450         0         0
DEVON ENERGY CORP NEW                       x                   7     73,208         0         0
DIAGEO P L C                                x                   5        510         0         0
DIAGEO P L C                                x                   5          0       940         0
DIAGEO P L C                                x                   2      3,585         0         0
DIAGEO P L C                                x                   4      1,267         0    15,090
DIAGNOSTIC PRODS CORP                       x                   4         75         0    12,054
DIAMOND OFFSHORE DRILLING IN                x                   2         20         0         0
DIAMOND OFFSHORE DRILLING IN                x                            100         0         0
DIAMOND OFFSHORE DRILLING IN                x                   4          0         0       107
DIAMOND OFFSHORE DRILLING IN                x                   3      1,150         0         0
DIAMOND OFFSHORE DRILLING IN                x                   4      3,000         0         0
DIAMOND OFFSHORE DRILLING IN                x                   3      3,000         0         0
DIAMOND OFFSHORE DRILLING IN                x                   7      6,510         0         0
DIAMONDS TR                                 x                   4          0         0       184
DIAMONDS TR                                 x                   5       1110         0         0
DIAMONDS TR                                 x                   2      1,533         0         0
DIAMONDS TR                                 x                          4,608         0         0
DIAMONDS TR                                 x                          4,800         0         0
DIAMONDS TR                                 x                   3      6,880         0         0
DIAMONDS TR                                 x                         21,500         0         0
DIAMONDS TR                                 x                   3     88,337         0         0
DIEBOLD INC                                 x                   2      7,740         0         0
DIEBOLD INC                                 x                   7     10,060         0         0
DIME CMNTY BANCSHARES                       x                   4          0   311,614         0
DIONEX CORP                                 x                   4      4,000         0         0
DIRECTV GROUP INC                           x                   4          2         0         0
DIRECTV GROUP INC                           x                   2      5,555         0         0
DIRECTV GROUP INC                           x                   7    123,096         0         0
DISNEY WALT CO                              x                   1        200         0         0
DISNEY WALT CO                              x                   3        270         0         0
DISNEY WALT CO                              x                   3        980         0         0
DISNEY WALT CO                              x                          2,000         0         0
DISNEY WALT CO                              x                          3,000         0         0
DISNEY WALT CO                              x                          3,000       590         0
DISNEY WALT CO                              x                   3      5,980         0         0
DISNEY WALT CO                              x                   5      9,600         0         0
DISNEY WALT CO                              x                   5      10370         0         0
DISNEY WALT CO                              x                   5          0     13200         0
DISNEY WALT CO                              x                   3     18,281         0         1
DISNEY WALT CO                              x                   2     24,499         0         0
DISNEY WALT CO                              x                         29,400         0         0
DISNEY WALT CO                              x                   5          0    32,200         0
DISNEY WALT CO                              x                   3     32,620         0         0
DISNEY WALT CO                              x                   4     69,366    12,900    17,000
DISNEY WALT CO                              x                   4    118,218         0    10,941
DISNEY WALT CO                              x                   3    150,838         0    29,967
DISNEY WALT CO                              x                   7    396,026         0         0
DISCOVERY HOLDING CO                        x                   4          0         0         4
DISCOVERY HOLDING CO                        x                              0        28         0
DISCOVERY HOLDING CO                        x                   3         61         0         0
DISCOVERY HOLDING CO                        x                   4          0         0       936
DISCOVERY HOLDING CO                        x                   7     33,413         0         0
DR REDDYS LABS LTD                          x                   2        270         0         0
DR REDDYS LABS LTD                          x                   6  1,539,200         0         0
DOLLAR GEN CORP                             x                   3      3,700         0         0
DOLLAR GEN CORP                             x                         10,482         0         0
DOLLAR GEN CORP                             x                   2     20,185         0         0
DOLLAR GEN CORP                             x                   7     47,172         0         0
DOLLAR TREE STORES INC                      x                          9,600         0         0
DOLLAR TREE STORES INC                      x                   7     10,640         0         0
DOLLAR TREE STORES INC                      x                   2     22,715         0         0
DOLLAR TREE STORES INC                      x                   3    174,060         0         0
DOMINION RES INC VA NEW                     x                   2         30         0         0
DOMINION RES INC VA NEW                     x                   5          0       150         0
DOMINION RES INC VA NEW                     x                   3        260         0         0
DOMINION RES INC VA NEW                     x                   3        293         0         0
DOMINION RES INC VA NEW                     x                   4        500         0         0
DOMINION RES INC VA NEW                     x                   3      4,217         0         0
DOMINION RES INC VA NEW                     x                   3      5,853         0         0
DOMINION RES INC VA NEW                     x                   4      4,349         0     2,362
DOMINION RES INC VA NEW                     x                   7     64,173         0         0
DONNELLEY R R & SONS CO                     x                              0        55         0
DONNELLEY R R & SONS CO                     x                   5        130         0         0
DONNELLEY R R & SONS CO                     x                   5          0       267         0
DONNELLEY R R & SONS CO                     x                   4        280         0       280
DONNELLEY R R & SONS CO                     x                   3      2,400         0         0
DONNELLEY R R & SONS CO                     x                   3     10,000         0         0
DONNELLEY R R & SONS CO                     x                   7     45,337         0         0
DOVER CORP                                  x                   3        300         0         0
DOVER CORP                                  x                   5          0     1,020         0
DOVER CORP                                  x                   4      3,600         0         0
DOVER CORP                                  x                   4      2,500         0     4,800
DOVER CORP                                  x                   7     31,519         0         0
DOW CHEM CO                                 x                              0       130         0
DOW CHEM CO                                 x                   2        150         0         0
DOW CHEM CO                                 x                   5        270         0         0
DOW CHEM CO                                 x                   3        504         0         0
DOW CHEM CO                                 x                   5          0       700         0
DOW CHEM CO                                 x                   3      2,550         0         0
DOW CHEM CO                                 x                   3      3,000         0         0
DOW CHEM CO                                 x                   2      3,500         0         0
DOW CHEM CO                                 x                   3      6,077         0         0
DOW CHEM CO                                 x                          6,311         0         0
DOW CHEM CO                                 x                   3     16,680         0         0
DOW CHEM CO                                 x                   4     77,247    16,372    33,905
DOW CHEM CO                                 x                   3    135,341         0     1,559
DOW CHEM CO                                 x                   7    177,945         0         0
DOW CHEM CO                                 x                   4    267,359       450    19,802
DOW JONES & CO INC                          x                   4        350         0         0
DOW JONES & CO INC                          x                   3      1,000         0         0
DOW JONES & CO INC                          x                   7      7,075         0         0
DRDGOLD LTD                                 x                   3    180,000         0         0
DRDGOLD LTD                                 x                   3          0         0   350,000
DU PONT E I DE NEMOURS & CO                 x                   1        240         0         0
DU PONT E I DE NEMOURS & CO                 x                   3      2,100         0         0
DU PONT E I DE NEMOURS & CO                 x                   5      2,300         0         0
DU PONT E I DE NEMOURS & CO                 x                   2      2,530         0         0
DU PONT E I DE NEMOURS & CO                 x                   3      4,180         0         0
DU PONT E I DE NEMOURS & CO                 x                   5          0      5969         0
DU PONT E I DE NEMOURS & CO                 x                          9,157         0         0
DU PONT E I DE NEMOURS & CO                 x                         10,500         0         0
DU PONT E I DE NEMOURS & CO                 x                         14,625         0         0
DU PONT E I DE NEMOURS & CO                 x                   2     19,200         0         0
DU PONT E I DE NEMOURS & CO                 x                   3     28,270         0        62
DU PONT E I DE NEMOURS & CO                 x                   5      28510         0         0
DU PONT E I DE NEMOURS & CO                 x                   3     34,163         0         0
DU PONT E I DE NEMOURS & CO                 x                   4     47,235    17,100    16,400
DU PONT E I DE NEMOURS & CO                 x                   4     95,621         0       502
DU PONT E I DE NEMOURS & CO                 x                   3    116,205         0         0
DU PONT E I DE NEMOURS & CO                 x                   7    184,120         0         0
DUKE ENERGY CORP                            x                   4        400         0         0
DUKE ENERGY CORP                            x                   2        900         0         0
DUKE ENERGY CORP                            x                   4      1,100         0       400
DUKE ENERGY CORP                            x                   2      1,550         0         0
DUKE ENERGY CORP                            x                   3      4,040         0         0
DUKE ENERGY CORP                            x                   6      4,100         0         0
DUKE ENERGY CORP                            x                   3      4,560         0         0
DUKE ENERGY CORP                            x                   2      5,015         0         0
DUKE ENERGY CORP                            x                   5       5130         0         0
DUKE ENERGY CORP                            x                   3     20,000         0         0
DUKE ENERGY CORP                            x                   3     65,542         0         0
DUKE ENERGY CORP                            x                   7    178,380         0         0
DUKE ENERGY CORP                            x                   3  4,000,000         0         0
DUKE REALTY CORP                            x                              0       195         0
DUKE REALTY CORP                            x                   5        465         0         0
DUKE REALTY CORP                            x                   4      1,000         0       400
DUKE REALTY CORP                            x                   7     18,560         0         0
DUN & BRADSTREET CORP DEL NE                x                   5         90         0         0
DUN & BRADSTREET CORP DEL NE                x                   4        200         0         0
DUN & BRADSTREET CORP DEL NE                x                   3        200         0         0
DUN & BRADSTREET CORP DEL NE                x                   3        450         0         0
DUN & BRADSTREET CORP DEL NE                x                   4        750         0         0
DUN & BRADSTREET CORP DEL NE                x                   7      9,330         0         0
DURATEK INC                                 x                          3,720         0         0
DURATEK INC                                 x                         23,402         0         0
DYNEGY INC NEW                              x                   5        820         0         0
DYNEGY INC NEW                              x                   2      1,360         0         0
DYNEGY INC NEW                              x                   3      4,000         0         0
DYNEGY INC NEW                              x                   7     12,300         0         0
DYNEGY INC NEW                              x                   4     19,009         0     2,000
DYNEGY INC NEW                              x                   4    974,069         0    20,711
E M C CORP MASS                             x                   1        210         0         0
E M C CORP MASS                             x                   2        300         0         0
E M C CORP MASS                             x                   6      1,400         0         0
E M C CORP MASS                             x                   3      1,400         0         0
E M C CORP MASS                             x                          2,000         0         0
E M C CORP MASS                             x                          2,900         0         0
E M C CORP MASS                             x                   5          0      3600         0
E M C CORP MASS                             x                   2      6,965         0         0
E M C CORP MASS                             x                   5          0     7,500         0
E M C CORP MASS                             x                   3     17,000         0     3,025
E M C CORP MASS                             x                         25,343         0         0
E M C CORP MASS                             x                   4     50,762       750    26,950
E M C CORP MASS                             x                   3    100,100         0         0
E M C CORP MASS                             x                   3    126,902         0     6,092
E M C CORP MASS                             x                   5     147110         0         0
E M C CORP MASS                             x                   7    500,556         0         0
E M C CORP MASS                             x                   4    586,771         0    61,962
ENSCO INTL INC                              x                   2         30         0         0
ENSCO INTL INC                              x                   4          0         0       163
ENSCO INTL INC                              x                   6      1,000         0         0
ENSCO INTL INC                              x                          1,828         0         0
ENSCO INTL INC                              x                          1,900         0         0
ENSCO INTL INC                              x                   5       2350         0         0
ENSCO INTL INC                              x                   3      2,910         0         0
ENSCO INTL INC                              x                   3      6,031         0         0
ENSCO INTL INC                              x                   7     16,700         0         0
ENSCO INTL INC                              x                   3     59,000         0         0
ENSCO INTL INC                              x                   3    173,452         0         0
ENI S P A                                   x                   5          0       250         0
ENI S P A                                   x                   5        477         0         0
ENI S P A                                   x                   2      3,836         0         0
ENI S P A                                   x                   2      9,997         0         0
ENI S P A                                   x                   4         75         0    19,498
ENI S P A                                   x                         22,500         0         0
EOG RES INC                                 x                   5        215         0         0
EOG RES INC                                 x                   5          0       565         0
EOG RES INC                                 x                   3      1,200         0         0
EOG RES INC                                 x                          2,567         0         0
EOG RES INC                                 x                   4        600         0     3,631
EOG RES INC                                 x                         11,200         0         0
EOG RES INC                                 x                   3     16,285         0         0
EOG RES INC                                 x                   7     40,382         0         0
EOG RES INC                                 x                   3    112,600         0         0
EOG RES INC                                 x                   3    179,600         0         0
E ON AG                                     x                   2      1,600         0         0
E ON AG                                     x                   2     18,930         0         0
E ON AG                                     x                   3  5,000,000         0         0
EPIQ SYS INC                                x                   4        131         0    21,525
E TRADE FINANCIAL CORP                      x                   2        500         0         0
E TRADE FINANCIAL CORP                      x                   4          0         0     8,752
E TRADE FINANCIAL CORP                      x                   5          0     13600         0
E TRADE FINANCIAL CORP                      x                   7     72,230         0         0
EASTERN CO                                  x                   4          0    16,750         0
EASTMAN CHEM CO                             x                   5          0       202         0
EASTMAN CHEM CO                             x                   3        400         0         0
EASTMAN CHEM CO                             x                   4      6,130       175        56
EASTMAN CHEM CO                             x                   4      4,034         0     8,343
EASTMAN CHEM CO                             x                   7     16,462         0         0
EASTMAN KODAK CO                            x                   3        300         0         0
EASTMAN KODAK CO                            x                   5        660         0         0
EASTMAN KODAK CO                            x                   3          0         0     1,000
EASTMAN KODAK CO                            x                   5          0      1690         0
EASTMAN KODAK CO                            x                   3        400         0     1,600
EASTMAN KODAK CO                            x                   4      3,707         0         0
EASTMAN KODAK CO                            x                   2      6,415         0         0
EASTMAN KODAK CO                            x                   4      1,150         0    21,933
EASTMAN KODAK CO                            x                   7     50,156         0         0
EATON CORP                                  x                   2         25         0         0
EATON CORP                                  x                   3        950         0         0
EATON CORP                                  x                   4      1,050         0         0
EATON CORP                                  x                   5          0     1,800         0
EATON CORP                                  x                   5       2905         0         0
EATON CORP                                  x                   3      8,930         0         0
EATON CORP                                  x                   2      9,900         0         0
EATON CORP                                  x                   3     14,095         0         0
EATON CORP                                  x                   4     18,198         0       975
EATON CORP                                  x                   7     27,247         0         0
EBAY INC                                    x                   2        920         0         0
EBAY INC                                    x                   5          0     1,200         0
EBAY INC                                    x                          1,600         0         0
EBAY INC                                    x                          2,395         0         0
EBAY INC                                    x                   5          0      5654         0
EBAY INC                                    x                   3      8,600         0         0
EBAY INC                                    x                   3     11,406         0     3,600
EBAY INC                                    x                   5      19550         0         0
EBAY INC                                    x                   4         64         0    27,083
EBAY INC                                    x                   3     71,930         0         0
EBAY INC                                    x                   7    241,329         0         0
ECHOSTAR COMMUNICATIONS NEW                 x                   4         71         0       475
ECHOSTAR COMMUNICATIONS NEW                 x                   7     34,211         0         0
ECOLAB INC                                  x                   5        300         0         0
ECOLAB INC                                  x                   4     25,790     6,300     1,000
ECOLAB INC                                  x                   7     44,572         0         0
ECOLAB INC                                  x                   4     22,475       120    30,577
EDISON INTL                                 x                   4          0         0       584
EDISON INTL                                 x                   3      3,800         0         0
EDISON INTL                                 x                   3     36,103         0         0
EDISON INTL                                 x                   3     51,700         0         0
EDISON INTL                                 x                   7     60,731         0         0
EDUCATION MGMT CORP                         x                          2,500         0         0
EDUCATION MGMT CORP                         x                         27,000         0         0
EDWARDS AG INC                              x                   7      7,370         0         0
EDWARDS LIFESCIENCES CORP                   x                   4      1,500     3,500         0
EL PASO CORP                                x                   3        150         0         0
EL PASO CORP                                x                   5       1430         0         0
EL PASO CORP                                x                   3      1,490         0         0
EL PASO CORP                                x                   5          0      2330         0
EL PASO CORP                                x                   4      2,450         0         0
EL PASO CORP                                x                   3      3,100         0         0
EL PASO CORP                                x                   2     11,577         0         0
EL PASO CORP                                x                         20,000         0         0
EL PASO CORP                                x                   7    104,565         0         0
ELDORADO GOLD CORP NEW                      x                   2     22,000         0         0
ELECTRONIC ARTS INC                         x                   3          0         0       265
ELECTRONIC ARTS INC                         x                   5        360         0         0
ELECTRONIC ARTS INC                         x                   5       1120         0         0
ELECTRONIC ARTS INC                         x                   5          0     1,300         0
ELECTRONIC ARTS INC                         x                   2      1,570         0         0
ELECTRONIC ARTS INC                         x                          5,000       140         0
ELECTRONIC ARTS INC                         x                   4      5,284     1,500         0
ELECTRONIC ARTS INC                         x                   5          0     14603         0
ELECTRONIC ARTS INC                         x                   7     69,212         0         0
ELECTRONIC ARTS INC                         x                   4     71,905         0    17,597
ELECTRONIC DATA SYS NEW                     x                   1        210         0         0
ELECTRONIC DATA SYS NEW                     x                   5        425         0         0
ELECTRONIC DATA SYS NEW                     x                   5          0      1490         0
ELECTRONIC DATA SYS NEW                     x                          4,117         0         0
ELECTRONIC DATA SYS NEW                     x                   2      6,592         0         0
ELECTRONIC DATA SYS NEW                     x                   3      8,500         0         0
ELECTRONIC DATA SYS NEW                     x                   4          0         0    10,549
ELECTRONIC DATA SYS NEW                     x                   5          0    11,000         0
ELECTRONIC DATA SYS NEW                     x                   7     97,966         0         0
ELITE PHARMACEUTICALS INC                   x                   2     52,400         0         0
EMBRAER-EMPRESA BRASILEIRA D                x                   3          0         0    30,600
EMDEON CORP                                 x                   2         46         0         0
EMDEON CORP                                 x                   2        300         0         0
EMDEON CORP                                 x                          4,606         0         0
EMDEON CORP                                 x                   4      4,750         0         0
EMDEON CORP                                 x                   7     29,390         0         0
EMERSON ELEC CO                             x                   5          0     1,300         0
EMERSON ELEC CO                             x                   5      1,500         0         0
EMERSON ELEC CO                             x                   5          0     2,700         0
EMERSON ELEC CO                             x                   2      8,307         0         0
EMERSON ELEC CO                             x                   5      10400         0         0
EMERSON ELEC CO                             x                   3     10,821         0         0
EMERSON ELEC CO                             x                   3     14,438         0         0
EMERSON ELEC CO                             x                   4     20,010         0       800
EMERSON ELEC CO                             x                   4     31,656        60         0
EMERSON ELEC CO                             x                   7     81,799         0         0
EMPRESA NACIONAL DE ELCTRCID                x                   7     35,400         0         0
ENCANA CORP                                 x                   4        200         0         0
ENCANA CORP                                 x                   2        400         0         0
ENCANA CORP                                 x                   5          0     1,000         0
ENCANA CORP                                 x                   3      1,500         0         0
ENCANA CORP                                 x                          3,000         0         0
ENCANA CORP                                 x                          3,400         0         0
ENCANA CORP                                 x                   5      13551         0         0
ENCANA CORP                                 x                   2    154,750         0         0
ENCANA CORP                                 x                   3    267,995         0         0
ENBRIDGE INC                                x                   2    352,709         0         0
ENBRIDGE ENERGY MANAGEMENT L                x                          5,585         0         0
ENDESA S A                                  x                   2     23,013         0         0
ENDESA S A                                  x                   3    618,100         0         0
ENERGY CONVERSION DEVICES IN                x                   5          0    20,100         0
ENERGY EAST CORP                            x                   4     11,241         0     1,000
ENERGY EAST CORP                            x                   7     14,610         0         0
ENERGIZER HLDGS INC                         x                   7     10,390         0         0
ENERPLUS RES FD                             x                   3      2,000         0         0
ENERPLUS RES FD                             x                   2    157,370         0         0
ENGELHARD CORP                              x                          3,000         0         0
ENGELHARD CORP                              x                   7     17,010         0         0
ENGELHARD CORP                              x                         30,500         0         0
ENTERGY CORP NEW                            x                   2         25         0         0
ENTERGY CORP NEW                            x                   3      2,082         0         0
ENTERGY CORP NEW                            x                   7     38,281         0         0
ENTERTAINMENT PPTYS TR                      x                   4          0         0    10,598
EQUIFAX INC                                 x                            900         0         0
EQUIFAX INC                                 x                   3      1,400         0         0
EQUIFAX INC                                 x                   3      6,578         0         0
EQUIFAX INC                                 x                   7     27,158         0         0
EQUITABLE RES INC                           x                          5,234         0         0
EQUITABLE RES INC                           x                   7     11,600         0         0
EQUITY OFFICE PROPERTIES TRU                x                   3      8,350         0         0
EQUITY OFFICE PROPERTIES TRU                x                   5      14000         0         0
EQUITY OFFICE PROPERTIES TRU                x                   7     65,726         0         0
EQUITY RESIDENTIAL                          x                   4      1,000         0         0
EQUITY RESIDENTIAL                          x                   7     58,125         0         0
ERICSSON L M TEL CO                         x                   5        400         0         0
ERICSSON L M TEL CO                         x                          2,000         0         0
ERICSSON L M TEL CO                         x                   2      3,385         0         0
ERICSSON L M TEL CO                         x                   4      3,545         0     1,049
ERICSSON L M TEL CO                         x                   3      5,000         0         0
ERICSSON L M TEL CO                         x                   5      6,700         0         0
ERICSSON L M TEL CO                         x                   3          0         0    12,650
ERICSSON L M TEL CO                         x                         29,100         0         0
ETABLISSEMENTS DELHAIZE FRER                x                   5        333         0         0
ETABLISSEMENTS DELHAIZE FRER                x                   2      1,250         0         0
ETABLISSEMENTS DELHAIZE FRER                x                   4      5,851         0         0
EUROZINC MNG CORP                           x                   2    822,266         0         0
EVERGREEN SOLAR INC                         x                   4      1,000         0         0
EVERGREEN SOLAR INC                         x                   3     35,000         0         0
EXELON CORP                                 x                   2         75         0         0
EXELON CORP                                 x                            600         0         0
EXELON CORP                                 x                   3     13,235         0         0
EXELON CORP                                 x                   2     18,300         0         0
EXELON CORP                                 x                   6     21,585         0         0
EXELON CORP                                 x                   3     46,000         0         0
EXELON CORP                                 x                   3     50,842         0         0
EXELON CORP                                 x                   3     50,986         0     4,280
EXELON CORP                                 x                   4     42,307     2,864    15,200
EXELON CORP                                 x                   4    112,415         0    10,445
EXELON CORP                                 x                   7    126,670         0         0
EXPEDIA INC DEL                             x                   2        135         0         0
EXPEDIA INC DEL                             x                              0       322         0
EXPEDIA INC DEL                             x                   5        700         0         0
EXPEDIA INC DEL                             x                   4      1,665         0         0
EXPEDIA INC DEL                             x                   7     44,418         0         0
EXPEDIA INC DEL                             x                   3    135,000         0         0
EXPEDITORS INTL WASH INC                    x                   5        115         0         0
EXPEDITORS INTL WASH INC                    x                   5          0      2950         0
EXPEDITORS INTL WASH INC                    x                          4,000         0         0
EXPEDITORS INTL WASH INC                    x                   4         53         0    11,914
EXPEDITORS INTL WASH INC                    x                   7     13,390         0         0
EXPRESS SCRIPTS INC                         x                   3      1,800         0         0
EXPRESS SCRIPTS INC                         x                   4          0         0     1,869
EXPRESS SCRIPTS INC                         x                   7     29,736         0         0
EXPRESSJET HOLDINGS INC                     x                         15,000         0         0
EXXON MOBIL CORP                            x                   6        259         0         0
EXXON MOBIL CORP                            x                   3        300         0         0
EXXON MOBIL CORP                            x                   1        290         0         0
EXXON MOBIL CORP                            x                   5          0       602         0
EXXON MOBIL CORP                            x                   2      1,950         0         0
EXXON MOBIL CORP                            x                   5      2,734         0         0
EXXON MOBIL CORP                            x                          2,820        40         0
EXXON MOBIL CORP                            x                          3,000         0         0
EXXON MOBIL CORP                            x                          4,267         0         0
EXXON MOBIL CORP                            x                   5      5,200         0         0
EXXON MOBIL CORP                            x                   2     18,235         0         0
EXXON MOBIL CORP                            x                   5      19758         0         0
EXXON MOBIL CORP                            x                   3     20,360         0         0
EXXON MOBIL CORP                            x                   3     21,130         0         0
EXXON MOBIL CORP                            x                   3     28,800         0         0
EXXON MOBIL CORP                            x                         40,500         0         0
EXXON MOBIL CORP                            x                   3     42,874         0         0
EXXON MOBIL CORP                            x                         54,000         0         0
EXXON MOBIL CORP                            x                   3     61,006         0         0
EXXON MOBIL CORP                            x                   3     65,829         0     1,720
EXXON MOBIL CORP                            x                   3     84,754         0         0
EXXON MOBIL CORP                            x                   3    504,815         0    11,290
EXXON MOBIL CORP                            x                   4    628,548     5,520    47,869
EXXON MOBIL CORP                            x                   4    518,988    88,810   157,821
EXXON MOBIL CORP                            x                   7  1,156,108         0         0
FPL GROUP INC                               x                   2        600         0         0
FPL GROUP INC                               x                   5          0       774         0
FPL GROUP INC                               x                   5          0      1400         0
FPL GROUP INC                               x                   3      5,782         0         0
FPL GROUP INC                               x                   4      4,240         0     5,635
FPL GROUP INC                               x                   4      6,400     1,200    12,800
FPL GROUP INC                               x                   7     70,146         0         0
FACTSET RESH SYS INC                        x                   4          0         0    15,187
FAIR ISAAC CORP                             x                   3        500         0         0
FAIR ISAAC CORP                             x                          4,435         0         0
FAIR ISAAC CORP                             x                   7      7,260         0         0
FAIRFAX FINL HLDGS LTD                      x                   5        125         0         0
FAIRFAX FINL HLDGS LTD                      x                            600         0         0
FAIRFAX FINL HLDGS LTD                      x                   5          0      1100         0
FAIRFAX FINL HLDGS LTD                      x                   2      6,990         0         0
FAIRMONT HOTELS RESORTS INC                 x                   5        793         0         0
FAIRMONT HOTELS RESORTS INC                 x                   2      4,125         0         0
FALCONBRIDGE LTD NEW 2005                   x                   4          0         0         2
FALCONBRIDGE LTD NEW 2005                   x                   3      1,000         0         0
FALCONBRIDGE LTD NEW 2005                   x                   2     41,807         0         0
FAMILY DLR STORES INC                       x                   5          0       930         0
FAMILY DLR STORES INC                       x                   5       3790         0         0
FAMILY DLR STORES INC                       x                   7     25,791         0         0
FARGO ELECTRONICS INC                       x                   4          0         0    15,589
FASTENAL CO                                 x                   7     14,220         0         0
FEDERAL HOME LN MTG CORP                    x                   3        200         0         0
FEDERAL HOME LN MTG CORP                    x                   3        240         0         0
FEDERAL HOME LN MTG CORP                    x                   5        635         0         0
FEDERAL HOME LN MTG CORP                    x                   5          0     1,060         0
FEDERAL HOME LN MTG CORP                    x                          2,000       100         0
FEDERAL HOME LN MTG CORP                    x                   2      3,510         0         0
FEDERAL HOME LN MTG CORP                    x                   4      2,848       400       800
FEDERAL HOME LN MTG CORP                    x                   3      5,300         0         0
FEDERAL HOME LN MTG CORP                    x                   5          0     7,500         0
FEDERAL HOME LN MTG CORP                    x                   5          0     11000         0
FEDERAL HOME LN MTG CORP                    x                   3     11,464         0         0
FEDERAL HOME LN MTG CORP                    x                   3     41,370         0         0
FEDERAL HOME LN MTG CORP                    x                   4     83,074         0    23,165
FEDERAL HOME LN MTG CORP                    x                   7    132,982         0         0
FEDERAL NATL MTG ASSN                       x                             14         0         0
FEDERAL NATL MTG ASSN                       x                   2        100         0         0
FEDERAL NATL MTG ASSN                       x                              0       110         0
FEDERAL NATL MTG ASSN                       x                   3        260         0         0
FEDERAL NATL MTG ASSN                       x                   5        340         0         0
FEDERAL NATL MTG ASSN                       x                   3      1,410         0         0
FEDERAL NATL MTG ASSN                       x                   3      3,000         0         0
FEDERAL NATL MTG ASSN                       x                   3      5,300         0         0
FEDERAL NATL MTG ASSN                       x                   4      8,020       570     3,150
FEDERAL NATL MTG ASSN                       x                   2     12,701         0         0
FEDERAL NATL MTG ASSN                       x                   3     14,167         0         0
FEDERAL NATL MTG ASSN                       x                   5          0    15,400         0
FEDERAL NATL MTG ASSN                       x                   4     12,131         0    26,099
FEDERAL NATL MTG ASSN                       x                   7    185,185         0         0
FEDERAL NATL MTG ASSN                       x                   3 12,003,700         0         0
FEDERATED DEPT STORES INC DE                x                   5          0       122         0
FEDERATED DEPT STORES INC DE                x                   3          0         0     1,395
FEDERATED DEPT STORES INC DE                x                   4          0         0     6,032
FEDERATED DEPT STORES INC DE                x                   3     12,900         0         0
FEDERATED DEPT STORES INC DE                x                   7     49,988         0         0
FEDERATED INVS INC PA                       x                   3          0         0     1,400
FEDERATED INVS INC PA                       x                   7     11,711         0         0
FEDEX CORP                                  x                   4        100         0         0
FEDEX CORP                                  x                   3        360         0         0
FEDEX CORP                                  x                   2        375         0         0
FEDEX CORP                                  x                   5        400         0         0
FEDEX CORP                                  x                   3        600         0         0
FEDEX CORP                                  x                          1,700         0         0
FEDEX CORP                                  x                   3      2,794         0         0
FEDEX CORP                                  x                   3     11,570         0         0
FEDEX CORP                                  x                   3     19,300         0       800
FEDEX CORP                                  x                   7     57,403         0         0
FIDELITY NATL INFORMATION SV                x                   7     12,470         0         0
FIDELITY NATL FINL INC                      x                   3      2,500         0         0
FIDELITY NATL FINL INC                      x                   7     26,431         0         0
FIFTH THIRD BANCORP                         x                   5        365         0         0
FIFTH THIRD BANCORP                         x                   5          0      1105         0
FIFTH THIRD BANCORP                         x                   4      1,540         0         0
FIFTH THIRD BANCORP                         x                   3      5,500         0         0
FIFTH THIRD BANCORP                         x                   2      7,550         0         0
FIFTH THIRD BANCORP                         x                   7     97,263         0         0
FIRST AMERN CORP CALIF                      x                   3        370         0         0
FIRST AMERN CORP CALIF                      x                   7     11,940         0         0
FIRST DATA CORP                             x                   5        940         0         0
FIRST DATA CORP                             x                   2        970         0         0
FIRST DATA CORP                             x                          3,620         0         0
FIRST DATA CORP                             x                   5       3864         0         0
FIRST DATA CORP                             x                          4,200         0         0
FIRST DATA CORP                             x                   3      7,244         0         0
FIRST DATA CORP                             x                   3      7,700         0         0
FIRST DATA CORP                             x                   4      8,291       857     1,100
FIRST DATA CORP                             x                   3      8,372         0     2,700
FIRST DATA CORP                             x                   4     22,907         0       632
FIRST DATA CORP                             x                   3     29,920         0         0
FIRST DATA CORP                             x                   3     50,455         0         0
FIRST DATA CORP                             x                   7    139,070         0         0
FIRST HORIZON NATL CORP                     x                   4      4,860         0         0
FIRST HORIZON NATL CORP                     x                   4      5,800         0       400
FIRST HORIZON NATL CORP                     x                   7     22,753         0         0
FIRST HORIZON NATL CORP                     x                   3    360,000         0         0
FIRST MARBLEHEAD CORP                       x                   5        139         0         0
FIRST MARBLEHEAD CORP                       x                   3        400         0         0
FIRST MARBLEHEAD CORP                       x                          1,500         0         0
FIRST MARBLEHEAD CORP                       x                   7      2,800         0         0
FIRST MARBLEHEAD CORP                       x                   2      3,475         0         0
FIRST MARBLEHEAD CORP                       x                   4     11,725         0         0
FISERV INC                                  x                   5          0     1,600         0
FISERV INC                                  x                   3          0         0     3,300
FISERV INC                                  x                   4          0         0     6,680
FISERV INC                                  x                   2     17,095         0         0
FISERV INC                                  x                   3     27,543         0         0
FISERV INC                                  x                   7     36,354         0         0
FIRSTENERGY CORP                            x                   4        319         0         0
FIRSTENERGY CORP                            x                   4        499         0         0
FIRSTENERGY CORP                            x                   3      3,300         0         0
FIRSTENERGY CORP                            x                   7     61,577         0         0
FISHER SCIENTIFIC INTL INC                  x                            966         0         0
FISHER SCIENTIFIC INTL INC                  x                              0     1,000         0
FISHER SCIENTIFIC INTL INC                  x                   3      1,150         0         0
FISHER SCIENTIFIC INTL INC                  x                   5       1500         0         0
FISHER SCIENTIFIC INTL INC                  x                   4          0         0     1,906
FISHER SCIENTIFIC INTL INC                  x                   3      2,200         0         0
FISHER SCIENTIFIC INTL INC                  x                          2,700         0         0
FISHER SCIENTIFIC INTL INC                  x                   2     20,215         0         0
FISHER SCIENTIFIC INTL INC                  x                   6     20,236         0         0
FISHER SCIENTIFIC INTL INC                  x                   7     31,478         0         0
FISHER SCIENTIFIC INTL INC                  x                   3     53,760         0         0
FISHER SCIENTIFIC INTL INC                  x                   3    129,288         0         0
FLEXIBLE SOLUTIONS INTL INC                 x                   3    103,500         0         0
FLUOR CORP NEW                              x                   4        200         0         0
FLUOR CORP NEW                              x                   4        300         0         0
FLUOR CORP NEW                              x                   2        460         0         0
FLUOR CORP NEW                              x                   5      1,800         0         0
FLUOR CORP NEW                              x                   5       3200         0         0
FLUOR CORP NEW                              x                   7     12,830         0         0
FLOWERS FOODS INC                           x                              0       177         0
FLOWERS FOODS INC                           x                   3      3,000         0         0
FLOWERS FOODS INC                           x                          8,100         0         0
FLUSHING FINL CORP                          x                   4          0   391,818         0
FOOT LOCKER INC                             x                   5          0       439         0
FOOT LOCKER INC                             x                   4      1,601         0         0
FOOT LOCKER INC                             x                   7     17,200         0         0
FORD MTR CO DEL                             x                   4        100         0         0
FORD MTR CO DEL                             x                   3          0         0     1,000
FORD MTR CO DEL                             x                   3      1,860         0         0
FORD MTR CO DEL                             x                   5     10,000         0         0
FORD MTR CO DEL                             x                   5      27730         0         0
FORD MTR CO DEL                             x                   2     29,814         0         0
FORD MTR CO DEL                             x                   5          0     33435         0
FORD MTR CO DEL                             x                   3     35,400         0         0
FORD MTR CO DEL                             x                   7    327,622         0         0
FORD MTR CO DEL                             x                   3 16,000,000         0         0
FORDING CDN COAL TR                         x                   3          0         0        66
FORDING CDN COAL TR                         x                   5        405         0         0
FORDING CDN COAL TR                         x                   3      2,000         0         0
FORDING CDN COAL TR                         x                   2     17,383         0         0
FOREST CITY ENTERPRISES INC                 x                   7      8,100         0         0
FOREST LABS INC                             x                              0        60         0
FOREST LABS INC                             x                   5          0     1,900         0
FOREST LABS INC                             x                   3      3,600         0         0
FOREST LABS INC                             x                   7     58,058         0         0
FORTUNE BRANDS INC                          x                   4        300         0        30
FORTUNE BRANDS INC                          x                   3      2,796         0         0
FORTUNE BRANDS INC                          x                   4      2,055     1,400         0
FORTUNE BRANDS INC                          x                   7     25,689         0         0
FRANCE TELECOM                              x                              0       460         0
FRANCE TELECOM                              x                   5        540         0         0
FRANCE TELECOM                              x                   2     10,140         0         0
FRANCE TELECOM                              x                   5          0     11080         0
FRANKLIN ELEC INC                           x                   4          0         0     7,267
FRANKLIN RES INC                            x                   5        105         0         0
FRANKLIN RES INC                            x                   6        350         0         0
FRANKLIN RES INC                            x                   5          0     2,200         0
FRANKLIN RES INC                            x                   4         40         0     9,195
FRANKLIN RES INC                            x                   3     30,987         0         0
FRANKLIN RES INC                            x                   7     32,591         0         0
FRANKLIN RES INC                            x                   5      10000         0         0
FREEPORT-MCMORAN COPPER & GO                x                            300         0         0
FREEPORT-MCMORAN COPPER & GO                x                   2        415         0         0
FREEPORT-MCMORAN COPPER & GO                x                            500       160         0
FREEPORT-MCMORAN COPPER & GO                x                   4        668         0         0
FREEPORT-MCMORAN COPPER & GO                x                   3        842         0         0
FREEPORT-MCMORAN COPPER & GO                x                   3      2,800         0         0
FREEPORT-MCMORAN COPPER & GO                x                          3,700         0         0
FREEPORT-MCMORAN COPPER & GO                x                   5       7752         0         0
FREEPORT-MCMORAN COPPER & GO                x                   3     17,233         0         0
FREEPORT-MCMORAN COPPER & GO                x                   7     33,040         0         0
FREEPORT-MCMORAN COPPER & GO                x                   3    191,850         0         0
FREESCALE SEMICONDUCTOR INC                 x                              0       155         0
FREESCALE SEMICONDUCTOR INC                 x                          2,104         0         0
FREESCALE SEMICONDUCTOR INC                 x                   4          0         0     7,209
FREESCALE SEMICONDUCTOR INC                 x                   7     12,200         0         0
FREESCALE SEMICONDUCTOR INC                 x                   3         99         0         0
FREESCALE SEMICONDUCTOR INC                 x                   5        198         0         0
FREESCALE SEMICONDUCTOR INC                 x                   3        264         0         0
FREESCALE SEMICONDUCTOR INC                 x                            381         0         0
FREESCALE SEMICONDUCTOR INC                 x                   3        458         0         0
FREESCALE SEMICONDUCTOR INC                 x                   4        277         0       260
FREESCALE SEMICONDUCTOR INC                 x                   4        370       320        99
FREESCALE SEMICONDUCTOR INC                 x                   2        781         0         0
FREESCALE SEMICONDUCTOR INC                 x                   5       2650         0         0
FREESCALE SEMICONDUCTOR INC                 x                          2,700         0         0
FREESCALE SEMICONDUCTOR INC                 x                   3      7,346         0        72
FREESCALE SEMICONDUCTOR INC                 x                   7     49,138         0         0
FREESCALE SEMICONDUCTOR INC                 x                   3     88,098         0        36
FRIEDMAN BILLINGS RAMSEY GRO                x                              0       260         0
FRIEDMAN BILLINGS RAMSEY GRO                x                   2      1,500         0         0
FRIEDMAN BILLINGS RAMSEY GRO                x                   7     12,500         0         0
FRONTEER DEV GROUP INC                      x                   2      8,500         0         0
FRONTEER DEV GROUP INC                      x                         10,000         0         0
FUJI PHOTO FILM LTD                         x                   5       2249         0         0
FUJI PHOTO FILM LTD                         x                   5          0      7370         0
FUJI PHOTO FILM LTD                         x                   2     13,825         0         0
FULTON FINL CORP PA                         x                   7     18,395         0         0
GALLAGHER ARTHUR J & CO                     x                   7     11,330         0         0
GALLAHER GROUP PLC                          x                   4        300         0       628
GALLAHER GROUP PLC                          x                   4      1,100     1,500         0
GANNETT INC                                 x                   3        950         0         0
GANNETT INC                                 x                   2      1,090         0         0
GANNETT INC                                 x                   3          0         0     2,560
GANNETT INC                                 x                   4      6,350         0       800
GANNETT INC                                 x                   4     12,340         0     3,700
GANNETT INC                                 x                   3     17,600         0         0
GANNETT INC                                 x                   7     47,526         0         0
GAP INC DEL                                 x                   4        500         0         0
GAP INC DEL                                 x                   2        800         0         0
GAP INC DEL                                 x                   4      1,500       300         0
GAP INC DEL                                 x                   5       3000         0         0
GAP INC DEL                                 x                   5          0     3,220         0
GAP INC DEL                                 x                          3,661         0         0
GAP INC DEL                                 x                   5          0     4,000         0
GAP INC DEL                                 x                   3          0         0    60,000
GAP INC DEL                                 x                   7    134,039         0         0
GAMMON LAKE RES INC                         x                   2     33,916         0         0
GATEWAY INC                                 x                   1        193         0         0
GATEWAY INC                                 x                   3          0         0       500
GATEWAY INC                                 x                   2      4,900         0         0
GATEWAY INC                                 x                   5      16535         0         0
GEHL CO                                     x                   3          0         0    30,000
GENENTECH INC                               x                              0       160         0
GENENTECH INC                               x                   2        400         0         0
GENENTECH INC                               x                   5          0       634         0
GENENTECH INC                               x                   3      1,100         0         0
GENENTECH INC                               x                          1,100         0         0
GENENTECH INC                               x                   3        300         0     2,000
GENENTECH INC                               x                   5          0     3,100         0
GENENTECH INC                               x                   3      4,423         0     6,300
GENENTECH INC                               x                   5      11218         0         0
GENENTECH INC                               x                   4     36,092         0     8,956
GENENTECH INC                               x                   7     54,112         0         0
GENERAL DYNAMICS CORP                       x                   3        170         0         0
GENERAL DYNAMICS CORP                       x                   4        400         0         4
GENERAL DYNAMICS CORP                       x                   3        800         0         0
GENERAL DYNAMICS CORP                       x                   5          0     2,400         0
GENERAL DYNAMICS CORP                       x                          3,000         0         0
GENERAL DYNAMICS CORP                       x                   3      3,200         0         0
GENERAL DYNAMICS CORP                       x                   3     23,869         0         0
GENERAL DYNAMICS CORP                       x                   7     76,048         0         0
GENERAL ELECTRIC CO                         x                   1        115         0         0
GENERAL ELECTRIC CO                         x                          3,600         0         0
GENERAL ELECTRIC CO                         x                   3      4,664         0         0
GENERAL ELECTRIC CO                         x                          9,600         0         0
GENERAL ELECTRIC CO                         x                   3     12,150         0         0
GENERAL ELECTRIC CO                         x                         14,500       430         0
GENERAL ELECTRIC CO                         x                         16,612         0         0
GENERAL ELECTRIC CO                         x                   3     17,473         0         0
GENERAL ELECTRIC CO                         x                         23,188         0         0
GENERAL ELECTRIC CO                         x                   5          0     29301         0
GENERAL ELECTRIC CO                         x                   5     36,100         0         0
GENERAL ELECTRIC CO                         x                   3     40,000         0         0
GENERAL ELECTRIC CO                         x                   5          0    43,400         0
GENERAL ELECTRIC CO                         x                   3     51,072         0         0
GENERAL ELECTRIC CO                         x                         63,000         0         0
GENERAL ELECTRIC CO                         x                   3     63,730         0         0
GENERAL ELECTRIC CO                         x                   2     78,077         0         0
GENERAL ELECTRIC CO                         x                   2     85,450         0         0
GENERAL ELECTRIC CO                         x                   3     85,965         0         0
GENERAL ELECTRIC CO                         x                   3    104,090         0         0
GENERAL ELECTRIC CO                         x                   5          0   110,900         0
GENERAL ELECTRIC CO                         x                   3    119,413         0    35,871
GENERAL ELECTRIC CO                         x                   5     311550         0         0
GENERAL ELECTRIC CO                         x                   3    714,351         0         0
GENERAL ELECTRIC CO                         x                   3    839,305         0    50,871
GENERAL ELECTRIC CO                         x                   4    640,455   137,317   220,440
GENERAL ELECTRIC CO                         x                   4  1,014,952       700   115,163
GENERAL ELECTRIC CO                         x                   7  2,017,639         0         0
GENERAL GROWTH PPTYS INC                    x                   7     31,077         0         0
GENERAL MLS INC                             x                   5          0       180         0
GENERAL MLS INC                             x                   4      1,600         0         0
GENERAL MLS INC                             x                          2,400         0         0
GENERAL MLS INC                             x                   3      3,500         0         0
GENERAL MLS INC                             x                   3      6,755         0         0
GENERAL MLS INC                             x                   2      9,594         0         0
GENERAL MLS INC                             x                   3     28,800         0         0
GENERAL MLS INC                             x                   7     63,713         0         0
GENERAL MLS INC                             x                   4     90,225         0         0
GENERAL MTRS CORP                           x                   1        105         0         0
GENERAL MTRS CORP                           x                   3        175         0         0
GENERAL MTRS CORP                           x                   4        418         0         0
GENERAL MTRS CORP                           x                   5        550         0         0
GENERAL MTRS CORP                           x                   5       1425         0         0
GENERAL MTRS CORP                           x                   3      1,100         0       338
GENERAL MTRS CORP                           x                   5          0      3030         0
GENERAL MTRS CORP                           x                   4      4,780         0         0
GENERAL MTRS CORP                           x                   2      8,439         0         0
GENERAL MTRS CORP                           x                   3     49,591         0       400
GENERAL MTRS CORP                           x                   7     94,770         0         0
GENTEX CORP                                 x                   7     20,110         0         0
GENUINE PARTS CO                            x                   5          0       224         0
GENUINE PARTS CO                            x                          2,085         0         0
GENUINE PARTS CO                            x                   2     10,425         0         0
GENUINE PARTS CO                            x                   7     33,500         0         0
GENUINE PARTS CO                            x                   3     36,800         0         0
GENWORTH FINL INC                           x                   2         40         0         0
GENWORTH FINL INC                           x                          1,000         0         0
GENWORTH FINL INC                           x                   5          0     2,100         0
GENWORTH FINL INC                           x                   4          0         0     8,252
GENWORTH FINL INC                           x                   5          0     15570         0
GENWORTH FINL INC                           x                   7     84,940         0         0
GENZYME CORP                                x                              0        65         0
GENZYME CORP                                x                   4         75         0     3,426
GENZYME CORP                                x                   3      8,325         0         0
GENZYME CORP                                x                   7     49,567         0         0
GETTY IMAGES INC                            x                   4          0         0        64
GETTY IMAGES INC                            x                   7      8,490         0         0
GILEAD SCIENCES INC                         x                   5        940         0         0
GILEAD SCIENCES INC                         x                          1,066         0         0
GILEAD SCIENCES INC                         x                   5          0     1,200         0
GILEAD SCIENCES INC                         x                          2,000         0         0
GILEAD SCIENCES INC                         x                   5          0     3,000         0
GILEAD SCIENCES INC                         x                   4        380         0     4,003
GILEAD SCIENCES INC                         x                   3      7,200         0         0
GILEAD SCIENCES INC                         x                   3     72,120         0         0
GILEAD SCIENCES INC                         x                   7     88,504         0         0
GLAMIS GOLD LTD                             x                   3      1,200         0         0
GLAMIS GOLD LTD                             x                   3      3,100         0         0
GLAMIS GOLD LTD                             x                   2      3,947         0         0
GLATFELTER                                  x                   2     23,445         0         0
GLAXOSMITHKLINE PLC                         x                   3          0         0       290
GLAXOSMITHKLINE PLC                         x                   3        450         0         0
GLAXOSMITHKLINE PLC                         x                              0       567         0
GLAXOSMITHKLINE PLC                         x                   4      1,200         0         0
GLAXOSMITHKLINE PLC                         x                   5       1422         0         0
GLAXOSMITHKLINE PLC                         x                   5          0      3725         0
GLAXOSMITHKLINE PLC                         x                   2     14,071         0         0
GLAXOSMITHKLINE PLC                         x                   4        900         0    21,074
GLAXOSMITHKLINE PLC                         x                   2     24,175         0         0
GLENCAIRN GOLD CORP                         x                   2     78,000         0         0
GOLD FIELDS LTD NEW                         x                              0        52         0
GOLD FIELDS LTD NEW                         x                              0       100         0
GOLD FIELDS LTD NEW                         x                   5          0       316         0
GOLD FIELDS LTD NEW                         x                   3        500         0         0
GOLD FIELDS LTD NEW                         x                   2      1,555         0         0
GOLD FIELDS LTD NEW                         x                   4      3,000         0         0
GOLD FIELDS LTD NEW                         x                   3     28,000         0         0
GOLD FIELDS LTD NEW                         x                   3     48,620         0       650
GOLD FIELDS LTD NEW                         x                   3     50,000         0         0
GOLD FIELDS LTD NEW                         x                   3    111,850         0         0
GOLDCORP INC NEW                            x                   5        451         0         0
GOLDCORP INC NEW                            x                   3      3,200         0         0
GOLDCORP INC NEW                            x                   2     24,800         0         0
GOLDEN STAR RES LTD CDA                     x                   5        817         0         0
GOLDEN STAR RES LTD CDA                     x                   2      2,000         0         0
GOLDEN STAR RES LTD CDA                     x                   3     10,000         0         0
GOLDEN WEST FINL CORP DEL                   x                   4          0         0         8
GOLDEN WEST FINL CORP DEL                   x                   5        295         0         0
GOLDEN WEST FINL CORP DEL                   x                   5          0       615         0
GOLDEN WEST FINL CORP DEL                   x                   3      3,503         0         0
GOLDEN WEST FINL CORP DEL                   x                              0    12,500         0
GOLDEN WEST FINL CORP DEL                   x                   7     49,980         0         0
GOLDFIELD CORP                              x                   3     28,200         0         0
GOLDMAN SACHS GROUP INC                     x                   2          5         0         0
GOLDMAN SACHS GROUP INC                     x                            500         0         0
GOLDMAN SACHS GROUP INC                     x                   5          0       900         0
GOLDMAN SACHS GROUP INC                     x                          1,000         0         0
GOLDMAN SACHS GROUP INC                     x                   4      1,042         0         0
GOLDMAN SACHS GROUP INC                     x                          2,500         0         0
GOLDMAN SACHS GROUP INC                     x                   3      5,668         0         0
GOLDMAN SACHS GROUP INC                     x                   3      6,410         0         0
GOLDMAN SACHS GROUP INC                     x                   6      8,236         0         0
GOLDMAN SACHS GROUP INC                     x                   2      8,345         0         0
GOLDMAN SACHS GROUP INC                     x                   3     20,240         0         0
GOLDMAN SACHS GROUP INC                     x                   4     18,204         0     2,420
GOLDMAN SACHS GROUP INC                     x                   3     25,188         0         0
GOLDMAN SACHS GROUP INC                     x                   3     40,307         0       792
GOLDMAN SACHS GROUP INC                     x                   7     95,292         0         0
GOLDMAN SACHS GROUP INC                     x                   5     177430         0         0
GOODRICH CORP                               x                   2         40         0         0
GOODRICH CORP                               x                   3      5,089         0         0
GOODRICH CORP                               x                   7     18,165         0         0
GOODYEAR TIRE & RUBR CO                     x                   4          0         0       395
GOODYEAR TIRE & RUBR CO                     x                   5          0      1000         0
GOODYEAR TIRE & RUBR CO                     x                   3          0         0     1,500
GOODYEAR TIRE & RUBR CO                     x                   5       2470         0         0
GOODYEAR TIRE & RUBR CO                     x                   3      3,600         0       400
GOODYEAR TIRE & RUBR CO                     x                   7      8,214         0         0
GOODYEAR TIRE & RUBR CO                     x                   2      8,731         0         0
GOODYEAR TIRE & RUBR CO                     x                         10,000         0         0
GOOGLE INC                                  x                   6         70         0         0
GOOGLE INC                                  x                   2         80         0         0
GOOGLE INC                                  x                   5          0       110         0
GOOGLE INC                                  x                   5        300         0         0
GOOGLE INC                                  x                            305         0         0
GOOGLE INC                                  x                   5          0       500         0
GOOGLE INC                                  x                   3      1,179         0        50
GOOGLE INC                                  x                   4         70         0     1,431
GOOGLE INC                                  x                   3      6,220         0         0
GOOGLE INC                                  x                   5       9969         0         0
GOOGLE INC                                  x                   7     37,439         0         0
GRACE W R & CO DEL NEW                      x                   4          0       216         0
GRACE W R & CO DEL NEW                      x                         10,000         0         0
GRAINGER W W INC                            x                   5          0       119         0
GRAINGER W W INC                            x                          1,862         0         0
GRAINGER W W INC                            x                   7     15,979         0         0
GRAINGER W W INC                            x                   3     17,400         0         0
GRANT PRIDECO INC                           x                            600         0         0
GRANT PRIDECO INC                           x                            500       820         0
GRANT PRIDECO INC                           x                   3      2,680         0         0
GRANT PRIDECO INC                           x                   2     11,700         0         0
GRANT PRIDECO INC                           x                   6     21,095         0         0
GRANT PRIDECO INC                           x                   3     70,100         0         0
GRANT PRIDECO INC                           x                   3    111,365         0         0
GROUPE DANONE                               x                   2      3,280         0         0
GROUPE DANONE                               x                   5       5400         0         0
GROUPE CGI INC                              x                   2     52,105         0         0
GRUPO TELEVISA SA DE CV                     x                          4,000         0         0
GRUPO TELEVISA SA DE CV                     x                   7     66,000         0         0
GRUPO AEROPORTUARIO DEL PAC                 x                   7     54,228         0         0
GTECH HLDGS CORP                            x                          4,000         0         0
GTECH HLDGS CORP                            x                   7     20,300         0         0
GTECH HLDGS CORP                            x                         45,000         0         0
GUIDANT CORP                                x                   2        100         0         0
GUIDANT CORP                                x                   4      2,160         0         0
GUIDANT CORP                                x                   4      2,997         0         0
GUIDANT CORP                                x                   5       3255         0         0
GUIDANT CORP                                x                   3      4,650         0         0
GUIDANT CORP                                x                          7,100         0         0
GUIDANT CORP                                x                   7     61,247         0         0
GUIDANT CORP                                x                   3  2,000,000         0         0
GYRODYNE CO AMER INC                        x                   4          0    63,580         0
HCA INC                                     x                   5        235         0         0
HCA INC                                     x                   3      1,600         0         0
HCA INC                                     x                   4      1,011         0     5,834
HCA INC                                     x                   2      9,790         0         0
HCA INC                                     x                   3     10,639         0         0
HCA INC                                     x                   5          0     10850         0
HCA INC                                     x                   7     76,303         0         0
HCC INS HLDGS INC                           x                   3      7,050         0         0
HDFC BANK LTD                               x                   2        150         0         0
HDFC BANK LTD                               x                          1,000         0         0
HDFC BANK LTD                               x                   7     13,387         0         0
HSBC HLDGS PLC                              x                   3          0         0       467
HSBC HLDGS PLC                              x                   3        785         0         0
HSBC HLDGS PLC                              x                          1,000         0         0
HSBC HLDGS PLC                              x                   2      2,400         0         0
HSBC HLDGS PLC                              x                   4      2,578         0         0
HSBC HLDGS PLC                              x                   2     12,562         0         0
HSBC HLDGS PLC                              x                   5          0     13338         0
HSBC HLDGS PLC                              x                   5      39137         0         0
HSBC HLDGS PLC                              x                   4     60,436         0    11,350
HSBC HLDGS PLC                              x                   3          0         0    12,450
HSBC HLDGS PLC                              x                         18,000         0         0
HSBC HLDGS PLC                              x                   5      68000         0         0
HALLIBURTON CO                              x                   5          0       650         0
HALLIBURTON CO                              x                   3      1,500         0         0
HALLIBURTON CO                              x                   5      1,500         0         0
HALLIBURTON CO                              x                   5          0      1803         0
HALLIBURTON CO                              x                   2      2,020         0         0
HALLIBURTON CO                              x                   4      3,000         0         0
HALLIBURTON CO                              x                   3      8,000         0         0
HALLIBURTON CO                              x                   4         45         0    10,228
HALLIBURTON CO                              x                   3     11,160         0         0
HALLIBURTON CO                              x                   5      13343         0         0
HALLIBURTON CO                              x                   5          0    13,400         0
HALLIBURTON CO                              x                   3     69,905         0       400
HALLIBURTON CO                              x                   7     83,590         0         0
HANCOCK JOHN PATRIOT PREM DI                x                   4          0         0    21,307
HARDINGE INC                                x                   4     29,100         0         0
HARLEY DAVIDSON INC                         x                   5        235         0         0
HARLEY DAVIDSON INC                         x                   3        400         0         0
HARLEY DAVIDSON INC                         x                   3      1,405         0         0
HARLEY DAVIDSON INC                         x                          1,985         0         0
HARLEY DAVIDSON INC                         x                   5          0      3045         0
HARLEY DAVIDSON INC                         x                   3      3,700         0         0
HARLEY DAVIDSON INC                         x                   4      5,505       300         0
HARLEY DAVIDSON INC                         x                   4      1,665         0     4,275
HARLEY DAVIDSON INC                         x                   3      2,150         0     7,120
HARLEY DAVIDSON INC                         x                   7     53,039         0         0
HARMAN INTL INDS INC                        x                   5         50         0         0
HARMAN INTL INDS INC                        x                   4          0         0     2,248
HARMAN INTL INDS INC                        x                   7     12,400         0         0
HARMONY GOLD MNG LTD                        x                   4        116         0         0
HARMONY GOLD MNG LTD                        x                   4      1,000         0         0
HARMONY GOLD MNG LTD                        x                   3      4,220         0         0
HARMONY GOLD MNG LTD                        x                   3      8,700         0         0
HARMONY GOLD MNG LTD                        x                   3     15,000         0         0
HARMONY GOLD MNG LTD                        x                   3     15,000         0         0
HARMONY GOLD MNG LTD                        x                   3     22,000         0         0
HARRAHS ENTMT INC                           x                   4          0         0        83
HARRAHS ENTMT INC                           x                   3        700         0         0
HARRAHS ENTMT INC                           x                   7     34,967         0         0
HARRIS CORP DEL                             x                   3        128         0         0
HARRIS CORP DEL                             x                   7     12,840         0         0
HARTFORD FINL SVCS GROUP INC                x                   5         70         0         0
HARTFORD FINL SVCS GROUP INC                x                   3        232         0         0
HARTFORD FINL SVCS GROUP INC                x                   5          0       800         0
HARTFORD FINL SVCS GROUP INC                x                          1,188        55         0
HARTFORD FINL SVCS GROUP INC                x                   3      3,800         0         0
HARTFORD FINL SVCS GROUP INC                x                   5          0     4,700         0
HARTFORD FINL SVCS GROUP INC                x                   2      8,320         0         0
HARTFORD FINL SVCS GROUP INC                x                   3      8,539         0         0
HARTFORD FINL SVCS GROUP INC                x                   4      5,650         0     3,250
HARTFORD FINL SVCS GROUP INC                x                   4      8,272         0     6,680
HARTFORD FINL SVCS GROUP INC                x                   7     55,899         0         0
HARVEST ENERGY TR                           x                   4      2,180         0         0
HARVEST ENERGY TR                           x                   2     45,256         0         0
HASBRO INC                                  x                   7     36,180         0         0
HEALTH CARE PPTY INVS INC                   x                   7     12,900         0         0
HEALTH MGMT ASSOC INC NEW                   x                         10,853         0         0
HEALTH MGMT ASSOC INC NEW                   x                   5          0     16800         0
HEALTH MGMT ASSOC INC NEW                   x                   2     19,445         0         0
HEALTH MGMT ASSOC INC NEW                   x                   7     46,769         0         0
HEALTHCARE RLTY TR                          x                   4      9,000         0         0
HEALTH CARE REIT INC                        x                   4      9,000         0         0
HEALTH NET INC                              x                   3     15,000         0         0
HEALTH NET INC                              x                   7     16,940         0         0
HECLA MNG CO                                x                   3          0         0     1,500
HECLA MNG CO                                x                   3     23,700         0         0
HEINZ H J CO                                x                   3        240         0         0
HEINZ H J CO                                x                   3        360         0         0
HEINZ H J CO                                x                   3        500         0         0
HEINZ H J CO                                x                   3        700         0         0
HEINZ H J CO                                x                   5      2,500         0         0
HEINZ H J CO                                x                   5       4000         0         0
HEINZ H J CO                                x                   2      5,527         0         0
HEINZ H J CO                                x                   3     13,000         0         0
HEINZ H J CO                                x                   4      6,085     3,650     3,950
HEINZ H J CO                                x                   4     15,570         0     1,225
HEINZ H J CO                                x                   7     60,119         0         0
HELIX ENERGY SOLUTIONS GRP I                x                   2        480         0         0
HELIX ENERGY SOLUTIONS GRP I                x                          2,500         0         0
HELIX ENERGY SOLUTIONS GRP I                x                   4      2,528         0       200
HELIX ENERGY SOLUTIONS GRP I                x                   4    146,376         0     3,777
HERSHEY CO                                  x                   5         95         0         0
HERSHEY CO                                  x                   5          0       195         0
HERSHEY CO                                  x                   3      1,300         0         0
HERSHEY CO                                  x                   2      4,000         0         0
HERSHEY CO                                  x                   4      4,559       375     3,190
HERSHEY CO                                  x                   7     27,682         0         0
HERSHEY CO                                  x                   4     87,669         0     2,818
HEWLETT PACKARD CO                          x                   3        126         0         0
HEWLETT PACKARD CO                          x                   5          0       160         0
HEWLETT PACKARD CO                          x                   1        153         0         0
HEWLETT PACKARD CO                          x                   3        310         0         0
HEWLETT PACKARD CO                          x                   5          0     1,970         0
HEWLETT PACKARD CO                          x                   3      4,566         0         0
HEWLETT PACKARD CO                          x                   5       6575         0         0
HEWLETT PACKARD CO                          x                         10,226         0         0
HEWLETT PACKARD CO                          x                   5          0    17,900         0
HEWLETT PACKARD CO                          x                   2     22,723         0         0
HEWLETT PACKARD CO                          x                   4     25,265     2,000         0
HEWLETT PACKARD CO                          x                         30,841         0         0
HEWLETT PACKARD CO                          x                   4     41,410         0    12,864
HEWLETT PACKARD CO                          x                   3     64,524         0     1,192
HEWLETT PACKARD CO                          x                   3    142,826         0     2,283
HEWLETT PACKARD CO                          x                   3    256,285         0         0
HEWLETT PACKARD CO                          x                   7    591,029         0         0
HILLENBRAND INDS INC                        x                   7      5,260         0         0
HILTON HOTELS CORP                          x                   5          0     4,500         0
HILTON HOTELS CORP                          x                   7     66,466         0         0
HITACHI LIMITED                             x                              0       113         0
HITACHI LIMITED                             x                   5        421         0         0
HITACHI LIMITED                             x                   2      2,147         0         0
HITACHI LIMITED                             x                   5          0      4015         0
HOME DEPOT INC                              x                   1        305         0         0
HOME DEPOT INC                              x                          1,000         0         0
HOME DEPOT INC                              x                   3      1,000         0         0
HOME DEPOT INC                              x                   5          0      1000         0
HOME DEPOT INC                              x                          1,400         0         0
HOME DEPOT INC                              x                          1,200       405         0
HOME DEPOT INC                              x                   5          0     1,996         0
HOME DEPOT INC                              x                   3      2,250         0         0
HOME DEPOT INC                              x                   2      2,475         0         0
HOME DEPOT INC                              x                   5      3,000         0         0
HOME DEPOT INC                              x                   5          0     5,300         0
HOME DEPOT INC                              x                   2      5,325         0         0
HOME DEPOT INC                              x                   3      6,875         0         0
HOME DEPOT INC                              x                         17,500         0         0
HOME DEPOT INC                              x                   5      19827         0         0
HOME DEPOT INC                              x                   3     25,051         0         0
HOME DEPOT INC                              x                         25,993         0         0
HOME DEPOT INC                              x                   4     45,954     3,070     2,400
HOME DEPOT INC                              x                   3     96,520         0         0
HOME DEPOT INC                              x                   4     87,728       700    37,103
HOME DEPOT INC                              x                   3    163,210         0    13,000
HOME DEPOT INC                              x                   7    433,004         0         0
HONDA MOTOR LTD                             x                   4          0         0       200
HONDA MOTOR LTD                             x                   5       1405         0         0
HONDA MOTOR LTD                             x                   2    154,693         0         0
HONEYWELL INTL INC                          x                   1        310         0         0
HONEYWELL INTL INC                          x                   3        870         0         0
HONEYWELL INTL INC                          x                   3      1,700         0         0
HONEYWELL INTL INC                          x                   2      5,915         0         0
HONEYWELL INTL INC                          x                   3      9,000         0         0
HONEYWELL INTL INC                          x                   5       9079         0         0
HONEYWELL INTL INC                          x                   3      9,300         0         0
HONEYWELL INTL INC                          x                   5          0      9560         0
HONEYWELL INTL INC                          x                   3     20,001         0         0
HONEYWELL INTL INC                          x                   4     20,755         0       200
HONEYWELL INTL INC                          x                   4     24,072         0     3,311
HONEYWELL INTL INC                          x                   3     10,590         0    19,000
HONEYWELL INTL INC                          x                   7    165,119         0         0
HORMEL FOODS CORP                           x                   7      9,810         0         0
HOSPIRA INC                                 x                   5         23         0         0
HOSPIRA INC                                 x                   2         40         0         0
HOSPIRA INC                                 x                   3        300         0         0
HOSPIRA INC                                 x                   3        296         0         0
HOSPIRA INC                                 x                            620         0         0
HOSPIRA INC                                 x                   5       1170         0         0
HOSPIRA INC                                 x                   4      1,960         0         0
HOSPIRA INC                                 x                   4      4,096     1,060     1,800
HOSPIRA INC                                 x                   7     26,477         0         0
HOSPITALITY PPTYS TR                        x                   7      5,800         0         0
HOST MARRIOTT CORP NEW                      x                   5          0       493         0
HOST MARRIOTT CORP NEW                      x                   5       5372         0         0
HOST MARRIOTT CORP NEW                      x                   4          0         0     6,460
HOST MARRIOTT CORP NEW                      x                   7     41,680         0         0
HUDSON CITY BANCORP                         x                   7     69,864         0         0
HUMANA INC                                  x                   7     28,690         0         0
HUMAN GENOME SCIENCES INC                   x                   4        400         0         0
HUMAN GENOME SCIENCES INC                   x                   5       2800         0         0
HUMAN GENOME SCIENCES INC                   x                   3  2,660,000         0         0
HUNT J B TRANS SVCS INC                     x                   5        180         0         0
HUNT J B TRANS SVCS INC                     x                          4,436         0         0
HUNT J B TRANS SVCS INC                     x                   7     14,480         0         0
HUNTINGTON BANCSHARES INC                   x                   2         65         0         0
HUNTINGTON BANCSHARES INC                   x                   3      4,700         0         0
HUNTINGTON BANCSHARES INC                   x                   3      4,800         0         0
HUNTINGTON BANCSHARES INC                   x                   7     47,736         0         0
HUNTSMAN CORP                               x                         35,200         0         0
HUTCHISON TELECOMM INTL LTD                 x                   6  7,107,400         0   139,200
HYPERCOM CORP                               x                   3     25,000         0         0
IAC INTERACTIVECORP                         x                   2        135         0         0
IAC INTERACTIVECORP                         x                              0       322         0
IAC INTERACTIVECORP                         x                   5        765         0         0
IAC INTERACTIVECORP                         x                   4      1,665         0         0
IAC INTERACTIVECORP                         x                          5,245         0         0
IAC INTERACTIVECORP                         x                   7     44,488         0         0
IAC INTERACTIVECORP                         x                   3     91,401         0         0
IPIX CORP                                   x                   5      20000         0         0
IMS HEALTH INC                              x                   3        800         0         0
IMS HEALTH INC                              x                   5       2000         0         0
IMS HEALTH INC                              x                   5          0     16000         0
IMS HEALTH INC                              x                   3          0         0    24,000
IMS HEALTH INC                              x                   7     44,163         0         0
ISTAR FINL INC                              x                   7     13,670         0         0
ITT INDS INC IND                            x                   5          0       200         0
ITT INDS INC IND                            x                   5          0       580         0
ITT INDS INC IND                            x                   3      2,350         0         0
ITT INDS INC IND                            x                          4,000         0         0
ITT INDS INC IND                            x                   2     24,530         0         0
ITT INDS INC IND                            x                   4     19,210       300     6,900
ITT INDS INC IND                            x                   6     27,301         0         0
ITT INDS INC IND                            x                   3     32,714         0         0
ITT INDS INC IND                            x                   7     35,482         0         0
ITT INDS INC IND                            x                   3     51,940         0         0
ITT INDS INC IND                            x                   3     91,100         0         0
ITT INDS INC IND                            x                   4    173,778         0     8,102
ICICI BK LTD                                x                   4          0         0       100
ICICI BK LTD                                x                   2      5,560         0         0
ICICI BK LTD                                x                          6,500         0         0
ICICI BK LTD                                x                   7     33,522         0         0
ICICI BK LTD                                x                   6     43,200         0         0
ICICI BK LTD                                x                        140,000         0         0
ILLINOIS TOOL WKS INC                       x                   4        400         0         0
ILLINOIS TOOL WKS INC                       x                              0       510         0
ILLINOIS TOOL WKS INC                       x                   5       1006         0         0
ILLINOIS TOOL WKS INC                       x                   3      4,370         0         0
ILLINOIS TOOL WKS INC                       x                          4,533         0         0
ILLINOIS TOOL WKS INC                       x                   4         52         0     9,088
ILLINOIS TOOL WKS INC                       x                   6     11,375         0         0
ILLINOIS TOOL WKS INC                       x                   2     13,710         0         0
ILLINOIS TOOL WKS INC                       x                   3     28,303         0         0
ILLINOIS TOOL WKS INC                       x                   3     34,130         0         0
ILLINOIS TOOL WKS INC                       x                   3     44,300         0         0
ILLINOIS TOOL WKS INC                       x                   7     49,358         0         0
ILLINOIS TOOL WKS INC                       x                   3    122,358         0         0
IMPERIAL CHEM INDS PLC                      x                   2     11,100         0         0
IMPERIAL OIL LTD                            x                   3        213         0         0
IMPERIAL OIL LTD                            x                   4      2,550         0         0
IMPERIAL OIL LTD                            x                   2     72,663         0         0
IMPERIAL TOBACCO GROUP PLC                  x                   5        120         0         0
IMPERIAL TOBACCO GROUP PLC                  x                   5          0       430         0
IMPERIAL TOBACCO GROUP PLC                  x                   4      1,000       609         0
IMPERIAL TOBACCO GROUP PLC                  x                   4          0         0    11,749
INCO LTD                                    x                   4          0         0        22
INCO LTD                                    x                   3        900         0         0
INCO LTD                                    x                   3          0         0     1,296
INCO LTD                                    x                   3      2,090         0         0
INCO LTD                                    x                   3      7,000         0         0
INCO LTD                                    x                   2     54,770         0         0
INCO LTD                                    x                   3     77,351         0         0
INDEPENDENCE CMNTY BK CORP                  x                   7      8,600         0         0
INFINEON TECHNOLOGIES AG                    x                              0       780         0
INFINEON TECHNOLOGIES AG                    x                   2      3,845         0         0
INFINEON TECHNOLOGIES AG                    x                   5          0     15985         0
INFOSYS TECHNOLOGIES LTD                    x                              0        13         0
INFOSYS TECHNOLOGIES LTD                    x                              0        25         0
INFOSYS TECHNOLOGIES LTD                    x                   5          0        81         0
INFOSYS TECHNOLOGIES LTD                    x                   5         85         0         0
INFOSYS TECHNOLOGIES LTD                    x                   3        100         0         0
INFOSYS TECHNOLOGIES LTD                    x                          1,230         0         0
INFOSYS TECHNOLOGIES LTD                    x                   4          0         0     1,633
INFOSYS TECHNOLOGIES LTD                    x                   6    802,281         0     1,141
ING GROEP N V                               x                   5          0       385         0
ING GROEP N V                               x                              0       454         0
ING GROEP N V                               x                   5       1719         0         0
ING GROEP N V                               x                   2     36,671         0         0
ING GROEP N V                               x                   2    121,650         0         0
INTEL CORP                                  x                   6         80         0         0
INTEL CORP                                  x                   1        170         0         0
INTEL CORP                                  x                   5          0       440         0
INTEL CORP                                  x                   3        528         0         0
INTEL CORP                                  x                   2        700         0         0
INTEL CORP                                  x                   5          0     1,230         0
INTEL CORP                                  x                          2,377         0         0
INTEL CORP                                  x                          2,733       910         0
INTEL CORP                                  x                   3      4,000         0         0
INTEL CORP                                  x                   5          0     4,000         0
INTEL CORP                                  x                          5,000         0         0
INTEL CORP                                  x                   5      6,200         0         0
INTEL CORP                                  x                   3     10,424         0         0
INTEL CORP                                  x                         11,400         0         0
INTEL CORP                                  x                   5     16,200         0         0
INTEL CORP                                  x                   3     19,600         0         0
INTEL CORP                                  x                         49,694         0         0
INTEL CORP                                  x                         57,282         0         0
INTEL CORP                                  x                   2     68,657         0         0
INTEL CORP                                  x                   5          0    121480         0
INTEL CORP                                  x                        128,120         0         0
INTEL CORP                                  x                   3    233,508         0         0
INTEL CORP                                  x                   3    235,930         0    64,941
INTEL CORP                                  x                   4    310,780    25,948    79,225
INTEL CORP                                  x                   4    503,239         0    67,661
INTEL CORP                                  x                   5     607505         0         0
INTEL CORP                                  x                   3    623,082         0         0
INTEL CORP                                  x                   7  1,222,295         0         0
INTEL CORP                                  x                   3  1,570,204         0    20,347
INTER TEL INC                               x                   4        133         0    22,897
INTERNATIONAL BUSINESS MACHS                x                   2        400         0         0
INTERNATIONAL BUSINESS MACHS                x                   5          0       416         0
INTERNATIONAL BUSINESS MACHS                x                   3        700         0         0
INTERNATIONAL BUSINESS MACHS                x                   6        800         0         0
INTERNATIONAL BUSINESS MACHS                x                   1        900         0         0
INTERNATIONAL BUSINESS MACHS                x                   3      2,000         0         0
INTERNATIONAL BUSINESS MACHS                x                   5          0     2,100         0
INTERNATIONAL BUSINESS MACHS                x                          3,300         0         0
INTERNATIONAL BUSINESS MACHS                x                   5          0      4026         0
INTERNATIONAL BUSINESS MACHS                x                          4,326         0         0
INTERNATIONAL BUSINESS MACHS                x                   3      4,496         0         0
INTERNATIONAL BUSINESS MACHS                x                   2      4,931         0         0
INTERNATIONAL BUSINESS MACHS                x                          8,323         0         0
INTERNATIONAL BUSINESS MACHS                x                   3      8,479         0         0
INTERNATIONAL BUSINESS MACHS                x                   5      9,200         0         0
INTERNATIONAL BUSINESS MACHS                x                         17,500         0         0
INTERNATIONAL BUSINESS MACHS                x                   5      68216         0         0
INTERNATIONAL BUSINESS MACHS                x                   3    101,880         0    38,891
INTERNATIONAL BUSINESS MACHS                x                   4    135,006         0    11,621
INTERNATIONAL BUSINESS MACHS                x                   3    163,181         0         0
INTERNATIONAL BUSINESS MACHS                x                   4    124,022    23,737    28,427
INTERNATIONAL BUSINESS MACHS                x                   3    174,570         0     8,368
INTERNATIONAL BUSINESS MACHS                x                   7    323,419         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   3        620         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   3      1,600         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   3      2,050         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   6      3,200         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   2      5,065         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   3      5,111         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   7     13,290         0         0
INTERNATIONAL FLAVORS&FRAGRA                x                   2     15,000         0         0
INTERNATIONAL GAME TECHNOLOG                x                   5          0       225         0
INTERNATIONAL GAME TECHNOLOG                x                   5        225         0         0
INTERNATIONAL GAME TECHNOLOG                x                   5          0       560         0
INTERNATIONAL GAME TECHNOLOG                x                   5      1,500         0         0
INTERNATIONAL GAME TECHNOLOG                x                   5          0     2,900         0
INTERNATIONAL GAME TECHNOLOG                x                   3      4,400         0         0
INTERNATIONAL GAME TECHNOLOG                x                   3      5,000         0         0
INTERNATIONAL GAME TECHNOLOG                x                   4      6,000         0         0
INTERNATIONAL GAME TECHNOLOG                x                   4        100         0    22,911
INTERNATIONAL GAME TECHNOLOG                x                   7     62,834         0         0
INTERNATIONAL GAME TECHNOLOG                x                   5      10000         0         0
INTL PAPER CO                               x                   3          0         0       400
INTL PAPER CO                               x                   5        800         0         0
INTL PAPER CO                               x                   3      2,200         0         0
INTL PAPER CO                               x                   3     19,562         0         0
INTL PAPER CO                               x                   4     11,178     2,410     7,900
INTL PAPER CO                               x                   4     16,800         0     5,297
INTL PAPER CO                               x                   7     83,329         0         0
INTERNET HOLDRS TR                          x                   3        200         0         0
INTERNET HOLDRS TR                          x                   5        500         0         0
INTERNET HOLDRS TR                          x                   3      1,300         0         0
INTERNET HOLDRS TR                          x                   3      2,100         0         0
INTERNET HOLDRS TR                          x                   3      3,300         0         0
INTERNET HOLDRS TR                          x                   3     42,300         0         0
INTERPUBLIC GROUP COS INC                   x                   2        175         0         0
INTERPUBLIC GROUP COS INC                   x                   3        290         0         0
INTERPUBLIC GROUP COS INC                   x                   5          0       908         0
INTERPUBLIC GROUP COS INC                   x                   7     64,882         0         0
INTERSIL CORP                               x                            700         0         0
INTERSIL CORP                               x                   5          0      3600         0
INTERSIL CORP                               x                   3     72,000         0         0
INTUIT                                      x                   3      1,800         0         0
INTUIT                                      x                          2,068         0         0
INTUIT                                      x                   7     37,292         0         0
INVERNESS MED INNOVATIONS IN                x                   3    500,000         0         0
INVITROGEN CORP                             x                   4          0         0        91
INVITROGEN CORP                             x                   5          0     2,100         0
INVITROGEN CORP                             x                   7      7,900         0         0
INVITROGEN CORP                             x                   5      10000         0         0
INVESTORS FINL SERVICES CORP                x                   3        400         0         0
INVESTORS FINL SERVICES CORP                x                   7      8,200         0         0
IPSCO INC                                   x                   2      4,475         0         0
IPAYMENT INC                                x                         67,916         0         0
IRON MTN INC                                x                   5        210         0         0
IRON MTN INC                                x                   5          0       580         0
IRON MTN INC                                x                   4          0         0     2,104
IRON MTN INC                                x                   7     15,560         0         0
ISCO INTL INC                               x                   3      1,000         0         0
ISCO INTL INC                               x                   3          0         0    11,800
ISHARES COMEX GOLD TR                       x                   2        275         0         0
ISHARES COMEX GOLD TR                       x                         37,561         0         0
ISHARES INC                                 x                   2        300         0         0
ISHARES INC                                 x                   3      2,295         0         0
ISHARES INC                                 x                          4,000         0         0
ISHARES INC                                 x                   3      6,500         0         0
ISHARES INC                                 x                   3     11,050         0         0
ISHARES INC                                 x                   4          0         0    22,914
ISHARES INC                                 x                   2         13         0         0
ISHARES INC                                 x                   4          0         0     1,088
ISHARES INC                                 x                   6     23,109         0         0
ISHARES INC                                 x                   2         60         0         0
ISHARES INC                                 x                   4          0         0     4,387
ISHARES INC                                 x                   6     49,916         0         0
ISHARES INC                                 x                   3        800         0         0
ISHARES INC                                 x                   2      1,000         0         0
ISHARES INC                                 x                   4          0         0     1,680
ISHARES INC                                 x                   3      2,100         0         0
ISHARES INC                                 x                   2        360         0         0
ISHARES INC                                 x                   3      2,200         0         0
ISHARES INC                                 x                   5       2500         0         0
ISHARES INC                                 x                          4,000         0         0
ISHARES INC                                 x                   3     14,150         0         0
ISHARES INC                                 x                        142,205         0         0
ISHARES INC                                 x                   2        975         0         0
ISHARES INC                                 x                   5       1850         0         0
ISHARES INC                                 x                   3      2,015         0         0
ISHARES INC                                 x                   3      3,600         0         0
ISHARES INC                                 x                         27,034         0         0
ISHARES INC                                 x                   2      2,110         0         0
ISHARES INC                                 x                   3      5,358         0         0
ISHARES INC                                 x                   4          0         0     8,928
ISHARES INC                                 x                   3     12,800         0         0
ISHARES INC                                 x                   3     17,450         0         0
ISHARES INC                                 x                   2      1,350         0         0
ISHARES INC                                 x                   4          0         0    19,603
ISHARES INC                                 x                        269,325         0         0
ISHARES INC                                 x                   2        390         0         0
ISHARES INC                                 x                         12,775         0         0
ISHARES INC                                 x                   6     14,643         0         0
ISHARES INC                                 x                   4          0         0    23,986
ISHARES INC                                 x                   5          0      1066         0
ISHARES INC                                 x                          7,550         0         0
ISHARES INC                                 x                   5          0    14,000         0
ISHARES INC                                 x                   4          0         0    15,608
ISHARES INC                                 x                         20,040       339         0
ISHARES INC                                 x                   5      22900         0         0
ISHARES INC                                 x                         35,700       174         0
ISHARES INC                                 x                   6     39,000         0         0
ISHARES INC                                 x                   3     40,000         0         0
ISHARES INC                                 x                         81,500         0         0
ISHARES INC                                 x                   3     96,650         0         0
ISHARES INC                                 x                   3    191,325         0         0
ISHARES INC                                 x                   3    370,560         0         0
ISHARES INC                                 x                   2        400         0         0
ISHARES INC                                 x                          5,500         0         0
ISHARES INC                                 x                   4          0         0    22,529
ISHARES INC                                 x                   2        118         0         0
ISHARES INC                                 x                          3,815         0         0
ISHARES INC                                 x                   4          0         0     6,966
ISHARES INC                                 x                   2        100         0         0
ISHARES INC                                 x                          4,560         0         0
ISHARES INC                                 x                   4          0         0     6,941
ISHARES INC                                 x                              0        53         0
ISHARES INC                                 x                   4          0         0       400
ISHARES INC                                 x                            500        27         0
ISHARES INC                                 x                   2      1,500         0         0
ISHARES INC                                 x                   3      1,600         0         0
ISHARES INC                                 x                   3      2,250         0         0
ISHARES INC                                 x                   4          0         0     3,976
ISHARES INC                                 x                   5       4269         0         0
ISHARES INC                                 x                   3      4,975         0         0
ISHARES INC                                 x                          5,200         0         0
ISHARES INC                                 x                   5          0      5466         0
ISHARES INC                                 x                   6      9,574         0         0
ISHARES INC                                 x                         20,700         0         0
ISHARES INC                                 x                         82,800         0         0
ISHARES INC                                 x                   4          0         0       270
ISHARES INC                                 x                            920         0         0
ISHARES INC                                 x                   3      1,770         0         0
ISHARES INC                                 x                   2      1,345         0         0
ISHARES INC                                 x                          7,725         0         0
ISHARES INC                                 x                   3      8,425         0         0
ISHARES INC                                 x                   4          0         0    22,671
ISHARES INC                                 x                   5      29475         0         0
ISHARES INC                                 x                   2        250         0         0
ISHARES INC                                 x                          6,680         0         0
ISHARES INC                                 x                   4          0         0    10,582
ISHARES INC                                 x                            450         0         0
ISHARES INC                                 x                   4          0         0     1,197
ISHARES INC                                 x                   2      3,000         0         0
ISHARES INC                                 x                   3     10,000         0         0
ISHARES INC                                 x                   5      18210         0         0
ISHARES INC                                 x                   3     20,651         0         0
ISHARES INC                                 x                   5          0     27000         0
ISHARES INC                                 x                   3     30,460         0         0
ISHARES INC                                 x                   5          0   105,300         0
ISHARES INC                                 x                   4          0         0     1,000
ISHARES INC                                 x                   5      5,500         0         0
ISHARES INC                                 x                   3     20,272         0         0
ISHARES INC                                 x                         28,968         0         0
ISHARES INC                                 x                   3     72,000         0         0
ISHARES INC                                 x                   5      85394         0         0
ISHARES INC                                 x                   3    107,080         0         0
ISHARES INC                                 x                   5          0   136,800         0
ISHARES INC                                 x                   4          0         0   151,561
ISHARES INC                                 x                   3    230,306         0         0
ISHARES INC                                 x                        453,020         0         0
ISHARES INC                                 x                   2    498,975         0         0
ISHARES INC                                 x                   6  1,308,550         0         0
ISHARES INC                                 x                   2        274         0         0
ISHARES INC                                 x                          5,315         0         0
ISHARES INC                                 x                   4          0         0     9,978
ISHARES INC                                 x                              0        95         0
ISHARES INC                                 x                              0        49         0
ISHARES INC                                 x                   5          0       299         0
ISHARES INC                                 x                            917         0         0
ISHARES INC                                 x                   2      1,130         0         0
ISHARES INC                                 x                   4          0         0    11,220
ISHARES INC                                 x                   3     12,500         0         0
ISHARES INC                                 x                   3     23,700         0         0
ISHARES INC                                 x                   3     48,425         0         0
ISHARES TR                                  x                   3        600         0         0
ISHARES TR                                  x                   3      8,000         0         0
ISHARES TR                                  x                            963         0         0
ISHARES TR                                  x                   3      1,615         0         0
ISHARES TR                                  x                   4          0         0     9,696
ISHARES TR                                  x                              0        30         0
ISHARES TR                                  x                              0        58         0
ISHARES TR                                  x                   5          0       185         0
ISHARES TR                                  x                   4          0         0       200
ISHARES TR                                  x                   3        600         0         0
ISHARES TR                                  x                   2        950         0         0
ISHARES TR                                  x                   3      1,223         0         0
ISHARES TR                                  x                   5       1620         0         0
ISHARES TR                                  x                          1,670         0         0
ISHARES TR                                  x                   4          0         0     2,008
ISHARES TR                                  x                          4,600         0         0
ISHARES TR                                  x                   3      5,285         0         0
ISHARES TR                                  x                   6      8,655         0         0
ISHARES TR                                  x                         38,700         0         0
ISHARES TR                                  x                   5          0     1,000         0
ISHARES TR                                  x                   2      2,565         0         0
ISHARES TR                                  x                   4          0         0    14,895
ISHARES TR                                  x                   6     37,256         0         0
ISHARES TR                                  x                   7     41,677         0         0
ISHARES TR                                  x                          9,234         0         0
ISHARES TR                                  x                   4          0         0    85,115
ISHARES TR                                  x                   3        369         0         0
ISHARES TR                                  x                            960         0         0
ISHARES TR                                  x                   2      1,775         0         0
ISHARES TR                                  x                   3      2,870         0         0
ISHARES TR                                  x                   5       3140         0         0
ISHARES TR                                  x                   3      3,170         0         0
ISHARES TR                                  x                   4          0         0     8,881
ISHARES TR                                  x                   3     17,650         0         0
ISHARES TR                                  x                         48,000         0         0
ISHARES TR                                  x                         65,786         0         0
ISHARES TR                                  x                   4          0         0   161,286
ISHARES TR                                  x                   3      1,295         0         0
ISHARES TR                                  x                              0     1,789         0
ISHARES TR                                  x                   5       1844         0         0
ISHARES TR                                  x                          7,011         0         0
ISHARES TR                                  x                   4      1,000         0         0
ISHARES TR                                  x                   3      2,100         0         0
ISHARES TR                                  x                   3      6,550         0         0
ISHARES TR                                  x                   3     14,720         0         0
ISHARES TR                                  x                   2         75         0         0
ISHARES TR                                  x                   3        500         0         0
ISHARES TR                                  x                   4      1,400         0         0
ISHARES TR                                  x                            500         0         0
ISHARES TR                                  x                   3        800         0         0
ISHARES TR                                  x                   4          0         0     1,250
ISHARES TR                                  x                   5       1900         0         0
ISHARES TR                                  x                   2        200         0         0
ISHARES TR                                  x                   5        700         0         0
ISHARES TR                                  x                            930         0         0
ISHARES TR                                  x                   6      3,208         0         0
ISHARES TR                                  x                   3      5,000         0         0
ISHARES TR                                  x                   3     46,040         0         0
ISHARES TR                                  x                          3,790         0         0
ISHARES TR                                  x                   6      4,960         0         0
ISHARES TR                                  x                          3,053         0         0
ISHARES TR                                  x                   3      3,615         0         0
ISHARES TR                                  x                   4          0         0     6,403
ISHARES TR                                  x                          7,190         0         0
ISHARES TR                                  x                   3      1,000         0         0
ISHARES TR                                  x                   4          0         0     2,868
ISHARES TR                                  x                          5,265         0         0
ISHARES TR                                  x                   5       8090         0         0
ISHARES TR                                  x                   3     10,500         0         0
ISHARES TR                                  x                         11,100         0         0
ISHARES TR                                  x                   2     17,259         0         0
ISHARES TR                                  x                   4          0         0    26,220
ISHARES TR                                  x                   4          0         0     3,398
ISHARES TR                                  x                   6      2,237         0         0
ISHARES TR                                  x                   4          0         0     4,529
ISHARES TR                                  x                          1,101         0         0
ISHARES TR                                  x                   3      1,690         0         0
ISHARES TR                                  x                   4          0         0     2,281
ISHARES TR                                  x                   2         26         0         0
ISHARES TR                                  x                          2,000         0         0
ISHARES TR                                  x                   6      6,406         0         0
ISHARES TR                                  x                   5       7222         0         0
ISHARES TR                                  x                   4          0         0    15,409
ISHARES TR                                  x                   4          0         0   190,964
ISHARES TR                                  x                         25,400         0         0
ISHARES TR                                  x                   3      3,700         0         0
ISHARES TR                                  x                   5       1250         0         0
ISHARES TR                                  x                         26,100         0         0
ISHARES TR                                  x                   3    123,520         0         0
ISHARES TR                                  x                   2        100         0         0
ISHARES TR                                  x                   3     21,000         0         0
ISHARES TR                                  x                   2        300         0         0
ISHARES TR                                  x                   4          0         0     1,161
ISHARES TR                                  x                   4          0         0     2,050
ISHARES TR                                  x                   3      3,760         0         0
ISHARES TR                                  x                   3     25,900         0         0
ISHARES TR                                  x                   4          0         0    16,946
ISHARES TR                                  x                   4          0         0    75,504
ISHARES TR                                  x                         29,446         0         0
ISHARES TR                                  x                   4          0         0       475
ISHARES TR                                  x                         43,743         0         0
ISHARES TR                                  x                          6,000         0         0
ISHARES TR                                  x                   2        300         0         0
ISHARES TR                                  x                         35,948         0         0
ISHARES TR                                  x                   2        300         0         0
ISHARES TR                                  x                   4          0         0    27,981
ISHARES TR                                  x                   4          0         0     4,275
ISHARES TR                                  x                         13,500         0         0
ISHARES TR                                  x                   4          0         0   126,838
ISHARES TR                                  x                          3,000         0         0
ISHARES TR                                  x                   3      4,700         0         0
ISHARES TR                                  x                   4          0         0    11,002
ISHARES TR                                  x                          1,348         0         0
ISHARES TR                                  x                   3      3,400         0         0
ISHARES TR                                  x                   5       4100         0         0
ISHARES TR                                  x                   4          0         0     6,065
ISHARES TR                                  x                         27,269         0         0
ISHARES TR                                  x                   4          0         0    41,326
ISHARES TR                                  x                   4          0         0     1,670
ISHARES TR                                  x                   2      1,725         0         0
ISHARES TR                                  x                   2        735         0         0
ISHARES TR                                  x                   4          0         0       960
ISHARES TR                                  x                   6      1,278         0         0
ISHARES TR                                  x                   4          0         0     2,300
ISHARES TR                                  x                          7,225         0         0
ISHARES TR                                  x                   3     11,675         0         0
ISHARES TR                                  x                   2         39         0         0
ISHARES TR                                  x                   4          0         0     1,005
ISHARES TR                                  x                   4          0         0     1,383
ISHARES TR                                  x                         29,250         0         0
ISHARES TR                                  x                   3      3,860         0         0
ISHARES TR                                  x                   3      2,047         0         0
ISHARES TR                                  x                   2      3,489         0         0
ISHARES TR                                  x                          3,715         0         0
ISHARES TR                                  x                   6     11,254         0         0
ISHARES TR                                  x                         54,800         0         0
IVANHOE ENERGY INC                          x                   2      4,000         0         0
IVANHOE ENERGY INC                          x                   3     38,500         0         0
IVANHOE MINES LTD                           x                   5       2010         0         0
IVANHOE MINES LTD                           x                   2     15,500         0         0
IVANHOE MINES LTD                           x                   3     29,650         0         0
JDS UNIPHASE CORP                           x                   4         50         0         0
JDS UNIPHASE CORP                           x                   5          0       100         0
JDS UNIPHASE CORP                           x                   3        300         0         0
JDS UNIPHASE CORP                           x                   2        200         0         0
JDS UNIPHASE CORP                           x                   5      9,300         0         0
JDS UNIPHASE CORP                           x                   5      21000         0         0
JDS UNIPHASE CORP                           x                   2     41,510         0         0
JDS UNIPHASE CORP                           x                   3     70,722         0     4,000
JDS UNIPHASE CORP                           x                   7    244,678         0         0
JLG INDS INC                                x                   3     12,000         0         0
JP MORGAN CHASE & CO                        x                   1        100         0         0
JP MORGAN CHASE & CO                        x                   3      2,220         0         0
JP MORGAN CHASE & CO                        x                   3      2,665         0         0
JP MORGAN CHASE & CO                        x                   3      3,710         0         0
JP MORGAN CHASE & CO                        x                              0     4,585         0
JP MORGAN CHASE & CO                        x                          8,000         0         0
JP MORGAN CHASE & CO                        x                   5          0    14,080         0
JP MORGAN CHASE & CO                        x                   2     16,450         0         0
JP MORGAN CHASE & CO                        x                   5          0    16,800         0
JP MORGAN CHASE & CO                        x                   5      21959         0         0
JP MORGAN CHASE & CO                        x                   2     22,943         0         0
JP MORGAN CHASE & CO                        x                   5          0     27386         0
JP MORGAN CHASE & CO                        x                   3     36,557         0         0
JP MORGAN CHASE & CO                        x                   3     43,709         0    18,100
JP MORGAN CHASE & CO                        x                   3    134,500         0         0
JP MORGAN CHASE & CO                        x                   4     91,866    17,351    45,423
JP MORGAN CHASE & CO                        x                   3    317,957         0     2,950
JP MORGAN CHASE & CO                        x                   4    332,974     5,450    41,484
JP MORGAN CHASE & CO                        x                   7    654,873         0         0
JP MORGAN CHASE & CO                        x                   3  1,019,597         0         0
JABIL CIRCUIT INC                           x                   2         45         0         0
JABIL CIRCUIT INC                           x                   3      1,700         0         0
JABIL CIRCUIT INC                           x                   3      4,000         0         0
JABIL CIRCUIT INC                           x                   4          0         0     8,876
JABIL CIRCUIT INC                           x                   6     32,594         0         0
JABIL CIRCUIT INC                           x                   7     39,664         0         0
JABIL CIRCUIT INC                           x                   3     79,000         0         0
JACOBS ENGR GROUP INC DEL                   x                   5        180         0         0
JACOBS ENGR GROUP INC DEL                   x                   7      5,250         0         0
JACOBS ENGR GROUP INC DEL                   x                   4         92         0    20,920
JANUS CAP GROUP INC                         x                   3      8,000         0         0
JANUS CAP GROUP INC                         x                   7     37,200         0         0
JAPAN SMALLER CAPTLZTN FD IN                x                   3     14,712         0         0
JEFFERSON PILOT CORP                        x                   4          0         0        11
JEFFERSON PILOT CORP                        x                              0       120         0
JEFFERSON PILOT CORP                        x                   5        305         0         0
JEFFERSON PILOT CORP                        x                   7     26,637         0         0
JEFFERSON PILOT CORP                        x                   3  1,000,000         0         0
JOHNSON & JOHNSON                           x                   1        200         0         0
JOHNSON & JOHNSON                           x                          1,000         0         0
JOHNSON & JOHNSON                           x                   5          0     1,113         0
JOHNSON & JOHNSON                           x                          3,000         0         0
JOHNSON & JOHNSON                           x                   5      3,500         0         0
JOHNSON & JOHNSON                           x                          4,000         0         0
JOHNSON & JOHNSON                           x                   3      5,920         0         0
JOHNSON & JOHNSON                           x                         10,800         0         0
JOHNSON & JOHNSON                           x                   3     15,102         0         0
JOHNSON & JOHNSON                           x                   3     15,950         0         0
JOHNSON & JOHNSON                           x                   5          0    16,800         0
JOHNSON & JOHNSON                           x                   5      20910         0         0
JOHNSON & JOHNSON                           x                   5          0     26680         0
JOHNSON & JOHNSON                           x                         30,300         0         0
JOHNSON & JOHNSON                           x                   2     33,705         0         0
JOHNSON & JOHNSON                           x                   3     34,844         0     5,515
JOHNSON & JOHNSON                           x                          4,150    36,250         0
JOHNSON & JOHNSON                           x                   2     42,460         0         0
JOHNSON & JOHNSON                           x                   3     45,000         0         0
JOHNSON & JOHNSON                           x                   3     60,115         0         0
JOHNSON & JOHNSON                           x                   4     99,961    16,396    17,150
JOHNSON & JOHNSON                           x                   3    276,427         0    10,400
JOHNSON & JOHNSON                           x                   3    306,136         0         0
JOHNSON & JOHNSON                           x                   4    399,440       400    44,538
JOHNSON & JOHNSON                           x                   7    602,918         0         0
JOHNSON CTLS INC                            x                   3        430         0         0
JOHNSON CTLS INC                            x                   5       2250         0         0
JOHNSON CTLS INC                            x                   4        350     2,000       200
JOHNSON CTLS INC                            x                   3      4,761         0         0
JOHNSON CTLS INC                            x                   4      6,205         0     1,899
JOHNSON CTLS INC                            x                   7     37,292         0         0
JONES APPAREL GROUP INC                     x                   4          0         0        33
JONES APPAREL GROUP INC                     x                   5          0     1,290         0
JONES APPAREL GROUP INC                     x                   5          0     3,900         0
JONES APPAREL GROUP INC                     x                   2      6,375         0         0
JONES APPAREL GROUP INC                     x                   7     19,534         0         0
JONES APPAREL GROUP INC                     x                   3     19,700         0         0
JORGENSEN EARLE M CO                        x                         13,000         0         0
JUNIPER NETWORKS INC                        x                   5          0     2,900         0
JUNIPER NETWORKS INC                        x                          4,306         0         0
JUNIPER NETWORKS INC                        x                   5          0     7,000         0
JUNIPER NETWORKS INC                        x                   4          0         0    14,742
JUNIPER NETWORKS INC                        x                   7     63,410         0         0
JUNIPER NETWORKS INC                        x                   3    134,029         0         0
KFX INC                                     x                         10,000         0         0
KKR FINL CORP                               x                   3      2,300         0         0
KKR FINL CORP                               x                   2     94,900         0         0
KKR FINL CORP                               x                   3    124,000         0         0
KKR FINL CORP                               x                   3    130,580         0         0
KLA-TENCOR CORP                             x                   4          0         0       865
KLA-TENCOR CORP                             x                   5          0     1,100         0
KLA-TENCOR CORP                             x                   3      1,562         0         0
KLA-TENCOR CORP                             x                   3      3,000         0         0
KLA-TENCOR CORP                             x                          3,055         0         0
KLA-TENCOR CORP                             x                   4     29,800         0         0
KLA-TENCOR CORP                             x                   7     35,397         0         0
KT CORP                                     x                   4          0         0       165
KT CORP                                     x                   5          0      1415         0
KT CORP                                     x                   5       1627         0         0
KT CORP                                     x                   2      3,052         0         0
KT CORP                                     x                   3          0         0    15,000
KT CORP                                     x                   6    450,000         0     5,300
K V PHARMACEUTICAL CO                       x                   4          0         0    24,001
KANBAY INTL INC                             x                   3        500         0         0
KANBAY INTL INC                             x                      4,532,240         0         0
KANSAS CITY SOUTHERN                        x                   4          0         0       100
KANSAS CITY SOUTHERN                        x                   5        137         0         0
KANSAS CITY SOUTHERN                        x                   3     10,000         0         0
KAYDON CORP                                 x                   4     11,200         0         0
KB HOME                                     x                   4          0         0       101
KB HOME                                     x                   3        800         0         0
KB HOME                                     x                   3      1,834         0         0
KB HOME                                     x                   7     17,890         0         0
KELLOGG CO                                  x                   5          0       500         0
KELLOGG CO                                  x                   3        600         0         0
KELLOGG CO                                  x                   3        750         0         0
KELLOGG CO                                  x                   5          0     3,300         0
KELLOGG CO                                  x                   4      6,900         0         0
KELLOGG CO                                  x                   3     14,000         0         0
KELLOGG CO                                  x                   7     52,237         0         0
KENSEY NASH CORP                            x                   4          0         0    18,020
KERR MCGEE CORP                             x                              0        95         0
KERR MCGEE CORP                             x                   6        450         0         0
KERR MCGEE CORP                             x                   5          0       480         0
KERR MCGEE CORP                             x                   3        500         0         0
KERR MCGEE CORP                             x                   4          0         0     6,649
KERR MCGEE CORP                             x                   3     19,471         0         0
KERR MCGEE CORP                             x                   7     19,466         0         0
KEYCORP NEW                                 x                   2         55         0         0
KEYCORP NEW                                 x                              0       400         0
KEYCORP NEW                                 x                   5        970         0         0
KEYCORP NEW                                 x                   4      3,614         0         0
KEYCORP NEW                                 x                   4      1,430         0     4,625
KEYCORP NEW                                 x                   7     71,720         0         0
KEYCORP NEW                                 x                   3     89,746         0         0
KEYSPAN CORP                                x                              0       155         0
KEYSPAN CORP                                x                   5        370         0         0
KEYSPAN CORP                                x                   4      1,860         0         0
KEYSPAN CORP                                x                          4,000         0         0
KEYSPAN CORP                                x                   7     30,403         0         0
KEYSPAN CORP                                x                         36,000         0         0
KIMBERLY CLARK CORP                         x                              0        95         0
KIMBERLY CLARK CORP                         x                   5          0       200         0
KIMBERLY CLARK CORP                         x                   5        225         0         0
KIMBERLY CLARK CORP                         x                   3        560         0         0
KIMBERLY CLARK CORP                         x                   3      1,500         0         0
KIMBERLY CLARK CORP                         x                   3      1,707         0         0
KIMBERLY CLARK CORP                         x                   3      4,941         0         0
KIMBERLY CLARK CORP                         x                          5,497         0         0
KIMBERLY CLARK CORP                         x                   5          0      9500         0
KIMBERLY CLARK CORP                         x                   2     12,901         0         0
KIMBERLY CLARK CORP                         x                   3     21,200         0         0
KIMBERLY CLARK CORP                         x                   4     19,515       400     4,300
KIMBERLY CLARK CORP                         x                   4     46,413     4,200    22,492
KIMBERLY CLARK CORP                         x                   7     95,329         0         0
KIMCO REALTY CORP                           x                   2        400         0         0
KIMCO REALTY CORP                           x                   7     33,900         0         0
KINDER MORGAN ENERGY PARTNER                x                   4        525         0         0
KINDER MORGAN ENERGY PARTNER                x                   4      7,375         0         0
KINDER MORGAN INC KANS                      x                   3        300         0         0
KINDER MORGAN INC KANS                      x                   2      1,578         0         0
KINDER MORGAN INC KANS                      x                          3,000         0         0
KINDER MORGAN INC KANS                      x                   3      6,601         0         0
KINDER MORGAN INC KANS                      x                   7     15,501         0         0
KINETIC CONCEPTS INC                        x                   7      4,300         0         0
KINETIC CONCEPTS INC                        x                   3     20,000         0         0
KING PHARMACEUTICALS INC                    x                   3        250         0         0
KING PHARMACEUTICALS INC                    x                   5          0       482         0
KING PHARMACEUTICALS INC                    x                   4          0         0       800
KING PHARMACEUTICALS INC                    x                   3          0         0     3,800
KING PHARMACEUTICALS INC                    x                          6,744         0         0
KING PHARMACEUTICALS INC                    x                   7     37,488         0         0
KING PHARMACEUTICALS INC                    x                   3    109,450         0         0
KINGSWAY FINL SVCS INC                      x                   2     37,100         0         0
KNIGHT RIDDER INC                           x                   7     13,989         0         0
KOHLS CORP                                  x                   2         90         0         0
KOHLS CORP                                  x                   4        600         0         0
KOHLS CORP                                  x                   3      2,100         0         0
KOHLS CORP                                  x                   4          0         0     4,261
KOHLS CORP                                  x                   3      5,020         0         0
KOHLS CORP                                  x                   6     18,017         0         0
KOHLS CORP                                  x                   3     50,680         0         0
KOHLS CORP                                  x                   2     57,700         0         0
KOHLS CORP                                  x                   7     64,453         0         0
KOHLS CORP                                  x                   3     76,704         0         0
KONINKLIJKE AHOLD N V                       x                              0     1,670         0
KONINKLIJKE AHOLD N V                       x                   5       3245         0         0
KONINKLIJKE AHOLD N V                       x                   2     15,856         0         0
KONINKLIJKE AHOLD N V                       x                   5          0     29220         0
KONINKLIJKE PHILIPS ELECTRS                 x                   5        168         0         0
KONINKLIJKE PHILIPS ELECTRS                 x                   4          0         0       813
KONINKLIJKE PHILIPS ELECTRS                 x                   2      8,575         0         0
KOOKMIN BK NEW                              x                              0        38         0
KOOKMIN BK NEW                              x                              0        75         0
KOOKMIN BK NEW                              x                   5          0       236         0
KOOKMIN BK NEW                              x                   3        920         0         0
KOOKMIN BK NEW                              x                          5,000         0         0
KOOKMIN BK NEW                              x                   2      7,290         0         0
KOOKMIN BK NEW                              x                   3      7,675         0         0
KOOKMIN BK NEW                              x                   3          0         0    12,600
KOOKMIN BK NEW                              x                   3     13,020         0         0
KOOKMIN BK NEW                              x                   2     14,450         0         0
KOOKMIN BK NEW                              x                   6     35,500         0         0
KOOKMIN BK NEW                              x                   3     40,130         0         0
KOOKMIN BK NEW                              x                   6          0         0    52,564
KOREA ELECTRIC PWR                          x                              0       107         0
KOREA ELECTRIC PWR                          x                   4          0         0       150
KOREA ELECTRIC PWR                          x                   5        754         0         0
KOREA ELECTRIC PWR                          x                   3      1,160         0         0
KOREA ELECTRIC PWR                          x                   2      1,160         0         0
KOREA ELECTRIC PWR                          x                   5          0      1598         0
KOREA ELECTRIC PWR                          x                          4,000        65         0
KOREA ELECTRIC PWR                          x                   6          0         0   110,200
KOREA FD                                    x                   3      4,100         0         0
KOREA FD                                    x                         11,000         0         0
KOREA FD                                    x                   5      15569         0         0
KOREA FD                                    x                   5          0     25000         0
KRAFT FOODS INC                             x                   2        200         0         0
KRAFT FOODS INC                             x                   3        500         0         0
KRAFT FOODS INC                             x                   5          0       500         0
KRAFT FOODS INC                             x                   4        700         0         0
KRAFT FOODS INC                             x                          1,000         0         0
KRAFT FOODS INC                             x                   4      2,709         0         0
KRAFT FOODS INC                             x                   5       5500         0         0
KRAFT FOODS INC                             x                   3     31,400         0         0
KRAFT FOODS INC                             x                   7     39,300         0         0
KROGER CO                                   x                   5        870         0         0
KROGER CO                                   x                   5          0      1715         0
KROGER CO                                   x                   3      8,500         0         0
KROGER CO                                   x                   4          0         0    10,930
KROGER CO                                   x                   5          0    14,500         0
KROGER CO                                   x                   2     18,983         0         0
KROGER CO                                   x                   7    144,246         0         0
KRONOS INC                                  x                            200         0         0
KRONOS INC                                  x                   4          0         0    10,472
LG PHILIP LCD CO LTD                        x                              0        65         0
LG PHILIP LCD CO LTD                        x                              0       126         0
LG PHILIP LCD CO LTD                        x                   3          0         0     2,200
LG PHILIP LCD CO LTD                        x                   3     10,276         0         0
LG PHILIP LCD CO LTD                        x                   6          0         0    17,700
LG PHILIP LCD CO LTD                        x                   5          0     35612         0
LG PHILIP LCD CO LTD                        x                   6     38,600         0         0
LSI LOGIC CORP                              x                   3      1,117         0         0
LSI LOGIC CORP                              x                   5       1500         0         0
LSI LOGIC CORP                              x                   5      2,170         0         0
LSI LOGIC CORP                              x                          5,400         0         0
LSI LOGIC CORP                              x                   2      7,000         0         0
LSI LOGIC CORP                              x                   3     43,000         0         0
LSI LOGIC CORP                              x                   7     68,390         0         0
L-3 COMMUNICATIONS HLDGS INC                x                   5        105         0         0
L-3 COMMUNICATIONS HLDGS INC                x                   5          0       400         0
L-3 COMMUNICATIONS HLDGS INC                x                   2        450         0         0
L-3 COMMUNICATIONS HLDGS INC                x                   4      1,000         0         0
L-3 COMMUNICATIONS HLDGS INC                x                          1,079        45         0
L-3 COMMUNICATIONS HLDGS INC                x                   3      2,000         0         0
L-3 COMMUNICATIONS HLDGS INC                x                   4        432         0     7,423
L-3 COMMUNICATIONS HLDGS INC                x                   7     21,690         0         0
LABORATORY CORP AMER HLDGS                  x                   5         47         0         0
LABORATORY CORP AMER HLDGS                  x                   3      1,200         0         0
LABORATORY CORP AMER HLDGS                  x                          3,400         0         0
LABORATORY CORP AMER HLDGS                  x                   4      3,580     2,745     2,100
LABORATORY CORP AMER HLDGS                  x                   3     20,355         0         0
LABORATORY CORP AMER HLDGS                  x                   7     26,790         0         0
LABORATORY CORP AMER HLDGS                  x                   4     25,588         0     6,310
LABORATORY CORP AMER HLDGS                  x                   5      12000         0         0
LAFARGE NORTH AMERICA INC                   x                   4          0         0         4
LAFARGE NORTH AMERICA INC                   x                   3        562         0         0
LAFARGE NORTH AMERICA INC                   x                   7      4,220         0         0
LAM RESEARCH CORP                           x                   7     20,300         0         0
LAMAR ADVERTISING CO                        x                   7      9,530         0         0
LANDAUER INC                                x                   4         38         0     6,933
LANDSTAR SYS INC                            x                   4         64         0    10,603
LAS VEGAS SANDS CORP                        x                   7      5,000         0         0
LAUDER ESTEE COS INC                        x                   4        275         0         0
LAUDER ESTEE COS INC                        x                   4      1,282         0         0
LAUDER ESTEE COS INC                        x                   2      1,525         0         0
LAUDER ESTEE COS INC                        x                   3      1,750         0         0
LAUDER ESTEE COS INC                        x                   3        460         0     1,403
LAUDER ESTEE COS INC                        x                   3      2,430         0         0
LAUDER ESTEE COS INC                        x                          3,200         0         0
LAUDER ESTEE COS INC                        x                   5          0     3,800         0
LAUDER ESTEE COS INC                        x                   7     17,960         0         0
LAUDER ESTEE COS INC                        x                   5          0     20620         0
LEAR CORP                                   x                   2        335         0         0
LEAR CORP                                   x                   5          0       390         0
LEAR CORP                                   x                   5        465         0         0
LEAR CORP                                   x                   7     13,860         0         0
LEGGETT & PLATT INC                         x                   4      9,276         0         0
LEGGETT & PLATT INC                         x                   7     31,082         0         0
LEGG MASON INC                              x                   5          0       600         0
LEGG MASON INC                              x                   4      1,400         0     1,600
LEGG MASON INC                              x                   7     14,410         0         0
LEGG MASON INC                              x                   4     11,181         0     3,866
LEHMAN BROS HLDGS INC                       x                              0        30         0
LEHMAN BROS HLDGS INC                       x                   2        249         0         0
LEHMAN BROS HLDGS INC                       x                   5          0       480         0
LEHMAN BROS HLDGS INC                       x                   4        555         0        18
LEHMAN BROS HLDGS INC                       x                   3      1,155         0         0
LEHMAN BROS HLDGS INC                       x                   4      1,600         0       300
LEHMAN BROS HLDGS INC                       x                   3      5,640         0       105
LEHMAN BROS HLDGS INC                       x                   3     33,980         0         0
LEHMAN BROS HLDGS INC                       x                   7     51,519         0         0
LENNAR CORP                                 x                   4          0         0     1,208
LENNAR CORP                                 x                   3      1,300         0         0
LENNAR CORP                                 x                   4      2,000         0         0
LENNAR CORP                                 x                   7     26,860         0         0
LEUCADIA NATL CORP                          x                   7      7,050         0         0
LEVEL 3 COMMUNICATIONS INC                  x                   4          0         0       400
LEVEL 3 COMMUNICATIONS INC                  x                   3      2,000         0         0
LEVEL 3 COMMUNICATIONS INC                  x                   5      50000         0         0
LEVEL 3 COMMUNICATIONS INC                  x                   3     63,000         0       375
LEVEL 3 COMMUNICATIONS INC                  x                   7     99,310         0         0
LEVEL 3 COMMUNICATIONS INC                  x                   3    150,000         0         0
LEXMARK INTL NEW                            x                   5        200         0         0
LEXMARK INTL NEW                            x                   5          0       240         0
LEXMARK INTL NEW                            x                   5          0       620         0
LEXMARK INTL NEW                            x                   3      1,000         0         0
LEXMARK INTL NEW                            x                          1,418         0         0
LEXMARK INTL NEW                            x                   2      2,945         0         0
LEXMARK INTL NEW                            x                   7     22,454         0         0
LIBERTY GLOBAL INC                          x                              0         9         0
LIBERTY GLOBAL INC                          x                   3          2         0         0
LIBERTY GLOBAL INC                          x                   3        180         0         0
LIBERTY GLOBAL INC                          x                   4          0         0       468
LIBERTY GLOBAL INC                          x                   5          0       600         0
LIBERTY GLOBAL INC                          x                   7     30,594         0         0
LIBERTY GLOBAL INC                          x                              0         9         0
LIBERTY GLOBAL INC                          x                   3        180         0         0
LIBERTY GLOBAL INC                          x                   4          0         0       468
LIBERTY GLOBAL INC                          x                   5          0       600         0
LIBERTY GLOBAL INC                          x                   7     36,934         0         0
LIBERTY MEDIA CORP NEW                      x                   3        614         0         0
LIBERTY MEDIA CORP NEW                      x                              0       590         0
LIBERTY MEDIA CORP NEW                      x                   4          0         0     9,360
LIBERTY MEDIA CORP NEW                      x                   4      4,979         0    46,427
LIBERTY MEDIA CORP NEW                      x                   7    350,336         0         0
LIBERTY PPTY TR                             x                   7     10,720         0         0
LILLY ELI & CO                              x                   5          0       255         0
LILLY ELI & CO                              x                   2        735         0         0
LILLY ELI & CO                              x                   3      1,090         0         0
LILLY ELI & CO                              x                   2      1,300         0         0
LILLY ELI & CO                              x                   5          0     1,500         0
LILLY ELI & CO                              x                   3      1,900         0         0
LILLY ELI & CO                              x                   3      3,600         0         0
LILLY ELI & CO                              x                          6,500         0         0
LILLY ELI & CO                              x                   3     10,000         0         0
LILLY ELI & CO                              x                   4      8,498       800       800
LILLY ELI & CO                              x                   4     18,200         0     1,933
LILLY ELI & CO                              x                   3    118,903         0         0
LILLY ELI & CO                              x                   7    220,398         0         0
LIMITED BRANDS INC                          x                   2         75         0         0
LIMITED BRANDS INC                          x                              0       265         0
LIMITED BRANDS INC                          x                   5        615         0         0
LIMITED BRANDS INC                          x                   4      2,000         0         0
LIMITED BRANDS INC                          x                   3      3,400         0         0
LIMITED BRANDS INC                          x                   5          0     8,100         0
LIMITED BRANDS INC                          x                   7     64,753         0         0
LINCARE HLDGS INC                           x                          2,633         0         0
LINCARE HLDGS INC                           x                   7     17,710         0         0
LINCOLN ELEC HLDGS INC                      x                   4         78         0    12,808
LINCOLN NATL CORP IND                       x                              0       135         0
LINCOLN NATL CORP IND                       x                   5        315         0         0
LINCOLN NATL CORP IND                       x                   5          0       420         0
LINCOLN NATL CORP IND                       x                   4          0         0     2,157
LINCOLN NATL CORP IND                       x                   3     17,647         0         0
LINCOLN NATL CORP IND                       x                   7     31,283         0         0
LINEAR TECHNOLOGY CORP                      x                   7     57,500         0         0
LIZ CLAIBORNE INC                           x                          5,000         0         0
LIZ CLAIBORNE INC                           x                   7     18,050         0         0
LLOYDS TSB GROUP PLC                        x                   5          0       255         0
LLOYDS TSB GROUP PLC                        x                              0       362         0
LLOYDS TSB GROUP PLC                        x                   5        894         0         0
LLOYDS TSB GROUP PLC                        x                   2     10,145         0         0
LOCKHEED MARTIN CORP                        x                              0        80         0
LOCKHEED MARTIN CORP                        x                   2        200         0         0
LOCKHEED MARTIN CORP                        x                   5          0       300         0
LOCKHEED MARTIN CORP                        x                   6        500         0         0
LOCKHEED MARTIN CORP                        x                   4      2,000         0         0
LOCKHEED MARTIN CORP                        x                   4        125         0     5,001
LOCKHEED MARTIN CORP                        x                   3     29,287         0         0
LOCKHEED MARTIN CORP                        x                   7     76,596         0         0
LOEWS CORP                                  x                   5        203         0         0
LOEWS CORP                                  x                   3          0         0       400
LOEWS CORP                                  x                   2      1,668         0         0
LOEWS CORP                                  x                   4          0         0     2,778
LOEWS CORP                                  x                   5          0     16450         0
LOEWS CORP                                  x                   7     22,277         0         0
LORAL SPACE & COMMUNICATNS L                x                         35,053         0         0
LORAL SPACE & COMMUNICATNS L                x                              0         0    54,417
LOUISIANA PAC CORP                          x                   3      3,000         0         0
LOUISIANA PAC CORP                          x                   3      4,670         0         0
LOUISIANA PAC CORP                          x                   7     15,320         0         0
LOUISIANA PAC CORP                          x                   2     17,150         0         0
LOUISIANA PAC CORP                          x                   3     63,772         0         0
LOWES COS INC                               x                   5         75         0         0
LOWES COS INC                               x                   2        130         0         0
LOWES COS INC                               x                   5          0       400         0
LOWES COS INC                               x                   3        500         0         0
LOWES COS INC                               x                          2,000         0         0
LOWES COS INC                               x                   5          0      3090         0
LOWES COS INC                               x                   5          0     4,000         0
LOWES COS INC                               x                   3      6,937         0         0
LOWES COS INC                               x                         11,032         0         0
LOWES COS INC                               x                   3     11,100         0         0
LOWES COS INC                               x                   3     16,051         0         0
LOWES COS INC                               x                   2     26,705         0         0
LOWES COS INC                               x                   3     29,472         0         0
LOWES COS INC                               x                   4     67,073     5,454    13,750
LOWES COS INC                               x                   4    124,564         0    18,867
LOWES COS INC                               x                   7    154,357         0         0
LUCENT TECHNOLOGIES INC                     x                   4          0        85         0
LUCENT TECHNOLOGIES INC                     x                   3        274         0         0
LUCENT TECHNOLOGIES INC                     x                   3      1,280         0         0
LUCENT TECHNOLOGIES INC                     x                   5      3,300         0         0
LUCENT TECHNOLOGIES INC                     x                   4      2,918         0     1,465
LUCENT TECHNOLOGIES INC                     x                         18,000         0         0
LUCENT TECHNOLOGIES INC                     x                   3        648         0    19,303
LUCENT TECHNOLOGIES INC                     x                   5          0     22835         0
LUCENT TECHNOLOGIES INC                     x                   3     48,142         0         0
LUCENT TECHNOLOGIES INC                     x                   5      52930         0         0
LUCENT TECHNOLOGIES INC                     x                   3     81,750         0         0
LUCENT TECHNOLOGIES INC                     x                   2    118,000         0         0
LUCENT TECHNOLOGIES INC                     x                   2    131,135         0         0
LUCENT TECHNOLOGIES INC                     x                   3    144,683         0     5,770
LUCENT TECHNOLOGIES INC                     x                   7    753,792         0         0
LYONDELL CHEMICAL CO                        x                              0       250         0
LYONDELL CHEMICAL CO                        x                   3        540         0         0
LYONDELL CHEMICAL CO                        x                   5        610         0         0
LYONDELL CHEMICAL CO                        x                   3      1,696         0         0
LYONDELL CHEMICAL CO                        x                          5,500         0         0
LYONDELL CHEMICAL CO                        x                   7     33,500         0         0
M & T BK CORP                               x                   4        800         0         0
M & T BK CORP                               x                   4      8,600       260         0
M & T BK CORP                               x                   7     16,880         0         0
MBIA INC                                    x                   7     22,292         0         0
MDU RES GROUP INC                           x                   7     10,200         0         0
MDS INC                                     x                   2    358,156         0         0
MGIC INVT CORP WIS                          x                              0        20         0
MGIC INVT CORP WIS                          x                   3        800         0         0
MGIC INVT CORP WIS                          x                   4          0         0     1,988
MGIC INVT CORP WIS                          x                   3      2,532         0         0
MGIC INVT CORP WIS                          x                   7     16,558         0         0
MGI PHARMA INC                              x                   4          0         0       288
MGI PHARMA INC                              x                   3          0         0    23,300
MGM MIRAGE                                  x                   3      1,280         0         0
MGM MIRAGE                                  x                   5       3500         0         0
MGM MIRAGE                                  x                   7     17,080         0         0
MGM MIRAGE                                  x                   3  1,200,000         0         0
MACERICH CO                                 x                   7      7,100         0         0
MAGNA INTL INC                              x                   5        124         0         0
MAGNA INTL INC                              x                   3        460         0         0
MAGNA INTL INC                              x                   3        470         0         0
MAGNA INTL INC                              x                   3      1,450         0         0
MAGNA INTL INC                              x                   2     49,746         0         0
MAIN STR BKS INC NEW                        x                          9,000         0         0
MAIN STR BKS INC NEW                        x                         46,000         0         0
MANOR CARE INC NEW                          x                            738         0         0
MANOR CARE INC NEW                          x                   7     12,810         0         0
MANPOWER INC                                x                   5        150         0         0
MANPOWER INC                                x                   4      2,000         0         0
MANPOWER INC                                x                   2      4,620         0         0
MANPOWER INC                                x                   7     12,980         0         0
MANULIFE FINL CORP                          x                   5        155         0         0
MANULIFE FINL CORP                          x                   2        500         0         0
MANULIFE FINL CORP                          x                   4        558         0         0
MANULIFE FINL CORP                          x                   4      2,791         0         0
MANULIFE FINL CORP                          x                   5      5,200         0         0
MANULIFE FINL CORP                          x                   2    262,855         0         0
MARATHON OIL CORP                           x                   4          0         0        21
MARATHON OIL CORP                           x                   2        120         0         0
MARATHON OIL CORP                           x                              0       180         0
MARATHON OIL CORP                           x                   6        470         0         0
MARATHON OIL CORP                           x                   5      2,000         0         0
MARATHON OIL CORP                           x                   3      2,400         0         0
MARATHON OIL CORP                           x                   4      3,000         0         0
MARATHON OIL CORP                           x                   3      3,000         0         0
MARATHON OIL CORP                           x                          3,000         0         0
MARATHON OIL CORP                           x                   5       3940         0         0
MARATHON OIL CORP                           x                   3      7,000         0         0
MARATHON OIL CORP                           x                   7     61,292         0         0
MARKEL CORP                                 x                   7        900         0         0
MARSH & MCLENNAN COS INC                    x                   5        155         0         0
MARSH & MCLENNAN COS INC                    x                   3        220         0         0
MARSH & MCLENNAN COS INC                    x                   5          0       360         0
MARSH & MCLENNAN COS INC                    x                   2        500         0         0
MARSH & MCLENNAN COS INC                    x                   5      1,120         0         0
MARSH & MCLENNAN COS INC                    x                   3      2,640         0         0
MARSH & MCLENNAN COS INC                    x                   4      4,288         0     6,182
MARSH & MCLENNAN COS INC                    x                   3          0         0    39,000
MARSH & MCLENNAN COS INC                    x                   3     41,274         0         0
MARSH & MCLENNAN COS INC                    x                   7     95,518         0         0
MARSHALL & ILSLEY CORP                      x                   3      4,498         0         0
MARSHALL & ILSLEY CORP                      x                   7     39,734         0         0
MARRIOTT INTL INC NEW                       x                   3     27,701         0     8,200
MARRIOTT INTL INC NEW                       x                   7     36,256         0         0
MARVEL ENTERTAINMENT INC                    x                   4          0    73,400         0
MARVEL ENTERTAINMENT INC                    x                   3    800,000         0         0
MASCO CORP                                  x                   2        140         0         0
MASCO CORP                                  x                              0       205         0
MASCO CORP                                  x                   5       1455         0         0
MASCO CORP                                  x                   7     80,301         0         0
MASSEY ENERGY CORP                          x                   4        200         0         0
MASSEY ENERGY CORP                          x                   4        300         0         0
MASSEY ENERGY CORP                          x                   5        488         0         0
MASSEY ENERGY CORP                          x                   3        700         0         0
MASSEY ENERGY CORP                          x                   3     74,820         0         0
MASSEY ENERGY CORP                          x                   3     93,600         0         0
MATSUSHITA ELEC INDL                        x                              0       411         0
MATSUSHITA ELEC INDL                        x                   5          0      1400         0
MATSUSHITA ELEC INDL                        x                   5       5249         0         0
MATSUSHITA ELEC INDL                        x                   2     37,400         0         0
MATSUSHITA ELEC INDL                        x                   4          0   239,566         0
MATTEL INC                                  x                              0       395         0
MATTEL INC                                  x                   5        965         0         0
MATTEL INC                                  x                   2      1,120         0         0
MATTEL INC                                  x                   4      5,400         0         0
MATTEL INC                                  x                          9,000         0         0
MATTEL INC                                  x                   7     68,939         0         0
MATTHEWS INTL CORP                          x                   4         79         0    12,896
MAXTOR CORP                                 x                         44,500         0         0
MAXTOR CORP                                 x                        333,200         0         0
MAXIM INTEGRATED PRODS INC                  x                   4          0         0       171
MAXIM INTEGRATED PRODS INC                  x                   5          0       180         0
MAXIM INTEGRATED PRODS INC                  x                   3      4,200         0         0
MAXIM INTEGRATED PRODS INC                  x                   5          0      4272         0
MAXIM INTEGRATED PRODS INC                  x                   7     60,654         0         0
MAYTAG CORP                                 x                   2        660         0         0
MAYTAG CORP                                 x                   5        885         0         0
MAYTAG CORP                                 x                   7      3,430         0         0
MAYTAG CORP                                 x                          7,500         0         0
MCAFEE INC                                  x                   5          0       302         0
MCAFEE INC                                  x                          2,819         0         0
MCAFEE INC                                  x                   7     15,000         0         0
MCCORMICK & CO INC                          x                   4      2,500         0         0
MCCORMICK & CO INC                          x                   7     18,500         0         0
MCDONALDS CORP                              x                   1        235         0         0
MCDONALDS CORP                              x                   5        230         0         0
MCDONALDS CORP                              x                   5        740         0         0
MCDONALDS CORP                              x                   3      1,340         0         0
MCDONALDS CORP                              x                          3,000         0         0
MCDONALDS CORP                              x                   5      3,600         0         0
MCDONALDS CORP                              x                   5          0     4,900         0
MCDONALDS CORP                              x                   2      7,240         0         0
MCDONALDS CORP                              x                   3      7,430         0         0
MCDONALDS CORP                              x                   5          0    13,500         0
MCDONALDS CORP                              x                   5          0     16525         0
MCDONALDS CORP                              x                   3     24,772         0     6,150
MCDONALDS CORP                              x                   4      9,726     3,174    22,100
MCDONALDS CORP                              x                   4     44,549         0    29,720
MCDONALDS CORP                              x                   7    230,330         0         0
MCDONALDS CORP                              x                   3    296,650         0         0
MCDONALDS CORP                              x                   3  8,785,000         0         0
MCG CAPITAL CORP                            x                   4        119         0    29,797
MCGRAW HILL COS INC                         x                   5          0       240         0
MCGRAW HILL COS INC                         x                   2      1,455         0         0
MCGRAW HILL COS INC                         x                   3      3,330         0     1,000
MCGRAW HILL COS INC                         x                   4        300         0     5,632
MCGRAW HILL COS INC                         x                   4      3,600     4,000         0
MCGRAW HILL COS INC                         x                   5          0     10080         0
MCGRAW HILL COS INC                         x                   5      22800         0         0
MCGRAW HILL COS INC                         x                   3     60,600         0         0
MCGRAW HILL COS INC                         x                   7     74,610         0         0
MCKESSON CORP                               x                   4          0         0       183
MCKESSON CORP                               x                   3        435         0         0
MCKESSON CORP                               x                   2        500         0         0
MCKESSON CORP                               x                   5       1000         0         0
MCKESSON CORP                               x                   7     50,669         0         0
MEADWESTVACO CORP                           x                   2         55         0         0
MEADWESTVACO CORP                           x                   5         99         0         0
MEADWESTVACO CORP                           x                   5          0       268         0
MEADWESTVACO CORP                           x                   4          0     8,827         0
MEADWESTVACO CORP                           x                   7     30,245         0         0
MEASUREMENT SPECIALTIES INC                 x                   4          0         0    12,609
MEDCO HEALTH SOLUTIONS INC                  x                   3         13         0         0
MEDCO HEALTH SOLUTIONS INC                  x                   2         36         0         0
MEDCO HEALTH SOLUTIONS INC                  x                              0       242         0
MEDCO HEALTH SOLUTIONS INC                  x                   2        350         0         0
MEDCO HEALTH SOLUTIONS INC                  x                   5        853         0         0
MEDCO HEALTH SOLUTIONS INC                  x                   5          0     1,000         0
MEDCO HEALTH SOLUTIONS INC                  x                   3      1,480         0     1,500
MEDCO HEALTH SOLUTIONS INC                  x                   4     11,783     1,943     3,242
MEDCO HEALTH SOLUTIONS INC                  x                   4      8,828         0    11,308
MEDCO HEALTH SOLUTIONS INC                  x                   7     59,627         0         0
MEDIMMUNE INC                               x                   5          0     1,300         0
MEDIMMUNE INC                               x                   3      1,981         0         0
MEDIMMUNE INC                               x                   5       2000         0         0
MEDIMMUNE INC                               x                          2,100         0         0
MEDIMMUNE INC                               x                   7     38,725         0         0
MEDTRONIC INC                               x                            700         0         0
MEDTRONIC INC                               x                   3      2,516         0         0
MEDTRONIC INC                               x                   5          0      5110         0
MEDTRONIC INC                               x                   2      5,121         0         0
MEDTRONIC INC                               x                   3      5,330         0         0
MEDTRONIC INC                               x                          8,300         0         0
MEDTRONIC INC                               x                   5      13765         0         0
MEDTRONIC INC                               x                   3     14,000         0         0
MEDTRONIC INC                               x                   3     14,377         0       910
MEDTRONIC INC                               x                         16,796         0         0
MEDTRONIC INC                               x                   4     33,310     2,480     2,175
MEDTRONIC INC                               x                   3     56,570         0         0
MEDTRONIC INC                               x                   4     73,570         0    22,855
MEDTRONIC INC                               x                   3     86,164         0    15,400
MEDTRONIC INC                               x                   7    238,851         0         0
MELLON FINL CORP                            x                   2         45         0         0
MELLON FINL CORP                            x                   5        345         0         0
MELLON FINL CORP                            x                          1,000         0         0
MELLON FINL CORP                            x                   4     25,651         0       125
MELLON FINL CORP                            x                   4     24,749       470     6,100
MELLON FINL CORP                            x                   7     72,281         0         0
MENS WEARHOUSE INC                          x                              0       129         0
MENS WEARHOUSE INC                          x                          6,897         0         0
MENTOR CORP MINN                            x                          4,842         0         0
MERCANTILE BANKSHARES CORP                  x                   7     12,465         0         0
MERCK & CO INC                              x                   1        100         0         0
MERCK & CO INC                              x                   2        200         0         0
MERCK & CO INC                              x                   6      1,800         0         0
MERCK & CO INC                              x                              0     2,000         0
MERCK & CO INC                              x                          4,087         0         0
MERCK & CO INC                              x                   3      5,560         0         0
MERCK & CO INC                              x                   5      9,700         0         0
MERCK & CO INC                              x                   5          0    14,400         0
MERCK & CO INC                              x                   3     14,805         0         0
MERCK & CO INC                              x                   5          0     19960         0
MERCK & CO INC                              x                         25,102         0         0
MERCK & CO INC                              x                   2     25,452         0         0
MERCK & CO INC                              x                   3     17,970         0    25,350
MERCK & CO INC                              x                          5,315    50,465         0
MERCK & CO INC                              x                   5      71648         0         0
MERCK & CO INC                              x                   3     93,200         0         0
MERCK & CO INC                              x                   3    110,238         0    17,301
MERCK & CO INC                              x                   4     75,263         0    64,334
MERCK & CO INC                              x                   4     89,610    34,052    21,744
MERCK & CO INC                              x                   7    450,299         0         0
MERCK & CO INC                              x                   3  7,100,000         0         0
MEREDITH CORP                               x                   3      1,000         0         0
MEREDITH CORP                               x                   7      2,400         0         0
MEREDITH CORP                               x                   3      3,000         0     8,400
MERRILL LYNCH & CO INC                      x                              0       280         0
MERRILL LYNCH & CO INC                      x                   3        435         0         0
MERRILL LYNCH & CO INC                      x                   2      1,080         0         0
MERRILL LYNCH & CO INC                      x                   5          0     1,300         0
MERRILL LYNCH & CO INC                      x                          1,708         0         0
MERRILL LYNCH & CO INC                      x                   5       2520         0         0
MERRILL LYNCH & CO INC                      x                          3,000         0         0
MERRILL LYNCH & CO INC                      x                   3      6,000         0         0
MERRILL LYNCH & CO INC                      x                   3      7,943         0       700
MERRILL LYNCH & CO INC                      x                   4     33,506     5,850     7,172
MERRILL LYNCH & CO INC                      x                   3     82,670         0         0
MERRILL LYNCH & CO INC                      x                   7    194,232         0         0
MERRILL LYNCH & CO INC                      x                   4    179,832         0    16,478
METHANEX CORP                               x                   2     37,381         0         0
METLIFE INC                                 x                   5          0       460         0
METLIFE INC                                 x                   4          0         0       552
METLIFE INC                                 x                   5          0     2,700         0
METLIFE INC                                 x                   2      7,330         0         0
METLIFE INC                                 x                   3     22,461         0         0
METLIFE INC                                 x                   3    104,935         0    20,000
METLIFE INC                                 x                   7    176,498         0         0
MEXICO FD INC                               x                          4,000         0         0
MEXICO FD INC                               x                   5          0     22000         0
MICHAELS STORES INC                         x                          3,000         0         0
MICHAELS STORES INC                         x                   3     12,000         0         0
MICHAELS STORES INC                         x                   7     13,480         0         0
MICHAELS STORES INC                         x                   3          0         0    13,900
MICROSOFT CORP                              x                   1        212         0         0
MICROSOFT CORP                              x                   5          0       600         0
MICROSOFT CORP                              x                   3      2,112         0         0
MICROSOFT CORP                              x                   6      2,820         0         0
MICROSOFT CORP                              x                          3,737       750         0
MICROSOFT CORP                              x                   3      5,050         0         0
MICROSOFT CORP                              x                   5     13,700         0         0
MICROSOFT CORP                              x                   3     16,556         0         0
MICROSOFT CORP                              x                         21,100         0         0
MICROSOFT CORP                              x                   5          0    23,724         0
MICROSOFT CORP                              x                   2     28,393         0         0
MICROSOFT CORP                              x                   5          0     30879         0
MICROSOFT CORP                              x                         33,292         0         0
MICROSOFT CORP                              x                         46,200         0         0
MICROSOFT CORP                              x                   2     48,927         0         0
MICROSOFT CORP                              x                   5          0    52,260         0
MICROSOFT CORP                              x                   3     69,723         0         0
MICROSOFT CORP                              x                         85,969         0         0
MICROSOFT CORP                              x                   3     99,530         0         0
MICROSOFT CORP                              x                   3    165,094         0    27,648
MICROSOFT CORP                              x                   3    213,705         0         0
MICROSOFT CORP                              x                   5     234973         0         0
MICROSOFT CORP                              x                   4    304,152    33,055    66,970
MICROSOFT CORP                              x                   3    773,470         0    15,339
MICROSOFT CORP                              x                   4    799,942     1,000   121,943
MICROSOFT CORP                              x                   7  1,982,521         0         0
MICROSOFT CORP                              x                   3  2,800,000         0         0
MICROCHIP TECHNOLOGY INC                    x                   4          0         0         8
MICROCHIP TECHNOLOGY INC                    x                          1,036         0         0
MICROCHIP TECHNOLOGY INC                    x                   5      2,000         0         0
MICROCHIP TECHNOLOGY INC                    x                   5      11750         0         0
MICROCHIP TECHNOLOGY INC                    x                   7     27,530         0         0
MICROCHIP TECHNOLOGY INC                    x                   3    195,000         0         0
MICRON TECHNOLOGY INC                       x                   3        200         0         0
MICRON TECHNOLOGY INC                       x                              0       170         0
MICRON TECHNOLOGY INC                       x                   1        318         0         0
MICRON TECHNOLOGY INC                       x                   4          0         0       527
MICRON TECHNOLOGY INC                       x                   5          0      2855         0
MICRON TECHNOLOGY INC                       x                   5       3089         0         0
MICRON TECHNOLOGY INC                       x                   3      3,200         0         0
MICRON TECHNOLOGY INC                       x                         11,471         0         0
MICRON TECHNOLOGY INC                       x                   2     14,229         0         0
MICRON TECHNOLOGY INC                       x                   7    109,255         0         0
MIDCAP SPDR TR                              x                   4          0         0     1,326
MIDCAP SPDR TR                              x                   2      4,650         0         0
MIDCAP SPDR TR                              x                   4          0         0   293,944
MILLENNIUM PHARMACEUTICALS I                x                              0       110         0
MILLENNIUM PHARMACEUTICALS I                x                          6,814         0         0
MILLENNIUM PHARMACEUTICALS I                x                   3          0         0     8,000
MILLENNIUM PHARMACEUTICALS I                x                   5      11500         0         0
MILLENNIUM PHARMACEUTICALS I                x                   7     30,000         0         0
MILLEA HOLDINGS INC                         x                              0       111         0
MILLEA HOLDINGS INC                         x                   5        335         0         0
MILLEA HOLDINGS INC                         x                   2      1,847         0         0
MILLEA HOLDINGS INC                         x                   5          0      1855         0
MILLEA HOLDINGS INC                         x                   4          0     7,717         0
MILLIPORE CORP                              x                   4        350         0         0
MILLIPORE CORP                              x                   3      1,816         0         0
MILLIPORE CORP                              x                   7      7,820         0         0
MINDSPEED TECHNOLOGIES INC                  x                   4        230         0         0
MINDSPEED TECHNOLOGIES INC                  x                   3        183         0         0
MINDSPEED TECHNOLOGIES INC                  x                   5        166         0         0
MINDSPEED TECHNOLOGIES INC                  x                   4     12,900         0         0
MIPS TECHNOLOGIES INC                       x                         21,514         0         0
MIRANT CORP NEW                             x                   5        149         0         0
MIRANT CORP NEW                             x                   4      2,816         0         0
MIRANT CORP NEW                             x                   3     24,050         0         0
MIRANT CORP NEW                             x                         40,253         0         0
MIRANT CORP NEW                             x                        108,436         0         0
MIRANT CORP NEW                             x                   4    113,372         0     3,018
MITSUBISHI UFJ FINL GROUP IN                x                   3          0         0     1,200
MITSUBISHI UFJ FINL GROUP IN                x                          2,700         0         0
MITSUBISHI UFJ FINL GROUP IN                x                   5       8145         0         0
MITSUBISHI UFJ FINL GROUP IN                x                   3     15,000         0         0
MITSUBISHI UFJ FINL GROUP IN                x                   5          0     18590         0
MITSUBISHI UFJ FINL GROUP IN                x                   4          0         0    66,460
MITSUBISHI UFJ FINL GROUP IN                x                   2     88,675         0         0
MITSUBISHI UFJ FINL GROUP IN                x                   2    319,262         0         0
MOBILE TELESYSTEMS OJSC                     x                              0        29         0
MOBILE TELESYSTEMS OJSC                     x                              0        57         0
MOBILE TELESYSTEMS OJSC                     x                   5          0       181         0
MOBILE TELESYSTEMS OJSC                     x                   7     42,751         0         0
MOBILE TELESYSTEMS OJSC                     x                        241,000         0         0
MOHAWK INDS INC                             x                   7      8,620         0         0
MOLEX INC                                   x                   5         86         0         0
MOLEX INC                                   x                   5          0       900         0
MOLEX INC                                   x                   4          0         0     1,712
MOLEX INC                                   x                   3          0         0     1,800
MOLEX INC                                   x                         11,249         0         0
MOLEX INC                                   x                   7     14,095         0         0
MOLEX INC                                   x                   3     35,200         0         0
MOLEX INC                                   x                   7      7,300         0         0
MOLEX INC                                   x                          9,994         0         0
MOLSON COORS BREWING CO                     x                   4        200         0         0
MOLSON COORS BREWING CO                     x                   2        240         0         0
MOLSON COORS BREWING CO                     x                   7     10,984         0         0
MONEYGRAM INTL INC                          x                   7      8,140         0         0
MONSANTO CO NEW                             x                   2          1         0         0
MONSANTO CO NEW                             x                   2         55         0         0
MONSANTO CO NEW                             x                   3        142         0         0
MONSANTO CO NEW                             x                   5          0      1113         0
MONSANTO CO NEW                             x                   4      1,490         0       122
MONSANTO CO NEW                             x                   4        245         0     1,870
MONSANTO CO NEW                             x                   5      2,900         0         0
MONSANTO CO NEW                             x                          3,000         0         0
MONSANTO CO NEW                             x                   5       3564         0         0
MONSANTO CO NEW                             x                   3      6,826         0         0
MONSANTO CO NEW                             x                         11,304         0         0
MONSANTO CO NEW                             x                   5          0    18,474         0
MONSANTO CO NEW                             x                   3     22,582         0         0
MONSANTO CO NEW                             x                   7     46,755         0         0
MONSTER WORLDWIDE INC                       x                   4          0         0        45
MONSTER WORLDWIDE INC                       x                   7     17,890         0         0
MOODYS CORP                                 x                   5        145         0         0
MOODYS CORP                                 x                   3        450         0         0
MOODYS CORP                                 x                   3        800         0         0
MOODYS CORP                                 x                   4      2,000         0         9
MOODYS CORP                                 x                   4      2,800         0         0
MOODYS CORP                                 x                   5          0      4550         0
MOODYS CORP                                 x                   7     54,674         0         0
MOOG INC                                    x                   5         95         0         0
MOOG INC                                    x                   4        300 1,252,875        19
MOOG INC                                    x                   4          0 2,294,139         0
MORGAN STANLEY EASTN EUR FD                 x                   2      1,200         0         0
MORGAN STANLEY EASTN EUR FD                 x                   3      3,150         0         0
MORGAN STANLEY                              x                              0       115         0
MORGAN STANLEY                              x                   3        250         0         0
MORGAN STANLEY                              x                   2        735         0         0
MORGAN STANLEY                              x                   5       2000         0         0
MORGAN STANLEY                              x                          3,000         0         0
MORGAN STANLEY                              x                   5          0      3155         0
MORGAN STANLEY                              x                   5          0     4,700         0
MORGAN STANLEY                              x                   5       9050         0         0
MORGAN STANLEY                              x                   3     10,210         0       700
MORGAN STANLEY                              x                   3     18,610         0         0
MORGAN STANLEY                              x                   4     22,144       137         0
MORGAN STANLEY                              x                   3     66,671         0         0
MORGAN STANLEY                              x                   4    100,342         0    21,360
MORGAN STANLEY                              x                   3    126,642         0         0
MORGAN STANLEY                              x                   7    218,428         0         0
MOTOROLA INC                                x                   2        325         0         0
MOTOROLA INC                                x                   1        300         0         0
MOTOROLA INC                                x                   5       3020         0         0
MOTOROLA INC                                x                   5          0      3000         0
MOTOROLA INC                                x                          4,150         0         0
MOTOROLA INC                                x                   3      4,225         0         0
MOTOROLA INC                                x                   5          0     5,300         0
MOTOROLA INC                                x                   3      8,600         0         0
MOTOROLA INC                                x                   2     13,012         0         0
MOTOROLA INC                                x                   3     14,050         0         0
MOTOROLA INC                                x                   3     14,450         0         0
MOTOROLA INC                                x                         25,343         0         0
MOTOROLA INC                                x                   5      34220         0         0
MOTOROLA INC                                x                   3     42,574         0     6,650
MOTOROLA INC                                x                   4     31,721     5,427    21,850
MOTOROLA INC                                x                   3    151,410         0         0
MOTOROLA INC                                x                   4    277,099         0    76,062
MOTOROLA INC                                x                   7    476,250         0         0
MOTOROLA INC                                x                   3    542,905         0       330
MURPHY OIL CORP                             x                          1,000         0         0
MURPHY OIL CORP                             x                   5       1870         0         0
MURPHY OIL CORP                             x                          2,005         0         0
MURPHY OIL CORP                             x                   7     25,630         0         0
MYLAN LABS INC                              x                   5          0       378         0
MYLAN LABS INC                              x                   5        645         0         0
MYLAN LABS INC                              x                   4      1,012         0         0
MYLAN LABS INC                              x                          3,200         0         0
MYLAN LABS INC                              x                   3      5,000         0         0
MYLAN LABS INC                              x                   7     33,925         0         0
NCR CORP NEW                                x                   3        124         0         0
NCR CORP NEW                                x                   7     29,632         0         0
NII HLDGS INC                               x                   4          0         0        52
NII HLDGS INC                               x                   5         74         0         0
NII HLDGS INC                               x                   7     19,300         0         0
NTL INC NEW                                 x                   3          2         0         0
NTL INC NEW                                 x                   7     30,373         0         0
NUCO2 INC                                   x                   4          0         0    12,825
NTT DOCOMO INC                              x                   2     14,529         0         0
NVR INC                                     x                   7        920         0         0
NASDAQ 100 TR                               x                   3          3         0         0
NASDAQ 100 TR                               x                   5          0       280         0
NASDAQ 100 TR                               x                   4          0         0       563
NASDAQ 100 TR                               x                          2,000         0         0
NASDAQ 100 TR                               x                   2      2,438         0         0
NASDAQ 100 TR                               x                              0     3,400         0
NASDAQ 100 TR                               x                   3      7,595         0         0
NASDAQ 100 TR                               x                         18,501         0         0
NASDAQ 100 TR                               x                   3     21,130         0         0
NASDAQ 100 TR                               x                   5      42783         0         0
NASDAQ 100 TR                               x                   3    131,029         0         0
NASDAQ 100 TR                               x                   3    156,113         0         0
NASDAQ 100 TR                               x                        175,600         0         0
NASDAQ 100 TR                               x                   3    250,857         0         0
NASDAQ 100 TR                               x                   3    434,838         0         0
NASDAQ 100 TR                               x                   6  1,891,932         0         0
NASTECH PHARMACEUTICAL INC                  x                   3     25,000         0         0
NATIONAL CITY CORP                          x                   4        700         0         0
NATIONAL CITY CORP                          x                   4      2,001         0     1,759
NATIONAL CITY CORP                          x                   2     17,010         0         0
NATIONAL CITY CORP                          x                   7    108,822         0         0
NATIONAL FINL PARTNERS CORP                 x                              0       139         0
NATIONAL FINL PARTNERS CORP                 x                   4         62         0    10,738
NATIONAL FUEL GAS CO N J                    x                   4      5,156         0         0
NATIONAL FUEL GAS CO N J                    x                   4      5,522     1,064         0
NATIONAL OILWELL VARCO INC                  x                   4        418         0         0
NATIONAL OILWELL VARCO INC                  x                              0     1,000         0
NATIONAL OILWELL VARCO INC                  x                   3      2,850         0         0
NATIONAL OILWELL VARCO INC                  x                   5          0      3770         0
NATIONAL OILWELL VARCO INC                  x                   6     12,012         0         0
NATIONAL OILWELL VARCO INC                  x                   2     17,730         0         0
NATIONAL OILWELL VARCO INC                  x                   7     27,640         0         0
NATIONAL OILWELL VARCO INC                  x                   3     56,185         0         0
NATIONAL OILWELL VARCO INC                  x                   3    161,925         0         0
NATIONAL SEMICONDUCTOR CORP                 x                   1        145         0         0
NATIONAL SEMICONDUCTOR CORP                 x                   4      3,000         0         0
NATIONAL SEMICONDUCTOR CORP                 x                   4          0         0     4,643
NATIONAL SEMICONDUCTOR CORP                 x                          7,376         0         0
NATIONAL SEMICONDUCTOR CORP                 x                   3     38,300         0         0
NATIONAL SEMICONDUCTOR CORP                 x                   3     60,628         0         0
NATIONAL SEMICONDUCTOR CORP                 x                   7     65,456         0         0
NATIONWIDE FINL SVCS INC                    x                   2        585         0         0
NATIONWIDE FINL SVCS INC                    x                   3      6,686         0         0
NAUTILUS INC                                x                   2     12,000         0         0
NAVTEQ CORP                                 x                   5          0     1,500         0
NAVTEQ CORP                                 x                   3      1,660         0         0
NAVTEQ CORP                                 x                   7      8,400         0         0
NAVTEQ CORP                                 x                   2     14,750         0         0
NAVTEQ CORP                                 x                   3     54,000         0         0
NAVTEQ CORP                                 x                   3     61,228         0         0
NETEASE COM INC                             x                   4          0         0        24
NETEASE COM INC                             x                   3        920         0         0
NETEASE COM INC                             x                   3     72,280         0         0
NETWORK APPLIANCE INC                       x                   2         80         0         0
NETWORK APPLIANCE INC                       x                   5        190         0         0
NETWORK APPLIANCE INC                       x                   5          0      1469         0
NETWORK APPLIANCE INC                       x                   4         63         0    14,574
NETWORK APPLIANCE INC                       x                   7     64,543         0         0
NEVSUN RES LTD                              x                   2     12,000         0         0
NEW HAMPSHIRE THRIFT BANCSHS                x                   4          0         0    47,707
NEW YORK CMNTY BANCORP INC                  x                   2        800         0         0
NEW YORK CMNTY BANCORP INC                  x                   4     14,466         0         0
NEW YORK CMNTY BANCORP INC                  x                   7     34,466         0         0
NEW YORK TIMES CO                           x                   4        250         0         0
NEW YORK TIMES CO                           x                          2,069         0         0
NEW YORK TIMES CO                           x                   3      4,382         0         0
NEW YORK TIMES CO                           x                   7     24,176         0         0
NEWELL RUBBERMAID INC                       x                   5          0       239         0
NEWELL RUBBERMAID INC                       x                   7     47,048         0         0
NEWFIELD EXPL CO                            x                          2,200         0         0
NEWFIELD EXPL CO                            x                   7     12,300         0         0
NEWMARKET CORP                              x                   3      5,040         0         0
NEWMONT MINING CORP                         x                   4        100         0         0
NEWMONT MINING CORP                         x                   4        600         0         0
NEWMONT MINING CORP                         x                   3        350         0     1,957
NEWMONT MINING CORP                         x                   2      2,900         0         0
NEWMONT MINING CORP                         x                   5       3737         0         0
NEWMONT MINING CORP                         x                          4,556         0         0
NEWMONT MINING CORP                         x                   3      6,600         0         0
NEWMONT MINING CORP                         x                   3      6,671         0         0
NEWMONT MINING CORP                         x                   3     22,500         0         0
NEWMONT MINING CORP                         x                   3     37,460         0         0
NEWMONT MINING CORP                         x                   3     72,397         0       250
NEWMONT MINING CORP                         x                   7     78,450         0         0
NEWMONT MINING CORP                         x                   3    826,133         0         0
NEWS CORP                                   x                   3      2,260         0         0
NEWS CORP                                   x                   2      3,195         0         0
NEWS CORP                                   x                          4,917         0         0
NEWS CORP                                   x                         19,277         0         0
NEWS CORP                                   x                   4        488         0    31,011
NEWS CORP                                   x                   3    240,153         0       136
NEWS CORP                                   x                   3    250,562         0         0
NEWS CORP                                   x                   7    357,034         0         0
NEWS CORP                                   x                   4      2,000         0         0
NEWS CORP                                   x                          7,613         0         0
NEWS CORP                                   x                   5       9000         0         0
NEWS CORP                                   x                   5          0     20860         0
NEWS CORP                                   x                   7     97,730         0         0
NEXTEL PARTNERS INC                         x                   7     12,700         0         0
NEXEN INC                                   x                   4          0         0        10
NEXEN INC                                   x                   3        441         0         0
NEXEN INC                                   x                          1,085         0         0
NEXEN INC                                   x                   2    114,325         0         0
NICE SYS LTD                                x                          4,000         0         0
NICE SYS LTD                                x                   7     22,300         0         0
NIKE INC                                    x                   3         46         0         0
NIKE INC                                    x                   3         89         0         0
NIKE INC                                    x                            890         0         0
NIKE INC                                    x                          4,028         0         0
NIKE INC                                    x                   5          0      5200         0
NIKE INC                                    x                   4      6,000         0         0
NIKE INC                                    x                   3     21,913         0         0
NIKE INC                                    x                   7     30,509         0         0
NIKE INC                                    x                   3     52,700         0         0
NIPPON TELEG & TEL CORP                     x                              0       441         0
NIPPON TELEG & TEL CORP                     x                   5       2744         0         0
NIPPON TELEG & TEL CORP                     x                   2      8,557         0         0
NIPPON TELEG & TEL CORP                     x                   5          0     11500         0
NISOURCE INC                                x                   5          0       345         0
NISOURCE INC                                x                   3      3,500         0         0
NISOURCE INC                                x                   7     48,462         0         0
NISSAN MOTORS                               x                   2     10,207         0         0
NISSAN MOTORS                               x                   4          0         0    23,365
NOKIA CORP                                  x                   3          0         0       200
NOKIA CORP                                  x                   5       1600         0         0
NOKIA CORP                                  x                   3      5,250         0         0
NOKIA CORP                                  x                   5          0     10240         0
NOKIA CORP                                  x                         13,700         0         0
NOKIA CORP                                  x                   2     15,570         0         0
NOKIA CORP                                  x                   3     27,750         0         0
NOKIA CORP                                  x                   2     69,750         0         0
NOKIA CORP                                  x                   4      1,575         0    79,598
NOKIA CORP                                  x                   5     152763         0         0
NOBLE ENERGY INC                            x                              0       230         0
NOBLE ENERGY INC                            x                   3      2,310         0         0
NOBLE ENERGY INC                            x                   4        480         0    10,221
NOBLE ENERGY INC                            x                   5          0    14,440         0
NOBLE ENERGY INC                            x                   7     18,600         0         0
NOMURA HLDGS INC                            x                   5          0       790         0
NOMURA HLDGS INC                            x                   5       7415         0         0
NOMURA HLDGS INC                            x                   4          0         0    43,232
NOMURA HLDGS INC                            x                   2    123,650         0         0
NORDSTROM INC                               x                            664         0         0
NORDSTROM INC                               x                   3          0         0     3,700
NORDSTROM INC                               x                   7     37,090         0         0
NORDSTROM INC                               x                   3     52,948         0         0
NORFOLK SOUTHERN CORP                       x                   2         70         0         0
NORFOLK SOUTHERN CORP                       x                   5          0      2000         0
NORFOLK SOUTHERN CORP                       x                   4     13,290         0     4,400
NORFOLK SOUTHERN CORP                       x                   3     43,000         0       933
NORFOLK SOUTHERN CORP                       x                   7     77,786         0         0
NORFOLK SOUTHERN CORP                       x                   4    204,607         0     6,616
NORSK HYDRO A S                             x                   3      2,000         0         0
NORTEL NETWORKS CORP NEW                    x                            700         0         0
NORTEL NETWORKS CORP NEW                    x                   4          0         0       500
NORTEL NETWORKS CORP NEW                    x                   3        700         0     1,250
NORTEL NETWORKS CORP NEW                    x                   3      3,800         0         0
NORTEL NETWORKS CORP NEW                    x                   3      4,500         0         0
NORTEL NETWORKS CORP NEW                    x                   5          0     36390         0
NORTEL NETWORKS CORP NEW                    x                   5      74456         0         0
NORTEL NETWORKS CORP NEW                    x                   2    711,770         0         0
NORTH FORK BANCORPORATION NY                x                   2        330         0         0
NORTH FORK BANCORPORATION NY                x                   5          0       385         0
NORTH FORK BANCORPORATION NY                x                   3      1,500         0         0
NORTH FORK BANCORPORATION NY                x                   3      3,325         0         0
NORTH FORK BANCORPORATION NY                x                          9,500         0         0
NORTH FORK BANCORPORATION NY                x                   2     19,300         0         0
NORTH FORK BANCORPORATION NY                x                   6     27,397         0         0
NORTH FORK BANCORPORATION NY                x                   7     90,899         0         0
NORTH FORK BANCORPORATION NY                x                   3     93,150         0         0
NORTH FORK BANCORPORATION NY                x                   3     99,975         0         0
NORTH FORK BANCORPORATION NY                x                        105,000         0         0
NORTHEAST UTILS                             x                   5          0       390         0
NORTHEAST UTILS                             x                   7     16,640         0         0
NORTHERN BORDER PARTNERS L P                x                   4      5,450         0         0
NORTHERN ORION RES INC                      x                          2,000         0         0
NORTHERN ORION RES INC                      x                   2     33,050         0         0
NORTHERN TR CORP                            x                   4        200         0         0
NORTHERN TR CORP                            x                   7     32,248         0         0
NORTHERN TR CORP                            x                   3     33,258         0         0
NORTHROP GRUMMAN CORP                       x                   2         30         0         0
NORTHROP GRUMMAN CORP                       x                   5         65         0         0
NORTHROP GRUMMAN CORP                       x                              0       105         0
NORTHROP GRUMMAN CORP                       x                   3      3,000         0         0
NORTHROP GRUMMAN CORP                       x                   3      4,703         0         0
NORTHROP GRUMMAN CORP                       x                   4      5,140       856         0
NORTHROP GRUMMAN CORP                       x                   4        210         0     6,167
NORTHROP GRUMMAN CORP                       x                   7     66,796         0         0
NORTHWEST NAT GAS CO                        x                   4      7,500     1,500         0
NOVA CHEMICALS CORP                         x                   2     65,853         0         0
NOVAGOLD RES INC                            x                   2     30,388         0         0
NOVARTIS A G                                x                   4          0         0       400
NOVARTIS A G                                x                   5          0       445         0
NOVARTIS A G                                x                   7      2,094         0         0
NOVARTIS A G                                x                   2      3,367         0         0
NOVARTIS A G                                x                   5       3932         0         0
NOVARTIS A G                                x                   4      1,135         0    16,959
NOVARTIS A G                                x                   2     25,250         0         0
NOVELL INC                                  x                   1        194         0         0
NOVELL INC                                  x                   3        500         0         0
NOVELL INC                                  x                   5      14726         0         0
NOVELL INC                                  x                   3     21,110         0         0
NOVELL INC                                  x                   7     21,510         0         0
NOVELLUS SYS INC                            x                   3        500         0         0
NOVELLUS SYS INC                            x                   5       1193         0         0
NOVELLUS SYS INC                            x                          2,442         0         0
NOVELLUS SYS INC                            x                   3      3,000         0         0
NOVELLUS SYS INC                            x                   7     23,942         0         0
NOVELLUS SYS INC                            x                   3     25,821         0     1,475
NSTAR                                       x                   4          0     1,000         0
NSTAR                                       x                   7     11,160         0         0
NUCOR CORP                                  x                   4        200         0        14
NUCOR CORP                                  x                   3          0         0     1,920
NUCOR CORP                                  x                          1,976         0         0
NUCOR CORP                                  x                          2,200         0         0
NUCOR CORP                                  x                   3      3,800         0         0
NUCOR CORP                                  x                   3      5,074         0         0
NUCOR CORP                                  x                   7     28,908         0         0
NVIDIA CORP                                 x                   2        150         0         0
NVIDIA CORP                                 x                   5        250         0         0
NVIDIA CORP                                 x                   4          0         0     1,015
NVIDIA CORP                                 x                          5,500         0         0
NVIDIA CORP                                 x                   3      5,650         0         0
NVIDIA CORP                                 x                   7     53,050         0         0
NUVEEN NY SELECT QUALITY MUN                x                   4          0         0     1,073
NUVEEN NY SELECT QUALITY MUN                x                   4          0         0    10,350
OSI PHARMACEUTICALS INC                     x                   3          0         0    12,300
OCCIDENTAL PETE CORP DEL                    x                              0        80         0
OCCIDENTAL PETE CORP DEL                    x                   3        180         0         0
OCCIDENTAL PETE CORP DEL                    x                   2        200         0         0
OCCIDENTAL PETE CORP DEL                    x                            329         0         0
OCCIDENTAL PETE CORP DEL                    x                   5        370         0         0
OCCIDENTAL PETE CORP DEL                    x                   5          0       375         0
OCCIDENTAL PETE CORP DEL                    x                          1,647         0         0
OCCIDENTAL PETE CORP DEL                    x                   5          0     1,900         0
OCCIDENTAL PETE CORP DEL                    x                   2      3,285         0         0
OCCIDENTAL PETE CORP DEL                    x                   3      4,660         0         0
OCCIDENTAL PETE CORP DEL                    x                   3      8,100         0         0
OCCIDENTAL PETE CORP DEL                    x                   4     18,729       300     3,100
OCCIDENTAL PETE CORP DEL                    x                   4     30,265         0     4,985
OCCIDENTAL PETE CORP DEL                    x                   3     55,934         0    11,500
OCCIDENTAL PETE CORP DEL                    x                   7     71,531         0         0
OCEANFIRST FINL CORP                        x                   4          0    13,835         0
ODYSSEY HEALTHCARE INC                      x                          3,814         0         0
ODYSSEY HEALTHCARE INC                      x                   4          0         0    24,546
OFFICE DEPOT INC                            x                   2         50         0         0
OFFICE DEPOT INC                            x                   4      1,100         0         0
OFFICE DEPOT INC                            x                          4,500         0         0
OFFICE DEPOT INC                            x                   5          0     7,500         0
OFFICE DEPOT INC                            x                   3     53,312         0         0
OFFICE DEPOT INC                            x                   7     65,569         0         0
OFFICEMAX INC DEL                           x                   5          0       194         0
OFFICEMAX INC DEL                           x                   7     12,240         0         0
OIL SVC HOLDRS TR                           x                   3        100         0         0
OIL SVC HOLDRS TR                           x                   3        500         0         0
OIL SVC HOLDRS TR                           x                   5        500         0         0
OIL SVC HOLDRS TR                           x                   5        500         0         0
OIL SVC HOLDRS TR                           x                   5          0       900         0
OIL SVC HOLDRS TR                           x                   3      3,000         0         0
OIL SVC HOLDRS TR                           x                   3          0         0     5,000
OIL SVC HOLDRS TR                           x                   3      6,000         0         0
OIL SVC HOLDRS TR                           x                          7,200         0         0
OIL SVC HOLDRS TR                           x                   3     17,600         0         0
OLD REP INTL CORP                           x                   7     21,656         0         0
OMNICARE INC                                x                   5         70         0         0
OMNICARE INC                                x                   4          0         0        93
OMNICARE INC                                x                   4      5,000         0         0
OMNICARE INC                                x                   3      5,000         0         0
OMNICARE INC                                x                   7     17,250         0         0
OMNICOM GROUP INC                           x                   5          0       120         0
OMNICOM GROUP INC                           x                   5        915         0         0
OMNICOM GROUP INC                           x                   3      1,040         0         0
OMNICOM GROUP INC                           x                   4      1,450         0         0
OMNICOM GROUP INC                           x                   2      1,761         0         0
OMNICOM GROUP INC                           x                   3      2,000         0         0
OMNICOM GROUP INC                           x                   4      2,000       685       400
OMNICOM GROUP INC                           x                   3      8,700         0         0
OMNICOM GROUP INC                           x                   2     12,750         0         0
OMNICOM GROUP INC                           x                   3     30,590         0         0
OMNICOM GROUP INC                           x                   3     31,095         0         0
OMNICOM GROUP INC                           x                   7     38,565         0         0
OMNICOM GROUP INC                           x                   3     46,355         0         0
ONE LIBERTY PPTYS INC                       x                   4     59,753         0         0
OPEN JT STK CO-VIMPEL COMMUN                x                   7     31,800         0         0
OPEN JT STK CO-VIMPEL COMMUN                x                        160,000         0         0
OPENWAVE SYS INC                            x                              0       168         0
OPENWAVE SYS INC                            x                   3     13,400         0         0
ORACLE CORP                                 x                   1        400         0         0
ORACLE CORP                                 x                   3      1,717         0         0
ORACLE CORP                                 x                   3      1,796         0         0
ORACLE CORP                                 x                   5          0     2,810         0
ORACLE CORP                                 x                   3      3,000         0         0
ORACLE CORP                                 x                   5       4300         0         0
ORACLE CORP                                 x                   3      4,832         0         0
ORACLE CORP                                 x                          5,500         0         0
ORACLE CORP                                 x                   2      8,780         0         0
ORACLE CORP                                 x                         33,993         0         0
ORACLE CORP                                 x                   3     40,958         0         0
ORACLE CORP                                 x                   5          0     41844         0
ORACLE CORP                                 x                   4     65,709     7,024     2,100
ORACLE CORP                                 x                   3    123,485         0     6,040
ORACLE CORP                                 x                   5     162540         0         0
ORACLE CORP                                 x                   4    144,124         0    30,807
ORACLE CORP                                 x                   7    918,744         0         0
OUTBACK STEAKHOUSE INC                      x                   7      7,280         0         0
PDL BIOPHARMA INC                           x                   3          0         0    19,200
PG&E CORP                                   x                   4        200         0         0
PG&E CORP                                   x                   3        350         0         0
PG&E CORP                                   x                   3      3,511         0         0
PG&E CORP                                   x                   3      4,900         0         0
PG&E CORP                                   x                   3     27,700         0         0
PG&E CORP                                   x                   7     72,010         0         0
PMC-SIERRA INC                              x                   2         35         0         0
PMC-SIERRA INC                              x                   4          0         0       200
PMC-SIERRA INC                              x                   5       3500         0         0
PMC-SIERRA INC                              x                   5      10000         0         0
PMC-SIERRA INC                              x                   7     10,140         0         0
PMI GROUP INC                               x                   4          0         0         8
PMI GROUP INC                               x                   5          0       139         0
PMI GROUP INC                               x                   5          0       820         0
PMI GROUP INC                               x                   3      1,200         0         0
PMI GROUP INC                               x                   7     13,220         0         0
PNC FINL SVCS GROUP INC                     x                   5          0       170         0
PNC FINL SVCS GROUP INC                     x                   5          0       510         0
PNC FINL SVCS GROUP INC                     x                   3      3,000         0         0
PNC FINL SVCS GROUP INC                     x                   4      1,670     2,100         0
PNC FINL SVCS GROUP INC                     x                   4      6,924         0     2,643
PNC FINL SVCS GROUP INC                     x                   3     53,983         0         0
PNC FINL SVCS GROUP INC                     x                   7     56,705         0         0
POSCO                                       x                              0        13         0
POSCO                                       x                              0        59         0
POSCO                                       x                   3        740         0         0
POSCO                                       x                   5       1500         0         0
POSCO                                       x                   4          0         0     2,917
POSCO                                       x                   3      3,680         0         0
POSCO                                       x                   2     12,270         0         0
POSCO                                       x                   5          0     14073         0
POSCO                                       x                   3          0         0    14,200
POSCO                                       x                   6          0         0    20,610
POSCO                                       x                   7     27,752         0         0
POSCO                                       x                   3     39,550         0         0
PPG INDS INC                                x                   2        230         0         0
PPG INDS INC                                x                            331         0         0
PPG INDS INC                                x                            444         0         0
PPG INDS INC                                x                   3      2,577         0         0
PPG INDS INC                                x                   4      6,604         0     2,750
PPG INDS INC                                x                   4      3,150         0     6,500
PPG INDS INC                                x                   7     31,563         0         0
PPL CORP                                    x                   4        300         0         0
PPL CORP                                    x                   4        400         0     4,110
PPL CORP                                    x                   3      5,488         0         0
PPL CORP                                    x                   7     73,936         0         0
PPL CORP                                    x                   3  1,400,000         0         0
PACCAR INC                                  x                   4         30         0     2,333
PACCAR INC                                  x                   3      2,400         0         0
PACCAR INC                                  x                   3      7,500         0         0
PACCAR INC                                  x                   7     31,456         0         0
PACER INTL INC TENN                         x                   5        130         0         0
PACER INTL INC TENN                         x                   4          0         0    20,424
PACKAGING DYNAMICS CORP                     x                   4        129         0    21,599
PACTIV CORP                                 x                   5          0       438         0
PACTIV CORP                                 x                          1,128         0         0
PACTIV CORP                                 x                   7     23,352         0         0
PALL CORP                                   x                              0        80         0
PALL CORP                                   x                   4      2,500         0         0
PALL CORP                                   x                   7     21,820         0         0
PAN AMERICAN SILVER CORP                    x                   2      4,600         0         0
PAN AMERICAN SILVER CORP                    x                   3     10,000         0         0
PARAMETRIC TECHNOLOGY CORP                  x                   7      5,472         0         0
PARAMETRIC TECHNOLOGY CORP                  x                   3      8,600         0         0
PARKER HANNIFIN CORP                        x                   4        200         0         0
PARKER HANNIFIN CORP                        x                   3        400         0         0
PARKER HANNIFIN CORP                        x                   3        700         0         0
PARKER HANNIFIN CORP                        x                   5          0      4500         0
PARKER HANNIFIN CORP                        x                   7     22,627         0         0
PARTNER COMMUNICATIONS CO LT                x                   5      21720         0         0
PATNI COMPUTER SYS                          x                   2      2,000         0         0
PATNI COMPUTER SYS                          x                   6    719,092         0         0
PATTERSON COMPANIES INC                     x                   4        240         0         0
PATTERSON COMPANIES INC                     x                   5          0      2800         0
PATTERSON COMPANIES INC                     x                   7     21,204         0         0
PATTERSON UTI ENERGY INC                    x                   5        159         0         0
PATTERSON UTI ENERGY INC                    x                   2        770         0         0
PATTERSON UTI ENERGY INC                    x                   3      2,250         0         0
PATTERSON UTI ENERGY INC                    x                          4,702         0         0
PATTERSON UTI ENERGY INC                    x                   3      8,311         0         0
PATTERSON UTI ENERGY INC                    x                   7     17,980         0         0
PAXAR CORP                                  x                   4     14,262         0         0
PAYCHEX INC                                 x                   3      4,200         0         0
PAYCHEX INC                                 x                   4      5,655         0         0
PAYCHEX INC                                 x                   4      6,476         0     7,897
PAYCHEX INC                                 x                   3     20,057         0         0
PAYCHEX INC                                 x                   7     67,419         0         0
PEABODY ENERGY CORP                         x                   4          0         0         7
PEABODY ENERGY CORP                         x                   5        360         0         0
PEABODY ENERGY CORP                         x                   3          0         0     1,000
PEABODY ENERGY CORP                         x                   3      2,960         0         0
PEABODY ENERGY CORP                         x                          3,500         0         0
PEABODY ENERGY CORP                         x                   3      7,200         0         0
PEABODY ENERGY CORP                         x                   2      8,630         0         0
PEABODY ENERGY CORP                         x                   3     15,604         0         0
PEABODY ENERGY CORP                         x                   7     25,000         0         0
PENNEY J C INC                              x                   2        325         0         0
PENNEY J C INC                              x                   5          0       600         0
PENNEY J C INC                              x                   3      1,400         0         0
PENNEY J C INC                              x                   3      2,800         0         0
PENNEY J C INC                              x                   4        408         0     5,255
PENNEY J C INC                              x                   3      8,670         0         0
PENNEY J C INC                              x                   7     48,079         0         0
PENNEY J C INC                              x                   3     53,067         0         0
PENTAIR INC                                 x                   3          0         0     3,800
PENTAIR INC                                 x                   7      8,700         0         0
PEOPLES BK BRIDGEPORT CONN                  x                   7      6,150         0         0
PEOPLES ENERGY CORP                         x                   4        850         0         0
PEOPLES ENERGY CORP                         x                   7      2,160         0         0
PEOPLES ENERGY CORP                         x                   2      6,030         0         0
PEOPLES ENERGY CORP                         x                   3    175,000         0         0
PEPCO HOLDINGS INC                          x                   7     25,260         0         0
PEPSI BOTTLING GROUP INC                    x                   3      4,300         0         0
PEPSI BOTTLING GROUP INC                    x                   7     26,936         0         0
PEPSIAMERICAS INC                           x                   7     12,990         0         0
PEPSICO INC                                 x                              0       210         0
PEPSICO INC                                 x                   3        500         0         0
PEPSICO INC                                 x                   6        955         0         0
PEPSICO INC                                 x                   3      1,000         0         0
PEPSICO INC                                 x                   3      1,800         0         0
PEPSICO INC                                 x                   5      2,100         0         0
PEPSICO INC                                 x                   2      4,600         0         0
PEPSICO INC                                 x                   3      4,697         0         0
PEPSICO INC                                 x                          6,000         0         0
PEPSICO INC                                 x                   5          0      8550         0
PEPSICO INC                                 x                         12,360         0         0
PEPSICO INC                                 x                   3     12,942         0         0
PEPSICO INC                                 x                   5      17750         0         0
PEPSICO INC                                 x                   2     19,265         0         0
PEPSICO INC                                 x                   3     22,419         0       640
PEPSICO INC                                 x                   3     68,670         0         0
PEPSICO INC                                 x                   3    118,654         0         0
PEPSICO INC                                 x                   4    146,828    35,701    54,500
PEPSICO INC                                 x                   7    339,901         0         0
PEPSICO INC                                 x                   4    360,486        60    38,572
PERKINELMER INC                             x                   4        800     3,000         0
PERKINELMER INC                             x                   7      7,500         0         0
PETRO-CDA                                   x                   4          0         0       200
PETRO-CDA                                   x                   2        500         0         0
PETRO-CDA                                   x                   3      6,600         0       800
PETRO-CDA                                   x                   2    132,286         0         0
PETROCHINA CO LTD                           x                              0        11         0
PETROCHINA CO LTD                           x                   5          0        69         0
PETROCHINA CO LTD                           x                              0       117         0
PETROCHINA CO LTD                           x                   5        225         0         0
PETROCHINA CO LTD                           x                   2      1,855         0         0
PETROCHINA CO LTD                           x                   3      2,500         0         0
PETROBRAS ENERGIA PARTCPTNS                 x                   1  1,416,001         0         0
PETROFUND ENERGY TRUST                      x                   2     33,545         0         0
PETROLEO BRASILEIRO SA PETRO                x                              0        38         0
PETROLEO BRASILEIRO SA PETRO                x                   5          0       150         0
PETROLEO BRASILEIRO SA PETRO                x                   5        166         0         0
PETROLEO BRASILEIRO SA PETRO                x                   2        300         0         0
PETROLEO BRASILEIRO SA PETRO                x                   5          0       692         0
PETROLEO BRASILEIRO SA PETRO                x                   3        833         0         0
PETROLEO BRASILEIRO SA PETRO                x                            913        75         0
PETROLEO BRASILEIRO SA PETRO                x                   5          0     6,200         0
PETROLEO BRASILEIRO SA PETRO                x                   2      9,165         0         0
PETROLEO BRASILEIRO SA PETRO                x                   7     12,237         0         0
PETROLEO BRASILEIRO SA PETRO                x                   3          0         0    34,100
PETROLEO BRASILEIRO SA PETRO                x                   5        210         0         0
PETROLEO BRASILEIRO SA PETRO                x                          1,000         0         0
PETROLEO BRASILEIRO SA PETRO                x                   3      1,162         0         0
PETROLEO BRASILEIRO SA PETRO                x                   3      2,000         0         0
PETROLEO BRASILEIRO SA PETRO                x                          2,500        85         0
PETROLEO BRASILEIRO SA PETRO                x                   2      9,575         0         0
PETROLEO BRASILEIRO SA PETRO                x                   3          0         0    10,400
PETROLEO BRASILEIRO SA PETRO                x                   3     15,100         0         0
PETROLEO BRASILEIRO SA PETRO                x                         17,100         0         0
PETROLEO BRASILEIRO SA PETRO                x                   3     18,805         0         0
PETROLEO BRASILEIRO SA PETRO                x                   7     90,225         0         0
PETROQUEST ENERGY INC                       x                   3    150,000         0         0
PETSMART INC                                x                   5        691         0         0
PETSMART INC                                x                   2      2,250         0         0
PETSMART INC                                x                   7     16,600         0         0
PETSMART INC                                x                   3          0         0    22,700
PFIZER INC                                  x                   1        240         0         0
PFIZER INC                                  x                   5          0     1,520         0
PFIZER INC                                  x                   5       5975         0         0
PFIZER INC                                  x                   3      7,340         0         0
PFIZER INC                                  x                         14,181       900         0
PFIZER INC                                  x                   2     16,600         0         0
PFIZER INC                                  x                         27,600         0         0
PFIZER INC                                  x                   6     29,244         0         0
PFIZER INC                                  x                         33,887         0         0
PFIZER INC                                  x                   3     43,534         0         0
PFIZER INC                                  x                   5          0     58742         0
PFIZER INC                                  x                         72,700         0         0
PFIZER INC                                  x                   3     82,230         0         0
PFIZER INC                                  x                   2     86,115         0         0
PFIZER INC                                  x                         97,045         0         0
PFIZER INC                                  x                   5     244366         0         0
PFIZER INC                                  x                   3    284,957         0         0
PFIZER INC                                  x                   4    356,066    19,729    52,295
PFIZER INC                                  x                   3    295,005         0   164,718
PFIZER INC                                  x                   4    668,897         0    92,265
PFIZER INC                                  x                   3    993,260         0    31,523
PFIZER INC                                  x                   3  1,281,501         0         0
PFIZER INC                                  x                   7  1,492,309         0         0
PFIZER INC                                  x                   3  3,500,000         0         0
PHARMACEUTICAL HLDRS TR                     x                   2        200         0         0
PHARMACEUTICAL HLDRS TR                     x                   5        300         0         0
PHARMACEUTICAL HLDRS TR                     x                   3      2,500         0         0
PHARMACEUTICAL HLDRS TR                     x                   5          0      2900         0
PHARMACEUTICAL HLDRS TR                     x                   3          0         0     4,000
PHELPS DODGE CORP                           x                   2        100         0         0
PHELPS DODGE CORP                           x                   5        109         0         0
PHELPS DODGE CORP                           x                   4          0         0       400
PHELPS DODGE CORP                           x                   3      2,340         0         0
PHELPS DODGE CORP                           x                   3      2,700         0         0
PHELPS DODGE CORP                           x                   4      2,870         0         0
PHELPS DODGE CORP                           x                          3,692         0         0
PHELPS DODGE CORP                           x                   7     39,924         0         0
PHELPS DODGE CORP                           x                   3     40,648         0         0
PHILIPPINE LONG DISTANCE TEL                x                   5        480         0         0
PHILIPPINE LONG DISTANCE TEL                x                   3     27,300         0         0
PHILIPPINE LONG DISTANCE TEL                x                   3          0         0    60,200
PIMCO MUN INCOME FD III                     x                   4          0         0    14,490
PINNACLE WEST CAP CORP                      x                   4      1,000         0         0
PINNACLE WEST CAP CORP                      x                   7     15,030         0         0
PIONEER NAT RES CO                          x                          1,058         0         0
PIONEER NAT RES CO                          x                   3      1,700         0         0
PIONEER NAT RES CO                          x                   3      6,500         0         0
PIONEER NAT RES CO                          x                   7     16,840         0         0
PITNEY BOWES INC                            x                   4      1,600         0         0
PITNEY BOWES INC                            x                   4        200         0     5,771
PITNEY BOWES INC                            x                   3     29,518         0         0
PITNEY BOWES INC                            x                   7     45,969         0         0
PIXAR                                       x                   5          0       299         0
PIXAR                                       x                   7      5,060         0         0
PLUM CREEK TIMBER CO INC                    x                            500         0         0
PLUM CREEK TIMBER CO INC                    x                   4      1,000         0         0
PLUM CREEK TIMBER CO INC                    x                   4        822       822         0
PLUM CREEK TIMBER CO INC                    x                   3      2,000         0         0
PLUM CREEK TIMBER CO INC                    x                   3      4,658         0         0
PLUM CREEK TIMBER CO INC                    x                   7     31,861         0         0
POGO PRODUCING CO                           x                   7      6,420         0         0
POLO RALPH LAUREN CORP                      x                   4          0         0       191
POLO RALPH LAUREN CORP                      x                   5       2450         0         0
POLO RALPH LAUREN CORP                      x                          7,700         0         0
PORTUGAL TELECOM SGPS S A                   x                              0       980         0
PORTUGAL TELECOM SGPS S A                   x                   5       1060         0         0
PORTUGAL TELECOM SGPS S A                   x                   2     10,234         0         0
PORTUGAL TELECOM SGPS S A                   x                   5          0     13680         0
POTASH CORP SASK INC                        x                   5          0        79         0
POTASH CORP SASK INC                        x                   5        131         0         0
POTASH CORP SASK INC                        x                   3        320         0         0
POTASH CORP SASK INC                        x                   2     38,272         0         0
POWER INTEGRATIONS INC                      x                   4          0         0    14,663
POWERSHARES ETF TRUST                       x                   2     10,400         0         0
PRAXAIR INC                                 x                   5        150         0         0
PRAXAIR INC                                 x                   5          0       375         0
PRAXAIR INC                                 x                   5          0      1255         0
PRAXAIR INC                                 x                   4      2,835         0         0
PRAXAIR INC                                 x                   2      3,075         0         0
PRAXAIR INC                                 x                   3      6,342         0         0
PRAXAIR INC                                 x                          6,900         0         0
PRAXAIR INC                                 x                   3     24,200         0         0
PRAXAIR INC                                 x                   4     18,583         0    12,284
PRAXAIR INC                                 x                   7     57,096         0         0
PRECISION CASTPARTS CORP                    x                   7     12,700         0         0
PRECISION DRILLING TR                       x                   2     55,636         0         0
PRICE T ROWE GROUP INC                      x                   4          0       100         0
PRICE T ROWE GROUP INC                      x                   5        140         0         0
PRICE T ROWE GROUP INC                      x                   3      2,100         0         0
PRICE T ROWE GROUP INC                      x                   4         59         0    13,504
PRICE T ROWE GROUP INC                      x                   7     26,316         0         0
PRIDE INTL INC DEL                          x                   5        107         0         0
PRIDE INTL INC DEL                          x                   3      7,500         0         0
PRIDE INTL INC DEL                          x                   7     15,170         0         0
PRIMEWEST ENERGY TR                         x                   4          0         0     1,000
PRIMEWEST ENERGY TR                         x                   3      1,000         0         0
PRIMEWEST ENERGY TR                         x                   2     23,327         0         0
PRINCIPAL FINANCIAL GROUP IN                x                   2         85         0         0
PRINCIPAL FINANCIAL GROUP IN                x                   4        475         0         0
PRINCIPAL FINANCIAL GROUP IN                x                   7     43,825         0         0
PRINCIPAL FINANCIAL GROUP IN                x                   5      53500         0         0
PROCTER & GAMBLE CO                         x                   1        290         0         0
PROCTER & GAMBLE CO                         x                   2      2,995         0         0
PROCTER & GAMBLE CO                         x                          3,900       353         0
PROCTER & GAMBLE CO                         x                   5       7027         0         0
PROCTER & GAMBLE CO                         x                   3      8,460         0         0
PROCTER & GAMBLE CO                         x                          8,775         0         0
PROCTER & GAMBLE CO                         x                         12,517         0         0
PROCTER & GAMBLE CO                         x                   5          0     13260         0
PROCTER & GAMBLE CO                         x                         20,886         0         0
PROCTER & GAMBLE CO                         x                   5          0    21,253         0
PROCTER & GAMBLE CO                         x                   5      21582         0         0
PROCTER & GAMBLE CO                         x                   3     23,640         0         0
PROCTER & GAMBLE CO                         x                   2     26,353         0         0
PROCTER & GAMBLE CO                         x                   3     29,951         0         0
PROCTER & GAMBLE CO                         x                   3     41,210         0     5,954
PROCTER & GAMBLE CO                         x                   3     55,455         0         0
PROCTER & GAMBLE CO                         x                   3    110,580         0         0
PROCTER & GAMBLE CO                         x                   3    151,410         0         0
PROCTER & GAMBLE CO                         x                   3    151,848         0     7,045
PROCTER & GAMBLE CO                         x                   4    116,595    38,348    24,319
PROCTER & GAMBLE CO                         x                   4    277,016        40    42,549
PROCTER & GAMBLE CO                         x                   7    664,550         0         0
PROGRESS ENERGY INC                         x                              0       140         0
PROGRESS ENERGY INC                         x                   5        345         0         0
PROGRESS ENERGY INC                         x                   4        900         0         0
PROGRESS ENERGY INC                         x                   7     40,979         0         0
PROGRESS ENERGY INC                         x                   3    700,000         0         0
PROGRESSIVE CORP OHIO                       x                   5        155         0         0
PROGRESSIVE CORP OHIO                       x                   5          0      1295         0
PROGRESSIVE CORP OHIO                       x                          1,700         0         0
PROGRESSIVE CORP OHIO                       x                   3      2,005         0         0
PROGRESSIVE CORP OHIO                       x                   7     37,099         0         0
PROLOGIS                                    x                   7     42,330         0         0
PROTECTIVE LIFE CORP                        x                   5         30         0         0
PROTECTIVE LIFE CORP                        x                   7      6,000         0         0
PROVIDENT ENERGY TR                         x                   2     98,873         0         0
PROVIDENT NEW YORK BANCORP                  x                   4          0         0        30
PROVIDENT NEW YORK BANCORP                  x                   4          0   169,030         0
PRUDENTIAL FINL INC                         x                   2        870         0         0
PRUDENTIAL FINL INC                         x                   4          0         0     2,675
PRUDENTIAL FINL INC                         x                   5      3,600         0         0
PRUDENTIAL FINL INC                         x                   3      7,960         0         0
PRUDENTIAL FINL INC                         x                   3     89,714         0         0
PRUDENTIAL FINL INC                         x                   7    107,717         0         0
PRUDENTIAL PLC                              x                   2     40,480         0         0
PUBLIC SVC ENTERPRISE GROUP                 x                   4          0         0        71
PUBLIC SVC ENTERPRISE GROUP                 x                   4          0         0       525
PUBLIC SVC ENTERPRISE GROUP                 x                   7     45,804         0         0
PUBLIC STORAGE INC                          x                          2,000         0         0
PUBLIC STORAGE INC                          x                          5,499         0         0
PUBLIC STORAGE INC                          x                   7     18,840         0         0
PULTE HOMES INC                             x                   2        400         0         0
PULTE HOMES INC                             x                   4          0         0     1,483
PULTE HOMES INC                             x                   5          0     2,400         0
PULTE HOMES INC                             x                   3      3,700         0         0
PULTE HOMES INC                             x                   7     46,370         0         0
PULTE HOMES INC                             x                   3     47,351         0         0
QLOGIC CORP                                 x                   6      1,200         0         0
QLOGIC CORP                                 x                   5          0     2,600         0
QLOGIC CORP                                 x                   3      4,000         0         0
QLOGIC CORP                                 x                   7     28,140         0         0
QUALCOMM INC                                x                   5          0      1218         0
QUALCOMM INC                                x                   5          0     1,500         0
QUALCOMM INC                                x                          2,000         0         0
QUALCOMM INC                                x                   2      2,260         0         0
QUALCOMM INC                                x                   5       3220         0         0
QUALCOMM INC                                x                          3,450         0         0
QUALCOMM INC                                x                   5          0     3,900         0
QUALCOMM INC                                x                   4     10,040         0         0
QUALCOMM INC                                x                         12,454         0         0
QUALCOMM INC                                x                   3     15,268         0     3,400
QUALCOMM INC                                x                   4        290         0    33,356
QUALCOMM INC                                x                   3    101,009         0         0
QUALCOMM INC                                x                   7    334,672         0         0
QUEBECOR WORLD INC                          x                   5       1300         0         0
QUEBECOR WORLD INC                          x                   2    130,219         0         0
QUEST DIAGNOSTICS INC                       x                   5        205         0         0
QUEST DIAGNOSTICS INC                       x                          1,402         0         0
QUEST DIAGNOSTICS INC                       x                   4      1,400         0         0
QUEST DIAGNOSTICS INC                       x                   3          0         0    10,040
QUEST DIAGNOSTICS INC                       x                   4        375         0    25,934
QUEST DIAGNOSTICS INC                       x                   7     30,618         0         0
QUESTAR CORP                                x                   4          0         0         8
QUESTAR CORP                                x                   5         29         0         0
QUESTAR CORP                                x                   7     13,620         0         0
QUICKSILVER RESOURCES INC                   x                   5        352         0         0
QUICKSILVER RESOURCES INC                   x                   5          0      5240         0
QUIKSILVER INC                              x                   5        157         0         0
QUIKSILVER INC                              x                   3    500,000         0         0
QWEST COMMUNICATIONS INTL IN                x                   4          0       112         0
QWEST COMMUNICATIONS INTL IN                x                   3        709         0         0
QWEST COMMUNICATIONS INTL IN                x                   5          0      1360         0
QWEST COMMUNICATIONS INTL IN                x                   7    374,367         0         0
R H DONNELLEY CORP                          x                   4          0         0         9
R H DONNELLEY CORP                          x                   5          0       128         0
R H DONNELLEY CORP                          x                   2        374         0         0
R H DONNELLEY CORP                          x                   7      5,367         0         0
RF MICRODEVICES INC                         x                   2      2,000         0         0
RF MICRODEVICES INC                         x                   3      4,433         0         0
RF MICRODEVICES INC                         x                   5       4500         0         0
RADIAN GROUP INC                            x                              0        83         0
RADIAN GROUP INC                            x                   5          0       900         0
RADIAN GROUP INC                            x                   4          0         0     4,508
RADIAN GROUP INC                            x                   7     10,780         0         0
RADIOSHACK CORP                             x                   3      2,200         0         0
RADIOSHACK CORP                             x                   2     16,655         0         0
RADIOSHACK CORP                             x                         20,000         0         0
RADIOSHACK CORP                             x                   7     28,049         0         0
RADIOSHACK CORP                             x                   3     50,000         0         0
RAMBUS INC DEL                              x                   5      20000         0         0
RAND CAP CORP                               x                   4          0         0   249,207
RAYTHEON CO                                 x                              0        90         0
RAYTHEON CO                                 x                   2        300         0         0
RAYTHEON CO                                 x                   5          0       600         0
RAYTHEON CO                                 x                   3      1,320         0         0
RAYTHEON CO                                 x                   3      1,800         0         0
RAYTHEON CO                                 x                   5       2000         0         0
RAYTHEON CO                                 x                   3      4,100         0         0
RAYTHEON CO                                 x                   5       4500         0         0
RAYTHEON CO                                 x                   4     19,602     1,163       200
RAYTHEON CO                                 x                   3     39,000         0         0
RAYTHEON CO                                 x                   7     80,754         0         0
RAYTHEON CO                                 x                   4    248,229         0    12,220
RED HAT INC                                 x                   3        130         0         0
RED HAT INC                                 x                   5       2000         0         0
RED HAT INC                                 x                   3     14,000         0         0
RED HAT INC                                 x                   3     37,300         0     2,000
REGENCY CTRS CORP                           x                   7      8,330         0         0
REGIS CORP MINN                             x                          3,000         0         0
REGIS CORP MINN                             x                   3          0         0    11,700
REGIONS FINANCIAL CORP NEW                  x                   2         30         0         0
REGIONS FINANCIAL CORP NEW                  x                              0       410         0
REGIONS FINANCIAL CORP NEW                  x                   5       1000         0         0
REGIONS FINANCIAL CORP NEW                  x                   4     12,778         0         0
REGIONS FINANCIAL CORP NEW                  x                   7     79,586         0         0
RENAL CARE GROUP INC                        x                          8,500         0         0
REPSOL YPF S A                              x                   5        255         0         0
REPSOL YPF S A                              x                   2     22,300         0         0
REPSOL YPF S A                              x                   1    204,800         0         0
REPUBLIC SVCS INC                           x                          5,024         0         0
REPUBLIC SVCS INC                           x                   7     16,620         0         0
REPUBLIC SVCS INC                           x                   3     24,940         0         0
RESEARCH IN MOTION LTD                      x                   3      2,000         0         0
RESEARCH IN MOTION LTD                      x                   3     47,681         0         0
RESEARCH IN MOTION LTD                      x                   3    600,000         0         0
RESPIRONICS INC                             x                          6,000         0         0
REVLON INC                                  x                   3    150,500         0         0
REVLON INC                                  x                   3    143,860         0         0
REYNOLDS & REYNOLDS CO                      x                   4         62         0    10,259
REYNOLDS AMERICAN INC                       x                              0        75         0
REYNOLDS AMERICAN INC                       x                   3        133         0         0
REYNOLDS AMERICAN INC                       x                   5        846         0         0
REYNOLDS AMERICAN INC                       x                   3      1,000         0         0
REYNOLDS AMERICAN INC                       x                   3      1,150         0         0
REYNOLDS AMERICAN INC                       x                          1,900         0         0
REYNOLDS AMERICAN INC                       x                   4        100         0     4,657
REYNOLDS AMERICAN INC                       x                   7     16,990         0         0
REYNOLDS AMERICAN INC                       x                   3    400,000         0         0
RIO TINTO PLC                               x                   2         32         0         0
RIO TINTO PLC                               x                              0        68         0
RIO TINTO PLC                               x                   5        174         0         0
RIO TINTO PLC                               x                   4          0         0     1,184
RITCHIE BROS AUCTIONEERS                    x                   2        700         0         0
RITCHIE BROS AUCTIONEERS                    x                   2     32,100         0         0
RITE AID CORP                               x                   3        700         0         0
RITE AID CORP                               x                   4          0         0    12,600
RITE AID CORP                               x                   2     20,000         0         0
ROANOKE ELEC STL CORP                       x                         10,000         0         0
ROBERT HALF INTL INC                        x                   5        215         0         0
ROBERT HALF INTL INC                        x                   4         98         0    22,183
ROBERT HALF INTL INC                        x                   7     28,788         0         0
ROCKWELL AUTOMATION INC                     x                   5        175         0         0
ROCKWELL AUTOMATION INC                     x                   4      1,142         0         0
ROCKWELL AUTOMATION INC                     x                   3     10,522         0         0
ROCKWELL AUTOMATION INC                     x                   4         76         0    16,984
ROCKWELL AUTOMATION INC                     x                   7     30,770         0         0
ROCKWELL COLLINS INC                        x                   4        692         0         0
ROCKWELL COLLINS INC                        x                   3     17,008         0         0
ROCKWELL COLLINS INC                        x                   7     32,504         0         0
ROFIN SINAR TECHNOLOGIES INC                x                   3     56,992         0         0
ROGERS COMMUNICATIONS INC                   x                   2     86,714         0         0
ROHM & HAAS CO                              x                   5        120         0         0
ROHM & HAAS CO                              x                          3,324         0         0
ROHM & HAAS CO                              x                   7     34,241         0         0
ROHM & HAAS CO                              x                   3     43,561         0         0
ROME BANCORP INC NEW                        x                   4          0    50,323         0
ROSS STORES INC                             x                   4          0         0       269
ROSS STORES INC                             x                   7     15,770         0         0
ROSTELECOM OPEN JT STK LNG D                x                   3          0         0    28,000
ROWAN COS INC                               x                   2         35         0         0
ROWAN COS INC                               x                   3      1,900         0         0
ROWAN COS INC                               x                   4      2,200         0         0
ROWAN COS INC                               x                          3,703         0         0
ROWAN COS INC                               x                          7,500         0         0
ROWAN COS INC                               x                   7     17,140         0         0
ROWAN COS INC                               x                   3     19,400         0         0
ROWAN COS INC                               x                   3     98,751         0         0
ROYAL & SUN ALLIANCE INS                    x                   5          0      8865         0
ROYAL & SUN ALLIANCE INS                    x                   2     22,975         0         0
ROYAL BK CDA MONTREAL QUE                   x                   3        300         0         0
ROYAL BK CDA MONTREAL QUE                   x                   2        400         0         0
ROYAL BK CDA MONTREAL QUE                   x                   3      4,000         0         0
ROYAL BK CDA MONTREAL QUE                   x                   5      32700         0         0
ROYAL BK CDA MONTREAL QUE                   x                   2    297,577         0         0
ROYAL BK SCOTLAND GROUP PLC                 x                   3     81,000         0         0
ROYAL BK SCOTLAND GROUP PLC                 x                         10,000         0         0
ROYAL BK SCOTLAND GROUP PLC                 x                   2        300         0         0
ROYAL BK SCOTLAND GROUP PLC                 x                          8,000         0         0
ROYAL DUTCH SHELL PLC                       x                   2         60         0         0
ROYAL DUTCH SHELL PLC                       x                   5        280         0         0
ROYAL DUTCH SHELL PLC                       x                          5,842         0         0
ROYAL DUTCH SHELL PLC                       x                              0       176         0
ROYAL DUTCH SHELL PLC                       x                   5          0       220         0
ROYAL DUTCH SHELL PLC                       x                   5       1200         0         0
ROYAL DUTCH SHELL PLC                       x                   2      2,015         0         0
ROYAL DUTCH SHELL PLC                       x                   5       7324         0         0
ROYAL DUTCH SHELL PLC                       x                   4     15,790       200    12,904
ROYAL DUTCH SHELL PLC                       x                   4     21,577         0    15,923
ROYAL DUTCH SHELL PLC                       x                   3     76,933         0         0
ROYAL DUTCH SHELL PLC                       x                   3  5,000,000         0         0
RYDER SYS INC                               x                   3      1,800         0         0
RYDER SYS INC                               x                   7     10,180         0         0
RYLAND GROUP INC                            x                          3,067         0         0
SEI INVESTMENTS CO                          x                   7      8,540         0         0
SI INTL INC                                 x                   4          0         0    14,272
SK TELECOM LTD                              x                              0        63         0
SK TELECOM LTD                              x                              0       123         0
SK TELECOM LTD                              x                   3        709         0         0
SK TELECOM LTD                              x                   2      1,260         0         0
SK TELECOM LTD                              x                   5       2400         0         0
SK TELECOM LTD                              x                   5          0      5790         0
SK TELECOM LTD                              x                   3          0         0    15,000
SK TELECOM LTD                              x                   6     79,135         0    14,406
SLM CORP                                    x                   3        369         0         0
SLM CORP                                    x                   4        775         0         0
SLM CORP                                    x                          5,000         0         0
SLM CORP                                    x                   4      3,750         0     5,788
SLM CORP                                    x                   3     12,000         0         0
SLM CORP                                    x                   5          0     24000         0
SLM CORP                                    x                   7     70,775         0         0
SPDR TR                                     x                   3          0         0       175
SPDR TR                                     x                   4          0         0       570
SPDR TR                                     x                   5          0       960         0
SPDR TR                                     x                   5          0      1100         0
SPDR TR                                     x                          1,205         0         0
SPDR TR                                     x                              0     1,200         0
SPDR TR                                     x                   4          0         0     2,368
SPDR TR                                     x                   2      3,050         0         0
SPDR TR                                     x                   3      3,610         0         0
SPDR TR                                     x                          5,232         0         0
SPDR TR                                     x                   3      5,510         0         0
SPDR TR                                     x                   5       7300         0         0
SPDR TR                                     x                         24,200         0         0
SPDR TR                                     x                   3     24,525         0         0
SPDR TR                                     x                   3     92,350         0         0
SPDR TR                                     x                   6    114,826         0         0
SPDR TR                                     x                   3    318,274         0         0
SPX CORP                                    x                   2        245         0         0
SPX CORP                                    x                            572         0         0
SPX CORP                                    x                   7      8,020         0         0
SABRE HLDGS CORP                            x                   5          0       431         0
SABRE HLDGS CORP                            x                   3      3,300         0         0
SABRE HLDGS CORP                            x                          8,053         0         0
SABRE HLDGS CORP                            x                   7     24,355         0         0
SAFECO CORP                                 x                   4          0         0         1
SAFECO CORP                                 x                   5          0       114         0
SAFECO CORP                                 x                   3     11,879         0         0
SAFECO CORP                                 x                   7     28,453         0         0
SAFEWAY INC                                 x                   3        350         0         0
SAFEWAY INC                                 x                   6      1,800         0         0
SAFEWAY INC                                 x                   5       1799         0         0
SAFEWAY INC                                 x                   5          0      2765         0
SAFEWAY INC                                 x                   5          0    11,800         0
SAFEWAY INC                                 x                   3     16,800         0         0
SAFEWAY INC                                 x                   2     17,634         0         0
SAFEWAY INC                                 x                   7     71,507         0         0
ST JOE CO                                   x                   4        200         0         0
ST JOE CO                                   x                          5,000         0         0
ST JOE CO                                   x                   7      7,870         0         0
ST JUDE MED INC                             x                   2        500         0         0
ST JUDE MED INC                             x                   5          0       800         0
ST JUDE MED INC                             x                   5       2000         0         0
ST JUDE MED INC                             x                   5          0     3,100         0
ST JUDE MED INC                             x                   4          0         0     3,380
ST JUDE MED INC                             x                   3     16,125         0         0
ST JUDE MED INC                             x                   7     67,386         0         0
ST PAUL TRAVELERS INC                       x                   3          0         0         6
ST PAUL TRAVELERS INC                       x                             65         0         0
ST PAUL TRAVELERS INC                       x                   3        100         0         0
ST PAUL TRAVELERS INC                       x                   2        150         0         0
ST PAUL TRAVELERS INC                       x                   6        171         0         0
ST PAUL TRAVELERS INC                       x                              0       170         0
ST PAUL TRAVELERS INC                       x                            215         0         0
ST PAUL TRAVELERS INC                       x                   3        390         0         0
ST PAUL TRAVELERS INC                       x                   5          0     1,800         0
ST PAUL TRAVELERS INC                       x                   3      2,860         0         0
ST PAUL TRAVELERS INC                       x                   3      8,770         0         0
ST PAUL TRAVELERS INC                       x                   5      10046         0         0
ST PAUL TRAVELERS INC                       x                   5          0     21565         0
ST PAUL TRAVELERS INC                       x                   4     16,764     1,342     3,650
ST PAUL TRAVELERS INC                       x                   3     47,573         0         0
ST PAUL TRAVELERS INC                       x                   7    127,934         0         0
ST PAUL TRAVELERS INC                       x                   4    227,316         0    24,385
SAMARITAN PHARMACEUTICALS                   x                   4     25,000         0         0
SAN PAOLO-IMI S P A                         x                   5        160         0         0
SAN PAOLO-IMI S P A                         x                   5          0       305         0
SAN PAOLO-IMI S P A                         x                   4          0         0    21,048
SANDERSON FARMS INC                         x                          5,000         0         0
SANDERSON FARMS INC                         x                   2      6,400         0         0
SANDISK CORP                                x                              0        50         0
SANDISK CORP                                x                   6        600         0         0
SANDISK CORP                                x                   7     25,500         0         0
SANMINA SCI CORP                            x                   2        675         0         0
SANMINA SCI CORP                            x                   3      2,160         0         0
SANMINA SCI CORP                            x                   6      4,000         0         0
SANMINA SCI CORP                            x                   5      12085         0         0
SANMINA SCI CORP                            x                   5          0    17,700         0
SANMINA SCI CORP                            x                   7     75,631         0         0
SANMINA SCI CORP                            x                   3    293,220         0         0
SANMINA SCI CORP                            x                   3    378,700         0         0
SANOFI AVENTIS                              x                              0       180         0
SANOFI AVENTIS                              x                   5        513         0         0
SANOFI AVENTIS                              x                   5          0      4403         0
SANOFI AVENTIS                              x                   4        100         0    17,661
SANOFI AVENTIS                              x                   2     25,720         0         0
SAP AKTIENGESELLSCHAFT                      x                   3          1         0         0
SAP AKTIENGESELLSCHAFT                      x                   3        200         0         0
SAP AKTIENGESELLSCHAFT                      x                   2      1,050         0         0
SAP AKTIENGESELLSCHAFT                      x                   4          0         0     4,173
SARA LEE CORP                               x                   4     16,707         0         0
SARA LEE CORP                               x                   4     16,558     3,300    29,800
SARA LEE CORP                               x                   7    142,680         0         0
SARA LEE CORP                               x                   3  4,000,000         0         0
SASOL LTD                                   x                              0        51         0
SASOL LTD                                   x                              0       296         0
SASOL LTD                                   x                   5          0       316         0
SASOL LTD                                   x                   5        636         0         0
SASOL LTD                                   x                   3          0         0    14,300
SATYAM COMPUTER SERVICES LTD                x                              0        24         0
SATYAM COMPUTER SERVICES LTD                x                              0        45         0
SATYAM COMPUTER SERVICES LTD                x                   5          0       141         0
SATYAM COMPUTER SERVICES LTD                x                   6          0         0     8,000
SCANA CORP NEW                              x                   4        100         0         0
SCANA CORP NEW                              x                   7     15,380         0         0
SCANSOURCE INC                              x                   4          0         0     8,194
SCHEIN HENRY INC                            x                   5        235         0         0
SCHEIN HENRY INC                            x                   2      2,692         0         0
SCHEIN HENRY INC                            x                   7      8,080         0         0
SCHEIN HENRY INC                            x                   4        105         0    23,685
SCHERING A G                                x                   5        100         0         0
SCHERING A G                                x                   2        428         0         0
SCHERING A G                                x                   5          0      2490         0
SCHERING A G                                x                   4          0         0     9,233
SCHERING PLOUGH CORP                        x                   4          0         0       200
SCHERING PLOUGH CORP                        x                   3        200         0         0
SCHERING PLOUGH CORP                        x                   3        500         0         0
SCHERING PLOUGH CORP                        x                            939         0         0
SCHERING PLOUGH CORP                        x                   5          0     1,600         0
SCHERING PLOUGH CORP                        x                   5       1810         0         0
SCHERING PLOUGH CORP                        x                   2      2,200         0         0
SCHERING PLOUGH CORP                        x                          2,250         0         0
SCHERING PLOUGH CORP                        x                   3      2,584         0         0
SCHERING PLOUGH CORP                        x                   5          0      2650         0
SCHERING PLOUGH CORP                        x                   3      4,000         0         0
SCHERING PLOUGH CORP                        x                   2     18,398         0         0
SCHERING PLOUGH CORP                        x                         19,200         0         0
SCHERING PLOUGH CORP                        x                   4     36,930         0       280
SCHERING PLOUGH CORP                        x                   3     56,819         0         0
SCHERING PLOUGH CORP                        x                   3     60,000         0         0
SCHERING PLOUGH CORP                        x                   7    264,311         0         0
SCHLUMBERGER LTD                            x                            543         0         0
SCHLUMBERGER LTD                            x                   3      2,000         0         0
SCHLUMBERGER LTD                            x                          2,000         0         0
SCHLUMBERGER LTD                            x                   5      2,700         0         0
SCHLUMBERGER LTD                            x                   2      3,915         0         0
SCHLUMBERGER LTD                            x                   3      5,629         0         0
SCHLUMBERGER LTD                            x                   5       6900         0         0
SCHLUMBERGER LTD                            x                   5       7396         0         0
SCHLUMBERGER LTD                            x                   3      9,092         0         0
SCHLUMBERGER LTD                            x                   3     17,680         0         0
SCHLUMBERGER LTD                            x                         18,800         0         0
SCHLUMBERGER LTD                            x                   5          0    32,900         0
SCHLUMBERGER LTD                            x                   4     39,858         0     6,741
SCHLUMBERGER LTD                            x                   4     43,961     4,750     1,525
SCHLUMBERGER LTD                            x                   3     59,513         0     1,500
SCHLUMBERGER LTD                            x                   3    474,843         0         0
SCHWAB CHARLES CORP NEW                     x                   4        300         0       868
SCHWAB CHARLES CORP NEW                     x                   5          0      2300         0
SCHWAB CHARLES CORP NEW                     x                   5       2500         0         0
SCHWAB CHARLES CORP NEW                     x                   4      3,000         0         0
SCHWAB CHARLES CORP NEW                     x                   3      9,700         0         0
SCHWAB CHARLES CORP NEW                     x                   7    216,773         0         0
SCOTTS MIRACLE GRO CO                       x                   5         55         0         0
SCOTTS MIRACLE GRO CO                       x                          6,286         0         0
SCRIPPS E W CO OHIO                         x                   5       2720         0         0
SCRIPPS E W CO OHIO                         x                   4          0         0     3,152
SCRIPPS E W CO OHIO                         x                   2      8,183         0         0
SCRIPPS E W CO OHIO                         x                   3          0         0     9,060
SCRIPPS E W CO OHIO                         x                   7     14,400         0         0
SCUDDER NEW ASIA FD INC                     x                         12,000         0         0
SCUDDER NEW ASIA FD INC                     x                   5          0     36000         0
SEALED AIR CORP NEW                         x                   5        245         0         0
SEALED AIR CORP NEW                         x                   4        208       115         0
SEALED AIR CORP NEW                         x                   5          0       570         0
SEALED AIR CORP NEW                         x                   3      2,238         0         0
SEALED AIR CORP NEW                         x                   7     13,055         0         0
SEALED AIR CORP NEW                         x                   4     13,774         0         0
SEARS HLDGS CORP                            x                            612         0         0
SEARS HLDGS CORP                            x                   4        301         0       472
SEARS HLDGS CORP                            x                   4      1,669         0         0
SEARS HLDGS CORP                            x                   5       2219         0         0
SEARS HLDGS CORP                            x                   7     21,136         0         0
SELECT SECTOR SPDR TR                       x                   3      2,000         0         0
SELECT SECTOR SPDR TR                       x                   4          0         0     3,344
SELECT SECTOR SPDR TR                       x                          8,850         0         0
SELECT SECTOR SPDR TR                       x                   3     44,271         0         0
SELECT SECTOR SPDR TR                       x                   2        250         0         0
SELECT SECTOR SPDR TR                       x                   4          0         0     3,398
SELECT SECTOR SPDR TR                       x                          5,100         0         0
SELECT SECTOR SPDR TR                       x                   5      17000         0         0
SELECT SECTOR SPDR TR                       x                   3    101,579         0         0
SELECT SECTOR SPDR TR                       x                   2        278         0         0
SELECT SECTOR SPDR TR                       x                   4          0         0     6,413
SELECT SECTOR SPDR TR                       x                   3    257,890         0         0
SELECT SECTOR SPDR TR                       x                   3        490         0         0
SELECT SECTOR SPDR TR                       x                   4          0         0     4,290
SELECT SECTOR SPDR TR                       x                   3     13,250         0         0
SELECT SECTOR SPDR TR                       x                   3    132,040         0         0
SELECT SECTOR SPDR TR                       x                   2        500         0         0
SELECT SECTOR SPDR TR                       x                   4          0         0     8,853
SELECT SECTOR SPDR TR                       x                   3     11,430         0         0
SEMPRA ENERGY                               x                              0       145         0
SEMPRA ENERGY                               x                   5        370         0         0
SEMPRA ENERGY                               x                   3      2,800         0         0
SEMPRA ENERGY                               x                   3      2,990         0         0
SEMPRA ENERGY                               x                   3     23,390         0         0
SEMPRA ENERGY                               x                   7     45,975         0         0
SEPRACOR INC                                x                   4          0         0     1,237
SEPRACOR INC                                x                          1,605         0         0
SEPRACOR INC                                x                   7      9,500         0         0
SERVICEMASTER CO                            x                   7     27,970         0         0
SHAW COMMUNICATIONS INC                     x                   2      1,200         0         0
SHAW COMMUNICATIONS INC                     x                   2    140,716         0         0
SHERWIN WILLIAMS CO                         x                   3      1,100         0         0
SHERWIN WILLIAMS CO                         x                   3      3,000         0         0
SHERWIN WILLIAMS CO                         x                   7     22,402         0         0
SHINHAN FINANCIAL GROUP CO L                x                   3      2,700         0         0
SHINHAN FINANCIAL GROUP CO L                x                   2      2,875         0         0
SHINHAN FINANCIAL GROUP CO L                x                   3          0         0     6,000
SHINHAN FINANCIAL GROUP CO L                x                   6          0         0    47,680
SHUFFLE MASTER INC                          x                   4          0         0    12,970
SIEMENS A G                                 x                   5         52         0         0
SIEMENS A G                                 x                   5          0       185         0
SIEMENS A G                                 x                   2      4,978         0         0
SIEMENS A G                                 x                   4         22         0    10,958
SIERRA HEALTH SVCS INC                      x                   3          0         0     9,500
SIGMA ALDRICH CORP                          x                   4        600         0         0
SIGMA ALDRICH CORP                          x                   3          0         0     1,000
SIGMA ALDRICH CORP                          x                          1,407         0         0
SIGMA ALDRICH CORP                          x                   3      2,535         0         0
SIGMA ALDRICH CORP                          x                   7     13,090         0         0
SILICONWARE PRECISION INDS L                x                              0       201         0
SILICONWARE PRECISION INDS L                x                              0       104         0
SILICONWARE PRECISION INDS L                x                   5          0       635         0
SILICONWARE PRECISION INDS L                x                   3     39,200         0         0
SILICONWARE PRECISION INDS L                x                   6    182,577         0 1,612,821
SILVER WHEATON CORP                         x                   3          0         0     5,100
SILVER WHEATON CORP                         x                   2     18,970         0         0
SIMON PPTY GROUP INC NEW                    x                   4        190         0         0
SIMON PPTY GROUP INC NEW                    x                   3      4,059         0         0
SIMON PPTY GROUP INC NEW                    x                   7     41,649         0         0
SINOPEC SHANGHAI PETROCHEMIC                x                   3      2,700         0         0
SINOPEC SHANGHAI PETROCHEMIC                x                   2      6,665         0         0
SIRIUS SATELLITE RADIO INC                  x                   3      1,000         0         0
SIRIUS SATELLITE RADIO INC                  x                   2     17,900         0         0
SIRIUS SATELLITE RADIO INC                  x                   3     30,000         0         0
SIRIUS SATELLITE RADIO INC                  x                   7    153,020         0         0
SKYWEST INC                                 x                              0       117         0
SKYWEST INC                                 x                   3     10,627         0         0
SMART & FINAL INC                           x                   3          0         0   180,000
SMITH INTL INC                              x                          3,158         0         0
SMITH INTL INC                              x                   4          0         0     6,148
SMITH INTL INC                              x                   7     22,840         0         0
SMITHFIELD FOODS INC                        x                   2        500         0         0
SMITHFIELD FOODS INC                        x                   3        625         0         0
SMITHFIELD FOODS INC                        x                   7      9,600         0         0
SMUCKER J M CO                              x                   5         64         0         0
SMUCKER J M CO                              x                   2      1,030         0         0
SMUCKER J M CO                              x                   4      4,004         0         0
SMURFIT-STONE CONTAINER CORP                x                          2,000         0         0
SMURFIT-STONE CONTAINER CORP                x                   2      4,340         0         0
SMURFIT-STONE CONTAINER CORP                x                   3      5,439         0     3,608
SMURFIT-STONE CONTAINER CORP                x                   5          0     9,900         0
SMURFIT-STONE CONTAINER CORP                x                   7     17,760         0         0
SOLECTRON CORP                              x                   4          0         0       500
SOLECTRON CORP                              x                   2      8,218         0         0
SOLECTRON CORP                              x                   5      13435         0         0
SOLECTRON CORP                              x                   7    149,403         0         0
SONOCO PRODS CO                             x                   4          0         0        55
SONOCO PRODS CO                             x                            790         0         0
SONOCO PRODS CO                             x                   4      3,000         0     3,048
SONY CORP                                   x                   3         60         0         0
SONY CORP                                   x                   4        600         0         0
SONY CORP                                   x                   5          0      1595         0
SONY CORP                                   x                   5       3374         0         0
SONY CORP                                   x                   2      4,578         0         0
SONY CORP                                   x                   3     41,450         0         0
SOUTHERN CO                                 x                   2        120         0         0
SOUTHERN CO                                 x                   3      7,542         0         0
SOUTHERN CO                                 x                   3      8,600         0         0
SOUTHERN CO                                 x                   4     68,002    14,506    17,900
SOUTHERN CO                                 x                   4     99,630     1,000     6,710
SOUTHERN CO                                 x                   7    137,437         0         0
SOUTHERN CO                                 x                   3  4,000,000         0         0
SOUTHERN COPPER CORP                        x                   3      1,000         0         0
SOUTHERN COPPER CORP                        x                   3          0         0    17,200
SOUTHWEST AIRLS CO                          x                   5          0      1000         0
SOUTHWEST AIRLS CO                          x                   3      4,855         0         0
SOUTHWEST AIRLS CO                          x                   7    129,982         0         0
SOVEREIGN BANCORP INC                       x                   4        225         0     9,240
SOVEREIGN BANCORP INC                       x                   2     10,000         0         0
SOVEREIGN BANCORP INC                       x                   7     62,290         0         0
SPRINT NEXTEL CORP                          x                              0       165         0
SPRINT NEXTEL CORP                          x                   5          0       260         0
SPRINT NEXTEL CORP                          x                   3        805         0         0
SPRINT NEXTEL CORP                          x                   5          0      1008         0
SPRINT NEXTEL CORP                          x                   3      2,000         0         0
SPRINT NEXTEL CORP                          x                   3      4,000         0         0
SPRINT NEXTEL CORP                          x                   4      7,000         0         0
SPRINT NEXTEL CORP                          x                   5      13385         0         0
SPRINT NEXTEL CORP                          x                   5          0    13,800         0
SPRINT NEXTEL CORP                          x                   2     14,012         0         0
SPRINT NEXTEL CORP                          x                   3     17,429         0         0
SPRINT NEXTEL CORP                          x                   4      1,151         0    40,025
SPRINT NEXTEL CORP                          x                   3     62,950         0     1,014
SPRINT NEXTEL CORP                          x                   3    504,109         0         0
SPRINT NEXTEL CORP                          x                   7    536,703         0         0
STANLEY WKS                                 x                              0       130         0
STANLEY WKS                                 x                   5        320         0         0
STANLEY WKS                                 x                   4          0     7,000         0
STANLEY WKS                                 x                   7     13,350         0         0
STAPLES INC                                 x                   5          0       630         0
STAPLES INC                                 x                   3      9,537         0         0
STAPLES INC                                 x                   4      1,330         0    20,543
STAPLES INC                                 x                   7    139,898         0         0
STAPLES INC                                 x                   3  4,300,000         0         0
STARBUCKS CORP                              x                          3,000         0         0
STARBUCKS CORP                              x                   2      3,390         0         0
STARBUCKS CORP                              x                          5,000         0         0
STARBUCKS CORP                              x                   5          0      6206         0
STARBUCKS CORP                              x                   3      7,100         0         0
STARBUCKS CORP                              x                   4          0         0     9,188
STARBUCKS CORP                              x                   5      34200         0         0
STARBUCKS CORP                              x                   3     55,260         0         0
STARBUCKS CORP                              x                   7    147,494         0         0
STARTEK INC                                 x                   4     15,300         0         0
STATE AUTO FINL CORP                        x                   3      7,927         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   3        447         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   3      1,000         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   2     11,525         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   4     21,775     3,819       675
STARWOOD HOTELS&RESORTS WRLD                x                   3     30,416         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   3     36,600         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   7     37,489         0         0
STARWOOD HOTELS&RESORTS WRLD                x                   4    155,477         0     5,606
STATE STR CORP                              x                   5        175         0         0
STATE STR CORP                              x                   4      1,745         0         0
STATE STR CORP                              x                   5          0     6,600         0
STATE STR CORP                              x                   4      2,876         0    18,302
STATE STR CORP                              x                   7     60,807         0         0
STATION CASINOS INC                         x                   4          0         0         5
STATION CASINOS INC                         x                   7      4,300         0         0
STATOIL ASA                                 x                   5        324         0         0
STATOIL ASA                                 x                   2      1,530         0         0
STATOIL ASA                                 x                          7,500         0         0
STATOIL ASA                                 x                   3     10,000         0         0
STERLING BANCORP                            x                   4     33,082         0         0
STMICROELECTRONICS N V                      x                              0       440         0
STMICROELECTRONICS N V                      x                   5        825         0         0
STMICROELECTRONICS N V                      x                   3        800         0         0
STMICROELECTRONICS N V                      x                          2,000         0         0
STMICROELECTRONICS N V                      x                   2      7,715         0         0
STMICROELECTRONICS N V                      x                   5          0     12265         0
STRAYER ED INC                              x                   4          0         0     3,153
STREETTRACKS GOLD TR                        x                   3          0         0     1,200
STREETTRACKS GOLD TR                        x                   3          0         0     2,410
STREETTRACKS GOLD TR                        x                   4          0         0     2,500
STREETTRACKS GOLD TR                        x                   3      3,300         0         0
STREETTRACKS GOLD TR                        x                          3,500         0         0
STREETTRACKS GOLD TR                        x                   2      6,913         0         0
STREETTRACKS GOLD TR                        x                   3     11,519         0         0
STREETTRACKS GOLD TR                        x                         27,700         0         0
STREETTRACKS INDEX SHS FDS                  x                   3     20,145         0         0
STRYKER CORP                                x                   5        115         0         0
STRYKER CORP                                x                   3        255         0         0
STRYKER CORP                                x                   2        825         0         0
STRYKER CORP                                x                          1,266         0         0
STRYKER CORP                                x                   3      2,800         0         0
STRYKER CORP                                x                   3      4,357         0         0
STRYKER CORP                                x                   4      9,779       740     1,050
STRYKER CORP                                x                   7     53,478         0         0
STRYKER CORP                                x                   4    178,117         0    19,341
SUEZ                                        x                   3  5,000,000         0         0
SULPHCO INC                                 x                   3     18,500         0         0
SULPHCO INC                                 x                   3     28,200         0    10,000
SUN LIFE FINL INC                           x                   3      3,900         0         0
SUN LIFE FINL INC                           x                   2    359,451         0         0
SUN MICROSYSTEMS INC                        x                   1        100         0         0
SUN MICROSYSTEMS INC                        x                   3      2,600         0         0
SUN MICROSYSTEMS INC                        x                   4        400         0     3,792
SUN MICROSYSTEMS INC                        x                   4     10,800         0         0
SUN MICROSYSTEMS INC                        x                         22,804         0         0
SUN MICROSYSTEMS INC                        x                   2     30,535         0         0
SUN MICROSYSTEMS INC                        x                   5          0     33620         0
SUN MICROSYSTEMS INC                        x                   3     42,143         0     3,150
SUN MICROSYSTEMS INC                        x                   3     45,000         0     6,540
SUN MICROSYSTEMS INC                        x                   5      73400         0         0
SUN MICROSYSTEMS INC                        x                        125,000         0         0
SUN MICROSYSTEMS INC                        x                   5     189393         0         0
SUN MICROSYSTEMS INC                        x                   5          0   232,300         0
SUN MICROSYSTEMS INC                        x                   7    630,004         0         0
SUNCOR ENERGY INC                           x                   5        110         0         0
SUNCOR ENERGY INC                           x                   5          0       160         0
SUNCOR ENERGY INC                           x                   3      4,420         0         0
SUNCOR ENERGY INC                           x                         12,000         0         0
SUNCOR ENERGY INC                           x                   2     50,037         0         0
SUNCOR ENERGY INC                           x                   3    106,841         0         0
SUNOCO INC                                  x                   5        127         0         0
SUNOCO INC                                  x                   3      2,242         0         0
SUNOCO INC                                  x                   4          0     2,994         0
SUNOCO INC                                  x                   7     22,760         0         0
SUNRISE SENIOR LIVING INC                   x                   5         95         0         0
SUNRISE SENIOR LIVING INC                   x                   3          0         0    11,040
SUNTRUST BKS INC                            x                   2         25         0         0
SUNTRUST BKS INC                            x                   5          0       160         0
SUNTRUST BKS INC                            x                   5          0       525         0
SUNTRUST BKS INC                            x                   4      1,344         0     1,085
SUNTRUST BKS INC                            x                   3     10,482         0         0
SUNTRUST BKS INC                            x                   3     48,725         0         0
SUNTRUST BKS INC                            x                   7     67,758         0         0
SUNTECH PWR HLDGS CO LTD                    x                   5       8820         0         0
SUNTECH PWR HLDGS CO LTD                    x                         18,700         0         0
SUPERVALU INC                               x                   3      1,400         0         0
SUPERVALU INC                               x                   7     21,695         0         0
SWISSCOM AG                                 x                              0       260         0
SWISSCOM AG                                 x                   5        448         0         0
SWISSCOM AG                                 x                   2      1,175         0         0
SWISSCOM AG                                 x                   5          0      4580         0
SYMANTEC CORP                               x                   1        200         0         0
SYMANTEC CORP                               x                   3        400         0         0
SYMANTEC CORP                               x                   5       2000         0         0
SYMANTEC CORP                               x                   2      5,320         0         0
SYMANTEC CORP                               x                          7,994         0         0
SYMANTEC CORP                               x                   4      8,294       620     1,200
SYMANTEC CORP                               x                   3     10,989         0         0
SYMANTEC CORP                               x                         18,116         0         0
SYMANTEC CORP                               x                   4     16,561         0     4,666
SYMANTEC CORP                               x                   6     35,426         0         0
SYMANTEC CORP                               x                   2     51,487         0         0
SYMANTEC CORP                               x                   3    158,331         0         0
SYMANTEC CORP                               x                   7    178,943         0         0
SYMANTEC CORP                               x                   3    188,881         0         0
SYMANTEC CORP                               x                   3    219,550         0         0
SYMANTEC CORP                               x                   3    280,349         0         0
SYMBOL TECHNOLOGIES INC                     x                   5       1000         0         0
SYMBOL TECHNOLOGIES INC                     x                   4     12,008         0         0
SYMBOL TECHNOLOGIES INC                     x                   7     41,190         0         0
SYMBOL TECHNOLOGIES INC                     x                   4    272,687         0     5,795
SYNOPSYS INC                                x                   5        310         0         0
SYNOPSYS INC                                x                   5          0       870         0
SYNOPSYS INC                                x                          1,627         0         0
SYNOPSYS INC                                x                   7     26,470         0         0
SYNOVUS FINL CORP                           x                   7     59,911         0         0
SYSCO CORP                                  x                          1,500         0         0
SYSCO CORP                                  x                   2      2,155         0         0
SYSCO CORP                                  x                   5       2775         0         0
SYSCO CORP                                  x                   3      6,180         0         0
SYSCO CORP                                  x                   3     15,490         0         0
SYSCO CORP                                  x                   4     23,811         0         0
SYSCO CORP                                  x                   6     29,014         0         0
SYSCO CORP                                  x                   2     62,985         0         0
SYSCO CORP                                  x                   3     65,550         0         0
SYSCO CORP                                  x                   7    115,542         0         0
SYSCO CORP                                  x                   3    118,995         0         0
TCF FINL CORP                               x                   5          0       600         0
TCF FINL CORP                               x                   7     15,810         0         0
TD BANKNORTH INC                            x                   4        146         0         0
TD BANKNORTH INC                            x                   2        500         0         0
TD BANKNORTH INC                            x                   4          0     6,089         0
TD BANKNORTH INC                            x                   7     12,011         0         0
TD AMERITRADE HLDG CORP                     x                   7     36,190         0         0
TECO ENERGY INC                             x                   7     39,204         0         0
TJX COS INC NEW                             x                   2      3,200         0         0
TJX COS INC NEW                             x                   3      6,400         0         0
TJX COS INC NEW                             x                   4        234         0    15,421
TJX COS INC NEW                             x                   7     84,336         0         0
TNT N V                                     x                   5          0       530         0
TNT N V                                     x                   5        880         0         0
TNT N V                                     x                   4          0         0     8,936
TXU CORP                                    x                   4        104         0         0
TXU CORP                                    x                   3        356         0         0
TXU CORP                                    x                   4      1,000         0         0
TXU CORP                                    x                   3      1,930         0         0
TXU CORP                                    x                   5       4600         0      2000
TXU CORP                                    x                   3     16,266         0         0
TXU CORP                                    x                   7     97,378         0         0
TXU CORP                                    x                   3  2,900,000         0         0
TAIWAN GREATER CHINA FD                     x                   3     12,600         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   5        367         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                              0       359         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   5          0      1133         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   3      2,754         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                         10,000       185         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   6     11,592         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   5          0    12,000         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   4     17,960         0       300
TAIWAN SEMICONDUCTOR MFG LTD                x                   5      25724         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   3     35,829         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   7     48,436         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   2     65,311         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                         82,000         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   3          0         0    99,009
TAIWAN SEMICONDUCTOR MFG LTD                x                   3    147,862         0         0
TAIWAN SEMICONDUCTOR MFG LTD                x                   4    657,686         0    16,155
TAIWAN SEMICONDUCTOR MFG LTD                x                   6    374,788         0 1,939,495
TALISMAN ENERGY INC                         x                   3        100         0         0
TALISMAN ENERGY INC                         x                   5        195         0         0
TALISMAN ENERGY INC                         x                   5          0       205         0
TALISMAN ENERGY INC                         x                         19,000         0         0
TALISMAN ENERGY INC                         x                   2    174,688         0         0
TARGET CORP                                 x                   2         45         0         0
TARGET CORP                                 x                   5        400         0         0
TARGET CORP                                 x                   5          0       780         0
TARGET CORP                                 x                   5          0     5,700         0
TARGET CORP                                 x                          8,800         0         0
TARGET CORP                                 x                          9,100         0         0
TARGET CORP                                 x                   3     12,594         0         0
TARGET CORP                                 x                   4     24,450     1,100    27,500
TARGET CORP                                 x                   4     49,716         0     5,348
TARGET CORP                                 x                   3     85,161         0     1,634
TARGET CORP                                 x                   7    175,216         0         0
TATA MTRS LTD                               x                   4          0         0        50
TATA MTRS LTD                               x                   3      2,000         0         0
TATA MTRS LTD                               x                   2      2,420         0         0
TATA MTRS LTD                               x                   6    441,850         0         0
TECHNE CORP                                 x                          2,170         0         0
TECHNE CORP                                 x                   4          0         0     5,909
TECHNITROL INC                              x                   4     28,800         0         0
TECUMSEH PRODS CO                           x                   2     26,066         0         0
TEKTRONIX INC                               x                   3      2,600         0         0
TEKTRONIX INC                               x                   7     12,260         0         0
TELE CENTRO OESTE CELULAR S                 x                   5          0       109         0
TELE CENTRO OESTE CELULAR S                 x                   2        184         0         0
TELE CENTRO OESTE CELULAR S                 x                   5        678         0         0
TELE CENTRO OESTE CELULAR S                 x                   3          0         0    11,533
TELE CENTRO OESTE CELULAR S                 x                   3  1,500,000         0         0
TELECOM ARGENTINA S A                       x                   5        575         0         0
TELECOM ARGENTINA S A                       x                   1  1,729,725         0         0
TELECOM HLDRS TR                            x                   5        700         0         0
TELECOM HLDRS TR                            x                   3      2,000         0         0
TELECOM HLDRS TR                            x                         10,300         0         0
TELECOM HLDRS TR                            x                   3     44,300         0         0
TELECOM ITALIA S P A NEW                    x                   5        343         0         0
TELECOM ITALIA S P A NEW                    x                              0       329         0
TELECOM ITALIA S P A NEW                    x                   2      5,251         0         0
TELECOM ITALIA S P A NEW                    x                   5          0      8484         0
TELECOMUNICACOES BRASILEIRAS                x                   3        228         0         0
TELECOMUNICACOES BRASILEIRAS                x                   5        390         0         0
TELECOMUNICACOES BRASILEIRAS                x                   5          0       740         0
TELECOMUNICACOES BRASILEIRAS                x                   2      1,063         0         0
TELECOMUNICACOES BRASILEIRAS                x                   3          0         0    10,300
TELECOMUNICACOES DE SAO PAUL                x                   3          0         0    14,000
TELEFONICA S A                              x                   3        127         0         0
TELEFONICA S A                              x                              0       511         0
TELEFONICA S A                              x                   5        867         0         0
TELEFONICA S A                              x                   2      3,571         0         0
TELEFONICA S A                              x                   5          0      5360         0
TELEFONICA S A                              x                   1    269,346         0         0
TELEFONICA S A                              x                   3  5,000,000         0         0
TELEFONOS DE MEXICO S A                     x                   3        120         0         0
TELEFONOS DE MEXICO S A                     x                   3        400         0         0
TELEFONOS DE MEXICO S A                     x                   5        986         0         0
TELEFONOS DE MEXICO S A                     x                   4      5,146         0         0
TELEFONOS DE MEXICO S A                     x                   2      5,376         0         0
TELEFONOS DE MEXICO S A                     x                   3      6,000         0         0
TELEFONOS DE MEXICO S A                     x                   5          0      7350         0
TELEFONOS DE MEXICO S A                     x                   4    226,483         0    11,173
TELEPHONE & DATA SYS INC                    x                   7      6,370         0         0
TELEPHONE & DATA SYS INC                    x                   7      6,370         0         0
TELLABS INC                                 x                   5        295         0         0
TELLABS INC                                 x                   5          0       617         0
TELLABS INC                                 x                          3,202         0         0
TELLABS INC                                 x                   3     53,143         0         0
TELLABS INC                                 x                   7     81,760         0         0
TELUS CORP                                  x                   2     29,659         0         0
TEMPLE INLAND INC                           x                   3      1,800         0         0
TEMPLE INLAND INC                           x                   7     26,026         0         0
TENARIS S A                                 x                   5        900         0         0
TENARIS S A                                 x                   7      6,454         0         0
TENARIS S A                                 x                   1    292,892         0         0
TENET HEALTHCARE CORP                       x                   4        200         0         0
TENET HEALTHCARE CORP                       x                   5          0      2810         0
TENET HEALTHCARE CORP                       x                   5       3575         0         0
TENET HEALTHCARE CORP                       x                   2     11,966         0         0
TENET HEALTHCARE CORP                       x                   7     71,570         0         0
TERADYNE INC                                x                   6      1,350         0         0
TERADYNE INC                                x                          5,157         0         0
TERADYNE INC                                x                   4          0         0     5,414
TERADYNE INC                                x                   2      7,134         0         0
TERADYNE INC                                x                   7     31,334         0         0
TEREX CORP NEW                              x                            500         0         0
TEREX CORP NEW                              x                   3        550         0         0
TEREX CORP NEW                              x                   4          0         0     2,337
TESORO CORP                                 x                   5        187         0         0
TESORO CORP                                 x                            506         0         0
TESORO CORP                                 x                          3,200         0         0
TESORO CORP                                 x                   3      8,450         0         0
TEVA PHARMACEUTICAL INDS LTD                x                              0        86         0
TEVA PHARMACEUTICAL INDS LTD                x                   5        480         0         0
TEVA PHARMACEUTICAL INDS LTD                x                   3          0         0       500
TEVA PHARMACEUTICAL INDS LTD                x                          1,000        44         0
TEVA PHARMACEUTICAL INDS LTD                x                   2      3,400         0         0
TEVA PHARMACEUTICAL INDS LTD                x                   3      3,700         0         0
TEVA PHARMACEUTICAL INDS LTD                x                   5          0     4,900         0
TEVA PHARMACEUTICAL INDS LTD                x                   5          0      4981         0
TEVA PHARMACEUTICAL INDS LTD                x                   5          0     5,800         0
TEVA PHARMACEUTICAL INDS LTD                x                   4      6,140         0         0
TEVA PHARMACEUTICAL INDS LTD                x                   4        800         0     9,158
TEVA PHARMACEUTICAL INDS LTD                x                   3     11,500         0         0
TEVA PHARMACEUTICAL INDS LTD                x                   2     13,400         0         0
TEVA PHARMACEUTICAL INDS LTD                x                   7     63,500         0         0
TEVA PHARMACEUTICAL FIN LLC                 x                   3          0         0    13,000
TEVA PHARMACEUTICAL FIN II L                x                   5      10000         0         0
TEXAS INSTRS INC                            x                   1        140         0         0
TEXAS INSTRS INC                            x                   2        300         0         0
TEXAS INSTRS INC                            x                              0       605         0
TEXAS INSTRS INC                            x                   3        660         0         0
TEXAS INSTRS INC                            x                   5          0      1000         0
TEXAS INSTRS INC                            x                   2      1,035         0         0
TEXAS INSTRS INC                            x                   3      1,705         0         0
TEXAS INSTRS INC                            x                   3      3,100         0         0
TEXAS INSTRS INC                            x                          5,200         0         0
TEXAS INSTRS INC                            x                   4      5,301       340     1,000
TEXAS INSTRS INC                            x                         18,015         0         0
TEXAS INSTRS INC                            x                   3     18,899         0         0
TEXAS INSTRS INC                            x                   5      33335         0         0
TEXAS INSTRS INC                            x                   4     44,516         0    31,409
TEXAS INSTRS INC                            x                   3    196,310         0     2,565
TEXAS INSTRS INC                            x                   7    359,728         0         0
TEXTRON INC                                 x                   5          0     1,600         0
TEXTRON INC                                 x                   2      2,188         0         0
TEXTRON INC                                 x                   5          0      4780         0
TEXTRON INC                                 x                   4      6,245         0     9,455
TEXTRON INC                                 x                   7     20,849         0         0
TEXTRON INC                                 x                   4     66,695    24,215     4,000
THERMO ELECTRON CORP                        x                   3          0         0       315
THERMO ELECTRON CORP                        x                   4        850         0         0
THERMO ELECTRON CORP                        x                          4,230         0         0
THERMO ELECTRON CORP                        x                   7     29,339         0         0
THOMSON CORP                                x                   2      1,250         0         0
THOMSON CORP                                x                   3      1,300         0         0
THOMSON CORP                                x                   2    240,957         0         0
3COM CORP                                   x                   1        196         0         0
3COM CORP                                   x                   3          0         0       600
3COM CORP                                   x                   5       1620         0         0
3COM CORP                                   x                   2      3,050         0         0
3COM CORP                                   x                   3     10,000         0         0
3M CO                                       x                   5          0        70         0
3M CO                                       x                   5          0       260         0
3M CO                                       x                   1        820         0         0
3M CO                                       x                          1,000         0         0
3M CO                                       x                   3      1,610         0         0
3M CO                                       x                          2,000         0         0
3M CO                                       x                   5       2445         0         0
3M CO                                       x                   5       3000         0         0
3M CO                                       x                   3      4,055         0         0
3M CO                                       x                   3      4,308         0         0
3M CO                                       x                          5,563         0         0
3M CO                                       x                   3      6,222         0         0
3M CO                                       x                   3      8,400         0         0
3M CO                                       x                          9,500         0         0
3M CO                                       x                   2     16,650         0         0
3M CO                                       x                   3     67,717         0         0
3M CO                                       x                   4     54,600        60    15,303
3M CO                                       x                   4     44,413    27,200    13,000
3M CO                                       x                   3     99,159         0         0
3M CO                                       x                   7    157,313         0         0
THRESHOLD PHARMACEUTICAL INC                x                   5      15965         0         0
TIFFANY & CO NEW                            x                   5        280         0         0
TIFFANY & CO NEW                            x                   3      5,000         0         0
TIFFANY & CO NEW                            x                   3          0         0    15,300
TIFFANY & CO NEW                            x                   4         66         0    15,283
TIFFANY & CO NEW                            x                   7     23,942         0         0
TIME WARNER INC                             x                   3        276         0         0
TIME WARNER INC                             x                          1,400       875         0
TIME WARNER INC                             x                   3      4,500         0         0
TIME WARNER INC                             x                          4,600         0         0
TIME WARNER INC                             x                   5       5500         0         0
TIME WARNER INC                             x                   3      6,832         0         0
TIME WARNER INC                             x                   3      7,830         0         0
TIME WARNER INC                             x                   5          0     10000         0
TIME WARNER INC                             x                         12,900         0         0
TIME WARNER INC                             x                   3     17,440         0         0
TIME WARNER INC                             x                   5          0    26,500         0
TIME WARNER INC                             x                   2     28,827         0         0
TIME WARNER INC                             x                   5      43890         0         0
TIME WARNER INC                             x                   4     81,674       500    14,277
TIME WARNER INC                             x                   3    125,084         0     6,700
TIME WARNER INC                             x                   3    358,570         0   101,783
TIME WARNER INC                             x                   4    437,141         0    37,810
TIME WARNER INC                             x                   7    844,906         0         0
TIME WARNER INC                             x                   3  5,650,000         0         0
TITAN INTL INC ILL                          x                          5,500         0         0
TITAN INTL INC ILL                          x                         67,500         0         0
TOLL BROTHERS INC                           x                   4        400         0         0
TOLL BROTHERS INC                           x                   3        850         0         0
TOLL BROTHERS INC                           x                          6,000         0         0
TOLL BROTHERS INC                           x                   7     12,900         0         0
TOOTSIE ROLL INDS INC                       x                             63         0         0
TOOTSIE ROLL INDS INC                       x                              0       142         0
TOOTSIE ROLL INDS INC                       x                          2,118         0         0
TOOTSIE ROLL INDS INC                       x                   4     10,089         0         0
TORCHMARK CORP                              x                   4          0         0        25
TORCHMARK CORP                              x                   5          0     10000         0
TORCHMARK CORP                              x                   7     21,641         0         0
TORONTO DOMINION BK ONT                     x                   2        500         0         0
TORONTO DOMINION BK ONT                     x                   2    298,052         0         0
TOTAL S A                                   x                              0       109         0
TOTAL S A                                   x                   3        200         0         0
TOTAL S A                                   x                   5          0       255         0
TOTAL S A                                   x                   3      1,200         0         0
TOTAL S A                                   x                   5       1509         0         0
TOTAL S A                                   x                   2      5,230         0         0
TOTAL S A                                   x                   4        200         0     8,749
TOTAL S A                                   x                         10,000         0         0
TOTAL S A                                   x                   3     13,109         0         0
TOTAL S A                                   x                   2     27,150         0         0
TOYOTA MOTOR CORP                           x                              0       152         0
TOYOTA MOTOR CORP                           x                   5          0       235         0
TOYOTA MOTOR CORP                           x                   5        250         0         0
TOYOTA MOTOR CORP                           x                          1,600         0         0
TOYOTA MOTOR CORP                           x                   2      8,926         0         0
TOYOTA MOTOR CORP                           x                   3     44,260         0         0
TRANSALTA CORP                              x                   2    126,576         0         0
TRANSCANADA CORP                            x                   4          0         0       100
TRANSCANADA CORP                            x                   3          0         0     5,300
TRANSCANADA CORP                            x                   2    273,469         0         0
TRANSPORTADORA DE GAS SUR                   x                   1     17,845         0         0
TRANSMONTAIGNE INC                          x                          6,500         0         0
TRANSMONTAIGNE INC                          x                         28,500         0         0
TRI CONTL CORP                              x                   4          0         0     1,478
TRI CONTL CORP                              x                   3      5,400         0         0
TRI CONTL CORP                              x                   7     12,950         0         0
TRIAD HOSPITALS INC                         x                   4        132         0         0
TRIAD HOSPITALS INC                         x                   5          0       720         0
TRIAD HOSPITALS INC                         x                   7      9,210         0         0
TRIBUNE CO NEW                              x                   2        110         0         0
TRIBUNE CO NEW                              x                   3        891         0         0
TRIBUNE CO NEW                              x                   7     46,356         0         0
TRIZEC PROPERTIES INC                       x                   7     13,980         0         0
TURKCELL ILETISIM HIZMETLERI                x                              0       126         0
TURKCELL ILETISIM HIZMETLERI                x                              0       244         0
TURKCELL ILETISIM HIZMETLERI                x                   5          0       766         0
TURKCELL ILETISIM HIZMETLERI                x                          5,000         0         0
TURKCELL ILETISIM HIZMETLERI                x                   7     41,696         0         0
TURKISH INVT FD INC                         x                   3      9,000         0         0
TYCO INTL LTD NEW                           x                             16         0         0
TYCO INTL LTD NEW                           x                              0        90         0
TYCO INTL LTD NEW                           x                   5          0       500         0
TYCO INTL LTD NEW                           x                   3      1,036         0         0
TYCO INTL LTD NEW                           x                   3      2,440         0         0
TYCO INTL LTD NEW                           x                   2      2,720         0         0
TYCO INTL LTD NEW                           x                   5       4560         0         0
TYCO INTL LTD NEW                           x                          5,100         0         0
TYCO INTL LTD NEW                           x                   2      8,920         0         0
TYCO INTL LTD NEW                           x                   3     10,600         0         0
TYCO INTL LTD NEW                           x                   5      11392         0         0
TYCO INTL LTD NEW                           x                   3     11,381         0         0
TYCO INTL LTD NEW                           x                         15,436         0         0
TYCO INTL LTD NEW                           x                   4     15,300       700     2,325
TYCO INTL LTD NEW                           x                         20,133         0         0
TYCO INTL LTD NEW                           x                         21,500         0         0
TYCO INTL LTD NEW                           x                   5          0     23715         0
TYCO INTL LTD NEW                           x                   3     31,226         0         0
TYCO INTL LTD NEW                           x                   4     39,496         0    11,678
TYCO INTL LTD NEW                           x                   3    183,575         0         0
TYSON FOODS INC                             x                              0       320         0
TYSON FOODS INC                             x                   3      3,600         0         0
TYSON FOODS INC                             x                   4          0         0    11,996
TYSON FOODS INC                             x                   7     41,910         0         0
UICI                                        x                          7,000         0         0
UST INC                                     x                   5          0       800         0
UST INC                                     x                   3      1,900         0         0
UST INC                                     x                   4          0         0    22,340
UST INC                                     x                   7     26,314         0         0
UST INC                                     x                   3    630,000         0         0
US BANCORP DEL                              x                   2        495         0         0
US BANCORP DEL                              x                          4,180         0         0
US BANCORP DEL                              x                   4        144         0    14,987
US BANCORP DEL                              x                         16,800         0         0
US BANCORP DEL                              x                   3     20,301         0         0
US BANCORP DEL                              x                   3     53,679         0         0
US BANCORP DEL                              x                   7    339,879         0         0
U S G CORP                                  x                   2        320         0         0
U S G CORP                                  x                          2,300         0         0
USEC INC                                    x                          1,000         0         0
USEC INC                                    x                   5       4400         0         0
USEC INC                                    x                   3    309,480         0         0
ULTRA PETROLEUM CORP                        x                   5         65         0         0
ULTRA PETROLEUM CORP                        x                   3        980         0         0
ULTRA PETROLEUM CORP                        x                   3      2,000         0         0
ULTRA PETROLEUM CORP                        x                   5          0      5290         0
UNIBANCO-UNIAO DE BANCOS BRA                x                          7,000         0         0
UNILEVER PLC                                x                   4          0         0       200
UNILEVER PLC                                x                              0       320         0
UNILEVER PLC                                x                   5          0       450         0
UNILEVER PLC                                x                   5        556         0         0
UNILEVER PLC                                x                   4      1,825         0    18,439
UNILEVER N V                                x                   4          0         0        34
UNILEVER N V                                x                              0       170         0
UNILEVER N V                                x                   5        355         0         0
UNILEVER N V                                x                   3      1,100         0         0
UNILEVER N V                                x                   2      3,976         0         0
UNILEVER N V                                x                   5          0      4910         0
UNION PAC CORP                              x                   3        300         0         0
UNION PAC CORP                              x                   3        419         0         0
UNION PAC CORP                              x                          1,098         0         0
UNION PAC CORP                              x                   3      2,155         0         0
UNION PAC CORP                              x                          2,308         0         0
UNION PAC CORP                              x                   4      5,800       200         0
UNION PAC CORP                              x                   4      6,100         0     3,264
UNION PAC CORP                              x                   3     13,600         0         0
UNION PAC CORP                              x                   7     46,335         0         0
UNIONBANCAL CORP                            x                   7      5,710         0         0
UNISYS CORP                                 x                   4      1,669         0         0
UNISYS CORP                                 x                   4      2,000         0         0
UNISYS CORP                                 x                   5          0      2445         0
UNISYS CORP                                 x                   5       4070         0         0
UNISYS CORP                                 x                   3          0         0     4,000
UNISYS CORP                                 x                   2      7,382         0         0
UNISYS CORP                                 x                   7     52,475         0         0
UNITED MICROELECTRONICS CORP                x                              0       474         0
UNITED MICROELECTRONICS CORP                x                              0       915         0
UNITED MICROELECTRONICS CORP                x                   5          0      2892         0
UNITED MICROELECTRONICS CORP                x                   7     47,380         0         0
UNITED MICROELECTRONICS CORP                x                   3          0         0   167,322
UNITED MICROELECTRONICS CORP                x                   6    145,985         0   399,624
UNITED PARCEL SERVICE INC                   x                   2         10         0         0
UNITED PARCEL SERVICE INC                   x                   3      1,000         0         0
UNITED PARCEL SERVICE INC                   x                   4      1,388         0         0
UNITED PARCEL SERVICE INC                   x                   5          0     2,000         0
UNITED PARCEL SERVICE INC                   x                          2,039         0         0
UNITED PARCEL SERVICE INC                   x                   5          0     2,200         0
UNITED PARCEL SERVICE INC                   x                   5       2930         0         0
UNITED PARCEL SERVICE INC                   x                   4        400         0     3,864
UNITED PARCEL SERVICE INC                   x                   3      7,831         0         0
UNITED PARCEL SERVICE INC                   x                   3     43,940         0         0
UNITED PARCEL SERVICE INC                   x                   7    151,089         0         0
UNITED PARCEL SERVICE INC                   x                   3    640,000         0         0
UNITED STATES STL CORP NEW                  x                              0        31         0
UNITED STATES STL CORP NEW                  x                   3      1,400         0         0
UNITED STATES STL CORP NEW                  x                   7     23,350         0         0
UNITED TECHNOLOGIES CORP                    x                   5          0       160         0
UNITED TECHNOLOGIES CORP                    x                   1        350         0         0
UNITED TECHNOLOGIES CORP                    x                   3        600         0         0
UNITED TECHNOLOGIES CORP                    x                   2      1,835         0         0
UNITED TECHNOLOGIES CORP                    x                   5       3770         0         0
UNITED TECHNOLOGIES CORP                    x                   5          0     4,500         0
UNITED TECHNOLOGIES CORP                    x                   5      4,500         0         0
UNITED TECHNOLOGIES CORP                    x                   5          0      9230         0
UNITED TECHNOLOGIES CORP                    x                         10,400         0         0
UNITED TECHNOLOGIES CORP                    x                   3     10,604         0         0
UNITED TECHNOLOGIES CORP                    x                   2     17,165         0         0
UNITED TECHNOLOGIES CORP                    x                   4     30,250         0     5,000
UNITED TECHNOLOGIES CORP                    x                   3     53,735         0         0
UNITED TECHNOLOGIES CORP                    x                   3     72,919         0         0
UNITED TECHNOLOGIES CORP                    x                   3    100,200         0       920
UNITED TECHNOLOGIES CORP                    x                   4    167,999         0    13,616
UNITED TECHNOLOGIES CORP                    x                   7    190,636         0         0
UNITED TECHNOLOGIES CORP                    x                   3    419,737         0         0
UNITED UTILS PLC                            x                   5        540         0         0
UNITED UTILS PLC                            x                   4      5,000         0         0
UNITED UTILS PLC                            x                   2     11,260         0         0
UNITEDHEALTH GROUP INC                      x                              0        65         0
UNITEDHEALTH GROUP INC                      x                   3        164         0         0
UNITEDHEALTH GROUP INC                      x                   5        420         0         0
UNITEDHEALTH GROUP INC                      x                            405         0         0
UNITEDHEALTH GROUP INC                      x                   2      2,225         0         0
UNITEDHEALTH GROUP INC                      x                   3      3,800         0         0
UNITEDHEALTH GROUP INC                      x                          4,970         0         0
UNITEDHEALTH GROUP INC                      x                   5      5,600         0         0
UNITEDHEALTH GROUP INC                      x                   5          0     6,000         0
UNITEDHEALTH GROUP INC                      x                          6,400         0         0
UNITEDHEALTH GROUP INC                      x                   3     17,678         0         0
UNITEDHEALTH GROUP INC                      x                   4     13,761       490     4,600
UNITEDHEALTH GROUP INC                      x                   3     23,080         0         0
UNITEDHEALTH GROUP INC                      x                   3     49,325         0         0
UNITEDHEALTH GROUP INC                      x                   3    125,408         0    15,300
UNITEDHEALTH GROUP INC                      x                   4    163,301         0    10,050
UNITEDHEALTH GROUP INC                      x                   7    277,064         0         0
UNITRIN INC                                 x                   7      6,060         0         0
UNIVERSAL HLTH SVCS INC                     x                   5         71         0         0
UNIVERSAL HLTH SVCS INC                     x                          1,700         0         0
UNIVERSAL HLTH SVCS INC                     x                   7      6,660         0         0
UNIVERSAL TECHNICAL INST INC                x                   4          0         0    10,671
UNIVISION COMMUNICATIONS INC                x                   5        180         0         0
UNIVISION COMMUNICATIONS INC                x                            250         0         0
UNIVISION COMMUNICATIONS INC                x                   5          0       800         0
UNIVISION COMMUNICATIONS INC                x                   4         56         0    12,428
UNIVISION COMMUNICATIONS INC                x                   7     38,765         0         0
UNIVISION COMMUNICATIONS INC                x                   3     61,000         0         0
UNUMPROVIDENT CORP                          x                   4     10,140         0         0
UNUMPROVIDENT CORP                          x                   2     16,144         0         0
UNUMPROVIDENT CORP                          x                   7     44,474         0         0
UNUMPROVIDENT CORP                          x                   4    291,818         0     2,403
UPM KYMMENE CORP                            x                              0       386         0
UPM KYMMENE CORP                            x                   5        795         0         0
UPM KYMMENE CORP                            x                   2     13,390         0         0
URBAN OUTFITTERS INC                        x                   2        700         0         0
URBAN OUTFITTERS INC                        x                   4          0         0     1,479
URBAN OUTFITTERS INC                        x                   7     11,600         0         0
UTILITIES HOLDRS TR                         x                   3        200         0         0
UTILITIES HOLDRS TR                         x                            600         0         0
UTILITIES HOLDRS TR                         x                   3     14,100         0         0
V F CORP                                    x                              0       100         0
V F CORP                                    x                   5        250         0         0
V F CORP                                    x                   5          0       750         0
V F CORP                                    x                   3        800         0         0
V F CORP                                    x                   7     16,647         0         0
VALERO ENERGY CORP NEW                      x                   5        218         0         0
VALERO ENERGY CORP NEW                      x                   5          0       310         0
VALERO ENERGY CORP NEW                      x                          1,155         0         0
VALERO ENERGY CORP NEW                      x                   3      1,500         0         0
VALERO ENERGY CORP NEW                      x                   2      2,465         0         0
VALERO ENERGY CORP NEW                      x                   5       3000         0         0
VALERO ENERGY CORP NEW                      x                   3      3,410         0         0
VALERO ENERGY CORP NEW                      x                   4          0         0     4,459
VALERO ENERGY CORP NEW                      x                   3      4,500         0         0
VALERO ENERGY CORP NEW                      x                          5,177         0         0
VALERO ENERGY CORP NEW                      x                          9,900         0         0
VALERO ENERGY CORP NEW                      x                   5          0    16,200         0
VALERO ENERGY CORP NEW                      x                   7     99,954         0         0
VALERO ENERGY CORP NEW                      x                   3    128,212         0     2,374
VALERO ENERGY CORP NEW                      x                   3    133,548         0    53,328
VALLEY NATL BANCORP                         x                   4      6,726         0         0
VALLEY NATL BANCORP                         x                   7     11,013         0         0
VARIAN MED SYS INC                          x                   4          0     1,400         0
VARIAN MED SYS INC                          x                   5          0      3251         0
VARIAN MED SYS INC                          x                   7     17,460         0         0
VECTREN CORP                                x                   4          0    12,128         0
VANGUARD INDEX FDS                          x                   3        300         0         0
VANGUARD INDEX FDS                          x                   4          0         0    80,451
VEOLIA ENVIRONNEMENT                        x                   2      6,120         0         0
VERISIGN INC                                x                   3        175         0         0
VERISIGN INC                                x                   7     52,230         0         0
VERISIGN INC                                x                   3    159,616         0         0
VERIZON COMMUNICATIONS                      x                              0       170         0
VERIZON COMMUNICATIONS                      x                   1        500         0         0
VERIZON COMMUNICATIONS                      x                   2        700         0         0
VERIZON COMMUNICATIONS                      x                   3      1,220         0         0
VERIZON COMMUNICATIONS                      x                          2,000         0         0
VERIZON COMMUNICATIONS                      x                   5       3371         0         0
VERIZON COMMUNICATIONS                      x                   3      4,090         0         0
VERIZON COMMUNICATIONS                      x                   3      4,680         0         0
VERIZON COMMUNICATIONS                      x                   2      5,659         0         0
VERIZON COMMUNICATIONS                      x                         10,150         0         0
VERIZON COMMUNICATIONS                      x                   5          0     12478         0
VERIZON COMMUNICATIONS                      x                   3     28,400         0    21,700
VERIZON COMMUNICATIONS                      x                   4     65,805    21,753    41,310
VERIZON COMMUNICATIONS                      x                   3    140,500         0         0
VERIZON COMMUNICATIONS                      x                   4    144,968       500    41,171
VERIZON COMMUNICATIONS                      x                   3    185,989         0     3,717
VERIZON COMMUNICATIONS                      x                   7    574,439         0         0
VERIZON COMMUNICATIONS                      x                   3  8,000,000         0         0
VIACOM INC NEW                              x                   5          0       125         0
VIACOM INC NEW                              x                            350         0         0
VIACOM INC NEW                              x                   3        410         0         0
VIACOM INC NEW                              x                   5          0       465         0
VIACOM INC NEW                              x                   3        457         0         0
VIACOM INC NEW                              x                   3        542         0         0
VIACOM INC NEW                              x                   6        565         0         0
VIACOM INC NEW                              x                            600       147         0
VIACOM INC NEW                              x                   5       1165         0         0
VIACOM INC NEW                              x                   2      1,250         0         0
VIACOM INC NEW                              x                          4,190         0         0
VIACOM INC NEW                              x                   2      5,053         0         0
VIACOM INC NEW                              x                   4      9,348     2,249     1,675
VIACOM INC NEW                              x                   3     13,342         0       271
VIACOM INC NEW                              x                   3     18,859         0     1,374
VIACOM INC NEW                              x                   4     26,589         0    13,673
VIACOM INC NEW                              x                   3     82,624         0         0
VIACOM INC NEW                              x                   7    140,287         0         0
VIDESH SANCHAR NIGAM LTD                    x                   6    240,100         0         0
VIMICRO INTL CORP                           x                   5   27042690         0         0
VIVENDI UNIVERSAL                           x                   5        230         0         0
VIVENDI UNIVERSAL                           x                   5          0       285         0
VIVENDI UNIVERSAL                           x                   3      1,920         0         0
VIVENDI UNIVERSAL                           x                   4          0         0    17,356
VODAFONE GROUP PLC NEW                      x                   3          0         0       250
VODAFONE GROUP PLC NEW                      x                   3        450         0         0
VODAFONE GROUP PLC NEW                      x                   5       1525         0         0
VODAFONE GROUP PLC NEW                      x                   4      1,400       115         0
VODAFONE GROUP PLC NEW                      x                   5          0      1675         0
VODAFONE GROUP PLC NEW                      x                   3      2,100         0         0
VODAFONE GROUP PLC NEW                      x                   2      4,200         0         0
VODAFONE GROUP PLC NEW                      x                   3      5,800         0         0
VODAFONE GROUP PLC NEW                      x                   4      4,135         0    41,316
VODAFONE GROUP PLC NEW                      x                   2     47,588         0         0
VODAFONE GROUP PLC NEW                      x                   3  1,950,000         0         0
VORNADO RLTY TR                             x                   4          0         0       100
VORNADO RLTY TR                             x                   7     24,680         0         0
VULCAN MATLS CO                             x                   5         65         0         0
VULCAN MATLS CO                             x                   5          0       145         0
VULCAN MATLS CO                             x                   7     18,048         0         0
WPP GROUP PLC                               x                   2      1,195         0         0
WPP GROUP PLC                               x                   4         61         0     4,688
WPP GROUP PLC                               x                   3     12,022         0         0
WACHOVIA CORP 2ND NEW                       x                   5          0       250         0
WACHOVIA CORP 2ND NEW                       x                   3        400         0         0
WACHOVIA CORP 2ND NEW                       x                   5          0       865         0
WACHOVIA CORP 2ND NEW                       x                   4      1,600         0         0
WACHOVIA CORP 2ND NEW                       x                   5          0     3,600         0
WACHOVIA CORP 2ND NEW                       x                   5       5065         0         0
WACHOVIA CORP 2ND NEW                       x                   3      9,453         0         0
WACHOVIA CORP 2ND NEW                       x                   2     10,474         0         0
WACHOVIA CORP 2ND NEW                       x                   4      6,219         0    16,271
WACHOVIA CORP 2ND NEW                       x                   3     87,492         0         0
WACHOVIA CORP 2ND NEW                       x                   7    302,124         0         0
WAL MART STORES INC                         x                   1        310         0         0
WAL MART STORES INC                         x                   5        600         0         0
WAL MART STORES INC                         x                   5          0       900         0
WAL MART STORES INC                         x                          1,000         0         0
WAL MART STORES INC                         x                   2      1,025         0         0
WAL MART STORES INC                         x                   3      3,200         0         0
WAL MART STORES INC                         x                   3      3,500         0         0
WAL MART STORES INC                         x                          3,900         0         0
WAL MART STORES INC                         x                   2      5,326         0         0
WAL MART STORES INC                         x                   3      5,603         0         0
WAL MART STORES INC                         x                   3      7,850         0         0
WAL MART STORES INC                         x                   5          0     13460         0
WAL MART STORES INC                         x                         26,928         0         0
WAL MART STORES INC                         x                   3     29,778         0     7,994
WAL MART STORES INC                         x                   5      59785         0         0
WAL MART STORES INC                         x                   4     27,299    39,081     2,425
WAL MART STORES INC                         x                   3     79,870         0         0
WAL MART STORES INC                         x                   4     62,512         0    30,463
WAL MART STORES INC                         x                   3     94,710         0     2,100
WAL MART STORES INC                         x                   7    530,525         0         0
WALGREEN CO                                 x                   2        100         0         0
WALGREEN CO                                 x                   5        160         0         0
WALGREEN CO                                 x                   5          0     2,800         0
WALGREEN CO                                 x                   4          0     4,000         0
WALGREEN CO                                 x                   5          0      4627         0
WALGREEN CO                                 x                   3      7,779         0         0
WALGREEN CO                                 x                   2     14,822         0         0
WALGREEN CO                                 x                   3     10,418         0    12,900
WALGREEN CO                                 x                   4        647         0    22,829
WALGREEN CO                                 x                   3     30,500         0         0
WALGREEN CO                                 x                   7    198,339         0         0
WASHINGTON FED INC                          x                   4         57         0     9,760
WASHINGTON MUT INC                          x                   3      1,200         0         0
WASHINGTON MUT INC                          x                   4        600     1,000         0
WASHINGTON MUT INC                          x                   2      4,420         0         0
WASHINGTON MUT INC                          x                          5,000       285         0
WASHINGTON MUT INC                          x                   3      6,000         0         0
WASHINGTON MUT INC                          x                   5       6735         0         0
WASHINGTON MUT INC                          x                   3     26,305         0     2,190
WASHINGTON MUT INC                          x                   4      9,100         0    22,707
WASHINGTON MUT INC                          x                   3     50,000         0         0
WASHINGTON MUT INC                          x                   7    188,071         0         0
WASHINGTON POST CO                          x                   7        410         0         0
WASTE MGMT INC DEL                          x                   5        290         0         0
WASTE MGMT INC DEL                          x                   3        362         0         0
WASTE MGMT INC DEL                          x                   5       3020         0         0
WASTE MGMT INC DEL                          x                   4        600         0     4,582
WASTE MGMT INC DEL                          x                   5          0     12200         0
WASTE MGMT INC DEL                          x                   3     40,800         0         0
WASTE MGMT INC DEL                          x                   3     43,600         0         0
WASTE MGMT INC DEL                          x                   7    100,999         0         0
WASTE MGMT INC DEL                          x                   2    130,660         0         0
WATERS CORP                                 x                   2        325         0         0
WATERS CORP                                 x                   3      2,888         0         0
WATERS CORP                                 x                   7     19,120         0         0
WATSON PHARMACEUTICALS INC                  x                            371         0         0
WATSON PHARMACEUTICALS INC                  x                   3        957         0         0
WATSON PHARMACEUTICALS INC                  x                   3      2,600         0         0
WATSON PHARMACEUTICALS INC                  x                   7     16,340         0         0
WEIGHT WATCHERS INTL INC NEW                x                   4        675         0         0
WEIGHT WATCHERS INTL INC NEW                x                   2      1,789         0         0
WEIGHT WATCHERS INTL INC NEW                x                   7      4,300         0         0
WEINGARTEN RLTY INVS                        x                   4        310         0         0
WEINGARTEN RLTY INVS                        x                   7      7,700         0         0
WELLPOINT INC                               x                   6         36         0         0
WELLPOINT INC                               x                   3        200         0         0
WELLPOINT INC                               x                   2        440         0         0
WELLPOINT INC                               x                   5          0      1145         0
WELLPOINT INC                               x                          2,200         0         0
WELLPOINT INC                               x                   3      2,640         0         0
WELLPOINT INC                               x                   5          0     5,400         0
WELLPOINT INC                               x                   4          0         0     5,926
WELLPOINT INC                               x                   3     11,486         0         0
WELLPOINT INC                               x                   2     29,720         0         0
WELLPOINT INC                               x                   3     42,866         0     9,440
WELLPOINT INC                               x                   3     52,450         0         0
WELLPOINT INC                               x                   3    109,911         0         0
WELLPOINT INC                               x                   7    140,317         0         0
WELLS FARGO & CO NEW                        x                   3        950         0         0
WELLS FARGO & CO NEW                        x                   2      1,000         0         0
WELLS FARGO & CO NEW                        x                   5       1075         0         0
WELLS FARGO & CO NEW                        x                   2     15,501         0         0
WELLS FARGO & CO NEW                        x                   3     15,742         0         0
WELLS FARGO & CO NEW                        x                   3     16,770         0         0
WELLS FARGO & CO NEW                        x                   3     33,135         0         0
WELLS FARGO & CO NEW                        x                   5          0     35550         0
WELLS FARGO & CO NEW                        x                   3     40,733         0         0
WELLS FARGO & CO NEW                        x                   4     33,527     7,923    17,200
WELLS FARGO & CO NEW                        x                   4    188,029       300    19,237
WELLS FARGO & CO NEW                        x                   7    314,908         0         0
WENDYS INTL INC                             x                   2      9,779         0         0
WENDYS INTL INC                             x                   7     23,354         0         0
WERNER ENTERPRISES INC                      x                          1,179         0         0
WERNER ENTERPRISES INC                      x                   2     20,270         0         0
WEST MARINE INC                             x                   3          0         0    17,900
WESTAIM CORP                                x                   2     14,350         0         0
WESTERN GAS RES INC                         x                   5          0      6820         0
WESTERN GAS RES INC                         x                   3     91,600         0         0
WESTERN REFNG INC                           x                   3     15,500         0         0
WESTERN SILVER CORP                         x                   2      7,875         0         0
WESTERN SILVER CORP                         x                   4     20,000         0         0
WEYERHAEUSER CO                             x                   5          0       400         0
WEYERHAEUSER CO                             x                            700         0         0
WEYERHAEUSER CO                             x                   3      1,100         0         0
WEYERHAEUSER CO                             x                   4      7,192         0       815
WEYERHAEUSER CO                             x                   4      8,803     2,900       800
WEYERHAEUSER CO                             x                   7     44,634         0         0
WHIRLPOOL CORP                              x                              0       185         0
WHIRLPOOL CORP                              x                   5        465         0         0
WHIRLPOOL CORP                              x                   3        880         0         0
WHIRLPOOL CORP                              x                   3      1,318         0         0
WHIRLPOOL CORP                              x                   3      5,000         0         0
WHIRLPOOL CORP                              x                   7     14,205         0         0
WHOLE FOODS MKT INC                         x                   3        760         0         0
WHOLE FOODS MKT INC                         x                   2        950         0         0
WHOLE FOODS MKT INC                         x                   5       2000         0         0
WHOLE FOODS MKT INC                         x                   4        100         0     2,614
WHOLE FOODS MKT INC                         x                   7     22,490         0         0
WILLIAMS COS INC DEL                        x                          3,003         0         0
WILLIAMS COS INC DEL                        x                   5       5380         0         0
WILLIAMS COS INC DEL                        x                   4     19,662         0     4,400
WILLIAMS COS INC DEL                        x                   7     96,630         0         0
WILLIAMS COS INC DEL                        x                   4    549,753         0    24,579
WILLIAMS SONOMA INC                         x                   5          0     2,800         0
WILLIAMS SONOMA INC                         x                   4          0         0     2,959
WILLIAMS SONOMA INC                         x                   7     11,120         0         0
WINNEBAGO INDS INC                          x                   5         45         0         0
WINNEBAGO INDS INC                          x                          2,283         0         0
WINNEBAGO INDS INC                          x                   3          0         0    14,100
WINTRUST FINANCIAL CORP                     x                   4          0         0     8,407
WIPRO LTD                                   x                   3     12,000         0         0
WISCONSIN ENERGY CORP                       x                   5          0     2,900         0
WISCONSIN ENERGY CORP                       x                   4      8,375         0         0
WISCONSIN ENERGY CORP                       x                   4      2,755     1,600     5,100
WISCONSIN ENERGY CORP                       x                   7     13,830         0         0
WOORI FIN HLDGS CO LTD                      x                   6          0         0     9,800
WORLD ACCEP CORP DEL                        x                   4          0         0    21,313
WORLD FUEL SVCS CORP                        x                   4         91         0    15,574
WRIGLEY WM JR CO                            x                              0       180         0
WRIGLEY WM JR CO                            x                   5        345         0         0
WRIGLEY WM JR CO                            x                   5          0     2,600         0
WRIGLEY WM JR CO                            x                   3     12,100         0         0
WRIGLEY WM JR CO                            x                   4     12,500         0         0
WRIGLEY WM JR CO                            x                   7     27,831         0         0
WYETH                                       x                          2,850         0         0
WYETH                                       x                   2      3,893         0         0
WYETH                                       x                   5       5720         0         0
WYETH                                       x                   5       6825         0         0
WYETH                                       x                   5          0      7780         0
WYETH                                       x                   3      8,000         0         0
WYETH                                       x                   3     17,890         0         0
WYETH                                       x                   3     20,340         0         0
WYETH                                       x                   5          0    22,300         0
WYETH                                       x                         23,000         0         0
WYETH                                       x                   4     79,370    17,800    28,350
WYETH                                       x                   3    148,112         0     1,800
WYETH                                       x                   7    268,986         0         0
WYETH                                       x                   4    265,998     4,900     7,300
WYETH                                       x                   3    333,285         0         0
WYNN RESORTS LTD                            x                   4          0         0         8
WYNN RESORTS LTD                            x                   3        700         0         0
WYNN RESORTS LTD                            x                   7      2,600         0         0
XM SATELLITE RADIO HLDGS INC                x                   5          0       568         0
XM SATELLITE RADIO HLDGS INC                x                   2      1,750         0         0
XM SATELLITE RADIO HLDGS INC                x                   4      1,565         0       213
XM SATELLITE RADIO HLDGS INC                x                   7     17,500         0         0
XTO ENERGY INC                              x                   2        450         0         0
XTO ENERGY INC                              x                   5        483         0         0
XTO ENERGY INC                              x                   3      1,900         0         0
XTO ENERGY INC                              x                          3,162         0         0
XTO ENERGY INC                              x                   7     60,583         0         0
XTO ENERGY INC                              x                   3    120,832         0         0
XTO ENERGY INC                              x                   3    128,000         0         0
XTO ENERGY INC                              x                   3    258,526         0         0
XCEL ENERGY INC                             x                   4        589         0         0
XCEL ENERGY INC                             x                   4      1,472         0         0
XCEL ENERGY INC                             x                   7     69,682         0         0
XCEL ENERGY INC                             x                   3  1,250,000         0         0
XILINX INC                                  x                   5          0       521         0
XILINX INC                                  x                   5       2000         0         0
XILINX INC                                  x                          2,200         0         0
XILINX INC                                  x                   4      5,229         0         0
XILINX INC                                  x                   5      13000         0         0
XILINX INC                                  x                   4     13,040         0       445
XILINX INC                                  x                   7     65,306         0         0
XEROX CORP                                  x                   3          0         0       900
XEROX CORP                                  x                   5       1125         0         0
XEROX CORP                                  x                   4      2,106         0         0
XEROX CORP                                  x                   2     10,988         0         0
XEROX CORP                                  x                   5          0     37640         0
XEROX CORP                                  x                   4     16,140         0    44,280
XEROX CORP                                  x                   7    173,986         0         0
YPF SOCIEDAD ANONIMA                        x                   1     16,400         0         0
YRC WORLDWIDE INC                           x                            732         0         0
YRC WORLDWIDE INC                           x                          4,300         0         0
YRC WORLDWIDE INC                           x                   2      4,550         0         0
YAHOO INC                                   x                   1        196         0         0
YAHOO INC                                   x                   2        300         0         0
YAHOO INC                                   x                   3        562         0         0
YAHOO INC                                   x                          1,164       235         0
YAHOO INC                                   x                   5       2000         0         0
YAHOO INC                                   x                   3      2,500         0         0
YAHOO INC                                   x                   5          0     2,600         0
YAHOO INC                                   x                   3      3,000         0         0
YAHOO INC                                   x                          5,200         0         0
YAHOO INC                                   x                   5          0     21545         0
YAHOO INC                                   x                   4        271         0    22,458
YAHOO INC                                   x                   3     25,948         0         0
YAHOO INC                                   x                   5      32170         0         0
YAHOO INC                                   x                   3     67,066         0         0
YAHOO INC                                   x                   7    227,876         0         0
YAMANA GOLD INC                             x                   2      2,000         0         0
YAMANA GOLD INC                             x                   3     13,500         0         0
YOUNG INNOVATIONS INC                       x                   4         32         0     5,473
YUM BRANDS INC                              x                   2         40         0         0
YUM BRANDS INC                              x                   2         70         0         0
YUM BRANDS INC                              x                   3        100         0         0
YUM BRANDS INC                              x                   5        280         0         0
YUM BRANDS INC                              x                   4        400        40         0
YUM BRANDS INC                              x                   4        450         0         0
YUM BRANDS INC                              x                          1,600         0         0
YUM BRANDS INC                              x                   3      1,890         0         0
YUM BRANDS INC                              x                   3      4,086         0         0
YUM BRANDS INC                              x                   7     54,564         0         0
YUM BRANDS INC                              x                   3    690,600         0         0
ZARLINK SEMICONDUCTOR INC                   x                   5       2000         0         0
ZARLINK SEMICONDUCTOR INC                   x                   4      3,700         0         0
ZARLINK SEMICONDUCTOR INC                   x                   2     22,900         0         0
ZEBRA TECHNOLOGIES CORP                     x                   7      6,200         0         0
ZEBRA TECHNOLOGIES CORP                     x                   2     10,375         0         0
ZEBRA TECHNOLOGIES CORP                     x                   3     50,000         0         0
ZIMMER HLDGS INC                            x                   2        138         0         0
ZIMMER HLDGS INC                            x                   3        130         0         0
ZIMMER HLDGS INC                            x                            720         0         0
ZIMMER HLDGS INC                            x                   5          0     1,200         0
ZIMMER HLDGS INC                            x                   5          0      1870         0
ZIMMER HLDGS INC                            x                   5          0     2,800         0
ZIMMER HLDGS INC                            x                   5       3265         0         0
ZIMMER HLDGS INC                            x                   4      4,154         0     2,379
ZIMMER HLDGS INC                            x                   3     11,120         0         0
ZIMMER HLDGS INC                            x                   7     43,054         0         0
ZIMMER HLDGS INC                            x                   4     57,171    17,390     3,563
ZIONS BANCORPORATION                        x                   5          0       300         0
ZIONS BANCORPORATION                        x                   3      2,300         0         0
ZIONS BANCORPORATION                        x                   4      4,290         0     4,023
ZIONS BANCORPORATION                        x                   7     18,300         0         0
ZIONS BANCORPORATION                        x                   4     24,000         0         0
DAIMLERCHRYSLER AG                          x                   4        194         0         0
DAIMLERCHRYSLER AG                          x                   5        365         0         0
DAIMLERCHRYSLER AG                          x                   5          0      3560         0
DAIMLERCHRYSLER AG                          x                   2     49,555         0         0
DAIMLERCHRYSLER AG                          x                   3  1,928,969         0   157,558
DAIMLERCHRYSLER AG                          x                   3  5,000,000         0         0
DEUTSCHE BANK AG NAMEN                      x                   5         65         0         0
DEUTSCHE BANK AG NAMEN                      x                   2        670         0         0
DEUTSCHE BANK AG NAMEN                      x                   3  1,000,613         0    72,538
ACE LTD                                     x                   2         20         0         0
ACE LTD                                     x                   5          0       300         0
ACE LTD                                     x                   5          0       695         0
ACE LTD                                     x                          7,000         0         0
ACCENTURE LTD BERMUDA                       x                   2      2,020         0         0
ACCENTURE LTD BERMUDA                       x                   5       4290         0         0
ACCENTURE LTD BERMUDA                       x                   3     14,674         0         0
ACCENTURE LTD BERMUDA                       x                   4        953         0    38,910
BUNGE LIMITED                               x                   5        191         0         0
BUNGE LIMITED                               x                   5          0       300         0
BUNGE LIMITED                               x                   2        980         0         0
BUNGE LIMITED                               x                   3      1,000         0         0
BUNGE LIMITED                               x                   3      1,350         0         0
BUNGE LIMITED                               x                   2     42,750         0         0
BUNGE LIMITED                               x                   3     72,800         0         0
BUNGE LIMITED                               x                   3     89,008         0         0
CDC CORP                                    x                   5    5917843         0         0
FOSTER WHEELER LTD                          x                            811         0         0
FOSTER WHEELER LTD                          x                   3      1,940         0         0
FOSTER WHEELER LTD                          x                   6     34,600         0         0
FOSTER WHEELER LTD                          x                   3     94,843         0         0
FRONTLINE LTD                               x                   3        200         0         0
FRONTLINE LTD                               x                   3        400         0         0
FRONTLINE LTD                               x                   4      1,000         0         0
FRONTLINE LTD                               x                   5       1000         0         0
FRONTLINE LTD                               x                   2      4,500         0         0
GLOBALSANTAFE CORP                          x                   5          0       159         0
GLOBALSANTAFE CORP                          x                   4        850         0        16
GLOBALSANTAFE CORP                          x                   2      3,135         0         0
GLOBALSANTAFE CORP                          x                   5          0    10,900         0
GLOBALSANTAFE CORP                          x                   3    308,062         0         0
INGERSOLL-RAND COMPANY LTD                  x                   2         45         0         0
INGERSOLL-RAND COMPANY LTD                  x                              0        80         0
INGERSOLL-RAND COMPANY LTD                  x                   3      4,450         0         0
INGERSOLL-RAND COMPANY LTD                  x                          4,614         0         0
INGERSOLL-RAND COMPANY LTD                  x                   3      5,223         0         0
INGERSOLL-RAND COMPANY LTD                  x                   4      8,608         0     9,442
INGERSOLL-RAND COMPANY LTD                  x                   4      3,605     8,000    24,584
MARVELL TECHNOLOGY GROUP LTD                x                   2        120         0         0
MARVELL TECHNOLOGY GROUP LTD                x                   5          0     1,300         0
MARVELL TECHNOLOGY GROUP LTD                x                   3      1,740         0         0
MARVELL TECHNOLOGY GROUP LTD                x                   5       4000         0         0
MARVELL TECHNOLOGY GROUP LTD                x                   4          0         0     5,258
NABORS INDUSTRIES LTD                       x                   5         33         0         0
NABORS INDUSTRIES LTD                       x                   6        700         0         0
NABORS INDUSTRIES LTD                       x                          2,000         0         0
NABORS INDUSTRIES LTD                       x                   3      2,085         0         0
NABORS INDUSTRIES LTD                       x                   3      2,200         0         0
NABORS INDUSTRIES LTD                       x                   5          0      4100         0
NABORS INDUSTRIES LTD                       x                   5          0     7,300         0
NABORS INDUSTRIES LTD                       x                   4      6,950       100       575
NABORS INDUSTRIES LTD                       x                   2     14,150         0         0
NABORS INDUSTRIES LTD                       x                   3     35,180         0         0
NABORS INDUSTRIES LTD                       x                   4     88,289         0     3,762
NOBLE CORPORATION                           x                   2         20         0         0
NOBLE CORPORATION                           x                   5        400         0         0
NOBLE CORPORATION                           x                   3      2,600         0         0
NOBLE CORPORATION                           x                   4      8,382         0       250
NOBLE CORPORATION                           x                   4     93,497         0     3,861
OPENTV CORP                                 x                   3    158,319         0         0
PARTNERRE LTD                               x                   5          0       137         0
PARTNERRE LTD                               x                   5          0     3,700         0
PXRE GROUP LTD                              x                   5        440         0         0
PXRE GROUP LTD                              x                   3    100,000         0         0
RENAISSANCERE HOLDINGS LTD                  x                   2         30         0         0
RENAISSANCERE HOLDINGS LTD                  x                   5          0     1,300         0
RENAISSANCERE HOLDINGS LTD                  x                   5          0      2600         0
RENAISSANCERE HOLDINGS LTD                  x                          3,200         0         0
STEWART W P & CO LTD                        x                   4        128         0    17,269
HILFIGER TOMMY CORP                         x                   5        330         0         0
HILFIGER TOMMY CORP                         x                   5          0       401         0
HILFIGER TOMMY CORP                         x                         12,000         0         0
TRANSOCEAN INC                              x                   2         55         0         0
TRANSOCEAN INC                              x                   3      1,225         0         0
TRANSOCEAN INC                              x                   4      3,255         0         0
TRANSOCEAN INC                              x                   5       3500         0         0
TRANSOCEAN INC                              x                   5      3,700         0         0
TRANSOCEAN INC                              x                          3,800         0         0
TRANSOCEAN INC                              x                   3          0         0     4,000
TRANSOCEAN INC                              x                   4      6,520         0       230
TRANSOCEAN INC                              x                   3     14,154         0         0
TRANSOCEAN INC                              x                   3     40,394         0         0
WEATHERFORD INTERNATIONAL LT                x                              0       120         0
WEATHERFORD INTERNATIONAL LT                x                   5          0       220         0
WEATHERFORD INTERNATIONAL LT                x                   4        650         0       213
WEATHERFORD INTERNATIONAL LT                x                   5          0      1800         0
WEATHERFORD INTERNATIONAL LT                x                   5      2,200         0         0
WEATHERFORD INTERNATIONAL LT                x                   2      3,652         0         0
WEATHERFORD INTERNATIONAL LT                x                   5       7600         0         0
WHITE MTNS INS GROUP LTD                    x                            500         0         0
WILLIS GROUP HOLDINGS LTD                   x                   3      2,400         0         0
WILLIS GROUP HOLDINGS LTD                   x                   2     19,100         0         0
WILLIS GROUP HOLDINGS LTD                   x                   6     29,400         0         0
WILLIS GROUP HOLDINGS LTD                   x                   3     82,675         0         0
WILLIS GROUP HOLDINGS LTD                   x                   3    171,711         0         0
XL CAP LTD                                  x                   5          0       114         0
XL CAP LTD                                  x                   3      1,529         0         0
XL CAP LTD                                  x                   2      3,511         0         0
XL CAP LTD                                  x                   5          0     4,400         0
ALCON INC                                   x                   2        200         0         0
ALCON INC                                   x                   4          0     1,000         0
ALCON INC                                   x                   3      1,240         0         0
ALCON INC                                   x                   5          0     2,000         0
ALCON INC                                   x                   4          0         0     2,064
ALCON INC                                   x                          2,847         0         0
ALCON INC                                   x                   3     13,000         0         0
UBS AG                                      x                   2        905         0         0
UBS AG                                      x                   4         40         0     5,701
UBS AG                                      x                   3    316,094         0    23,050
LIPMAN ELECTRONIC ENGINEERIN                x                   3     18,760         0         0
QIAGEN N V                                  x                   3    590,586         0    16,500
ROYAL CARIBBEAN CRUISES LTD                 x                   4          0         0     3,695
ROYAL CARIBBEAN CRUISES LTD                 x                   3    136,650         0         0
FLEXTRONICS INTL LTD                        x                   3     11,849         0         0
FLEXTRONICS INTL LTD                        x                         15,000         0         0
FLEXTRONICS INTL LTD                        x                   5          0    15,100         0
FLEXTRONICS INTL LTD                        x                   2     16,455         0         0
FLEXTRONICS INTL LTD                        x                        150,000         0         0
TEEKAY SHIPPING MARSHALL ISL                x                   3      7,500         0         0